| CHINA DEVELOPMENT BANK 2.730000% 01/11/2028 |
1,400,000 |
1,400,000 |
0 |
1.94% |
$6.62K |
| China Development Bank |
1,300,000 |
1,300,000 |
0 |
1.83% |
$6.99K |
| China Development Bank |
1,000,000 |
1,000,000 |
0 |
1.43% |
$5.23K |
| DOMREP 5 1/2 02/22/29 |
150,000 |
150,000 |
0 |
1.43% |
$9.35K |
| Heathrow Funding Ltd. |
100,000 |
100,000 |
0 |
1.31% |
$9.41K |
| JAPAN GOVT 10-YR |
18,000,000 |
18,000,000 |
0 |
1.24% |
$7.83K |
| CPUK Mortgage Finance Limited |
100,000 |
100,000 |
0 |
1.20% |
$7.89K |
| International Business Machines Corp |
100,000 |
100,000 |
0 |
1.13% |
$14.88K |
| Crown European Holdings SA |
100,000 |
100,000 |
0 |
1.12% |
$9.22K |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV |
100,000 |
100,000 |
0 |
1.10% |
$8.43K |
| Italy Buoni Poliennali Del Tesoro |
100,000 |
100,000 |
0 |
1.10% |
$9.75K |
| Honeywell International Inc |
100,000 |
100,000 |
0 |
1.09% |
$7.72K |
| Douglas GmbH |
100,000 |
100,000 |
0 |
1.07% |
$6.74K |
| Molson Coors Beverage Co. |
100,000 |
100,000 |
0 |
1.06% |
$5.47K |
| Lorca Telecom Bondco SA |
100,000 |
100,000 |
0 |
1.05% |
$9.56K |
| GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS |
85,000 |
85,000 |
0 |
1.05% |
$14.57K |
| Paprec Holding SA |
100,000 |
100,000 |
0 |
1.04% |
$11.65K |
| SUEZ SACA 1.875% 05/24/2027 REGS |
100,000 |
100,000 |
0 |
1.03% |
$8.13K |
| UNITED GROUP BV 5.25% 02/01/2030 144A |
100,000 |
100,000 |
0 |
1.02% |
$17.43K |
| PartnerRe Ireland Finance DAC |
100,000 |
100,000 |
0 |
1.02% |
$7.63K |
| Japan Bank for International Cooperation |
100,000 |
100,000 |
0 |
1.01% |
$9.32K |
| Chanel Ceres plc |
100,000 |
100,000 |
0 |
1.00% |
$7.73K |
| BCP V Modular Services Finance II PLC |
100,000 |
100,000 |
0 |
1.00% |
$13.97K |
| JAPAN GOVT 30-YR |
15,000,000 |
15,000,000 |
0 |
0.98% |
$5.68K |
| Dell Equipment Finance Trust, Series 2023-2, Class A2 |
100,000 |
100,000 |
0 |
0.98% |
$338 |
| VERDE CLO Ltd |
100,000 |
100,000 |
0 |
0.97% |
$325 |
| ONTARIO PROVINCE |
100,000 |
100,000 |
0 |
0.97% |
$659 |
| DANSKE BANK AS (UNGTD) 0.75%/VAR 06/09/2029 REGS |
100,000 |
100,000 |
0 |
0.95% |
$9.43K |
| JAPAN GOVT 10-YR |
14,000,000 |
14,000,000 |
0 |
0.94% |
$6.83K |
| LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS |
100,000 |
100,000 |
0 |
0.92% |
$14.48K |
| CHINA DEVELOPMENT BANK CNY UNSEC 3.07% 03-10-30 |
650,000 |
650,000 |
0 |
0.91% |
$3.61K |
| Mariner Finance Issuance Trust, Series 2021-BA, Class A |
100,000 |
100,000 |
0 |
0.88% |
$3.00K |
| CHINA DEVELOPMENT BANK 3.68% 02/26/2026 |
600,000 |
600,000 |
0 |
0.85% |
$2.73K |
| Indonesia Government International Bond |
100,000 |
100,000 |
0 |
0.85% |
$11.29K |
| Action Logement Services |
100,000 |
100,000 |
0 |
0.83% |
$11.05K |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 |
