| US TREASURY N/B |
350,000 |
350,000 |
0 |
2.82% |
$355 |
| GSAR 2023-2A A3 |
300,000 |
300,000 |
0 |
2.44% |
-$1.07K |
| US TREASURY N/B |
250,000 |
250,000 |
0 |
2.03% |
-$649 |
| US TREASURY N/B |
220,000 |
220,000 |
0 |
1.79% |
-$254 |
| DCENT 2023-A2 A |
205,000 |
205,000 |
0 |
1.65% |
-$289 |
| CRVNA 2023-N4 C |
200,000 |
200,000 |
0 |
1.65% |
$279 |
| DT Auto Owner Trust, Series 2023-3A, Class C |
155,000 |
155,000 |
0 |
1.26% |
$252 |
| US TREASURY N/B |
155,000 |
155,000 |
0 |
1.25% |
-$210 |
| UPSTART SECURITIZATION TRUST UPST 2025 3 A2 144A |
150,000 |
150,000 |
0 |
1.21% |
$380 |
| AFRMT 2025-3A A 144A 4.45% 10-16-34 |
130,000 |
130,000 |
0 |
1.05% |
$559 |
| AMXCA 2025-5 A |
125,000 |
125,000 |
0 |
1.02% |
-$287 |
| AUXILIOR TERM FUNDING 2023 1 LLC |
120,000 |
120,000 |
0 |
0.99% |
$505 |
| BX Trust, Series 2019-OC11, Class B |
120,000 |
120,000 |
0 |
0.92% |
$411 |
| BX Trust, Series 2022-CLS, Class A |
110,000 |
110,000 |
0 |
0.89% |
-$147 |
| CMXS 2025-B C 4.83% 06-16-31 |
100,000 |
100,000 |
0 |
0.81% |
$608 |
| MFIT 2025-AA A |
65,000 |
65,000 |
0 |
0.53% |
$344 |
| WLAKE 2025-3A A3 144A 4.22% 06-15-29 |
65,000 |
65,000 |
0 |
0.52% |
$242 |
| WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A |
65,000 |
65,000 |
0 |
0.52% |
$319 |
| MORGAN STANLEY |
60,000 |
60,000 |
0 |
0.48% |
$242 |
| CRVNA 2021-P3 B |
60,000 |
60,000 |
0 |
0.47% |
$538 |
| Taco Bell Funding, LLC, Series 2025-1A, Class A2I |
50,000 |
50,000 |
0 |
0.40% |
-$9 |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class D |
40,000 |
40,000 |
0 |
0.33% |
$500 |
| NYC COMMERCIAL MORTGAGE TRUST 2025-300P NYC 2025-300P A |
40,000 |
40,000 |
0 |
0.32% |
$191 |
| REACH FINANCIAL LLC REACH 2025 2A B 144A |
40,000 |
40,000 |
0 |
0.32% |
$68 |
| US TREASURY N/B |
40,000 |
40,000 |
0 |
0.32% |
-$47 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR |
40,000 |
40,000 |
0 |
0.32% |
-$22 |
| RCKT Trust, Series 2025-1A, Class B |
40,000 |
40,000 |
0 |
0.32% |
$331 |
| SOUTHERN CO |
40,000 |
40,000 |
0 |
0.32% |
$248 |
| BBCMS Trust, Series 2018-CBM, Class A |
39,000 |
39,000 |
0 |
0.31% |
$31 |
| OneMain Finance Corp |
35,000 |
35,000 |
0 |
0.29% |
$27 |
| AXIS 2025-1A D |
35,000 |
35,000 |
0 |
0.29% |
$90 |
| MMP Capital LLC, Series 2025-A, Class B |
35,000 |
35,000 |
0 |
0.29% |
-$106 |
| LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 4.93000000 |
35,000 |
35,000 |
0 |
0.28% |
$195 |
| CITIGROUP INC FRN SOFR+128 02/24/2028 |
35,000 |
35,000 |
0 |
0.28% |
-$59 |
| NXST 5.625 07/15/27 144A |
35,000 |
35,000 |
0 |
0.28% |
$19 |
| SLGN 1.4 04/01/26 144A |
35,000 |
35,000 |
0 |
0.28% |
$325 |
| US TREASURY N/B |
35,000 |
35,000 |
0 |
0.28% |
-$101 |
| CAPITAL ONE FINL |
35,000 |
35,000 |
0 |
0.28% |
$25 |
| BANK OF AMER CRP |
35,000 |
35,000 |
0 |
0.28% |
$252 |
| DT Midstream Inc |
34,000 |
34,000 |
0 |
0.27% |
$333 |
