Optimum Fixed Income Fund

Key features

The objective of Optimum Fixed Income Fund is to seek a high level of income, and it may also seek growth of capital.
PIMCO selects securities by developing an outlook for interest rates, currency exchange rates and the economy; analyzing credit and call risks, and utilizing other security selection techniques.
Delaware’s investment process emphasizes bottom-up, fundamental research coupled with top-down macroeconomic analysis.

Fund information
Inception date	08/01/2003
Dividends paid (if any)	Annually
Capital gains paid (if any)	December

Fund identifiers
NASDAQ	OAFIX
CUSIP	246118681

Investment minimums
Initial investment	$1,000
Subsequent Investments	$100

Account features
Payroll Deduction	No
IRAs	Yes

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance quoted.

Total returns may reflect waivers and/or expense reimbursements by the manager and/or distributor for some or all of the periods shown. Performance would have been lower without such waivers and reimbursements.

Average annual total return

as of month-end (08/31/2018)

	YTD	1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	-1.16%	-1.35%	1.62%	2.04%	4.40%	4.24%	08/01/2003
Max offer price	-5.66%	-5.82%	0.07%	1.11%	3.92%	3.92%
Bloomberg Barclays US Aggregate Index	-0.96%	-1.05%	1.76%	2.49%	3.70%	n/a

		1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	-0.54%	-0.33%	1.44%	1.80%	4.26%	4.26%	08/01/2003
Max offer price	-5.01%	-4.82%	-0.10%	0.88%	3.78%	3.93%
Bloomberg Barclays US Aggregate Index	-0.16%	-0.40%	1.72%	2.27%	3.72%	n/a

Returns for less than one year are not annualized.

Performance at NAV assumes that no front-end sales charge applied. Performance at max offer price assumes that a front-end sales charge applied.

Class A shares have a maximum up-front sales charge of 4.50% and are subject to an annual distribution fee.

Index performance returns do not reflect any management fees, transaction costs, or expenses. Indices are unmanaged and one cannot invest directly in an index.

Expense ratio
Gross	1.10%
Net	1.10%

Performance characteristics - as of 08/31/2018
Annualized standard deviation, 3 years (view definition)	2.24
SEC 30-day yield with waiver (view definition)	2.79%
SEC 30-day yield without waiver (view definition)	2.79%

Quarterly total returns @ NAV
Year	1st quarter	2nd quarter	3rd quarter	4th quarter	Annual return
2018	-1.06%	-0.54%	n/a	n/a	n/a
2017	1.30%	1.60%	1.05%	0.23%	4.23%
2016	1.96%	1.81%	1.05%	-2.10%	2.69%
2015	1.78%	-1.65%	-0.42%	-0.49%	-0.81%
2014	1.81%	1.95%	-0.31%	0.74%	4.25%
2013	0.10%	-3.53%	0.21%	0.17%	-3.06%
2012	1.25%	2.59%	2.13%	0.56%	6.68%
2011	1.27%	1.96%	1.66%	1.68%	6.74%
2010	3.45%	2.85%	3.62%	-0.85%	9.32%
2009	1.31%	9.23%	9.75%	3.40%	25.58%
2008	0.11%	-1.04%	-3.11%	-5.10%	-8.91%

Investment managers

Roger A. Early, CPA, CFA

Executive Director, Global Co-Head of Fixed Income — Macquarie Investment Management

Start date on the Fund: May 2007

Years of industry experience: 42

(View bio)

Paul Grillo, CFA

Senior Vice President, Chief Investment Officer — Diversified Income

Start date on the Fund: August 2003

Years of industry experience: 37

(View bio)

Adam H. Brown, CFA

Senior Vice President, Co-Head of High Yield, Senior Portfolio Manager

Start date on the Fund: January 2016

Years of industry experience: 20

(View bio)

Wen-Dar Chen, Ph.D.

Senior Vice President, Senior Portfolio Manager, Fixed Income Strategist

Start date on the Fund: May 2007

Years of industry experience: 32

(View bio)

David Hillmeyer, CFA

Executive Director, Head of Multisector/Global Fixed Income — Macquarie Investment Management, Americas

Start date on the Fund: April 2011

Years of industry experience: 25

(View bio)

John P. McCarthy, CFA

Senior Vice President, Co-Head of High Yield, Senior Portfolio Manager

Start date on the Fund: July 2016

Years of industry experience: 31

(View bio)

Brian C. McDonnell, CFA

Executive Director, Head of US Fixed Income

Start date on the Fund: February 2015

Years of industry experience: 29

(View bio)

Sub-advisor

Pacific Investment Management Company, LLC (PIMCO)

Jerome M. Schneider

Managing Director (Newport Beach) and Portfolio Manager

Start date on the Fund: January 2015

Jerome M. Schneider shares primary responsibility for the day-to-day management of PIMCO’s share of the Fund’s assets. He is a managing director in the Newport Beach office and head of short-term portfolio management and funding. Morningstar named him Fixed-Income Fund Manager of the Year (US) for 2015. Prior to joining PIMCO in 2008, Schneider was a senior managing director with Bear Stearns. There he most recently specialized in credit and mortgage-related funding transactions and helped develop one of the first "repo" conduit financing companies. Additionally, during his tenure at Bear Stearns he held various positions on the municipal and fixed income derivatives trading desks. Schneider has 22 years of investment experience and holds an undergraduate degree in economics and international relations from the University of Pennsylvania and an MBA from the Stern School of Business at New York University.

Marc P. Seidner

CIO Non-traditional Strategies, Managing Director, and Head of Portfolio Management (NY Office)

Start date on the Fund: January 2015

Marc P. Seidner shares primary responsibility for the day-to-day management of PIMCO’s share of the Fund’s assets. He is also a generalist portfolio manager and a member of the Investment Committee. Seidner rejoined PIMCO in November 2014 after serving as head of fixed income at GMO LLC. Previously, he was a PIMCO managing director, generalist portfolio manager and member of the Investment Committee until January 2014. Prior to joining PIMCO in 2009, he was a managing director and domestic fixed income portfolio manager at Harvard Management Company. Previously, Seidner was director of active core strategies at Standish Mellon Asset Management and a senior portfolio manager at Fidelity Management and Research. He has 31 years of investment experience and holds an undergraduate degree in economics from Boston College.

In addition, PIMCO has an Investment Committee, which oversees the setting of investment policy decisions, including duration positioning, yield curve management, sector rotation, credit quality and overall portfolio composition, for all PIMCO portfolios and strategies, including PIMCO’s share of the Fund’s assets.

You may qualify for sales-charge discounts if you and your family invest, or agree to invest in the future, at least $100,000 in Optimum Funds. More information about these and other discounts is available from your financial intermediary, in the Fund's Prospectus under the section entitled "About your account," and in the Fund's statement of additional information (SAI) under the section entitled "Purchasing Shares."

The table below describes the fees and expenses that you may pay if you buy and hold shares of the Fund.