74,000 |
74,000 |
0 |
0.77% |
$4.60K |
| JPMORGAN CHASE |
88,000 |
88,000 |
0 |
0.73% |
$5.02K |
| AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A |
72,000 |
72,000 |
0 |
0.65% |
$2.22K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 |
62,000 |
62,000 |
0 |
0.60% |
$3.49K |
| Departamento Administrativo De La Presidencia De La Republica |
250,000,000 |
250,000,000 |
0 |
0.60% |
$5.34K |
| ORACLE CORP |
55,000 |
55,000 |
0 |
0.58% |
$4.15K |
| EQT CORP |
55,000 |
55,000 |
0 |
0.58% |
$2.45K |
| CITIGROUP INC |
70,000 |
70,000 |
0 |
0.57% |
$4.21K |
| CENTENE CORP |
65,000 |
65,000 |
0 |
0.57% |
$4.11K |
| European Bank for Reconstruction & Development |
51,000 |
51,000 |
0 |
0.55% |
$2.90K |
| Turkiye Government International Bond |
55,000 |
55,000 |
0 |
0.55% |
$799 |
| UNITED KINGDOM GILT 0.875000% 07/31/2033 |
55,000 |
55,000 |
0 |
0.53% |
$6.63K |
| US DOLLARS |
8 |
8 |
0 |
0.50% |
$83.09K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 |
62,000 |
62,000 |
0 |
0.50% |
$5.44K |
| CITZN 2023-2 A3 144A 5.83% 02-15-28 |
50,000 |
50,000 |
0 |
0.49% |
$726 |
| GMALT 2023-2 B |
50,000 |
50,000 |
0 |
0.49% |
$603 |
| CARMX 2023-1 D |
50,000 |
50,000 |
0 |
0.49% |
$1.19K |
| DIAMONDBACK ENER |
52,000 |
52,000 |
0 |
0.45% |
$2.89K |
| T-MOBILE USA INC |
48,000 |
48,000 |
0 |
0.44% |
$2.99K |
| INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23 |
47,000 |
47,000 |
0 |
0.42% |
$1.39K |
| SOUTHERN CO |
42,000 |
42,000 |
0 |
0.41% |
$265 |
| BAT CAPITAL CORP |
42,000 |
42,000 |
0 |
0.40% |
$366 |
| SYNIT 2023-A1 A |
40,000 |
40,000 |
0 |
0.40% |
$806 |
| FACTSET RESEARCH |
45,000 |
45,000 |
0 |
0.39% |
$3.01K |
| AMERICAN TOWER |
42,000 |
42,000 |
0 |
0.39% |
$2.53K |
| WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24 |
40,000 |
40,000 |
0 |
0.39% |
$271 |
| UNITEDHEALTH GRP |
40,000 |
40,000 |
0 |
0.38% |
$1.98K |
| Queensland Treasury Corp |
70,000 |
70,000 |
0 |
0.38% |
$3.87K |
| INTERNATIONAL FINANCE CORPORATION |
65,000 |
65,000 |
0 |
0.37% |
$2.99K |
| WORKDAY INC |
40,000 |
40,000 |
0 |
0.36% |
$2.96K |
| US BANCORP |
38,000 |
38,000 |
0 |
0.35% |
$2.94K |
| GOLDMAN SACHS GP |
36,000 |
36,000 |
0 |
0.34% |
$501 |
| BANK OF AMER CRP |
35,000 |
35,000 |
0 |
0.34% |
$271 |
| AMAZON.COM INC |
33,000 |
33,000 |
0 |
0.33% |
$2.39K |
| DUKE ENERGY COR |
35,000 |
35,000 |
0 |
0.33% |
$2.40K |
| L3HARRIS TECH IN |
32,000 |
32,000 |
0 |
0.32% |
$2.51K |
| CHINA GOVT BOND CNY 3.86% 07-22-49 |
200,000 |
200,000 |
0 |
0.32% |
$1.82K |
| HUMANA INC |
30,000 |
30,000 |
0 |
0.31% |
$2.13K |
| SOUTHWEST GAS |
34,000 |
34,000 |
0 |
0.31% |
$2.49K |
| NATL GRID PLC |
30,000 |
30,000 |
0 |
0.31% |
$2.38K |
| BANK OF AMER CRP |
37,000 |
37,000 |
0 |
0.30% |
$2.16K |
| FORDL 2023-B D |
30,000 |
30,000 |
0 |
