| US TREASURY N/B 4.125 8/31/2028 | 2.99 | 4,056,200 |
| GNR 2024-64 UF FRN 4/20/2054 | 1.68 | 2,256,219 |
| FHR 5508 FG FRN 2/25/2055 | 1.54 | 2,064,863 |
| FNR 2025-7 FD FRN 9/25/2054 | 1.54 | 2,075,561 |
| FHR 5584 AF FRN 10/25/2055 | 1.45 | 1,952,669 |
| GNR 2025-51 FB FRN 3/20/2055 | 1.41 | 1,899,762 |
| AMCAR 2025-1 A2A 4.22 3/19/2029 | 0.91 | 1,235,000 |
| NAVSL 2021-GA A 1.58 4/15/2070 | 0.89 | 1,354,116 |
| SFUEL 2025-CA A3 4.11 4/20/2029 | 0.88 | 1,200,000 |
| US TREASURY N/B 3.875 3/31/2028 | 0.83 | 1,135,000 |
| US TREASURY N/B 4.25 8/15/2029 | 0.79 | 1,073,600 |
| JPMORGAN CHASE & CO 1.47 9/22/2027 | 0.76 | 1,029,000 |
| TEVT 2023-1 A3 5.38 6/20/2028 | 0.76 | 1,022,143 |
| CAS 2022-R03 1M2 FRN 3/25/2042 | 0.75 | 1,000,000 |
| BX 2026-LBTY A FRN 8/15/2048 | 0.74 | 1,000,000 |
| NAVS 2025-3A A1R FRN 7/15/2037 | 0.74 | 1,000,000 |
| LBA 2026-LBA6 A FRN 7/15/2043 | 0.74 | 1,000,000 |
| CEDF 2018-9A ARR FRN 7/20/2037 | 0.74 | 1,000,000 |
| FNR 2024-67 FA FRN 9/25/2054 | 0.73 | 984,160 |
| CHAIT 2023-A2 A 5.08 9/15/2030 | 0.71 | 950,000 |
| CAS 2023-R07 2B1 FRN 9/25/2043 | 0.70 | 900,000 |
| CRVNA 2026-P3 A3 4.76 8/11/2031 | 0.70 | 950,000 |
| WLAKE 2026-1A A3 4.01 7/16/2029 | 0.70 | 950,000 |
| TMCL 2021-2A A 2.23 4/20/2046 | 0.70 | 1,003,333 |
| CARMX 2026-1 A3 4.04 3/17/2031 | 0.70 | 950,000 |
| JPMORGAN CHASE & CO 2.947 2/24/2028 | 0.68 | 923,000 |
| EART 2026-1A A3 4.03 3/15/2030 | 0.66 | 900,000 |
| SDART 2024-2 C 5.84 6/17/2030 | 0.60 | 800,000 |
| SCE RECOVERY FUNDING LLC 4.453 3/15/2036 | 0.58 | 800,000 |
| CARRIER GLOBAL CORP 2.722 2/15/2030 | 0.57 | 828,000 |
| BOCA 2025-BOCA A FRN 12/15/2042 | 0.56 | 750,000 |
| ONNI 2024-APT A FRN 7/15/2039 | 0.56 | 750,000 |
| KSL 2026-HT3 A FRN 6/15/2043 | 0.56 | 750,000 |
| BX 2026-RISE A FRN 4/15/2041 | 0.56 | 750,000 |
| KSL 2025-MH A FRN 12/15/2042 | 0.56 | 750,000 |
| PFP 2026-14 A FRN 12/18/2043 | 0.56 | 750,000 |
| LMNT 2025-FL3 A FRN 7/21/2043 | 0.56 | 750,000 |
| LQR 2025-CALI A FRN 1/15/2043 | 0.56 | 750,000 |
| LS 2026-HTL6 A FRN 12/15/2040 | 0.56 | 750,000 |
| BCC 2024-3A A1R FRN 7/16/2037 | 0.56 | 750,000 |
| MPT 2026-WTRP A FRN 9/11/2043 | 0.55 | 750,000 |
| PCY 2026-FCMT A FRN 4/5/2041 | 0.55 | 750,000 |
| NAVEL 2026-A A 4.86 9/15/2056 | 0.54 | 745,303 |
| FHR 5549 AF FRN 6/25/2055 | 0.53 | 701,892 |