Shareholder fees
Maximum sales charge (load) imposed on purchases as a percentage of offering price	4.50%
Maximum contingent deferred sales charge (load) as a percentage of original purchase price or redemption price, whichever is lower	none

Annual fund operating expenses
Management fees	0.53%
Distribution and service (12b-1) fees	0.25%
Other expenses	0.32%
Total annual fund operating expenses	1.10%
Fee waivers and expense reimbursements	none
Total annual fund operating expenses after fee waivers	1.10%

¹The Fund’s investment manager, Delaware Management Company (Manager), has contractually agreed to waive all or a portion of its investment advisory fees and/or pay reimburse expenses (excluding any 12b-1 fees, acquired fund fees and expenses, taxes, interest, short sale dividend and interest expenses, brokerage fees, certain insurance costs, and nonroutine expenses or costs, including, but not limited to, those relating to reorganizations, litigation, conducting shareholder meetings, and liquidations) in order to prevent total annual fund operating expenses from exceeding 0.85% of the Fund’s average daily net assets from July 27, 2018 through July 29, 2019. These waivers and reimbursements may only be terminated by agreement of the Manager and the Fund.

The chart below lists the percentage of the Fund's total assets under management that each sub-advisor manages on behalf of the Fund. The percentages include securities, cash, and any other assets managed by each sub-advisor in its sleeve of the Fund. These percentage allocations should be updated some time after 30 days following a given month end.

Date	Delaware Management Company		PIMCO		Total
Strategy	Multisector	Floating-rate multisector	Total return	Low duration
08/31/2017	46.35%	5.02%	44.03%	4.59%	100%
09/29/2017	46.35%	5.08%	43.95%	4.62%	100%
10/31/2017	46.29%	5.13%	43.95%	4.63%	100%
11/30/2017	46.27%	5.16%	43.93%	4.63%	100%
12/30/2017	46.25%	5.18%	43.96%	4.61%	100%
01/31/2018	46.37%	5.29%	43.71%	4.63%	100%
02/28/2018	46.25%	5.36%	43.72%	4.67%	100%
03/29/2018	46.13%	5.37%	43.85%	4.65%	100%
04/30/2018	46.01%	5.46%	43.84%	4.69%	100%
05/31/2018	45.78%	5.46%	44.07%	4.69%	100%
06/30/2018	45.63%	5.48%	44.19%	4.70%	100%
07/31/2018	45.64%	5.50%	44.15%	4.70%	100%

Total may not equal 100% due to rounding.

Carefully consider the Fund’s investment objectives, risk factors, charges, and expenses before investing. This and other information can be found in the Fund’s prospectus, which may be obtained by visiting optimummutualfunds.com/literature or calling 800 914-0278. Investors should read the prospectus and, if available, the summary prospectus carefully before investing.

Investing involves risk, including the possible loss of principal.

Mortgage-backed securities may experience increased prepayments on the underlying mortgages if rates decline, which may require the Fund to reinvest in lower yielding securities.

Fixed income securities and bond funds can lose value, and investors can lose principal, as interest rates rise. They also may be affected by economic conditions that hinder an issuer’s ability to make interest and principal payments on its debt.

The Fund may also be subject to prepayment risk, the risk that the principal of a bond that is held by a portfolio will be prepaid prior to maturity, at the time when interest rates are lower than what the bond was paying. A portfolio may then have to reinvest that money at a lower interest rate.

High yielding, non-investment-grade bonds (junk bonds) involve higher risk than investment grade bonds.

Securities in the lowest of the rating categories considered to be investment grade (that is, Baa or BBB) have some speculative characteristics.

International investments entail risks not ordinarily associated with US investments including fluctuation in currency values, differences in accounting principles, or economic or political instability in other nations.

Diversification may not protect against market risk.

The Fund may invest in derivatives, which may involve additional expenses and are subject to risk, including the risk that an underlying security or securities index moves in the opposite direction from what the portfolio manager anticipated. A derivatives transaction depends upon the counterparties’ ability to fulfill their contractual obligations.

All third-party marks cited are the property of their respective owners.

Not FDIC Insured | No Bank Guarantee | May Lose Value

Fund Finder

Daily pricing (as of 09/21/2018)

Class A	Price	Net change
NAV	$9.28	no chg
Max offer price	$9.72	n/a

Total net assets (as of 08/31/2018)

$2.3 billion all share classes

Lipper ranking (as of 08/31/2018)

YTD ranking	159 / 282
1 year	178 / 271
3 years	171 / 216
5 years	166 / 197
10 years	79 / 122
Lipper classification	Core Plus Bond Funds

(View Lipper disclosure)

The Lipper ranking is based on historical total returns.

Literature

Prospectuses and reports

Holdings

View full list of quarterly holdings

Portfolio holdings are as of the date noted below and are subject to change at any time. Holdings may not be representative of current or future investments and may not include the entire investment portfolio. Holdings information is made available to the public 30 calendar days after the most recent quarter-end.

Holdings data is for informational purposes only, and is not intended as a recommendation, offer, or solicitation for the purchase or sale of any specific security. By accessing the portfolio holdings, you agree not to reproduce, distribute or disseminate the portfolio holdings, in whole or part. In no event shall the Optimum Fund Trust have any liability relating to the use of the portfolio holdings.

Unlike the Fund's regulatory filings, the portfolio data and its presentation in this document is not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it may differ from that provided in the complete portfolio of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete portfolio of investments filed in the first and third quarter on Form N-Q.

