JPMorgan Income ETF - Holdings

Etf holdings as of September 30, 2026Number of holdings: 2834

Full holdings list

Weight %	Name	Ticker	Shares Held
6.25%	TBA GNMA2 SINGLE 6.5%	G2SF	675758688
3.74%	JPMORGAN PRIME MONEY	JIMXX	405194681
1.95%	GNMA II MORTPASS 6% 06/56	G2	214713412
1.67%	GNMA II 5.5% 09/56	G2	189000000
1.39%	GNMA II 6.5% 06/56	G2	149459049
1.28%	GNMA II 5.5% 01/56	G2	144698439
1.25%	TBA GNMA2 6.5% 12/34	G2SF	135540000
1.16%	GNMA II MORTPASS 6% 08/56	G2	128135359
1.11%	GNMA II 6.5% 07/56	G2	120034462
0.85%	OTCBA FINRA CSH AT BROKER		92453000
0.85%	UMBS MORTPASS 5.5% 01/56	FN	95854661
0.69%	UMBS MORTPASS 6% 11/55	FR	75149540
0.59%	UMBS MORTPASS 5.5% 01/56	FR	66975740
0.49%	FHLMC STACR FLT 10/50	STACR	39871608
0.48%	USD - FOR FUTURES		51823324
0.47%	UMBS MORTPASS 5.5% 03/56	FR	53685156
0.46%	GNMA II 5.5% 08/55	G2	51673768
0.44%	GNMA 2026-23 A 4.5% 01/60	GNR	51665457
0.42%	GNMA II 5.5% 02/55	G2	47567428
0.40%	UMBS MORTPASS 6% 10/55	FN	43908486
0.39%	GNMA II 5.5% 04/55	G2	43695701
0.38%	UMBS MORTPASS 5.5% 08/56	FN	43107107
0.37%	GNMA II MORTPASS 6% 10/53	G2	40449485
0.36%	CITI ASSET 24.84% 11/32	CART1	37875000
0.36%	COLLATERAL USD		38733000
0.36%	GNMA 2026-16 AC 4% 12/57	GNR	41283911
0.35%	CITI ASSET 26.06% 08/32	CART1	37567130
0.35%	CITI ASSET 26.03% 09/32	CART1	36763000
0.34%	GNMA II MORTPASS 6% 05/56	G2	37182465
0.30%	GNMA II 6.5% 01/56	G2	32509997
0.30%	UMBS MORTPASS 5.5% 06/56	FN	33725177
0.29%	SEQUOIA VAR 09/56	SEMT	31983087
0.27%	PMT LOAN TRUST VAR 06/57	PMTLT	30497388
0.27%	CITI ASSET 25.62% 07/32	CART1	29982305
0.27%	CITI ASSET 25.54% 05/32	CART1	30352771
0.27%	FHLMC STACR FLT 01/34	STACR	23730000
0.26%	UMBS MORTPASS 5.5% 01/56	FR	28817422
0.25%	GNMA II MORTPASS 6% 03/55	G2	27636849
0.25%	UMBS MORTPASS 5.5% 11/55	FR	28471057
0.24%	MULTIFAMILY FLT 11/53	MCAS	22985000
0.24%	UMBS MORTPASS 6.5% 08/55	FR	25263142
0.24%	MULTIFAMILY FLT 03/50	MCAS	25230085
0.23%	OBX 2026-INV5 VAR 08/56	OBX	25949860
0.23%	CITI ASSET 25.42% 06/32	CART1	25393791
0.23%	GNMA 2026-77 AK VAR 11/68	GNR	25374632
0.23%	PMT LOAN TRUST VAR 10/57	PMTLT	25656000
0.22%	NOTES FIXED 10% 09/31		24100000
0.22%	GNMA II MORTPASS 6% 10/54	G2	23877297
0.22%	PMT LOAN TRUST VAR 04/57	PMTLT	24738973
0.22%	CONNECTICUT FLT 11/39	CAS	23123645
0.21%	GNMA II 5.5% 05/55	G2	24060665
0.21%	US 10YR ULTRA 12/21/2026	UXYZ6 COMB Comdty	-5184
0.21%	FHLMC STACR FLT 08/33	STACR	18622782
0.21%	OBX 2026-INV4 VAR 05/56	OBX	23379203
0.21%	PMT LOAN TRUST VAR 01/57	PMTLT	23744351
0.21%	PMT LOAN TRUST VAR 02/57	PMTLT	23028338
0.21%	PMT LOAN TRUST VAR 07/57	PMTLT	23547008
0.21%	PSA TRUST VAR 08/43	PSA	22800000
0.21%	GNMA II MORTPASS 6% 10/54	G2	22354027
0.21%	SANTANDER STEP 06/66	SAN	22700773
0.21%	UMBS MORTPASS 6% 07/54	FN	22441792
0.20%	UMBS MORTPASS 5.5% 01/56	FR	22902978
0.20%	PMT LOAN TRUST VAR 08/57	PMTLT	22250000
0.20%	PMT LOAN TRUST VAR 05/57	PMTLT	22461543
0.19%	ROCK TRUST 8.81906% 11/41	ROCC	20400000
0.19%	NEW RESIDENTIAL VAR 05/66	NRZT	21198034
0.19%	OBX 2026-NQM6 STEP 04/66	OBX	21017724
0.18%	FMC GMSR ISSUER FLT 08/29	FMMSR	20000000
0.18%	NEW RESIDENTIAL VAR 04/66	NRZT	20194098
0.18%	GNMA II 5.5% 02/55	G2	19828820
0.17%	GNMA 2021-62 AT 4% 02/63	GNR	21456738
0.17%	FHLMC STACR FLT 03/42	STACR	18100000
0.17%	DEEPHAVEN VAR 06/71	DRMT	19140304
0.17%	OBX 2026-NQM7 VAR 04/66	OBX	19212661
0.17%	MULTIFAMILY FLT 10/49	MCAS	18344024
0.17%	SANTANDER STEP 10/65	SAN	18832071
0.17%	GNMA 2025-78 IO VAR 11/63	GNR	258485331
0.17%	GNMA 2026-23 AC VAR 11/67	GNR	18849475
0.17%	BCAP LLC NOTES 0% 09/27		18291614
0.17%	PRET 2026-RN2 STEP 07/56	PRET	18408999
0.17%	JPMBB VAR 07/48	JPMBB	19275000
0.17%	OBX 2026-NQM14 VAR 08/66	OBX	18050000
0.17%	AMERICAN 5.1% 01/33	ACAR	18400000
0.16%	PETROLEOS 7.69% 01/50	PEMEX	21150000
0.16%	UMBS MORTPASS 6% 02/55	FN	18077919
0.16%	CCO HOLDINGS 4.75% 03/30	CHTR	19076000
0.16%	PROVIDENT VAR 08/55	PFMT	17907901
0.16%	GS VAR 03/56	GSMBS	17864919
0.16%	UMBS MORTPASS 5.5% 10/55	FN	17973912
0.16%	PMT LOAN TRUST VAR 09/57	PMTLT	17540000
0.16%	LIBERTY2026SRTFRN14MAY31		17000000
0.16%	SANTANDER STEP 10/66	SAN	16940000
0.16%	GNMA II 6.5% 03/56	G2	16787932
0.16%	UMBS MORTPASS 6% 04/56	FN	17081940
0.15%	OBX 2026-INV6 VAR 09/56	OBX	17300000
0.15%	NEW STEP 11/65	NRZT	17269834
0.15%	BCAP LLC TRUST 0% 09/27		16767313
0.15%	ASPIRE STEP 08/66	SPIRE	16772007
0.15%	AMERICAN 5.49% 03/33	ACAR	16830000
0.15%	CONNECTICUT FLT 09/43	CAS	16000000
0.15%	OBX 2026-NQM13 STEP 07/66	OBX	16651891
0.15%	UMBS MORTPASS 5.5% 05/56	FR	16965949
0.15%	OCTAGON 64 LTD FLT 07/37	OCT64	16800000
0.15%	GNMA II 6.5% 10/55	G2	15918624
0.15%	MORGAN STANLEY VAR 11/49	MSBAM	21885000
0.15%	PMT LOAN TRUST VAR 05/57	PMTLT	16279121
0.15%	ARGENTINE STEP 07/35	ARGENT	22460000
0.15%	CD 2017-CD3 3.631% 02/50	CD	16076138
0.15%	UMBS MORTPASS 5% 08/56	FR	16979298
0.14%	LENDMARK 5.64% 05/35	LFT	16500000
0.14%	GNMA 2026-56 AJ VAR 11/68	GNR	16120207
0.14%	UMBS MORTPASS 6% 08/56	FR	15904601
0.14%	BRIDGECREST 7.36% 08/33	BLAST	15800000
0.14%	GNMA 2026-71 BC VAR 05/68	GNR	15923413
0.14%	UMBS MORTPASS 6% 09/56	FR	15653746
0.14%	NGF HOLDINGS 9.625% 12/29	NXGNFN	15000000
0.14%	BAYVIEW STEP 07/56	BVCES	15308925
0.14%	HIBERNIA IV 7.189% 08/46		15000000
0.14%	PAR 2026-4 6.33% 10/34	PAR	15000000
0.14%	CITI ASSET 25.95% 04/32	CART1	15845196
0.14%	GNMA 2025-217 VAR 02/68	GNR	16531197
0.14%	MULTIFAMILY FLT 05/55	MCAS	14679000
0.14%	AMERICAN 5.19% 07/32	ACAR	14930000
0.14%	NEW RESIDENTIAL VAR 06/66	NRZT	15022094
0.14%	GNMA II 6.5% 05/56	G2	14583371
0.13%	PRET 2026-RN1 STEP 06/66	PRET	14689430
0.13%	JONAH LLC 12% 06/29		14570620
0.13%	PMT LOAN TRUST VAR 07/57	PMTLT	14875607
0.13%	GRIT 9.996 27MAR30		14469799
0.13%	GNMA II 5.5% 04/55	G2	14680031
0.13%	HERTZ VEHICLE 9.4% 09/29	HERTZ	14080000
0.13%	TOWD POINT VAR 09/66	TPMT	14261000
0.13%	GNMA 2025-211 6.5% 12/55	GNR	14598984
0.13%	IRV TRUST VAR 03/47	IRV	14700000
0.13%	GNMA II 5.5% 06/54	G2	14501662
0.13%	GNMA 2025-128 4.75% 03/54	GNR	14528032
0.13%	HERTZ VEHICLE 5.16% 06/28	HERTZ	14000000
0.13%	WYNN RESORTS 5.125% 10/29	WYNFIN	14220000
0.13%	CCO HOLDINGS 4.5% 08/30	CHTR	15372000
0.13%	GNMA 2025-138 4.75% 05/56	GNR	14403610
0.13%	OBX 2026-NQM2 STEP 12/65	OBX	14033403
0.12%	UMBS MORTPASS 5.5% 01/56	FR	14069966
0.12%	GNMA 2026-95 IO VAR 07/65	GNR	227277096
0.12%	HONEY HILL PARK FLT 04/39	HONPK	13550000
0.12%	UMBS MORTPASS 5% 08/56	FR	14207742
0.12%	UMBS MORTPASS 5.5% 04/56	FN	13677241
0.12%	GNMA 2026-H15 VAR 10/75	GNR	167176872
0.12%	GNMA 2026-133 VAR 04/65	GNR	211991421
0.12%	SOMNIGROUP 4% 04/29	SGI	13675000
0.12%	AMERICAN 4.95% 07/32	ACAR	12710000
0.12%	FHLMC STACR FLT 03/46	STACR	12460000
0.12%	NEW STEP 10/65	NRZT	12987393
0.12%	NEW STEP 02/66	NRZT	13005252
0.11%	SANTANDER STEP 05/66	SAN	12651168
0.11%	INGRAM MICRO 4.75% 05/29	IM	12945000
0.11%	AMERICAN 5.25% 09/31	ACAR	12540000
0.11%	TRANSDIGM 6.375% 03/29	TDG	12299000
0.11%	PRET 2026-NPL6 STEP 05/56	PRET	12354761
0.11%	RCO IX STEP 08/31	RCO	12320015
0.11%	USD CCP COLL IM CITIBANK		12065000
0.11%	NEXGEN 2025-1 VAR 11/31		12000000
0.11%	NEXGEN 2025-1 VAR 11/31		12000000
0.11%	REPUBLIC 4.82% 06/39	REPS	12360000
0.11%	GNMA 2026-56 AK VAR 11/68	GNR	12294968
0.11%	UMBS MORTPASS 6% 08/56	FR	11987343
0.11%	OBX 2026-INV3 VAR 04/56	OBX	12065045
0.11%	BX 2025-BIO3 VAR 02/42	BX	12290000
0.11%	LVNV FUNDING 6.684% 08/31		12000000
0.11%	US LONG 12/21/2026	USZ6 COMB Comdty	-1770
0.11%	DIVERSIFIED 9.75% 04/29	DIGAOI	11250000
0.11%	GNMA II 5.5% 12/55	G2	11934986
0.11%	GNMA 2025-60 ZC 5% 03/55	GNR	13177308
0.11%	PAR 2026-3 5.89% 05/34	PAR	11500000
0.10%	GNMA 2026-14 A 4.5% 01/60	GNR	11861742
0.10%	ROCK TRUST 7.10914% 11/41	ROCC	11115000
0.10%	EDGEWELL 5.5% 06/28	EPC	11330000
0.10%	GNMA 2025-213 4.5% 02/68	GNR	12349023
0.10%	GNMA 2021-48 FT FLT 12/62	GNR	13013620
0.10%	FHLMC STACR FLT 12/41	STACR	11000000
0.10%	UMBS MORTPASS 6% 02/55	FN	11243399
0.10%	BRIDGECREST 5.59% 04/32	BLAST	11290000
0.10%	MULTIFAMILY FLT 05/55	MCAS	10986299
0.10%	GNMA 2025-208 4.5% 12/55	GNR	12801060
0.10%	GNMA 2026-2 GZ 4.5% 01/56	GNR	13284231
0.10%	FHLMC STACR FLT 12/33	STACR	9090000
0.10%	BANK OF AMERICA CORP VAR	BAC	11203000
0.10%	GNMA 2025-206 VAR 04/64	GNR	186021200
0.10%	FORD MOTOR 5.753% 04/33	F	11405000
0.10%	MSWF COMMERCIAL VAR 12/56	MSWF	10750000
0.10%	FHLMC STACR FLT 08/33	STACR	9166267
0.10%	UMBS MORTPASS 5.5% 05/56	FR	11144604
0.10%	UMBS MORTPASS 6% 08/56	FR	10739740
0.10%	GNMA 2026-25 5.5% 02/56	GNR	11551377
0.10%	GS STEP 09/56	GSMBS	10808082
0.10%	WELLS FARGO 3% 05/51	WFCM	13021000
0.10%	CENTER STREET STEP 12/30	CSLC	10620000
0.10%	UMBS MORTPASS 5.5% 05/56	FN	10884405
0.10%	AVANTOR 4.625% 07/28	AVTR	10650000
0.10%	EMRLD 6.625% 12/30	EMECLI	10409000
0.10%	MIDCON 6.019 10JUL30		10321486
0.10%	UMBS MORTPASS 6% 07/56	FN	10510906
0.09%	FHLMC MSCR FLT 10/44	MSCR	10242168
0.09%	UMBS MORTPASS 5.5% 02/56	FR	10727284
0.09%	FHLMC STACR FLT 06/43	STACR	9800000
0.09%	CSAIL 2018-C14 VAR 11/51	CSAIL	11742000
0.09%	GNMA 2025-212 4.75% 01/68	GNR	11115691
0.09%	GNMA 2025-212 AC 5% 12/66	GNR	10934293
0.09%	EXETER 7.42% 07/34	EART	10287000
0.09%	PETROLEOS 6.7% 02/32	PEMEX	10390000
0.09%	AL 20261BREEC55925OCT29		10000000
0.09%	JGW ABS TRUST 9.34% 08/36	JGW	10000000
0.09%	WELLS FARGO & CO VAR	WFC	9807000
0.09%	YGRENE ENERGY 8.5% 07/45		9839487
0.09%	UMBS MORTPASS 6% 08/56	FN	10027890
0.09%	EXETER 5% 05/32	EART	10140000
0.09%	PMT LOAN TRUST VAR 04/55	PMTLT	10141393
0.09%	AMERICAN 6.9% 02/34	ACAR	10000000
0.09%	LVNV FUNDING 6.55% 08/29		10000000
0.09%	SCOTTS 4.5% 10/29	SMG	10125000
0.09%	VERIZON VAR 02/59	VZ	10109000
0.09%	FHLMC REMICS 5.5% 02/56	FHR	11222306
0.09%	GNMA II MORTPASS 6% 07/55	G2	9745938
0.09%	COMSTOCK 5.875% 01/30	CRK	10140000
0.09%	ISLAMIC 7.375% 04/31	PKSTAN	9900000
0.09%	NEW STEP 08/66	NRZT	9799182
0.09%	DEC 6.1 28JUL46 144A		9839318
0.09%	UMBS MORTPASS 5.5% 02/56	FR	9975329
0.09%	FHLMC MSCR FLT 05/44	MSCR	9490700
0.09%	GNMA 2025-156 JL 5% 09/55	GNR	10500000
0.09%	UMBS MORTPASS 6% 09/56	FR	9657206
0.09%	IRV TRUST VAR 03/47	IRV	10050000
0.09%	UBS COMMERCIAL 3% 05/51	UBSCM	11459000
0.09%	UMBS MORTPASS 5.5% 03/55	FR	9789747
0.09%	UMBS MORTPASS 6% 08/56	FN	9553316
0.09%	CONNECTICUT FLT 01/40	CAS	9300000
0.09%	CREDIT 5.38% 03/36	CAALT	9475000
0.09%	GNMA 2025-161 VAR 02/68	GNR	128748046
0.09%	LENDMARK 5.4% 11/35	LFT	9580000
0.08%	HONEY HILL PARK FLT 04/39	HONPK	9180000
0.08%	FREMF ZERO 11/52	FREMF	10000000
0.08%	AMERICAN 5.18% 06/32	ACAR	9370000
0.08%	GNMA II MORTPASS 6% 07/56	G2	9252040
0.08%	JP MORGAN CHASE VAR 08/49	JPMCC	12390000
0.08%	BENCHMARK VAR 03/52	BMARK	10561000
0.08%	GNMA 2026-72 4.5% 05/58	GNR	9719933
0.08%	BALLYROCK CLO FLT 10/38	BALLY	8965000
0.08%	GNMA II 5.5% 04/55	G2	9237575
0.08%	JPMBB VAR 10/48	JPMBB	9700000
0.08%	BRIDGECREST 7.18% 11/32	BLAST	9010000
0.08%	SONIC 4.625% 11/29	SAH	9403000
0.08%	FHLMC STACR FLT 09/50	STACR	7000000
0.08%	EJ HUGOTON 10.289 10OCT41		8881402
0.08%	UMBS MORTPASS 6% 12/54	FN	8986051
0.08%	GNMA 2025-144 4.75% 07/54	GNR	9180484
0.08%	UMBS MORTPASS 6% 08/56	FR	8984836
0.08%	GNMA 2026-73 AT VAR 10/68	GNR	8958384
0.08%	FIGRE TRUST VAR 09/54	FIGRE	8962012
0.08%	FHLMC REMICS 4.05% 01/33	FHR	9279902
0.08%	CCO HOLDINGS 4.25% 02/31	CHTR	10129000
0.08%	UMBS MORTPASS 6% 08/56	FN	8885764
0.08%	REPUBLIC OF 8.075% 04/36	IVYCST	8481000
0.08%	SENSATA 3.75% 02/31	ST	9635000
0.08%	UMBS MORTPASS 6% 07/56	FR	8833337
0.08%	EXETER 6.99% 04/33	EART	8800000
0.08%	REPUBLIC OF 7.25% 12/55	SOAF	9555000
0.08%	FHLMC MSCR FLT 05/43	MSCR	7774000
0.08%	TRANSCANADA VAR 10/56	TRPCN	8787000
0.08%	FHLMC REMICS 5.5% 02/56	FHR	9953601
0.08%	FHLMC MSCR FLT 11/51	MSCR	8376391
0.08%	BRIDGECREST 7.74% 06/32	BLAST	8500000
0.08%	STANDARD 4.75% 01/28	BMCAUS	8675000
0.08%	GNMA II 5.5% 10/55	G2	8787773
0.08%	UMBS MORTPASS 6% 08/56	FR	8657834
0.08%	UMBS MORTPASS 6% 06/56	FR	8630742
0.08%	GNMA II 5.5% 10/54	G2	8769257
0.08%	GS VAR 12/55	GSMBS	8706635
0.08%	BMO 2024-5C4 VAR 05/57	BMO	8300000
0.08%	FHLMC STACR FLT 06/43	STACR	8200000
0.08%	UMBS MORTPASS 6.5% 04/56	FN	8283898
0.08%	FHLMC STACR FLT 11/41	STACR	8386000
0.08%	DRIVE AUTO 4.9% 12/32	DRIVE	8600000
0.08%	ENTERGY CORP VAR 06/56	ETR	8749000
0.08%	REPUBLIC OF 6.75% 02/41	IVYCST	9278000
0.08%	BRIDGECREST 7.17% 05/33	BLAST	8500000
0.08%	GS MORTGAGE VAR 11/48	GSMS	9569364
0.08%	UMBS MORTPASS 6% 08/56	FR	8489249
0.08%	GNMA II 6.5% 08/56	G2	8285835
0.08%	NEXSTAR MEDIA 6.5% 09/33	NXST	8635000
0.08%	PETROLEOS 10% 02/33	PEMEX	7450000
0.08%	GNMA 2025-211 5.5% 12/55	GNR	8676965
0.08%	MAUSER 7.875% 04/30	BWY	8210000
0.08%	UMBS MORTPASS 6% 07/56	FR	8316081
0.07%	TOWD POINT STEP 02/66	TPMT	8407253
0.07%	LENDMARK 5.9% 11/35	LFT	8470000
0.07%	DRIVEN 2.791% 10/51	HONK	8666571
0.07%	GNMA 2025-93 4.75% 12/54	GNR	8700000
0.07%	TRIAD 0% 04/52		7770132
0.07%	WELLS FARGO & VAR 12/49	WFC	8290000
0.07%	HARVEST VAR 06/57	HCCLT	8233938
0.07%	AME11.48983 15JAN30 144A		8058000
0.07%	NEXUS NOVA FRN 10AUG27		8000000
0.07%	FHLMC REMICS 4.75% 09/33	FHR	8279466
0.07%	MULTIFAMILY FLT 07/54	MCAS	7765000
0.07%	GNMA 2026-3 ZH 5.5% 01/56	GNR	8590103
0.07%	OIS SOFR /4.093% USD0231		282900000
0.07%	FHLMC MSCR FLT 06/46	MSCR	7950000
0.07%	FHLMC MORTPASS FLT 11/55	FH	8151622
0.07%	NOVELIS CORP 4.75% 01/30	HNDLIN	8444000
0.07%	PROMETHEUS 12.0 12SEP29		8000000
0.07%	PMT LOAN TRUST VAR 10/56	PMTLT	8315426
0.07%	MIDCON 7.094 13OCT33		7883023
0.07%	POST 4.625% 04/30	POST	8405000
0.07%	JGW 11.71 15AUG36 144A		7870000
0.07%	COMM 2015-DC1 VAR 02/48	COMM	8160000
0.07%	BANK 2017-BNK6 3.1% 07/60	BANK	8995000
0.07%	FHLMC STACR FLT 08/42	STACR	7600000
0.07%	DEC 6.82 28JUL46 144A		7985347
0.07%	GNMA 2025-196 5.5% 11/55	GNR	8349590
0.07%	SIRIUS XM RADIO 4% 07/28	SIRI	8015000
0.07%	GNMA 2023-132 5.5% 09/53	GNR	8000000
0.07%	BRIDGECREST 4.99% 11/31	BLAST	7890000
0.07%	UMBS MORTPASS 6.5% 09/53	FN	7553723
0.07%	AMERICAN 7.92% 03/32	ACAR	7490000
0.07%	NEXTERA ENERGY VAR 08/55	NEE	7838000
0.07%	CELANESE US 7.375% 02/34	CE	7673000
0.07%	DEC 6.91 15JAN31 144A		7940841
0.07%	FNMA FLT 04/29	CAS	7609333
0.07%	LIVE NATION 4.75% 10/27	LYV	7740000
0.07%	UMBS MORTPASS 6% 09/54	FN	7690457
0.07%	NEXUS NOVO 6.5% 11/28		7615805
0.07%	GNMA 2021-71 IO VAR 10/62	GNR	121428558
0.07%	UMBS MORTPASS 6% 09/56	FR	7692765
0.07%	SS&C 5.5% 09/27	SSNC	7548000
0.07%	REPUBLIC OF 8.75% 01/34	ECUA	8023000
0.07%	CONNECTICUT FLT 07/43	CAS	7000000
0.07%	SRT ISSUER II VAR 12/31		7500000
0.07%	GNMA II MORTPASS 6% 09/54	G2	7538075
0.07%	QUIKRETE 6.375% 03/32	QUIKHO	7706000
0.07%	SRT ISSUER I VAR 07/31		7500000
0.07%	BANK 2017-BNK4 VAR 05/50	BANK	8448000
0.07%	AMERICAN 5.75% 04/29	AAL	7562500
0.07%	DEC 6.016 13MAR30 144A		7687385
0.07%	MERCURY 5.34% 02/32	MFCC	7550000
0.07%	AM7.98983 15JAN30 144A		7454596
0.07%	CARNIVAL 6.125% 02/33	CCL	7616000
0.07%	OIS SOFR /4.162% USD0733		187000000
0.07%	UMBS MORTPASS 5.5% 05/56	FN	7703873
0.07%	COMM 2.867% 02/48	COMM	7817000
