| FHLB, 0.26% 15feb2024, USD (T3-2024) (US3130AKCC88) |
| Freddie Mac STACR 2020-HQA4, FRN 26sep2050, USD (ABS) |
| JP Morgan Chase Financial Company, 0% 27mar2023, USD (1827D, Structured) (US48129MFA99) |
| JP Morgan Chase Financial Company, 0% 16may2022, USD (1480D, Structured) (US48129MKN55) |
| JP Morgan Chase Financial Company, 0% 31may2023, USD (1821D, Structured) (US48129MRZ13) |
| JP Morgan Chase Financial Company, 0% 31aug2023, USD (1826D, Structured) (US48129MT550) |
| JP Morgan Chase Financial Company, 0% 30jun2023, USD (1821D, Structured) (US48129MXB70) |
| JP Morgan Chase Financial Company, 0% 30jun2022, USD (1456D, Structured) (US48129MXE10) |
| JP Morgan Chase Financial Company, 0% 31aug2023, USD (1820D, Structured) (US48129MZ748) |
| JP Morgan Chase Financial Company, 7.85% 30jul2021, USD (Structured) (US48129N3778) |
| JP Morgan Chase Financial Company, 0% 3sep2021, USD (1093D, Structured) (US48130UAT25) |
| JP Morgan Chase Financial Company, 0% 2nov2020, USD (728D, Structured) (US48130UL376) |
| JP Morgan Chase Financial Company, 3% 22mar2024, USD (Structured) (US48130UQL25) |
| JP Morgan Chase Financial Company, 0% 5dec2023, USD (1826D, Structured) (US48130V4260) |
| JP Morgan Chase Financial Company, 0% 5oct2021, USD (1098D, Structured) (US48130V8550) |
| JP Morgan Chase Financial Company, 0% 31jan2023, USD (1456D, Structured) (US48130WA276) |
| JP Morgan Chase Financial Company, 0% 31jan2024, USD (1821D, Structured) (US48130WC330) |
| JP Morgan Chase Financial Company, 0% 18mar2022, USD (Structured) (US48130WE310) |
| JP Morgan Chase Financial Company, 0% 29dec2023, USD (1822D, Structured) (US48130WHM64) |
| JP Morgan Chase Financial Company, 0% 29feb2024, USD (1827D, Structured) (US48130WVA60) |
| JP Morgan Chase Financial Company, 8.7% 18mar2022, USD (Structured) (US48130X3310) |
| JP Morgan Chase Financial Company, 7.4% 4nov2020, USD (Structured) (US48132CDR16) |
| JP Morgan Chase Financial Company, 0% 31may2022, USD (1091D, Structured) (US48132CHP14) |
| JP Morgan Chase Financial Company, 0% 29feb2024, USD (1644D, Structured) (US48132CJ796) |
| JP Morgan Chase Financial Company, 6.85% 19oct2020, USD (Structured) (US48132CV759) |
| Avis Budget Rental Car Funding 2020-2A, 4.25% 20feb2027, USD (ABS, C) |
| QTS Finance, 3.875% 1oct2028, USD (USU5730PAC15) |
| Federal Farm Credit Banks, 0.5% 22sep2025, USD (US3133EMAU63) |
| Global SC Finance IV 2020-1A, 3.55% 17oct2040, USD (ABS, B) (US37959PAB31) |
| Santander Consumer Auto Receivables Trust 2020-A, 0.46% 15aug2024, USD (ABS, A3) (US802830AG49) |
| World Omni Automobile Lease Securitization Trust 2020-A, 0.47% 15jun2024, USD (2020-A, ABS, A3) (US98163DAB47) |
| JP Morgan Chase Financial Company, 0% 24jun2022, USD (1094D, Structured) (US48132CWE91) |
| JP Morgan Chase Financial Company, 0% 31jan2022, USD (915D, Structured) (US48132CYZ03) |
| JP Morgan Chase Financial Company, 0% 31aug2029, USD (3654D, Structured) (US48132E1257) |
| JP Morgan Chase Financial Company, 0% 29jan2021, USD (548D, Structured) (US48132E2990) |
| JP Morgan Chase Financial Company, 0% 3jun2021, USD (729D, Structured) (US48132E7601) |
| JP Morgan Chase Financial Company, 0% 30nov2021, USD (728D, Structured) (US48132F5Y83) |
| JP Morgan Chase Financial Company, 7% 28may2021, USD (Structured) (US48132F6Q41) |
| JP Morgan Chase Financial Company, 6.25% 28may2021, USD (Structured) (US48132F6R24) |
| JP Morgan Chase Financial Company, 10% 5jan2021, USD (Structured) (US48132FA970) |
| JP Morgan Chase Financial Company, 0% 9oct2024, USD (1827D, Structured) (US48132FB705) |
| JP Morgan Chase Financial Company, 0% 30sep2024, USD (1827D, Structured) (US48132FFM32) |
| JP Morgan Chase Financial Company, 7.85% 23feb2021, USD (Structured) (US48132FH827) |
| JP Morgan Chase Financial Company, 0% 30sep2021, USD (728D, Structured) (US48132FJW77) |
| JP Morgan Chase Financial Company, 0% 20nov2023, USD (1459D, Structured) (US48132FN445) |
| JP Morgan Chase Financial Company, 8.75% 1dec2020, USD (Structured) (US48132FP267) |
| JP Morgan Chase Financial Company, 0% 31oct2024, USD (1822D, Structured) (US48132FSX59) |