| FS 2026-PALM A FRN 7/15/2041 | 0.52 | 700,000 |
| ENBRIDGE INC 1.6 10/4/2026 | 0.52 | 703,000 |
| WYZE 2026-2A A1 FRN 7/15/2039 | 0.52 | 700,000 |
| MF1 2025-FL17 A FRN 2/18/2040 | 0.50 | 680,000 |
| CITI FUTURES CASH BALANCE - USD | 0.50 | 680,398 |
| MANUF & TRADERS TRUST CO 4.548 4/18/2030 | 0.50 | 685,000 |
| AMEREN CORP 5.7 12/1/2026 | 0.49 | 662,000 |
| TAOT 2024-C A3 4.88 3/15/2029 | 0.49 | 655,703 |
| RKTL 2026-2A B 4.85 5/25/2035 | 0.48 | 650,000 |
| BRAVO 2025-NQM4 A1 STEP-CPN 2/25/2065 | 0.47 | 635,311 |
| ORACLE CORP 2.8 4/1/2027 | 0.46 | 635,000 |
| FISERV INC 5.45 3/2/2028 | 0.46 | 614,000 |
| DUKE ENERGY CORP 3.15 8/15/2027 | 0.45 | 621,000 |
| NSLT 2025-DA A1A 4.65 8/20/2054 | 0.45 | 626,590 |
| BX 2026-CSMO B FRN 2/15/2043 | 0.45 | 600,000 |
| MAGNE 2019-22A ARR FRN 7/15/2036 | 0.44 | 600,000 |
| LCM 36A A1R FRN 1/15/2034 | 0.44 | 600,000 |
| NEUB 2022-47A AR FRN 4/16/2035 | 0.44 | 600,000 |
| MAGNE 2025-51A A1 FRN 10/25/2038 | 0.44 | 600,000 |
| LCM 38A AR2 FRN 11/4/2038 | 0.44 | 600,000 |
| PMTLT 2025-J2 A3 FRN 8/25/2056 | 0.44 | 608,186 |
| BX 2026-CART B FRN 2/15/2036 | 0.44 | 600,000 |
| COART 2026-1A A3 4.15 3/15/2030 | 0.44 | 600,000 |
| FHR 5472 FE FRN 11/25/2054 | 0.42 | 564,056 |
| HDMOT 2025-A A3 4.67 4/15/2030 | 0.41 | 550,000 |
| O'REILLY AUTOMOTIVE INC 3.6 9/1/2027 | 0.40 | 547,000 |
| SUMITOMO MITSUI TR BK LT 2.8 3/10/2027 | 0.39 | 538,000 |
| CVS HEALTH CORP 1.75 8/21/2030 | 0.39 | 605,000 |
| ORACLE CORP 3.25 11/15/2027 | 0.39 | 541,000 |
| BANK OF AMERICA CORP 2.592 4/29/2031 | 0.38 | 562,000 |
| HCA INC 4.125 6/15/2029 | 0.38 | 526,000 |
| BROADCOM INC 3.459 9/15/2026 | 0.38 | 516,000 |
| HUNTINGTON BANCSHARES 6.208 8/21/2029 | 0.38 | 500,000 |
| REALTY INCOME CORP 3.25 1/15/2031 | 0.38 | 546,000 |
| VERIZON COMMUNICATIONS 4.78 2/15/2035 | 0.37 | 531,000 |
| AREIT 2025-CRE11 A FRN 7/25/2043 | 0.37 | 500,000 |
| BX 2025-DELC A FRN 12/15/2042 | 0.37 | 500,000 |
| FS 2026-HULA A FRN 3/15/2041 | 0.37 | 500,000 |
| FS 2026-ORL B FRN 2/15/2041 | 0.37 | 500,000 |
| BLUEM 2021-28A A1R FRN 3/31/2038 | 0.37 | 500,000 |
| BSPRT 2025-FL12 A FRN 1/17/2043 | 0.37 | 500,000 |
| NWML 2023-IA A1R FRN 4/15/2038 | 0.37 | 500,000 |
| WINDR 2024-1A AR FRN 4/20/2037 | 0.37 | 500,000 |
| OCT48 2020-3A A1R2 FRN 1/15/2038 | 0.37 | 500,000 |