0.07%	PETROLEOS 6.75% 09/47	PEMEX	9500000
0.07%	PFP 2026-14 LTD FLT 12/43	PFP	7325000
0.07%	FHLMC MSCR FLT 03/46	MSCR	7285000
0.07%	FHLMC STACR FLT 04/42	STACR	7000000
0.07%	ONEMAIN DIRECT 5.3% 10/36	ODART	7595000
0.07%	GNMA 2026-H19 VAR 08/75	GNR	92000000
0.07%	FHLMC STACR FLT 08/33	STACR	6600000
0.07%	FHLMC STACR FLT 10/33	STACR	5800000
0.07%	UMBS MORTPASS 6% 09/56	FN	7396688
0.07%	CFIN 2022-RTL1 0% 08/27		7243536
0.07%	OPORTUN 5.06% 01/34	OPTN	7300000
0.07%	FHLMC MSCR FLT 10/44	MSCR	7100000
0.07%	GNMA 2025-156 6.5% 09/55	GNR	7375510
0.07%	MADISON IAQ 4.125% 06/28	MADIAQ	7355000
0.07%	FHLMC REMICS 2.5% 10/51	FHR	12907464
0.07%	PMT LOAN TRUST VAR 12/59	PMTLT	7337399
0.07%	GNMA 2025-21 IO VAR 04/65	GNR	104407128
0.07%	COOPER-STANDA 9.25% 03/31	CPS	7429000
0.07%	RCKT MORTGAGE STEP 07/56	RCKT	7240824
0.07%	NRM FNT1 STEP 11/31	NZES	7214126
0.07%	LENDMARK 5.98% 10/34	LFT	7280000
0.07%	GNMA 2021-195 VAR 08/63	GNR	79111602
0.07%	CONNECTICUT FLT 07/44	CAS	7000000
0.06%	UMBS MORTPASS 6.5% 08/56	FR	6929466
0.06%	GGAM MASTER 9.702% 09/60	GGAMMT	7180561
0.06%	UMBS MORTPASS 6.5% 10/56	FR	6910171
0.06%	FHLMC MSCR FLT 07/45	MSCR	6950000
0.06%	FHLMC MSCR FLT 06/46	MSCR	6913625
0.06%	FHLMC STACR FLT 03/50	STACR	5800000
0.06%	REPUBLIC OF 9.875% 10/35	ANGOL	6800000
0.06%	COMM 2016-COR1 VAR 10/49	COMM	7875000
0.06%	BENCHMARK VAR 04/51	BMARK	7956000
0.06%	UMBS MORTPASS 5.5% 10/55	FR	7176669
0.06%	HERTZ VEHICLE 9.43% 02/28	HERTZ	6820833
0.06%	UMBS MORTPASS 6.5% 08/54	FN	6723687
0.06%	MFA 2024-RTL3 STEP 11/39	MFRA	6845000
0.06%	CONNECTICUT FLT 01/40	CAS	6800000
0.06%	UMBS MORTPASS 6% 04/56	FR	6930893
0.06%	GS STEP 06/56	GSMBS	6993117
0.06%	CLEAR 7.125% 02/31	CCO	6824000
0.06%	ENERGY TRANSFER VAR 02/56	ET	6963000
0.06%	CONGOLESE 9.5% 05/36	REPCON	7200000
0.06%	LAMB WESTON 4.125% 01/30	LW	7325000
0.06%	JPMBB VAR 07/48	JPMBB	8150000
0.06%	REPUBLIC OF 9.25% 01/39	ECUA	7263000
0.06%	GNMA 2025-200 4.5% 04/68	GNR	7551267
0.06%	HARVEST 6.1635% 10/56	HCCLT	6847961
0.06%	VCAT 2026-NPL3 STEP 05/56	VCAT	6801871
0.06%	SIRIUS XM 5.5% 07/29	SIRI	6905000
0.06%	NOVA 5.25% 06/27	NCX	6700000
0.06%	MERIDIAN ARC 6.25% 04/31	MERIDI	7188000
0.06%	EQUIPMENTSHARE.C 9% 05/28	EQMSRM	6579000
0.06%	ARGENTINE STEP 07/41	ARGENT	10140000
0.06%	UMBS MORTPASS 6.5% 08/54	FR	6437688
0.06%	MFA 2025-NQM5 STEP 11/70	MFRA	6732944
0.06%	SURINAME 8.5% 11/35	SURINM	6338000
0.06%	SERVICE CORP 3.375% 08/30	SCI	7255000
0.06%	CONNECTICUT FLT 09/45	CAS	6520000
0.06%	MULTIFAMILY FLT 05/55	MCAS	6200000
0.06%	GNMA II MORTPASS 6% 11/54	G2	6536973
0.06%	GNMA 2026-4 JZ 4.5% 01/56	GNR	7570444
0.06%	BHMS COMMERCIAL FLT 08/42	BHMS	6483000
0.06%	REPUBLIC OF 9.5% 03/36	KENINT	6427000
0.06%	GNMA 2021-28 IO VAR 10/62	GNR	89740125
0.06%	REPUBLIC OF 9.25% 01/39	ECUA	6948000
0.06%	COMM VAR 03/48	COMM	8729000
0.06%	SYMPHONY CLO FLT 10/35	SYMP	6455000
0.06%	TENET 4.625% 06/28	THC	6555000
0.06%	GNMA 2026-153 FLT 09/66	GNR	6300000
0.06%	HASHEMITE 5.75% 11/32	JORDAN	6761000
0.06%	FHLMC STACR FLT 04/42	STACR	6250000
0.06%	GNMA 2026-2 AZ 4.5% 01/56	GNR	7568268
0.06%	CCO HOLDINGS 7.375% 03/31	CHTR	6420000
0.06%	BMO 2023-5C1 VAR 08/56	BMO	6218257
0.06%	GNMA II 6.5% 04/56	G2	6253665
0.06%	FHLMC STACR FLT 06/42	STACR	6000000
0.06%	GNMA 2026-24 SB FLT 02/56	GNR	129201545
0.06%	CANTOR VAR 01/53	CF	8446000
0.06%	SM ENERGY CO 8.625% 11/30	SM	6005000
0.06%	LEVEL 3 6.875% 06/33	LVLT	6401000
0.06%	EXETER 7.52% 12/32	EART	6226000
0.06%	UBS COMMERCIAL VAR 12/50	UBSCM	7137000
0.06%	UMBS MORTPASS 6% 08/56	FN	6327041
0.06%	KINETIK 5.875% 06/30	KNTK	6335000
0.06%	DEEPHAVEN STEP 08/61	DRMT	6311948
0.06%	UMBS MORTPASS 6% 09/56	FR	6310575
0.06%	GNMA 2025-135 FLT 08/55	GNR	6953616
0.06%	UMBS MORTPASS 6% 05/54	FN	6299956
0.06%	SMYRNA READY 8.875% 11/31	SMYREA	6010000
0.06%	UMBS MORTPASS 6% 09/56	FR	6254702
0.06%	FHLMC MORTPASS FLT 11/55	FH	6264901
0.06%	MORGAN STANLEY 3% 07/51	MSC	7191000
0.06%	UMBS MORTPASS 6% 04/55	FR	6208250
0.06%	FHLMC STACR FLT 05/42	STACR	6000000
0.06%	UMBS MORTPASS 6.5% 05/56	FN	5966472
0.06%	GOODYEAR TIRE & 5% 07/29	GT	6544000
0.06%	PAR 2026-3 0% 05/34	PAR	6100000
0.06%	GNMA 2025-156 4.5% 12/54	GNR	7321578
0.06%	CSAIL 2015-C2 VAR 06/57	CSAIL	6852000
0.06%	GNMA 2026-16 IO VAR 02/68	GNR	77522981
0.06%	UMBS MORTPASS 6% 08/56	FN	6092843
0.06%	REPUBLIC OF 7.75% 11/36	COLOM	6000000
0.06%	AFFIRM ASSET 5.23% 10/30	AFFRM	6000000
0.06%	EXETER 7.58% 10/34	EART	6100000
0.06%	CGMS COMMERCIAL 3% 08/50	CGCMT	6500000
0.06%	EJ HUGOTON 14.5 10OCT41		5965633
0.05%	WFRBS 3.497% 08/47	WFRBS	6500000
0.05%	GNMA II MORTPASS 6% 12/55	G2	5949696
0.05%	BAIN CAPITAL FLT 10/38	BCC	6000000
0.05%	UMBS MORTPASS 6% 08/56	FN	5992033
0.05%	GNMA 2020-38 FA FLT 04/62	GNR	6461191
0.05%	SBA SMALL 5.035% 03/34	SBIC	6011491
0.05%	GLS AUTO 5.38% 01/32	GCAR	6000000
0.05%	UMBS MORTPASS 6% 07/54	FR	5932954
0.05%	LITHIA 3.875% 06/29	LAD	6250000
0.05%	REPUBLIC OF 8.25% 01/37	IVYCST	5600000
0.05%	BANK5 6.255% 09/56	BANK5	5791480
0.05%	FIRST 5.22% 12/33	FIAOT	6000000
0.05%	GNMA 2025-172 PZ 6% 10/55	GNR	6207009
0.05%	GNMA II MORTPASS 6% 08/54	G2	5852013
0.05%	CONNECTICUT FLT 03/42	CAS	5660000
0.05%	REPUBLIC OF STEP 07/35	ECUA	6787831
0.05%	GS STEP 05/56	GSMBS	5921214
0.05%	UMBS MORTPASS 4.5% 04/56	FR	6387023
0.05%	GGAM MASTER 5.861% 09/60	GGAMMT	5954137
0.05%	DOMINICAN 6.6% 06/36	DOMREP	5900000
0.05%	GNMA 2025-192 4.5% 11/55	GNR	6559621
0.05%	STAGWELL 5.625% 08/29	STGW	6010000
0.05%	FHLMC MSCR FLT 09/43	MSCR	5348000
0.05%	ECOPETROL SA 8.875% 01/33	ECOPET	5480000
0.05%	AMERICAN 4.85% 05/32	ACAR	5785000
0.05%	ARAMARK SERVICES 5% 02/28	ARMK	5745000
0.05%	WR GRACE 5.625% 08/29	GRA	6235000
0.05%	SANTANDER 5.11% 09/31	SDART	5730000
0.05%	JONAH 12.5 21MAR33		5655440
0.05%	FHLMC VAR 04/30	FHMS	123438470
0.05%	PMT LOAN TRUST VAR 06/56	PMTLT	5796168
0.05%	NRM FHT1 STEP 03/32	NZES	5728479
0.05%	UMBS MORTPASS 5.5% 03/56	FN	5864448
0.05%	NEXGEN 2025-1 VAR 11/31		5596000
0.05%	BANK5 2023-5YR1 VAR 04/56	BANK5	5546539
0.05%	NEXSTAR MEDIA 7.25% 04/34	NXST	5803000
0.05%	FREMF ZERO 11/53	FREMF	6440482
0.05%	GNMA 2025-44 GZ 6% 02/54	GNR	5907216
0.05%	LENDMARK 4.78% 10/34	LFT	5700000
0.05%	UMBS MORTPASS 6.5% 12/53	FN	5502058
0.05%	BAUSCH 4.875% 06/28	BHCCN	5885000
0.05%	AMERICAN 4.83% 01/31	ACAR	5570000
0.05%	FHLMC MSCR FLT 02/45	MSCR	5500000
0.05%	FHLMC STACR FLT 02/42	STACR	5470000
0.05%	WULF COMPUTE 7.75% 10/30	WULF	5395000
0.05%	US FOODS INC 4.75% 02/29	USFOOD	5684000
0.05%	GNMA 2026-56 4.5% 01/63	GNR	5920693
0.05%	MEDLINE 5.25% 10/29	MEDIND	5660000
0.05%	CONNECTICUT FLT 10/43	CAS	5400000
0.05%	GNMA II MORTPASS 6% 11/54	G2	5487550
0.05%	ENTEGRIS INC 5.95% 06/30	ENTG	5565000
0.05%	FREMF 2017-K69 ZERO 10/49	FREMF	6000000
0.05%	OUTFRONT 4.25% 01/29	OUT	5685000
0.05%	AVIS BUDGET 4.75% 04/28	CAR	5595000
0.05%	FHLMC REMICS 6% 08/54	FHR	5692297
0.05%	SLG OFFICE 2.5854% 07/41	SLG	6300000
0.05%	REPUBLIC OF 9.65% 11/54	ELSALV	4957000
0.05%	NEW YORK N Y 5.458% 12/31		5566000
0.05%	MEDLINE 3.875% 04/29	MEDIND	5670000
0.05%	PEACE PARK CLO FLT 10/38	PCEPK	5400000
0.05%	ROCK TRUST 5.38834% 11/41	ROCC	5486012
0.05%	FHLMC STACR FLT 04/43	STACR	5000000
0.05%	FHLMC STACR FLT 04/49	STACR	4600000
0.05%	UMBS MORTPASS 5.5% 01/56	FN	5571529
0.05%	SANTANDER 6.807% 07/34	SBCLN	5391000
0.05%	DOMINICAN 6.95% 03/37	DOMREP	5400000
0.05%	VISTRA 5% 07/27	VST	5328000
0.05%	UMBS MORTPASS 5.5% 05/53	FN	5512244
0.05%	PRIME 3.375% 08/27	PRSESE	5435000
0.05%	RCKT MORTGAGE STEP 04/56	RCKT	5428784
0.05%	CONNECTICUT FLT 09/43	CAS	5000000
0.05%	FNMA REMICS 3% 11/44	FNR	6039757
0.05%	SEQUOIA VAR 08/55	SEMT	5401530
0.05%	ROCKET 3.625% 03/29	RKT	5558000
0.05%	UBS COMMERCIAL VAR 03/51	UBSCM	7205000
0.05%	CD 2017-CD4 3.3% 05/50	CD	6900000
0.05%	UMBS MORTPASS 5.5% 04/56	FN	5418483
0.05%	VENTURE 9.875% 02/32	VENLNG	4895000
0.05%	UMBS MORTPASS 5.5% 10/55	FR	5403909
0.05%	FREMF ZERO 01/54	FREMF	7600000
0.05%	DIVERSIFIED 9.75% 04/29	DIGAOI	5000000
0.05%	BENIN 7.96% 02/38	BENIN	5050000
0.05%	UMBS MORTPASS 6.5% 08/56	FN	5065351
0.05%	GNMA 2023-179 VAR 09/63	GNR	121709438
0.05%	ARAB REPUBLIC 9.45% 02/33	EGYPT	4846000
0.05%	TALEN ENERGY 6.25% 02/34	TLN	5386000
0.05%	DEMOCRATIC STEP 06/35	SRILAN	6346960
0.05%	FNMA REMICS 5.5% 12/54	FNR	5463569
0.05%	CAESARS 7% 02/30	CZR	5150000
0.05%	FHLMC REMICS 6% 05/54	FHR	5303186
0.05%	FHLMC REMICS 2.5% 10/51	FHR	8936563
0.05%	MPIRE2025MFFRN13SEP30144A		4995669
0.05%	UMBS MORTPASS 5.5% 12/55	FR	5244991
0.05%	GEMINI 10.5 20FEB29		5000000
0.05%	GNMA II FLT 05/56	G2	5364048
0.05%	AXALTA 3.375% 02/29	AXTA	5335000
0.05%	AMERICAN 6.77% 06/33	ACAR	5000000
0.05%	CITI ASSET 25.72% 03/32	CART1	5322509
0.05%	JGW ABS TRUST 6% 08/36		4986393
0.05%	BLOCK INC 6.5% 05/32	XYZ	5076000
0.05%	GNMA 2025-139 5.5% 03/55	GNR	5500000
0.05%	VAIL RESORTS 6.5% 05/32	MTN	5048000
0.05%	FREMF ZERO 10/53	FREMF	7000000
0.05%	UMBS MORTPASS 6.5% 08/56	FN	4892914
0.05%	ISTAJETSERI69705APR32144A		4937500
0.05%	READYCAP 9.375% 03/28	RDYCAP	5000000
0.05%	AB BSL CLO 1 FLT 10/38	ABBSL	4915000
0.05%	FNMA MORTPASS FLT 11/55	FN	5009787
0.05%	FHLMC REMICS 5.5% 01/56	FHR	5365792
0.05%	UMBS MORTPASS 5.5% 07/54	FN	5133141
0.05%	EXETER 5.51% 08/32	EART	5000000
0.05%	GRAY MEDIA 5.375% 11/31	GTN	6828000
0.05%	PR RNO 6.5% 05/31	TRACTD	5403000
0.05%	NRG ENERGY 5.75% 01/28	NRG	4900000
0.04%	PERFORMANCE 4.25% 08/29	PFGC	5145000
0.04%	FHLMC MSCR FLT 11/45	MSCR	4880000
0.04%	FREMF ZERO 05/53	FREMF	7000000
0.04%	BUILDERS 6.375% 06/32	BLDR	5005000
0.04%	NCR VOYIX 5.125% 04/29	VYX	5094000
0.04%	GNMA 2026-136 FLT 07/55	GNR	5025475
0.04%	PRET 2026-NPL5 STEP 04/56	PRET	4864570
0.04%	GNMA 2020-147 VAR 06/62	GNR	77908605
0.04%	INEOS FINANCE 7.5% 04/29	INEGRP	4920000
0.04%	WELLS FARGO VAR 06/52	WFCM	5910000
0.04%	UMBS MORTPASS 6.5% 09/56	FR	4716592
0.04%	FEDERAL 9.1297% 01/46	NGERIA	4530000
0.04%	CFIN 2022-RTL1 0% 08/27		4789277
0.04%	MORGAN STANLEY VAR 03/52	MSC	5565000
0.04%	VENTURE GLOBAL 6.5% 01/34	VEGLPL	4832000
0.04%	BRIDGECREST 5.19% 02/32	BLAST	4890000
0.04%	ALLISON 3.75% 01/31	ALSN	5295000
0.04%	ISLAMIC 8.875% 04/51	PKSTAN	5000000
0.04%	REPUBLIC OF 5.5% 08/31	RWANDA	5000000
0.04%	NEW RESIDENTIAL VAR 08/65	NRZT	4860325
0.04%	MORGAN STANLEY VAR 03/49	MSC	5000000
0.04%	AMERICAN VAR 09/49	AXP	4750000
0.04%	FHLMC REMICS 6% 08/55	FHR	5151053
0.04%	UMBS MORTPASS 5.5% 01/56	FR	4869128
0.04%	FHLMC VAR 01/30	FHMS	126790352
0.04%	HASHEMITE 7.375% 10/47	JORDAN	5000000
0.04%	UMBS MORTPASS 5.5% 08/56	FR	4896437
0.04%	MORGAN STANLEY VAR 11/49	MSBAM	5100000
0.04%	FHLMC MORTPASS FLT 06/55	FH	4742322
0.04%	ATHENAHEALTH 6.5% 02/30	ATHENA	4890000
0.04%	REPUBLIC OF 8.625% 11/34	HONDUR	4250000
0.04%	CLYDESDALE 6.75% 04/32	NOVHOL	4892000
0.04%	CSAIL 2015-C1 VAR 04/50	CSAIL	5655000
0.04%	REPUBLIC OF 9.25% 01/39	ECUA	4997000
0.04%	BRIDGECREST 7.47% 08/31	BLAST	4600000
0.04%	WELLS FARGO & VAR 04/28	WFC	4620000
0.04%	FHLMC REMICS FLT 11/55	FHR	92466114
0.04%	IQVIA INC 5% 05/27	IQV	4655000
0.04%	VIKING 5.875% 10/33	VIKCRU	4881000
0.04%	OBX 2025-NQM2 STEP 11/64	OBX	4670599
0.04%	COHERENT CORP 5% 12/29	COHR	4822000
0.04%	PSA TRUST VAR 08/43	PSA	4735000
0.04%	UMBS MORTPASS 6% 09/56	FN	4698895
0.04%	AVIS BUDGET 7.2% 06/30	AESOP	4650000
0.04%	FNMA REMICS 6% 07/53	FNR	4858882
0.04%	JBHP 10.28 14APR41		4589832
0.04%	SEMPRA CALLABLE VAR 04/56	SRE	4694000
0.04%	WESTERN 4.75% 07/35	WEFUN	4615000
0.04%	UMBS MORTPASS 5.5% 01/56	FR	4779822
0.04%	FHLMC REMICS 6% 08/53	FHR	4834709
0.04%	SDR COMMERCIAL FLT 05/39	SDR	4575000
0.04%	EXETER 5.44% 10/32	EART	4670000
0.04%	UMBS MORTPASS 6% 09/56	FN	4657936
0.04%	ISLAMIC 7.9% 09/36	PKSTAN	4828000
0.04%	GNMA II MORTPASS 6% 11/54	G2	4588551
0.04%	UMBS MORTPASS 5.5% 01/56	FR	4732117
0.04%	FHLMC REMICS 6% 09/53	FHR	4810655
0.04%	FNMA MORTPASS 4.52% 07/33	FN	4800000
0.04%	UMBS MORTPASS 5.5% 02/56	FR	4752766
0.04%	MATADOR 6.25% 04/33	MTDR	4727000
0.04%	GNMA 2026-17 4.5% 08/57	GNR	4875881
0.04%	GNMA II MORTPASS 6% 09/54	G2	4544685
0.04%	UMBS MORTPASS 6.5% 09/56	FN	4460020
0.04%	UMBS MORTPASS 5% 05/56	FN	4853112
0.04%	CONGOLESE 9.5% 02/35	REPCON	4600000
0.04%	CLARIVATE 3.875% 07/28	CLVTSC	4687000
0.04%	HERTZ VEHICLE 9.34% 12/31	HERTZ	4492000
0.04%	UMBS MORTPASS 6.5% 09/56	FR	4436977
0.04%	BBCMS MORTGAGE VAR 12/56	BBCMS	4350000
0.04%	UMBS MORTPASS 6.5% 10/56	FR	4394420
0.04%	REPUBLIC OF 9.5% 07/31	REPCAM	4400000
0.04%	STATION 4.5% 02/28	RRR	4505000
0.04%	NEW RESIDENTIAL VAR 07/65	NRZT	4518763
0.04%	FREMF ZERO 09/53	FREMF	6000000
0.04%	UNITED STATES 4.79% 10/50	SBAP	4666641
0.04%	FHLMC STACR FLT 11/41	STACR	4318000
0.04%	REPUBLIC OF 7.875% 10/33	KENINT	4500000
0.04%	JONAH 11.247% 12/40	JONAH	4349600
0.04%	CITIGROUP VAR 02/49	CGCMT	4674000
0.04%	GNMA 2026-20 4.5% 06/57	GNR	4696503
0.04%	GOLDMAN SACHS VAR 12/49	GS	4271000
0.04%	CCO HOLDINGS 4.75% 02/32	CHTR	5120000
0.04%	ENTERGY CORP VAR 12/54	ETR	4306000
0.04%	NRZT 2025-NQM6 VAR 10/65	NRZT	4414524
0.04%	PALMER SQUARE FLT 02/38	PLMRS	4300000
0.04%	PUREWEST 10.279% 04/40	PUREW	4306895
0.04%	OCP AEGIS CLO FLT 04/37	OCPA	4300000
0.04%	UMBS MORTPASS 6% 09/56	FR	4372544
0.04%	GNMA 2026-98 AD VAR 12/64	GNR	4585095
0.04%	GNMA 2023-67 5.5% 05/53	GNR	4682775
0.04%	BENCHMARK 5.6019% 08/57	BMARK	4300000
0.04%	RADIOLOGY 8.5% 07/32	RADPAR	4362000
0.04%	WELLS FARGO 3.418% 09/50	WFCM	4330000
0.04%	ENERGIZER 4.375% 03/29	ENR	4492000
0.04%	CREDIT 5.28% 08/36	CAALT	4350000
0.04%	UMBS MORTPASS 6% 09/56	FR	4309370
0.04%	SYMPHONY CLO FLT 10/35	SYMP	4225000
0.04%	LLOYDS BANKING VAR 12/49	LLOYDS	4287000
0.04%	ORGANON & CO 4.125% 04/28	OGN	4295000
0.04%	UBS COMMERCIAL VAR 04/52	UBSCM	5120000
0.04%	DEUTSCHE BANK VAR 09/30	DB	4300000
0.04%	FHLMC REMICS 6% 03/55	FHR	4473567
0.04%	GNMA 2025-204 5.5% 12/55	GNR	4347275
0.04%	GNMA II 5.5% 10/55	G2	4334839
0.04%	OPORTUN 5.45% 01/34	OPTN	4210000
0.04%	UNITED 4.875% 01/28	URI	4201000
0.04%	ALLISON 5.875% 06/29	ALSN	4190000
0.04%	GNMA 2024-161 VAR 06/64	GNR	76471300
0.04%	BENCHMARK VAR 01/51	BMARK	5200000
0.04%	GNMA 2026-24 DS FLT 02/56	GNR	70864564
0.04%	JP MORGAN CHASE VAR 01/49	JPMCC	4750000
0.04%	FHLMC MORTPASS FLT 11/55	FH	4180232
0.04%	UBS GROUP AG CALLABLE VAR	UBS	3895000
0.04%	GNMA 2026-155 FLT 09/56	GNR	4100000
0.04%	TOWD POINT FLT 10/48	TPMT	4020000
0.04%	EUSHI FINANCE VAR 04/56	EMACN	4281000
0.04%	CLARIOS 6.75% 09/32	POWSOL	4191000
0.04%	BRIDGECREST 8.21% 01/31	BLAST	4000000
0.04%	UMBS MORTPASS 6% 08/56	FR	4152431
0.04%	UMBS MORTPASS 5.5% 04/56	FN	4222591
0.04%	WELLS FARGO 3% 07/50	WFCM	5000000
0.04%	GS STEP 02/66	GSMBS	4176190
0.04%	CCO HOLDINGS 4.5% 05/32	CHTR	4870000
0.04%	AMERICAN 7.19% 04/32	ACAR	4000000
0.04%	AMSR 2022-SFR3 4% 10/39	AMSR	4200000
0.04%	BENCHMARK VAR 05/56	BMARK	4000000
0.04%	FHLMC VAR 01/30	FHMS	91919510
0.04%	BANCO SANTANDER SA VAR	SANTAN	3800000
0.04%	GNMA 2021-106 VAR 04/63	GNR	65719947
0.04%	REPUBLIC OF 8.8% 10/38	KENINT	4265000
0.04%	CITIGROUP INC VAR 12/49	C	3990000