| MSCI INC REGD 144A P/P 3.62500000 |
35,000 |
35,000 |
0 |
0.27% |
$163 |
| WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A |
33,000 |
33,000 |
0 |
0.26% |
$339 |
| DENTSPLY SIRONA |
35,000 |
35,000 |
0 |
0.26% |
$120 |
| TRUIST FINANCIAL |
30,000 |
30,000 |
0 |
0.26% |
-$122 |
| CSGP 2.8 07/15/30 144A |
35,000 |
35,000 |
0 |
0.26% |
$196 |
| United Airlines Pass Through Certificates, Series 2015-1 |
32,000 |
32,000 |
0 |
0.26% |
$41 |
| HXL 3.95 02/15/27 |
32,000 |
32,000 |
0 |
0.26% |
$152 |
| CHTR 5 02/01/28 144A |
32,000 |
32,000 |
0 |
0.26% |
$140 |
| OWL 3 1/8 06/10/31 |
35,000 |
35,000 |
0 |
0.26% |
$39 |
| BERRY GLOBAL INC |
30,000 |
30,000 |
0 |
0.25% |
-$48 |
| HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC 4.75% 01/15/2029 144A |
32,000 |
32,000 |
0 |
0.25% |
$102 |
| CVS Health Corp. |
30,000 |
30,000 |
0 |
0.25% |
-$154 |
| Newell Brands Inc. |
31,000 |
31,000 |
0 |
0.25% |
$344 |
| HCA INC |
30,000 |
30,000 |
0 |
0.25% |
-$34 |
| Vistra Operations Co. LLC |
31,000 |
31,000 |
0 |
0.25% |
$7 |
| GSAR 2024-3A C 144A 5.92% 08-15-30 |
30,000 |
30,000 |
0 |
0.25% |
$62 |
| PEAC SOLUTIONS RECEIVABLES 2024 1 LLC |
30,000 |
30,000 |
0 |
0.25% |
$36 |
| COREBRIDGE FIN |
30,000 |
30,000 |
0 |
0.25% |
$88 |
| US BANCORP |
30,000 |
30,000 |
0 |
0.25% |
$39 |
| MSSG Trust, Series 2017-237P, Class A |
32,000 |
32,000 |
0 |
0.25% |
$282 |
| LAD AUTO RECEIVABLES TRUST 2025 1 |
30,000 |
30,000 |
0 |
0.25% |
$92 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D |
30,000 |
30,000 |
0 |
0.25% |
$334 |
| TransDigm, Inc. |
30,000 |
30,000 |
0 |
0.25% |
-$87 |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75 |
30,000 |
30,000 |
0 |
0.24% |
-$53 |
| DEXT ABS 2023 2 LLC |
30,000 |
30,000 |
0 |
0.24% |
$2 |
| Onemain Financial Issuance Trust 2025-1 |
30,000 |
30,000 |
0 |
0.24% |
$32 |
| Consumer Portfolio Services Auto Trust, Series 2025-A, Class C |
30,000 |
30,000 |
0 |
0.24% |
$153 |
| WLAKE 2025-2A C 144A 4.85% 01-15-31 |
30,000 |
30,000 |
0 |
0.24% |
$231 |
| Subway Funding LLC, Series 2024-1A, Class A2I |
29,700 |
29,700 |
0 |
0.24% |
-$67 |
| WLAKE 2024-2A B 144A 5.62% 03-15-30 |
30,000 |
30,000 |
0 |
0.24% |
-$20 |
| American Credit Acceptance Receivables Trust, Series 2025-1, Class C |
30,000 |
30,000 |
0 |
0.24% |
$55 |
| RMIT 2024-2 A |
30,000 |
30,000 |
0 |
0.24% |
$0 |
| NGPL PIPECO LLC SR UNSECURED 144A 08/27 4.875 |
30,000 |
30,000 |
0 |
0.24% |
$93 |
| Purchasing Power Funding LLC, Series 2024-A, Class B |
30,000 |
30,000 |
0 |
0.24% |
-$98 |
| SCLGX 2025-1A A2 |
30,000 |
30,000 |
0 |
0.24% |
$349 |
| EART 2024-5A B |
30,000 |
30,000 |
0 |
0.24% |
$72 |
| FLAGSHIP CREDIT AUTO TRUST 2024-3 FCAT 2024-3 B |
30,000 |
30,000 |
0 |
0.24% |
$230 |
| C V3.875 PERP X |
30,000 |
30,000 |
0 |
0.24% |
$114 |
| UNIVERSAL HLTH S |
30,000 |
30,000 |
0 |
0.24% |
$192 |
| MTH 3.875 04/15/29 144A |
