| JPMORGAN PRIME MONEY | 4.58 | 183,884,332 |
| UNITED 3.625% 08/27 | 1.97 | 79,631,000 |
| UNITED STATES 3.5% 01/28 | 1.92 | 77,815,000 |
| UNITED 3.375% 02/28 | 1.18 | 47,965,000 |
| UNITED 3.375% 11/27 | 1.11 | 45,000,000 |
| PROGRESS 3.85% 10/42 | 0.75 | 31,703,654 |
| FNMA REMICS FLT 03/54 | 0.71 | 28,557,154 |
| FNMA MORTPASS 4.46% 05/30 | 0.66 | 26,924,660 |
| UMBS MORTPASS 5.5% 03/55 | 0.65 | 26,227,904 |
| CONNECTICUT FLT 07/44 | 0.62 | 24,961,624 |
| UMBS MORTPASS 5% 06/40 | 0.61 | 24,554,527 |
| UNITED 4.125% 06/28 | 0.59 | 23,800,000 |
| UNITED STATES 3.75% 06/27 | 0.57 | 22,820,000 |
| PROGRESS 3% 06/41 | 0.57 | 24,275,736 |
| UMBS MORTPASS 6% 11/53 | 0.57 | 22,446,698 |
| UMBS MORTPASS 5.5% 12/55 | 0.48 | 19,286,476 |
| UMBS MORTPASS 6% 07/53 | 0.48 | 18,920,900 |
| UMBS MORTPASS 5% 08/40 | 0.46 | 18,366,650 |
| CONNECTICUT FLT 03/42 | 0.43 | 16,858,571 |
| DRIVE AUTO 4.14% 09/32 | 0.43 | 17,500,000 |
| DRIVE AUTO 4.14% 09/32 | 0.43 | 17,500,000 |
| CITIGROUP INC VAR 03/29 | 0.42 | 16,980,000 |
| CREDIT 4.5% 11/35 | 0.42 | 17,110,000 |
| FHLMC REMICS 5% 08/50 | 0.42 | 16,868,238 |
| GNMA II 4.5% 02/55 | 0.42 | 18,150,126 |
| UMBS MORTPASS 6% 01/53 | 0.41 | 16,241,261 |
| UMBS MORTPASS 5.5% 06/55 | 0.41 | 16,519,362 |
| AMERICAN 4.95% 07/32 | 0.41 | 16,665,000 |
| UMBS MORTPASS 5% 12/39 | 0.40 | 16,008,553 |
| UMBS MORTPASS 5.5% 09/53 | 0.39 | 15,636,904 |
| MORGAN STANLEY VAR 02/30 | 0.38 | 15,425,000 |
| UMBS MORTPASS 6% 12/53 | 0.38 | 15,098,508 |
| DRYDEN 86 CLO FLT 07/34 | 0.37 | 15,000,000 |
| UMBS MORTPASS 6% 01/53 | 0.37 | 14,766,263 |
| LCM 34 LTD 34A FLT 10/34 | 0.37 | 15,000,000 |
| WIND RIVER FLT 01/35 | 0.37 | 15,000,000 |
| WESTLAKE 4.85% 01/31 | 0.37 | 15,000,000 |
| GNMA 2025-41 KF FLT 03/55 | 0.36 | 14,486,649 |
| HERTZ VEHICLE 5.06% 12/29 | 0.35 | 14,285,000 |
| CPS AUTO 4.91% 10/31 | 0.35 | 13,980,000 |
| UMBS MORTPASS 5.5% 03/53 | 0.35 | 13,920,695 |
| UMBS MORTPASS 5% 05/40 | 0.33 | 13,178,733 |
| AMSR 4.15% 11/41 | 0.33 | 14,000,000 |
| BANK OF AMERICA VAR 05/29 | 0.33 | 13,285,000 |
| UBS GROUP AG VAR 12/29 | 0.33 | 13,490,000 |
| BANCO 4.6% 04/29 | 0.33 | 13,200,000 |
| CPS AUTO 6.22% 10/30 | 0.32 | 12,800,000 |
| UMBS MORTPASS 4.5% 06/40 | 0.32 | 12,930,111 |
| LENDMARK FUNDING 2% 04/32 | 0.32 | 13,165,000 |
| STREAM 4.78% 08/46 | 0.31 | 12,649,187 |
| STELLANTIS 4.74% 04/29 | 0.31 | 12,358,000 |
| WELLS FARGO & VAR 09/29 | 0.31 | 12,460,000 |
| RESEARCH-DRI 4.918% 05/35 | 0.30 | 12,000,000 |
| OPORTUN 4.32% 01/34 | 0.30 | 12,000,000 |
| UMBS MORTPASS 6% 02/55 | 0.30 | 11,952,241 |
| FHLMC REMICS 5% 10/51 | 0.30 | 12,214,763 |
| EXETER 5.89% 07/31 | 0.29 | 11,500,000 |
| UMBS MORTPASS 6% 10/39 | 0.29 | 11,192,294 |
| CARVANA AUTO 4.48% 10/31 | 0.29 | 12,000,000 |
| UMBS MORTPASS 6% 09/53 | 0.29 | 11,530,125 |
| UMBS MORTPASS 5% 10/53 | 0.29 | 11,898,962 |
| UMBS MORTPASS 5% 07/40 | 0.28 | 11,259,020 |
| UMBS MORTPASS 6% 10/54 | 0.28 | 10,932,441 |
| HILTON GRAND 4.56% 10/44 | 0.28 | 11,216,478 |
| PROGRESS 3.305% 04/42 | 0.28 | 11,908,197 |
| UMBS MORTPASS 5% 08/53 | 0.28 | 11,489,753 |
| UMBS MORTPASS 5% 08/40 | 0.27 | 10,994,895 |
| FNMA REMICS 5.5% 01/36 | 0.27 | 10,739,034 |
| LENDMARK 4.98% 10/34 | 0.27 | 11,025,000 |
| MARINER 5.13% 09/36 | 0.27 | 10,700,000 |
| UNITED STATES 3.5% 01/29 | 0.27 | 10,987,000 |
| SANTANDER 5.32% 12/31 | 0.26 | 10,406,000 |
| WESTLAKE 7.01% 11/28 | 0.26 | 10,218,178 |
| UMBS MORTPASS 5% 02/40 | 0.26 | 10,484,109 |
| FREMF 2018-K081 VAR 09/51 | 0.26 | 10,682,000 |
| FHLMC REMICS 5% 05/36 | 0.26 | 10,466,512 |
| CARVANA AUTO 6.69% 07/29 | 0.25 | 10,000,000 |
| BNP PARIBAS SA VAR 01/30 | 0.25 | 10,000,000 |
| RPM 4.87 20OCT27 144A 10/20/2027 | 0.25 | 10,000,000 |
| GLS AUTO 4.56% 11/31 | 0.25 | 10,056,000 |
| GOLDMAN SACHS VAR 10/29 | 0.25 | 10,345,000 |
| LLOYDS BANKING VAR 06/29 | 0.25 | 10,000,000 |
| MAGNETITE XXXI FLT 07/34 | 0.25 | 10,000,000 |
| MORGAN STANLEY VAR 01/30 | 0.25 | 10,000,000 |