0.04%	UMBS MORTPASS 5.5% 11/55	FR	4190993
0.04%	UMBS MORTPASS 6.5% 08/56	FN	3958910
0.04%	LOANDEPOT GMSR FLT 07/30	LDMSR	4000000
0.04%	GFL 6.75% 01/31	GFLCN	4007000
0.04%	OBX 2026-NQM2 STEP 12/65	OBX	4122369
0.04%	SANTANDER STEP 03/66	SAN	4066362
0.04%	TRANSDIGM 6.625% 03/32	TDG	3991000
0.04%	ADT SECURITY 4.125% 08/29	ADT	4215000
0.04%	NAUTICAL SOLUTIONS 9.2		3898388
0.04%	BANK 2.687% 03/63	BANK	4500000
0.04%	COMMERCIAL 8.75% 08/30	COMCRD	4000000
0.04%	COMM 2015-PC1 VAR 07/50	COMM	4725000
0.04%	UMBS MORTPASS 6% 08/56	FR	3993167
0.04%	CITI ASSET 25.47% 02/32	CART1	4112975
0.04%	WESTLAKE 5.21% 04/30	WLAKE	3920000
0.04%	LENDMARK 5.28% 10/34	LFT	4000000
0.04%	GNMA 2025-70 EZ 5% 04/55	GNR	4593039
0.04%	UMBS MORTPASS 6.5% 08/56	FN	3848574
0.04%	FREMF 2019-K92 ZERO 05/52	FREMF	4900000
0.04%	GABONESE 9.375% 08/33	GABON	4450000
0.04%	BMD2 RE-REMIC ZERO 05/52	BMD2	5000000
0.04%	SOLSTICE 5.625% 09/33	SOLADV	4109000
0.04%	BMO 5.3161% 09/57	BMO	3900000
0.04%	TOWD POINT STEP 12/65	TPMT	3955275
0.04%	ALBERTSONS 5.625% 03/32	ACI	4165000
0.04%	JBHP 14.103 15DEC41		3843989
0.04%	FHLMC MORTPASS FLT 10/55	FH	3898937
0.04%	UMBS MORTPASS 5.5% 04/56	FR	3981311
0.04%	HILTON 5.875% 03/33	HLT	3974000
0.04%	FNMA FLT 10/30	CAS	3647000
0.03%	SINCLAIR 8.125% 02/33	SBGI	3785000
0.03%	GNMA 2025-171 5.25% 04/52	GNR	4000000
0.03%	UMBS MORTPASS 6.5% 09/56	FR	3750999
0.03%	FORD MOTOR 5.73% 09/30	F	3875000
0.03%	AMERICAN 7.87% 11/31	ACAR	3700000
0.03%	TC ZIRAAT VAR 10/95	TCZIRA	3950000
0.03%	PETROLEOS 6.95% 01/60	PEMEX	5000000
0.03%	NEWELL 6.375% 05/30	NWL	3845000
0.03%	ENTEGRIS INC 4.75% 04/29	ENTG	3885000
0.03%	GNMA 2025-H20 VAR 09/75	GNR	38418067
0.03%	IHEARTCOMMUN 9.125% 05/29	IHRT	4388000
0.03%	GNMA 2021-144 VAR 04/63	GNR	66715832
0.03%	FHLMC REMICS 5.5% 02/56	FHR	4040936
0.03%	FHLMC MSCR FLT 02/45	MSCR	3725836
0.03%	HSBC HOLDINGS VAR 12/49	HSBC	4088000
0.03%	SCF EQUIPMENT 6.21% 06/36	SCFET	3920000
0.03%	UBS COMMERCIAL VAR 10/51	UBSCM	4120000
0.03%	PLURINATIONAL 9.45% 05/31	BOLIVI	3800000
0.03%	UMBS MORTPASS 6.5% 10/53	FR	3628527
0.03%	UMBS MORTPASS 6% 08/56	FN	3748811
0.03%	UMBS MORTPASS 5.5% 11/55	FR	3858111
0.03%	FHLMC STACR FLT 08/33	STACR	3400000
0.03%	ONEMAIN 3.875% 09/28	OMF	3870000
0.03%	FREMF 2020-K107 VAR 02/30	FREMF	4500000
0.03%	MERCHANTS 5.76% 01/39	MFF	3750000
0.03%	JP MORGAN CHASE VAR 08/49	JPMCC	4000000
0.03%	BMARK 2023-V4 VAR 11/56	BMARK	3600000
0.03%	FHLMC FLT 03/29	FHMS	3671827
0.03%	REPUBLIC OF 7.625% 01/33	IVYCST	3600000
0.03%	GNMA 2026-136 FLT 08/66	GNR	3979698
0.03%	ZF NORTH 6.75% 04/30	ZFFNGR	3743000
0.03%	LENDMARK 5.04% 05/35	LFT	3820000
0.03%	CHASE HOME VAR 05/56	CHASE	3594214
0.03%	UMBS MORTPASS 6% 08/56	FN	3697744
0.03%	REPUBLIC 5.42% 11/37	REPS	3631000
0.03%	AVIS BUDGET CAR 8% 02/31	CAR	3730000
0.03%	NCR ATLEOS 9.5% 04/29	NCRATL	3454000
0.03%	UMBS MORTPASS 5.5% 01/56	FR	3737159
0.03%	ARAB 5.875% 02/31	EGYPT	3900000
0.03%	ENCOMPASS 4.75% 02/30	EHC	3765000
0.03%	SYMPHONY CLO FLT 01/34	SYMP	3600000
0.03%	UMBS MORTPASS 5.5% 10/55	FR	3759693
0.03%	FNMA REMICS 5.5% 08/36	FNR	3698872
0.03%	CONNECTICUT FLT 11/41	CAS	3589040
0.03%	ASBURY 4.625% 11/29	ABG	3781000
0.03%	BENCHMARK VAR 07/56	BMARK	117846150
0.03%	GNMA 2026-82 KS FLT 05/56	GNR	68448547
0.03%	REPUBLIC OF STEP 07/35	GHANA	4000000
0.03%	QNITY 5.75% 08/32	QUS	3712000
0.03%	UMBS MORTPASS 4.5% 04/56	FR	3969516
0.03%	REPUBLIC OF STEP 07/40	ECUA	4740000
0.03%	REPUBLIC 5.46% 06/39	REPS	3700000
0.03%	FHLMC REMICS 5.5% 02/56	FHR	3661450
0.03%	UMBS MORTPASS 6.5% 10/56	FN	3496035
0.03%	GNMA 2025-42 IO VAR 11/65	GNR	80880652
0.03%	UMBS MORTPASS 6% 08/56	FN	3596967
0.03%	UMBS MORTPASS 6% 08/56	FN	3593476
0.03%	EXETER 5.64% 02/33	EART	3600000
0.03%	MADISON PARK FLT 07/34	MDPK	3530000
0.03%	UMBS MORTPASS 6% 08/56	FR	3596144
0.03%	UMBS MORTPASS 5.5% 01/56	FR	3669096
0.03%	CSAIL 2016-C6 VAR 01/49	CSAIL	4140000
0.03%	UMBS MORTPASS 5.5% 03/56	FR	3657930
0.03%	EXETER 5.57% 10/31	EART	3530000
0.03%	REPUBLIC OF 7.95% 11/54	SOAF	3542000
0.03%	GNMA 2026-48 S FLT 03/56	GNR	66542429
0.03%	UMBS MORTPASS 6.5% 08/56	FR	3434768
0.03%	BMO 2024-C10 VAR 11/57	BMO	78473387
0.03%	MITER BRANDS 6.75% 04/32	MIWIDO	3594000
0.03%	FNMA MORTPASS 4.78% 11/29	FN	3520000
0.03%	GNMA 2025-153 VAR 08/67	GNR	4362321
0.03%	BX 6.5555% 02/42	BX	3587000
0.03%	BP CAPITAL MARKETS VAR	BPLN	3595000
0.03%	UMBS MORTPASS 6.5% 09/56	FR	3417472
0.03%	JONAH 12.662% 08/39	JONAH	3500000
0.03%	HERTZ VEHICLE 4.34% 12/27	HERTZ	3463000
0.03%	FHLMC 5.076% 07/32	FHMS	3478573
0.03%	ROMANIA BOND 7.5% 02/37	ROMANI	3400000
0.03%	TALLGRASS 5.5% 01/28	TEP	3440000
0.03%	CIPHER 7.125% 11/30	CIFR	3384000
0.03%	PARAGUAY 5.4% 03/50	PARGUY	4100000
0.03%	TALLGRASS ENERGY 6% 12/30	TEP	3505000
0.03%	BMO 2023-5C2 VAR 11/56	BMO	3310000
0.03%	TALEN ENERGY 6.375% 05/33	TLN	3576000
0.03%	EXETER 5.23% 01/32	EART	3445000
0.03%	BRIDGECREST 5.23% 08/30	BLAST	3400000
0.03%	SIX FLAGS 6.625% 05/32	FUN	3534000
0.03%	SHIFT4 6.75% 08/32	FOUR	3572000
0.03%	DIGICEL 8.625% 08/32	DIGDIF	3309000
0.03%	GFL 4% 08/28	GFLCN	3445000
0.03%	GNMA 2025-120 FLT 07/55	GNR	3762112
0.03%	ISLAMIC 7.5% 03/32	PKSTAN	3450000
0.03%	AECOM CALLABLE 6% 08/33	ACM	3507000
0.03%	GNMA 2025-120 FLT 07/55	GNR	3735240
0.03%	BLOCK INC 5.625% 08/30	XYZ	3412000
0.03%	NEUBERGER FLT 07/39	NEUB	3300000
0.03%	UMBS MORTPASS 6.5% 08/56	FN	3273409
0.03%	IQVIA INC 6.25% 06/32	IQV	3361000
0.03%	JETBLUE 9.875% 09/31	JBLU	4172000
0.03%	FHLMC VAR 08/54	FHMS	17000000
0.03%	BRIDGECREST 5.41% 08/31	BLAST	3340000
0.03%	PMT LOAN TRUST VAR 05/56	PMTLT	3370481
0.03%	SUNOCO LP / 4.5% 05/29	SUN	3445000
0.03%	SONANGOL 10% 01/31	SONGOL	3270000
0.03%	STIFEL SBA IO VAR 10/51	SFSBA	57490364
0.03%	BX 2025-BIO3 VAR 02/42	BX	3400000
0.03%	FHLMC MSCR FLT 05/44	MSCR	2900000
0.03%	FHLMC FLT 05/52	MSCR	3000000
0.03%	FNMA-ACES VAR 08/34	FNA	3500000
0.03%	CLEVELAND-CL 7.625% 01/34	CLF	3312000
0.03%	TRANSCANADA VAR 03/82	TRPCN	3396000
0.03%	BUCKHORN PARK FLT 07/34	BKPRK	3250000
0.03%	DRC 9.5% 04/37	DRCONG	3270000
0.03%	UMBS MORTPASS 6% 08/56	FN	3298989
0.03%	FHLMC VAR 04/36	FHMR	18000000
0.03%	UMBS MORTPASS 5.5% 06/56	FR	3388776
0.03%	FHLMC VAR 05/33	FHMR	50250000
0.03%	UMBS MORTPASS 5.5% 03/56	FR	3351833
0.03%	FEDERAL 7.696% 02/38	NGERIA	3300000
0.03%	POST HOLDINGS 6.25% 02/32	POST	3296000
0.03%	IRV TRUST VAR 03/47	IRV	3400000
0.03%	UMBS MORTPASS 5.5% 02/56	FR	3344477
0.03%	CITI ASSET 24.78% 01/32	CART1	3323813
0.03%	CSC HOLDINGS 6.5% 02/29	CSCHLD	7060000
0.03%	DISH DBS CORP 5.75% 12/28		3280000
0.03%	SURINAME 7.7% 11/30	SURINM	3151000
0.03%	MORGAN 2.546% 06/50	MSC	3771000
0.03%	QXO BUILDING 6.75% 04/32	BECN	3187000
0.03%	UMBS MORTPASS 6.5% 05/56	FN	3107316
0.03%	FHLMC STACR FLT 09/42	STACR	3000000
0.03%	PERU LNG SRL 5.375% 03/30	PERLNG	3209250
0.03%	UPSTART2025TEFRN15SEP2714		3116529
0.03%	UMBS MORTPASS 6% 09/56	FR	3152130
0.03%	BARINGS CLO LTD FLT 01/39	BABSN	3090000
0.03%	ADIENT GLOBAL 7.5% 02/33	ADNT	3099000
0.03%	VERIZON VAR 05/56	VZ	3305000
0.03%	DT AUTO 10.99% 07/29	DTAOT	3000000
0.03%	ANTERO 5.375% 06/29	AM	3125000
0.03%	AMERICAN 7.66% 02/33	ACAR	3000000
0.03%	FREMF ZERO 09/52	FREMF	4500000
0.03%	SANTANDER 4.95% 01/32	SDART	3123000
0.03%	GNMA 2026-155 FLT 09/66	GNR	3053333
0.03%	TRTX 2025-FL6 FLT 09/42	TRTX	3050000
0.03%	FHLMC MSCR FLT 01/51	MSCR	3000000
0.03%	UMBS MORTPASS 6% 07/56	FR	3092587
0.03%	FREMF ZERO 05/53	FREMF	4300000
0.03%	ONEMAIN 5.94% 07/39	OMFIT	3110000
0.03%	FORD MOTOR 6.05% 03/31	F	3080000
0.03%	GRAY MEDIA 7.25% 08/33	GTN	3174000
0.03%	UBS GROUP AG VAR 12/49	UBS	2719000
0.03%	WELLS FARGO VAR 07/58	WFCM	3078765
0.03%	STANDARD 6.25% 08/33	BMCAUS	3184000
0.03%	PETSMART LLC / 7.5% 09/32	PETM	3075000
0.03%	BARINGS CLO LTD FLT 10/37	BABSN	3000000
0.03%	UMBS MORTPASS 5.5% 12/55	FN	3113031
0.03%	FREMF K-1514 0% 10/34	FREMF	6000000
0.03%	UMBS MORTPASS 6.5% 08/56	FN	2972058
0.03%	FHLMC STACR FLT 05/46	STACR	3000000
0.03%	ALCOA 7.125% 03/31	AA	2970000
0.03%	LIVE NATION 6.5% 05/27	LYV	2995000
0.03%	FHLMC MSCR FLT 07/45	MSCR	3000000
0.03%	BBCMS MORTGAGE VAR 11/56	BBCMS	2900000
0.03%	FEDERAL 7.143% 02/30	NGERIA	3000000
0.03%	GS MORTGAGE VAR 05/50	GSMS	3500000
0.03%	LENDMARK 6.48% 09/34	LFT	3000000
0.03%	EXETER 6.34% 10/29	EART	3007000
0.03%	FORTIVA 5.92% 05/31	FRCMT	3000000
0.03%	HILTON 5.75% 09/33	HLT	3103000
0.03%	SIRIUS XM RADIO 5% 08/27	SIRI	2973000
0.03%	UMBS MORTPASS 6% 09/56	FN	3000000
0.03%	UMBS MORTPASS 5.5% 03/56	FN	3078272
0.03%	CLEAR CHANNEL 7.5% 03/33	CCO	2918000
0.03%	ARAB 8.875% 05/50	EGYPT	3200000
0.03%	ARAB 7.625% 05/34	EGYPT	3093000
0.03%	UMBS MORTPASS 6% 07/56	FR	2977150
0.03%	UMBS MORTPASS 6% 09/56	FR	2974245
0.03%	UMBS MORTPASS 5.5% 04/56	FR	3047681
0.03%	ONESLT 8.0 15DEC30		2913844
0.03%	GNMA II MORTPASS 6% 10/55	G2	2934625
0.03%	UMBS MORTPASS 5.5% 02/56	FN	3045092
0.03%	UMBS MORTPASS 6% 09/56	FR	2963696
0.03%	CSAIL 2018-C14 VAR 11/51	CSAIL	4005000
0.03%	UMBS MORTPASS 6.5% 09/56	FN	2881384
0.03%	UMBS MORTPASS 6% 07/56	FR	2947296
0.03%	GNMA 2025-106 A 5% 07/55	GNR	3032541
0.03%	FHLMC REMICS 5.5% 04/56	FHR	3267195
0.03%	UMBS MORTPASS 7% 08/56	FN	2817830
0.03%	REPUBLIC 5.15% 06/39	REPS	3000000
0.03%	DOMINION ENERGY VAR 02/55	D	2880000
0.03%	NRG ENERGY 3.625% 02/31	NRG	3245000
0.03%	BENIN 7.96% 02/38	BENIN	2842000
0.03%	NUSTAR 6.375% 10/30	NSUS	2885000
0.03%	FREMF 2018-K84 ZERO 11/28	FREMF	3500000
0.03%	PHOTO HOLDINGS 12% 07/31	SFLY	2867000
0.03%	GNMA II MORTPASS 6% 10/55	G2	2886619
0.03%	CHURCHILL 5.75% 04/30	CHDN	2935000
0.03%	RFT 2024-2 STEP 09/28	RFT	2914788
0.03%	RFT 2024-2 STEP 09/28	RFT	2914788
0.03%	GNMA 2021-160 2.5% 09/51	GNR	20692733
0.03%	FNMA REMICS 6% 08/53	FNR	3021693
0.03%	CITI ASSET 25.14% 12/31	CART1	2990435
0.03%	GNMA 2025-65 SL FLT 04/55	GNR	56333175
0.03%	UMBS MORTPASS 5.5% 08/56	FN	2983390
0.03%	PETROLEOS DEL 4.75% 06/32	PETRPE	3300000
0.03%	AMKOR 5.875% 10/33	AMKR	3007000
0.03%	FHLMC REMICS 6% 03/54	FHR	2900000
0.03%	REPUBLIC OF 8.375% 11/54	COLOM	2800000
0.03%	FHLMC VAR 06/30	FHMS	69291053
0.03%	CONNECTICUT FLT 09/45	CAS	2830000
0.03%	UNITED 6.125% 03/34	URI	2900000
0.03%	UMBS MORTPASS 7% 09/56	FN	2743791
0.03%	VERIZON VAR 05/58	VZ	2992000
0.03%	REPUBLIC OF 7.1% 11/36	SOAF	2800000
0.03%	NEW 4.443% 02/39	NRMLT	2850000
0.03%	UMBS MORTPASS 6% 06/56	FN	2858689
0.03%	HOWARD 6.625% 01/34	HOWARD	2907000
0.03%	MASTERBRAND INC 7% 07/32	MASBRA	2963000
0.03%	FREMF ZERO 03/53	FREMF	4000000
0.03%	STAPLES INC 10.75% 09/29	SPLS	2950000
0.03%	DOMINION ENERGY VAR 02/56	D	2920000
0.03%	UMBS MORTPASS 6% 08/56	FN	2859289
0.03%	TOORAK STEP 10/31	TRK	2800000
0.03%	REPUBLIC OF 8% 11/29	ANGOL	2800000
0.03%	FREMF 2018-K83 ZERO 11/51	FREMF	3400000
0.03%	UMBS MORTPASS 6% 01/56	FN	2813147
0.03%	BANCO MERCANTIL DEL VAR	BANORT	2800000
0.03%	ROCKET COS 6.125% 08/30	RKT	2860000
0.03%	BENCHMARK VAR 04/63	BMARK	42154278
0.03%	FNMA REMICS 5.5% 03/54	FNR	3082881
0.03%	PSKY 8.375 30SEP31 144A		2787000
0.03%	SUNOCO LP / 4.5% 04/30	SUN	2945000
0.03%	STIFEL SBA IO VAR 08/36	SFSBA	49186502
0.03%	BMO 2025-5C11 VAR 07/58	BMO	75669176
0.03%	SM ENERGY CO 8.75% 07/31	SM	2672000
0.03%	UMBS MORTPASS 6.5% 06/56	FN	2739256
0.03%	CONNECTICUT FLT 05/43	CAS	2600000
0.03%	GNMA 2025-183 VAR 10/67	GNR	43277002
0.03%	ARGENTINE STEP 01/38	ARGENT	3700000
0.03%	REPUBLIC OF 7.875% 03/57	PANAMA	2500000
0.03%	AVIS BUDGET 7.24% 06/29	AESOP	2700000
0.03%	CONNECTICUT FLT 04/43	CAS	2640000
0.03%	SUBWAY 6.505% 07/54	SUBWAY	2848267
0.03%	GNMA 2025-124 FLT 07/55	GNR	54381967
0.03%	FREMF K-1511 ZERO 04/34	FREMF	5327320
0.03%	ACCENDRA HEALTH 9% 06/32	ACH	3166315
0.03%	GNMA 2026-2 KS FLT 01/56	GNR	56291786
0.03%	UMBS MORTPASS 7% 08/56	FR	2642525
0.02%	STACR TRUST FLT 02/47	STACR	2290000
0.02%	GNMA 2020-89 IA VAR 04/62	GNR	35202297
0.02%	UMBS MORTPASS 5.5% 11/55	FR	2813637
0.02%	FHLMC VAR 04/30	FHMS	57262409
0.02%	LAMAR MEDIA 4.875% 01/29	LAMR	2755000
0.02%	FREMF ZERO 01/54	FREMF	4000000
0.02%	FHLMC REMICS 5.5% 05/36	FHR	2738349
0.02%	PETROLEOS 6.375% 01/45	PEMEX	3450000
0.02%	GNMA 2025-142 VAR 02/68	GNR	41693100
0.02%	IHEARTCOMMUNICATIONS INC.		3167758
0.02%	CHS/COMMUNITY 6% 01/29	CYH	2735000
0.02%	BENCHMARK VAR 03/59	BMARK	48686095
0.02%	EXETER 7.15% 06/33	EART	2696000
0.02%	UMBS MORTPASS 6% 08/56	FR	2696224
0.02%	CITIGROUP 3.11% 04/48	CGCMT	4000000
0.02%	GNMA II 5.5% 10/55	G2	2732013
0.02%	DOMINICAN 6.15% 05/38	DOMREP	2877000
0.02%	FREMF ZERO 08/35	FREMF	5500000
0.02%	UMBS MORTPASS 6.5% 08/56	FR	2602399
0.02%	SCF EQUIPMENT 5.33% 06/36	SCFET	2770000
0.02%	WAYFAIR LLC 7.75% 09/30	W	2543000
0.02%	REPUBLIC OF 7.3% 11/54	COSTAR	2565000
0.02%	HERTZ VEHICLE 8.3% 05/32	HERTZ	2810000
0.02%	GCI LLC 4.75% 10/28	GCILLC	2713000
0.02%	TALLGRASS 6.75% 03/34	TEP	2680000
0.02%	FHLMC MSCR FLT 05/44	MSCR	2500000
0.02%	TEREX CORP 6.25% 10/32	TEX	2680000
0.02%	KIOXIA 6.25% 07/30	KIOXIA	2589000
0.02%	FHLMC STACR FLT 07/42	STACR	2500000
0.02%	UMBS MORTPASS 5.5% 03/56	FR	2697027
0.02%	UMBS MORTPASS 6% 06/56	FR	2631364
0.02%	FIRSTKEY HOMES ZERO 05/39	FKH	2700000
0.02%	UMBS MORTPASS 6.5% 08/56	FR	2554547
0.02%	UMBS MORTPASS 5.5% 03/56	FR	2695811
0.02%	CLARIOS 6.75% 02/30	POWSOL	2571000
0.02%	UMBS MORTPASS 6% 01/56	FN	2604864
0.02%	CONNECTICUT FLT 01/44	CAS	2500000
0.02%	GNMA 2025-112 VAR 03/66	GNR	54238033
0.02%	OAK-EAGLE 7.25% 07/33	EA	2542000
0.02%	UMBS MORTPASS 6% 08/56	FR	2597720
0.02%	TENET 6.75% 05/31	THC	2529000
0.02%	BRIDGECREST 6.63% 02/33	BLAST	2610000
0.02%	PLANET 5.649% 12/55	PLNT	2656650
0.02%	GNMA 2024-H08 VAR 05/74	GNR	26880831
0.02%	CHEMOURS 5.75% 11/28	CC	2593000
0.02%	1261229 BC LTD 10% 04/32	BHCCN	2441000
0.02%	UMBS MORTPASS 6% 01/56	FN	2561395
0.02%	HERTZ VEHICLE 9.22% 01/29	HERTZ	2500000
0.02%	VOLTAGRID 7.375% 11/30	VOLTAG	2538000
0.02%	BBCMS MORTGAGE VAR 09/55	BBCMS	46854115
0.02%	INSTITUTO 6.375% 05/43	COSICE	2700000
0.02%	RIVERS 6.25% 10/30	RIVENT	2565000
0.02%	HILTON 3.75% 05/29	HLT	2660000
0.02%	WESTERN 5.79% 01/36	WEFUN	2540000
0.02%	STANDARD 4.375% 07/30	BMCAUS	2725000
0.02%	UMBS MORTPASS 6% 03/56	FR	2549312
0.02%	NEUBERGER FLT 10/36	NEUB	2500000
0.02%	GS MORTGAGE VAR 06/47	GSMS	3270000
0.02%	GLS AUTO 5.5% 06/29	GCAR	2500000
0.02%	REPUBLIC OF 9.25% 04/30	ELSALV	2390000
0.02%	AHEAD DB HOLDINGS LLC		2501176
0.02%	IHO 7.75% 11/30	IHOVER	2441000
0.02%	GCAT 2023-NQM3 STEP 08/68	GCAT	2484903
0.02%	CRESCENT 7.875% 04/32	CRGYFN	2456000
0.02%	FNMA REMICS 5% 07/55	FNR	2532865
0.02%	GLS AUTO 5.65% 07/30	GCAR	2465000
0.02%	GNMA 2024-195 VAR 07/61	GNR	67787820
0.02%	GNMA 2026-48 HS FLT 03/56	GNR	59685339
0.02%	GNMA 2025-105 FLT 06/55	GNR	49257029
0.02%	ALBERTSONS COS 3.5% 03/29	ACI	2645000
0.02%	ECHOSTAR 10.75% 11/29	ECHO	2290000
0.02%	UMBS MORTPASS 6% 08/56	FN	2497322
0.02%	GNMA 2022-109 VAR 08/64	GNR	51642626
0.02%	FHLMC VAR 12/30	FHMS	98292233
0.02%	RAVEN 6.875% 11/31	RCM	2526000
0.02%	COMM 3.494% 10/49	COMM	2449000
0.02%	RHP HOTEL 6.5% 04/32	RHP	2470000
0.02%	UMBS MORTPASS 6% 06/56	FN	2458028
