JPMorgan Strategic Income Opports I2024-03-31
Security Name	% Net Assets	Number Of Shares	Market Value (USD)
JPMorgan Prime Money Market Inst	56.99836	5,475,379,240	5,477,569,392
Federal National Mortgage Association 6%	4.19128	399,150,000	402,783,842
ING Groep N.V. 6.75%	1.00758	96,829,000	96,829,000
AT&T Inc 6.76245%	0.96572	92,649,000	92,806,546
Citigroup Inc. 6.04239%	0.69018	66,313,000	66,326,926
BMW US Capital, LLC 5.74786%	0.58538	56,194,000	56,255,367
UBS AG, London Branch 5.81861%	0.54972	52,800,000	52,828,512
Bank of America Corp. 6.07135%	0.54928	52,779,000	52,786,313
Centerpoint Energy Inc 6.01709%	0.48305	46,416,000	46,421,569
Citigroup Inc. 6.7288%	0.47152	45,277,000	45,313,674
Mitsubishi UFJ Financial Group Inc. 6.28158%	0.45893	44,000,000	44,103,268
American Honda Finance Corporation 6.0625%	0.45765	43,880,000	43,980,220
Public Storage 5.85376%	0.43854	42,141,000	42,144,320
United States Treasury Bills	0.40974	39,434,000	39,376,612
Mercedes-Benz Finance North America LLC 5.9264%	0.39429	37,782,000	37,891,222
Keurig Dr Pepper Inc 6.22732%	0.37341	35,780,000	35,885,122
Citigroup Inc. 6.06096%	0.36458	34,994,000	35,035,993
American Express Company 6.72816%	0.36266	34,445,000	34,852,188
Goldman Sachs Group, Inc. 5.84573%	0.34901	33,525,000	33,540,422
ANZ Group Holdings Ltd. 6.13958%	0.34486	33,000,000	33,140,749
Royal Bank of Canada 5.73899%	0.33492	32,180,000	32,186,400
Morgan Stanley 6.54337%	0.33268	31,957,000	31,971,089
Westpac Banking Corp. 6.07147%	0.33116	31,706,000	31,824,580
Mercedes-Benz Finance North America LLC 6.04304%	0.32699	31,300,000	31,424,181
NextEra Energy Capital Holdings Inc 6.13575%	0.32572	31,250,000	31,301,733
American Honda Finance Corporation 6.16376%	0.32298	30,920,000	31,038,085
ING Groep N.V. 6.97078%	0.31915	30,363,000	30,670,179
Cooperatieve Rabobank U.A. New York Branch 6.06048%	0.31259	30,000,000	30,040,061
Morgan Stanley Bank, National Association (Utah) 6.1661%	0.30276	28,950,000	29,095,068
BMW US Capital, LLC 5.92003%	0.29904	28,738,000	28,738,000
Georgia Power Company 6.11944%	0.29552	28,300,000	28,399,341
The Toronto-Dominion Bank 5.8025%	0.28672	27,573,000	27,554,257
Caterpillar Financial Services Corporation 5.86258%	0.28067	26,849,000	26,972,944
American Honda Finance Corporation 5.9647%	0.27974	26,830,000	26,883,613
John Deere Capital Corp. 5.76883%	0.27955	26,850,000	26,864,955
Sumitomo Mitsui Financial Group Inc. 6.79904%	0.27808	26,350,000	26,723,199
National Rural Utilities Cooperative Finance Corp. 6.0702%	0.27796	26,600,000	26,712,252
American Honda Finance Corporation 6.05838%	0.27653	26,500,000	26,574,200
Bank of Nova Scotia 5.75575%	0.27650	26,565,000	26,572,072
Commonwealth Bank of Australia 6.09258%	0.27638	26,450,000	26,560,304
Bank of Nova Scotia 6.43494%	0.27585	26,330,000	26,509,080
Goldman Sachs Group, Inc. 6.43286%	0.27509	26,330,000	26,436,632
American Express Company 6.12704%	0.27460	26,320,000	26,389,017
Caterpillar Financial Services Corporation 5.8147%	0.26321	25,260,000	25,294,311
Bank of Nova Scotia 6.29171%	0.26304	25,164,000	25,278,479
The Toronto-Dominion Bank 6.45839%	0.25389	24,160,000	24,399,015
Truist Financial Corp. 5.74573%	0.25041	24,125,000	24,064,372
Comcast Corporation 6.2056%	0.24789	23,821,000	23,822,501
TransCanada Pipelines Limited 6.86573%	0.24511	23,545,000	23,554,887
Bank of America, N.A. 6.13838%	0.24500	23,423,000	23,544,672
Wells Fargo Bank, National Association 6.09376%	0.24032	23,000,000	23,095,220
Toyota Motor Credit Corp. 5.9863%	0.24018	23,000,000	23,081,190
American Honda Finance Corporation 6.17958%	0.23763	22,730,000	22,836,483
BMW US Capital, LLC 0%	0.23576	22,630,000	22,656,477
ANZ Group Holdings Ltd. 6.19574%	0.23544	22,500,000	22,626,349
The Toronto-Dominion Bank 0%	0.23540	22,620,000	22,622,036
Bank of Montreal 5.71483%	0.23379	22,460,000	22,467,693
HSBC USA, Inc. 6.31126%	0.23364	22,370,000	22,452,460
Bristol-Myers Squibb Company 5.84838%	0.23355	22,370,000	22,444,178
American Honda Finance Corporation 5.91786%	0.23350	22,400,000	22,439,514
Caterpillar Financial Services Corporation 5.81601%	0.23348	22,400,000	22,437,184
Credit Agricole S.A. London Branch 6.21573%	0.23322	22,360,000	22,412,412
National Rural Utilities Cooperative Finance Corp. 6.1734%	0.23288	22,330,000	22,379,716
PepsiCo Singapore Financing I Pte. Ltd. 5.92313%	0.23260	22,350,000	22,352,682
The Toronto-Dominion Bank 6.3681%	0.23142	22,074,000	22,239,268
Bank of America, N.A. 6.37147%	0.23097	21,950,000	22,196,657
Royal Bank of Canada 6.47092%	0.23091	22,000,000	22,190,592
John Deere Capital Corp. 5.90121%	0.23069	22,080,000	22,169,645
Athene Global Funding 5.91147%	0.23042	22,130,000	22,143,509
State Street Corporation 6.2184%	0.22934	21,930,000	22,039,513
Bank of Montreal 6.05494%	0.22656	21,710,000	21,772,468
Bank of Montreal 6.40732%	0.22596	21,540,000	21,714,719
Bank of Montreal 6.28473%	0.22492	21,505,000	21,614,825
National Rural Utilities Cooperative Finance Corp. 5.7161%	0.20479	19,671,000	19,680,038
National Australia Bank Ltd. 6.12704%	0.20047	19,175,000	19,265,698
Athene Global Funding 6.05681%	0.19677	18,900,000	18,909,790
Toyota Motor Credit Corp. 5.89024%	0.19026	18,267,000	18,284,290
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 8.42039%	0.18801	17,385,000	18,068,050
National Bank of Canada 6.23472%	0.18801	18,050,000	18,067,712
Citigroup Inc. 6.84177%	0.18756	17,800,000	18,024,973
Canadian Imperial Bank of Commerce 6.33564%	0.18753	17,920,000	18,021,425
Goldman Sachs Group, Inc. 6.7386%	0.18685	17,800,000	17,956,288
Morgan Stanley Bank, National Association (Utah) 6.5331%	0.18683	17,700,000	17,954,404
ANZ Group Holdings Ltd. 5.90024%	0.18666	17,920,000	17,937,759
American Express Company 6.36314%	0.18665	17,880,000	17,936,901
Goldman Sachs Bank USA 6.11024%	0.18640	17,920,000	17,913,011
Pepsico Inc 5.76786%	0.18545	17,800,000	17,822,251
Sumitomo Mitsui Financial Group Inc. 6.66904%	0.18537	17,550,000	17,814,444
Sumitomo Mitsui Trust Bank Ltd. 6.4457%	0.18499	17,650,000	17,777,211
Roche Holdings, Inc. 6.10704%	0.18483	17,700,000	17,762,678
Wells Fargo Bank, National Association 6.4302%	0.18467	17,560,000	17,746,407
Bank of Montreal 6.68048%	0.18465	17,500,000	17,744,910
Swedbank AB (publ) 6.72101%	0.18448	17,500,000	17,728,593
UBS AG, London Branch 6.27573%	0.18403	17,570,000	17,684,956
John Deere Capital Corp. 6.11806%	0.18379	17,500,000	17,662,167
Mitsubishi UFJ Financial Group Inc. 6.80826%	0.18369	17,520,000	17,653,161
Wells Fargo Bank, National Association 6.17496%	0.18357	17,560,000	17,641,319
Commonwealth Bank of Australia 5.97494%	0.18350	17,570,000	17,634,732
ANZ Group Holdings Ltd. 6.02958%	0.18349	17,580,000	17,633,846
Toyota Motor Credit Corp. 6.24147%	0.18349	17,500,000	17,633,724
DBS Group Holdings Ltd. 5.93505%	0.18307	17,570,000	17,592,867
Royal Bank of Canada 5.90906%	0.18275	17,570,000	17,562,342
Bank of Nova Scotia 5.82414%	0.18259	17,545,000	17,546,865
Wells Fargo & Co. 6.70059%	0.18113	17,265,000	17,406,696
Nordea Bank ABP 6.3081%	0.18087	17,270,000	17,381,913
ING Groep N.V. 4.25%	0.18000	22,800,000	17,298,084
Mercedes-Benz Finance North America LLC 6.24235%	0.17517	16,733,000	16,833,572
Barclays PLC 4.375%	0.16873	19,780,000	16,215,419
BMW US Capital, LLC 5.98786%	0.16536	15,830,000	15,890,787
CONNECTICUT AVENUE SECURITIES TRUST 8.43487%	0.15959	14,927,000	15,337,058
BNC Mtg Loan Trust 4.06448%	0.15602	26,141,000	14,993,887
Carrington Mtg Ln 6.07389%	0.15421	18,441,000	14,819,416