30,000 |
30,000 |
0 |
0.24% |
$161 |
| CHS/Community Health Systems, Inc. |
30,000 |
30,000 |
0 |
0.23% |
$162 |
| INEOS FINANCE PLC SR SECURED 144A 05/28 6.75 |
32,000 |
32,000 |
0 |
0.23% |
-$2.13K |
| SMITH & NEPHEW |
30,000 |
30,000 |
0 |
0.22% |
$129 |
| LADR 4.25 02/01/27 144A |
27,000 |
27,000 |
0 |
0.22% |
$119 |
| HUNTINGTON BANCS |
25,000 |
25,000 |
0 |
0.21% |
-$42 |
| TORONTO DOM BANK |
25,000 |
25,000 |
0 |
0.21% |
-$231 |
| ORACLE CORP |
25,000 |
25,000 |
0 |
0.21% |
-$688 |
| UBS AG LONDON |
25,000 |
25,000 |
0 |
0.21% |
-$27 |
| IQVIA INC REGD 144A P/P 6.25000000 |
25,000 |
25,000 |
0 |
0.21% |
-$83 |
| Avolon Holdings Funding Ltd. |
25,000 |
25,000 |
0 |
0.21% |
$62 |
| F&G ANNUITIES |
25,000 |
25,000 |
0 |
0.21% |
-$127 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/28 5.7 |
25,000 |
25,000 |
0 |
0.21% |
$37 |
| PNC FINANCIAL |
25,000 |
25,000 |
0 |
0.21% |
-$43 |
| SMURFIT KAPPA |
25,000 |
25,000 |
0 |
0.21% |
-$23 |
| ROYALTY PHARM |
25,000 |
25,000 |
0 |
0.21% |
$106 |
| AERCAP IRELAND |
25,000 |
25,000 |
0 |
0.21% |
-$133 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 |
25,000 |
25,000 |
0 |
0.21% |
$106 |
| SWFP 5.15 08/15/30 |
25,000 |
25,000 |
0 |
0.21% |
-$11 |
| DEUTSCHE BANK NY |
25,000 |
25,000 |
0 |
0.20% |
$107 |
| OCTANE RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.66000000 |
25,000 |
25,000 |
0 |
0.20% |
$16 |
| Drive Auto Receivables Trust, Series 2024-1, Class C |
25,000 |
25,000 |
0 |
0.20% |
$21 |
| Flutter Treasury DAC |
25,000 |
25,000 |
0 |
0.20% |
$9 |
| Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class C |
25,000 |
25,000 |
0 |
0.20% |
$212 |
| Cloud Software Group Inc |
25,000 |
25,000 |
0 |
0.20% |
-$606 |
| GS F 10/28/27 GMTN |
25,000 |
25,000 |
0 |
0.20% |
-$39 |
| SONOCO PRODUCTS |
25,000 |
25,000 |
0 |
0.20% |
$56 |
| CPS AUTO TRUST CPS 2024 A C 144A |
25,000 |
25,000 |
0 |
0.20% |
$12 |
| BROADCOM INC |
25,000 |
25,000 |
0 |
0.20% |
$22 |
| BAYPORT POLYMERS LLC |
25,000 |
25,000 |
0 |
0.20% |
$22 |
| BANK OF NY MELLON CORP REGD V/R /PERP/ SER F 4.62500000 |
25,000 |
25,000 |
0 |
0.20% |
$122 |
| FIFTH THIRD BANC |
25,000 |
25,000 |
0 |
0.20% |
$58 |
| JPMORGAN CHASE |
25,000 |
25,000 |
0 |
0.20% |
$172 |
| ASHTEAD CAPITAL INC REGD 144A P/P 4.25000000 |
25,000 |
25,000 |
0 |
0.20% |
$120 |
| BOOZ ALLEN HAMILTON INC REGD 144A P/P 3.87500000 |
25,000 |
25,000 |
0 |
0.20% |
$73 |
| ALK 4.8 08/15/27 144A |
24,322 |
24,322 |
0 |
0.20% |
$42 |
| 180 MEDICAL INC REGD 144A P/P 3.87500000 |
25,000 |
25,000 |
0 |
0.20% |
$238 |
| KYNDRYL HOLDINGS |
25,000 |
25,000 |
0 |
0.19% |
$158 |
| PUGET ENERGY INC SR SECURED 06/28 2.379 |
25,000 |
25,000 |
0 |
0.19% |
$191 |
| IT 3.75 10/01/30 144A |
25,000 |
25,000 |
0 |
0.19% |
$49 |
| VONTIER CORP |
24,000 |
24,000 |
0 |
0.19% |
$231 |
| TRACTOR SUPPLY |
25,000 |
25,000 |
0 |
0.18% |
$199 |
| BARCLAYS PLC |