0.02%	FS 8.875% 02/31	FSBIOE	2405000
0.02%	FREMF FLT 02/32	FREMF	2598448
0.02%	IDENTITY 6.793% 03/65		2500000
0.02%	UMBS MORTPASS 6% 07/56	FN	2457884
0.02%	BMO 5.7393% 02/57	BMO	2420000
0.02%	COMM 2015-LC23 VAR 10/48	COMM	3000000
0.02%	COMMONWEALTH 8.25% 06/36	BAHAMA	2277000
0.02%	REPUBLIC OF STEP 07/40	ECUA	3211364
0.02%	STREAM 2008 BV 0% 02/30		2351002
0.02%	FHLMC MSCR FLT 07/45	MSCR	2413475
0.02%	ARAB REPUBLIC 8.5% 01/47	EGYPT	2700000
0.02%	UMBS MORTPASS 6% 06/56	FN	2436763
0.02%	WELLS FARGO 3% 06/51	WFCM	2750000
0.02%	WELLS FARGO 3.142% 07/48	WFCM	2500000
0.02%	PARAMOUNT 7.55% 10/33	PSKY	2400000
0.02%	PARAMOUNT 7.05% 10/31	PSKY	2400000
0.02%	SANTANDER 5.47% 05/31	SDART	2400000
0.02%	CONNECTICUT FLT 10/39	CAS	2390558
0.02%	UMBS MORTPASS 6% 04/56	FN	2403986
0.02%	WR GRACE 6.625% 08/32	GRA	2586000
0.02%	PROVIDENT VAR 06/55	PFMT	2460451
0.02%	NEWELL 6.625% 05/32	NWL	2427000
0.02%	DRC 8.75% 04/32	DRCONG	2380000
0.02%	STREET CAPITAL 0% 02/30		2377594
0.02%	BENCHMARK VAR 04/63	BMARK	61158000
0.02%	BRIDGECREST 5.83% 05/30	BLAST	2360000
0.02%	REPUBLIC OF 8.075% 04/36	IVYCST	2300000
0.02%	AXALTA 7.25% 02/31	AXTA	2325000
0.02%	GNMA 2026-H11 VAR 04/76	GNR	24991106
0.02%	COMISION 8.65% 01/33	CELELS	2229000
0.02%	ACHD TRUST 5.672% 07/34	ACHD	2354552
0.02%	GNMA 2025-69 AZ 5% 04/55	GNR	2707795
0.02%	MGM RESORTS 6.125% 09/29	MGM	2394000
0.02%	YINSON 8.498% 01/45	YPMQBR	2264901
0.02%	UMBS MORTPASS 6% 08/56	FR	2373785
0.02%	UMBS MORTPASS 5.5% 08/56	FN	2443612
0.02%	GAP INC/THE 3.625% 10/29	GAP	2515000
0.02%	UMBS MORTPASS 6% 06/56	FR	2363361
0.02%	SUNOCO LP 5.625% 03/31	SUN	2415000
0.02%	OBX 2025-NQM10 STEP 05/65	OBX	2350898
0.02%	FEDERATIVE 7.25% 01/56	BRAZIL	2500000
0.02%	FREMF ZERO 09/30	FREMF	3300000
0.02%	GNMA 2024-124 VAR 07/65	GNR	36197239
0.02%	WESCO 6.375% 03/29	WCC	2318000
0.02%	CRESCENT 8.375% 01/34	CRGYFN	2254000
0.02%	CD 2019-CD8 3% 08/57	CD	3800000
0.02%	TALEN ENERGY 6.125% 05/31	TLN	2382000
0.02%	UMBS MORTPASS 6% 06/56	FN	2333560
0.02%	FNMA REMICS 6% 07/53	FNR	2429441
0.02%	FHLMC VAR 05/47	FHMS	43959013
0.02%	MORGAN 3.06% 10/48	MSBAM	2399171
0.02%	FHLMC REMICS 5.5% 03/55	FHR	2508772
0.02%	GNMA 2025-H19 VAR 09/75	GNR	25519844
0.02%	ALLIED 4.625% 06/28	UNSEAM	2350000
0.02%	LEVEL 3 7% 03/34	LVLT	2329581
0.02%	MULTIFAMILY FLT 11/53	MCAS	2216479
0.02%	CONNECTICUT FLT 09/44	CAS	2255864
0.02%	CONNECT 10.5% 04/31	BSPEED	2745000
0.02%	GNMA 2021-92 IO VAR 09/63	GNR	39594651
0.02%	UMBS MORTPASS 6.5% 06/56	FN	2228378
0.02%	NGL ENERGY 8.125% 02/29	NGL	2211000
0.02%	GNMA 2021-33 IO VAR 10/62	GNR	36820568
0.02%	UMBS MORTPASS 6% 09/56	FR	2283788
0.02%	GABONESE 9.5% 02/29	GABON	2400000
0.02%	UMBS MORTPASS 3.5% 04/52	FN	2633601
0.02%	UMBS MORTPASS 6% 09/56	FR	2274790
0.02%	GNMA II MORTPASS 6% 08/54	G2	2246705
0.02%	UMBS MORTPASS 6% 06/56	FR	2266238
0.02%	GNMA 2020-184 VAR 11/60	GNR	34832544
0.02%	GNMA 2026-24 4.5% 02/56	GNR	2512032
0.02%	CHORD ENERGY 6% 10/30	CHRD	2274000
0.02%	ARAB 7.625% 05/32	EGYPT	2300000
0.02%	PSKY 8.875 30SEP34 144A		2230000
0.02%	UMBS MORTPASS 6.5% 10/56	FN	2210000
0.02%	UMBS MORTPASS 5.5% 04/56	FN	2330554
0.02%	FNMA MORTPASS FLT 10/55	FN	2270679
0.02%	SIX FLAGS 8.625% 01/32	FUN	2470000
0.02%	GNMA 2025-89 5.25% 01/55	GNR	2408529
0.02%	ROYAL 6.25% 03/32	RCL	2232000
0.02%	BUCKEYE 6.75% 02/30	BPL	2206000
0.02%	FHLMC VAR 03/31	FHMS	124891186
0.02%	LHOME MORTGAGE STEP 01/40	LHOME	2221000
0.02%	FREMF ZERO 05/33	FREMF	4000000
0.02%	GNMA 2026-25 4.5% 01/56	GNR	2648081
0.02%	FHLMC STACR FLT 12/50	STACR	1937000
0.02%	GNMA 2024-32 IO VAR 06/63	GNR	44436925
0.02%	FNMA-ACES VAR 05/34	FNA	46815773
0.02%	REPUBLIC OF 9.75% 02/31	KENINT	2100000
0.02%	FHLMC STACR FLT 01/50	STACR	2000000
0.02%	BRIDGECREST 5.64% 11/30	BLAST	2212000
0.02%	FNMA REMICS FLT 06/55	FNR	48680338
0.02%	UMBS MORTPASS 6% 08/56	FR	2227640
0.02%	UMBS MORTPASS 6% 09/56	FN	2218690
0.02%	GNMA 2021-13 IO VAR 06/62	GNR	34595841
0.02%	MGM RESORTS 6.5% 04/32	MGM	2275000
0.02%	DRIVE AUTO 5.41% 09/32	DRIVE	2200000
0.02%	SOUTHERN CO GAS VAR 09/56	SO	2264000
0.02%	VENTURE 3.875% 11/33	VENTGL	2540000
0.02%	HERTZ VEHICLE 5.9% 12/31	HERTZ	2245000
0.02%	CONNECTICUT FLT 05/43	CAS	2000000
0.02%	FNMA REMICS 6% 08/55	FNR	2416222
0.02%	BARINGS CLO LTD FLT 10/38	BABSN	2170000
0.02%	FNMA FLT 09/29	CAS	2120000
0.02%	AVENTURA MALL VAR 07/40	AVMT	2220000
0.02%	UMBS MORTPASS 6.5% 04/56	FN	2119099
0.02%	FHLMC STACR FLT 01/49	STACR	1810000
0.02%	FHLMC VAR 10/34	FHMS	13043739
0.02%	BANCO MERCANTIL VAR 12/49	BANORT	2200000
0.02%	GNMA 2023-117 5.5% 08/53	GNR	2368704
0.02%	HILTON 4.875% 04/27	HLT	2140000
0.02%	CHARTER 2.8% 04/31	CHTR	2500000
0.02%	JPMBB VAR 03/49	JPMBB	2300000
0.02%	COMM 2014-UBS5 VAR 09/47	COMM	2300000
0.02%	BENCHMARK VAR 02/51	BMARK	2300000
0.02%	SDR COMMERCIAL FLT 05/39	SDR	2125000
0.02%	ASCENT 6.625% 10/32	ASCRES	2170000
0.02%	GNMA 2026-62 MS FLT 04/56	GNR	30103980
0.02%	UMBS MORTPASS 6.5% 07/56	FR	2085627
0.02%	REPUBLIC OF 8.75% 11/53	COLOM	2000000
0.02%	FHLMC VAR 05/35	FHMS	22203968
0.02%	ARAB REPUBLIC 9.45% 02/33	EGYPT	2000000
0.02%	ACHD TRUST 9.38% 01/34	ACHD	2084215
0.02%	EMRLD BORROWER LP		2093620
0.02%	FNMA REMICS 6% 09/53	FNR	2195681
0.02%	GNMA 2025-202 VAR 09/67	GNR	30791566
0.02%	DOMINION ENERGY VAR 12/49	D	2088000
0.02%	AMERICAN 9.79% 08/31	ACAR	2000000
0.02%	BARBADOS 8% 06/35	BARBAD	2000000
0.02%	LENDMARK 4.94% 09/34	LFT	2100000
0.02%	PARAMOUNT SKYDANCE CORP		2070000
0.02%	APLD 6.75% 03/31	PFORGE	2146000
0.02%	VARSITY BRANDS INC		2058613
0.02%	AVOLON 5.75% 03/29	AVOL	2060000
0.02%	UMBS MORTPASS 6.5% 10/56	FR	2031895
0.02%	CITIGROUP 3.25% 12/49	CGCMT	3000000
0.02%	CITIGROUP INC VAR 12/49	C	2084000
0.02%	FNMA REMICS 6% 09/55	FNR	2326478
0.02%	GNMA 2025-105 PZ 5% 06/55	GNR	2438440
0.02%	CARNIVAL CORP 5.75% 08/32	CCL	2128000
0.02%	REPUBLIC OF 9.244% 01/31	ANGOL	2000000
0.02%	BAML RCAP FRN 25OCT27		2033978
0.02%	REPUBLIC 5.91% 08/32	REPS	2031253
0.02%	HASHEMITE 7.5% 01/29	JORDAN	2000000
0.02%	FREMF 2019-KC07 VAR 10/29	FREMF	2400000
0.02%	CSAIL 2020-C19 2.5% 03/53	CSAIL	5200000
0.02%	UMBS MORTPASS 6% 02/56	FN	2035096
0.02%	COMSTOCK 6.75% 03/29	CRK	2015000
0.02%	GNMA 2022-80 IO VAR 06/64	GNR	46841895
0.02%	BBCMS MORTGAGE VAR 05/69	BBCMS	43724394
0.02%	MPIRE2025M111619SEP30144A		1998269
0.02%	KKR CLO 40 LTD FLT 10/34	KKR	2000000
0.02%	BALLYROCK CLO FLT 10/37	BALLY	2000000
0.02%	CONNECTICUT FLT 10/41	CAS	2000000
0.02%	VOYA CLO 2019-4 FLT 01/35	VOYA	2000000
0.02%	SHR TRUST FLT 10/41	SHR	2000000
0.02%	MF1 2026-FL22 FLT 11/43	MF1	2000000
0.02%	UMBS MORTPASS 5.5% 12/55	FN	2091049
0.02%	WAND NEWCO 3 7.625% 01/32	CALCOL	1994000
0.02%	GNMA 2025-51 SA FLT 03/55	GNR	37482266
0.02%	ORGANON & CO 5.125% 04/31	OGN	2010000
0.02%	BAML RCAP FRN 26OCT29		2000000
0.02%	AMERICAN 5.5% 08/31	ACAR	2000000
0.02%	BOMBARDIER 7.25% 07/31	BBDBCN	1956000
0.02%	REPUBLIC OF 7.25% 03/31	MONTEN	1950000
0.02%	REPUBLIC OF 7.5% 02/34	COLOM	2000000
0.02%	BUCKEYE 3.95% 12/26	BPL	1997000
0.02%	BANC OF AMERICA 0% 04/49	BAMLL	3000000
0.02%	AMEREN CORP VAR 03/57	AEE	2016000
0.02%	PRPM 2024-8 STEP 12/29	PRPM	2000000
0.02%	TPG TRUST FLT 11/29	TPG	2000000
0.02%	REPUBLIC OF 9.875% 03/37	ANGOL	2000000
0.02%	AMERICAN AXLE & 5% 10/29	AXL	2090000
0.02%	ENBRIDGE INC VAR 07/80	ENBCN	2030000
0.02%	MAGNETITE XLV FLT 04/38	MAGNE	2000000
0.02%	HERTZ VEHICLE 6.78% 09/28	HERTZ	2000000
0.02%	FNMA REMICS 6% 08/54	FNR	2139302
0.02%	JPMDB VAR 12/49	JPMDB	2086883
0.02%	CHS/COMMUNITY 5.25% 05/30	CYH	2170000
0.02%	FHLMC REMICS 5% 06/55	FHR	2216637
0.02%	UMBS MORTPASS 6% 01/56	FN	1975373
0.02%	SANTANDER 5.32% 12/31	SDART	1958000
0.02%	LENDMARK 5.53% 06/32	LFT	1950000
0.02%	UMBS MORTPASS 6.5% 06/56	FR	1940490
0.02%	FHLMC MSCR FLT 09/43	MSCR	1750000
0.02%	AMERICAN 9.54% 10/31	ACAR	1900000
0.02%	UMBS MORTPASS 6.5% 08/56	FN	1936895
0.02%	MARINER 4.91% 11/38	MFIT	2000000
0.02%	GALAXY 9.875% 08/31	GALAXY	2029000
0.02%	CENTRAL 4.125% 10/30	CENT	2110000
0.02%	AMERICAN 7.39% 12/32	ACAR	1900000
0.02%	UMBS MORTPASS 6% 01/56	FN	1962603
0.02%	PARAGUAY 6.65% 03/55	PARGUY	2000000
0.02%	TRANSOCEAN 8.25% 05/29	RIG	1881000
0.02%	BOMBARDIER 8.75% 11/30	BBDBCN	1840000
0.02%	GOVERNMENT OF 5.95% 03/32	MONGOL	2000000
0.02%	CD 2018-CD7 VAR 08/51	CD	2080000
0.02%	ENERGY TRANSFER VAR 05/54	ET	1870000
0.02%	SANTANDER 5.97% 10/31	SDART	1906000
0.02%	CSDC FINANCE 7.875% 10/31	CLSPRK	1939000
0.02%	GNMA 2021-133 VAR 07/63	GNR	30937137
0.02%	VENTURE 6.75% 01/36	VEGLPL	1920000
0.02%	REPUBLIC 6.16% 06/39	REPS	2000000
0.02%	PUREWEST ABS 6.531% 04/40	PUREW	1966246
0.02%	PETROLEOS 5.95% 01/31	PEMEX	2000000
0.02%	NOVELIS CORP 3.875% 08/31	HNDLIN	2156000
0.02%	SIX FLAGS 5.25% 07/29	FUN	2069000
0.02%	QXO BUILDING 6.875% 07/34	BECN	1975000
0.02%	UMBS MORTPASS 5.5% 02/56	FR	1970246
0.02%	UBS COMMERCIAL VAR 06/51	UBSCM	2143000
0.02%	GNMA 2021-164 VAR 10/63	GNR	28639284
0.02%	JP MORGAN CHASE VAR 12/49	JPMCC	2175000
0.02%	FHLMC MSCR FLT 11/51	MSCR	1750000
0.02%	ELM TRUST VAR 06/39	ELM	1885000
0.02%	FHLMC VAR 10/35	FHMS	35649707
0.02%	FNMA REMICS 6.5% 11/53	FNR	1879270
0.02%	VENTURE GLOBAL 9.5% 02/29	VENLNG	1777000
0.02%	CONNECTICUT FLT 02/44	CAS	1799000
0.02%	ANYWHERE REAL 9.75% 04/30	HOUS	1783000
0.02%	UNITED 5.375% 11/33	URI	2006000
0.02%	GNMA 2026-136 FLT 04/55	GNR	1953493
0.02%	SNAP INC 6.875% 03/33	SNAP	1973000
0.02%	UMBS MORTPASS 5.5% 04/56	FR	1947429
0.02%	UMBS MORTPASS 6% 02/54	FN	1889056
0.02%	ING GROEP NV VAR 12/49	INTNED	1802000
0.02%	MERCURY 6.31% 02/32	MFCC	1890000
0.02%	YPF SA 7.55% 06/35	YPFDAR	1970000
0.02%	ARAB 8.625% 02/30	EGYPT	1800000
0.02%	WESCO 6.625% 03/32	WCC	1865000
0.02%	1011778 BC 3.875% 01/28	BCULC	1900000
0.02%	HILCORP 6.25% 04/32	HILCRP	1944000
0.02%	SAAVI 8.875% 02/35	SAAVIE	1763000
0.02%	FHLMC VAR 01/33	FHMS	85767611
0.02%	FHLMC VAR 11/30	FHMS	66727961
0.02%	LHOME MORTGAGE STEP 07/39	LHOME	1830855
0.02%	COREWEAVE INC 9% 02/31	CRWV	2058000
0.02%	NRG ENERGY INC 6% 02/33	NRG	1911000
0.02%	ROCKIES 6.75% 03/33	ROCKIE	1843000
0.02%	UMBS MORTPASS 6.5% 08/56	FR	1813579
0.02%	ASURION LLC/ 8% 12/32	ASUCOR	1956000
0.02%	HERTZ VEHICLE 7.74% 05/30	HERTZ	1870000
0.02%	FREMF ZERO 08/30	FREMF	2588480
0.02%	PFP 2026-14 LTD FLT 12/43	PFP	1810000
0.02%	DOMINICAN 6.4% 06/49	DOMREP	2050000
0.02%	UMBS MORTPASS 5.5% 03/56	FR	1887510
0.02%	FHLMC STACR FLT 10/41	STACR	1800000
0.02%	WELLS FARGO 5.928% 07/57	WFCM	1800000
0.02%	UZBEKNEFTEGAZ 4.75% 11/28	UNGUZB	1900000
0.02%	NATWEST GROUP VAR 12/49	NWG	1710000
0.02%	AVIS BUDGET 8.375% 06/32	CAR	1860000
0.02%	BBCMS MORTGAGE VAR 02/50	BBCMS	2400000
0.02%	UMBS MORTPASS 6% 01/56	FN	1817522
0.02%	UMBS MORTPASS 5.5% 04/56	FN	1868664
0.02%	FIEMEX 7.25% 01/41	FIEMEX	1852967
0.02%	CHARTER 6.1% 06/29	CHTR	1790000
0.02%	NRG ENERGY 5.875% 05/34	NRG	1904000
0.02%	NEXSTAR MEDIA 4.75% 11/28	NXST	1830000
0.02%	CSAIL 2019-C16 VAR 06/52	CSAIL	56927539
0.02%	NEW RESIDENTIAL VAR 12/65	NRZT	1850000
0.02%	QNITY 6.25% 08/33	QUS	1820000
0.02%	BRIDGECREST 5.62% 03/31	BLAST	1770000
0.02%	UMBS MORTPASS 6.5% 06/56	FR	1748040
0.02%	TEREX CORP 5% 05/29	TEX	1825000
0.02%	TRANSCANADA VAR 10/56	TRPCN	1834000
0.02%	FHLMC STACR FLT 01/51	STACR	1585000
0.02%	CONNECTICUT FLT 12/41	CAS	1751040
0.02%	WHARF VAR 07/40	WHARF	1776000
0.02%	ESKOM 8.45% 08/28	ESKOM	1700000
0.02%	FREMF 2019-KF73 FLT 11/29	FREMF	1863428
0.02%	GNMA 2025-70 SD FLT 04/55	GNR	53160706
0.02%	SIRIUS XM 5.875% 04/32	SIRI	1860000
0.02%	UMBS MORTPASS 6% 07/56	FN	1781418
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1826863
0.02%	BX COMMERCIAL FLT 02/39	BX	1744345
0.02%	CURRENCY CONTRACT - USD		-41447310
0.02%	BMO 2026-C14 VAR 02/59	BMO	23407491
0.02%	PROVINCIA DE 8.6% 02/35	PDCAR	1851000
0.02%	MILLROSE 6.375% 08/30	MRP	1768000
0.02%	CSAIL 2020-C19 VAR 03/53	CSAIL	2750000
0.02%	FHLMC VAR 02/36	FHMS	57367058
0.02%	OAK-EAGLE 8.75% 07/34	EA	1687000
0.02%	REPUBLIC OF 9.75% 02/31	KENINT	1635000
0.02%	BRASKEM 4.5% 01/30		3570000
0.02%	UMBS MORTPASS 6% 09/56	FR	1743927
0.02%	BOMBARDIER INC 7% 06/32	BBDBCN	1705000
0.02%	UMBS MORTPASS 5.5% 02/56	FR	1788713
0.02%	UMBS MORTPASS 5.5% 04/55	FN	1792947
0.02%	SM ENERGY CO 6.75% 08/29	SM	1703000
0.02%	HESS 4.25% 02/30	HESM	1810000
0.02%	UMBS MORTPASS 5.5% 07/56	FN	1787535
0.02%	UMBS MORTPASS 5.5% 01/56	FR	1782374
0.02%	DISCOVERY 4.279% 03/32	WBD	1985000
0.02%	DRYDEN 68 CLO FLT 07/35	DRSLF	1700000
0.02%	CITI ASSET 25.8% 11/31	CART1	1835427
0.02%	NRG ENERGY 5.75% 01/34	NRG	1832000
0.02%	GNMA 2025-175 AZ 6% 10/55	GNR	1856611
0.02%	COMM 3.222% 11/47	COMM	3322616
0.02%	METLIFE INC VAR 03/56	MET	1819000
0.02%	COREWEAVE INC 9.25% 06/30	CRWV	1811000
0.02%	BMO 2024-C9 5.7592% 07/57	BMO	1710000
0.02%	GNMA 2025-38 IO VAR 01/62	GNR	43609293
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1756892
0.02%	AMC 8.875% 10/31	AMC	1682000
0.02%	MADISON IAQ 5.875% 06/29	MADIAQ	1715000
0.02%	JPMCC VAR 03/50	JPMCC	1920000
0.02%	TERMOCANDELAR 7.75% 09/31	TERMOC	1650000
0.02%	HARRIMAN PARK FLT 07/38	HRPK	1680000
0.02%	UMBS MORTPASS 6% 08/56	FN	1709171
0.02%	FHLMC REMICS FLT 01/55	FHR	31593646
0.02%	ON 3.875% 09/28	ON	1735000
0.02%	ARCHROCK 6.625% 09/32	AROC	1694000
0.02%	CD 2017-CD6 VAR 11/50	CD	1750000
0.02%	GNMA 2020-137 VAR 09/62	GNR	28943716
0.02%	GNMA 2026-2 UZ 4.5% 01/56	GNR	1929400
0.02%	TRANSCANADA VAR 09/79	TRPCN	1696000
0.02%	GNMA 2024-138 VAR 02/66	GNR	19095675
0.02%	ELMWOOD CLO III FLT 07/37	ELMW3	1650000
0.02%	CITIGROUP 3.172% 09/58	CGCMT	3500000
0.02%	QXO BUILDING 6.5% 07/31	BECN	1689000
0.02%	FHLMC VAR 07/31	FHMS	56310731
0.02%	ENCOMPASS 4.625% 04/31	EHC	1740000
0.02%	GNMA 2026-25 SD FLT 02/56	GNR	32339274
0.01%	UMBS MORTPASS 7% 08/56	FR	1579752
0.01%	GLOBAL 7.375% 10/32	AIMEGR	1637000
0.01%	PETSMART, INC		1624824
0.01%	NGL ENERGY 8.375% 02/32	NGL	1599000
0.01%	FLASH COMPUTE 7.25% 12/30	FLASHC	1632000
0.01%	CREDIT 4.85% 11/34	CAALT	1625000
0.01%	BMO 2023-C5 5.7653% 06/56	BMO	1640000
0.01%	UMBS MORTPASS 6% 02/56	FN	1635006
0.01%	STINGRAY COMPUTE 6% 06/31	STNGRY	1690000
0.01%	CSAIL 2015-C3 VAR 08/48	CSAIL	2071000
0.01%	FHLMC VAR 07/33	FHMS	151779245
0.01%	FEDERAL 10.375% 12/34	NGERIA	1400000
0.01%	UMBS MORTPASS 6.5% 10/56	FR	1582098
0.01%	BOND US 7.125% 06/33	BSCOAT	1634000
0.01%	FHLMC STACR FLT 03/30	STACR	1550000
0.01%	GENERADORA 6.874% 09/44	GATUNP	1635000
0.01%	GRUPO NUTRESA SA 9% 05/35	NUTRES	1500000
0.01%	UMBS MORTPASS 6.5% 10/56	FN	1582860
0.01%	GARDA WORLD 6.5% 01/31	GWCN	1628000
0.01%	FHLMC VAR 02/49	FHMS	16750000
0.01%	NISOURCE INC VAR 11/54	NI	1590000
0.01%	1011778 BC ULC / 4% 10/30	BCULC	1740000
0.01%	SENSATA 6.625% 07/32	ST	1600000
0.01%	FNMA REMICS 6% 07/54	FNR	1670461
0.01%	FNMA REMICS FLT 03/56	FNR	2085571
0.01%	GNMA 2025-139 FLT 08/55	GNR	43379939
0.01%	SM ENERGY CO 7% 08/32	SM	1584000
0.01%	GNMA 2021-63 IO VAR 04/61	GNR	28126587
0.01%	GNMA 2026-15 5.5% 11/55	GNR	6680236
0.01%	NOBLE FINANCE 6.25% 06/34	NE	1672000
0.01%	CRESCENT 7.375% 01/33	CRGYFN	1585000
0.01%	UKG INC.		1626174