Quarterly holdings as of 06/30/2018 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
1011778 BC ULC New Red Finance Inc. 5.000 10/15/2025	310,000.00	0.01	$294,872.00	5.000	10/15/2025	BCULC
90DAY EURO$ FUTR Jun20	-57.00	-0.68	-$13,825,350.00	0.000	06/16/2020	EDM0
90DAY EURO$ FUTR DEC18	-766.00	-9.16	-$186,444,400.00	0.000	12/18/2018	EDZ8
90DAY EURO$ FUTR DEC19	-174.00	-2.08	-$42,210,225.00	0.000	12/17/2019	EDZ9
90DAY EURO$ FUTR JUN19	-959.00	-11.44	-$232,905,137.50	0.000	06/18/2019	EDM9
90DAY EURO$ FUTR Sep18	-39.00	-0.47	-$9,510,637.50	0.000	09/18/2018	EDU8
A P MOLLER - MAERSK A S 2.875 9/28/2020	200,000.00	0.00	$197,438.36	2.875	09/28/2020	MAERSK
A Schulman Inc. 6.000 12/31/2049	1,004.00	0.05	$1,054,228.21	60.000	12/31/2049	SHLM
Abbott Laboratories 2.900 11/30/2021	1,045,000.00	0.05	$1,029,587.92	2.900	11/30/2021	ABT
Abbott Laboratories 3.750 11/30/2026	130,000.00	0.00	$127,962.19	3.750	11/30/2026	ABT
AbbVie Inc. 2.300 5/14/2021	1,200,000.00	0.05	$1,166,783.28	2.300	05/14/2021	ABBV
AbbVie Inc. 2.850 5/14/2023	900,000.00	0.04	$867,459.51	2.850	05/14/2023	ABBV
AbbVie Inc. 3.200 5/14/2026	500,000.00	0.02	$467,063.80	3.200	05/14/2026	ABBV
ABFC 2006-HE1 A2D	380,486.65	0.01	$255,368.10	2.311	01/25/2037	ABFC
Abu Dhabi Crude Oil Pipeline LLC 3.650 11/2/2029	680,000.00	0.03	$630,853.68	3.650	11/02/2029	ADNOUH
Abu Dhabi Crude Oil Pipeline LLC 4.600 11/2/2047	780,000.00	0.03	$717,054.00	4.600	11/02/2047	ADNOUH
Acrisure LLC Acrisure Finance Inc. 7.000 11/15/2025	940,000.00	0.04	$857,750.00	7.000	11/15/2025	ACRISU
Acrisure LLC 5.729 11/22/2023	900,463.67	0.04	$902,939.94	6.609	11/22/2023	ACRISU
Actavis Funding SCS 3.450 3/15/2022	1,000,000.00	0.04	$984,573.50	3.450	03/15/2022	AGN
Adani Abbot Point Terminal Pty Ltd. 4.450 12/15/2022	1,500,000.00	0.06	$1,369,624.50	4.450	12/15/2022	ADAABB
Adelphia Recovery Trust	1.00	0.00	$0.00	0.000	-	ADPAJ
Advanced Disposal Services Inc. 5.625 11/15/2024	80,000.00	0.00	$79,800.00	5.625	11/15/2024	ADSWST
Aegea Finance Sarl 5.750 10/10/2024	785,000.00	0.03	$729,657.50	5.750	10/10/2024	AEGEBZ
AEP Texas Inc. 2.400 10/1/2022	245,000.00	0.01	$235,457.89	2.400	10/01/2022	AEP
AerCap Global Aviation Trust 6.500 6/15/2045	1,585,000.00	0.08	$1,640,475.00	6.500	06/15/2045	AER
AerCap Ireland Capital DAC AerCap Global Aviation Trust 3.650 7/21/2027	1,990,000.00	0.08	$1,814,447.57	3.650	07/21/2027	AER
AerCap Ireland Capital DAC AerCap Global Aviation Trust 4.625 10/30/2020	1,000,000.00	0.05	$1,019,888.90	4.625	10/30/2020	AER
AERCAP IRELAND CAPITAL LTD. 4.625 7/1/2022	1,100,000.00	0.05	$1,122,427.46	4.625	07/01/2022	AER
Aerojet Rocketdyne Holdings Inc. 2.250 12/15/2023	230,000.00	0.01	$297,891.63	2.250	12/15/2023	AJRD
AES Andres BV Dominican Power Partners Empresa Generadora de Electricidad It 7.950 5/11/2026	840,000.00	0.04	$869,400.00	7.950	05/11/2026	AES
AES Gener S.A. 5.250 8/15/2021	20,000.00	0.00	$20,700.46	5.250	08/15/2021	AESGEN
AES Gener S.A. 8.375 12/18/2073	735,000.00	0.03	$756,572.25	8.375	12/18/2073	AESGEN
AESOP 2014-1A A	565,000.00	0.02	$562,487.67	2.460	07/20/2020	AESOP
AI Ladder Luxembourg Subco Sarl 4.500 5/4/2025	262,000.00	0.01	$262,000.00	4.500	05/04/2025	LRDLN
AIA Group Ltd. 3.900 4/6/2028	1,000,000.00	0.04	$999,529.80	3.900	04/06/2028	AIA
Air Lease Corp. 3.000 9/15/2023	1,135,000.00	0.05	$1,075,717.13	3.000	09/15/2023	AL
Air Lease Corp. 3.625 4/1/2027	715,000.00	0.03	$656,510.86	3.625	04/01/2027	AL
Air Medical Group Holdings Inc. 5.285 4/28/2022	701,312.73	0.03	$682,026.63	5.280	04/28/2022	AIMEGR
Air Medical Group Holdings Inc. 6.375 5/15/2023	110,000.00	0.00	$102,850.00	6.375	05/15/2023	AIMEGR
Akbank Turk AS 7.200 3/16/2027	840,000.00	0.03	$767,125.80	7.200	03/16/2027	AKBNK
Albertson's LLC 4.050 8/25/2021	1,027,968.83	0.05	$1,018,733.56	4.730	08/25/2021	ALBLLC
Alexandria Real Estate Equities Inc. 4.700 7/1/2030	240,000.00	0.01	$241,952.86	4.700	07/01/2030	ARE
Alibaba Group Holding Ltd. 4.000 12/6/2037	545,000.00	0.02	$507,105.11	4.000	12/06/2037	BABA
ALLEG 2017-2A A	400,000.00	0.01	$400,278.40	n/a	01/17/2031	ALLEG
Allegheny Technologies Inc. 7.875 8/15/2023	205,000.00	0.01	$221,400.00	7.875	08/15/2023	ATI
Allegion US Holding Co. Inc. 3.550 10/1/2027	25,000.00	0.00	$23,167.50	3.550	10/01/2027	ALLE
Allergan Funding SCS 3.000 3/12/2020	1,400,000.00	0.06	$1,393,563.92	3.000	03/12/2020	AGN
Allstate Corp. 2.964 3/29/2023	200,000.00	0.00	$201,104.56	2.964	03/29/2023	ALL
ALLY FINANCIAL INC. 3.500 1/27/2019	100,000.00	0.00	$100,000.00	3.500	01/27/2019	ALLY
ALLY FINANCIAL INC. 3.750 11/18/2019	100,000.00	0.00	$100,125.00	3.750	11/18/2019	ALLY
Ally Financial Inc. 4.125 3/30/2020	1,000,000.00	0.04	$1,003,750.00	4.125	03/30/2020	ALLY