BMW US Capital, LLC 6.23003%	0.15232	14,558,000	14,637,923
Toyota Motor Credit Corp. 5.99573%	0.14939	14,296,000	14,356,010
CONNECTICUT AVENUE SECURITIES TRUST 8.68487%	0.14933	13,867,000	14,350,890
Citibank, N.A. 6.13579%	0.14876	14,200,000	14,295,781
Morgan Stanley 6.30838%	0.14851	14,201,000	14,271,434
Pepsico Inc 5.76704%	0.14674	14,077,000	14,102,217
Wells Fargo Bank, National Association 6.41573%	0.14657	13,883,000	14,085,212
Royal Bank of Canada 6.33533%	0.14157	13,500,000	13,604,884
Glencore Funding LLC 0%	0.14123	13,570,000	13,572,714
Danske Bank A/S 6.125%	0.14121	13,571,000	13,570,457
American Honda Finance Corporation 6.1025%	0.14079	13,500,000	13,530,050
Volkswagen Group of America Finance LLC 6.16551%	0.14057	13,500,000	13,508,626
Toyota Motor Credit Corp. 6.04651%	0.14040	13,420,000	13,492,980
American Honda Finance Corporation 6.11258%	0.14004	13,450,000	13,458,285
Westpac Banking Corp. 5.92899%	0.13969	13,400,000	13,424,556
National Australia Bank Ltd. 5.92899%	0.13951	13,400,000	13,407,142
Canadian Imperial Bank of Commerce 6.61038%	0.13886	13,200,000	13,344,690
Hyundai Capital America 6.6934%	0.13886	13,250,000	13,344,612
Credit Agricole S.A. London Branch 6.68651%	0.13852	13,125,000	13,312,232
Svenska Handelsbanken AB 6.59101%	0.13842	13,125,000	13,302,218
Bank of America Corp. 6.30419%	0.13788	13,200,000	13,250,797
Deutsche Bank AG 4.625%	0.13340	14,000,000	12,819,435
KeyBank National Association 5.6618%	0.13267	12,750,000	12,749,989
Goldman Sachs Group, Inc. 5.87448%	0.13186	12,670,000	12,672,281
ANZ New Zealand (Int'l) Limited, London Branch 5.95147%	0.13114	12,570,000	12,602,971
Caterpillar Financial Services Corporation 5.82286%	0.12374	11,850,000	11,891,731
American Express Company 6.0934%	0.12226	11,745,000	11,749,327
CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 7.62039%	0.12171	11,424,685	11,695,970
Carrington Mtg Nc5 5.59389%	0.11596	12,943,426	11,143,625
Cooper-Standard Automotive Inc. 9%	0.11349	10,097,400	10,906,808
CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 7.62072%	0.11293	10,634,082	10,853,050
Macquarie Group Ltd. 6.08914%	0.11260	10,829,000	10,820,987
Nordea Bank ABP 6.07944%	0.11257	10,800,000	10,818,360
Sumitomo Mitsui Trust Bank Ltd. 6.47334%	0.11133	10,540,000	10,699,312
CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 8.32039%	0.11120	10,400,000	10,686,352
Claire's Stores Inc	0.10931	5,387	10,504,650
UBS Group AG 6.94786%	0.10555	10,054,000	10,143,268
Freddie Mac Stacr Remic Trust 8.22039%	0.10516	9,775,000	10,105,447
Cooperatieve Rabobank U.A. New York Branch 6.0861%	0.10456	10,000,000	10,048,267
UBS Group AG 4.375%	0.10354	12,100,000	9,950,088
Banco Santander, S.A. 3.625%	0.10078	11,400,000	9,685,376
Merrill Lynch Mtg Inv Trust 5.78389%	0.10010	22,349,115	9,620,109
UBS AG, London Branch 5.84914%	0.09767	9,383,000	9,386,525
Citibank, N.A. 6.41126%	0.09382	8,900,000	9,015,744
The Bank of New York Mellon Corp. 5.7918%	0.09372	9,000,000	9,006,904
Macquarie Bank Ltd. 6.54732%	0.09359	8,900,000	8,993,723
Skandinaviska Enskilda Banken AB (publ) 6.24048%	0.09344	8,960,000	8,979,649
COLT 2023-3 MORTGAGE LOAN TRUST 7.18%	0.09305	8,777,210	8,941,964
Royal Bank of Canada 6.46448%	0.09225	8,780,000	8,865,621
Public Storage 5.98059%	0.09186	8,801,000	8,827,458
General Motors Financial Company Inc 5.99914%	0.09111	8,756,000	8,755,623
Intelsat Jackson Holdings SA 6.5%	0.08952	9,260,000	8,603,185
Natwest Markets PLC 5.89786%	0.08848	8,500,000	8,502,566
National Australia Bank Ltd. 5.99573%	0.08698	8,325,000	8,358,588
The Toronto-Dominion Bank 5.69573%	0.08605	8,265,000	8,269,369
VERUS SECURITIZATION TRUST 1.63%	0.08366	9,600,358	8,040,211
Principal Life Global Funding II 5.84092%	0.08175	7,855,000	7,855,786
Gsamp Tr 2007-He1 5.59389%	0.07964	8,124,463	7,653,574
Freddie Mac Stacr Remic Trust 6.27039%	0.07911	7,640,443	7,602,792
Bank of America Corp. 6.72728%	0.07643	7,290,000	7,345,042
GSAA Home Equity Trust 5.76389%	0.07470	9,968,193	7,178,776
ANGEL OAK MORTGAGE TRUST 2022-2 3.353%	0.07413	7,773,922	7,123,924
Connecticut Avenue Securities Trust 2019- R07 8.83487%	0.07252	6,775,849	6,969,282
CLAIRE'S STORES, INC.-INI	0.07202	7,308,053	6,920,726
Epic Crude Services, Lp-T	0.07062	6,779,125	6,786,379
Angel Oak Mortgage Trust 2020-3 1.691%	0.07006	7,353,242	6,732,603
OBX TRUST 1.072%	0.06952	7,873,107	6,680,963
Bank of America Corp. 6.35088%	0.06860	6,579,000	6,592,108
Ffmlt Tr 2006-Ff13 5.68389%	0.06715	9,950,155	6,453,369
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.96389%	0.06543	7,862,927	6,287,703
Deutsche Alt-A Secs Mtg Ln Tr 5.74389%	0.06340	6,980,922	6,092,373
CONNECTICUT AVENUE SECURITIES TRUST 11.32039%	0.06093	5,550,000	5,855,168
Banco Santander, S.A. 6.57671%	0.06044	5,800,000	5,808,143
CONNECTICUT AVENUE SECURITIES TRUST 7.32039%	0.05996	5,730,000	5,762,542
Royal Bank of Canada 5.82448%	0.05793	5,562,000	5,566,914
Bank of America Corp. 6.47899%	0.05631	5,408,000	5,411,515
Ameriquest Mortgage Securities 7.57389%	0.05629	6,973,000	5,409,119
Securitized Asset Backed Receivables Llc Trust 5.72389%	0.05619	8,918,803	5,399,538
TOWD POINT MORTGAGE TRUST 6.44389%	0.05483	5,183,301	5,269,342
C-Bass 2006-Cb8 Tr 5.72389%	0.05477	5,964,911	5,263,793
GS Mortgage Securities Corp 6.53889%	0.05454	5,559,897	5,241,154
Federal National Mortgage Association 2.5%	0.05432	39,587,490	5,220,046
Banque Federative du Credit Mutuel 6.77914%	0.05423	5,110,000	5,211,791
ING Groep N.V. 3.875%	0.05349	6,150,000	5,140,783
SG RESIDENTIAL MORTGAGE TRUST 2022-2 5.353%	0.05118	4,971,791	4,918,451
Nmg Parent	0.04998	46,864	4,803,560
Societe Generale S.A. 6.75%	0.04929	5,200,000	4,736,996
Cooper-Standard Automotive Inc. 0.00001%	0.04834	6,205,652	4,645,718
Bank of Nova Scotia 5.89626%	0.04822	4,642,000	4,634,337
HCA Inc. 5.375%	0.04762	4,590,000	4,576,673
Daimler Trucks Finance North America LLC 6.07411%	0.04709	4,510,000	4,525,761
Macquarie Bank Ltd. 6.58101%	0.04662	4,450,000	4,480,578
BPCE SA 5.94914%	0.04659	4,470,000	4,477,281
Federal Home Loan Mortgage Corp. 2.5%	0.04568	37,826,760	4,390,295
First Franklin Mortgage Loan Trust 5.81889%	0.04476	5,246,988	4,301,309
RFMSI SERIES TRUST 5.42052%	0.04356	6,983,334	4,185,704
Daimler Trucks Finance North America LLC 6.39651%	0.04337	4,168,000	4,168,266
Toyota Motor Credit Corp. 5.84%	0.04220	4,050,000	4,055,488
Soundview Home Loan Trust 5.68389%	0.04177	13,751,991	4,013,925
Strctrd Asset Invt 6.17889%	0.04087	4,475,000	3,927,443
Staples, Inc. 7.5%	0.04081	4,018,000	3,921,454
Federal Home Loan Mortgage Corp. 2.5%	0.04047	31,948,855	3,889,556
Intelsat Emergence Sa	0.03706	129,504	3,561,368
GS Mortgage Securities Corp 6.41889%	0.03702	3,878,000	3,557,216
New Century Home Equity Loan Trust 2005-1 6.64389%	0.03685	3,954,858	3,540,920
GCAT LLC 3.686%	0.03559	3,599,898	3,419,739
Fremont Home Loan Trust 6.59889%	0.03430	4,124,000	3,296,539
GCAT 2020-NQM1 TRUST 3.247%	0.03400	3,441,059	3,266,993
HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 4.64%	0.03339	3,555,000	3,208,683
Deutsche Bank AG 4.5%	0.03283	3,400,000	3,154,873
Merrill Lynch Mtg Inv Trust 5.81389%	0.03278	11,629,163	3,150,485
DISH DBS Corporation 5.875%	0.03273	3,283,000	3,145,523
Deutsche Bank AG 6%	0.03266	3,400,000	3,138,976
Frontier Communications Parent Inc	0.03163	124,068	3,039,666
First Franklin Mortgage Loan Trust 5.60389%	0.03133	3,062,881	3,011,263
American Home Mortgage Asset Trust 6.02389%	0.03006	3,290,036	2,888,610
Royal Bank of Canada 6.21914%	0.03002	2,871,000	2,884,647