0.01%	UBS COMMERCIAL VAR 08/51	UBSCM	2090000
0.01%	CITIGROUP VAR 04/49	CGCMT	1630000
0.01%	UMBS MORTPASS 6% 08/56	FR	1597148
0.01%	FHLMC VAR 03/32	FHMS	109813863
0.01%	WYNN RESORTS 6.25% 03/33	WYNFIN	1641000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	1625973
0.01%	ICON PARENT I INC		1601895
0.01%	PRM5 TRUST VAR 03/33	PRM5	1590000
0.01%	VENTURE 6.375% 12/34	VENLNG	1643000
0.01%	DIVERSIFIED 7.67% 05/44	DEC	1578133
0.01%	UMBS MORTPASS 6% 02/56	FN	1581088
0.01%	GNMA 2021-47 IO VAR 03/61	GNR	24866902
0.01%	REPUBLIC OF 8.625% 02/29	ELSALV	1500000
0.01%	ENERGIZER 4.75% 06/28	ENR	1597000
0.01%	FEDERAL 8.6308% 01/36	NGERIA	1500000
0.01%	AVIS BUDGET 6.96% 04/31	AESOP	1596000
0.01%	UMBS MORTPASS 6% 06/56	FR	1575625
0.01%	GENESEE & WYOMING INC.		1556806
0.01%	UMBS MORTPASS 6% 04/56	FN	1558653
0.01%	FHLMC REMICS FLT 01/56	FHR	27014678
0.01%	ALUMINA PTY 6.375% 09/32	AA	1585000
0.01%	FHLMC VAR 07/35	FHMS	19086924
0.01%	VISTRA 6.875% 04/32	VST	1525000
0.01%	REPUBLIC OF 8% 04/33	COLOM	1500000
0.01%	CLEAR CHANNEL 7.75% 04/28	CCO	1547000
0.01%	CITIGROUP INC VAR 12/49	C	1580000
0.01%	NEWELL BRANDS 8.5% 06/28	NWL	1497000
0.01%	GNMA 2025-89 JY 5% 12/54	GNR	1700000
0.01%	UMBS MORTPASS 5.5% 11/55	FR	1603398
0.01%	PROVINCIA DE 7.35% 08/34	NEUQUE	1627000
0.01%	RB GLOBAL 7.75% 03/31	RBACN	1499000
0.01%	QUIKRETE HOLDINGS, INC		1526750
0.01%	GS VAR 11/55	GSMBS	1564653
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1582588
0.01%	UMBS MORTPASS 6% 09/56	FN	1539500
0.01%	HERTZ VEHICLE 9.44% 03/30	HERTZ	1500000
0.01%	UMBS MORTPASS 7% 10/56	FR	1477500
0.01%	AMERICAN 5.34% 08/31	ACAR	1515000
0.01%	GNMA 2024-70 IO VAR 02/60	GNR	27938342
0.01%	PRM5 TRUST VAR 03/33	PRM5	1530000
0.01%	FHLMC STACR FLT 02/44	STACR	1500000
0.01%	BMO 2023-C7 6.16% 12/56	BMO	1500000
0.01%	PRPM 2025-RPL2 STEP 04/55	PRPM	1559904
0.01%	JGWB HOLDINGS FLT 02/30		1504056
0.01%	ENCOMPASS 4.5% 02/28	EHC	1522000
0.01%	ONEMAIN DIRECT 6.1% 07/37	ODART	1522000
0.01%	PERMIAN 5.875% 07/29	PR	1495000
0.01%	GNMA 2019-127 VAR 09/58	GNR	34143314
0.01%	NRG ENERGY INC 6% 01/36	NRG	1604000
0.01%	BMO 2024-C9 VAR 07/57	BMO	26921297
0.01%	UMBS MORTPASS 6% 02/56	FR	1491925
0.01%	ROCKET COS 6.375% 08/33	RKT	1538000
0.01%	DIRECTOR ST NEV VAR 01/65	DIRDEV	2165000
0.01%	CREDIT 6.71% 02/34	CAALT	1467000
0.01%	FNMA REMICS 5.5% 12/55	FNR	1629804
0.01%	PROVINCIA DE 9.55% 10/35	PDSJAR	1528000
0.01%	ONEMAIN 5.79% 07/38	OMFIT	1500000
0.01%	UMBS MORTPASS 7% 09/56	FN	1425195
0.01%	BOMBARDIER 6.75% 06/33	BBDBCN	1476000
0.01%	MV24 CAPITAL 6.748% 06/34	MVFPSO	1478620
0.01%	VISTAJET PASS 9.5% 08/31	VSTJET	1520000
0.01%	REPUBLIC OF EL 9.5% 07/52	ELSALV	1350000
0.01%	BUILDERS 5% 03/30	BLDR	1535000
0.01%	CINEMARK USA INC 7% 08/32	CNK	1452000
0.01%	REPUBLIC OF STEP 07/30	ECUA	1488000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	1516572
0.01%	AMERICAN 6.82% 10/29	ACAR	1445890
0.01%	GRAY MEDIA 10.5% 07/29	GTN	1384000
0.01%	OCP SA 7.5% 05/54	OCPMR	1500000
0.01%	GNMA 2025-100 FLT 06/55	GNR	28893904
0.01%	CLEAN HARBORS 5.75% 10/33	CLH	1521000
0.01%	UMBS MORTPASS 6.5% 02/56	FN	1438002
0.01%	CHORD ENERGY 6.75% 03/33	CHRD	1475000
0.01%	YINSON 8.947% 07/42	YPANBR	1372971
0.01%	GNMA 2022-157 VAR 03/64	GNR	30334223
0.01%	BLUE RACER 7.25% 07/32	BLURAC	1432000
0.01%	UMBS MORTPASS 7% 07/56	FN	1406470
0.01%	ALBERTSONS 4.875% 02/30	ACI	1540000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	1505869
0.01%	UMBS MORTPASS 6.5% 08/56	FR	1421436
0.01%	BUILDERS 6.375% 03/34	BLDR	1515000
0.01%	BANCO DEL VAR 12/49	BANCO	1400000
0.01%	GLS AUTO 6.03% 02/30	GCAR	1420000
0.01%	KINGDOM OF 6.75% 09/29	BHRAIN	1500000
0.01%	GNMA 2023-113 5.5% 08/53	GNR	1493282
0.01%	UMBS MORTPASS 6.5% 04/56	FN	1388686
0.01%	CHARTER 2.25% 01/29	CHTR	1545000
0.01%	ANYWHERE REAL 5.25% 04/30	HOUS	1535000
0.01%	JPMBB VAR 08/48	JPMBB	1500000
0.01%	ENDO FINANCE 8.5% 04/31	ENDP	1364000
0.01%	UMBS MORTPASS 7% 10/56	FR	1369700
0.01%	CELANESE US 7.7% 11/33	CE	1365000
0.01%	BRIDGECREST 6.03% 11/29	BLAST	1400000
0.01%	HSBC HOLDINGS VAR 03/30	HSBC	1410000
0.01%	IHEARTCOMMUNI 7.75% 08/30	IHRT	1811050
0.01%	AMERICAN 5.11% 04/31	ACAR	1400000
0.01%	UNIVISION 7.375% 06/30	UVN	1435000
0.01%	HERC HOLDINGS 7% 06/30	HRI	1390000
0.01%	FHLMC VAR 11/32	FHMS	131699401
0.01%	BANCO SANTANDER VAR 03/30	SANTAN	1400000
0.01%	BMO 2024-5C7 VAR 11/57	BMO	1400000
0.01%	PERMIAN 6.25% 02/33	PR	1396000
0.01%	REPUBLIC OF 9.375% 03/33	ANGOL	1400000
0.01%	PRPM 2025-3 STEP 05/30	PRPM	1394034
0.01%	RHP HOTEL 7.25% 07/28	RHP	1375000
0.01%	REPUBLIC OF 9.875% 03/37	ANGOL	1400000
0.01%	PETCO HEALTH 8.25% 02/31	WOOF	1402000
0.01%	KINGDOM OF 5.45% 09/32	BHRAIN	1600000
0.01%	SCIENCE 5.875% 11/33	SAIC	1465000
0.01%	GNMA 2024-52 A VAR 03/56	GNR	1447379
0.01%	VIRGIN MEDIA 5.5% 05/29	VMED	1575000
0.01%	VENTURE 6.125% 12/30	VEGLPL	1398000
0.01%	NEPTUNE BIDCO 9.5% 02/33	NLSN	1394000
0.01%	HERTZ 12.625% 07/29	HTZ	1999000
0.01%	FNMA REMICS 6% 09/55	FNR	1498773
0.01%	UMBS MORTPASS 5.5% 01/56	FN	1429978
0.01%	ARDAGH GROUP SA VAR 12/30	ARGID	1470765
0.01%	MIWD HOLDCO II 5.5% 02/30	MIWIDO	1500000
0.01%	HUB INTERNATIONAL LIMITED		1356977
0.01%	BBCMS MORTGAGE VAR 09/56	BBCMS	1350000
0.01%	FNMA REMICS 5.5% 12/55	FNR	1512978
0.01%	RHP HOTEL 6.5% 06/33	RHP	1373000
0.01%	UMBS MORTPASS 5.5% 12/55	FN	1408947
0.01%	GRAY MEDIA 4.75% 10/30	GTN	1754000
0.01%	FHLMC VAR 12/30	FHMS	51902128
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1393492
0.01%	MIS ACQUISITION, LLC		1384312
0.01%	AMERICAN 6.53% 04/30	ACAR	1330000
0.01%	TC ZIRAAT VAR 12/49	TCZIRA	1400000
0.01%	MORGAN 3.25% 12/47	MSBAM	1359054
0.01%	US FOODS INC 4.625% 06/30	USFOOD	1416000
0.01%	ASBURY 4.75% 03/30	ABG	1408000
0.01%	INEOS FINANCE 6.75% 05/28	INEGRP	1350000
0.01%	TENET 6.125% 06/30	THC	1348000
0.01%	CD 2017-CD6 VAR 11/50	CD	1362417
0.01%	FHLMC MSCR FLT 09/43	MSCR	1329481
0.01%	UMBS MORTPASS 6.5% 02/56	FR	1303792
0.01%	GULFPORT 6.75% 09/29	GPOR	1340000
0.01%	DRIVEN 5.296% 10/55	HONK	1389500
0.01%	EDGED COMPUTE 7.5% 04/31	EDGCOM	1450000
0.01%	GNMA 2025-1 BL 6% 01/55	GNR	1400000
0.01%	CLEVELAND-CLIF 7.5% 09/31	CLF	1324000
0.01%	FHLMC REMICS 6% 10/53	FHR	1376182
0.01%	CITIGROUP VAR 02/49	CGCMT	1500000
0.01%	HONEY HILL PARK FLT 04/39	HONPK	1310000
0.01%	UMBS MORTPASS 6.5% 07/56	FN	1299803
0.01%	FHLMC VAR 10/30	FHMS	39858081
0.01%	FREMF 2019-KF67 FLT 08/29	FREMF	1468538
0.01%	GNMA 2025-139 5.25% 05/55	GNR	1588578
0.01%	BAML RCAP FRN 25OCT27		1304354
0.01%	UMBS MORTPASS 6.5% 06/56	FR	1295220
0.01%	ARCHES BUYER INC 9% 08/31	ACOM	1292000
0.01%	GARDA WORLD 8.375% 11/32	GWCN	1312000
0.01%	ANTERO 5.75% 10/33	AM	1366000
0.01%	GNMA 2026-24 4.5% 02/56	GNR	1463719
0.01%	REPUBLIC OF 5.6% 03/48	PARGUY	1500000
0.01%	UMBS MORTPASS 6% 02/56	FR	1306659
0.01%	GNMA 2025-139 FLT 08/55	GNR	18795936
0.01%	BENCHMARK VAR 03/62	BMARK	1418000
0.01%	STIFEL SBA IO VAR 06/50	SFSBA	41729862
0.01%	ANYWHERE REAL 5.75% 01/29	HOUS	1328000
0.01%	GNMA 2025-69 SK FLT 04/55	GNR	21371232
0.01%	ECHOSTAR CORP 6.75% 11/30	ECHO	1272681
0.01%	GNMA 2025-127 PZ 6% 07/55	GNR	1353284
0.01%	SBA SMALL 5.688% 09/33	SBIC	1276568
0.01%	BRIDGECREST 4.88% 02/32	BLAST	1285000
0.01%	GNMA 2025-156 CZ 5% 04/55	GNR	1450603
0.01%	UMBS MORTPASS 6.5% 07/56	FR	1253358
0.01%	ASCENT 6.625% 07/33	ASCRES	1287000
0.01%	LHOME MORTGAGE STEP 09/39	LHOME	1263000
0.01%	FNMA REMICS 6% 10/55	FNR	1315378
0.01%	SUNOCO LP 7% 05/29	SUN	1250000
0.01%	BENCHMARK VAR 02/59	BMARK	27368923
0.01%	BLUE RACER 7% 07/29	BLURAC	1244000
0.01%	UMBS MORTPASS 6% 03/56	FR	1259435
0.01%	SOLARIS 6.375% 05/31	SEI	1287000
0.01%	ECOPETROL SA 8.375% 01/36	ECOPET	1252000
0.01%	FHLMC VAR 01/49	FHMS	12950000
0.01%	UMBS MORTPASS 6% 02/56	FR	1253124
0.01%	UMBS MORTPASS 6% 06/56	FN	1263769
0.01%	FIRSTKEY HOMES ZERO 05/39	FKH	1300000
0.01%	UNIVISION 9.375% 08/32	UVN	1262000
0.01%	REPUBLIC OF 8.75% 01/34	ECUA	1325000
0.01%	PAR 2026-4 8.95% 10/34	PAR	1240000
0.01%	UMBS MORTPASS 6% 02/56	FR	1258098
0.01%	GNMA 2025-41 BS FLT 03/55	GNR	36832715
0.01%	HOWARD 7.375% 07/32	HOWARD	1230000
0.01%	GNMA 2023-127 VAR 07/57	GNR	75607880
0.01%	WESCO 6.375% 03/33	WCC	1263000
0.01%	SCOTTS 4% 04/31	SMG	1370000
0.01%	SANTANDER 5.14% 02/32	SDART	1247000
0.01%	GNMA 2022-67 IO VAR 08/63	GNR	17842664
0.01%	WELLS FARGO 3% 08/51	WFCM	1500000
0.01%	OCP SA 6.7% 03/36	OCPMR	1260000
0.01%	ATHENAHEALTH GROUP INC		1232890
0.01%	CIUDAD 7.05% 05/36	BUEAIR	1300000
0.01%	REPUBLIC OF STEP 07/29	GHANA	1270069
0.01%	SM ENERGY CO 6.625% 04/34	SM	1262000
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	1200000
0.01%	AXON 6.25% 03/33	AXON	1248000
0.01%	ALUMINA PTY 6.125% 03/30	AA	1240000
0.01%	FNMA-ACES VAR 07/32	FNA	235227283
0.01%	CONSTELLATIO 4.625% 02/29	CEG	1240000
0.01%	SCIH SALT HOLDINGS INC		1225000
0.01%	UMBS MORTPASS 7% 10/56	FR	1179651
0.01%	MORGAN STANLEY 2.7% 11/52	MSBAM	1489000
0.01%	ACCO BRANDS 4.25% 03/29	ACCO	1305000
0.01%	AVIS BUDGET 6.23% 04/29	AESOP	1207000
0.01%	UMBS MORTPASS 6% 09/56	FR	1229938
0.01%	CITI ASSET 25.54% 10/31	CART1	1307935
0.01%	UMBS MORTPASS 5.5% 03/56	FN	1245081
0.01%	FHLMC REMICS 6% 09/55	FHR	1324746
0.01%	DOMINICAN 6.85% 03/39	DOMREP	1246000
0.01%	COMM 2024-CBM VAR 12/41	COMM	1224000
0.01%	GNMA II MORTPASS 6% 06/54	G2	1204490
0.01%	UMBS MORTPASS 6% 06/51	FN	1215262
0.01%	FHLMC VAR 12/31	FHMS	87239478
0.01%	GNMA 2025-97 SE FLT 06/55	GNR	23194999
0.01%	VENTURE 4.125% 08/31	VENTGL	1315000
0.01%	ANCHOR STEP 05/40	ANCHR	1200000
0.01%	UMBS MORTPASS 6% 08/56	FN	1210984
0.01%	ADIENT GLOBAL 8.25% 04/31	ADNT	1157000
0.01%	FNMA MORTPASS 4.79% 10/28	FN	1200000
0.01%	UMBS MORTPASS 6% 02/56	FR	1192540
0.01%	UMBS MORTPASS 6.5% 07/56	FR	1173913
0.01%	FHLMC VAR 01/32	FHMS	84218911
0.01%	NUSTAR 5.625% 04/27	NSUS	1180000
0.01%	1261229 BC LTD		1180062
0.01%	GNMA 2025-139 UC 6% 08/55	GNR	1177469
0.01%	AP CORE 11% 05/31	YAHOOO	1143000
0.01%	CITIGROUP 3% 11/49	CGCMT	1500000
0.01%	FHLMC VAR 08/30	FHMS	30493056
0.01%	GNMA 2025-25 ZN 7% 02/55	GNR	1214358
0.01%	SOLARIS ENERGY 7% 04/32	SEI	1188000
0.01%	REPUBLIC OF 7.625% 05/34	TURKEY	1164000
0.01%	TELECOMMUNICA 7.25% 05/31	TELSER	1200000
0.01%	DOMINICAN 5.875% 01/60	DOMREP	1450000
0.01%	GNMA 2021-218 VAR 10/61	GNR	16770632
0.01%	PETROLEOS 5.625% 06/47	PETRPE	1600000
0.01%	ARDAGH GROUP 9.5% 12/30	ARGID	1121000
0.01%	HUNTINGTON 5.442% 10/32	HACLN	1154728
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1204153
0.01%	UMBS MORTPASS 6% 02/56	FN	1168152
0.01%	UMBS MORTPASS 7% 10/56	FR	1119084
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1200948
0.01%	BUILDERS 6.75% 05/35	BLDR	1206000
0.01%	WYNN RESORTS 6.875% 03/35	WYNFIN	1170000
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1129157
0.01%	FREMF 2019-KF59 FLT 02/29	FREMF	1174061
0.01%	GNMA 2025-132 MZ 5% 08/55	GNR	1372204
0.01%	UMBS MORTPASS 6% 08/56	FR	1153483
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1184748
0.01%	UMBS MORTPASS 6% 08/56	FR	1152377
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1168747
0.01%	STATE STREET CORP VAR	STT	1130000
0.01%	UMBS MORTPASS 5.5% 04/56	FN	1182946
0.01%	UBS COMMERCIAL VAR 11/50	UBSCM	1200000
0.01%	BRASKEM 4.5% 01/28		2240000
0.01%	ATHENAHEALTH 7.5% 02/32	ATHENA	1125000
0.01%	ISTANBUL 10.5% 12/28	ISTNBL	1067000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	1161983
0.01%	UMBS MORTPASS 6% 06/56	FN	1135981
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1100362
0.01%	CONNECTICUT FLT 05/42	CAS	1100000
0.01%	FNMA-ACES VAR 11/35	FNA	90316587
0.01%	FNMA FLT 01/30	CAS	1090558
0.01%	UMBS MORTPASS 7% 10/56	FR	1083081
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1096339
0.01%	PETCO HEALTH AND WELLNES		1113078
0.01%	CITI ASSET 25.83% 08/31	CART1	1198016
0.01%	UMBS MORTPASS 6.5% 08/56	FN	1099336
0.01%	CLEVELAND-CLIFFS 7% 03/32	CLF	1137000
0.01%	BANK 2019-BNK19 VAR 08/61	BANK	1500000
0.01%	FHLMC VAR 06/50	FHMS	6400000
0.01%	COMM 2024-CBM VAR 12/41	COMM	1123214
0.01%	GNMA II MORTPASS 6% 06/54	G2	1102954
0.01%	UNITED 4.875% 03/29	UAL	1140000
0.01%	UMBS MORTPASS 7% 07/56	FN	1061199
0.01%	CONNECTICUT FLT 01/44	CAS	1089979
0.01%	WAYFAIR LLC 7.25% 10/29	W	1075000
0.01%	CONNECTICUT FLT 05/44	CAS	1084535
0.01%	GNMA 2025-25 BS FLT 02/55	GNR	15504898
0.01%	UMBS MORTPASS 6% 06/56	FR	1100057
0.01%	CALIFORNIA VAR 01/65	CASDEV	1590000
0.01%	SYMPHONY CLO FLT 04/31	SYMP	1082519
0.01%	SBA SMALL 5.168% 03/33	SBIC	1093471
0.01%	GENESEE & 6.25% 04/32	GWR	1105000
0.01%	GNMA 2026-H21 VAR 05/76	GNR	11900000
0.01%	CYPRIUM CORP 6.125% 04/31	VGNT	1120000
0.01%	COMMONWEALTH 8.95% 10/32	BAHAMA	1000000
0.01%	FNMA REMICS FLT 07/55	FNR	22908986
0.01%	GNMA 2019-76 IO VAR 03/61	GNR	20653111
0.01%	GNMA II MORTPASS 6% 04/55	G2	1083208
0.01%	CURRENCY CONTRACT - NOK		-46163260
0.01%	INTERTEK GROUP PLC 6.5%		1065359
0.01%	UMBS MORTPASS 6.5% 08/56	FN	1053001
0.01%	DAYFORCE BIDCO LLC		1107316
0.01%	BBVA MEXICO SA VAR 01/33	BBVASM	1100000
0.01%	GS MORTGAGE VAR 02/48	GSMS	1093235
0.01%	ARGENTINE 1% 07/29	ARGENT	1200000
0.01%	BANCO NACIONAL VAR 05/36	BNCE	1101000
0.01%	HERTZ CORP/THE 5% 12/29	HTZ	3245000
0.01%	ENTERGY CORP VAR 12/56	ETR	1099000
0.01%	AMERICAN 6.04% 07/30	ACAR	1050000
0.01%	BANCO BILBAO VAR 12/49	BBVASM	997000
0.01%	FNMA MORTPASS 1.69% 10/31	FN	1240017
0.01%	EXETER 5.02% 10/29	EART	1053349
0.01%	CITIGROUP VAR 09/50	CGCMT	1254000
0.01%	FEDERAL 8.747% 01/31	NGERIA	1000000
0.01%	ELDIK BANK OAO 8.5% 04/31	ELDIKB	1099000
0.01%	FHLMC VAR 11/55	FHMS	5000000
0.01%	FHLMC VAR 10/29	FHMS	20000000
0.01%	FNMA-ACES VAR 04/32	FNA	74487448
0.01%	VENTURE GLOBAL 6.5% 06/34	VEGLPL	1047000
0.01%	GNMA II MORTPASS 6% 07/54	G2	1039828
0.01%	FNMA-ACES VAR 09/31	FNA	20930013
0.01%	FHLMC REMICS FLT 08/55	FHR	20722709
0.01%	CELANESE US 7% 02/31	CE	1032000
0.01%	US ULTRA BOND 12/21/2026	WNZ6 COMB Comdty	-145
0.01%	TALLGRASS ENERGY 6% 09/31	TEP	1070000
0.01%	SM ENERGY CO 9.625% 06/33	SM	957000
0.01%	UMBS MORTPASS 7% 08/56	FR	998453
0.01%	UMBS MORTPASS 6% 02/56	FN	1021353
0.01%	LHOME MORTGAGE STEP 07/39	LHOME	1017294
0.01%	REPUBLIC OF 8.875% 01/33	REPCAM	1050000
0.01%	COMMERCIAL 5.75% 11/33	CMC	1076000
0.01%	HASHEMITE 7.75% 01/28	JORDAN	1000000
0.01%	UMBS MORTPASS 6.5% 08/56	FN	1004329
0.01%	WAND NEWCO 3, INC.		1014895
0.01%	GNMA II MORTPASS 6% 09/53	G2	1018066
0.01%	BUSINESS JET 6.197% 05/39	BJETS	1008722
0.01%	AVIS BUDGET 7.52% 02/30	AESOP	1000000
0.01%	KIOXIA 6.625% 07/33	KIOXIA	990000
0.01%	FHLMC VAR 01/30	FHMS	24026010
0.01%	WELLS FARGO VAR 07/35	WFCM	1000000
0.01%	LHOME MORTGAGE VAR 04/40	LHOME	1000000
0.01%	CREDIT 5.39% 01/35	CAALT	1000000
0.01%	AMERIGAS 9.5% 06/30	APU	959000
0.01%	UMBS MORTPASS 6% 06/56	FN	1006081
0.01%	AXON 6.125% 03/30	AXON	1001000
0.01%	FNMA-ACES VAR 07/31	FNA	35058162
0.01%	UMBS MORTPASS 6% 04/56	FR	999697
0.01%	REPUBLIC OF 7.95% 11/54	SOAF	1000000
0.01%	SUNOCO LP 5.375% 07/31	SUN	1039000
0.01%	GNMA 2020-195 VAR 12/62	GNR	12975054
0.01%	UMBS MORTPASS 6% 09/56	FN	1000000