| MUTUAL OF 4.514% 06/28 | 0.25 | 10,000,000 |
| NATWEST 5.41% 05/29 | 0.25 | 10,000,000 |
| NATIONWIDE 5.127% 07/29 | 0.25 | 10,000,000 |
| NATIONWIDE VAR 07/29 | 0.25 | 10,000,000 |
| OPORTUN 4.49% 07/33 | 0.25 | 10,140,000 |
| TRUIST BANK 4.728% 09/33 | 0.25 | 10,230,701 |
| RESEARCH-DRI 4.864% 01/35 | 0.25 | 10,000,000 |
| REPUBLIC 4.59% 11/34 | 0.25 | 10,000,000 |
| RESEARCH-DRI 4.836% 02/35 | 0.25 | 10,000,000 |
| RESEARCH-DRI 4.853% 03/35 | 0.24 | 9,805,000 |
| ORACLE CORP 4.95% 02/31 | 0.24 | 10,000,000 |
| FREMF 2019-K89 VAR 01/51 | 0.24 | 10,000,000 |
| AVIS BUDGET 4.17% 02/30 | 0.24 | 10,000,000 |
| CAPITAL ONE VAR 09/31 | 0.24 | 10,000,000 |
| UMBS MORTPASS 5.5% 06/53 | 0.24 | 9,462,114 |
| FNMA REMICS 5% 12/36 | 0.23 | 9,256,897 |
| ELARA HGV 4.54% 01/40 | 0.23 | 9,357,070 |
| ANSLEY PARK 4.43% 04/35 | 0.23 | 9,435,611 |
| HERTZ VEHICLE 1.68% 12/27 | 0.23 | 9,133,333 |
| HOME PARTNERS 4.33% 04/39 | 0.23 | 9,264,459 |
| PROGRESS 3.39% 07/42 | 0.23 | 10,000,000 |
| RCKT MORTGAGE STEP 07/56 | 0.23 | 9,336,739 |
| MARLETTE 4.95% 07/35 | 0.23 | 9,103,982 |
| MORGAN STANLEY VAR 05/30 | 0.22 | 8,960,000 |
| CNO GLOBAL 4.375% 09/28 | 0.22 | 8,920,000 |
| FNMA REMICS 5% 08/36 | 0.22 | 8,831,388 |
| FNMA MORTPASS 1.25% 07/30 | 0.22 | 10,000,000 |
| RESEARCH-DRI 5.347% 05/35 | 0.22 | 8,750,000 |
| FHLMC STACR FLT 10/45 | 0.21 | 8,572,876 |
| WESTERN 4.98% 09/35 | 0.21 | 8,600,000 |
| UBS GROUP AG VAR 04/30 | 0.21 | 8,610,000 |
| FNMA REMICS 5.5% 12/50 | 0.21 | 8,276,756 |
| EXETER SELECT 5% 03/32 | 0.21 | 8,584,000 |
| BANCO BILBAO 4.977% 09/29 | 0.21 | 8,400,000 |
| NXPA RE-REMIC ZERO 12/49 | 0.21 | 8,780,000 |
| NMABS ISSUER 5.14% 11/55 | 0.21 | 8,763,537 |
| HSBC HOLDINGS VAR 03/30 | 0.21 | 8,760,000 |
| FREMF 2019-K92 VAR 05/52 | 0.21 | 8,583,000 |
| GLS AUTO 4.57% 01/30 | 0.21 | 8,260,000 |
| UMBS MORTPASS 5.5% 09/38 | 0.21 | 8,531,519 |
| UMBS MORTPASS 5.5% 05/54 | 0.21 | 8,639,619 |
| GS MORTGAGE STEP 05/55 | 0.20 | 7,852,148 |
| MAGNETITE XXXII FLT 10/37 | 0.20 | 8,000,000 |
| MADISON PARK FLT 01/35 | 0.20 | 8,000,000 |
| PRET 2026-RPL3 STEP 06/70 | 0.20 | 8,483,454 |
| BRIDGECREST 5.15% 12/29 | 0.20 | 8,000,000 |
| AMERICAN 4.24% 04/30 | 0.20 | 8,000,000 |
| CPS AUTO 4.59% 12/30 | 0.20 | 8,172,000 |
| BRIDGE 4.05% 09/42 | 0.20 | 8,503,217 |
| CARMAX AUTO 4.68% 03/31 | 0.20 | 8,000,000 |
| FNMA REMICS FLT 03/53 | 0.20 | 7,880,137 |
| WESTLAKE 5.54% 11/30 | 0.20 | 7,932,000 |
| SEASONED LOANS FLT 10/34 | 0.20 | 7,674,989 |
| FNMA REMICS FLT 01/50 | 0.19 | 7,662,846 |
| FNMA REMICS FLT 01/50 | 0.19 | 7,662,846 |
| UMBS MORTPASS 5.5% 11/53 | 0.19 | 7,767,599 |
| FHLMC REMICS FLT 10/54 | 0.19 | 7,803,238 |
| FHLMC REMICS FLT 10/54 | 0.19 | 7,803,238 |
| CPS AUTO 5.14% 01/31 | 0.19 | 7,800,000 |
| AMERICAN 7.92% 03/32 | 0.19 | 7,300,000 |
| GOODLEAP 2025-HI1 FLOW TR 0.001% 07/15/2038 | 0.19 | 7,289,459 |
| BANK OF VAR 03/30 | 0.19 | 7,870,000 |
| UNITED STATES ZERO 12/26 | 0.19 | 7,850,000 |
| PROGRESS 3.3% 04/41 | 0.19 | 7,825,465 |
| PROGRESS 4.3% 08/42 | 0.19 | 7,995,199 |
| ONEMAIN 3.66% 10/36 | 0.19 | 8,000,000 |
| FHLMC MSCR FLT 07/45 | 0.19 | 7,557,351 |
| GOLDMAN SACHS VAR 07/32 | 0.19 | 7,635,000 |
| GNMA 2023-24 FD FLT 02/53 | 0.19 | 7,541,624 |
| GNMA 2025-120 TA 5% 05/51 | 0.19 | 7,619,253 |
| UMBS MORTPASS 6% 03/55 | 0.19 | 7,587,919 |
| FREMF 2019-K97 VAR 09/51 | 0.19 | 7,845,000 |
| GLS AUTO 4.74% 08/31 | 0.18 | 7,220,000 |
| UMBS MORTPASS 4.5% 08/39 | 0.18 | 7,311,123 |
| UMBS MORTPASS 4.5% 10/40 | 0.18 | 7,344,114 |
| GOLDMAN SACHS VAR 07/30 | 0.18 | 7,210,000 |
| LHOME MORTGAGE STEP 08/40 | 0.18 | 7,250,000 |
| OPORTUN 4.88% 05/33 | 0.18 | 7,250,000 |
| PFP 2026-14 LTD FLT 12/43 | 0.18 | 7,412,000 |
| AMSR 3.775% 04/43 | 0.18 | 7,695,000 |
| CPS AUTO 8.73% 01/29 | 0.18 | 7,000,000 |
| CAIXABANK SA VAR 07/29 | 0.18 | 7,195,000 |
| CITIGROUP INC VAR 05/31 | 0.18 | 7,170,000 |
| FOUNDATION 4.95% 04/50 | 0.18 | 7,143,343 |
| UMBS MORTPASS 6% 05/39 | 0.18 | 7,197,629 |