Ally Financial Inc. 4.750 9/10/2018	200,000.00	0.00	$200,625.00	4.750	09/10/2018	ALLY
ALLY FINANCIAL INC. 8.000 3/15/2020	100,000.00	0.00	$107,125.00	8.000	03/15/2020	ALLY
Alpha 3 BV 4.000 1/31/2024	358,500.00	0.01	$359,844.38	5.302	01/31/2024	ALPTHR
Alta Mesa Holdings LP Alta Mesa Finance Services Corp. 7.875 12/15/2024	80,000.00	0.00	$85,200.00	7.875	12/15/2024	ALTMES
Altice France S.A. France 3.000 7/18/2025	1,400,850.00	0.06	$1,378,670.34	4.730	07/18/2025	SFRFP
Altice France S.A. France 4.349 1/31/2026	635,447.80	0.03	$626,313.24	5.348	01/31/2026	SFRFP
Altice France S.A. France 6.250 5/15/2024	590,000.00	0.02	$575,250.00	6.250	05/15/2024	SFRFP
AMAZON.COM INC. 3.150 8/22/2027	1,700,000.00	0.08	$1,635,243.09	3.150	08/22/2027	AMZN
Ambac Assurance Corp. 5.100 6/7/2020	40,315.00	0.00	$54,223.68	5.100	06/07/2020	ABK
Ambac LSNI LLC 7.337 2/12/2023	142,988.00	0.00	$145,318.70	6.811	02/12/2023	AMBC
AMC Entertainment Holdings Inc. 6.125 5/15/2027	405,000.00	0.01	$394,875.00	6.125	05/15/2027	AMC
AMC Networks Inc. 4.750 8/1/2025	440,000.00	0.02	$424,054.40	4.750	08/01/2025	AMCX
Ameren Illinois Co. 9.750 11/15/2018	2,110,000.00	0.10	$2,164,202.31	9.750	11/15/2018	AEE
AMERICAN AIRLINE 3.000 10/15/2028	1,231,161.29	0.05	$1,159,886.16	3.000	10/15/2028	AAL
American Airlines 2011-1 Class A Pass Through Trust 5.250 1/31/2021	282,184.10	0.01	$291,609.05	5.250	01/31/2021	AAL
American Airlines Inc. 3.477 12/14/2023	1,228,083.47	0.05	$1,217,337.74	4.073	12/14/2023	AAL
American Axle & Manufacturing Inc. 6.250 3/15/2026	350,000.00	0.01	$342,125.00	6.250	03/15/2026	AXL
AMERICAN ELECTRIC POWER CO. 2.150 11/13/2020	300,000.00	0.01	$292,933.80	2.150	11/13/2020	AEP
AMERICAN MUNI PWR-OHIO Inc. OH 8.084 2/15/2050	1,500,000.00	0.11	$2,435,760.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORP. 5.050 9/1/2020	500,000.00	0.02	$517,681.65	5.050	09/01/2020	AMT
American Tower Trust #1 3.070 3/15/2023	1,285,000.00	0.06	$1,261,942.35	3.070	03/15/2023	AMT
American Transmission Systems Inc. 5.250 1/15/2022	2,445,000.00	0.12	$2,572,102.59	5.250	01/15/2022	FE
AmeriGas Partners LP AmeriGas Finance Corp. 5.875 8/20/2026	615,000.00	0.02	$602,700.00	5.875	08/20/2026	APU
AMG Capital Trust II 5.150 10/15/2037	12,759.00	0.03	$763,945.13	2.575	10/15/2037	AMG
Amgen Inc. 4.000 9/13/2029	216,000.00	0.01	$318,432.41	4.000	09/13/2029	AMGN
AMMC 2013-12A AR	2,000,000.00	0.09	$2,009,712.00	3.553	11/10/2030	AMMC
AMMC 2013-13A A1LR	1,500,000.00	0.07	$1,511,694.00	3.619	07/24/2029	AMMC
AMMC 2015-16A AR	145,000.00	0.00	$145,276.95	3.608	04/14/2029	AMMC
AMMC 2017-21A A	2,400,000.00	0.11	$2,417,428.80	3.613	11/02/2030	AMMC
AMMC 2018-22A A	1,300,000.00	0.06	$1,292,300.10	3.370	04/25/2031	AMMC
AMOT 2015-2 A1	1,200,000.00	0.05	$1,202,447.52	2.643	01/15/2021	AMOT
AMXCA 2017-2 A	1,635,000.00	0.08	$1,649,456.83	2.523	09/16/2024	AMXCA
AMXCA 2017-5 A	620,000.00	0.03	$622,406.47	2.453	02/18/2025	AMXCA
AMXCA 2017-8 A	760,000.00	0.03	$759,848.91	2.193	05/16/2022	AMXCA
AMXCA 2018-5 A	1,030,000.00	0.05	$1,032,370.24	2.413	12/15/2025	AMXCA
Analog Devices Inc. 2.950 1/12/2021	575,000.00	0.02	$570,410.29	2.950	01/12/2021	ADI
Andeavor Logistics LP Tesoro Logistics Finance Corp. 4.250 12/1/2027	1,580,000.00	0.07	$1,522,979.54	4.250	12/01/2027	ANDX
Anglo American Capital PLC 4.750 4/10/2027	2,920,000.00	0.14	$2,881,983.35	4.750	04/10/2027	AALLN
ANGLO AMERICAN CAPITAL PLC 4.875 5/14/2025	745,000.00	0.03	$749,303.42	4.875	05/14/2025	AALLN
Angolan Government International Bond 9.375 5/8/2048	480,000.00	0.02	$485,950.56	9.375	05/08/2048	ANGOL
Anheuser-Busch InBev Finance Inc. 2.650 2/1/2021	900,000.00	0.04	$887,953.59	2.650	02/01/2021	ABIBB
Anheuser-Busch InBev Finance Inc. 2.758 2/1/2019	490,000.00	0.02	$491,030.37	2.758	02/01/2019	ABIBB
Anheuser-Busch InBev Worldwide Inc. 3.052 1/12/2024	800,000.00	0.03	$807,707.12	3.052	01/12/2024	ABIBB
ANZ New Zealand Int'l Ltd. London 2.600 9/23/2019	200,000.00	0.00	$198,981.46	2.600	09/23/2019	ANZNZ
APEXC 2017-1A A1	1,275,000.00	0.06	$1,279,685.63	3.829	04/24/2029	APEXC
APEXC 2018-1A A2	2,400,000.00	0.11	$2,385,792.00	3.325	04/25/2031	APEXC
Apple Inc. 2.706 5/11/2022	1,040,000.00	0.05	$1,050,569.94	2.706	05/11/2022	AAPL
Apple Inc. 2.869 2/9/2022	180,000.00	0.00	$182,315.20	2.869	02/09/2022	AAPL
Applied Systems Inc. 8.320 9/18/2025	765,000.00	0.03	$791,456.00	9.302	09/18/2025	APPSYS
Aramark Services Inc. 1.750 3/11/2025	384,037.50	0.01	$384,277.52	1.750	03/11/2025	ARMK
ARCLO 2017-FL3 A	250,000.00	0.01	$250,375.25	3.063	12/15/2027	ARCLO
Ardagh Packaging Finance PLC Ardagh Holdings USA Inc. 6.000 2/15/2025	205,000.00	0.00	$200,131.25	6.000	02/15/2025	ARGID
Ardagh Packaging Finance PLC Ardagh Holdings USA Inc. 7.250 5/15/2024	200,000.00	0.01	$208,750.00	7.250	05/15/2024	ARGID