0.30% |
$473 |
| CARGILL INC |
27,000 |
27,000 |
0 |
0.25% |
$1.54K |
| French Republic Government Bonds OAT |
40,000 |
40,000 |
0 |
0.25% |
$5.38K |
| PHILIP MORRIS IN |
23,000 |
23,000 |
0 |
0.24% |
$1.38K |
| ELEVANCE HEALTH |
23,000 |
23,000 |
0 |
0.23% |
$1.41K |
| BANK OF AMER CRP |
25,000 |
25,000 |
0 |
0.23% |
$987 |
| AMGEN INC |
23,000 |
23,000 |
0 |
0.23% |
$1.17K |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2052 REGS |
40,000 |
40,000 |
0 |
0.23% |
$5.31K |
| IPALCO ENTPRS IN |
25,000 |
25,000 |
0 |
0.23% |
$1.20K |
| CENTERPOINT ENER |
27,000 |
27,000 |
0 |
0.22% |
$1.53K |
| MET TRANS AUTH |
20,000 |
20,000 |
0 |
0.22% |
$1.69K |
| WELLS FARGO CO |
25,000 |
25,000 |
0 |
0.21% |
$1.62K |
| ENCANA CORP |
21,000 |
21,000 |
0 |
0.21% |
$1.57K |
| JPMORGAN CHASE |
25,000 |
25,000 |
0 |
0.21% |
$1.52K |
| FYBR 5 05/01/28 144A |
23,000 |
23,000 |
0 |
0.21% |
$1.61K |
| NGPL PIPECO LLC SR UNSECURED 144A 07/31 3.25 |
24,000 |
24,000 |
0 |
0.20% |
$1.74K |
| MORGAN STANLEY |
25,000 |
25,000 |
0 |
0.20% |
$1.56K |
| CHTR 4.75 03/01/30 144A |
22,000 |
22,000 |
0 |
0.20% |
$1.64K |
| LEEWARD RENEWABL REGD 144A P/P 4.25000000 |
23,000 |
23,000 |
0 |
0.20% |
$1.13K |
| BANK OF NY MELLO |
20,000 |
20,000 |
0 |
0.19% |
$1.03K |
| SM Energy Company |
19,000 |
19,000 |
0 |
0.19% |
$502 |
| Aviation Capital Group LLC |
19,000 |
19,000 |
0 |
0.19% |
$797 |
| EXELON GENERATIO |
18,000 |
18,000 |
0 |
0.19% |
$1.83K |
| RCOLIN 12.25 09/01/29 144A |
19,000 |
19,000 |
0 |
0.18% |
-$1.35K |
| WELLS FARGO CO |
18,000 |
18,000 |
0 |
0.18% |
$1.25K |
| BAT CAPITAL CORP |
17,000 |
17,000 |
0 |
0.17% |
$1.11K |
| AYR 2.85 01/26/28 144A |
20,000 |
20,000 |
0 |
0.17% |
$873 |
| SPRINT CAP CORP |
15,000 |
15,000 |
0 |
0.16% |
$763 |
| SOUTH AFRICA REPUBLIC OF 8.75% 02/28/2048 |
396,000 |
396,000 |
0 |
0.16% |
$1.43K |
| MORGAN STANLEY |
16,000 |
16,000 |
0 |
0.15% |
$596 |
| SPANISH GOV'T |
21,000 |
21,000 |
0 |
0.15% |
$2.75K |
| FTAI AVIATION INVESTORS REGD 144A P/P 5.50000000 |
16,000 |
16,000 |
0 |
0.15% |
$877 |
| HEICO CORP |
15,000 |
15,000 |
0 |
0.15% |
$1.15K |
| Transocean International Ltd 8.00 02/01/2027 |
15,000 |
15,000 |
0 |
0.14% |
$186 |
| DISH Network Corp |
14,000 |
14,000 |
0 |
0.14% |
$500 |
| CENTENE CORP |
15,000 |
15,000 |
0 |
0.14% |
$623 |
| US BANCORP |
15,000 |
15,000 |
0 |
0.14% |
$1.16K |
| TRANSDIGM INC SUB 4.625% 01-15-29 |
15,000 |
15,000 |
0 |
0.14% |
$975 |
| Osaic Holdings, Inc. |
14,000 |
14,000 |
0 |
0.14% |
$842 |
| TRANSALTA CORP 7.75% 11/15/2029 |
13,000 |
13,000 |
0 |
0.13% |
$643 |
| OKLAHOMA GAS & E |
13,000 |
13,000 |
0 |
0.13% |
$937 |
| M&T BANK CORP |
14,000 |
14,000 |
0 |
0.13% |
$1.15K |
| INTUIT INC |
12,000 |
12,000 |
0 |
0.13% |
$1.61K |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A |