| FNMA REMICS 5.5% 11/51 | 0.18 | 7,348,301 |
| FNMA REMICS 5.25% 05/52 | 0.18 | 7,159,306 |
| FNMA REMICS 5% 04/36 | 0.18 | 7,443,710 |
| SANTANDER 6.28% 08/31 | 0.18 | 7,000,000 |
| SOCIETE VAR 04/30 | 0.18 | 7,565,000 |
| SMR 2022-IND FLT 02/39 | 0.18 | 7,195,911 |
| BANCO SANTANDER VAR 08/30 | 0.18 | 7,400,000 |
| RESEARCH-DRI 4.838% 06/34 | 0.18 | 7,147,000 |
| REACH ABS 4.81% 02/35 | 0.17 | 6,680,000 |
| FHLMC STACR FLT 08/44 | 0.17 | 6,999,999 |
| SMBC AVIATION 4.95% 07/29 | 0.17 | 6,870,000 |
| EQUITABLE 4.95% 06/30 | 0.17 | 6,865,000 |
| FHLMC REMICS 5% 12/52 | 0.17 | 6,993,354 |
| FHLMC REMICS 5% 03/36 | 0.17 | 7,030,402 |
| BNP PARIBAS SA VAR 06/30 | 0.17 | 6,800,000 |
| CONSUMER 4.85% 02/32 | 0.17 | 7,000,000 |
| BARCLAYS PLC VAR 06/30 | 0.17 | 6,970,000 |
| BDS 2026-FL17 FLT 05/43 | 0.17 | 6,820,000 |
| RCKT MORTGAGE STEP 02/56 | 0.17 | 6,796,043 |
| ONEMAIN 5.27% 01/38 | 0.17 | 7,000,000 |
| FHLMC MSCR FLT 11/45 | 0.17 | 7,012,372 |
| MORGAN STANLEY VAR 07/29 | 0.17 | 7,000,000 |
| GLS AUTO 5.64% 05/29 | 0.17 | 7,000,000 |
| FREMF 2018-K83 VAR 11/51 | 0.17 | 7,000,000 |
| FREMF 2019-K93 VAR 05/52 | 0.17 | 7,000,000 |
| GNMA II 3.5% 08/51 | 0.16 | 7,393,035 |
| MORGAN STANLEY VAR 04/31 | 0.16 | 6,610,000 |
| NEW STEP 09/39 | 0.16 | 6,546,500 |
| ONEMAIN 5.2% 07/38 | 0.16 | 6,625,000 |
| OPORTUN 5.31% 02/33 | 0.16 | 6,300,000 |
| PROGRESS 3.1% 07/41 | 0.16 | 6,878,603 |
| BRIDGECREST 5.62% 03/31 | 0.16 | 6,395,000 |
| BRIDGECREST 5.64% 11/30 | 0.16 | 6,190,000 |
| ACHD TRUST 5.672% 07/34 | 0.16 | 6,581,604 |
| FHLMC REMICS FLT 06/41 | 0.16 | 6,457,803 |
| EXETER 4.28% 07/30 | 0.16 | 6,665,000 |
| UMBS MORTPASS 5.5% 04/40 | 0.16 | 6,456,083 |
| RCKT MORTGAGE VAR 08/55 | 0.16 | 6,591,718 |
| RFM REREMIC VAR 11/49 | 0.16 | 6,500,000 |
| TESLA AUTO 4.88% 06/28 | 0.16 | 6,500,000 |
| TESLA LEASE 4.37% 05/29 | 0.15 | 6,000,000 |
| WESTGATE 5.19% 10/39 | 0.15 | 6,215,298 |
| REACH ABS 4.8% 02/33 | 0.15 | 6,225,000 |
| REGIONAL 5.83% 07/36 | 0.15 | 5,899,000 |
| DAILYPAY 5.63% 06/28 | 0.15 | 6,100,000 |
| EXETER SELECT 4.42% 03/32 | 0.15 | 5,920,000 |
| FOUNDATION 4.67% 04/52 | 0.15 | 6,067,046 |
| FHLMC REMICS FLT 02/54 | 0.15 | 6,025,193 |
| FHLMC REMICS 2% 04/33 | 0.15 | 6,332,739 |
| FIGRE TRUST VAR 05/55 | 0.15 | 6,207,374 |
| FIRSTKEY 4.493% 05/39 | 0.15 | 6,000,000 |
| BRIDGECREST 4.8% 08/31 | 0.15 | 6,210,000 |
| AVOLON 4.7% 01/31 | 0.15 | 6,015,000 |
| BOFAS RE-REMIC VAR 07/52 | 0.15 | 6,897,000 |
| BPCE SA VAR 05/31 | 0.15 | 6,050,000 |
| PROVIDENT VAR 06/55 | 0.15 | 5,859,697 |
| ONEMAIN 5.2% 07/39 | 0.15 | 5,879,000 |
| ONEMAIN DIRECT 4.7% 01/34 | 0.15 | 6,000,000 |
| LENDMARK 4.78% 10/34 | 0.15 | 6,000,000 |
| GNMA 2025-41 HA 5% 02/50 | 0.15 | 6,233,027 |
| GNMA 2021-H07 FLT 05/71 | 0.15 | 5,899,790 |
| HILTON GRAND 5.01% 02/43 | 0.14 | 5,695,824 |
| GOODLEAP HOME 5.31% 12/49 | 0.14 | 5,717,343 |
| FREMF 2019-K96 VAR 08/56 | 0.14 | 6,000,000 |
| LENDMARK 4.8% 11/35 | 0.14 | 5,835,000 |
| MISSION LANE 5.06% 09/31 | 0.14 | 5,700,000 |
| MARINER 2.1% 11/36 | 0.14 | 5,745,000 |
| PRM7 TRUST VAR 11/42 | 0.14 | 5,855,000 |
| PROGRESS 4% 02/43 | 0.14 | 5,996,381 |
| CREDIT 4.65% 04/36 | 0.14 | 5,540,000 |
| CREDIT 5.02% 03/35 | 0.14 | 5,745,000 |
| CSMC 3.953% 09/37 | 0.14 | 6,000,000 |
| BRIDGECREST 4.81% 05/31 | 0.14 | 5,600,000 |
| AMERICAN 5.5% 08/31 | 0.14 | 5,400,000 |
| F&G GLOBAL 4.65% 09/28 | 0.14 | 5,705,000 |
| ENTERPRISE 4.46% 09/29 | 0.14 | 5,500,000 |
| UMBS MORTPASS 5.5% 09/52 | 0.14 | 5,460,357 |
| FNMA REMICS 5% 12/51 | 0.14 | 5,590,519 |
| REPUBLIC 5.15% 06/39 | 0.14 | 5,880,000 |
| FHLMC STACR FLT 09/45 | 0.14 | 5,458,673 |
| TOWD POINT STEP 06/66 | 0.14 | 5,612,978 |
| TRICON FLT 06/43 | 0.14 | 5,782,000 |
| UPSTART 4.77% 07/36 | 0.14 | 5,435,000 |
| UPSTART 5.08% 05/36 | 0.13 | 5,415,000 |
| UPX HIL 5.16% 01/47 | 0.13 | 5,257,697 |
| VEROS AUTO 6.17% 12/29 | 0.13 | 5,000,000 |
| TOWD POINT STEP 02/66 | 0.13 | 5,204,393 |
| WESTLAKE 4.68% 07/31 | 0.13 | 5,200,000 |