| ELM19 2022-6A AR2 FRN 10/17/2038 | 0.37 | 500,000 |
| CGMS 2017-3A A1R2 FRN 10/21/2037 | 0.37 | 500,000 |
| BDS 2025-FL16 A FRN 6/19/2043 | 0.37 | 500,000 |
| WHTPK 2021-1A A2R FRN 1/20/2035 | 0.37 | 500,000 |
| CGMS 2020-2A A1R2 FRN 1/25/2035 | 0.37 | 500,000 |
| BSP 2022-29A AR FRN 1/25/2038 | 0.37 | 500,000 |
| AWPT 2021-13A A1R FRN 7/15/2034 | 0.37 | 500,000 |
| AGL 2025-38A A1 FRN 1/22/2038 | 0.37 | 500,000 |
| OCP 2021-21A AR FRN 1/20/2038 | 0.37 | 500,000 |
| WLAKE 2026-3A B 4.96 5/17/2032 | 0.37 | 500,000 |
| LPL HOLDINGS INC 5.7 5/20/2027 | 0.37 | 495,000 |
| DUKE ENERGY CORP NEW 0% CP 10/05/2026 | 0.37 | 500,000 |
| DOMINION ENERGY INC VA 0.0 05OCT26 1026 | 0.37 | 500,000 |
| GSJP 2025-BEDS A FRN 12/15/2042 | 0.37 | 500,000 |
| BBCMS 2017-C1 A4 3.674 2/15/2050 | 0.37 | 500,000 |
| MED 2024-MOB A FRN 5/15/2041 | 0.37 | 500,000 |
| ORACLE CORP 2.95 4/1/2030 | 0.37 | 545,000 |
| NYC 2025-77C B FRN 1/10/2036 | 0.36 | 500,000 |
| CIFC 2021-7A AR FRN 1/23/2035 | 0.36 | 490,000 |
| PERMIAN RESOURC OPTG LLC 5.875 7/1/2029 | 0.36 | 489,000 |
| VISTRA OPERATIONS CO LLC 5.05 12/30/2026 | 0.36 | 489,000 |
| SEMT 2026-8 A26F FRN 6/26/2056 | 0.36 | 493,464 |
| RATE 2026-J2 A26 FRN 7/25/2056 | 0.36 | 496,517 |
| BBCMS 2022-C16 A5 FRN 6/15/2055 | 0.36 | 500,000 |
| SEMT 2026-8 A2 FRN 6/26/2056 | 0.35 | 493,464 |
| EFMT 2025-RM4 A1 FRN 11/25/2055 | 0.35 | 500,000 |
| GSMBS 2026-PJ8 A2 FRN 11/25/2056 | 0.35 | 491,239 |
| GSMBS 2026-PJ7 A2 FRN 10/25/2056 | 0.35 | 487,564 |
| WCORE 2024-CORE A FRN 11/15/2041 | 0.34 | 465,000 |
| CHASE 2024-7 A4 FRN 6/25/2055 | 0.34 | 460,139 |
| KKR 40A AR FRN 10/20/2034 | 0.34 | 458,101 |
| KINDER MORGAN INC 1.75 11/15/2026 | 0.34 | 459,000 |
| AMXCA 2023-2 A 4.8 5/15/2030 | 0.33 | 450,000 |
| ARES1 2024-IND2 A FRN 10/15/2034 | 0.33 | 450,000 |
| RHP HOTEL PPTY/RHP FINAN 7.25 7/15/2028 | 0.33 | 443,000 |
| PMTLT 2025-INV12 A29 FRN 12/25/2056 | 0.33 | 448,717 |
| CPI CG INC 10 7/15/2029 | 0.32 | 404,000 |
| OCTR 2021-11A AR FRN 7/20/2034 | 0.31 | 425,000 |
| SEMT 2025-13 A19 FRN 1/25/2056 | 0.31 | 431,937 |
| VMWARE LLC 2.2 8/15/2031 | 0.31 | 486,000 |
| FHR 5609 F FRN 12/25/2055 | 0.31 | 419,253 |
| BCC 2017-2A A1R3 FRN 7/25/2037 | 0.31 | 415,000 |
| DEUTSCHE BANK NY 6.819 11/20/2029 | 0.31 | 400,000 |
| PACIFIC GAS & ELECTRIC 6.1 1/15/2029 | 0.30 | 400,000 |