Ares Capital Corp. 3.750 2/1/2022	235,000.00	0.01	$236,462.41	3.750	02/01/2022	ARCC
Argentine Bonos del Tesoro 16.000 10/17/2023	21,516,000.00	0.03	$688,995.51	16.000	10/17/2023	ARGTES
Argentine Bonos del Tesoro 21.200 9/19/2018	33,982,000.00	0.05	$1,207,726.74	21.200	09/19/2018	ARGTES
Argentine Republic Government International Bond 5.625 1/26/2022	930,000.00	0.04	$871,410.00	5.625	01/26/2022	ARGENT
Argentine Republic Government International Bond 6.875 1/11/2048	650,000.00	0.02	$492,706.50	6.875	01/11/2048	ARGENT
ARMT 2004-5 3A1	511,296.49	0.02	$516,469.12	3.924	04/25/2035	ARMT
ARMT 2005-10 3A31	225,245.89	0.01	$213,727.67	3.369	01/25/2036	ARMT
ARMT 2006-2 1A4	866,130.18	0.03	$803,797.39	3.990	05/25/2036	ARMT
ARSI 2003-W9 M1	243,236.90	0.01	$243,704.52	3.126	01/25/2034	ARSI
ARSI 2006-M1 A2C	1,309,977.72	0.02	$533,417.16	2.241	07/25/2036	ARSI
ARSI 2006-W4 A2C	682,654.65	0.01	$255,593.55	2.251	05/25/2036	ARSI
Asian Development Bank 3.500 5/30/2024	921,000.00	0.03	$638,579.70	3.500	05/30/2024	ASIA
Assurant Inc. 6.500 3/15/2021	7,902.00	0.04	$885,261.06	6.500	03/15/2021	AIZ
AssuredPartners Inc. 3.250 10/22/2024	1,159,088.88	0.05	$1,156,480.93	5.230	10/22/2024	ASSPAR
AssuredPartners Inc. 7.000 8/15/2025	1,038,000.00	0.04	$1,001,670.00	7.000	08/15/2025	ASSPAR
AT&T INC. 2.975 6/1/2021	2,800,000.00	0.13	$2,812,824.56	2.975	06/01/2021	T
AT&T Inc. 3.200 3/1/2022	100,000.00	0.00	$98,189.06	3.200	03/01/2022	T
AT&T Inc. 3.298 7/15/2021	500,000.00	0.02	$504,977.40	3.298	07/15/2021	T
AT&T Inc. 3.800 3/1/2024	100,000.00	0.00	$98,157.05	3.800	03/01/2024	T
AT&T Inc. 4.100 2/15/2028	2,276,000.00	0.10	$2,178,283.81	4.100	02/15/2028	T
AT&T Inc. 4.300 2/15/2030	470,000.00	0.02	$445,388.26	4.300	02/15/2030	T
AT&T Inc. 5.150 11/15/2046	220,000.00	0.01	$207,852.66	5.150	11/15/2046	T
AT&T Inc. 5.250 3/1/2037	530,000.00	0.02	$523,680.92	5.250	03/01/2037	T
ATCLO 2018-10A A	1,500,000.00	0.07	$1,497,879.00	3.438	01/15/2031	ATCLO
Atento Luxco 1 S.A. 6.125 8/10/2022	740,000.00	0.03	$713,730.00	6.125	08/10/2022	ATENTO
Athene Global Funding 3.538 7/1/2022	700,000.00	0.03	$714,752.85	3.538	07/01/2022	ATHGLO
ATI Holdings Acquisition Inc. 4.865 5/10/2023	848,228.11	0.04	$849,156.08	5.546	05/10/2023	ATIHLD
ATRM 12A AR	2,500,000.00	0.12	$2,498,912.50	3.192	04/22/2027	ATRM
ATRM 13A A1	250,000.00	0.01	$250,560.25	3.542	11/21/2030	ATRM
ATS Consolidated Inc. 5.706 2/23/2025	591,037.50	0.02	$592,884.49	5.732	02/23/2025	AMETRA
AUD USD FWD 20180703 0.000 7/3/2018	1,084,000.00	0.03	$802,214.20	0.000	07/03/2018	MAU070318
AUD USD FWD 20180703 0.000 7/3/2018	-1,084,000.00	-0.04	-$802,214.20	0.000	07/03/2018	AUP070318
AUD USD FWD 20180802 0.000 8/2/2018	-1,084,000.00	-0.04	-$802,311.04	0.000	08/02/2018	AUA080218
AUD/USD BNP 08/10/18	-986,869.16	-0.04	-$730,439.10	0.000	08/10/2018	ADUSI8108
AUD/USD BOA 08/10/18	-1,972,274.29	-0.08	-$1,459,794.59	0.000	08/10/2018	ADUSF8108
Ausgrid Finance Pty Ltd. 3.850 5/1/2023	1,050,000.00	0.05	$1,052,997.96	3.850	05/01/2023	AUSGF
Ausgrid Finance Pty Ltd. 4.350 8/1/2028	735,000.00	0.03	$739,632.63	4.350	08/01/2028	AUSGF
AUSTRALIAN DOLLAR	70,090.95	0.00	$51,870.81	0.000	-	AUD
Autonomous Community of Catalonia 4.900 9/15/2021	1,800,000.00	0.11	$2,290,803.19	4.900	09/15/2021	GENCAT
Autonomous Community of Catalonia 4.950 2/11/2020	1,100,000.00	0.06	$1,359,604.61	4.950	02/11/2020	GENCAT
Avangrid Inc. 3.150 12/1/2024	305,000.00	0.01	$293,679.71	3.150	12/01/2024	AGR
AVERY 2015-6A A	250,000.00	0.01	$249,952.50	3.813	08/05/2027	AVERY
Aviation Capital Group LLC 2.875 9/17/2018	300,000.00	0.01	$300,065.43	2.875	09/17/2018	PACLIF
Aviation Capital Group LLC 3.500 11/1/2027	195,000.00	0.00	$178,829.70	3.500	11/01/2027	PACLIF
Aviation Capital Group LLC 4.875 10/1/2025	1,090,000.00	0.05	$1,133,723.06	4.875	10/01/2025	PACLIF
Aviation Capital Group LLC 6.750 4/6/2021	500,000.00	0.02	$539,937.10	6.750	04/06/2021	PACLIF
Avis Budget Car Rental LLC Avis Budget Finance Inc. 6.375 4/1/2024	235,000.00	0.01	$231,475.00	6.375	04/01/2024	CAR
Avis Budget Car Rental LLC 3.900 3/15/2025	557,200.00	0.02	$558,244.75	4.310	03/15/2025	CAR
AXA Equitable Holdings Inc. 4.350 4/20/2028	365,000.00	0.01	$349,475.16	4.350	04/20/2028	EQH
AXA Equitable Holdings Inc. 5.000 4/20/2048	590,000.00	0.02	$545,165.02	5.000	04/20/2048	EQH
BACM 2017-BNK3 C	325,000.00	0.01	$318,423.92	4.352	02/15/2050	BACM
BAFC 2005-E 7A1	183,236.98	0.00	$153,304.16	2.325	06/20/2035	BAFC
BAFC 2006-I 1A1	288,892.64	0.01	$295,718.28	3.777	12/20/2036	BAFC
Baidu Inc. 3.250 8/6/2018	2,100,000.00	0.10	$2,101,497.30	3.250	08/06/2018	BIDU
Baidu Inc. 4.375 3/29/2028	805,000.00	0.03	$795,832.66	4.375	03/29/2028	BIDU
Banco Bilbao Vizcaya Argentaria S.A. 6.750 12/29/2049	400,000.00	0.02	$486,905.33	6.750	12/29/2049	BBVASM