20,000 |
20,000 |
0 |
0.17% |
-$67 |
| IQVIA INC SR SECURED 02/29 6.25 |
20,000 |
20,000 |
0 |
0.17% |
-$26 |
| ENTERGY CORP |
20,000 |
20,000 |
0 |
0.17% |
-$130 |
| APTIV SWISS HOLD |
20,000 |
20,000 |
0 |
0.17% |
$454 |
| HUB International Ltd. |
20,000 |
20,000 |
0 |
0.17% |
-$17 |
| South Bow Canadian infrastructure Holdings Ltd. |
20,000 |
20,000 |
0 |
0.17% |
$23 |
| NOBLE FIN. II LLC 8.00% |
20,000 |
20,000 |
0 |
0.17% |
$89 |
| XYZ 6.5 05/15/32 |
20,000 |
20,000 |
0 |
0.17% |
$25 |
| Imperial Brands PLC 5.50 02/01/2030 |
20,000 |
20,000 |
0 |
0.17% |
$31 |
| SOCIETE GENERALE SA |
20,000 |
20,000 |
0 |
0.17% |
$94 |
| NATL GRID PLC |
20,000 |
20,000 |
0 |
0.17% |
-$22 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 |
20,000 |
20,000 |
0 |
0.17% |
$67 |
| NextEra Energy Capital Holdings, Inc. |
20,000 |
20,000 |
0 |
0.17% |
-$211 |
| Univision Communications Inc. |
20,000 |
20,000 |
0 |
0.17% |
$48 |
| ENBRIDGE INC SUBORDINATED 01/83 VAR |
20,000 |
20,000 |
0 |
0.17% |
-$50 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 |
20,000 |
20,000 |
0 |
0.16% |
$20 |
| KEYCORP |
20,000 |
20,000 |
0 |
0.16% |
-$3 |
| MARS INC |
20,000 |
20,000 |
0 |
0.16% |
$5 |
| JH North America Holdings Inc. |
20,000 |
20,000 |
0 |
0.16% |
-$58 |
| SOUTH BOW USA |
20,000 |
20,000 |
0 |
0.16% |
$98 |
| Bank of America Corp., Series TT |
20,000 |
20,000 |
0 |
0.16% |
$6 |
| EPR PROPERTIES |
20,000 |
20,000 |
0 |
0.16% |
-$4 |
| SABINE PASS LIQU |
20,000 |
20,000 |
0 |
0.16% |
$33 |
| CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5 |
20,000 |
20,000 |
0 |
0.16% |
$84 |
| WELLS FARGO CO |
20,000 |
20,000 |
0 |
0.16% |
$62 |
| BXC 6 11/15/29 144A |
20,000 |
20,000 |
0 |
0.16% |
$171 |
| Safeway Inc. |
20,000 |
20,000 |
0 |
0.16% |
-$33 |
| FGP 5.875 04/01/29 144A |
20,000 |
20,000 |
0 |
0.15% |
$225 |
| ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8 |
20,000 |
20,000 |
0 |
0.15% |
-$524 |
| DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 5.95000000 |
20,000 |
20,000 |
0 |
0.15% |
-$281 |
| HUNT INGALLS IND |
20,000 |
20,000 |
0 |
0.15% |
$196 |
| SCHW V4 PERP H |
20,000 |
20,000 |
0 |
0.15% |
-$2 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL C REGD 144A P/P 5.59000000 |
18,000 |
18,000 |
0 |
0.15% |
-$51 |
| AMERICAN EXPRESS CO SR UNSEC FRN 07-26-28 |
18,000 |
18,000 |
0 |
0.15% |
-$54 |
| SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875 |
20,000 |
20,000 |
0 |
0.14% |
$104 |
| CSC HOLDINGS LLC REGD 144A P/P 5.50000000 |
20,000 |
20,000 |
0 |
0.14% |
-$909 |
| WELLS FARGO CO |
15,000 |
15,000 |
0 |
0.13% |
-$26 |
| HRI 7 06/15/30 144A |
15,000 |
15,000 |
0 |
0.13% |
$43 |
| FOUNDRY JV HOLDC |
15,000 |
15,000 |
0 |
0.13% |
-$41 |
| HF SINCLAIR CORP |
15,000 |
15,000 |
0 |
0.12% |
$12 |
| HA SUST INF CAP |
15,000 |
15,000 |
0 |
0.12% |
$60 |
| GTN 7.25 08/15/33 144A |
15,000 |