| CAPITAL ONE FINANCIAL CO 5.7 2/1/2030 | 0.30 | 400,000 |
| BANCO BILBAO VIZCAYA ARG 6.138 9/14/2028 | 0.30 | 400,000 |
| JEFFERIES FIN GROUP INC 6.45 6/8/2027 | 0.30 | 400,000 |
| BPCE SA 5.716 1/18/2030 | 0.30 | 400,000 |
| UBS GROUP AG 5.428 2/8/2030 | 0.30 | 400,000 |
| FORD MOTOR CREDIT CO LLC 5.8 3/8/2029 | 0.30 | 400,000 |
| MAIN STREET CAPITAL CORP 6.5 6/4/2027 | 0.30 | 400,000 |
| BANCO SANTANDER SA 5.365 7/15/2028 | 0.30 | 400,000 |
| JACKSON FINANCIAL INC 5.17 6/8/2027 | 0.30 | 400,000 |
| BX 2026-XL6 B FRN 3/15/2043 | 0.30 | 399,624 |
| HYUNDAI CAPITAL AMERICA 4.25 1/8/2029 | 0.29 | 400,000 |
| BANCO BILBAO VIZCAYA ARG 4.15 3/3/2029 | 0.29 | 400,000 |
| VIATRIS INC 2.3 6/22/2027 | 0.29 | 400,000 |
| FHR 5507 FG FRN 2/25/2055 | 0.29 | 385,427 |
| AMERICAN EXPRESS CO 5.098 2/16/2028 | 0.29 | 387,000 |
| VERIZON COMMUNICATIONS 2.355 3/15/2032 | 0.29 | 448,000 |
| AT&T INC 2.25 2/1/2032 | 0.29 | 450,000 |
| COREBRIDGE FINANCIAL INC 3.65 4/5/2027 | 0.29 | 389,000 |
| ROYAL BANK OF CANADA 4.4 4/17/2030 | 0.28 | 385,000 |
| SMB 2024-C A1A 5.5 6/17/2052 | 0.28 | 377,709 |
| SMB 2022-A APT 2.85 11/16/2054 | 0.28 | 409,947 |
| FORTIVE CORPORATION 4.75 5/15/2031 | 0.28 | 385,000 |
| STACR 2023-HQA3 M1 FRN 11/25/2043 | 0.28 | 376,209 |
| WYZE 2024-2A A FRN 7/15/2037 | 0.28 | 375,000 |
| OCT40 2019-1A A1RR FRN 1/20/2035 | 0.28 | 375,000 |
| LADDER CAP FIN LLLP/CORP 4.25 2/1/2027 | 0.28 | 375,000 |
| CHARTER COMM OPT LLC/CAP 7.087 9/1/2038 | 0.28 | 374,000 |
| WEC ENERGY GROUP INC 5.15 10/1/2027 | 0.27 | 369,000 |
| BANK OF AMERICA CORP 4.948 7/22/2028 | 0.27 | 368,000 |
| OMEGA HLTHCARE INVESTORS 4.75 1/15/2028 | 0.27 | 369,000 |
| SEMT 2026-INV1 A8 FRN 1/25/2056 | 0.26 | 400,000 |
| ROYALTY PHARMA PLC 2.2 9/2/2030 | 0.26 | 393,000 |
| PNC FINANCIAL SERVICES 4.618 10/26/2029 | 0.26 | 350,000 |
| SDART 2022-7 C 6.69 3/17/2031 | 0.26 | 344,408 |
| PARK INTERMED HOLDINGS 5.875 10/1/2028 | 0.26 | 347,000 |
| ORACLE CORP 4.55 2/4/2029 | 0.25 | 340,000 |
| INTERCONTINENTALEXCHANGE 2.1 6/15/2030 | 0.24 | 366,000 |
| ATCLO 2024-23A A1R FRN 7/20/2037 | 0.24 | 325,000 |
| MSRM 2024-3 A7 FRN 7/25/2054 | 0.24 | 326,266 |
| MORGAN STANLEY 2.475 1/21/2028 | 0.24 | 327,000 |
| ARCREN 2025-FL1 A FRN 1/20/2043 | 0.24 | 320,000 |
| FEDEX 2020-1 PASS TST 1.875 2/20/2034 | 0.24 | 374,899 |