Clear Channel Outdoor Holdings Inc New 5.125%	0.02923	2,980,000	2,809,053
JP Morgan Seasoned 5.94389%	0.02867	2,848,756	2,754,965
Morgan Stanley 5.89035%	0.02832	2,720,000	2,721,632
Caterpillar Financial Services Corporation 5.59647%	0.02790	2,681,000	2,681,557
VISTA POINT SECURITIZATION TRUST 1.475%	0.02789	2,941,292	2,679,934
Intl Oncology Care Inc	0.02765	157,709	2,657,397
Bausch Health Companies Inc. 9.25%	0.02744	2,805,000	2,636,700
Metropolitan Life Global Funding I 5.63157%	0.02728	2,620,000	2,621,595
Freddie Mac Stacr Remic Trust 6.12039%	0.02727	2,620,469	2,620,475
Centex Home Loan Equity Trust 6.19389%	0.02692	2,651,561	2,587,337
Spclty Undrw & Res 5.72389%	0.02668	3,287,948	2,564,295
Angel Oak Mortgage Trust I Llc 3.764%	0.02592	2,907,000	2,491,320
Morgan Stanley ABS Capital I Inc 5.57889%	0.02589	3,890,106	2,487,786
Government National Mortgage Association 2.5%	0.02448	21,458,798	2,352,989
Residential Asset Mortgage Products, Inc. 6.32889%	0.02426	2,540,000	2,331,561
Credit Suisse AG New York Branch 6.61068%	0.02352	2,250,000	2,260,355
Freddie Mac Stacr Remic Trust 7.62039%	0.02323	2,188,698	2,231,968
Securitized 07-Nc2 5.72389%	0.02296	2,627,195	2,206,665
Citigroup Inc. 6.07459%	0.02272	2,181,000	2,183,367
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM1 6.3067%	0.02225	2,138,713	2,138,189
Toyota Motor Credit Corp. 5.69914%	0.02215	2,126,000	2,128,807
Moran Foods, Llc-2023 Flf	0.02152	2,463,766	2,067,839
Moran Foods, Llc-2023 Fls	0.02130	3,420,936	2,046,746
Shutterfly Finance LLC 4.25%	0.02125	2,584,944	2,042,106
Government National Mortgage Association 2.5%	0.02019	17,665,491	1,940,003
Bausch Health Companies Inc. 9%	0.02012	2,035,000	1,933,281
STARWOOD MORTGAGE RESIDENTIAL TRUST 2.916%	0.02004	2,001,038	1,925,567
U.S. RENAL CARE, INC.-CLO	0.01975	2,193,648	1,897,505
GCAT 2022-NQM4 TRUST 5.269%	0.01963	1,909,474	1,886,103
Harborview Mtg Loan Trust 5.8608%	0.01960	2,205,611	1,883,091
Government National Mortgage Association 2.5%	0.01912	18,171,702	1,837,779
Madison Iaq Llc	0.01887	1,817,344	1,813,564
GSAA Home Equity Trust 5.54389%	0.01871	5,786,917	1,798,285
Soundview Home Loan Trust 5.62389%	0.01862	1,849,612	1,789,712
Angel Oak Mortgage Trust I Llc 2.466%	0.01840	1,871,793	1,768,100
National Australia Bank Ltd. 6.20573%	0.01831	1,750,000	1,759,600
Soundview Home Loan Trust 5.92389%	0.01829	6,023,057	1,757,887
Adjustable Rate Mortgage Trust 5.51751%	0.01784	2,062,850	1,714,455
Government National Mortgage Association 2.5%	0.01764	16,474,994	1,694,908
Commonwealth Bank of Australia 6.0818%	0.01752	1,675,000	1,683,492
GSAA Home Equity Trust 6.4832%	0.01739	5,892,040	1,671,120
Royal Bank of Canada 5.94855%	0.01622	1,560,000	1,559,076
Wec Us Holdings Ltd.-Init	0.01591	1,531,383	1,529,163
Ecovyst Catalyst Technolo	0.01551	1,492,787	1,490,220
Citigroup Mortgage Loan Trust 5.60457%	0.01532	1,491,692	1,472,652
Verus Securitization Trust 3.624%	0.01532	1,998,000	1,472,300
Banc of America Funding 2015-R4 5.58541%	0.01531	1,479,580	1,471,300
Sirius Xm Radio Inc 5.5%	0.01472	1,485,000	1,414,404
Bear Stearns Asset Backed Securities I Trust 5.75%	0.01470	1,534,018	1,412,775
National Bank of Canada 5.8626%	0.01458	1,400,000	1,400,686
Myt Holding Llc	0.01445	2,435,646	1,388,318
Alliance Laundry Systems	0.01396	1,338,844	1,341,441
Caterpillar Financial Services Corporation 5.61258%	0.01395	1,340,000	1,340,567
Bear Stearns Arm Trust 7.13474%	0.01352	1,399,155	1,299,298
HERCULES ACHIEVEMENT, LLC	0.01307	1,251,680	1,256,374
Fieldstone Mortgage Investment Trust 5.98389%	0.01290	2,556,513	1,240,098
INSULET CORPORATION-2024	0.01284	1,233,375	1,234,399
Barclays PLC 8%	0.01245	1,200,000	1,196,854
Ukg Inc.-2024 Refinancing	0.01230	1,176,127	1,181,714
Wmg Acquisition Corp.-Tra	0.01222	1,177,608	1,174,664
Claire's Stores Inc	0.01218	5,853	1,170,600
Vertiv Group Corporation-	0.01215	1,165,780	1,167,482
GATES GLOBAL LLC-INITIAL	0.01198	1,150,379	1,151,552
Staples, Inc.-2019 Refina	0.01193	1,158,944	1,146,033
GRAHAM PACKAGING COMPANY	0.01185	1,139,424	1,138,934
Alternative Loan Trust 6%	0.01129	2,026,916	1,084,784
GS Mortgage Securities Corp 5.88389%	0.01120	3,673,797	1,076,765
ENSEMBLE RCM, LLC-TERM B	0.01080	1,036,293	1,038,241
Parexel International Inc	0.01071	1,027,695	1,029,668
Rfmsi Series Trust 6.25%	0.01058	1,326,384	1,016,557
E.W. Scripps Company, The	0.01057	1,067,562	1,015,818
Terwin Mtg Tst 5.86389%	0.01047	1,046,082	1,006,052
Iheartcommunications, Inc	0.01041	1,146,502	1,000,220
Cwalt Incorporation 5.94389%	0.01035	2,322,040	994,835
Gemini Hdpe Llc-2027 Adva	0.01016	979,798	976,858
Skopima Consilio Parent L	0.00979	945,750	940,870
Whatabrands Llc-Initial T	0.00966	928,015	927,969
Clarios Global LP 6.25%	0.00965	928,000	927,529
Gulfport Energy Corporation	0.00964	81	926,427
Genesys Cloud Services Ho	0.00957	917,828	919,958
Ineos Enterprises Holding	0.00954	917,822	916,675
Star Us Bidco Llc-Initial	0.00949	909,105	911,660
Banc Amer Mtg Tst 6%	0.00907	1,089,243	871,190
Constellation Renewables,	0.00897	861,654	861,654
Gsaa Hm Eqty 06-19 5.80389%	0.00897	3,232,825	861,861
Triton Water Holdings, In	0.00890	865,092	855,256
Alternative Loan Trust 6%	0.00888	1,530,089	853,154
Gulfport Energy Corporation 8%	0.00881	833,923	846,343
Quikrete Holdings, Inc.-F	0.00855	821,403	821,403
Park River Holdings, Inc.	0.00853	827,228	819,642
Rite Aid Corporation 8%	0.00851	1,185,000	817,650
MASTR Alternative Loan Trust 5.75%	0.00848	1,637,234	815,283
PIKE CORPORATION-2028 INI	0.00845	809,593	811,787
Dun & Bradstreet Corporat	0.00834	801,753	801,376
Commscope, Inc.-Initial T	0.00814	864,591	782,455
Osmose Utilities Services	0.00802	782,000	770,270
SIMPLY GOOD FOODS USA, IN	0.00800	770,417	768,976
UNIVERSITY SUPPORT SERVIC	0.00800	770,667	768,548
Deerfield Dakota Holding,	0.00792	765,042	760,895
Alternative Loan Trust 6%	0.00789	1,326,264	758,476
UFC HOLDINGS, LLC-TERM B-	0.00788	756,553	757,499
Morgan Stanley ABS Capital I Inc 6.44389%	0.00787	776,219	755,843
PROJECT BOOST PURCHASER,	0.00784	752,575	753,651
Med Parentco, Lp-Initial	0.00782	753,778	751,894
DISH Network Corporation 3.375%	0.00771	1,190,000	740,775
ALLIED UNIVERSAL HOLDCO L	0.00770	740,951	739,743
ARCHES BUYER INC.-REFINAN	0.00757	751,413	727,098
Rfmsi Series Trust 5.75%	0.00740	904,920	710,869
Rfmsi Series Trust 6%	0.00735	945,735	705,956
Naac Reperforming 6.5%	0.00726	809,104	698,056
Citicorp Mortgage Securities Trust 6%	0.00720	791,254	691,682
Nomura Resec Tr 2015-2R 5.58389%	0.00715	706,127	686,927
American Home Mortgage Asset Trust 5.82389%	0.00686	748,386	658,906
White Cap Supply Holdings	0.00683	654,909	656,612
Hertz Corporation, The-In	0.00677	672,888	650,366
PATHWAY VET ALLIANCE LLC-	0.00677	744,087	650,615
Shutterfly Finance, Llc-T	0.00675	826,216	648,579
First Student Bidco Inc.-	0.00668	643,352	642,014
HUB INTERNATIONAL LIMITED	0.00668	641,413	641,528
Saxon Asset Securities Trust 5.407%	0.00668	665,540	642,064
Altice Financing S.A.-Fir	0.00666	684,221	639,747
Bear Stearns Asset Backed Securities Trust 5.82%	0.00663	783,562	636,982
Leslie's Poolmart, Inc.-I	0.00660	635,576	634,718
Chesapeake Energy Corp Ordinary Shares - New	0.00655	7,084	629,272
GARDA WORLD SECURITY CORP	0.00651	625,000	625,394
GSAA Home Equity Trust 5.75%	0.00650	767,590	624,853
Netsmart, Inc.-Initial Te	0.00647	620,674	621,456
Banc of America Funding Corporation 6.11823%	0.00640	617,047	615,178
Carroll County Energy Llc	0.00640	623,639	614,908
Camelot U.S. Acquisition	0.00636	611,971	611,512