Banco de Credito e Inversiones S.A. 3.500 10/12/2027	570,000.00	0.02	$515,493.75	3.500	10/12/2027	BCICI
Banco do Brasil S.A. Cayman 4.875 4/19/2023	770,000.00	0.03	$738,045.00	4.875	04/19/2023	BANBRA
Banco Nacional de Desenvolvimento Economico e Social 6.500 6/10/2019	2,500,000.00	0.12	$2,577,600.00	6.500	06/10/2019	BNDES
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand 4.125 11/9/2022	745,000.00	0.03	$734,942.50	4.125	11/09/2022	BSMXB
Banco Santander S.A. 3.848 4/12/2023	1,400,000.00	0.06	$1,370,211.08	3.848	04/12/2023	SANTAN
Banco Santander S.A. 6.250 12/31/2049	400,000.00	0.02	$492,938.19	6.250	12/31/2049	SANTAN
Banff Merger Sub Inc. 4.250 6/28/2025	700,000.00	0.03	$696,176.60	4.250	06/28/2025	BMC
BANK 2017-BNK5 A5	1,430,000.00	0.06	$1,392,969.15	3.390	06/15/2060	BANK
BANK 2017-BNK5 B	605,000.00	0.02	$593,525.21	3.896	06/15/2060	BANK
BANK 2017-BNK7 A5	715,000.00	0.03	$702,134.65	3.435	09/15/2060	BANK
BANK 2017-BNK7 B	1,085,000.00	0.05	$1,068,092.55	3.949	09/15/2060	BANK
BANK 2017-BNK8 A4	515,000.00	0.02	$504,903.73	3.488	11/15/2050	BANK
BANK ACCEPT FUTR Jun19	47.00	0.42	$8,725,468.76	0.000	06/18/2019	BAM9
BANK ACCEPT FUTR Mar19	26.00	0.23	$4,832,293.77	0.000	03/19/2019	BAH9
BANK ACCEPT FUTR SEP19	6.00	0.05	$1,112,919.79	0.000	09/17/2019	BAU9
Bank Nederlandse Gemeenten NV 3.500 7/19/2027	292,000.00	0.01	$220,742.36	3.500	07/19/2027	BNG
Bank of America Corp. 2.600 1/15/2019	174,000.00	0.00	$173,904.51	2.600	01/15/2019	BAC
Bank of America Corp. 2.625 4/19/2021	1,000,000.00	0.04	$982,698.30	2.625	04/19/2021	BAC
Bank of America Corp. 2.985 6/25/2022	1,800,000.00	0.08	$1,799,083.62	2.980	06/25/2022	BAC
Bank of America Corp. 3.004 12/20/2023	2,001,000.00	0.09	$1,941,512.87	3.004	12/20/2023	BAC
Bank of America Corp. 3.022 7/21/2021	900,000.00	0.04	$903,770.10	3.022	07/21/2021	BAC
Bank of America Corp. 3.133 2/5/2026	1,340,000.00	0.06	$1,317,175.51	3.133	02/05/2026	BAC
Bank of America Corp. 3.300 1/11/2023	716,000.00	0.03	$705,710.87	3.300	01/11/2023	BAC
Bank of America Corp. 3.300 8/5/2021	240,000.00	0.00	$179,006.25	3.300	08/05/2021	BAC
Bank of America Corp. 3.550 3/5/2024	2,100,000.00	0.10	$2,079,148.68	3.550	03/05/2024	BAC
Bank of America Corp. 3.970 3/5/2029	1,325,000.00	0.06	$1,305,142.62	3.970	03/05/2029	BAC
Bank of America Corp. 4.125 1/22/2024	200,000.00	0.00	$203,365.30	4.125	01/22/2024	BAC
Bank of America Corp. 4.183 11/25/2027	65,000.00	0.00	$63,400.42	4.183	11/25/2027	BAC
Bank of America Corp. 5.625 7/1/2020	510,000.00	0.02	$533,810.73	5.625	07/01/2020	BAC
Bank of America Corp. 5.875 12/29/2049	900,000.00	0.04	$880,875.00	5.875	12/29/2049	BAC
Bank of America Corp. 6.500 10/29/2049	1,150,000.00	0.06	$1,223,312.50	0.000	10/29/2049	BAC
Bank of America Corp. 7.250 12/31/2049	417.00	0.02	$521,458.50	72.500	12/31/2049	BAC
Bank of China Ltd. 5.000 11/13/2024	795,000.00	0.03	$813,637.19	5.000	11/13/2024	BCHINA
Bank of Georgia JSC 6.000 7/26/2023	690,000.00	0.03	$689,749.53	6.000	07/26/2023	GEBGG
Bank of Montreal 3.803 12/15/2032	1,380,000.00	0.06	$1,280,032.80	3.803	12/15/2032	BMO
Bank of New York Mellon Corp. 2.200 3/4/2019	1,640,000.00	0.08	$1,635,519.52	2.200	03/04/2019	BK
Bank of New York Mellon Corp. 3.409 10/30/2023	1,150,000.00	0.05	$1,169,810.48	3.409	10/30/2023	BK
Bank of New York Mellon Corp. 4.625 12/29/2049	1,365,000.00	0.06	$1,298,456.25	4.625	12/29/2049	BK
BANK OF NOVA SCOTIA 1.875 4/26/2021	4,500,000.00	0.21	$4,356,241.65	1.875	04/26/2021	BNS
BANK OF TOKYO MITSUBISHI 2.450 10/16/2019	500,000.00	0.02	$495,910.75	2.450	10/16/2019	MUFG
BANK OF TOKYO MITSUBISHI 2.650 10/19/2020	500,000.00	0.02	$492,211.50	2.650	10/19/2020	MUFG
Bankia S.A. 3.500 1/17/2019	800,000.00	0.04	$952,001.77	3.500	01/17/2019	BKIASM
Banque Ouest Africaine de Developpement 5.000 7/27/2027	1,000,000.00	0.04	$955,875.00	5.000	07/27/2027	BOAD
Barclays Bank PLC 7.625 11/21/2022	1,800,000.00	0.09	$1,941,075.00	7.625	11/21/2022	BACR
BARCLAYS BANK PLC NY SR UNSEC YCD 1.940 9/4/2018	4,450,000.00	0.21	$4,447,540.49	1.940	09/04/2018	06742TBC9
Barclays PLC 3.710 5/16/2024	1,800,000.00	0.08	$1,786,556.34	3.733	05/16/2024	BACR
BARCLAYS PLC 6.500 6/15/2049	600,000.00	0.03	$722,822.89	6.500	06/15/2049	BACR
Barclays PLC 8.250 12/29/2049	1,975,000.00	0.09	$2,010,141.18	8.250	12/29/2049	BACR
Barrick North America Finance LLC 5.750 5/1/2043	1,530,000.00	0.08	$1,712,520.43	5.750	05/01/2043	ABXCN
BAT Capital Corp. 2.297 8/14/2020	275,000.00	0.01	$269,195.16	2.297	08/14/2020	BATSLN
BAT Capital Corp. 2.764 8/15/2022	615,000.00	0.02	$590,113.23	2.764	08/15/2022	BATSLN
BAT Capital Corp. 3.222 8/15/2024	1,425,000.00	0.06	$1,351,086.11	3.222	08/15/2024	BATSLN
BAT Capital Corp. 4.540 8/15/2047	395,000.00	0.01	$369,980.66	4.540	08/15/2047	BATSLN