| REGIONAL 1.9% 08/33 | 0.13 | 5,435,948 |
| SANTANDER VAR 06/30 | 0.13 | 5,440,000 |
| SCF EQUIPMENT 4.51% 06/36 | 0.13 | 5,500,000 |
| UMBS MORTPASS 5.5% 11/52 | 0.13 | 5,240,324 |
| FNMA REMICS 2.5% 03/52 | 0.13 | 5,733,247 |
| FHLMC REMICS 5.5% 11/48 | 0.13 | 5,369,994 |
| FHLMC REMICS 5% 08/36 | 0.13 | 5,397,606 |
| AMERICAN 9.54% 10/31 | 0.13 | 5,000,000 |
| BUSINESS JET 5.464% 06/41 | 0.13 | 5,309,533 |
| DEUTSCHE BANK FLT 01/29 | 0.13 | 5,000,000 |
| CARVANA AUTO 7.01% 12/29 | 0.13 | 5,000,000 |
| CCG 6.21% 04/32 | 0.13 | 5,061,000 |
| PROGRESS 4.24% 05/43 | 0.13 | 5,515,000 |
| PROGRESS 3.35% 02/41 | 0.13 | 5,388,776 |
| PMT LOAN TRUST VAR 11/56 | 0.13 | 5,382,436 |
| UMBS MORTPASS 5% 05/39 | 0.13 | 5,434,888 |
| HSBC HOLDINGS VAR 05/30 | 0.13 | 5,240,000 |
| HYUNDAI 4.75% 06/29 | 0.13 | 5,440,000 |
| GNMA 2025-4 DC 5% 03/52 | 0.13 | 5,150,281 |
| GOLDMAN SACHS FLT 01/31 | 0.13 | 5,000,000 |
| FNMA REMICS FLT 10/39 | 0.12 | 5,013,704 |
| FREMF 2017-K64 VAR 05/50 | 0.12 | 5,000,000 |
| FREMF 2017-K64 VAR 05/50 | 0.12 | 5,000,000 |
| GLS AUTO 4.92% 12/30 | 0.12 | 4,800,000 |
| PURCHASING 4.37% 08/30 | 0.12 | 4,930,000 |
| OPORTUN 5.28% 05/33 | 0.12 | 5,000,000 |
| ONEMAIN 3.41% 10/36 | 0.12 | 5,000,000 |
| OCP CLO 2015-9 FLT 01/37 | 0.12 | 5,000,000 |
| OCP CLO 2023-26 FLT 04/37 | 0.12 | 5,000,000 |
| RCKT MORTGAGE STEP 05/56 | 0.12 | 5,008,132 |
| PALMER SQUARE FLT 02/33 | 0.12 | 4,800,000 |
| MARINER 5.3% 05/39 | 0.12 | 4,905,000 |
| NOMURA 4.996% 06/29 | 0.12 | 4,910,000 |
| NEUBERGER FLT 07/36 | 0.12 | 5,000,000 |
| MVW 2025-2 4.48% 10/44 | 0.12 | 4,858,939 |
| BOFAS RE-REMIC VAR 05/51 | 0.12 | 5,000,000 |
| CPS AUTO 5.05% 10/32 | 0.12 | 4,972,000 |
| DRYDEN 43 FLT 04/34 | 0.12 | 4,782,899 |
| CAFL STEP 11/40 | 0.12 | 4,865,000 |
| BAYVIEW STEP 07/56 | 0.12 | 5,026,746 |
| BRAVO STEP 04/56 | 0.12 | 4,756,156 |
| BOFAS RE-REMIC VAR 11/51 | 0.12 | 5,187,000 |
| CONNECTICUT FLT 07/45 | 0.12 | 4,773,992 |
| CONNECTICUT FLT 12/41 | 0.12 | 4,781,623 |
| CONNECTICUT FLT 12/41 | 0.12 | 4,781,623 |
| BRIDGECREST 5.27% 05/31 | 0.12 | 5,000,000 |
| AMERICAN 6.47% 08/29 | 0.12 | 4,890,552 |
| JGW ABS TRUST 6% 08/36 | 0.12 | 5,000,000 |
| LVNV 6.55 15AUG29 08/15/2029 | 0.12 | 5,000,000 |
| MIDCON 6.019 10JUL30 07/10/2030 | 0.12 | 5,000,000 |
| EXETER 4.91% 08/32 | 0.12 | 5,000,000 |
| FOUNDATION 5.28% 02/53 | 0.12 | 4,798,000 |
| FNMA MORTPASS 1.6% 09/31 | 0.12 | 5,410,084 |
| FIRST 4.39% 01/31 | 0.12 | 5,000,000 |
| FMC GMSR ISSUER FLT 08/29 | 0.12 | 5,000,000 |
| FNMA REMICS FLT 01/55 | 0.12 | 4,854,735 |
| FHLMC SEASONED 3% 08/59 | 0.12 | 5,465,494 |
| SMRT 2022-MINI FLT 01/39 | 0.12 | 5,000,000 |
| SIERRA 5.19% 05/43 | 0.12 | 4,984,942 |
| SDR COMMERCIAL FLT 05/39 | 0.12 | 5,000,000 |
| STAR 2025-SFR6 FLT 08/42 | 0.12 | 5,000,000 |
| UPSTART 4.6% 09/35 | 0.12 | 4,739,250 |
| UPSTART 4.3% 03/36 | 0.11 | 4,376,186 |
| TOWD POINT STEP 12/65 | 0.11 | 4,299,677 |
| SANTANDER UK VAR 09/29 | 0.11 | 4,405,000 |
| FNMA REMICS FLT 06/40 | 0.11 | 4,331,468 |
| UMBS MORTPASS 6% 09/54 | 0.11 | 4,319,039 |
| EFMT 2026-AE5 VAR 08/61 | 0.11 | 4,344,000 |
| AMERICAN 5.11% 01/33 | 0.11 | 4,240,000 |
| MADISON PARK FLT 11/30 | 0.11 | 4,306,474 |
| AMSR 3.95% 06/40 | 0.11 | 4,550,000 |
| AMSR TRUST 3.81% 09/43 | 0.11 | 4,620,000 |
| BOFAS RE-REMIC VAR 12/53 | 0.11 | 5,000,000 |
| BRAVO STEP 06/65 | 0.11 | 4,374,394 |
| CARVANA AUTO 4.31% 09/30 | 0.11 | 4,350,000 |
| FHLMC MSCR FLT 06/46 | 0.11 | 4,604,353 |
| MTN COMMERCIAL VAR 05/43 | 0.11 | 4,400,000 |
| LHOME MORTGAGE STEP 01/41 | 0.11 | 4,640,000 |
| PROGRESS 1.51% 10/38 | 0.11 | 4,370,446 |
| PROGRESS 2.262% 11/40 | 0.11 | 4,916,000 |
| PMT LOAN TRUST VAR 07/57 | 0.11 | 4,307,375 |
| ONE BRYANT 2.51641% 09/54 | 0.11 | 5,000,000 |
| GLS AUTO 4.69% 05/31 | 0.11 | 4,500,000 |
| GLS AUTO 5.16% 06/31 | 0.11 | 4,390,000 |
| FREMF K-100 VAR 11/52 | 0.11 | 4,688,000 |
| UMBS MORTPASS 6% 05/53 | 0.11 | 4,557,323 |
| UMBS MORTPASS 5.5% 06/54 | 0.11 | 4,375,549 |