Long Beach Mortgage Loan Trust 6.29889%	0.00634	622,273	609,385
ASURION, LLC-NEW B-11 TER	0.00623	621,805	599,109
Banijay Entertainment S.A	0.00616	591,509	591,633
Conair Holdings Llc-Initi	0.00616	597,980	591,630
Trident Tpi Holdings, Inc	0.00613	589,167	588,919
Dcert Buyer, Inc.-Initial	0.00611	590,025	586,786
ADIENT US LLC-TERM B-2 LO	0.00600	575,582	576,877
Deutsche Alt-A Secs Inc 5.94389%	0.00598	596,471	574,933
Formula One Management Li	0.00598	575,000	575,144
WHITEWATER WHISTLER HOLDI	0.00595	571,186	571,723
Clear Channel Outdoor Hol	0.00593	570,339	569,524
Credit Suisse First Boston Mortgage Securities Corp. 6%	0.00585	584,469	562,357
Chase Mortgage Financial Trust 6%	0.00581	587,327	558,117
Proofpoint, Inc.-Initial	0.00581	558,600	558,606
IHEARTCOMMUNICATIONS, INC	0.00576	638,386	553,800
Venator Materials Llc-Ini	0.00563	547,921	540,617
CIENA CORPORATION-REFINAN	0.00558	535,957	536,627
Neiman Marcus Group LLC	0.00556	5,214	534,435
GSAA Home Equity Trust 5.80389%	0.00548	581,914	526,791
Jazz Pharmaceuticals Publ	0.00543	519,631	522,229
Residential Fdg I 5.26133%	0.00536	543,229	514,651
INGRAM MICRO INC.-TERM B	0.00532	511,000	511,639
Summer (Bc) Bidco B Llc-A	0.00530	512,489	509,502
Petco Health And Wellness	0.00524	545,183	503,341
API GROUP DE, INC.-REPRIC	0.00519	498,813	499,203
Icon Public Limited Compa	0.00517	495,740	496,603
Banc of America Funding Corporation 5.5%	0.00516	550,181	495,942
Prime Security Services B	0.00510	490,000	490,000
Buckeye Partners, L.P.-20	0.00504	483,656	484,498
Asurion, Llc-New B-3 Term	0.00500	535,000	480,162
Lumen Technologies Inc.-T	0.00497	650,966	477,484
Alternative Loan Trust 6%	0.00493	849,153	473,474
GSAA Home Equity Trust 5.75%	0.00491	547,595	472,100
CHL Mortgage Pass-Through Trust 6.25%	0.00483	981,433	464,411
Harsco Corporation-Term B	0.00482	469,300	463,434
AVANTOR FUNDING, INC.-202	0.00478	459,180	459,386
B&G FOODS, INC.-TRANCHE B	0.00478	460,467	459,708
Nmg Parent ([Wts/Rts])	0.00475	34,470	456,728
Clarios Global LP / Clarios US Finance Company Inc 6.75%	0.00470	451,000	451,401
Ring Container Technologi	0.00458	439,875	440,610
VIRTUSA CORPORATION-TERM	0.00456	437,625	438,281
Vail Resorts, Inc. 6.25%	0.00450	432,000	432,114
Packaging Coordinators Mi	0.00449	431,254	431,854
TRANSDIGM INC FLT 08/28	0.00449	430,258	431,604
CONSERVICE MIDCO, LLC-SEV	0.00441	422,549	423,479
USI, INC.-2023-B TERM LOA	0.00435	418,065	418,006
MASTR Alternative Loan Trust 6%	0.00428	450,704	411,504
Frontier Communications Holdings Llc 5.875%	0.00427	485,162	409,962
Indymac ABS, Inc. 5.16892%	0.00422	436,042	405,599
PACTIV EVERGREEN INC.-TRA	0.00419	401,340	402,296
Rfmsi Series Trust 5.55306%	0.00419	468,427	402,347
Altice France Holdings S A 10.5%	0.00417	1,070,000	400,369
CHL Mortgage Pass-Through Trust 5.79389%	0.00417	1,003,278	400,766
Option One Mortgage Loan Trust 6.29889%	0.00417	406,696	400,671
Dcert Buyer, Inc.-First A	0.00416	445,000	399,525
Structured Asset Securities Corp Mortgage Loan 5.78389%	0.00415	409,660	398,977
NIELSEN CONSUMER INC.-202	0.00409	409,425	393,474
Helios Software Holdings,	0.00402	391,492	386,477
Nabors Industries, Ltd. 7.25%	0.00398	385,000	382,616
Envision Healthcare Corp	0.00389	42,350	374,099
Getty Images, Inc.-Initia	0.00380	365,857	365,286
United Natural Foods, Inc	0.00380	365,311	364,774
TK ELEVATOR MIDCO GMBH-FA	0.00378	362,314	363,372
Pactiv Evergreen Inc.-Tra	0.00376	360,141	361,192
Thornburg Mortgage Securities Trust 5.78847%	0.00369	373,990	354,397
Myt Hldg	0.00367	1,412,191	353,048
Guardian Us Holdco Llc-In	0.00362	347,379	348,248
Medline Borrower, Lp-Init	0.00362	346,674	347,419
Wp Newco, Llc-Initial Ter	0.00354	425,442	340,354
Adjustable Rate Mortgage Trust 5.57033%	0.00352	371,177	337,964
Asurion, Llc-New B-9 Term	0.00345	345,238	331,121
Wesco Aircraft Holdings Inc. 9%	0.00345	1,327,000	331,750
Rite Aid Corporation 7.5%	0.00338	489,000	325,185
Soundview Home Loan Trust 5.56389%	0.00338	1,114,306	325,254
Astoria Energy Llc-Term B	0.00333	319,885	320,195
Soundview Home Loan Trust 5.78389%	0.00326	1,073,828	313,419
Shutterfly Finance LLC 9.75%	0.00320	307,144	307,144
Citigroup Mortgage Loan Trust 3.95556%	0.00316	305,844	303,404
Washington Mut Mtg 5.89389%	0.00314	366,880	301,544
JP Morgan Mortgage Trust 5.5%	0.00311	456,510	298,762
Signal Parent, Inc.-Initi	0.00305	310,268	293,204
Tgp Holdings Iii Llc-Clos	0.00302	307,339	290,264
Realtruck Group, Inc.-Ini	0.00301	292,306	289,529
Rfmsi Ser 2007-S2 6%	0.00300	381,011	288,329
FGI OPERATING COMPANY, LL	0.00291	2,561,229	279,174
Banc Amer Fdg 06-D 4.55243%	0.00288	320,849	276,855
Impac CMB Trust 6.22389%	0.00286	281,974	274,683
Realpage, Inc.-Initial Te	0.00286	282,750	274,895
CWABS Asset-Backed Certificates Trust 2007-2 5.58389%	0.00283	273,930	272,288
MI WINDOWS AND DOORS, LLC	0.00283	272,538	272,369
Bk Lc Lux Spv S.A R.L.-Fa	0.00274	263,199	263,434
Six Flags Theme Parks Inc. 7%	0.00273	262,000	262,378
GSAA Home Equity Trust 5.64389%	0.00272	974,522	260,916
Venator Matls	0.00268	294	257,992
Buckeye Partners, L.P.-20	0.00266	255,510	255,737
Verizon Communications Inc. 6.6686%	0.00263	250,000	252,725
Altar Bidco, Inc.-Initial	0.00258	251,250	247,640
Gulfport Energy Corp Ordinary Shares (New)	0.00251	1,505	240,981
SPIRIT AEROSYSTEMS, INC.-	0.00247	237,000	237,839
Altice France S.A.-Usd Tl	0.00235	285,460	225,693
Alternative Loan Trust 5.5%	0.00225	425,990	215,753
Mnk Common Stock	0.00222	4,790	213,155
Utz Quality Foods, Llc-20	0.00220	210,679	210,982
Acproducts Holdings, Inc.	0.00216	227,751	207,112
CWABS Inc. 6.26889%	0.00215	203,618	206,413
Banc Amer Alternative Loan Trust 6%	0.00209	221,763	200,601
Alternative Loan Trust 6%	0.00204	393,296	196,162
First Student Bidco Inc.-	0.00203	195,110	194,704
Venator Materials Llc-Fir	0.00202	189,987	193,787
Thoughtworks, Inc.-Increm	0.00192	186,705	184,956
CHL Mortgage Pass-Through Trust 5.75%	0.00189	384,284	181,884
Serta Simmons Bedding Llc	0.00177	21,927	169,934
Harborview Mtg Loan Trust 7.12266%	0.00169	190,734	161,989
Hertz Corp. 5.5%	0.00166	4,923,000	159,998
Alternative Loan Trust 6%	0.00157	293,096	150,731
Banc of America Funding Corporation 5.5%	0.00155	176,579	148,750
iHeartMedia Inc	0.00153	70,579	147,510
CWMBS Inc 5.5%	0.00147	250,861	141,312
Cwalt Incorporation 5.5%	0.00136	171,958	130,543
Hertz Corporation, The-In	0.00131	130,065	125,712
ICON PUBLIC LIMITED COMPA	0.00129	123,514	123,729
CCO Holdings, LLC/ CCO Holdings Capital Corp. 5%	0.00126	130,000	121,018
Hertz Corp. 6%	0.00126	1,345,000	121,050
Alternative Loan Trust 4.75%	0.00124	152,545	119,357
Chesapeake Energy Corporation 5.5%	0.00118	5,690,000	113,800
Directv Financing, Llc-Cl	0.00112	107,160	107,205
Shutterfly, Llc-New First	0.00103	98,908	98,908
Wheel Pros, Inc.-Initial	0.00101	89,821	96,871
Hertz Corp. 7.125%	0.00097	1,035,000	93,150
Cwalt Incorporation 5.5%	0.00092	96,127	88,027
Trinseo Materials Operating SCA and Trinseo Materials Finance, Inc 5.375%	0.00092	112,000	88,607
SERTA SIMMONS BEDDING, LL	0.00084	90,525	80,869
Moran Foods, Llc-Super Se	0.00076	72,935	72,935
Banc America Fdg 2014-R7 5.58389%	0.00072	69,228	68,928
Deutsche Alt-A Secs Inc 3.8239%	0.00063	62,214	60,169
Cwalt Incorporation 5%	0.00053	52,829	50,667
Washington Mut Mtg 5.5%	0.00051	55,480	48,607
Gulfport Energy Corporation 8%	0.00042	39,669	40,260
Lehman Mortgage Trust 5%	0.00030	33,985	28,740
CWABS Asset-Backed Certificates Trust 5.76389%	0.00017	16,774	16,739
Wesco Aircraft Holdings Inc. 13.125%	0.00017	530,000	15,900