| CDW LLC/CDW FINANCE 4.25 4/1/2028 | 0.23 | 315,000 |
| MORGAN STANLEY 5.466 1/18/2035 | 0.23 | 311,000 |
| AMAZON.COM INC 4.6 7/9/2029 | 0.23 | 310,000 |
| NATWEST GROUP PLC 5.076 1/27/2030 | 0.22 | 300,000 |
| TENET HEALTHCARE CORP 5.125 11/1/2027 | 0.22 | 300,000 |
| ING GROEP NV 6.083 9/11/2027 | 0.22 | 300,000 |
| US TREASURY N/B 4.125 6/30/2028 | 0.22 | 300,000 |
| SWCH 2025-DATA A FRN 2/15/2042 | 0.22 | 300,000 |
| MEDLINE BORROWER/MEDL CO 6.25 4/1/2029 | 0.22 | 290,000 |
| CGCMT 2020-GC46 AS FRN 2/15/2053 | 0.22 | 325,000 |
| JPMMT 2024-11 A6 FRN 4/25/2055 | 0.21 | 286,907 |
| OMNICOM GROUP INC 4.2 3/2/2029 | 0.21 | 288,000 |
| GNR 2025-89 FG FRN 5/20/2055 | 0.20 | 270,173 |
| MITSUBISHI UFJ FIN GRP 4.592 4/18/2030 | 0.20 | 275,000 |
| INVITATION HOMES OP 2 8/15/2031 | 0.20 | 315,000 |
| ERAC USA FINANCE LLC 4.5 10/30/2029 | 0.20 | 270,000 |
| SPIRE 2026-1 A1 FRN 1/25/2066 | 0.20 | 268,899 |
| ONEOK INC 5.625 1/15/2028 | 0.19 | 251,000 |
| CGMS 2021-9A AR FRN 10/20/2034 | 0.19 | 250,000 |
| CIFC 2022-4A AR FRN 7/16/2035 | 0.19 | 250,000 |
| CARMX 2026-3 C 5 10/15/2032 | 0.18 | 250,000 |
| SDART 2026-1 A3 3.93 7/15/2030 | 0.18 | 250,000 |
| LLOYDS BANKING GROUP PLC 3.574 11/7/2028 | 0.18 | 250,000 |
| COMM 2018-COR3 A3 4.228 5/10/2051 | 0.18 | 250,000 |
| BANK OF AMERICA CORP 3.419 12/20/2028 | 0.18 | 248,000 |
| BCC 2020-5A ARR FRN 4/20/2034 | 0.18 | 241,082 |
| US TREASURY N/B 4.375 08/31/2031 | 0.17 | 233,900 |
| ENERGY TRANSFER LP 5.25 7/1/2029 | 0.17 | 230,000 |
| SALESFORCE INC 4.65 3/15/2029 | 0.17 | 233,000 |
| T-MOBILE USA INC 3.375 4/15/2029 | 0.16 | 225,000 |
| MPLX LP 2.65 8/15/2030 | 0.16 | 237,000 |
| NATIONAL RURAL UTIL COOP 2.75 4/15/2032 | 0.16 | 241,000 |
| MF1 2021-FL7 A FRN 10/16/2036 | 0.15 | 208,627 |
| WELLS FARGO & COMPANY 6.303 10/23/2029 | 0.15 | 200,000 |
| JPMORGAN CHASE & CO 6.087 10/23/2029 | 0.15 | 200,000 |
| CAPITAL ONE FINANCIAL CO 6.312 6/8/2029 | 0.15 | 200,000 |
| ICON INVESTMENTS SIX DAC 5.421 8/13/2031 | 0.15 | 205,000 |
| NATWEST GROUP PLC 5.808 9/13/2029 | 0.15 | 200,000 |
| JEFFERIES FIN GROUP INC 5.875 7/21/2028 | 0.15 | 200,000 |
| CNH INDUSTRIAL CAP LLC 5.5 1/12/2029 | 0.15 | 200,000 |
| WESTPAC NEW ZEALAND LTD 5.132 2/26/2027 | 0.15 | 200,000 |
| LSEG US FIN CORP 4.875 3/28/2027 | 0.15 | 200,000 |