| GNMA 2024-159 4.5% 10/54 | 0.11 | 4,460,735 |
| HSBC HOLDINGS VAR 08/32 | 0.11 | 4,280,000 |
| HOME 1.978% 09/41 | 0.11 | 4,842,890 |
| HOME 2.952% 12/26 | 0.10 | 3,947,704 |
| LAD AUTO 4.53% 05/32 | 0.10 | 4,000,000 |
| HILTON GRAND 4.54% 05/44 | 0.10 | 4,117,423 |
| GLS AUTO 4.22% 08/30 | 0.10 | 4,000,000 |
| OBX 2025-NQM10 STEP 05/65 | 0.10 | 4,092,638 |
| OCTANE 6.19% 07/32 | 0.10 | 3,801,000 |
| ONEMAIN 1.55% 06/36 | 0.10 | 3,985,175 |
| OPORTUN 5.06% 01/34 | 0.10 | 4,220,000 |
| PTCM RE-REMIC VAR 10/51 | 0.10 | 5,000,000 |
| POWERPAY 5.23% 11/41 | 0.10 | 3,979,084 |
| RCKT MORTGAGE STEP 11/55 | 0.10 | 4,019,717 |
| RCKT MORTGAGE STEP 11/55 | 0.10 | 4,019,717 |
| PRPM 2025-RPL2 STEP 04/55 | 0.10 | 4,171,473 |
| LENDMARK 5.04% 05/35 | 0.10 | 4,000,000 |
| MITSUBISHI UFJ VAR 04/30 | 0.10 | 4,170,000 |
| MARVELL 4.75% 07/30 | 0.10 | 4,110,000 |
| CARMAX SELECT 4.35% 07/30 | 0.10 | 4,000,000 |
| CONSUMER 4.48% 04/30 | 0.10 | 4,000,000 |
| BX 2024-PALM FLT 06/37 | 0.10 | 4,105,364 |
| CONNECTICUT FLT 07/46 | 0.10 | 3,909,909 |
| AQUA FINANCE 5.25% 12/50 | 0.10 | 4,212,074 |
| BARCLAYS PLC VAR 05/30 | 0.10 | 4,160,000 |
| BUSINESS JET 5.364% 09/39 | 0.10 | 4,215,589 |
| BRIDGECREST 4.88% 02/32 | 0.10 | 4,160,000 |
| AMERICAN 5.19% 07/32 | 0.10 | 4,000,000 |
| AMERICAN 4.5% 10/30 | 0.10 | 4,000,000 |
| AMERICAN 5.86% 05/30 | 0.10 | 4,000,000 |
| RPM 5.457 16AUG28 144A 08/16/2028 | 0.10 | 4,000,000 |
| HIBERNIA IV 6.317% 08/46 | 0.10 | 4,000,000 |
| EXETER 5.57% 10/31 | 0.10 | 4,050,000 |
| FIRSTENERGY 4.55% 01/30 | 0.10 | 4,000,000 |
| FHLMC REMICS 6% 07/45 | 0.10 | 3,907,837 |
| FIGRE TRUST VAR 09/55 | 0.10 | 4,059,867 |
| FHLMC REMICS FLT 04/37 | 0.10 | 4,242,787 |
| FNMA MORTPASS 4.5% 09/63 | 0.10 | 4,316,122 |
| FNMA REMICS 5.5% 12/35 | 0.10 | 3,927,371 |
| FNMA REMICS 5.5% 05/51 | 0.10 | 4,063,200 |
| RESEARCH-DRI 5.013% 08/34 | 0.10 | 4,000,000 |
| REGIONAL 4.99% 04/34 | 0.10 | 4,055,000 |
| SIERRA 4.93% 04/44 | 0.10 | 4,153,284 |
| TRICON 2.032% 11/39 | 0.10 | 4,000,000 |
| UPG HI 2025-2 5% 09/47 | 0.10 | 3,866,843 |
| UPG HI 2026-1 5.03% 02/48 | 0.10 | 3,940,531 |
| WHARF VAR 07/40 | 0.10 | 4,000,000 |
| VOLVO 3.99% 12/29 | 0.09 | 3,500,000 |
| TOWD POINT VAR 09/66 | 0.09 | 3,495,000 |
| TOWD POINT STEP 04/66 | 0.09 | 3,543,741 |
| TRUIST BANK 5.067% 06/34 | 0.09 | 3,700,252 |
| RESEARCH-DRI 5.377% 03/35 | 0.09 | 3,705,000 |
| RWC 5.007% 06/40 | 0.09 | 3,521,107 |
| FNMA REMICS 5% 04/51 | 0.09 | 3,489,598 |
| EXETER 4.68% 03/32 | 0.09 | 3,810,000 |
| ENTERPRISE 4.41% 06/29 | 0.09 | 3,565,000 |
| EXETER SELECT 4.63% 11/31 | 0.09 | 3,748,000 |
| CFIN 2022-RTL1 0% 08/27 | 0.09 | 3,528,698 |
| AMERICAN 7.98% 11/31 | 0.09 | 3,500,000 |
| BRIDGECREST 4.56% 02/32 | 0.09 | 3,805,000 |
| AVOLON 4.9% 10/30 | 0.09 | 3,750,000 |
| CARS-DB4 LP 3.25% 02/50 | 0.09 | 3,923,335 |
| LENDMARK 1.9% 11/31 | 0.09 | 3,794,233 |
| LHOME MORTGAGE STEP 01/40 | 0.09 | 3,740,000 |
| MARINER 5.19% 11/38 | 0.09 | 3,500,000 |
| RCKT MORTGAGE STEP 04/56 | 0.09 | 3,831,896 |
| PROGRESS 2.722% 12/40 | 0.09 | 4,052,088 |
| PROGRESS 3.107% 02/41 | 0.09 | 4,000,000 |
| PROGRESS 3.325% 07/41 | 0.09 | 4,000,000 |
| PAR 2026-3 5.89% 05/34 | 0.09 | 3,500,000 |
| ONEMAIN 1.95% 06/36 | 0.09 | 3,940,000 |
| UMBS MORTPASS 6% 07/54 | 0.09 | 3,642,420 |
| UMBS MORTPASS 6% 06/54 | 0.09 | 3,729,109 |
| FORTIVA 5.92% 05/31 | 0.09 | 3,455,000 |
| UMBS MORTPASS 5.5% 12/52 | 0.08 | 3,404,106 |
| FNMA REMICS FLT 12/59 | 0.08 | 3,358,474 |
| GLS AUTO 4.63% 09/30 | 0.08 | 3,125,000 |
| GLS AUTO 7.01% 01/29 | 0.08 | 3,339,441 |
| GS STEP 06/56 | 0.08 | 3,301,037 |
| HUNTINGTON 4.835% 09/33 | 0.08 | 3,273,709 |
| OCTANE 5.18% 06/47 | 0.08 | 3,249,000 |
| PAGAYA AI 3.6% 10/40 | 0.08 | 3,500,000 |
| PROGRESS 4.32% 05/43 | 0.08 | 3,290,000 |
| JP MORGAN STEP 06/56 | 0.08 | 3,347,124 |
| MARINER 5.66% 05/39 | 0.08 | 3,250,000 |
| LENDMARK 3.09% 04/32 | 0.08 | 3,500,000 |
| CONNECTICUT FLT 09/44 | 0.08 | 3,186,395 |
| CONSUMER 4.46% 07/29 | 0.08 | 3,287,504 |