15,000 |
0 |
0.12% |
$666 |
| Hilton Domestic Operating Co. Inc. |
15,000 |
15,000 |
0 |
0.12% |
-$2 |
| BLACKSTONE PRIVA |
15,000 |
15,000 |
0 |
0.12% |
-$83 |
| POST HOLDINGS INC REGD 144A P/P 6.37500000 |
15,000 |
15,000 |
0 |
0.12% |
-$102 |
| AdaptHealth LLC |
15,000 |
15,000 |
0 |
0.12% |
$60 |
| LXU 6.25 10/15/28 144A |
15,000 |
15,000 |
0 |
0.12% |
$231 |
| REGAL REXNORD |
15,000 |
15,000 |
0 |
0.12% |
-$35 |
| SCHW V4 PERP I |
15,000 |
15,000 |
0 |
0.12% |
$66 |
| IRON MOUNTAIN INC REGD 144A P/P 5.25000000 |
15,000 |
15,000 |
0 |
0.12% |
-$80 |
| Tricolor Auto Securitization Trust Series 2024-2A, Class C |
30,000 |
30,000 |
0 |
0.12% |
-$3.34K |
| POST HOLDINGS INC SR SECURED 144A 02/32 6.25 |
14,000 |
14,000 |
0 |
0.12% |
-$15 |
| NLSN 9.29% Secured Nts due 2029 144A |
14,000 |
14,000 |
0 |
0.12% |
$549 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. |
14,000 |
14,000 |
0 |
0.11% |
$66 |
| STYRO 9.625 03/15/29 144A |
15,000 |
15,000 |
0 |
0.10% |
-$2.16K |
| BOEING CO/THE |
10,000 |
10,000 |
0 |
0.09% |
-$29 |
| GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30 |
10,000 |
10,000 |
0 |
0.08% |
-$16 |
| BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75 |
10,000 |
10,000 |
0 |
0.08% |
$38 |
| NISOURCE INC |
10,000 |
10,000 |
0 |
0.08% |
-$35 |
| WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000 |
10,000 |
10,000 |
0 |
0.08% |
-$47 |
| STT V6.7 PERP I |
10,000 |
10,000 |
0 |
0.08% |
-$56 |
| Sinclair Television Group, Inc. |
10,000 |
10,000 |
0 |
0.08% |
$147 |
| Global Atlantic (Fin) Co. |
10,000 |
10,000 |
0 |
0.08% |
-$126 |
| FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 04/30 5.875 |
10,000 |
10,000 |
0 |
0.08% |
-$27 |
| BOEING CO/THE |
10,000 |
10,000 |
0 |
0.08% |
-$20 |
| KODIAK GAS SERVS. L 6.50% |
10,000 |
10,000 |
0 |
0.08% |
-$6 |
| MRP 6 3/8 08/01/30 |
10,000 |
10,000 |
0 |
0.08% |
$75 |
| ALGONQUIN POWER |
10,000 |
10,000 |
0 |
0.08% |
-$3 |
| The Allstate Corp., 8.5066%, due 08/15/2053 |
10,000 |
10,000 |
0 |
0.08% |
-$3 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR |
10,000 |
10,000 |
0 |
0.08% |
-$10 |
| BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000 |
10,000 |
10,000 |
0 |
0.08% |
$71 |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 |
6,000 |
6,000 |
0 |
0.05% |
-$11 |
| American National Group Inc. |
6,000 |
6,000 |
0 |
0.05% |
-$88 |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 |
5,000 |
5,000 |
0 |
0.04% |
-$2 |
| EQT CORP SR UNSECURED 04/29 6.375 |
5,000 |
5,000 |
0 |
0.04% |
$4 |
| AMERICAN EXPRESS |
5,000 |
5,000 |
0 |
0.04% |
-$16 |
| Rocket Cos., Inc. |
5,000 |
5,000 |
0 |
0.04% |
-$39 |
| SNAP INC REGD 144A P/P 6.87500000 |
5,000 |
5,000 |
0 |
0.04% |
$9 |
| Medline Borrower, L.P. |
5,000 |
5,000 |
0 |
0.04% |
$28 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4 |
5,000 |
5,000 |
0 |
0.04% |
$34 |