JPMorgan Strategic Income Opports I2024-03-31

Security Name

% Net Assets

Number Of Shares

Market Value (USD)

JPMorgan Prime Money Market Inst

56.99836

5,475,379,240

5,477,569,392

Federal National Mortgage Association 6%

4.19128

399,150,000

402,783,842

ING Groep N.V. 6.75%

1.00758

96,829,000

AT&T Inc 6.76245%

0.96572

92,649,000

92,806,546

Citigroup Inc. 6.04239%

0.69018

66,313,000

66,326,926

BMW US Capital, LLC 5.74786%

0.58538

56,194,000

56,255,367

UBS AG, London Branch 5.81861%

0.54972

52,800,000

52,828,512

Bank of America Corp. 6.07135%

0.54928

52,779,000

52,786,313

Centerpoint Energy Inc 6.01709%

0.48305

46,416,000

46,421,569

Citigroup Inc. 6.7288%

0.47152

45,277,000

45,313,674

Mitsubishi UFJ Financial Group Inc. 6.28158%

0.45893

44,000,000

44,103,268

American Honda Finance Corporation 6.0625%

0.45765

43,880,000

43,980,220

Public Storage 5.85376%

0.43854

42,141,000

42,144,320

United States Treasury Bills

0.40974

39,434,000

39,376,612

Mercedes-Benz Finance North America LLC 5.9264%

0.39429

37,782,000

37,891,222

Keurig Dr Pepper Inc 6.22732%

0.37341

35,780,000

35,885,122

Citigroup Inc. 6.06096%

0.36458

34,994,000

35,035,993

American Express Company 6.72816%

0.36266

34,445,000

34,852,188

Goldman Sachs Group, Inc. 5.84573%

0.34901

33,525,000

33,540,422

ANZ Group Holdings Ltd. 6.13958%

0.34486

33,000,000

33,140,749

Royal Bank of Canada 5.73899%

0.33492

32,180,000

32,186,400

Morgan Stanley 6.54337%

0.33268

31,957,000

31,971,089

Westpac Banking Corp. 6.07147%

0.33116

31,706,000

31,824,580

Mercedes-Benz Finance North America LLC 6.04304%

0.32699

31,300,000

31,424,181

NextEra Energy Capital Holdings Inc 6.13575%

0.32572

31,250,000

31,301,733

American Honda Finance Corporation 6.16376%

0.32298

30,920,000

31,038,085

ING Groep N.V. 6.97078%

0.31915

30,363,000

30,670,179

Cooperatieve Rabobank U.A. New York Branch 6.06048%

0.31259

30,000,000

30,040,061

Morgan Stanley Bank, National Association (Utah) 6.1661%

0.30276

28,950,000

29,095,068

BMW US Capital, LLC 5.92003%

0.29904

28,738,000

Georgia Power Company 6.11944%

0.29552

28,300,000

28,399,341

The Toronto-Dominion Bank 5.8025%

0.28672

27,573,000

27,554,257

Caterpillar Financial Services Corporation 5.86258%

0.28067

26,849,000

26,972,944

American Honda Finance Corporation 5.9647%

0.27974

26,830,000

26,883,613

John Deere Capital Corp. 5.76883%

0.27955

26,850,000

26,864,955

Sumitomo Mitsui Financial Group Inc. 6.79904%

0.27808

26,350,000

26,723,199

National Rural Utilities Cooperative Finance Corp. 6.0702%

0.27796

26,600,000

26,712,252

American Honda Finance Corporation 6.05838%

0.27653

26,500,000

26,574,200

Bank of Nova Scotia 5.75575%

0.27650

26,565,000

26,572,072

Commonwealth Bank of Australia 6.09258%

0.27638

26,450,000

26,560,304

Bank of Nova Scotia 6.43494%

0.27585

26,330,000

26,509,080

Goldman Sachs Group, Inc. 6.43286%

0.27509

26,330,000

26,436,632

American Express Company 6.12704%

0.27460

26,320,000

26,389,017

Caterpillar Financial Services Corporation 5.8147%

0.26321

25,260,000

25,294,311

Bank of Nova Scotia 6.29171%

0.26304

25,164,000

25,278,479

The Toronto-Dominion Bank 6.45839%

0.25389

24,160,000

24,399,015

Truist Financial Corp. 5.74573%

0.25041

24,125,000

24,064,372

Comcast Corporation 6.2056%

0.24789

23,821,000

23,822,501

TransCanada Pipelines Limited 6.86573%

0.24511

23,545,000

23,554,887

Bank of America, N.A. 6.13838%

0.24500

23,423,000

23,544,672

Wells Fargo Bank, National Association 6.09376%

0.24032

23,000,000

23,095,220

Toyota Motor Credit Corp. 5.9863%

0.24018

23,000,000

23,081,190

American Honda Finance Corporation 6.17958%

0.23763

22,730,000

22,836,483

BMW US Capital, LLC 0%

0.23576

22,630,000

22,656,477

ANZ Group Holdings Ltd. 6.19574%

0.23544

22,500,000

22,626,349

The Toronto-Dominion Bank 0%

0.23540

22,620,000

22,622,036

Bank of Montreal 5.71483%

0.23379

22,460,000

22,467,693

HSBC USA, Inc. 6.31126%

0.23364

22,370,000

22,452,460

Bristol-Myers Squibb Company 5.84838%

0.23355

22,370,000

22,444,178

American Honda Finance Corporation 5.91786%

0.23350

22,400,000

22,439,514

Caterpillar Financial Services Corporation 5.81601%

0.23348

22,400,000

22,437,184

Credit Agricole S.A. London Branch 6.21573%

0.23322

22,360,000

22,412,412

National Rural Utilities Cooperative Finance Corp. 6.1734%

0.23288

22,330,000

22,379,716

PepsiCo Singapore Financing I Pte. Ltd. 5.92313%

0.23260

22,350,000

22,352,682

The Toronto-Dominion Bank 6.3681%

0.23142

22,074,000

22,239,268

Bank of America, N.A. 6.37147%

0.23097

21,950,000

22,196,657

Royal Bank of Canada 6.47092%

0.23091

22,000,000

22,190,592

John Deere Capital Corp. 5.90121%

0.23069

22,080,000

22,169,645

Athene Global Funding 5.91147%

0.23042

22,130,000

22,143,509

State Street Corporation 6.2184%

0.22934

21,930,000

22,039,513

Bank of Montreal 6.05494%

0.22656

21,710,000

21,772,468

Bank of Montreal 6.40732%

0.22596

21,540,000

21,714,719

Bank of Montreal 6.28473%

0.22492

21,505,000

21,614,825

National Rural Utilities Cooperative Finance Corp. 5.7161%

0.20479

19,671,000

19,680,038

National Australia Bank Ltd. 6.12704%

0.20047

19,175,000

19,265,698

Athene Global Funding 6.05681%

0.19677

18,900,000

18,909,790

Toyota Motor Credit Corp. 5.89024%

0.19026

18,267,000

18,284,290

CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 8.42039%

0.18801

17,385,000

18,068,050

National Bank of Canada 6.23472%

0.18801

18,050,000

18,067,712

Citigroup Inc. 6.84177%

0.18756

17,800,000

18,024,973

Canadian Imperial Bank of Commerce 6.33564%

0.18753

17,920,000

18,021,425

Goldman Sachs Group, Inc. 6.7386%

0.18685

17,800,000

17,956,288

Morgan Stanley Bank, National Association (Utah) 6.5331%

0.18683

17,700,000

17,954,404

ANZ Group Holdings Ltd. 5.90024%

0.18666

17,920,000

17,937,759

American Express Company 6.36314%

0.18665

17,880,000

17,936,901

Goldman Sachs Bank USA 6.11024%

0.18640

17,920,000

17,913,011

Pepsico Inc 5.76786%

0.18545

17,800,000

17,822,251

Sumitomo Mitsui Financial Group Inc. 6.66904%

0.18537

17,550,000

17,814,444

Sumitomo Mitsui Trust Bank Ltd. 6.4457%

0.18499

17,650,000

17,777,211

Roche Holdings, Inc. 6.10704%

0.18483

17,700,000

17,762,678

Wells Fargo Bank, National Association 6.4302%

0.18467

17,560,000

17,746,407

Bank of Montreal 6.68048%

0.18465

17,500,000

17,744,910

Swedbank AB (publ) 6.72101%

0.18448

17,500,000

17,728,593

UBS AG, London Branch 6.27573%

0.18403

17,570,000

17,684,956

John Deere Capital Corp. 6.11806%

0.18379

17,500,000

17,662,167

Mitsubishi UFJ Financial Group Inc. 6.80826%

0.18369

17,520,000

17,653,161

Wells Fargo Bank, National Association 6.17496%

0.18357

17,560,000

17,641,319

Commonwealth Bank of Australia 5.97494%

0.18350

17,570,000

17,634,732

ANZ Group Holdings Ltd. 6.02958%

0.18349

17,580,000

17,633,846

Toyota Motor Credit Corp. 6.24147%

0.18349

17,500,000

17,633,724

DBS Group Holdings Ltd. 5.93505%

0.18307

17,570,000

17,592,867

Royal Bank of Canada 5.90906%

0.18275

17,570,000

17,562,342

Bank of Nova Scotia 5.82414%

0.18259

17,545,000

17,546,865

Wells Fargo & Co. 6.70059%

0.18113

17,265,000

17,406,696

Nordea Bank ABP 6.3081%

0.18087

17,270,000

17,381,913

ING Groep N.V. 4.25%

0.18000

22,800,000

17,298,084

Mercedes-Benz Finance North America LLC 6.24235%

0.17517

16,733,000

16,833,572

Barclays PLC 4.375%

0.16873

19,780,000

16,215,419

BMW US Capital, LLC 5.98786%

0.16536

15,830,000

15,890,787

CONNECTICUT AVENUE SECURITIES TRUST 8.43487%

0.15959

14,927,000

15,337,058

BNC Mtg Loan Trust 4.06448%

0.15602

26,141,000

14,993,887

Carrington Mtg Ln 6.07389%

0.15421

18,441,000

14,819,416

BMW US Capital, LLC 6.23003%

0.15232

14,558,000

14,637,923

Toyota Motor Credit Corp. 5.99573%

0.14939

14,296,000

14,356,010

CONNECTICUT AVENUE SECURITIES TRUST 8.68487%

0.14933

13,867,000

14,350,890

Citibank, N.A. 6.13579%

0.14876

14,200,000

14,295,781

Morgan Stanley 6.30838%

0.14851

14,201,000

14,271,434

Pepsico Inc 5.76704%

0.14674

14,077,000

14,102,217

Wells Fargo Bank, National Association 6.41573%

0.14657

13,883,000

14,085,212

Royal Bank of Canada 6.33533%

0.14157

13,500,000

13,604,884

Glencore Funding LLC 0%

0.14123

13,570,000

13,572,714

Danske Bank A/S 6.125%

0.14121

13,571,000

13,570,457

American Honda Finance Corporation 6.1025%

0.14079

13,500,000

13,530,050

Volkswagen Group of America Finance LLC 6.16551%