| CONSUMER 5.56% 07/31 | 0.08 | 3,190,000 |
| CSTL COMMERCIAL VAR 11/42 | 0.08 | 3,400,000 |
| AMERICAN 4.85% 05/32 | 0.08 | 3,385,000 |
| ACREC 2026-FL4 FLT 01/43 | 0.08 | 3,125,000 |
| FHLMC REMICS 1% 10/50 | 0.08 | 4,305,955 |
| FIG SIX TRUST VAR 08/56 | 0.08 | 3,051,064 |
| FNMA REMICS FLT 02/42 | 0.08 | 3,156,544 |
| FNMA REMICS FLT 09/44 | 0.08 | 3,181,137 |
| UMBS MORTPASS 5.5% 12/52 | 0.08 | 3,401,368 |
| SANTANDER 5.818% 06/32 | 0.08 | 3,117,641 |
| RESEARCH-DRI 5.382% 02/35 | 0.08 | 3,156,000 |
| REPRISE 5.54% 04/33 | 0.08 | 3,122,403 |
| RCKTL 2025-2 4.6% 11/34 | 0.08 | 3,400,000 |
| WESTLAKE 6.47% 03/29 | 0.08 | 3,350,000 |
| WORLD OMNI 4.84% 10/29 | 0.07 | 2,890,000 |
| TESLA AUTO 5.55% 05/28 | 0.07 | 2,922,475 |
| TRICON FLT 03/42 | 0.07 | 2,666,416 |
| SEASONED 3.25% 11/64 | 0.07 | 3,086,360 |
| FNMA REMICS FLT 04/42 | 0.07 | 2,794,077 |
| FHLMC REMICS FLT 06/52 | 0.07 | 2,892,202 |
| FOUNDATION 4.6% 03/50 | 0.07 | 2,712,144 |
| ELP COMMERCIAL VAR 11/42 | 0.07 | 3,000,000 |
| ENEL FINANCE 4.125% 09/28 | 0.07 | 2,775,000 |
| EXETER 5.74% 05/29 | 0.07 | 2,616,027 |
| EXETER 5.23% 01/32 | 0.07 | 3,016,000 |
| DEC 6.016 13MAR30 144A 03/13/2030 | 0.07 | 2,910,113 |
| DEC 6.1 28JUL46 144A 07/28/2046 | 0.07 | 3,000,000 |
| NEXUS NOVA 6.5 08NOV28 11/08/2028 | 0.07 | 2,891,483 |
| NEXUS NOVA FRN 10AUG27 08/10/2027 | 0.07 | 3,000,000 |
| AQUA FINANCE 1.54% 07/46 | 0.07 | 3,144,140 |
| CPS AUTO 4.93% 07/32 | 0.07 | 2,685,000 |
| BOFAS RE-REMIC VAR 04/54 | 0.07 | 3,344,000 |
| LENDMARK 5.09% 11/35 | 0.07 | 2,750,000 |
| LHOME MORTGAGE STEP 07/39 | 0.07 | 2,616,669 |
| LENDMARK 5.28% 10/34 | 0.07 | 3,000,000 |
| LENDMARK 5.33% 09/34 | 0.07 | 2,998,000 |
| MARINER 5.69% 05/38 | 0.07 | 3,000,000 |
| LHOME MORTGAGE VAR 04/40 | 0.07 | 2,695,000 |
| PMT LOAN TRUST VAR 01/57 | 0.07 | 2,931,855 |
| OCTANE 4.61% 06/31 | 0.07 | 2,750,000 |
| OBX 2026-INV5 VAR 08/56 | 0.07 | 2,807,433 |
| GS VAR 12/55 | 0.07 | 2,995,115 |
| GNMA 2016-12 2.5% 06/45 | 0.07 | 3,109,540 |
| GNMA 2024-44 HM 4% 04/52 | 0.07 | 2,991,671 |
| GLS AUTO 4.75% 11/30 | 0.07 | 2,734,000 |
| FREMF 2020-K104 VAR 02/52 | 0.07 | 3,070,000 |
| FREMF 2020-K105 VAR 03/53 | 0.07 | 3,000,000 |
| FREMF 2018-K082 VAR 09/28 | 0.07 | 3,000,000 |
| UMBS MORTPASS 5% 06/43 | 0.07 | 3,030,441 |
| UMBS MORTPASS 5.5% 04/54 | 0.06 | 2,468,494 |
| GLS AUTO 4.97% 10/29 | 0.06 | 2,500,000 |
| GREENSKY HOME 5.15% 10/59 | 0.06 | 2,315,679 |
| GNMA 2012-61 FM FLT 05/42 | 0.06 | 2,590,114 |
| HILTON GRAND 4.67% 02/43 | 0.06 | 2,444,595 |
| HOMEWARD STEP 09/40 | 0.06 | 2,500,000 |
| PSA TRUST VAR 08/31 | 0.06 | 2,445,000 |
| MVW 2025-1 4.97% 09/42 | 0.06 | 2,268,529 |
| MVW 2025-1 5.21% 09/42 | 0.06 | 2,268,529 |
| NEW RESIDENTIAL VAR 11/65 | 0.06 | 2,279,822 |
| CONNECTICUT FLT 09/45 | 0.06 | 2,345,422 |
| CARS-DB4 LP 3.48% 02/50 | 0.06 | 2,434,895 |
| CONNECTICUT FLT 01/45 | 0.06 | 2,272,392 |
| CONNECTICUT FLT 01/45 | 0.06 | 2,272,392 |
| CARMAX SELECT 4.64% 12/30 | 0.06 | 2,385,000 |
| BUSINESS JET 6.197% 05/39 | 0.06 | 2,246,890 |
| AM7.98983 15JAN30 144A 01/15/2030 | 0.06 | 2,446,799 |
| EXETER SELECT 4.99% 10/32 | 0.06 | 2,500,000 |
| FHLMC REMICS FLT 01/43 | 0.06 | 2,616,792 |
| FHLMC REMICS 2.5% 12/49 | 0.06 | 2,714,461 |
| FHLMC REMICS FLT 12/44 | 0.06 | 2,599,227 |
| UMBS MORTPASS 5.5% 10/52 | 0.06 | 2,469,560 |
| SANTANDER 4.806% 07/34 | 0.06 | 2,290,000 |
| RKTL 2026-1 4.33% 02/35 | 0.06 | 2,630,000 |
| ROCK TRUST 5.38834% 11/41 | 0.06 | 2,380,000 |
| STWD 2021-LIH FLT 11/36 | 0.06 | 2,300,000 |
| TCI-FLATIRON FLT 07/35 | 0.06 | 2,546,451 |
| WINGSPIRE 4.33% 09/33 | 0.06 | 2,331,261 |
| VEROS AUTO 5.26% 10/29 | 0.05 | 2,210,000 |
| TOWD POINT VAR 06/58 | 0.05 | 2,027,770 |
| VOLVO 4.06% 06/33 | 0.05 | 2,250,000 |
| SIERRA 4.44% 08/44 | 0.05 | 2,026,246 |
| REACH ABS 4.37% 02/33 | 0.05 | 2,000,000 |
| FHLMC REMICS FLT 10/40 | 0.05 | 1,983,430 |
| FIRSTKEY HOMES 3.1% 03/39 | 0.05 | 1,927,398 |
| FHLMC REMICS FLT 06/40 | 0.05 | 1,990,329 |