0.01%	FREMF ZERO 10/32	FREMF	1300000
0.01%	UMBS MORTPASS 7% 09/56	FN	955777
0.01%	COMM VAR 02/47	COMM	1000000
0.01%	REPUBLIC OF 7.5% 01/37	TURKEY	1010000
0.01%	FHLMCGLD 4.93% 06/28	FR	985823
0.01%	WELLS FARGO 4.212% 05/51	WFCM	1000000
0.01%	FHLMC VAR 05/29	FHMS	59261707
0.01%	WELLS FARGO 4.464% 05/51	WFCM	1000000
0.01%	CITIGROUP VAR 03/51	CGCMT	1000000
0.01%	FHLMC VAR 05/31	FHMS	8000000
0.01%	BENCHMARK VAR 07/51	BMARK	1000000
0.01%	ORGANON & CO 5.125% 04/31	OGN	980000
0.01%	GNMA II MORTPASS 6% 10/55	G2	977705
0.01%	FNMA REMICS FLT 07/55	FNR	15846826
0.01%	GNMA 2020-110 VAR 03/62	GNR	16279634
0.01%	FNMA REMICS FLT 08/55	FNR	19641998
0.01%	UMBS MORTPASS 6% 04/56	FR	973484
0.01%	GNMA 2021-108 VAR 06/61	GNR	14755543
0.01%	CHS/COMMUNI 10.875% 01/32	CYH	924000
0.01%	EXETER 12.07% 09/30	EART	900000
0.01%	GNMA 2025-152 FLT 09/55	GNR	21761482
0.01%	UMBS MORTPASS 6% 03/56	FR	962484
0.01%	SV RNO 5.875% 03/31	TRACTC	1070000
0.01%	GNMA 2023-55 2.5% 07/51	GNR	7064986
0.01%	GNMA 2025-89 SE FLT 05/55	GNR	15806628
0.01%	FORD MOTOR 6.467% 05/36	F	995000
0.01%	GNMA 2022-147 VAR 09/64	GNR	23593137
0.01%	IRV TRUST VAR 03/47	IRV	1000000
0.01%	MITER BRANDS ACQUISITION		973091
0.01%	UMBS MORTPASS 5.5% 03/56	FR	990411
0.01%	AMERIGAS 6.875% 06/31	APU	993000
0.01%	CONNECTICUT FLT 01/44	CAS	904000
0.01%	PERFORMANCE 5.625% 03/34	PFGC	1021000
0.01%	DRIVE AUTO 4.94% 05/32	DRIVE	950000
0.01%	ALUMINA PTY 6.625% 09/34	AA	974000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	984362
0.01%	SYMPHONY CLO FLT 04/31	SYMP	940000
0.01%	FEDERATIVE 6.25% 05/36	BRAZIL	1000000
0.01%	CREDIT 6.71% 07/34	CAALT	930000
0.01%	UNIVISION 8.875% 04/33	UVN	988000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	976685
0.01%	REPUBLIC OF 8.625% 11/34	HONDUR	850000
0.01%	NOVELIS CORP 6.375% 08/33	HNDLIN	977000
0.01%	HERTZ VEHICLE 8.34% 09/31	HERTZ	958000
0.01%	CSAIL 2015-C3 VAR 08/48	CSAIL	961563
0.01%	CHEMOURS 7.875% 03/34	CC	996000
0.01%	FHLMC REMICS 5% 08/55	FHR	1112936
0.01%	UMBS MORTPASS 6% 02/56	FN	914431
0.01%	CITI ASSET 27.07% 03/31	CART1	999509
0.01%	UMBS MORTPASS 6% 08/56	FN	929300
0.01%	FORD MOTOR 4% 11/30	F	1000000
0.01%	CHEMOURS 4.625% 11/29	CC	990000
0.01%	VISTRA 7.75% 10/31	VST	880000
0.01%	FHLMC VAR 10/31	FHMS	42452054
0.01%	WEHLE PARK CLO FLT 10/38	WEHPK	1000000
0.01%	GNMA 2022-199 VAR 07/64	GNR	16793988
0.01%	CLYDESDALE ACQUISITION H		925624
0.01%	GNMA 2021-17 IO VAR 01/61	GNR	12150063
0.01%	GNMA 2021-180 VAR 11/63	GNR	13887288
0.01%	DRIVE AUTO 4.67% 05/32	DRIVE	907000
0.01%	IRON MOUNTAIN 5.25% 07/30	IRM	950000
0.01%	CURRENCY CONTRACT - CHF		-250752647
0.01%	PIONEER OPCO LLC 7% 05/33	VENRES	913000
0.01%	LENDMARK 4.47% 02/34	LFT	915000
0.01%	GNMA 2025-105 PA 7% 04/55	GNR	903009
0.01%	UMBS MORTPASS 5.5% 03/56	FR	935715
0.01%	UMBS MORTPASS 7% 07/56	FR	875414
0.01%	GNMA 2021-150 VAR 11/63	GNR	12001328
0.01%	GOLDMAN SACHS VAR 12/49	GS	950000
0.01%	JPMDB VAR 06/49	JPMDB	1000000
0.01%	GNMA 2022-113 VAR 09/61	GNR	29666714
0.01%	REPUBLIC OF 8.75% 01/34	ECUA	950000
0.01%	AHEAD DB 6.625% 05/28	AHEDBB	898000
0.01%	GNMA 2021-170 VAR 05/63	GNR	12869275
0.01%	GNMA 2026-100 FLT 06/56	GNR	23742179
0.01%	GNMA 2022-214 VAR 09/64	GNR	22220990
0.01%	STANDARD 5.875% 03/34	BMCAUS	965000
0.01%	1211 AVENUE OF VAR 08/35	AOTA	935000
0.01%	RB GLOBAL 6.75% 03/28	RBACN	880000
0.01%	GNMA 2025-25 SB FLT 02/55	GNR	14030134
0.01%	HILTON 5.5% 09/31	HLT	918000
0.01%	UMBS MORTPASS 6% 02/56	FN	881366
0.01%	ENTEGRIS INC 4.375% 04/28	ENTG	900000
0.01%	FHLMC REMICS FLT 04/55	FHR	15581729
0.01%	UMBS MORTPASS 5.5% 10/55	FN	917869
0.01%	CHURCHILL 6.75% 05/31	CHDN	880000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	902633
0.01%	UMBS MORTPASS 6.5% 08/56	FN	864010
0.01%	CD 2017-CD3 3.833% 02/50	CD	1000000
0.01%	BMO 2022-C1 VAR 02/55	BMO	48674976
0.01%	UMBS MORTPASS 6% 09/56	FR	883000
0.01%	GFL 4.375% 08/29	GFLCN	910000
0.01%	CFCRE VAR 11/49	CFCRE	1000000
0.01%	HARVEST 6.75% 05/34	HARMID	887000
0.01%	FREMF 0.1% 08/34	FREMF	166972253
0.01%	AXIA ENERGIA 6.5% 01/35	ELEBRA	890000
0.01%	KINGDOM OF 6.625% 10/37	BHRAIN	1000000
0.01%	CSAIL 2017-CX9 VAR 09/50	CSAIL	1125000
0.01%	FHLMC VAR 09/29	FHMS	52849270
0.01%	SEAGATE DATA 4.091% 06/29	STX	895000
0.01%	CITI ASSET 25.1% 07/31	CART1	930660
0.01%	ARAB 8.625% 02/30	EGYPT	829000
0.01%	WILLIAMS 6.625% 04/30	WLSC	859000
0.01%	EQUIPMENTSHA 8.625% 05/32	EQMSRM	845000
0.01%	GENESIS 6.75% 03/34	GEL	893000
0.01%	KNIFE RIVER 7.75% 05/31	KNIRIV	840000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	876588
0.01%	REPUBLIC OF 5.2% 05/49	COLOM	1200000
0.01%	SS&C 6.5% 06/32	SSNC	865000
0.01%	FHLMC VAR 02/32	FHMS	115430000
0.01%	AXALTA 4.75% 06/27	AXTA	850000
0.01%	PRPM 2025-4 STEP 06/30	PRPM	844988
0.01%	UMBS MORTPASS 6% 06/56	FN	855682
0.01%	UMBS MORTPASS 5.5% 12/55	FN	877116
0.01%	UMBS MORTPASS 5.5% 03/56	FN	873995
0.01%	CURRENCY CONTRACT - AUD		-21814949
0.01%	GABONESE 6.625% 02/31	GABON	1000000
0.01%	BANK5 6.5% 12/56	BANK5	822332
0.01%	UMBS MORTPASS 6% 02/56	FR	843870
0.01%	UMBS MORTPASS 6% 02/56	FR	833943
0.01%	MATADOR 6% 04/34	MTDR	883000
0.01%	GNMA II MORTPASS 6% 12/54	G2	834386
0.01%	CITI ASSET 25.6% 09/31	CART1	912099
0.01%	REPUBLIC OF STEP 06/33	ZAMBIN	859296
0.01%	GNMA II MORTPASS 6% 10/54	G2	831667
0.01%	GNMA 2019-130 VAR 01/62	GNR	17523530
0.01%	UMBS MORTPASS 5.5% 01/56	FN	849390
0.01%	GNMA 2025-128 AD 5% 10/56	GNR	841861
0.01%	AMERIGAS 9.375% 06/28	APU	812000
0.01%	GNMA 2021-3 IO VAR 09/62	GNR	13724727
0.01%	IHO VERWALTUNGS 8% 11/32	IHOVER	800000
0.01%	GLOBAL 5.625% 06/29	GOINSO	835000
0.01%	NRG ENERGY 5.25% 06/29	NRG	840000
0.01%	CNX 5.875% 03/34	CNX	875000
0.01%	FNMA MORTPASS 4.99% 06/34	FN	840000
0.01%	INSTITUTO 6.75% 10/31	COSICE	800000
0.01%	CURRENCY CONTRACT - JPY		-36916189
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	800000
0.01%	UMBS MORTPASS 6% 03/56	FR	823316
0.01%	FHLMC VAR 01/31	FHMS	75863080
0.01%	TRANSDIGM INC 6.75% 01/35	TDG	820000
0.01%	GNMA 2017-70 IO VAR 02/59	GNR	40663674
0.01%	UMBS MORTPASS 5.5% 03/56	FN	844676
0.01%	GNMA 2024-17 IO VAR 06/65	GNR	12438890
0.01%	UMBS MORTPASS 6% 01/56	FN	809406
0.01%	MILLROSE 6.25% 09/32	MRP	843000
0.01%	UMBS MORTPASS 6% 09/56	FR	817776
0.01%	JPMCC VAR 03/50	JPMCC	850000
0.01%	GNMA 2024-31 IO VAR 02/66	GNR	9730430
0.01%	UMBS MORTPASS 6% 02/56	FN	802221
0.01%	LENDMARK 8.47% 02/34	LFT	800000
0.01%	BUCKEYE 4.5% 03/28	BPL	815000
0.01%	GNMA 2023-51 IO VAR 05/65	GNR	11208922
0.01%	UMBS MORTPASS 5.5% 03/56	FN	824908
0.01%	CITIGROUP VAR 07/59	CGCMT	800000
0.01%	FNMA REMICS FLT 01/55	FNR	16061773
0.01%	NOVELIS CORP 6.875% 01/30	HNDLIN	788000
0.01%	FHLMC VAR 11/33	FHMS	2700000
0.01%	UMBS MORTPASS 6.5% 06/56	FN	777488
0.01%	FHLMC VAR 12/37	FHMS	4500000
0.01%	EQUIPMENTSHA 7.125% 07/34	EQMSRM	834000
0.01%	FHLMC VAR 10/30	FHMS	24290359
0.01%	RHP HOTEL 4.5% 02/29	RHP	810000
0.01%	FHLMC REMICS FLT 06/55	FHR	16976642
0.01%	LITHIA MOTORS 5.5% 10/30	LAD	807000
0.01%	SERBIA 6% 06/34	SERBIA	800000
0.01%	FEDERAL 8.25% 09/51	NGERIA	800000
0.01%	AERCAP IRELAND 3% 10/28	AER	810000
0.01%	UMBS MORTPASS 7% 06/56	FN	747903
0.01%	GNMA 2020-38 IO VAR 04/62	GNR	14122822
0.01%	GRAY MEDIA INC 7.5% 09/34	GTN	817000
0.01%	UMBS MORTPASS 7% 08/56	FN	746730
0.01%	ALTAR BIDCO, INC		764986
0.01%	GNMA II MORTPASS 6% 10/55	G2	767047
0.01%	TRANSDIGM INC 6.25% 01/34	TDG	790000
0.01%	OUTFRONT 7.375% 02/31	OUT	745000
0.01%	CURRENCY CONTRACT - USD		-36212735
0.01%	FHLMC REMICS FLT 03/55	FHR	15583750
0.01%	DAILYPAY 5.63% 06/28	DLPY	760000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	780807
0.01%	FHLMC VAR 02/35	FHMS	8712543
0.01%	EXETER 6.68% 04/29	EART	747200
0.01%	GNMA 2025-84 SQ FLT 05/55	GNR	25644045
0.01%	ROYAL 5.625% 09/31	RCL	770000
0.01%	NORDSTROM INC 4.25% 08/31	JWN	840000
0.01%	BENCHMARK VAR 07/55	BMARK	800000
0.01%	BENCHMARK 3% 03/52	BMARK	1240000
0.01%	FEDERATIVE 7.125% 05/54	BRAZIL	800000
0.01%	GNMA 2025-69 SX FLT 04/55	GNR	24879722
0.01%	DAVITA INC 3.75% 02/31	DVA	825000
0.01%	UMBS MORTPASS 6% 03/56	FN	740763
0.01%	UMBS MORTPASS 6% 02/56	FR	744663
0.01%	SANTANDER UK VAR 01/29	SANUK	720000
0.01%	NOVA CHEMICALS 8.5% 11/28	NCX	710000
0.01%	GNMA 2026-100 FLT 06/56	GNR	22654195
0.01%	PROGRESS 6.15% 03/40	PROG	736000
0.01%	NASDAQ INC 5.35% 06/28	NDAQ	724000
0.01%	BPCE SA 5.125% 01/28	BPCEGP	725000
0.01%	JETBLUE AIRWAYS CORPORAT		918762
0.01%	FORD MOTOR 7.2% 06/30	F	700000
0.01%	UMBS MORTPASS 6.5% 06/56	FN	705815
0.01%	CREDIT 6.03% 05/34	CAALT	708000
0.01%	REPUBLIC OF 6.2% 07/38	TRITOB	764000
0.01%	UMBS MORTPASS 5.5% 12/55	FN	742127
0.01%	GNMA 2019-144 VAR 01/62	GNR	13102430
0.01%	BX COMMERCIAL FLT 02/39	BX	708363
0.01%	GNMA 2025-156 4.5% 11/54	GNR	836751
0.01%	ELEMENT 3.875% 09/28	ESI	740000
0.01%	GNMA 2021-168 VAR 05/63	GNR	12478663
0.01%	BENCHMARK VAR 03/55	BMARK	800000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	733778
0.01%	UMBS MORTPASS 5.5% 01/56	FN	734355
0.01%	UMBS MORTPASS 6% 01/56	FR	714726
0.01%	BCPE PEQUOD BUYER INC		710643
0.01%	TEREX CORP 5% 05/29	TEX	725000
0.01%	IQVIA INC 5% 10/26	IQV	700000
0.01%	SANTANDER 8.408% 12/33	SBCLN	686967
0.01%	CONNECTICUT FLT 07/43	CAS	680000
0.01%	REPUBLIC OF 5.8% 01/28	IRAQ	703125
0.01%	HOWARD 6.625% 01/35	HOWARD	721000
0.01%	ALLISON 5.875% 12/33	ALSN	733000
0.01%	REPUBLIC OF 5.75% 09/49	SOAF	900000
0.01%	RANGE 4.75% 02/30	RRC	728000
0.01%	BMO 2024-5C3 VAR 02/57	BMO	700000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	714278
0.01%	WHIRLPOOL CORP 6.5% 06/33	WHR	890000
0.01%	LSF12 CROWN US COMMERCIA		688431
0.01%	BENCHMARK 2.256% 06/54	BMARK	722619
0.01%	INFINITY 7.625% 04/31	INFNAR	698000
0.01%	FHLMC REMICS FLT 02/55	FHR	17410230
0.01%	EXPAND 5.375% 03/30	SWN	695000
0.01%	REPUBLIC OF STEP 07/35	GHANA	765600
0.01%	FHLMC VAR 03/38	FHMS	3000000
0.01%	NEXTERA ENERGY VAR 09/54	NEE	680000
0.01%	WILLIAMS 7.375% 10/31	WLSC	675000
0.01%	MOLINA 6.5% 02/31	MOH	688000
0.01%	COMISION 6.5% 01/51	CFELEC	738000
0.01%	UMBS MORTPASS 6.5% 03/56	FR	664243
0.01%	FHLMC VAR 02/32	FHMS	13565181
0.01%	CORECIVIC INC 8.25% 04/29	CXW	660000
0.01%	KODIAK GAS 6.5% 10/33	KGS	700000
0.01%	MAUSER 9.25% 04/30	BWY	695000
0.01%	COMM 2018-COR3 VAR 05/51	COMM	800000
0.01%	FNMA-ACES VAR 07/28	FNA	97754971
0.01%	UMBS MORTPASS 6.5% 01/56	FN	652762
0.01%	CATURUS 7.125% 05/31	KTGLLC	679000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	652636
0.01%	CSAIL 2020-C19 2.5% 03/53	CSAIL	2000000
0.01%	FNMA REMICS 5% 02/56	FNR	771947
0.01%	GB AIT BUYER INC		659025
0.01%	ESAB CORP 5.625% 04/31	ESAB	685000
0.01%	GNMA 2025-7 SG FLT 01/55	GNR	14125152
0.01%	GNMA II MORTPASS 6% 10/54	G2	655922
0.01%	UMBS MORTPASS 6.5% 03/56	FR	644174
0.01%	CAESARS 6.5% 02/32	CZR	695000
0.01%	NCL CORP LTD 5.875% 01/31	NCLH	712000
0.01%	GNMA 2026-30 5.5% 02/56	GNR	855937
0.01%	UMBS MORTPASS 5.5% 02/56	FR	674948
0.01%	FIRST ADVANTAGE HOLDINGS		646991
0.01%	CONDUENT 6% 11/29	CNDT	770000
0.01%	FNMA MORTPASS 4.62% 07/28	FN	650000
0.01%	ESENTIA ENERGY 6.5% 07/38	ESENMX	693000
0.01%	NEW YORK N Y 6.033% 12/31		650000
0.01%	FNMA MORTPASS 1.97% 01/34	FN	800000
0.01%	WESTLAKE 6.47% 03/29	WLAKE	632000
0.01%	STACR TRUST FLT 02/47	STACR	600000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	617681
0.01%	ARAB 8.7002% 03/49	EGYPT	700000
0.01%	COX ASSET VAR 09/31	COXMEX	639000
0.01%	CSAIL 2015-C2 VAR 06/57	CSAIL	659987
0.01%	CENTRAL 5.125% 02/28	CENT	635000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	655742
0.01%	PAKISTAN WATER 7.5% 06/31	PAKWNP	658000
0.01%	JPMBB VAR 07/48	JPMBB	640526
0.01%	FHLMC VAR 07/29	FHMS	30000000
0.01%	MEDLINE 6.25% 04/29	MEDIND	623000
0.01%	GNMA 2023-15 AB VAR 08/63	GNR	692973
0.01%	GENESIS 7.875% 05/32	GEL	618000
0.01%	MARINER 5.73% 11/38	MFIT	635000
0.01%	GNMA 2021-110 VAR 11/63	GNR	9891708
0.01%	ADIENT US LLC		624685
0.01%	UMBS MORTPASS 6.5% 04/56	FN	617101
0.01%	GS MORTGAGE 2.753% 05/49	GSMS	750000
0.01%	BX COMMERCIAL FLT 11/38	BX	621326
0.01%	UMBS MORTPASS 5.5% 02/56	FN	645748
0.01%	FREMF ZERO 06/29	FREMF	790000
0.01%	BRINK'S 4.625% 10/27	BCO	624000
0.01%	BANK OF NOVA VAR 10/82	BNS	600000
0.01%	TRINIDAD 7.75% 06/33	TRNGEN	596000
0.01%	XEROX HOLDINGS 5.5% 08/28	XRX	1060000
0.01%	GNMA 2021-220 VAR 12/63	GNR	10547614
0.01%	NEWELL BRANDS 6.25% 08/31	NWL	635000
0.01%	GNMA 2014-88 AJ VAR 03/55	GNR	732374
0.01%	ROYAL CARIBBEAN 6% 02/33	RCL	625000
0.01%	BENCHMARK VAR 11/55	BMARK	604000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	586036
0.01%	CORE & MAIN LP 6% 07/34	CNM	635000
0.01%	FHLMC VAR 04/55	FHMS	34739003
0.01%	FHLMC MSCR FLT 07/41	MSCR	600169
0.01%	MORGAN STANLEY VAR 01/49	MSBAM	745000
0.01%	PETROLEOS 5.95% 01/31	PEMEX	630000
0.01%	YONDR JK 1 6.875% 06/31	YNDRDC	648000
0.01%	GNMA 2025-152 FLT 09/55	GNR	15143126
0.01%	ONDECK ASSET 4.98% 10/31	ONDK	600000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	614089
0.01%	CITI ASSET 25.33% 06/31	CART1	651265
0.01%	GRIFFON CORP 6.25% 10/34	GFF	624000
0.01%	SOUTH BOW 4.911% 09/27	SOBOCN	595000
0.01%	REPUBLIC OF 8.75% 04/32	ANGOL	600000
0.01%	UMBS MORTPASS 6.5% 03/56	FN	586338
0.01%	UMBS MORTPASS 5.5% 02/56	FR	611008
0.01%	UMBS MORTPASS 6% 04/56	FR	599892
0.01%	UMBS MORTPASS 6% 02/56	FR	588358
0.01%	HASHEMITE 5.85% 07/30	JORDAN	600000
0.01%	REPUBLIC OF 6.4% 07/36	HONDUR	613000
0.01%	ROCKET SOFTWARE, INC.		585593
0.01%	WESTLAKE 6.02% 10/29	WLAKE	576000
0.01%	WAYFAIR LLC 7.125% 05/34	W	581000
0.01%	MORGAN STANLEY 3% 10/51	MSC	690000
0.01%	OCP SA 5.125% 06/51	OCPMR	800000
0.01%	RHP HOTEL 5.75% 03/34	RHP	617000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	604200
0.01%	FHLMC VAR 06/49	FHMS	13000000
0.01%	US FOODS INC 6.875% 09/28	USFOOD	570000
0.01%	BNP PARIBAS SA VAR 05/30	BNP	580000
0.01%	GNMA 2021-126 VAR 05/63	GNR	9199476
0.01%	UMBS MORTPASS 6% 04/56	FR	577065
0.01%	IRON MOUNTAIN 5% 07/28	IRM	580000
0.01%	CONNECTICUT FLT 01/43	CAS	550000
0.01%	VALIDUS ENERGY 8% 08/31	VALENG	572000
0.01%	FHLMC STACR FLT 05/42	STACR	550000
0.01%	KODIAK GAS 5.875% 04/31	KGS	585000
0.01%	FHLMC VAR 11/30	FHMS	19231234
0.01%	RINGCENTRAL 8.5% 08/30	RNG	540000
0.01%	GOODYEAR 6.625% 07/30	GT	610000
0.01%	GNMA 2025-89 SP FLT 05/55	GNR	19291874
0.01%	GNMA 2021-40 IO VAR 02/63	GNR	9743285
0.01%	REPUBLIC OF 6.1% 08/44	PARGUY	600000
0.01%	CHS/COMMUNITY 4.75% 02/31	CYH	628000
0.01%	UMBS MORTPASS 5.5% 10/55	FN	573753
0.01%	GRANITE 6.375% 06/34	GVA	571000
0.01%	GNMA 2025-51 SH FLT 03/55	GNR	11027449
0.01%	ENFRAGEN 5.375% 12/30	ENFRAG	586394
0.00%	CLARIOS 6.75% 05/28	POWSOL	540000
0.00%	MORGAN STANLEY VAR 11/52	MSBAM	595000
0.00%	GNMA 2025-22 AS FLT 02/55	GNR	11595747
0.00%	KINGDOM OF 7.5% 09/47	BHRAIN	600000
0.00%	GNMA 2025-30 SC FLT 02/55	GNR	8644745
0.00%	DISCOVERY 5.05% 03/42	WBD	780000
0.00%	GNMA 2017-9 IO VAR 01/57	GNR	17880889
0.00%	GNMA 2025-89 SC FLT 05/55	GNR	8246793
0.00%	GNMA 2020-194 VAR 06/62	GNR	7865890
0.00%	UMBS MORTPASS 5.5% 01/56	FR	542885
0.00%	BUSINESS JET 7.974% 09/39	BJETS	527640