0.14057

13,500,000

13,508,626

Toyota Motor Credit Corp. 6.04651%

0.14040

13,420,000

13,492,980

American Honda Finance Corporation 6.11258%

0.14004

13,450,000

13,458,285

Westpac Banking Corp. 5.92899%

0.13969

13,400,000

13,424,556

National Australia Bank Ltd. 5.92899%

0.13951

13,400,000

13,407,142

Canadian Imperial Bank of Commerce 6.61038%

0.13886

13,200,000

13,344,690

Hyundai Capital America 6.6934%

0.13886

13,250,000

13,344,612

Credit Agricole S.A. London Branch 6.68651%

0.13852

13,125,000

13,312,232

Svenska Handelsbanken AB 6.59101%

0.13842

13,125,000

13,302,218

Bank of America Corp. 6.30419%

0.13788

13,200,000

13,250,797

Deutsche Bank AG 4.625%

0.13340

14,000,000

12,819,435

KeyBank National Association 5.6618%

0.13267

12,750,000

12,749,989

Goldman Sachs Group, Inc. 5.87448%

0.13186

12,670,000

12,672,281

ANZ New Zealand (Int'l) Limited, London Branch 5.95147%

0.13114

12,570,000

12,602,971

Caterpillar Financial Services Corporation 5.82286%

0.12374

11,850,000

11,891,731

American Express Company 6.0934%

0.12226

11,745,000

11,749,327

CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 7.62039%

0.12171

11,424,685

11,695,970

Carrington Mtg Nc5 5.59389%

0.11596

12,943,426

11,143,625

Cooper-Standard Automotive Inc. 9%

0.11349

10,097,400

10,906,808

CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 7.62072%

0.11293

10,634,082

10,853,050

Macquarie Group Ltd. 6.08914%

0.11260

10,829,000

10,820,987

Nordea Bank ABP 6.07944%

0.11257

10,800,000

10,818,360

Sumitomo Mitsui Trust Bank Ltd. 6.47334%

0.11133

10,540,000

10,699,312

CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 8.32039%

0.11120

10,400,000

10,686,352

Claire's Stores Inc

0.10931

5,387

10,504,650

UBS Group AG 6.94786%

0.10555

10,054,000

10,143,268

Freddie Mac Stacr Remic Trust 8.22039%

0.10516

9,775,000

10,105,447

Cooperatieve Rabobank U.A. New York Branch 6.0861%

0.10456

10,000,000

10,048,267

UBS Group AG 4.375%

0.10354

12,100,000

9,950,088

Banco Santander, S.A. 3.625%

0.10078

11,400,000

9,685,376

Merrill Lynch Mtg Inv Trust 5.78389%

0.10010

22,349,115

9,620,109

UBS AG, London Branch 5.84914%

0.09767

9,383,000

9,386,525

Citibank, N.A. 6.41126%

0.09382

8,900,000

9,015,744

The Bank of New York Mellon Corp. 5.7918%

0.09372

9,000,000

9,006,904

Macquarie Bank Ltd. 6.54732%

0.09359

8,900,000

8,993,723

Skandinaviska Enskilda Banken AB (publ) 6.24048%

0.09344

8,960,000

8,979,649

COLT 2023-3 MORTGAGE LOAN TRUST 7.18%

0.09305

8,777,210

8,941,964

Royal Bank of Canada 6.46448%

0.09225

8,780,000

8,865,621

Public Storage 5.98059%

0.09186

8,801,000

8,827,458

General Motors Financial Company Inc 5.99914%

0.09111

8,756,000

8,755,623

Intelsat Jackson Holdings SA 6.5%

0.08952

9,260,000

8,603,185

Natwest Markets PLC 5.89786%

0.08848

8,500,000

8,502,566

National Australia Bank Ltd. 5.99573%

0.08698

8,325,000

8,358,588

The Toronto-Dominion Bank 5.69573%

0.08605

8,265,000

8,269,369

VERUS SECURITIZATION TRUST 1.63%

0.08366

9,600,358

8,040,211

Principal Life Global Funding II 5.84092%

0.08175

7,855,000

7,855,786

Gsamp Tr 2007-He1 5.59389%

0.07964

8,124,463

7,653,574

Freddie Mac Stacr Remic Trust 6.27039%

0.07911

7,640,443

7,602,792

Bank of America Corp. 6.72728%

0.07643

7,290,000

7,345,042

GSAA Home Equity Trust 5.76389%

0.07470

9,968,193

7,178,776

ANGEL OAK MORTGAGE TRUST 2022-2 3.353%

0.07413

7,773,922

7,123,924

Connecticut Avenue Securities Trust 2019- R07 8.83487%

0.07252

6,775,849

6,969,282

CLAIRE'S STORES, INC.-INI

0.07202

7,308,053

6,920,726

Epic Crude Services, Lp-T

0.07062

6,779,125

6,786,379

Angel Oak Mortgage Trust 2020-3 1.691%

0.07006

7,353,242

6,732,603

OBX TRUST 1.072%

0.06952

7,873,107

6,680,963

Bank of America Corp. 6.35088%

0.06860

6,579,000

6,592,108

Ffmlt Tr 2006-Ff13 5.68389%

0.06715

9,950,155

6,453,369

ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 5.96389%

0.06543

7,862,927

6,287,703

Deutsche Alt-A Secs Mtg Ln Tr 5.74389%

0.06340

6,980,922

6,092,373

CONNECTICUT AVENUE SECURITIES TRUST 11.32039%

0.06093

5,550,000

5,855,168

Banco Santander, S.A. 6.57671%

0.06044

5,800,000

5,808,143

CONNECTICUT AVENUE SECURITIES TRUST 7.32039%

0.05996

5,730,000

5,762,542

Royal Bank of Canada 5.82448%

0.05793

5,562,000

5,566,914

Bank of America Corp. 6.47899%

0.05631

5,408,000

5,411,515

Ameriquest Mortgage Securities 7.57389%

0.05629

6,973,000

5,409,119

Securitized Asset Backed Receivables Llc Trust 5.72389%

0.05619

8,918,803

5,399,538

TOWD POINT MORTGAGE TRUST 6.44389%

0.05483

5,183,301

5,269,342

C-Bass 2006-Cb8 Tr 5.72389%

0.05477

5,964,911

5,263,793

GS Mortgage Securities Corp 6.53889%

0.05454

5,559,897

5,241,154

Federal National Mortgage Association 2.5%

0.05432

39,587,490

5,220,046

Banque Federative du Credit Mutuel 6.77914%

0.05423

5,110,000

5,211,791

ING Groep N.V. 3.875%

0.05349

6,150,000

5,140,783

SG RESIDENTIAL MORTGAGE TRUST 2022-2 5.353%

0.05118

4,971,791

4,918,451

Nmg Parent

0.04998

46,864

4,803,560

Societe Generale S.A. 6.75%

0.04929

5,200,000

4,736,996

Cooper-Standard Automotive Inc. 0.00001%

0.04834

6,205,652

4,645,718

Bank of Nova Scotia 5.89626%

0.04822

4,642,000

4,634,337

HCA Inc. 5.375%

0.04762

4,590,000

4,576,673

Daimler Trucks Finance North America LLC 6.07411%

0.04709

4,510,000

4,525,761

Macquarie Bank Ltd. 6.58101%

0.04662

4,450,000

4,480,578

BPCE SA 5.94914%

0.04659

4,470,000

4,477,281

Federal Home Loan Mortgage Corp. 2.5%

0.04568

37,826,760

4,390,295

First Franklin Mortgage Loan Trust 5.81889%

0.04476

5,246,988

4,301,309

RFMSI SERIES TRUST 5.42052%

0.04356

6,983,334

4,185,704

Daimler Trucks Finance North America LLC 6.39651%

0.04337

4,168,000

4,168,266

Toyota Motor Credit Corp. 5.84%

0.04220

4,050,000

4,055,488

Soundview Home Loan Trust 5.68389%

0.04177

13,751,991

4,013,925

Strctrd Asset Invt 6.17889%

0.04087

4,475,000

3,927,443

Staples, Inc. 7.5%

0.04081

4,018,000

3,921,454

Federal Home Loan Mortgage Corp. 2.5%

0.04047

31,948,855

3,889,556

Intelsat Emergence Sa

0.03706

129,504

3,561,368

GS Mortgage Securities Corp 6.41889%

0.03702

3,878,000

3,557,216

New Century Home Equity Loan Trust 2005-1 6.64389%

0.03685

3,954,858

3,540,920

GCAT LLC 3.686%

0.03559

3,599,898

3,419,739

Fremont Home Loan Trust 6.59889%

0.03430

4,124,000

3,296,539

GCAT 2020-NQM1 TRUST 3.247%

0.03400

3,441,059

3,266,993

HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 4.64%

0.03339

3,555,000

3,208,683

Deutsche Bank AG 4.5%

0.03283

3,400,000

3,154,873

Merrill Lynch Mtg Inv Trust 5.81389%

0.03278

11,629,163

3,150,485

DISH DBS Corporation 5.875%

0.03273

3,283,000

3,145,523

Deutsche Bank AG 6%

0.03266

3,400,000

3,138,976

Frontier Communications Parent Inc

0.03163

124,068

3,039,666

First Franklin Mortgage Loan Trust 5.60389%

0.03133

3,062,881

3,011,263

American Home Mortgage Asset Trust 6.02389%

0.03006

3,290,036

2,888,610

Royal Bank of Canada 6.21914%

0.03002

2,871,000

2,884,647

Clear Channel Outdoor Holdings Inc New 5.125%

0.02923

2,980,000

2,809,053

JP Morgan Seasoned 5.94389%

0.02867

2,848,756

2,754,965

Morgan Stanley 5.89035%

0.02832

2,720,000

2,721,632

Caterpillar Financial Services Corporation 5.59647%

0.02790

2,681,000

2,681,557

VISTA POINT SECURITIZATION TRUST 1.475%

0.02789

2,941,292

2,679,934

Intl Oncology Care Inc

0.02765

157,709

2,657,397

Bausch Health Companies Inc. 9.25%

0.02744

2,805,000

2,636,700

Metropolitan Life Global Funding I 5.63157%

0.02728

2,620,000

2,621,595

Freddie Mac Stacr Remic Trust 6.12039%

0.02727

2,620,469

2,620,475

Centex Home Loan Equity Trust 6.19389%

0.02692

2,651,561

2,587,337

Spclty Undrw & Res 5.72389%

0.02668

3,287,948

2,564,295

Angel Oak Mortgage Trust I Llc 3.764%

0.02592

2,907,000

2,491,320

Morgan Stanley ABS Capital I Inc 5.57889%

0.02589

3,890,106

2,487,786

Government National Mortgage Association 2.5%

0.02448

21,458,798

2,352,989

Residential Asset Mortgage Products, Inc. 6.32889%

0.02426

2,540,000

2,331,561

Credit Suisse AG New York Branch 6.61068%

0.02352

2,250,000

2,260,355

Freddie Mac Stacr Remic Trust 7.62039%

0.02323

2,188,698

2,231,968

Securitized 07-Nc2 5.72389%

0.02296

2,627,195

2,206,665

Citigroup Inc. 6.07459%

0.02272

2,181,000

2,183,367

BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM1 6.3067%

0.02225

2,138,713

2,138,189

Toyota Motor Credit Corp. 5.69914%