| FHLMC REMICS FLT 02/43 | 0.05 | 1,923,205 |
| FHLMC REMICS 1.25% 01/35 | 0.05 | 2,413,631 |
| AMSR 3.655% 06/42 | 0.05 | 2,025,000 |
| BREAN ASSET 4.25% 10/65 | 0.05 | 2,112,534 |
| CASTLELAKE STEP 08/41 | 0.05 | 1,995,000 |
| DT AUTO OWNER 6.44% 11/28 | 0.05 | 1,841,937 |
| MVW 2025-1 5.75% 09/42 | 0.05 | 1,890,441 |
| MVW 2026-1 4.97% 03/43 | 0.05 | 2,154,222 |
| PROGRESS 2.711% 11/40 | 0.05 | 2,000,000 |
| PROGRESS 3.75% 04/27 | 0.05 | 1,900,000 |
| ONEMAIN 2.21% 09/35 | 0.05 | 2,132,000 |
| LAD SELECT 4.79% 11/32 | 0.05 | 2,120,000 |
| HUNTINGTON 4.957% 03/33 | 0.05 | 1,950,008 |
| GNMA 2014-H07 FLT 05/64 | 0.05 | 1,988,916 |
| GNMA II MORTPASS 6% 07/64 | 0.05 | 1,802,134 |
| FS RIALTO FLT 11/36 | 0.05 | 1,899,340 |
| FREMF 17-K68 VAR 10/49 | 0.05 | 2,000,000 |
| FNMA REMICS FLT 11/42 | 0.05 | 1,931,415 |
| FNMA REMICS FLT 12/45 | 0.04 | 1,435,546 |
| GM FINANCIAL 4.53% 09/31 | 0.04 | 1,740,000 |
| FREMF 2017-K70 VAR 12/49 | 0.04 | 1,750,000 |
| GNMA 2015-H23 FLT 09/65 | 0.04 | 1,492,152 |
| GLS AUTO 4.81% 09/31 | 0.04 | 1,609,000 |
| HILTON GRAND 4.83% 03/45 | 0.04 | 1,557,037 |
| HILTON GRAND 4.9% 10/44 | 0.04 | 1,805,649 |
| HOME 2.999% 01/41 | 0.04 | 1,608,053 |
| OBX 2024-NQM15 STEP 10/64 | 0.04 | 1,590,500 |
| OCTANE 7.66% 11/32 | 0.04 | 1,559,000 |
| POST ROAD 4.91% 02/33 | 0.04 | 1,690,000 |
| PRET 2024-RPL2 VAR 06/64 | 0.04 | 1,608,807 |
| PROGRESS 4.2% 07/43 | 0.04 | 1,724,000 |
| MF1 2022-FL8 FLT 02/37 | 0.04 | 1,647,047 |
| LENDMARK 5.25% 02/34 | 0.04 | 1,728,000 |
| LENDMARK 3.41% 11/31 | 0.04 | 1,500,000 |
| CARVANA AUTO 6.44% 09/30 | 0.04 | 1,500,000 |
| BXG 2.49% 02/36 | 0.04 | 1,815,398 |
| ANCHOR STEP 05/40 | 0.04 | 1,695,000 |
| STREET CAPITAL 0% 02/30 | 0.04 | 1,617,960 |
| FOUNDATION 2.79% 01/42 | 0.04 | 1,548,762 |
| EXETER 4.7% 03/31 | 0.04 | 1,635,000 |
| FNMA REMICS 4% 02/48 | 0.04 | 7,828,609 |
| SIERRA 4.72% 04/44 | 0.04 | 1,485,324 |
| SIERRA 4.81% 01/42 | 0.04 | 1,430,650 |
| TRICON 4.75% 06/40 | 0.04 | 1,640,422 |
| VEROS AUTO 4.84% 05/29 | 0.04 | 1,410,000 |
| VISTA POINT STEP 05/54 | 0.04 | 1,514,071 |
| CROSSROADS 4.91% 02/32 | 0.03 | 1,284,413 |
| WINGSPIRE 4.99% 09/32 | 0.03 | 1,199,177 |
| TOORAK STEP 02/40 | 0.03 | 1,050,000 |
| UPG HI 2026-2 5.25% 04/48 | 0.03 | 1,357,069 |
| FHLMC STACR FLT 02/45 | 0.03 | 1,333,230 |
| FHLMC STACR FLT 02/45 | 0.03 | 1,333,230 |
| TRICON 4.65% 04/41 | 0.03 | 1,388,036 |
| REGIONAL 4.46% 03/32 | 0.03 | 1,285,354 |
| SANTANDER 4.52% 01/32 | 0.03 | 1,140,000 |
| FNMA REMICS 4% 05/45 | 0.03 | 6,686,444 |
| FNMA REMICS 3.5% 12/42 | 0.03 | 1,383,699 |
| FNMA REMICS 3% 06/47 | 0.03 | 1,097,290 |
| FNMA REMICS 3% 07/45 | 0.03 | 1,495,317 |
| FNMA REMICS 3% 07/45 | 0.03 | 1,495,317 |
| FNMA REMICS FLT 06/45 | 0.03 | 1,326,749 |
| EXETER 5.06% 02/31 | 0.03 | 1,405,000 |
| FOUNDATION 5.5% 12/49 | 0.03 | 1,274,597 |
| FHLMC REMICS 2.5% 02/45 | 0.03 | 1,111,253 |
| FHLMC REMICS FLT 09/41 | 0.03 | 1,085,628 |
| FHLMC REMICS FLT 05/40 | 0.03 | 1,117,771 |
| FHLMC REMICS FLT 06/38 | 0.03 | 1,363,607 |
| FHLMC REMICS FLT 12/37 | 0.03 | 1,132,803 |
| FHLMC REMICS FLT 12/43 | 0.03 | 1,288,040 |
| FHLMC STRIPS FLT 10/37 | 0.03 | 1,060,393 |
| AMSR 2.153% 06/38 | 0.03 | 1,285,000 |
| CARMAX SELECT 4.88% 10/32 | 0.03 | 1,300,000 |
| CONNECTICUT FLT 05/45 | 0.03 | 1,021,138 |
| CONSUMER 4.74% 02/29 | 0.03 | 1,203,403 |
| MARINER 1.86% 03/36 | 0.03 | 1,123,430 |
| MVW 2024-2 4.43% 03/42 | 0.03 | 1,408,501 |
| METLIFE VAR 03/57 | 0.03 | 1,229,681 |
| ONITY LOAN VAR 06/38 | 0.03 | 1,078,144 |
| JONAH ENERGY 5.908% 01/41 | 0.03 | 1,280,971 |
| HILTON GRAND 5.1% 03/45 | 0.03 | 1,192,528 |
| HILTON GRAND 4.88% 05/42 | 0.03 | 1,158,269 |
| HERTZ VEHICLE 5.13% 09/31 | 0.03 | 1,050,000 |
| GS STEP 05/56 | 0.03 | 1,171,501 |
| GOODGREEN VAR 10/53 | 0.03 | 1,448,768 |
| GNMA 2015-H19 FLT 07/65 | 0.03 | 1,125,041 |
| GNMA 2024-28 BA 5% 02/48 | 0.03 | 1,119,176 |
| GNMA 2014-H17 FLT 08/64 | 0.03 | 1,390,682 |
| US 5YR NOTE 12/31/2026 | 0.03 | -2,975 |