BAT INTL FINANCE PLC 2.750 6/15/2020	700,000.00	0.03	$692,662.88	2.750	06/15/2020	BATSLN
BATLN 2018-12A A1	1,000,000.00	0.04	$999,931.00	n/a	05/17/2031	BATLN
Bayer US Finance II LLC 4.250 12/15/2025	500,000.00	0.02	$503,657.75	4.250	12/15/2025	BAYNGR
Bayer US Finance II LLC 4.375 12/15/2028	780,000.00	0.03	$782,783.51	4.375	12/15/2028	BAYNGR
BB&T Corp. 2.578 2/1/2021	980,000.00	0.04	$977,292.75	2.578	02/01/2021	BBT
BBCMS 2015-STP A	3,668,814.50	0.18	$3,670,753.47	3.323	09/10/2028	BBCMS
BBVA Bancomer S.A. Texas 7.250 4/22/2020	100,000.00	0.00	$104,875.00	7.250	04/22/2020	BBVASM
Becton Dickinson and Co. 3.363 6/6/2024	240,000.00	0.01	$230,751.89	3.363	06/06/2024	BDX
Becton Dickinson and Co. 6.125 5/1/2020	10,485.00	0.03	$648,497.25	3.063	05/01/2020	BDX
Bell Canada Inc. 3.350 3/22/2023	219,000.00	0.00	$168,083.52	3.350	03/22/2023	BCECN
Berkshire Hathaway Energy Co. 3.750 11/15/2023	1,145,000.00	0.05	$1,159,759.05	3.750	11/15/2023	BRKHEC
Bermuda Government International Bond 3.717 1/25/2027	800,000.00	0.03	$745,200.00	3.717	01/25/2027	BERMUD
BHP Billiton Finance USA Ltd. 6.250 10/19/2075	2,795,000.00	0.14	$2,930,033.44	6.250	10/19/2075	BHP
BioMarin Pharmaceutical Inc. 1.500 10/15/2020	882,000.00	0.05	$1,049,247.49	1.500	10/15/2020	BMRN
BJETS 2018-2 A	1,000,000.00	0.04	$999,982.90	4.447	06/15/2033	BJETS
Blackstone Mortgage Trust Inc. 4.375 5/5/2022	526,000.00	0.02	$518,307.77	4.375	05/05/2022	BXMT
Blackstone Mortgage Trust Inc. 4.750 3/15/2023	210,000.00	0.01	$204,577.17	4.750	03/15/2023	BXMT
Blackstone Mortgage Trust Inc. 5.250 12/1/2018	919,000.00	0.05	$1,051,981.14	5.250	12/01/2018	BXMT
Blue Ribbon LLC 5.000 11/13/2021	946,557.53	0.04	$935,908.76	6.003	11/13/2021	PBST
BLUEM 2015-1A A1R	400,000.00	0.01	$399,878.40	3.672	04/13/2027	BLUEM
BLUEM 2015-2A A1	710,000.00	0.03	$710,000.00	3.785	07/18/2027	BLUEM
BMARK 2018-B1 A5	110,000.00	0.00	$109,615.04	3.666	01/15/2051	BMARK
BMC East LLC 5.500 10/1/2024	250,000.00	0.01	$243,125.00	5.500	10/01/2024	BMCH
BMW US Capital LLC 1.500 4/11/2019	500,000.00	0.02	$496,178.55	1.500	04/11/2019	BMW
BMWFT 2018-1 A2	500,000.00	0.02	$499,999.40	2.350	05/15/2023	BMWFT
BMWLT 2017-2 A2B	810,341.09	0.03	$810,485.65	2.264	02/20/2020	BMWLT
BNP Paribas S.A. 7.375 12/29/2049	500,000.00	0.02	$511,875.00	7.375	12/29/2049	BNP
BNP Paribas S.A. 7.375 12/31/3000	700,000.00	0.03	$716,625.00	7.375	12/31/3000	BNP
BOAA 2005-6 7A1	24,631.62	0.00	$23,272.66	5.500	07/25/2020	BOAA
BOAMS 2003-D 2A1	243,647.38	0.01	$247,467.58	4.436	05/25/2033	BOAMS
BOC Aviation Ltd. 2.375 9/15/2021	910,000.00	0.04	$871,535.21	2.375	09/15/2021	BOCAVI
BOC AVIATION PTE LTD. 2.375 9/15/2021	600,000.00	0.02	$574,638.60	2.375	09/15/2021	BOCAVI
BOC AVIATION PTE LTD. 3.000 5/23/2022	300,000.00	0.01	$290,115.30	3.000	05/23/2022	BOCAVI
Boise Cascade Co. 5.625 9/1/2024	750,000.00	0.03	$755,625.00	5.625	09/01/2024	BCC
Bombardier Recreational Products Inc. 2.000 5/7/2025	890,000.00	0.04	$884,437.50	2.000	05/07/2025	BOMREC
BOMFT 2017-RN8 A1	196,364.26	0.00	$195,384.83	3.352	11/28/2032	BOMFT
Booking Holdings Inc. 0.350 6/15/2020	448,000.00	0.03	$694,689.86	0.350	06/15/2020	BKNG
BOSTON SCIENTIFIC CORP. 2.850 5/15/2020	600,000.00	0.02	$595,782.30	2.850	05/15/2020	BSX
BOSTON SCIENTIFIC CORP. 3.375 5/15/2022	800,000.00	0.03	$789,708.00	3.375	05/15/2022	BSX
Boyd Gaming Corp. 6.375 4/1/2026	280,000.00	0.01	$284,200.00	6.375	04/01/2026	BYD
Branch Banking & Trust Co. 2.850 4/1/2021	670,000.00	0.03	$663,144.23	2.850	04/01/2021	BBT
Braskem Netherlands Finance BV 3.500 1/10/2023	320,000.00	0.01	$302,464.00	3.500	01/10/2023	BRASKM
Braskem Netherlands Finance BV 4.500 1/10/2028	905,000.00	0.04	$833,731.25	4.500	01/10/2028	BRASKM
Braskem Netherlands Finance BV 4.500 1/10/2028	800,000.00	0.03	$737,000.00	4.500	01/10/2028	BRASKM
BRAZIL LA SP CBK 6 20 2022 F 1.000000 ACT 360 Quarterly 20220620 PU 1.000 6/20/2022	100,000.00	-0.01	-$4,697.26	1.000	06/20/2022	SWPC0FXP3
Brazil LA SP CDS GLM 06 20 2022 F 1.000000 ACT 360 Quarterly 20220620 PU 1.000 6/20/2022	500,000.00	-0.01	-$23,486.30	1.000	06/20/2022	SWPC0FXJ7
Brazil Letras do Tesouro Nacional 0.000 1/1/2019	17,700,000.00	0.21	$4,420,535.90	0.000	01/01/2019	BLTN
Brazil Notas do Tesouro Nacional Serie F 10.000 1/1/2023	3,737,000.00	0.04	$944,641.17	10.000	01/01/2023	BNTNF
BRAZILIAN REAL	8,615,164.54	0.10	$2,222,838.04	0.000	-	BRAZILREL
BRITISH POUNDS	824,839.65	0.05	$1,088,582.13	0.000	-	POUNDS
BRL USD FWD 20180802 0.000 8/2/2018	56,090.00	0.00	$14,413.22	0.000	08/02/2018	BRA080218
BRL USD FWD 20190103 0.000 1/3/2019	-17,700,000.00	-0.23	-$4,485,782.35	0.000	01/03/2019	BRP010319
Broadcom Corp. Broadcom Cayman Finance Ltd. 3.000 1/15/2022	1,400,000.00	0.06	$1,362,506.04	3.000	01/15/2022	AVGO