0.02215

2,126,000

2,128,807

Moran Foods, Llc-2023 Flf

0.02152

2,463,766

2,067,839

Moran Foods, Llc-2023 Fls

0.02130

3,420,936

2,046,746

Shutterfly Finance LLC 4.25%

0.02125

2,584,944

2,042,106

Government National Mortgage Association 2.5%

0.02019

17,665,491

1,940,003

Bausch Health Companies Inc. 9%

0.02012

2,035,000

1,933,281

STARWOOD MORTGAGE RESIDENTIAL TRUST 2.916%

0.02004

2,001,038

1,925,567

U.S. RENAL CARE, INC.-CLO

0.01975

2,193,648

1,897,505

GCAT 2022-NQM4 TRUST 5.269%

0.01963

1,909,474

1,886,103

Harborview Mtg Loan Trust 5.8608%

0.01960

2,205,611

1,883,091

Government National Mortgage Association 2.5%

0.01912

18,171,702

1,837,779

Madison Iaq Llc

0.01887

1,817,344

1,813,564

GSAA Home Equity Trust 5.54389%

0.01871

5,786,917

1,798,285

Soundview Home Loan Trust 5.62389%

0.01862

1,849,612

1,789,712

Angel Oak Mortgage Trust I Llc 2.466%

0.01840

1,871,793

1,768,100

National Australia Bank Ltd. 6.20573%

0.01831

1,750,000

1,759,600

Soundview Home Loan Trust 5.92389%

0.01829

6,023,057

1,757,887

Adjustable Rate Mortgage Trust 5.51751%

0.01784

2,062,850

1,714,455

Government National Mortgage Association 2.5%

0.01764

16,474,994

1,694,908

Commonwealth Bank of Australia 6.0818%

0.01752

1,675,000

1,683,492

GSAA Home Equity Trust 6.4832%

0.01739

5,892,040

1,671,120

Royal Bank of Canada 5.94855%

0.01622

1,560,000

1,559,076

Wec Us Holdings Ltd.-Init

0.01591

1,531,383

1,529,163

Ecovyst Catalyst Technolo

0.01551

1,492,787

1,490,220

Citigroup Mortgage Loan Trust 5.60457%

0.01532

1,491,692

1,472,652

Verus Securitization Trust 3.624%

0.01532

1,998,000

1,472,300

Banc of America Funding 2015-R4 5.58541%

0.01531

1,479,580

1,471,300

Sirius Xm Radio Inc 5.5%

0.01472

1,485,000

1,414,404

Bear Stearns Asset Backed Securities I Trust 5.75%

0.01470

1,534,018

1,412,775

National Bank of Canada 5.8626%

0.01458

1,400,000

1,400,686

Myt Holding Llc

0.01445

2,435,646

1,388,318

Alliance Laundry Systems

0.01396

1,338,844

1,341,441

Caterpillar Financial Services Corporation 5.61258%

0.01395

1,340,000

1,340,567

Bear Stearns Arm Trust 7.13474%

0.01352

1,399,155

1,299,298

HERCULES ACHIEVEMENT, LLC

0.01307

1,251,680

1,256,374

Fieldstone Mortgage Investment Trust 5.98389%

0.01290

2,556,513

1,240,098

INSULET CORPORATION-2024

0.01284

1,233,375

1,234,399

Barclays PLC 8%

0.01245

1,200,000

1,196,854

Ukg Inc.-2024 Refinancing

0.01230

1,176,127

1,181,714

Wmg Acquisition Corp.-Tra

0.01222

1,177,608

1,174,664

Claire's Stores Inc

0.01218

5,853

1,170,600

Vertiv Group Corporation-

0.01215

1,165,780

1,167,482

GATES GLOBAL LLC-INITIAL

0.01198

1,150,379

1,151,552

Staples, Inc.-2019 Refina

0.01193

1,158,944

1,146,033

GRAHAM PACKAGING COMPANY

0.01185

1,139,424

1,138,934

Alternative Loan Trust 6%

0.01129

2,026,916

1,084,784

GS Mortgage Securities Corp 5.88389%

0.01120

3,673,797

1,076,765

ENSEMBLE RCM, LLC-TERM B

0.01080

1,036,293

1,038,241

Parexel International Inc

0.01071

1,027,695

1,029,668

Rfmsi Series Trust 6.25%

0.01058

1,326,384

1,016,557

E.W. Scripps Company, The

0.01057

1,067,562

1,015,818

Terwin Mtg Tst 5.86389%

0.01047

1,046,082

1,006,052

Iheartcommunications, Inc

0.01041

1,146,502

1,000,220

Cwalt Incorporation 5.94389%

0.01035

2,322,040

994,835

Gemini Hdpe Llc-2027 Adva

0.01016

979,798

976,858

Skopima Consilio Parent L

0.00979

945,750

940,870

Whatabrands Llc-Initial T

0.00966

928,015

927,969

Clarios Global LP 6.25%

0.00965

928,000

927,529

Gulfport Energy Corporation

0.00964

926,427

Genesys Cloud Services Ho

0.00957

917,828

919,958

Ineos Enterprises Holding

0.00954

917,822

916,675

Star Us Bidco Llc-Initial

0.00949

909,105

911,660

Banc Amer Mtg Tst 6%

0.00907

1,089,243

871,190

Constellation Renewables,

0.00897

861,654

Gsaa Hm Eqty 06-19 5.80389%

0.00897

3,232,825

861,861

Triton Water Holdings, In

0.00890

865,092

855,256

Alternative Loan Trust 6%

0.00888

1,530,089

853,154

Gulfport Energy Corporation 8%

0.00881

833,923

846,343

Quikrete Holdings, Inc.-F

0.00855

821,403

Park River Holdings, Inc.

0.00853

827,228

819,642

Rite Aid Corporation 8%

0.00851

1,185,000

817,650

MASTR Alternative Loan Trust 5.75%

0.00848

1,637,234

815,283

PIKE CORPORATION-2028 INI

0.00845

809,593

811,787

Dun & Bradstreet Corporat

0.00834

801,753

801,376

Commscope, Inc.-Initial T

0.00814

864,591

782,455

Osmose Utilities Services

0.00802

782,000

770,270

SIMPLY GOOD FOODS USA, IN

0.00800

770,417

768,976

UNIVERSITY SUPPORT SERVIC

0.00800

770,667

768,548

Deerfield Dakota Holding,

0.00792

765,042

760,895

Alternative Loan Trust 6%

0.00789

1,326,264

758,476

UFC HOLDINGS, LLC-TERM B-

0.00788

756,553

757,499

Morgan Stanley ABS Capital I Inc 6.44389%

0.00787

776,219

755,843

PROJECT BOOST PURCHASER,

0.00784

752,575

753,651

Med Parentco, Lp-Initial

0.00782

753,778

751,894

DISH Network Corporation 3.375%

0.00771

1,190,000

740,775

ALLIED UNIVERSAL HOLDCO L

0.00770

740,951

739,743

ARCHES BUYER INC.-REFINAN

0.00757

751,413

727,098

Rfmsi Series Trust 5.75%

0.00740

904,920

710,869

Rfmsi Series Trust 6%

0.00735

945,735

705,956

Naac Reperforming 6.5%

0.00726

809,104

698,056

Citicorp Mortgage Securities Trust 6%

0.00720

791,254

691,682

Nomura Resec Tr 2015-2R 5.58389%

0.00715

706,127

686,927

American Home Mortgage Asset Trust 5.82389%

0.00686

748,386

658,906

White Cap Supply Holdings

0.00683

654,909

656,612

Hertz Corporation, The-In

0.00677

672,888

650,366

PATHWAY VET ALLIANCE LLC-

0.00677

744,087

650,615

Shutterfly Finance, Llc-T

0.00675

826,216

648,579

First Student Bidco Inc.-

0.00668

643,352

642,014

HUB INTERNATIONAL LIMITED

0.00668

641,413

641,528

Saxon Asset Securities Trust 5.407%

0.00668

665,540

642,064

Altice Financing S.A.-Fir

0.00666

684,221

639,747

Bear Stearns Asset Backed Securities Trust 5.82%

0.00663

783,562

636,982

Leslie's Poolmart, Inc.-I

0.00660

635,576

634,718

Chesapeake Energy Corp Ordinary Shares - New

0.00655

7,084

629,272

GARDA WORLD SECURITY CORP

0.00651

625,000

625,394

GSAA Home Equity Trust 5.75%

0.00650

767,590

624,853

Netsmart, Inc.-Initial Te

0.00647

620,674

621,456

Banc of America Funding Corporation 6.11823%

0.00640

617,047

615,178

Carroll County Energy Llc

0.00640

623,639

614,908

Camelot U.S. Acquisition

0.00636

611,971

611,512

Long Beach Mortgage Loan Trust 6.29889%

0.00634

622,273

609,385

ASURION, LLC-NEW B-11 TER

0.00623

621,805

599,109

Banijay Entertainment S.A

0.00616

591,509

591,633

Conair Holdings Llc-Initi

0.00616

597,980

591,630

Trident Tpi Holdings, Inc

0.00613

589,167

588,919

Dcert Buyer, Inc.-Initial

0.00611

590,025

586,786

ADIENT US LLC-TERM B-2 LO

0.00600

575,582

576,877

Deutsche Alt-A Secs Inc 5.94389%

0.00598

596,471

574,933

Formula One Management Li

0.00598

575,000

575,144

WHITEWATER WHISTLER HOLDI

0.00595

571,186

571,723

Clear Channel Outdoor Hol

0.00593

570,339

569,524

Credit Suisse First Boston Mortgage Securities Corp. 6%

0.00585

584,469

562,357

Chase Mortgage Financial Trust 6%

0.00581

587,327

558,117

Proofpoint, Inc.-Initial

0.00581

558,600

558,606

IHEARTCOMMUNICATIONS, INC

0.00576

638,386

553,800

Venator Materials Llc-Ini

0.00563

547,921

540,617

CIENA CORPORATION-REFINAN

0.00558

535,957

536,627

Neiman Marcus Group LLC

0.00556

5,214

534,435

GSAA Home Equity Trust 5.80389%

0.00548

581,914

526,791

Jazz Pharmaceuticals Publ

0.00543

519,631

522,229

Residential Fdg I 5.26133%

0.00536

543,229

514,651

INGRAM MICRO INC.-TERM B

0.00532

511,000

511,639

Summer (Bc) Bidco B Llc-A

0.00530

512,489

509,502

Petco Health And Wellness

0.00524

545,183

503,341

API GROUP DE, INC.-REPRIC

0.00519

498,813

499,203

Icon Public Limited Compa

0.00517

495,740

496,603

Banc of America Funding Corporation 5.5%

0.00516

550,181

495,942

Prime Security Services B

0.00510

490,000

Buckeye Partners, L.P.-20

0.00504

483,656

484,498

Asurion, Llc-New B-3 Term

0.00500

535,000

480,162

Lumen Technologies Inc.-T

0.00497

650,966

477,484

Alternative Loan Trust 6%

0.00493

849,153

473,474

GSAA Home Equity Trust 5.75%

0.00491

547,595

472,100

CHL Mortgage Pass-Through Trust 6.25%

0.00483

981,433

464,411

Harsco Corporation-Term B

0.00482

469,300

463,434

AVANTOR FUNDING, INC.-202

0.00478

459,180

459,386

B&G FOODS, INC.-TRANCHE B

0.00478

460,467

459,708

Nmg Parent ([Wts/Rts])