| FREMF 2019-K94 VAR 07/52 | 0.02 | 1,000,000 |
| FLAGSTAR VAR 12/49 | 0.02 | 1,093,256 |
| FNMA REMICS ZERO 04/46 | 0.02 | 801,122 |
| GNMA 2015-H03 FLT 01/65 | 0.02 | 730,249 |
| GNMA 2015-H04 FLT 02/65 | 0.02 | 965,585 |
| GNMA 2015-H12 FLT 05/65 | 0.02 | 625,217 |
| GNMA 2015-H14 FLT 05/65 | 0.02 | 706,476 |
| GNMA 2015-H15 FLT 06/65 | 0.02 | 998,445 |
| GOODGREEN 3.26% 10/53 | 0.02 | 891,044 |
| GOODGREEN 3.86% 10/54 | 0.02 | 1,042,271 |
| GREENSKY HOME 5.26% 10/59 | 0.02 | 786,937 |
| HILTON GRAND 4.3% 01/37 | 0.02 | 638,151 |
| LENDING 4.3% 04/31 | 0.02 | 980,000 |
| HOME 3.406% 09/39 | 0.02 | 812,484 |
| MVW 2024-1 5.32% 02/43 | 0.02 | 941,944 |
| OAKST VAR 03/40 | 0.02 | 774,788 |
| MMP CAPITAL 5.36% 12/31 | 0.02 | 922,105 |
| LENDMARK 2.47% 11/31 | 0.02 | 1,000,000 |
| CFMT 2024-HB15 VAR 08/34 | 0.02 | 851,842 |
| USD - FOR FUTURES | 0.02 | 977,528 |
| AMORTIZING FLT 12/32 | 0.02 | 854,574 |
| BANK 1.874% 06/64 | 0.02 | 832,690 |
| BBCMS 2.021% 04/53 | 0.02 | 883,802 |
| FHLMC REMICS FLT 10/41 | 0.02 | 759,624 |
| FHLMC REMICS FLT 07/42 | 0.02 | 882,673 |
| FHLMC REMICS FLT 08/38 | 0.02 | 652,292 |
| FHLMC REMICS FLT 03/42 | 0.02 | 618,022 |
| FHLMC VAR 05/50 | 0.02 | 740,527 |
| FNMA REMICS 3% 11/47 | 0.02 | 753,959 |
| FNMA REMICS 2.25% 05/42 | 0.02 | 933,880 |
| ROC MORTGAGE STEP 02/40 | 0.02 | 1,000,000 |
| STAR 2025-SFR5 FLT 02/42 | 0.02 | 998,681 |
| VERDANT 6.24% 01/31 | 0.02 | 750,425 |
| 20 TIMES SQUARE VAR 05/35 | 0.02 | 939,973 |
| THORNBURG VAR 12/44 | 0.02 | 980,801 |
| US 10YR NOTE 12/21/2026 | 0.01 | -409 |
| VOLT C LLC STEP 05/51 | 0.01 | 316,774 |
| US 10YR ULTRA 12/21/2026 | 0.01 | -469 |
| FHLMC STACR FLT 05/45 | 0.01 | 327,008 |
| SOFI CONSUMER 4.8% 02/34 | 0.01 | 503,446 |
| FNMA REMICS FLT 01/37 | 0.01 | 336,920 |
| FNMA REMICS FLT 02/43 | 0.01 | 432,077 |
| FNMA REMICS 2.5% 05/33 | 0.01 | 323,448 |
| FNMA REMICS 3% 02/48 | 0.01 | 279,640 |
| FNMA REMICS 3% 02/48 | 0.01 | 279,640 |
| FNMA GRANTOR VAR 03/41 | 0.01 | 260,943 |
| FNMA REMICS 2% 09/41 | 0.01 | 434,728 |
| UMBS MORTPASS 3% 02/33 | 0.01 | 472,401 |
| UMBS MORTPASS 3% 07/33 | 0.01 | 626,272 |
| FHLMC VAR 10/47 | 0.01 | 556,389 |
| FHLMCGLD 3% 08/28 | 0.01 | 213,760 |
| FIRST FRANKLIN FLT 02/33 | 0.01 | 578,174 |
| FIRST FRANKLIN FLT 09/33 | 0.01 | 231,353 |
| BAYVIEW FLT 07/37 | 0.01 | 229,271 |
| BAYVIEW FLT 08/35 | 0.01 | 238,227 |
| BAYVIEW FLT 08/35 | 0.01 | 238,227 |
| CASH | 0.01 | 399,053 |
| JGWB HOLDINGS FLT 02/30 | 0.01 | 221,867 |
| ACHD TRUST 5.978% 01/34 | 0.01 | 264,941 |
| CLARUS 4.71% 08/32 | 0.01 | 594,148 |
| BEAR STEARNS FLT 12/33 | 0.01 | 326,504 |
| CONNECTICUT FLT 02/45 | 0.01 | 544,686 |
| CONNECTICUT FLT 02/45 | 0.01 | 544,686 |
| CONNECTICUT FLT 01/44 | 0.01 | 433,243 |
| CONNECTICUT FLT 03/45 | 0.01 | 462,852 |
| CONNECTICUT FLT 03/45 | 0.01 | 462,852 |
| MF1 2021-FL7 FLT 10/36 | 0.01 | 365,097 |
| NEW RESIDENTIAL FLT 01/48 | 0.01 | 593,877 |
| NYMT LOAN STEP 09/39 | 0.01 | 363,939 |
| NAAC FLT 02/35 | 0.01 | 364,963 |
| METLIFE VAR 04/55 | 0.01 | 297,144 |
| MORGAN STANLEY VAR 04/34 | 0.01 | 344,321 |
| MORGAN STANLEY VAR 07/34 | 0.01 | 260,636 |
| MORGAN STANLEY VAR 07/34 | 0.01 | 260,636 |
| ONEMAIN 3.14% 10/36 | 0.01 | 600,000 |
| RASC SERIES STEP 06/33 | 0.01 | 522,587 |
| HOME PARTNERS 4.73% 04/39 | 0.01 | 522,610 |
| HILTON GRAND 2.74% 02/39 | 0.01 | 289,467 |
| HERO FUNDING 3.95% 09/48 | 0.01 | 553,249 |
| GSAA TRUST 5.5% 04/34 | 0.01 | 273,298 |
| GLS AUTO 4.43% 12/29 | 0.01 | 492,233 |
| GNMA 2014-H11 FLT 06/64 | 0.01 | 537,893 |
| GNMA 2012-H21 FLT 07/62 | 0.01 | 281,157 |
| GNMA 2013-H16 FLT 07/63 | 0.01 | 498,532 |
| FNMA INTEREST ZERO 11/39 | 0.01 | 705,170 |
| FNMA REMIC VAR 10/42 | 0.01 | 228,729 |
| FNMA REMIC VAR 12/42 | 0.01 | 256,853 |
| FNMA REMIC VAR 12/42 | 0.01 | 256,853 |
| FNMA REMICS FLT 10/54 | 0.01 | 578,451 |
| FNMA REMICS VAR 08/46 | 0.01 | 3,883,183 |
| FHLMC VAR 02/43 | 0.01 | 463,726 |
| US 2YR NOTE 12/31/2026 | -0.09 | 6,630 |