| MANUF & TRADERS TRUST CO 4.762 7/6/2028 | 0.15 | 200,000 |
| REGIONS BANKS/BIRMGHM AL 4.755 7/27/2029 | 0.15 | 200,000 |
| GOLDMAN SACHS GROUP INC 1.948 10/21/2027 | 0.15 | 200,000 |
| EASTMAN CHEMICAL CO 4.5 12/1/2028 | 0.15 | 200,000 |
| MORGAN STANLEY 4.431 1/23/2030 | 0.15 | 200,000 |
| JPMORGAN CHASE & CO 4.408 4/23/2030 | 0.15 | 200,000 |
| BANK OF AMERICA CORP 3.974 2/7/2030 | 0.15 | 200,000 |
| CHASE 2026-AGY1 A3 FRN 2/25/2057 | 0.14 | 199,516 |
| WELLS FARGO & COMPANY 3.526 3/24/2028 | 0.14 | 189,000 |
| PUBLIC SERVICE ENTERPRIS 4.8 6/15/2031 | 0.13 | 180,000 |
| JPMMT 2026-1 A3 FRN 7/25/2056 | 0.13 | 178,801 |
| ERAC USA FINANCE LLC 4.7 4/30/2031 | 0.12 | 170,000 |
| EART 2024-1A C 5.41 5/15/2030 | 0.12 | 163,273 |
| AMER AIRLN 15-2 AA PTT 3.6 9/22/2027 | 0.12 | 165,231 |
| BANK OF AMERICA CORP 2.687 4/22/2032 | 0.11 | 173,000 |
| BANK OF NOVA SCOTIA 4.247 2/2/2030 | 0.11 | 155,000 |
| ROYALTY PHARMA PLC 1.75 9/2/2027 | 0.11 | 152,000 |
| WELLS FARGO & COMPANY 3.584 5/22/2028 | 0.11 | 149,000 |
| STANDARD INDUSTRI INC/NY 4.75 1/15/2028 | 0.11 | 148,000 |
| CASCADES INC/USA INC 5.375 1/15/2028 | 0.11 | 147,000 |
| ADVANCE AUTO PARTS 1.75 10/1/2027 | 0.11 | 150,000 |
| JPMORGAN CHASE & CO 4.452 12/5/2029 | 0.11 | 146,000 |
| ALLIANT HOLD / CO-ISSUER 6.75 4/15/2028 | 0.10 | 140,000 |
| ENERGIZER HOLDINGS INC 4.375 3/31/2029 | 0.10 | 145,000 |
| CELANESE US HOLDINGS LLC 7.35 11/15/2028 | 0.10 | 135,000 |
| SMYRNA READY MIX CONCRET 6 11/1/2028 | 0.10 | 140,000 |
| CDW LLC/CDW FINANCE 3.276 12/1/2028 | 0.10 | 146,000 |
| STEEL DYNAMICS INC 1.65 10/15/2027 | 0.10 | 144,000 |
| IRON MOUNTAIN INC 5 7/15/2028 | 0.10 | 140,000 |
| AVIS BUDGET CAR/FINANCE 4.75 4/1/2028 | 0.10 | 140,000 |
| WILLIAMS SCOTSMAN INC 4.625 8/15/2028 | 0.10 | 140,000 |
| ENTERPRISE PRODUCTS OPER 2.8 1/31/2030 | 0.10 | 148,000 |
| BANK OF AMERICA CORP 4.477 4/23/2030 | 0.10 | 140,000 |
| NRG ENERGY INC 3.375 2/15/2029 | 0.10 | 145,000 |
| SM ENERGY CO 6.75 8/1/2029 | 0.10 | 135,000 |
| NEXSTAR MEDIA INC 4.75 11/1/2028 | 0.10 | 140,000 |
| PRIMO / TRITON WATER HLD 4.375 4/30/2029 | 0.10 | 140,000 |
| CLEVELAND-CLIFFS INC 6.875 11/1/2029 | 0.10 | 135,000 |
| JPMORGAN CHASE & CO 4.622 4/23/2032 | 0.10 | 140,000 |
| SIRIUS XM RADIO LLC 4 7/15/2028 | 0.10 | 140,000 |
| OUTFRONT MEDIA CAP LLC/C 4.25 1/15/2029 | 0.10 | 140,000 |