0.00475

34,470

456,728

Clarios Global LP / Clarios US Finance Company Inc 6.75%

0.00470

451,000

451,401

Ring Container Technologi

0.00458

439,875

440,610

VIRTUSA CORPORATION-TERM

0.00456

437,625

438,281

Vail Resorts, Inc. 6.25%

0.00450

432,000

432,114

Packaging Coordinators Mi

0.00449

431,254

431,854

TRANSDIGM INC FLT 08/28

0.00449

430,258

431,604

CONSERVICE MIDCO, LLC-SEV

0.00441

422,549

423,479

USI, INC.-2023-B TERM LOA

0.00435

418,065

418,006

MASTR Alternative Loan Trust 6%

0.00428

450,704

411,504

Frontier Communications Holdings Llc 5.875%

0.00427

485,162

409,962

Indymac ABS, Inc. 5.16892%

0.00422

436,042

405,599

PACTIV EVERGREEN INC.-TRA

0.00419

401,340

402,296

Rfmsi Series Trust 5.55306%

0.00419

468,427

402,347

Altice France Holdings S A 10.5%

0.00417

1,070,000

400,369

CHL Mortgage Pass-Through Trust 5.79389%

0.00417

1,003,278

400,766

Option One Mortgage Loan Trust 6.29889%

0.00417

406,696

400,671

Dcert Buyer, Inc.-First A

0.00416

445,000

399,525

Structured Asset Securities Corp Mortgage Loan 5.78389%

0.00415

409,660

398,977

NIELSEN CONSUMER INC.-202

0.00409

409,425

393,474

Helios Software Holdings,

0.00402

391,492

386,477

Nabors Industries, Ltd. 7.25%

0.00398

385,000

382,616

Envision Healthcare Corp

0.00389

42,350

374,099

Getty Images, Inc.-Initia

0.00380

365,857

365,286

United Natural Foods, Inc

0.00380

365,311

364,774

TK ELEVATOR MIDCO GMBH-FA

0.00378

362,314

363,372

Pactiv Evergreen Inc.-Tra

0.00376

360,141

361,192

Thornburg Mortgage Securities Trust 5.78847%

0.00369

373,990

354,397

Myt Hldg

0.00367

1,412,191

353,048

Guardian Us Holdco Llc-In

0.00362

347,379

348,248

Medline Borrower, Lp-Init

0.00362

346,674

347,419

Wp Newco, Llc-Initial Ter

0.00354

425,442

340,354

Adjustable Rate Mortgage Trust 5.57033%

0.00352

371,177

337,964

Asurion, Llc-New B-9 Term

0.00345

345,238

331,121

Wesco Aircraft Holdings Inc. 9%

0.00345

1,327,000

331,750

Rite Aid Corporation 7.5%

0.00338

489,000

325,185

Soundview Home Loan Trust 5.56389%

0.00338

1,114,306

325,254

Astoria Energy Llc-Term B

0.00333

319,885

320,195

Soundview Home Loan Trust 5.78389%

0.00326

1,073,828

313,419

Shutterfly Finance LLC 9.75%

0.00320

307,144

Citigroup Mortgage Loan Trust 3.95556%

0.00316

305,844

303,404

Washington Mut Mtg 5.89389%

0.00314

366,880

301,544

JP Morgan Mortgage Trust 5.5%

0.00311

456,510

298,762

Signal Parent, Inc.-Initi

0.00305

310,268

293,204

Tgp Holdings Iii Llc-Clos

0.00302

307,339

290,264

Realtruck Group, Inc.-Ini

0.00301

292,306

289,529

Rfmsi Ser 2007-S2 6%

0.00300

381,011

288,329

FGI OPERATING COMPANY, LL

0.00291

2,561,229

279,174

Banc Amer Fdg 06-D 4.55243%

0.00288

320,849

276,855

Impac CMB Trust 6.22389%

0.00286

281,974

274,683

Realpage, Inc.-Initial Te

0.00286

282,750

274,895

CWABS Asset-Backed Certificates Trust 2007-2 5.58389%

0.00283

273,930

272,288

MI WINDOWS AND DOORS, LLC

0.00283

272,538

272,369

Bk Lc Lux Spv S.A R.L.-Fa

0.00274

263,199

263,434

Six Flags Theme Parks Inc. 7%

0.00273

262,000

262,378

GSAA Home Equity Trust 5.64389%

0.00272

974,522

260,916

Venator Matls

0.00268

294

257,992

Buckeye Partners, L.P.-20

0.00266

255,510

255,737

Verizon Communications Inc. 6.6686%

0.00263

250,000

252,725

Altar Bidco, Inc.-Initial

0.00258

251,250

247,640

Gulfport Energy Corp Ordinary Shares (New)

0.00251

1,505

240,981

SPIRIT AEROSYSTEMS, INC.-

0.00247

237,000

237,839

Altice France S.A.-Usd Tl

0.00235

285,460

225,693

Alternative Loan Trust 5.5%

0.00225

425,990

215,753

Mnk Common Stock

0.00222

4,790

213,155

Utz Quality Foods, Llc-20

0.00220

210,679

210,982

Acproducts Holdings, Inc.

0.00216

227,751

207,112

CWABS Inc. 6.26889%

0.00215

203,618

206,413

Banc Amer Alternative Loan Trust 6%

0.00209

221,763

200,601

Alternative Loan Trust 6%

0.00204

393,296

196,162

First Student Bidco Inc.-

0.00203

195,110

194,704

Venator Materials Llc-Fir

0.00202

189,987

193,787

Thoughtworks, Inc.-Increm

0.00192

186,705

184,956

CHL Mortgage Pass-Through Trust 5.75%

0.00189

384,284

181,884

Serta Simmons Bedding Llc

0.00177

21,927

169,934

Harborview Mtg Loan Trust 7.12266%

0.00169

190,734

161,989

Hertz Corp. 5.5%

0.00166

4,923,000

159,998

Alternative Loan Trust 6%

0.00157

293,096

150,731

Banc of America Funding Corporation 5.5%

0.00155

176,579

148,750

iHeartMedia Inc

0.00153

70,579

147,510

CWMBS Inc 5.5%

0.00147

250,861

141,312

Cwalt Incorporation 5.5%

0.00136

171,958

130,543

Hertz Corporation, The-In

0.00131

130,065

125,712

ICON PUBLIC LIMITED COMPA

0.00129

123,514

123,729

CCO Holdings, LLC/ CCO Holdings Capital Corp. 5%

0.00126

130,000

121,018

Hertz Corp. 6%

0.00126

1,345,000

121,050

Alternative Loan Trust 4.75%

0.00124

152,545

119,357

Chesapeake Energy Corporation 5.5%

0.00118

5,690,000

113,800

Directv Financing, Llc-Cl

0.00112

107,160

107,205

Shutterfly, Llc-New First

0.00103

98,908

Wheel Pros, Inc.-Initial

0.00101

89,821

96,871

Hertz Corp. 7.125%

0.00097

1,035,000

93,150

Cwalt Incorporation 5.5%

0.00092

96,127

88,027

Trinseo Materials Operating SCA and Trinseo Materials Finance, Inc 5.375%

0.00092

112,000

88,607

SERTA SIMMONS BEDDING, LL

0.00084

90,525

80,869

Moran Foods, Llc-Super Se

0.00076

72,935

Banc America Fdg 2014-R7 5.58389%

0.00072

69,228

68,928

Deutsche Alt-A Secs Inc 3.8239%

0.00063

62,214

60,169

Cwalt Incorporation 5%

0.00053

52,829

50,667

Washington Mut Mtg 5.5%

0.00051

55,480

48,607

Gulfport Energy Corporation 8%

0.00042

39,669

40,260

Lehman Mortgage Trust 5%

0.00030

33,985

28,740

CWABS Asset-Backed Certificates Trust 5.76389%

0.00017

16,774

16,739

Wesco Aircraft Holdings Inc. 13.125%

0.00017

530,000

15,900

Cwalt Incorporation 5%

0.00015

14,999

14,264

Ameriquest Mortgage Securities 5.52942%

0.00008

7,663

7,933

Credit Suisse First Boston Mortgage Securities Corp. 5%

0.00007

7,617

7,068

Credit Suisse First Boston Mortgage Securities Corp. 5%

0.00007

6,741

6,564

Residential Accredit Loans Inc 5.75%

0.00006

10,840

6,031

Residential Accredit Loans Inc 5%

0.00005

6,758

4,375

Windstream Holdings Inc

0.00004

402

4,221

Fremont Home Loan Trust 5.75389%

0.00000

GSamp Trust 5.58389%

0.00000

Harborview Mtg Loan Trust 5.7008%

0.00000

New Century Home Equity Loan Trust 2005-1 4.85608%

0.00000

484

468

Remington Lti

0.00000

10,425,437

Securitized 06-Wm2 5.76389%

0.00000

Bofa Securities, Inc. 5.6

0.67638

65,000,000

Cash

0.64559

62,041,265

8995 Collins Flt 11/19

0.31523

30,600,000

30,294,000

Kdc/One Development Corpo

0.00752

721,604

722,390

Cds Abx.He 0.11 Usd0546

0.00267

14,170,000

256,555

Cds Abx.He 0.11 Usd0546

0.00252

13,370,000

242,071

Cds Abx.He 0.11 Usd0546

0.00252

13,380,000

242,252

Moran Foods Backstop Equity

0.00170

16,344,215

163,442

Cds Abx.He 0.11 Usd0546

0.00131

6,970,000

126,196

Cds Abx.He 0.11 Usd0546

0.00124

6,600,000

119,496

Cds With Citi 02/51

0.00002

10,550,000

1,834

Cdscmbx 5% 02/51

0.00001

6,900,000

1,200

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