14,000 |
14,000 |
0 |
0.13% |
$904 |
| NETFLIX INC |
12,000 |
12,000 |
0 |
0.12% |
$565 |
| NAVCOR 8.5 03/15/30 144A |
12,000 |
12,000 |
0 |
0.12% |
$515 |
| X 6.65 06/01/37 |
12,000 |
12,000 |
0 |
0.12% |
$921 |
| AMERICAN TOWER |
12,000 |
12,000 |
0 |
0.12% |
$977 |
| ZYMEWORKS INC CFD |
5 |
5 |
0 |
0.12% |
$22.92K |
| DUKE ENERGY IND |
12,000 |
12,000 |
0 |
0.12% |
$1.25K |
| AEP TEXAS INC SR UNSECURED 06/33 5.4 |
12,000 |
12,000 |
0 |
0.12% |
$738 |
| WMS 6 3/8 06/15/30 |
12,000 |
12,000 |
0 |
0.12% |
$559 |
| Eco Material Technologies Inc. |
12,000 |
12,000 |
0 |
0.12% |
$561 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25 05/15/2027 |
12,000 |
12,000 |
0 |
0.11% |
$513 |
| BOOZ ALLEN HAMILTON INC REGD 144A P/P 3.87500000 |
12,000 |
12,000 |
0 |
0.11% |
$553 |
| CPE 8 08/01/28 144A |
11,000 |
11,000 |
0 |
0.11% |
$221 |
| WYNDHAM HOTELS & RESORTS REGD 144A P/P 4.37500000 |
12,000 |
12,000 |
0 |
0.11% |
$441 |
| OWENS-BROCKWAY REGD 144A P/P 7.25000000 |
11,000 |
11,000 |
0 |
0.11% |
$400 |
| STANDRD INDS NY |
12,000 |
12,000 |
0 |
0.11% |
$1.08K |
| FORTESCUE TSY. PTY 4.375% |
12,000 |
12,000 |
0 |
0.11% |
$1.10K |
| Comstock Resources, Inc. |
12,000 |
12,000 |
0 |
0.11% |
-$63 |
| CIGNA GROUP/THE |
11,000 |
11,000 |
0 |
0.11% |
$505 |
| NCL CORPORATION LTD REGD 144A P/P 5.87500000 |
11,000 |
11,000 |
0 |
0.11% |
$441 |
| Safeway Inc. |
12,000 |
12,000 |
0 |
0.11% |
$668 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 |
11,000 |
11,000 |
0 |
0.11% |
$705 |
| Medline Borrower, L.P. |
12,000 |
12,000 |
0 |
0.11% |
$708 |
| ENTG 3.625 05/01/29 144A |
12,000 |
12,000 |
0 |
0.11% |
$649 |
| SXC 4.875 06/30/29 144A |
12,000 |
12,000 |
0 |
0.11% |
$601 |
| BOMBARDIER INC SR UNSECURED 144A 02/28 6 |
11,000 |
11,000 |
0 |
0.10% |
$740 |
| GAP INC/THE REGD 144A P/P 3.87500000 |
13,000 |
13,000 |
0 |
0.10% |
$1.58K |
| ROBLOX CORP SR UNSECURED 144A 05/30 3.875 |
12,000 |
12,000 |
0 |
0.10% |
$1.07K |
| EVERGREEN ACQCO/TVI INC 9.75% 04/26/2028 144A |
10,000 |
10,000 |
0 |
0.10% |
$352 |
| Catalent Pharma Solutions Inc |
11,000 |
11,000 |
0 |
0.10% |
$536 |
| PRECISION DRILLING CORP REGD 144A P/P 6.87500000 |
11,000 |
11,000 |
0 |
0.10% |
$190 |
| FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 09/27 4.5 |
11,000 |
11,000 |
0 |
0.10% |
$611 |
| GTN 5.375 11/15/31 144A |
14,000 |
14,000 |
0 |
0.10% |
$1.40K |
| MACY S RET. HLDGS. 5.875% |
11,000 |
11,000 |
0 |
0.10% |
$930 |
| Calpine Corp. |
11,000 |
11,000 |
0 |
0.10% |
$746 |
| RAND PARENT LLC SR SECURED 144A 02/30 8.5 |
11,000 |
11,000 |
0 |
0.10% |
$343 |
| ASSURANT INC REGD 2.65000000 |
13,000 |
13,000 |
0 |
0.10% |
$996 |
| CALDERYS FINANCING LLC SR SECURED 144A 06/28 11.25 |
10,000 |
10,000 |
0 |
0.10% |
$231 |
| Cloud Software Group, Inc. |
11,000 |
11,000 |