| GNR 2025-89 FB FRN 5/20/2055 | 0.10 | 134,796 |
| ONEMAIN FINANCE CORP 3.875 9/15/2028 | 0.10 | 140,000 |
| TENNECO INC 8 11/17/2028 | 0.10 | 135,000 |
| STARWOOD PROPERTY TRUST 5.875 8/15/2029 | 0.10 | 135,000 |
| CLYDESDALE ACQUISITION 6.625 4/15/2029 | 0.10 | 135,000 |
| DARLING INGREDIENTS INC 5.25 4/15/2027 | 0.10 | 135,000 |
| CINEMARK USA INC 5.25 7/15/2028 | 0.10 | 135,000 |
| ACADIA HEALTHCARE CO INC 5.5 7/1/2028 | 0.10 | 135,000 |
| NAVIENT CORP 5 3/15/2027 | 0.10 | 135,000 |
| MCGRAW-HILL EDUCATION 5.75 8/1/2028 | 0.10 | 135,000 |
| ACCENTURE CAPITAL INC 5 7/10/2031 | 0.10 | 135,000 |
| MGM RESORTS INTL 4.75 10/15/2028 | 0.10 | 135,000 |
| CHEMOURS CO 5.75 11/15/2028 | 0.10 | 135,000 |
| CLOUD SOFTWARE GRP LLC 6.5 3/31/2029 | 0.10 | 135,000 |
| CCO HLDGS LLC/CAP CORP 5 2/1/2028 | 0.10 | 135,000 |
| MATCH GROUP HLD II LLC 4.625 6/1/2028 | 0.10 | 135,000 |
| SUNOCO LP 7 5/1/2029 | 0.10 | 130,000 |
| TRANSDIGM INC 6.375 3/1/2029 | 0.10 | 130,000 |
| INGRAM MICRO INC 4.75 5/15/2029 | 0.10 | 135,000 |
| PRA GROUP INC 8.375 2/1/2028 | 0.10 | 130,000 |
| T-MOBILE USA INC 2.05 2/15/2028 | 0.10 | 135,000 |
| AMER AIRLINE 16-2 AA PTT 3.2 6/15/2028 | 0.10 | 133,756 |
| PENNYMAC FIN SVCS INC 4.25 2/15/2029 | 0.10 | 135,000 |
| ALBERTSONS COS/SAFEWAY 3.5 3/15/2029 | 0.09 | 135,000 |
| ECOLAB INC 4.8 3/24/2030 | 0.09 | 124,000 |
| AMERICAN AIRLINES/AADVAN 5.75 4/20/2029 | 0.09 | 123,750 |
| MORGAN STANLEY 4.555 4/10/2030 | 0.09 | 120,000 |
| WELLS FARGO & COMPANY 4.844 5/20/2032 | 0.09 | 120,000 |
| COREBRIDGE GLOB FUNDING 4.65 8/20/2027 | 0.08 | 110,000 |
| BROOKFIELD ASSET MANAGEM 4.832 4/15/2031 | 0.08 | 110,000 |
| GOLDMAN SACHS GROUP INC 5.24 7/21/2032 | 0.08 | 105,000 |
| LPL HOLDINGS INC 6.75 11/17/2028 | 0.08 | 100,000 |
| AMERICAN HOMES 4 RENT 3.625 4/15/2032 | 0.08 | 113,000 |
| FORD MOTOR CREDIT CO LLC 6.798 11/7/2028 | 0.08 | 100,000 |
| WESTERN MIDSTREAM OPERAT 6.35 1/15/2029 | 0.08 | 100,000 |
| UBS GROUP AG 6.246 9/22/2029 | 0.08 | 100,000 |
| DEUTSCHE BANK NY 6.72 1/18/2029 | 0.08 | 100,000 |
| PENSKE TRUCK LEASING/PTL 6.05 8/1/2028 | 0.08 | 100,000 |
| LIGHT & WONDER INTL INC 7.25 11/15/2029 | 0.08 | 100,000 |
| GLP CAPITAL LP / FIN II 5.75 6/1/2028 | 0.07 | 100,000 |
| HYUNDAI CAPITAL AMERICA 5.3 1/8/2029 | 0.07 | 100,000 |