0.00%	BAUSCH + 8.375% 10/28	BLCOCN	515000
0.00%	CONNECTICUT FLT 05/43	CAS	500000
0.00%	BBCMS MORTGAGE VAR 07/56	BBCMS	13092505
0.00%	UMBS MORTPASS 5.5% 02/56	FN	542183
0.00%	GNMA 2025-41 SE FLT 03/55	GNR	5719866
0.00%	FHLMC MSCR FLT 10/44	MSCR	500000
0.00%	LSF12 HELIX 7.125% 02/33	HI	525000
0.00%	UMBS MORTPASS 7% 06/56	FN	498534
0.00%	ASURION, LLC		526666
0.00%	FHLMC STACR FLT 04/43	STACR	509525
0.00%	HESS 5.875% 03/28	HESM	512000
0.00%	GNMA 2025-41 AS FLT 03/55	GNR	14093271
0.00%	GNMA 2025-25 HS FLT 02/55	GNR	10942891
0.00%	FHLMC VAR 01/31	FHMS	16721701
0.00%	FHLMC STACR FLT 04/42	STACR	500000
0.00%	GNMA 2026-100 FLT 06/56	GNR	14556948
0.00%	GNMA 2025-22 GS FLT 02/55	GNR	8231249
0.00%	UMBS MORTPASS 5.5% 01/56	FR	520172
0.00%	GNMA 2020-6 IO VAR 10/62	GNR	9422763
0.00%	GS MORTGAGE 3% 07/52	GSMS	800000
0.00%	PRESTIGE 6.25% 07/34	PBH	525000
0.00%	HESS 5.125% 06/28	HESM	510000
0.00%	HILTON 5.5% 03/34	HLT	536000
0.00%	FHLMC VAR 12/32	FHMS	19671587
0.00%	WELLS FARGO VAR 07/35	WFCM	500000
0.00%	HERTZ VEHICLE 5.94% 02/28	HERTZ	495833
0.00%	CLYDESDALE 7.875% 04/32	NOVHOL	497000
0.00%	FHLMC VAR 12/35	FHMS	13220077
0.00%	JPMDB 2.5% 11/52	JPMDB	1000000
0.00%	GOAT HOLDCO 6.75% 02/32	B	498000
0.00%	GNMA 2025-127 FLT 07/55	GNR	7516511
0.00%	ION PLATFORM 7.875% 09/32	IONPLA	625000
0.00%	UMBS MORTPASS 6% 07/56	FN	499157
0.00%	WEC US HOLDINGS LTD.		491228
0.00%	BMO 2024-5C7 VAR 11/57	BMO	19933296
0.00%	XEROX CORP 10.25% 10/30	XRX	550000
0.00%	WR GRACE 7% 08/33	GRA	523000
0.00%	GNMA 2023-126 VAR 07/65	GNR	7910699
0.00%	FHLMC VAR 11/48	FHMS	5000000
0.00%	CITI ASSET 24.76% 05/31	CART1	536634
0.00%	BLOCK INC 6% 08/33	XYZ	511000
0.00%	REPUBLIC OF 6.4% 06/34	TRITOB	500000
0.00%	CANTOR 2.5% 11/52	CF	674000
0.00%	UMBS MORTPASS 6.5% 02/56	FN	474529
0.00%	GNMA 2021-147 VAR 06/61	GNR	7087866
0.00%	BWX 4.125% 06/28	BWXT	500000
0.00%	ACUSHNET CO 5.625% 12/33	GOLF	510000
0.00%	ARCHROCK 6% 02/34	AROC	510000
0.00%	GNMA 2021-178 FLT 10/61	GNR	14635182
0.00%	UMBS MORTPASS 6.5% 06/56	FR	474820
0.00%	UMBS MORTPASS 6.5% 02/56	FR	468052
0.00%	DIEBOLD 7.75% 03/30	DBD	471000
0.00%	JH NORTH 6.125% 07/32	JHXAU	487000
0.00%	FHLMC VAR 10/34	FHMS	2500000
0.00%	GNMA 2021-22 IO VAR 05/63	GNR	6969648
0.00%	FHLMC VAR 02/49	FHMS	5000000
0.00%	GNMA 2024-56 IO VAR 11/65	GNR	7140657
0.00%	UMBS MORTPASS 5.5% 03/56	FN	484421
0.00%	GNMA II MORTPASS 7% 08/53	G2	457205
0.00%	FHLMC VAR 09/48	FHMS	5000000
0.00%	GNMA 2021-151 VAR 04/63	GNR	7160782
0.00%	GRAHAM PACKAGING COMPANY		463006
0.00%	FNMA FLT 02/30	CAS	450000
0.00%	CONNECT FINCO 9% 09/29	ISATLN	445000
0.00%	CONNECTICUT FLT 02/44	CAS	460000
0.00%	COREWEAVE 9.625% 07/32	CRWV	542000
0.00%	AERCAP IRELAND VAR 03/55	AER	460000
0.00%	LSF12 HELIX PARENT, LLC		460784
0.00%	UMBS MORTPASS 6.5% 04/56	FN	447219
0.00%	UMBS MORTPASS 5.5% 03/56	FN	470448
0.00%	FNMA REMICS FLT 04/55	FNR	9610086
0.00%	FHLMC REMICS FLT 02/55	FHR	10501896
0.00%	GNMA 2013-174 VAR 10/53	GNR	30038008
0.00%	UMBS MORTPASS 5.5% 01/56	FR	476473
0.00%	GNMA 2025-171 FLT 10/55	GNR	11198106
0.00%	AI CANDELARIA 5.75% 06/33	AICNRA	500000
0.00%	IHO 7.375% 05/33	IHOVER	447272
0.00%	ALBERTSONS COS 5.5% 03/31	ACI	480000
0.00%	USA 6.75% 04/35	USAC	462000
0.00%	XPO INC 6.25% 06/28	XPO	450000
0.00%	UMBS MORTPASS 6.5% 01/56	FN	437168
0.00%	GENESIS ENERGY 8% 05/33	GEL	443000
0.00%	CURRENCY CONTRACT - GBP		-10890486
0.00%	UMBS MORTPASS 6.5% 06/56	FN	441692
0.00%	UMBS MORTPASS 6% 12/55	FN	446911
0.00%	TEREX CORPORATION		443264
0.00%	GNMA 2018-85 IO VAR 07/60	GNR	13260062
0.00%	UMBS MORTPASS 6.5% 04/56	FN	437708
0.00%	BENCHMARK 5.8053% 01/57	BMARK	440549
0.00%	ALCOA 6.875% 09/36	AA	454000
0.00%	LENDMARK 5.69% 02/34	LFT	450000
0.00%	GNMA 2022-62 IO VAR 06/64	GNR	9705369
0.00%	MH SUB I, LLC		442744
0.00%	CITIGROUP VAR 12/72	CGCMT	19350756
0.00%	FHLMC VAR 10/46	FHMS	10000000
0.00%	EXETER 6.32% 08/29	EART	431708
0.00%	FREMF 2018-KF54 FLT 11/28	FREMF	442363
0.00%	FHLMC VAR 11/30	FHMS	116738000
0.00%	ESAB CORP 6.25% 04/29	ESAB	435000
0.00%	DAVITA INC 4.625% 06/30	DVA	460000
0.00%	PRPM 2024-7 STEP 11/29	PRPM	430319
0.00%	GNMA 2025-23 SL FLT 02/55	GNR	8224919
0.00%	ASBURY 4.5% 03/28	ABG	440000
0.00%	FHLMC VAR 11/29	FHMS	25160910
0.00%	GNMA 2024-1 MS FLT 01/54	GNR	8472027
0.00%	UMBS MORTPASS 5.5% 03/56	FR	446851
0.00%	BANK 2.5% 09/62	BANK	700000
0.00%	UMBS MORTPASS 5.5% 04/56	FN	435324
0.00%	UMBS MORTPASS 6.5% 06/56	FR	418780
0.00%	ELANCO ANIMAL 6.4% 08/28	ELAN	420000
0.00%	GROUP 1 6.25% 02/32	GPI	430000
0.00%	REPUBLIC OF 6.3% 06/48	SOAF	500000
0.00%	FHLMC VAR 06/29	FHMS	20580039
0.00%	VENTURE 6.625% 06/36	VENLNG	433000
0.00%	FREMF 2017-K62 VAR 01/50	FREMF	415000
0.00%	UMBS MORTPASS 7% 01/56	FR	397807
0.00%	UMBS MORTPASS 6.5% 04/56	FN	408055
0.00%	UMBS MORTPASS 5.5% 02/56	FN	423259
0.00%	MAGNOLIA OIL 6.625% 08/34	MGY	423000
0.00%	BRASKEM 7.25% 02/33		800000
0.00%	BOYNE USA INC 4.75% 05/29	BIGSKY	425000
0.00%	FHLMC VAR 08/45	FHMS	25000000
0.00%	DISH DBS CORP 5.25% 12/26		407127
0.00%	GNMA 2022-52 IO VAR 06/64	GNR	9238682
0.00%	UMBS MORTPASS 5.5% 02/56	FR	422307
0.00%	WESTLAKE 6.79% 11/28	WLAKE	401715
0.00%	UMBS MORTPASS 6.5% 01/56	FN	393734
0.00%	UMBS MORTPASS 5.5% 03/56	FR	417697
0.00%	REPUBLIC OF 7% 04/44	COSTAR	400000
0.00%	SERBIA 6.5% 09/33	SERBIA	400000
0.00%	AVIS BUDGET 5.58% 12/30	AESOP	403000
0.00%	GOLDMAN SACHS VAR 12/49	GS	390000
0.00%	ONDECK ASSET 5.42% 10/31	ONDK	400000
0.00%	GNMA 2024-79 BS FLT 05/54	GNR	4169500
0.00%	FHLMC VAR 08/51	FHMS	8380000
0.00%	BUCKEYE 4.125% 12/27	BPL	405000
0.00%	AVIS BUDGET 7.37% 12/29	AESOP	400000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	412280
0.00%	GNMA 2024-134 FLT 08/54	GNR	7865880
0.00%	FORVIA SE 6.75% 09/33	EOFP	412000
0.00%	REPUBLIC OF 8.75% 04/32	ANGOL	400000
0.00%	FHLMC VAR 03/29	FHMS	31433223
0.00%	COLUMBIA 6.042% 08/28	CPGX	390000
0.00%	GNMA 2024-128 FLT 08/54	GNR	5481747
0.00%	GNMA 2022-165 VAR 06/64	GNR	9136781
0.00%	GNMA 2024-126 FLT 08/54	GNR	9102071
0.00%	RAVEN ACQUISITION HOLDIN		393563
0.00%	UMBS MORTPASS 6.5% 03/56	FN	387503
0.00%	GNMA 2020-2 IO VAR 03/62	GNR	9828981
0.00%	PLURINATIONAL 9.45% 05/31	BOLIVI	400000
0.00%	FHLMC VAR 01/30	FHMS	12646880
0.00%	DEMOCRATIC 4% 04/28	SRILAN	399590
0.00%	SERBIA 6% 06/34	SERBIA	400000
0.00%	CURRENCY CONTRACT - CAD		-4191387820
0.00%	GREENKO WIND 7.25% 09/28	GRNKEN	386000
0.00%	GRIFOLS SA 4.75% 10/28	GRFSM	400000
0.00%	REPUBLIC OF STEP 07/29	GHANA	399300
0.00%	UMBS MORTPASS 6.5% 04/56	FN	377622
0.00%	FHLMC VAR 03/49	FHMS	4000000
0.00%	OUTFRONT MEDIA 6% 06/34	OUT	405000
0.00%	GNMA II MORTPASS 6% 12/54	G2	380089
0.00%	NRG ENERGY 6.125% 05/36	NRG	411000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	371910
0.00%	RHP HOTEL 6.25% 02/35	RHP	398000
0.00%	FHLMC VAR 03/49	FHMS	13766615
0.00%	TIERRA MOJADA 5.75% 12/40	TIEMOD	408827
0.00%	GNMA 2021-188 IJ 3% 10/51	GNR	2291258
0.00%	AADVANTAGE LOYALTY IP LTD		377573
0.00%	AVIS BUDGET 6.11% 12/30	AESOP	376000
0.00%	INSTALLED 5.625% 02/34	IBP	401000
0.00%	GENESIS 8.25% 01/29	GEL	367000
0.00%	GNMA 2025-1 SV FLT 01/55	GNR	7592969
0.00%	REPUBLIC OF 6.1% 08/44	PARGUY	400000
0.00%	UMBS MORTPASS 6.5% 03/56	FN	359702
0.00%	GNMA II MORTPASS 6% 07/54	G2	370276
0.00%	CONNECTICUT FLT 01/43	CAS	350000
0.00%	CRESCENT 9.75% 10/30	CRGYFN	350000
0.00%	MORGAN STANLEY 2.5% 02/53	MSC	500000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	382333
0.00%	WHITE CAP SUPPLY HOLDING		368437
0.00%	CURRENCY CONTRACT - CHF		-18879015
0.00%	JGWB HOLDINGS FLT 02/30		360225
0.00%	COMPASS MINERALS 8% 07/30	CMP	355000
0.00%	GNMA 2020-10 IO VAR 04/62	GNR	9531759
0.00%	MIDCONTINENT 8% 08/32	MIDCON	443000
0.00%	WFRBS VAR 09/57	WFRBS	420000
0.00%	GS MORTGAGE VAR 03/50	GSMS	500000
0.00%	UMBS MORTPASS 5.5% 03/56	FN	366382
0.00%	VSE CORP		353514
0.00%	GNMA 2020-118 VAR 06/62	GNR	5981740
0.00%	FHLMC VAR 04/29	FHMS	55000000
0.00%	FHLMC VAR 05/48	FHMS	3400000
0.00%	UMBS MORTPASS 6% 03/56	FR	357713
0.00%	UMBS MORTPASS 6.5% 01/56	FN	340477
0.00%	UMBS MORTPASS 7% 04/56	FN	338783
0.00%	GNMA 2023-108 VAR 08/59	GNR	10619875
0.00%	FREMF FLT 12/32	FREMF	341540
0.00%	INEOS 9.625% 03/29	STYRO	400000
0.00%	NOVA 4.25% 05/29	NCX	360000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	339826
0.00%	AXALTA 4.75% 06/27	AXTA	345000
0.00%	CURRENCY CONTRACT - JPY		-18402690
0.00%	VENTURE GLOBAL 6% 05/36	VENTGL	353000
0.00%	FNMA REMICS FLT 03/55	FNR	6523396
0.00%	AERCAP IRELAND 6.1% 01/27	AER	335000
0.00%	ALTICE 6.875% 07/32	SFRFP	359879
0.00%	UMBS MORTPASS 6.5% 02/56	FR	332474
0.00%	UMBS MORTPASS 6% 04/56	FN	337214
0.00%	PENSKE 3.75% 06/29	PAG	354000
0.00%	UMBS MORTPASS 6% 04/56	FN	338337
0.00%	UMBS MORTPASS 5.5% 02/56	FN	347651
0.00%	UMBS MORTPASS 5.5% 03/56	FN	344808
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	400000
0.00%	GNMA 2024-90 IO VAR 07/66	GNR	5582103
0.00%	CD&R SMOKEY 9.5% 10/29	PETSAF	813000
0.00%	GNMA 2022-26 IO VAR 02/64	GNR	6581256
0.00%	UMBS MORTPASS 7% 01/56	FN	318203
0.00%	GNMA 2021-80 IO VAR 12/62	GNR	5105369
0.00%	COMM VAR 08/47	COMM	333584
0.00%	UMBS MORTPASS 6.5% 03/56	FN	322750
0.00%	UMBS MORTPASS 5.5% 03/56	FR	337350
0.00%	UMBS MORTPASS 6% 04/56	FN	328596
0.00%	FHLMC VAR 10/34	FHMR	5600000
0.00%	CURRENCY CONTRACT - JPY		-18402685
0.00%	GNMA 2024-204 FLT 12/54	GNR	6218106
0.00%	FHLMC REMICS FLT 03/55	FHR	7413108
0.00%	UMBS MORTPASS 6.5% 02/56	FN	311794
0.00%	FHLMC 3.78% 01/32	FHMS	327912
0.00%	ALTICE FRANCE 9.5% 11/29	SFRFP	324878
0.00%	COREVEST VAR 06/52	CAFL	350000
0.00%	GNMA 2021-95 TA FLT 06/61	GNR	9853467
0.00%	UMBS MORTPASS 6% 01/56	FN	317303
0.00%	ENBRIDGE INC VAR 01/84	ENBCN	305000
0.00%	FHLMC VAR 09/32	FHMS	17430219
0.00%	UMBS MORTPASS 5.5% 01/56	FN	328259
0.00%	FREMF 2020-KF76 FLT 01/30	FREMF	320376
0.00%	COREVEST VAR 10/52	CAFL	350000
0.00%	MULTIFAMILY FLT 07/54	MCAS	310144
0.00%	ONDECK ASSET 7% 08/30	ONDK	312096
0.00%	CURRENCY CONTRACT - CHF		-129258019
0.00%	GNMA 2023-46 IO VAR 07/65	GNR	4350284
0.00%	GNMA 2025-69 SW FLT 04/55	GNR	10283329
0.00%	TRANSOCEAN 8.75% 02/30	RIG	299000
0.00%	CARPENTER 5.625% 03/34	CRS	326000
0.00%	UMBS MORTPASS 7% 06/56	FN	299174
0.00%	JH NORTH 5.875% 01/31	JHXAU	314000
0.00%	REPUBLIC OF 7.1246% 01/50	ELSALV	350000
0.00%	GNMA 2025-41 ES FLT 03/55	GNR	3744837
0.00%	GNMA 2023-26 IO VAR 04/65	GNR	4797593
0.00%	UMBS MORTPASS 6.5% 03/56	FR	294993
0.00%	VELOCITY VAR 08/52	VCC	312064
0.00%	UMBS MORTPASS 6.5% 07/56	FN	299547
0.00%	GNMA II MORTPASS 6% 01/55	G2	299814
0.00%	CURRENCY CONTRACT - EUR		-11061339
0.00%	GNMA 2020-100 VAR 05/62	GNR	5390225
0.00%	FHLMC VAR 05/28	FHMS	24870075
0.00%	UMBS MORTPASS 6.5% 08/56	FN	299642
0.00%	BENCHMARK VAR 01/57	BMARK	300000
0.00%	CAESARS 6.5% 02/32	CZR	321000
0.00%	OBX 2023-NQM7 STEP 04/63	OBX	299700
0.00%	FMC GMSR 7.17% 04/27	FMMSR	300000
0.00%	MGM RESORTS 5.5% 04/27	MGM	295000
0.00%	ELK GROVE 7.5% 06/31	ELKGVP	313000
0.00%	BMO 2024-5C7 VAR 11/57	BMO	300000
0.00%	BCPE LIGHTNING BUYER, INC		293023
0.00%	FNMA REMICS FLT 12/54	FNR	6341628
0.00%	COREVEST VAR 03/52	CAFL	300000
0.00%	UMBS MORTPASS 6.5% 06/56	FR	289260
0.00%	GNMA 2023-102 5.5% 07/53	GNR	310000
0.00%	GNMA II MORTPASS 6% 06/54	G2	287562
0.00%	GNMA 2020-120 VAR 05/62	GNR	5288598
0.00%	BAUSCH HEALTH 5% 02/29	BHCCN	350000
0.00%	CURRENCY CONTRACT - EUR		-127245964
0.00%	CURRENCY CONTRACT - JPY		-9831262
0.00%	FHLMC VAR 08/29	FHMS	12911043
0.00%	BIOCEANICO ZERO 06/34	PARCRT	351730
0.00%	BELRON FINANCE 2019 LLC		284749
0.00%	FHLMC VAR 03/34	FHMR	2500000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	290901
0.00%	GNMA 2024-79 CS FLT 05/54	GNR	8377388
0.00%	MRCD 2.71752% 12/36	MRCD	400000
0.00%	MH SUB I, LLC		298942
0.00%	UMBS MORTPASS 5.5% 02/56	FR	287939
0.00%	GNMA 2025-23 SE FLT 02/55	GNR	5341980
0.00%	UMBS MORTPASS 6.5% 02/56	FR	271863
0.00%	UMBS MORTPASS 5.5% 01/56	FN	287523
0.00%	GNMA 2020-64 IO VAR 07/62	GNR	3377499
0.00%	FREMF 2018-KW07 VAR 10/31	FREMF	300000
0.00%	FHLMC VAR 10/29	FHMS	5000000
0.00%	GNMA 2025-79 HS FLT 05/55	GNR	4386248
0.00%	ENPRO INC 6.125% 06/33	NPO	282000
0.00%	FNMA REMICS FLT 05/54	FNR	5175314
0.00%	XEROX 8.875% 11/29	XRX	648000
0.00%	ATI INC 7.25% 08/30	ATI	265000
0.00%	UMBS MORTPASS 6.5% 03/56	FN	267847
0.00%	FHLMC VAR 09/44	FHMS	15000000
0.00%	GNMA 2020-28 IO VAR 11/61	GNR	5045134
0.00%	UMBS MORTPASS 6.5% 04/56	FR	258848
0.00%	FNMA REMICS FLT 02/55	FNR	4868504
0.00%	SM ENERGY CO 6.5% 07/28	SM	260000
0.00%	NEWELL 7.375% 04/36	NWL	270000
0.00%	FNMA REMICS 6% 07/55	FNR	260486
0.00%	UMBS MORTPASS 6% 02/56	FR	257565
0.00%	UMBS MORTPASS 7% 04/56	FN	248830
0.00%	FHLMC STACR FLT 10/29	STACR	250000
0.00%	GNMA 2024-151 FLT 09/54	GNR	3502779
0.00%	GNMA 2024-126 FLT 08/54	GNR	3496886
0.00%	GNMA 2025-1 KS FLT 01/55	GNR	7854615
0.00%	UMBS MORTPASS 5.5% 02/56	FR	263397
0.00%	FHLMC VAR 09/28	FHMS	186907470
0.00%	FREMF 0.1% 01/54	FREMF	77973337
0.00%	CURRENCY CONTRACT - CHF		-9959746
0.00%	UMBS MORTPASS 6.5% 06/56	FN	249426
0.00%	FOUNDATION 9.18% 12/43	FFIN	242034
0.00%	UMBS MORTPASS 6.5% 02/56	FR	247085
0.00%	UMBS MORTPASS 5.5% 02/56	FN	257404
0.00%	GNMA 2019-154 VAR 09/61	GNR	6876549
0.00%	DB MASTER 2.791% 11/51	DNKN	285750
0.00%	UMBS MORTPASS 6.5% 03/56	FR	240802
0.00%	GNMA 2022-210 VAR 07/64	GNR	4799806
0.00%	GNMA 2024-127 FLT 08/54	GNR	4374596
0.00%	BWX 4.125% 06/28	BWXT	250000
0.00%	BATH & BODY 7.5% 06/29	BBWI	239000
0.00%	GNMA II MORTPASS 6% 06/54	G2	239344
0.00%	FHLMC VAR 06/31	FHMS	6119708
0.00%	FHLMC VAR 02/57	FHMS	1026415
0.00%	FREMF 2019-K91 VAR 04/51	FREMF	250000
0.00%	CONNECTICUT FLT 07/44	CAS	238439
0.00%	GNMA 2023-144 VAR 12/64	GNR	4575165
0.00%	UMBS MORTPASS 6.5% 02/56	FR	232004
0.00%	DIRECTV 5.875% 08/27	DTV	235000
0.00%	LIVE NATION 3.75% 01/28	LYV	240000
0.00%	UMBS MORTPASS 5.5% 11/55	FR	243837
0.00%	UMBS MORTPASS 8% 12/53	FN	218816
0.00%	UMBS MORTPASS 8% 01/54	FR	215430
0.00%	GNMA 2022-7 SA FLT 02/64	GNR	6685927
0.00%	FREMF 0.1% 10/53	FREMF	75201787
0.00%	GNMA 2025-1 SL FLT 01/55	GNR	3433632
0.00%	DISCOVERY 3.755% 03/27	WBD	228000
0.00%	GNMA II MORTPASS 6% 12/54	G2	224292
0.00%	ATI INC 7.25% 08/30	ATI	220000
0.00%	FNMA REMICS FLT 12/54	FNR	4346304
0.00%	GNMA 2025-1 SU FLT 01/55	GNR	7214406
0.00%	FHLMC VAR 10/38	FHMS	1000000
0.00%	GNMA 2024-110 FLT 07/54	GNR	2917448
0.00%	UMBS MORTPASS 6.5% 02/56	FR	218763
0.00%	WILLIAMS 7.375% 10/31	WLSC	220000
0.00%	FHLMC VAR 10/55	FHMS	1688292
0.00%	BANK 2020-BNK28 VAR 03/63	BANK	4037127
0.00%	ARDAGH GROUP SA COMMON	ARDHF	48665
0.00%	GNMA 2024-27 GB 5% 02/54	GNR	250000
0.00%	SM ENERGY CO 6.5% 07/28	SM	220000
0.00%	CURRENCY CONTRACT - NZD		-18898663
0.00%	GNMA 2025-124 FLT 07/55	GNR	6756723
0.00%	UMBS MORTPASS 5.5% 01/56	FR	228513
0.00%	GNMA 2024-110 FLT 07/54	GNR	3672943
0.00%	GNMA 2024-30 SC FLT 02/54	GNR	3270159
0.00%	FHLMC STACR FLT 03/43	STACR	214766
0.00%	FNMA MORTPASS 4.97% 10/30	FN	220000
0.00%	FHLMC VAR 12/28	FHMS	11764326
0.00%	EXETER 6.69% 06/29	EART	213741
0.00%	FS 8.625% 06/33	FSBIOE	230000