0 |
0.10% |
$747 |
| DELEK LOG PT/FIN |
11,000 |
11,000 |
0 |
0.10% |
$340 |
| HRT DNT/HRT FIN |
10,000 |
10,000 |
0 |
0.10% |
$313 |
| Lindblad Expeditions, LLC |
10,000 |
10,000 |
0 |
0.10% |
$396 |
| CRESCENT ENERGY FINANCE REGD 144A P/P 9.25000000 |
10,000 |
10,000 |
0 |
0.10% |
$164 |
| Permian Resources Operating LLC |
10,000 |
10,000 |
0 |
0.10% |
$131 |
| Bellring Intermediate Holdings, Inc. |
10,000 |
10,000 |
0 |
0.10% |
$498 |
| JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75 |
11,000 |
11,000 |
0 |
0.10% |
$576 |
| BAYTEX ENERGY CORP SR UNSECURED 144A 04/27 8.75 |
10,000 |
10,000 |
0 |
0.10% |
$177 |
| SPRINGLEAF FINANCE CORP |
11,000 |
11,000 |
0 |
0.10% |
$1.09K |
| UAN 6.125 06/15/28 144A |
11,000 |
11,000 |
0 |
0.10% |
$378 |
| TENNECO INC SR SECURED 144A 11/28 8 |
12,000 |
12,000 |
0 |
0.10% |
$476 |
| VALARIS LTD SECURED 144A 04/30 8.375 |
10,000 |
10,000 |
0 |
0.10% |
$238 |
| CHS/Community Health Systems Inc |
11,000 |
11,000 |
0 |
0.10% |
$786 |
| NXST 4.75 11/01/28 144A |
11,000 |
11,000 |
0 |
0.10% |
$1.03K |
| AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25 |
10,000 |
10,000 |
0 |
0.10% |
$552 |
| RGCARE 9.875 08/15/30 144A |
10,000 |
10,000 |
0 |
0.10% |
$425 |
| Cinemark USA Inc |
11,000 |
11,000 |
0 |
0.10% |
$325 |
| HL 7 1/4 02/15/28 |
10,000 |
10,000 |
0 |
0.10% |
$369 |
| Venture Global LNG Inc |
10,000 |
10,000 |
0 |
0.10% |
$169 |
| Alliant Holdings Intermediate, LLC/Alliant Holdings Co-Issuer, Inc. |
10,000 |
10,000 |
0 |
0.10% |
$664 |
| CWK 6.75 05/15/28 144A |
10,000 |
10,000 |
0 |
0.10% |
$723 |
| CITIGROUP INC |
10,000 |
10,000 |
0 |
0.10% |
$82 |
| REGIONALCARE/LIFEPOINT HEALTH INC |
10,000 |
10,000 |
0 |
0.10% |
$237 |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 11/30 3.875 |
11,000 |
11,000 |
0 |
0.10% |
$784 |
| GRIFFON CORPORATION REGD 5.75000000 |
10,000 |
10,000 |
0 |
0.10% |
$749 |
| ALTA EQUIPMENT GROUP INC 5.625% 04/15/2026 144A |
10,000 |
10,000 |
0 |
0.09% |
$433 |
| LXU 6.25 10/15/28 144A |
10,000 |
10,000 |
0 |
0.09% |
$428 |
| Vistra Operations Co. LLC |
10,000 |
10,000 |
0 |
0.09% |
$741 |
| LABL Inc |
9,000 |
9,000 |
0 |
0.09% |
-$135 |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class A |
11,000 |
11,000 |
0 |
0.08% |
$108 |
| LUMN 4 02/15/27 144A |
13,000 |
13,000 |
0 |
0.08% |
-$176 |
| GOLDMAN SACHS GP |
8,000 |
8,000 |
0 |
0.06% |
$479 |
| Vital Energy Inc Sr Glbl Nt 9.75% Due 10/15/2030 |
6,000 |
6,000 |
0 |
0.06% |
$85 |
| Netflix, Inc. |
6,000 |
6,000 |
0 |
0.06% |
$64 |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC |
10,000 |
10,000 |
0 |
0.06% |
-$207 |
| VITAL ENERGY INC REGD 9.50000000 |
2,000 |
2,000 |
0 |
0.02% |
-$16 |
| ZSCALER INC |
1 |
1 |
0 |
0.01% |
$6.37K |
| WHEAT SEP 26 |
-7 |
-7 |
0 |
-0.25% |
-$34.15K |