| JP Morgan Chase Financial Company, 0% 29oct2021, USD (724D, Structured) (US48132FUC84) |
| JP Morgan Chase Financial Company, 8.5% 31mar2021, USD (Structured) (US48132FZ829) |
| JP Morgan Chase Financial Company, 6.25% 30jun2021, USD (Structured) (US48132HAH57) |
| JP Morgan Chase Financial Company, 0% 31dec2021, USD (Structured) (US48132HAL69) |
| JP Morgan Chase Financial Company, 0% 31jul2023, USD (1277D, Structured) (US48132HPD88) |
| JP Morgan Chase Financial Company, 0% 30sep2022, USD (913D, Structured) (US48132HU917) |
| JP Morgan Chase Financial Company, 0% 5apr2023, USD (1097D, Structured) (US48132HW657) |
| JP Morgan Chase Financial Company, 0% 28may2021, USD (455D, Structured) (US48132HXW77) |
| JP Morgan Chase Financial Company, 0% 3apr2025, USD (1826D, Structured) (US48132HY489) |
| JP Morgan Chase Financial Company, 0% 30aug2021, USD (549D, Structured) (US48132HYA49) |
| JP Morgan Chase Financial Company, 0% 28feb2025, USD (1827D, Structured) (US48132HYG19) |
| JP Morgan Chase Financial Company, 0% 5apr2023, USD (1097D, Structured) (US48132J2318) |
| JP Morgan Chase Financial Company, 0% 28feb2023, USD (1096D, Structured) (US48132J3555) |
| JP Morgan Chase Financial Company, 0% 3feb2023, USD (1094D, Structured) (US48132J6525) |
| JP Morgan Chase Financial Company, 0% 30jun2021, USD (453D, Structured) (US48132KBY01) |
| JP Morgan Chase Financial Company, 0% 2apr2024, USD (1462D, Structured) (US48132KDQ58) |
| JP Morgan Chase Financial Company, 0% 31mar2021, USD (378D, Structured) (US48132KKH76) |
| JP Morgan Chase Financial Company, 13.5% 2jun2023, USD (Structured) (US48132KR644) |
| JP Morgan Chase Financial Company, 6% 4aug2021, USD (Structured) (US48132KUJ23) |
| JP Morgan Chase Financial Company, 0% 25may2023, USD (Structured) (US48132M6C01) |
| JP Morgan Chase Financial Company, 0% 30jun2025, USD (1826D, Structured) (US48132MCM10) |
| FHLB, 0.7% 13nov2025, USD (6V-2025) (US3130AKDA14) |
| JP Morgan Chase Financial Company, 7.3% 20dec2021, USD (Structured) (US48132MJE21) |
| FHLB, 0.21% 15feb2024, USD (T4-2024) (US3130AKCZ73) |
| JP Morgan Chase Financial Company, 10.5% 2aug2023, USD (Structured) (US48132MVD00) |
| JP Morgan Chase Financial Company, 0% 3mar2022, USD (546D, Structured) (US48132MZG94) |
| Freddie Mac, 0.36% 15apr2024, USD (US3134GWYV28) |
| Freddie Mac, 1.29% 21oct2030, USD (US3134GWZF68) |
| FHLB, 0.39% 28oct2024, USD (T5-2024) (US3130AKDS22) |
| Oppenheimer Holdings, 5.5% 1oct2025, USD (US683797AF11) |
| FN CA7248, 2.5% 1oct2050, USD (ABS) (US3140QFBS70) |
| G2 785140, 4.5% 20feb2050, USD (ABS) (US3622AAS542) |
| Ally Financial, 3.4% 15aug2021, USD (Structured) (US02006DKQ33) |
| Ally Financial, 4.4% 15oct2023, USD (Structured) (US02006DQU80) |
| Ally Financial, 2.9% 15aug2022, USD (A, Structured) (US02006DST99) |
| Bank of America Corporation, 0% 26aug2022, USD (2573D, Structured) (US06053W6497) |
| Bank of America Corporation, 2.398% 11mar2021, USD (Structured) (US06048WFM73) |
| Bank of America Corporation, 2.75% 19aug2026, USD (US06048WTA89) |
| Bank of America Corporation, 3.5% 28aug2027, USD (M, Structured) (US06048WUS78) |
| Bank of America Corporation, 3.375% 26sep2025, USD (US06048WXM71) |
| Bank of America Corporation, 4% 14mar2034, USD (N, Structured) (US06048WZK97) |
| Bank of America Corporation, 3.05% 15may2022, USD (Structured) (US06050WFP59) |
| Bank of America Corporation, 4.25% 15jun2039, USD (Structured) (US06050WFW01) |
| Bank of America Corporation, 4.25% 15aug2040, USD (Structured) (US06050WHE84) |
| Bank of America Corporation, 4% 15nov2039, USD (L, Structured) (US06050WHP32) |
| IBRD, 0% 15nov2022, INR (100950, 1097D) (XS2063425016) |
| IBRD, 1.832% 30oct2047, EUR (100188) (XS1709331331) |
| Ursa Re II, FRN 7dec2023, USD (US91734PAB22) |
| Freddie Mac, 0.54% 28oct2025, USD (US3134GW4A13) |
| FHLB, 1.3% 5nov2030, USD (IV-2030) (US3130AKF278) |
| FHLB, 0.14% 3nov2021, USD (US3130AKEH57) |
| IBRD, 5.40% 22oct2024, RUB (100966) (XS2068982169) |
| IBRD, 6.63% 24jul2028, MXN (100491) (XS1860578993) |