0.00%	FHLMC VAR 10/44	FHMS	12000000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	212133
0.00%	BANK 2.5% 03/63	BANK	320000
0.00%	FHLMC VAR 09/30	FHMS	7140348
0.00%	UMBS MORTPASS 6.5% 03/56	FR	209953
0.00%	UMBS MORTPASS 6.5% 02/56	FN	208418
0.00%	UMBS MORTPASS 6% 03/56	FR	208580
0.00%	UMBS MORTPASS 6.5% 01/56	FN	204912
0.00%	UMBS MORTPASS 6.5% 02/56	FR	201660
0.00%	STARWOOD 4.261% 11/55	STAR	250000
0.00%	UMBS MORTPASS 7% 05/56	FR	199371
0.00%	UMBS MORTPASS 7% 05/56	FR	199293
0.00%	UMBS MORTPASS 7% 05/56	FR	199412
0.00%	GNMA 2021-35 IO VAR 12/62	GNR	3016093
0.00%	UMBS MORTPASS 7% 05/56	FR	198924
0.00%	UMBS MORTPASS 6.5% 03/56	FR	200241
0.00%	INSTITUTO 6.75% 10/31	COSICE	200000
0.00%	GNMA II MORTPASS 6% 02/53	G2	203478
0.00%	BENCHMARK VAR 07/56	BMARK	200000
0.00%	UMBS MORTPASS 8% 01/54	FN	188424
0.00%	FHLMC MSCR FLT 07/41	MSCR	200000
0.00%	DANA INC 4.25% 09/30	DAN	204000
0.00%	AZULE ENERGY 8.125% 01/30	AZURGY	200000
0.00%	AVIS BUDGET 5.75% 07/27	CAR	200000
0.00%	FHLMCGLD 4.45% 12/32	FR	210000
0.00%	GNMA 2024-64 SV FLT 04/54	GNR	5737604
0.00%	NYMT LOAN STEP 09/39	NYMT	197798
0.00%	GNMA II MORTPASS 6% 11/54	G2	194637
0.00%	ARAB 7.625% 05/34	EGYPT	200000
0.00%	FHLMC VAR 09/28	FHMS	127237094
0.00%	JELD-WEN INC 4.875% 12/27	JELD	200000
0.00%	BBCMS MORTGAGE VAR 09/54	BBCMS	4500000
0.00%	GNMA 2022-141 VAR 06/64	GNR	2828579
0.00%	GNMA II MORTPASS 6% 01/55	G2	186310
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	225000
0.00%	GNMA 2021-153 FLT 08/61	GNR	6344899
0.00%	UMBS MORTPASS 6% 06/56	FR	189430
0.00%	GNMA II MORTPASS 6% 06/54	G2	185906
0.00%	GNMA 2025-7 QS FLT 01/55	GNR	2964151
0.00%	GNMA 2021-82 TA FLT 04/61	GNR	9840835
0.00%	ACCENDRA 9.75% 06/33	ACH	529480
0.00%	GNMA 2025-7 SL FLT 01/55	GNR	3121133
0.00%	FHLMC VAR 04/28	FHMS	5000000
0.00%	REPUBLIC OF 7.3% 04/52	SOAF	200000
0.00%	FREMF 0.1% 09/53	FREMF	63070386
0.00%	FHLMC VAR 11/45	FHMS	8700000
0.00%	FHLMC MSCR FLT 02/45	MSCR	180000
0.00%	FIBERCOP SPA 6% 09/34	FIBCOP	200000
0.00%	FNMA REMICS FLT 08/54	FNR	4571200
0.00%	UMBS MORTPASS 5.5% 12/55	FN	190994
0.00%	FREMF 0.1% 05/53	FREMF	67108788
0.00%	HSBC HOLDINGS VAR 12/49	HSBC	200000
0.00%	GOVERNMENT OF 4.45% 07/31	MONGOL	200000
0.00%	GNMA 2024-112 FLT 07/54	GNR	2760645
0.00%	UMBS MORTPASS 6.5% 06/51	FR	179206
0.00%	GNMA 2024-126 FLT 08/54	GNR	3468491
0.00%	GNMA II MORTPASS 6% 09/54	G2	179490
0.00%	FHLMC REMICS FLT 05/54	FHR	3530046
0.00%	CURRENCY CONTRACT - NZD		-18908686
0.00%	FREMF 0.1% 04/33	FREMF	44698428
0.00%	ALTICE FRANCE 6.5% 04/32	SFRFP	190549
0.00%	GNMA 2019-155 VAR 07/61	GNR	4963357
0.00%	FNMA MORTPASS 1.72% 10/31	FN	205000
0.00%	FIRST STUDENT 4% 07/29	FRSTST	180000
0.00%	UMBS MORTPASS 6.5% 01/56	FN	166772
0.00%	GNMA II MORTPASS 6% 09/54	G2	170448
0.00%	GNMA 2024-190 FLT 11/54	GNR	3709048
0.00%	GNMA 2023-113 FLT 08/53	GNR	4362313
0.00%	CD 2016-CD2 VAR 11/49	CD	290000
0.00%	SANTANDER 5.77% 12/28	SDART	167649
0.00%	UMBS MORTPASS 6% 04/56	FR	169214
0.00%	GNMA 2021-107 XI 3% 06/51	GNR	1069421
0.00%	LENDINGPOINT 4.54% 06/29	LDPT	567639
0.00%	GNMA II MORTPASS 6% 12/54	G2	166073
0.00%	GNMA II MORTPASS 6% 12/54	G2	168249
0.00%	CREDIT 7.09% 10/33	CAALT	166503
0.00%	NEW 3.55% 02/39	NRMLT	168000
0.00%	VELOCITY VAR 06/52	VCC	172302
0.00%	VZ SECURED 5% 01/32	ZIGGO	200000
0.00%	ADT SECURITY 4.875% 07/32	ADT	180000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	168223
0.00%	UMBS MORTPASS 6.5% 04/56	FR	158912
0.00%	GNMA 2024-159 FLT 10/54	GNR	2878550
0.00%	UMBS MORTPASS 5.5% 01/56	FR	168736
0.00%	FNMA MORTPASS 5.06% 09/30	FN	162000
0.00%	FREMF 0.1% 09/52	FREMF	57419181
0.00%	GNMA II MORTPASS 6% 01/55	G2	155561
0.00%	UMBS MORTPASS 6% 06/51	FR	159129
0.00%	CURRENCY CONTRACT - EUR		-129778317
0.00%	GNMA II MORTPASS 6% 04/54	G2	155026
0.00%	GNMA II MORTPASS 6% 12/54	G2	154877
0.00%	VIRGIN MEDIA 4.5% 08/30	VMED	200000
0.00%	FHLMC VAR 09/46	FHMS	3000000
0.00%	NEW RESIDENTIAL VAR 05/58	NRZT	170399
0.00%	CURRENCY CONTRACT - CHF		-19341595
0.00%	KNIFE RIVER 7.75% 05/31	KNIRIV	150000
0.00%	UMBS MORTPASS 5.5% 12/55	FN	158639
0.00%	UMBS MORTPASS 6.5% 02/56	FR	149444
0.00%	CURRENCY CONTRACT - JPY		-20467839
0.00%	HINNT 2022-A 6.5% 05/41	HINTT	153321
0.00%	UMBS MORTPASS 6.5% 06/51	FR	149353
0.00%	CURRENCY CONTRACT - USD		-129501998
0.00%	BANK 2022-BNK39 VAR 02/55	BANK	7970842
0.00%	UMBS MORTPASS 6.5% 05/56	FN	146359
0.00%	TRANSDIGM INC.		147361
0.00%	GNMA 2024-121 VAR 07/66	GNR	1627180
0.00%	QXO BUILDING PRODUCTS, I		143555
0.00%	ROCKIES 4.8% 05/30	ROCKIE	150000
0.00%	UMBS MORTPASS 6.5% 06/56	FR	139557
0.00%	UMBS MORTPASS 6.5% 06/56	FR	139574
0.00%	UMBS MORTPASS 6.5% 06/56	FN	139531
0.00%	FHLMC VAR 01/29	FHMS	13333460
0.00%	CITIGROUP VAR 04/50	CGCMT	169000
0.00%	FHLMC VAR 08/28	FHMS	14673372
0.00%	CSC HOLDINGS 5.375% 02/28	CSCHLD	300000
0.00%	ROCKET COS 7.125% 02/32	RKT	135000
0.00%	GNMA II MORTPASS 6% 12/54	G2	134440
0.00%	UMBS MORTPASS 5.5% 12/55	FN	140315
0.00%	GNMA II MORTPASS 6% 12/54	G2	128765
0.00%	GNMA 2022-106 VAR 02/64	GNR	2670319
0.00%	FREMF 0.1% 03/53	FREMF	50305660
0.00%	GNMA 2021-60 IO VAR 05/63	GNR	2101223
0.00%	FREMF 0.1% 09/60	FREMF	43160997
0.00%	FHLMC VAR 06/27	FHMS	13536398
0.00%	UMBS MORTPASS 6.5% 06/56	FN	119516
0.00%	GNMA 2021-78 IB 3% 05/51	GNR	723965
0.00%	FHLMC VAR 07/45	FHMS	8509531
0.00%	FREMF 0.1% 09/30	FREMF	40064806
0.00%	DBJPM 3.264% 08/49	DBJPM	120096
0.00%	CURRENCY CONTRACT - CHF		-23909173
0.00%	IRON MOUNTAIN 6.25% 01/33	IRM	118000
0.00%	GNMA 2021-185 VAR 11/63	GNR	1363801
0.00%	SANTANDER 6.69% 03/31	SDART	112210
0.00%	GNMA 2021-5 IO VAR 01/61	GNR	1682700
0.00%	SPECTRUM 3.875% 03/31	SPB	129000
0.00%	GNMA 2021-224 VAR 04/64	GNR	1846609
0.00%	CHL MORTGAGE FLT 04/46	CWHL	125049
0.00%	FHLMC VAR 06/28	FHMS	60015663
0.00%	BATH & BODY 6.75% 07/36	BBWI	115000
0.00%	FREMF 2019-K92 0.1% 04/29	FREMF	56521341
0.00%	EXETER 6.76% 09/28	EART	105843
0.00%	GNMA II MORTPASS 6% 01/55	G2	106915
0.00%	GFL 4.375% 08/29	GFLCN	110000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	109299
0.00%	GNMA 2023-15 IO VAR 08/64	GNR	1685688
0.00%	UMBS MORTPASS 7% 05/56	FN	99709
0.00%	UMBS MORTPASS 7% 05/56	FN	99647
0.00%	JPMBB VAR 12/48	JPMBB	105924
0.00%	NESCO HOLDINGS 5.5% 04/29	NSCO	105000
0.00%	GNMA II MORTPASS 6% 10/54	G2	101606
0.00%	NEW RESIDENTIAL VAR 11/59	NRZT	107396
0.00%	UMBS MORTPASS 6.5% 05/56	FN	99632
0.00%	TRICON 5.739% 04/39	TCN	101000
0.00%	GNMA 2022-134 VAR 06/64	GNR	2821512
0.00%	TUCIELO 2025-ASSICIATION		99633
0.00%	TUCIELO 2025-ASSICIATION		99633
0.00%	TRANSCANADA VAR 09/79	TRPCN	100000
0.00%	DRYDEN 64 CLO FLT 04/31	DRSLF	97370
0.00%	GNMA II MORTPASS 6% 07/54	G2	97099
0.00%	UMBS MORTPASS 6.5% 05/56	FN	96005
0.00%	UMBS MORTPASS 6.5% 05/56	FN	95648
0.00%	GNMA II MORTPASS 6% 12/54	G2	94143
0.00%	CURRENCY CONTRACT - USD		-23941480
0.00%	GNMA II MORTPASS 6% 12/54	G2	92596
0.00%	WFRBS VAR 09/57	WFRBS	100000
0.00%	GNMA 2021-61 IO VAR 08/63	GNR	1291553
0.00%	DYCOM 4.5% 04/29	DY	95000
0.00%	GNMA 2015-33 IO VAR 02/56	GNR	33939996
0.00%	GNMA 2016-165 VAR 12/57	GNR	2988662
0.00%	UMBS MORTPASS 6.5% 02/56	FN	84105
0.00%	GNMA II MORTPASS 6% 06/54	G2	82921
0.00%	FHLMC VAR 12/45	FHMS	1850000
0.00%	CHARTER 5.375% 04/38	CHTR	100000
0.00%	GNMA II MORTPASS 6% 01/55	G2	81220
0.00%	HERTZ 4.625% 12/26	HTZ	83000
0.00%	CURRENCY CONTRACT - JPY		2108166851
0.00%	FHLMC VAR 09/27	FHMS	17338413
0.00%	WELLS FARGO VAR 04/55	WFCM	100000
0.00%	FHLMC VAR 01/45	FHMS	14999854
0.00%	CURRENCY CONTRACT - GBP		-22697531
0.00%	GNMA II MORTPASS 6% 01/55	G2	72878
0.00%	DEEPHAVEN VAR 03/67	DRMT	76626
0.00%	FHLMC VAR 06/30	FHMS	2074121
0.00%	FREMF 0.1% 01/54	FREMF	20236360
0.00%	GLS AUTO 6.15% 04/28	GCAR	70299
0.00%	FHLMC VAR 02/45	FHMS	11342000
0.00%	FREMF 0.1% 05/53	FREMF	24000000
0.00%	FHLMC VAR 04/32	FHMS	4069626
0.00%	ALTICE FRANCE 10% 01/33	SFRFP	80000
0.00%	GNMA II MORTPASS 6% 09/54	G2	67473
0.00%	FREMF 0.1% 11/52	FREMF	103083029
0.00%	THEOREM 9.27% 12/28	THRM	64471
0.00%	CONNECTICUT FLT 11/41	CAS	64000
0.00%	GNMA II MORTPASS 6% 06/54	G2	63857
0.00%	DEXKO GLOBAL 7.5% 04/32	DEXAXL	82400
0.00%	FNMA-ACES 0.5% 10/32	FNA	69429
0.00%	GNMA II MORTPASS 6% 11/54	G2	61493
0.00%	TRIMAS CORP 4.125% 04/29	TRS	65000
0.00%	GNMA II MORTPASS 6% 12/54	G2	60896
0.00%	PAGAYA AI 3.27% 05/29	PAID	61274
0.00%	FHLMC MSCR FLT 01/51	MSCR	60085
0.00%	CURRENCY CONTRACT - BRL		28394418
0.00%	BAYVIEW FLT 12/31	BVCLN	59106
0.00%	GNMA II MORTPASS 6% 07/54	G2	58955
0.00%	CURRENCY CONTRACT - USD		-23941486
0.00%	FHLMC VAR 10/28	FHMR	2000000
0.00%	GNMA II MORTPASS 6% 01/55	G2	57494
0.00%	FNMA-ACES VAR 06/29	FNA	3148529
0.00%	BANK 2017-BNK5 VAR 06/60	BANK	60000
0.00%	CURRENCY CONTRACT - GBP		-24052615
0.00%	FHLMC VAR 01/27	FHMS	29841465
0.00%	BAYVIEW FLT 12/31	BVCLN	53893
0.00%	FHLMC VAR 06/29	FHMS	1614000
0.00%	FHLMC VAR 12/27	FHMS	13126071
0.00%	FREMF 0.1% 10/53	FREMF	15633000
0.00%	BCPE LIGHTNING BUYER, INC		49562
0.00%	MFA 2021-NQM1 VAR 04/65	MFRA	51843
0.00%	CHARTER 6.65% 02/34	CHTR	50000
0.00%	GNMA II MORTPASS 6% 11/54	G2	47553
0.00%	NOVA 4.25% 05/29	NCX	50000
0.00%	NRZ EXCESS 3.474% 11/26	NZES	46130
0.00%	FREMF 0.1% 09/53	FREMF	14600000
0.00%	FHLMC VAR 09/35	FHMS	323642
0.00%	UMBS MORTPASS 5.5% 01/56	FN	44812
0.00%	FHLMC VAR 10/34	FHMS	1180662
0.00%	FREMF 0.1% 09/52	FREMF	12768420
0.00%	CURRENCY CONTRACT - JPY		-11302699
0.00%	FHLMC REMICS 6% 07/55	FHR	39235
0.00%	EXETER 5.98% 12/28	EART	35559
0.00%	FREMF 0.1% 01/54	FREMF	10972469
0.00%	FHLMC VAR 10/29	FHMS	1618746
0.00%	FHLMC VAR 11/28	FHMS	751485
0.00%	FREMF 0.1% 03/53	FREMF	12000000
0.00%	GNMA II MORTPASS 6% 01/55	G2	32603
0.00%	FREMF 0.1% 05/29	FREMF	15451899
0.00%	FREMF 0.1% 10/32	FREMF	13790307
0.00%	AMERICAN 3.95% 01/32	AAL	32000
0.00%	FREMF 0.1% 11/53	FREMF	66255818
0.00%	RAVEN ACQUISITION HOLDIN		28539
0.00%	FHLMC VAR 11/46	FHMS	621062
0.00%	FREMF 0.1% 08/30	FREMF	9003480
0.00%	FREMF 2019-K92 0.1% 07/29	FREMF	12014516
0.00%	FREMF 0.1% 05/33	FREMF	5250000
0.00%	GNMA 2021-141 FLT 06/63	GNR	1633312
0.00%	ELANCO ANIMAL 6.4% 08/28	ELAN	25000
0.00%	CITIGROUP VAR 11/51	CGCMT	1861301
0.00%	ATI INC 4.875% 10/29	ATI	25000
0.00%	FHLMC VAR 12/44	FHMS	13199853
0.00%	FREMF 0.1% 06/29	FREMF	10000000
0.00%	FHLMC VAR 10/27	FHMR	2000000
0.00%	FREMF 2018-KF43 FLT 01/28	FREMF	21473
0.00%	UPSTART VAR 02/30	UPSPT	20532
0.00%	FREMF 0.1% 11/52	FREMF	24500000
0.00%	FNMA-ACES VAR 01/32	FNA	2770915
0.00%	GNMA 2021-142 XI 3% 08/51	GNR	114101
0.00%	ALTICE FRANCE SA		1131
0.00%	FNMA-ACES VAR 02/30	FNA	2185090
0.00%	BCPE LIGHTNING BUYER, INC		17413
0.00%	GNMA 2014-181 FLT 12/44	GNR	350930
0.00%	UPSTART VAR 04/30	UPSPT	16238
0.00%	GNMA 2020-150 VAR 12/62	GNR	230701
0.00%	FHLMC VAR 03/28	FHMS	2039912
0.00%	CITIGROUP VAR 06/51	CGCMT	1423336
0.00%	FREMF 0.1% 11/53	FREMF	16940483
0.00%	CITIGROUP 3.225% 09/48	CGCMT	10711
0.00%	FREMF 0.1% 09/30	FREMF	3300000
0.00%	VELOCITY 3.59% 04/48	VCC	10467
0.00%	FHLMC VAR 03/27	FHMS	9168765
0.00%	FHLMC VAR 01/48	FHMS	11779376
0.00%	ADT SECURITY 4.875% 07/32	ADT	10000
0.00%	LENDINGPOINT 8.68% 02/30	LDPT	8937
0.00%	ALTICE FRANCE SA ZERO		334
0.00%	NESCO HOLDINGS 5.5% 04/29	NSCO	5000
0.00%	ROCKIES 4.8% 05/30	ROCKIE	5000
0.00%	FREMF 0.1% 10/32	FREMF	1600000
0.00%	FREMF 2018-KF50 FLT 07/28	FREMF	3382
0.00%	FHLMC VAR 08/27	FHMS	606518
0.00%	EURO		1151
0.00%	LSF12 CROWN US COMMERCIA		226
0.00%	FHLMC VAR 10/26	FHMS	8548279
0.00%	GNMA II 6.5% 09/28	G2	79
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%	CDS BAC 3 1 USD0628		-2200000
0.00%	CDS BAC 3 1 USD0628		-5000000
0.00%	CHILEAN PESO CURRENCY		-10214807
0.00%	CHINESE RENMINBI(YUAN)CUR		-24037598
0.00%	CURRENCY CONTRACT - AUD		-76362913
0.00%	CURRENCY CONTRACT - AUD		-5535057
0.00%	CURRENCY CONTRACT - BRL		-34823555
0.00%	CURRENCY CONTRACT - BRL		-5417345
0.00%	CURRENCY CONTRACT - EUR		-5811293
0.00%	CURRENCY CONTRACT - EUR		-77774325
0.00%	CURRENCY CONTRACT - GBP		-5463535
0.00%	CURRENCY CONTRACT - GBP		-49116046
0.00%	CURRENCY CONTRACT - JPY		-6436348
0.00%	CURRENCY CONTRACT - JPY		-22896976
0.00%	CURRENCY CONTRACT - NZD		-48015599
0.00%	CURRENCY CONTRACT - NZD		-5686624
0.00%	CURRENCY CONTRACT - USD		13549325
0.00%	CURRENCY CONTRACT - USD		13585425
0.00%	CURRENCY CONTRACT - USD		13601259
0.00%	CURRENCY CONTRACT - USD		51392103
0.00%	CURRENCY CONTRACT - USD		26220501
0.00%	CURRENCY CONTRACTS - ZAR		-21917074
0.00%	CURRENCY CONTRACTS - ZAR		-5534772
0.00%	OIS SOFR /4.093% USD0231		-282900000
0.00%	OIS SOFR /4.162% USD0733		-187000000
0.00%	CURRENCY CONTRACT - GBP		20616988
0.00%	CURRENCY CONTRACT - GBP		20639148
0.00%	CURRENCY CONTRACT - JPY		2134953401
0.00%	CURRENCY CONTRACT - JPY		1009021767
0.00%	CDS BAC 3 1 USD0628		2200000
0.00%	CURRENCY CONTRACT - JPY		4288544490
0.00%	CURRENCY CONTRACTS - ZAR		90415207
0.00%	CURRENCY CONTRACT - GBP		4085361
0.00%	CDS BAC 3 1 USD0628		5000000
0.00%	CURRENCY CONTRACT - EUR		5058339
0.00%	CURRENCY CONTRACT - EUR		11958202
0.00%	CURRENCY CONTRACT - JPY		2065793433
0.00%	CURRENCY CONTRACT - JPY		2068462356
0.00%	CURRENCY CONTRACT - CHF		11224411
0.00%	CURRENCY CONTRACT - AUD		7766070
0.00%	CHINESE RENMINBI(YUAN)CUR		160869466
0.00%	CURRENCY CONTRACT - EUR		11751783
0.00%	CURRENCY CONTRACT - NZD		23553421
0.00%	CURRENCY CONTRACT - NZD		9695204
0.00%	CURRENCY CONTRACT - BRL		179336437
0.00%	CURRENCY CONTRACT - NZD		23538296
0.00%	CURRENCY CONTRACT - CHF		11251813
0.00%	CURRENCY CONTRACT - EUR		11729013
0.00%	CURRENCY CONTRACT - CHF		22477038
0.00%	CURRENCY CONTRACT - GBP		9959746
0.00%	CURRENCY CONTRACT - CHF		10973994
0.00%	CURRENCY CONTRACT - JPY		4156604205
0.00%	CHILEAN PESO CURRENCY		9509679144
0.00%	CURRENCY CONTRACT - CHF		10862378
0.00%	CURRENCY CONTRACT - JPY		3528357653
-0.01%	CURRENCY CONTRACTS - ZAR		350801566
-0.01%	CURRENCY CONTRACT - CAD		37572051
-0.01%	COLLATERAL USD TBA		-950000
-0.01%	CURRENCY CONTRACT - AUD		37444128
-0.01%	CURRENCY CONTRACT - CHF		21667226
-0.01%	CURRENCY CONTRACT - GBP		36265982
-0.01%	CURRENCY CONTRACT - NOK		250031990
-0.02%	CURRENCY CONTRACT - NZD		81492731
-0.02%	CURRENCY CONTRACT - EUR		66762028
-0.03%	CURRENCY CONTRACT - AUD		105821928
-0.03%	US 2YR NOTE 12/31/2026	TUZ6 COMB Comdty	2121
-0.06%	TBA UMBS SINGLE 6.5%	FNCL	-6260000
-0.07%	CASH		-7593790
-0.14%	USD CCP COLL VM CITIBANK		-14708670
-0.22%	US 5YR NOTE 12/31/2026	FVZ6 COMB Comdty	13139
-0.55%	US 10YR NOTE 12/21/2026	TYZ6 COMB Comdty	18783
-0.71%	TBA UMBS SINGLE 4.5%	FNCL	-86000000
-0.78%	TBA UMBS SINGLE FAMILY 4%	FNCL	-96593000
-0.83%	SWAP CASH COLLATERAL USD		-90423000
-0.85%	TBA GNMA2 SINGLE 5%	G2SF	-99900000
-1.36%	TBA GNMA2 SINGLE 4%	G2SF	-171450000
-1.38%	TBA GNMA2 SINGLE 5.5%	G2SF	-156000000
-3.32%	TBA UMBS SINGLE FAMILY 6%	FNCL	-367700000
-4.00%	TBA GNMA2 SINGLE 4.5%	G2SF	-486210000
-5.52%	TBA UMBS SINGLE FAMILY 5%	FNCL	-647040000
-5.63%	TBA UMBS SINGLE 5.5%	FNCL	-640130000

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