| MITSUBISHI UFJ FIN GRP 5.354 9/13/2028 | 0.07 | 100,000 |
| AES CORP/THE 5.45 6/1/2028 | 0.07 | 100,000 |
| VOLKSWAGEN GROUP AMERICA 5.25 3/22/2029 | 0.07 | 100,000 |
| SUMISHO AIR LEASE CORP 5.1 3/1/2029 | 0.07 | 100,000 |
| GLP CAPITAL LP / FIN II 5.3 1/15/2029 | 0.07 | 100,000 |
| FIRST-CITIZENS BANK/TRST 5.097 7/13/2029 | 0.07 | 100,000 |
| VOLKSWAGEN GROUP AMERICA 4.75 11/13/2028 | 0.07 | 100,000 |
| CHARTER COMM OPT LLC/CAP 5.05 3/30/2029 | 0.07 | 100,000 |
| IBM CORP 5 2/10/2032 | 0.07 | 100,000 |
| VISTRA OPERATIONS CO LLC 4.55 10/30/2028 | 0.07 | 100,000 |
| UBS GROUP AG 4.151 12/23/2029 | 0.07 | 100,000 |
| SUMISHO AIR LEASE CORP 2.1 9/1/2028 | 0.07 | 100,000 |
| CROWN CASTLE INC 3.65 9/1/2027 | 0.07 | 93,000 |
| MORGAN STANLEY 4.238 1/9/2030 | 0.07 | 90,000 |
| OZLM 2016-15A A1R3 FRN 4/20/2033 | 0.06 | 87,684 |
| CANADIAN PACIFIC RAILWAY 1.75 12/2/2026 | 0.06 | 83,000 |
| BANK OF MONTREAL 4.062 9/22/2028 | 0.06 | 79,000 |
| HYUNDAI CAPITAL AMERICA 4.75 4/6/2029 | 0.05 | 65,000 |
| BANK OF AMERICA CORP 3.593 7/21/2028 | 0.05 | 64,000 |
| BANK OF AMERICA CORP 2.299 7/21/2032 | 0.05 | 72,000 |
| PFMT 2021-J1 A10 FRN 10/25/2051 | 0.05 | 100,000 |
| CROWN CASTLE INC 3.8 2/15/2028 | 0.04 | 61,000 |
| JPMORGAN CHASE & CO 4.864 7/23/2030 | 0.04 | 60,000 |
| HYUNDAI CAPITAL AMERICA 5.35 3/19/2029 | 0.04 | 50,000 |
| VOLKSWAGEN GROUP AMERICA 5.3 3/22/2027 | 0.04 | 50,000 |
| MORGAN STANLEY 4.708 3/12/2032 | 0.04 | 50,000 |
| PACIFIC LIFE GF II 2.45 1/11/2032 | 0.03 | 50,000 |
| ONEOK INC 4.25 9/24/2027 | 0.03 | 43,000 |
| MORGAN STANLEY 5.173 1/16/2030 | 0.03 | 40,000 |
| JPMORGAN CHASE & CO 5.041 7/23/2032 | 0.03 | 40,000 |
| SANTANDER HOLDINGS USA 6.499 3/9/2029 | 0.03 | 39,000 |
| US 5YR NOTE (CBT) DEC26 | 0.03 | -79 |
| PNC FINANCIAL SERVICES 4.075 1/26/2029 | 0.02 | 33,000 |
| BLACKSTONE HOLDINGS FINA 1.625 8/5/2028 | 0.02 | 34,000 |
| MCCORMICK & CO 4.15 2/15/2029 | 0.02 | 31,000 |
| US 2YR NOTE (CBT) DEC26 | 0.02 | -50 |
| MORGAN STANLEY 2.239 7/21/2032 | 0.02 | 30,000 |
| PENSKE TRUCK LEASING/PTL 5.35 1/12/2027 | 0.02 | 25,000 |
| MORGAN STANLEY 5.17 7/14/2032 | 0.02 | 25,000 |
| DIRECTV FIN LLC/COINC 5.875 8/15/2027 | 0.02 | 21,000 |
| US LONG BOND(CBT) DEC26 | 0.00 | -15 |
| CITI FUTURES INITIAL MARGIN - USD | -0.25 | -331,300 |
| CASH | -0.29 | -398,181 |