Broadcom Corp. Broadcom Cayman Finance Ltd. 3.500 1/15/2028	895,000.00	0.04	$816,343.37	3.500	01/15/2028	AVGO
BSABS 2005-FR1 M2	2,000,000.00	0.09	$2,000,387.60	3.096	06/25/2035	BSABS
BSABS 2007-HE2 1A2	282,750.13	0.01	$354,241.10	2.261	03/25/2037	BSABS
BSABS 2007-SD1 22A1	192,251.16	0.00	$141,622.07	2.859	10/25/2036	BSABS
BSARM 2003-5 2A1	45,640.35	0.00	$45,729.51	3.849	08/25/2033	BSARM
BSP 2014-IVA A1R	2,400,000.00	0.11	$2,406,784.80	3.849	01/20/2029	BSP
Buckeye Tobacco Settlement Financing Authority 5.875 6/1/2047	145,000.00	0.00	$145,620.60	5.875	06/01/2047	BUCGEN
Builders FirstSource Inc. 4.000 2/29/2024	1,993,676.64	0.09	$1,997,057.91	5.302	02/29/2024	BLDR
Builders FirstSource Inc. 5.625 9/1/2024	650,000.00	0.03	$636,187.50	5.625	09/01/2024	BLDR
BWAY Holding Co. 3.250 3/23/2024	975,150.00	0.04	$977,283.63	5.592	03/23/2024	BWY
BWAY Holding Co. 5.500 4/15/2024	460,000.00	0.02	$449,650.00	5.500	04/15/2024	BWY
BX 2017-APPL A	542,624.01	0.02	$542,623.14	2.953	07/15/2034	BX
CAD USD FWD 20180703 0.000 7/3/2018	8,543,000.00	0.31	$6,498,816.00	0.000	07/03/2018	CAC070318
CAD USD FWD 20180703 0.000 7/3/2018	-8,543,000.00	-0.32	-$6,498,816.00	0.000	07/03/2018	MCA070318
CAD USD FWD 20180802 0.000 8/2/2018	8,543,000.00	0.31	$6,502,231.34	0.000	08/02/2018	CAA080218
CAD/USD BOA 08/10/18	-1,514,957.98	-0.06	-$1,153,225.68	0.000	08/10/2018	CDUSF8108
CAD/USD FWD 20180815	-8,400,000.00	-0.32	-$6,394,867.86	0.000	08/15/2018	CAA081518
Calpine Construction Finance Co. LP 2.500 1/15/2025	252,721.12	0.01	$252,036.75	4.480	01/15/2025	CPN
Calpine Corp. 5.250 6/1/2026	270,000.00	0.01	$255,487.50	5.250	06/01/2026	CPN
Calpine Corp. 5.750 1/15/2025	320,000.00	0.01	$293,400.00	5.750	01/15/2025	CPN
Campbell Soup Co. 3.650 3/15/2023	1,525,000.00	0.07	$1,498,464.54	3.650	03/15/2023	CPB
CANADIAN DOLLAR	627,645.53	0.02	$477,424.05	0.000	-	CANDOLLAR
Canadian Government Bond 2.750 12/1/2048	171,000.00	0.00	$145,824.44	2.750	12/01/2048	CAN
Cardinal Health Inc. 1.948 6/14/2019	1,200,000.00	0.05	$1,190,310.00	1.948	06/14/2019	CAH
CAS 2016-C03 1M1	53,093.25	0.00	$53,816.94	4.091	10/25/2028	CAS
CAS 2016-C04 1M1	30,020.21	0.00	$30,251.76	3.541	01/25/2029	CAS
CAS 2017-C01 1M1	24,251.59	0.00	$24,432.23	3.391	07/25/2029	CAS
CAS 2017-C04 2M2	420,000.00	0.02	$437,167.63	4.941	11/25/2029	CAS
CAS 2018-C01 1M2	690,000.00	0.03	$694,375.98	4.341	07/25/2030	CAS
CAS 2018-C02 2M2	630,000.00	0.03	$627,705.60	4.291	08/25/2030	CAS
CAS 2018-C03 1M2	555,000.00	0.02	$551,578.54	4.241	10/25/2030	CAS
Casablanca US Holdings Inc. 4.000 3/31/2024	753,112.50	0.03	$753,112.50	4.000	03/31/2024	APPLEI
CASH COLLATERAL CME FOB USD 0.000 12/31/2060	261,000.00	0.01	$261,000.00	0.000	12/31/2060	CCFOBCUS1
CASH COLLATERAL ICE FOB USD 0.000 12/31/2060	389,000.00	0.01	$389,000.00	0.000	12/31/2060	CCFOBZUS0
CASH COLLATERAL LCH FOB USD 0.000 5/14/2065	353,000.00	0.01	$353,000.00	0.000	05/14/2065	CCFOBHUS0
CASH COLLATERAL TBA MSC USD 0.000 12/31/2060	-2,798,000.00	-0.14	-$2,798,000.00	0.000	12/31/2060	CCMSCTUS6
CCCIT 2016-A3 A3	500,000.00	0.02	$503,672.80	2.515	12/07/2023	CCCIT
CCCIT 2017-A5 A5	1,195,000.00	0.05	$1,210,749.51	2.704	04/22/2026	CCCIT
CCCIT 2017-A7 A7	500,000.00	0.02	$500,871.30	2.400	08/08/2024	CCCIT
CCCIT 2018-A2 A2	515,000.00	0.02	$515,461.54	2.414	01/21/2025	CCCIT
CCL Industries Inc. 3.250 10/1/2026	655,000.00	0.02	$604,148.88	3.250	10/01/2026	CCLBCN
CCO Holdings LLC CCO Holdings Capital Corp. 5.000 2/1/2028	900,000.00	0.04	$828,000.00	5.000	02/01/2028	CHTR
CCO Holdings LLC CCO Holdings Capital Corp. 5.125 5/1/2027	215,000.00	0.00	$201,293.75	5.125	05/01/2027	CHTR
CCO Holdings LLC CCO Holdings Capital Corp. 5.750 2/15/2026	80,000.00	0.00	$78,800.00	5.750	02/15/2026	CHTR
CCO Holdings LLC CCO Holdings Capital Corp. 5.875 5/1/2027	60,000.00	0.00	$58,725.00	5.875	05/01/2027	CHTR
CD 2016-CD2 A4	620,000.00	0.03	$613,992.88	3.526	11/10/2049	CD
CD 2017-CD6 B	440,000.00	0.02	$434,120.63	3.911	11/13/2050	CD
CDK Global Inc. 4.875 6/1/2027	305,000.00	0.01	$293,943.75	4.875	06/01/2027	CDK
CDK Global Inc. 5.000 10/15/2024	910,000.00	0.04	$932,750.00	5.000	10/15/2024	CDK
CDW LLC CDW Finance Corp. 5.000 9/1/2025	90,000.00	0.00	$88,875.00	5.000	09/01/2025	CDWC
CDX.O P 0.725 IG30 5Y V1 I 07-18-18 JPM 0.000 7/18/2018	-900,000.00	n/a	-$367.20	0.000	07/18/2018	SWPC30IGS
CDX.O P 0.75 IG30 5Y V1 I 07-18-18 BNP 0.000 7/18/2018	-700,000.00	n/a	-$233.80	0.000	07/18/2018	SWPC30IGT
CDX.O P 0.75 IG30 5Y V1 I 07-18-18 BOA 0.000 7/18/2018	-400,000.00	n/a	-$133.60	0.000	07/18/2018	SWPC30IGU
CDX.O P 0.85 IG30 5Y V1 I 07-18-18 CBK 0.000 7/18/2018	-400,000.00	n/a	-$84.80	0.000	07/18/2018	SWPC30IGV
CDX.O P 0.90 IG30 5Y V1 I 09-19-18 BNP 0.000 9/19/2018	-700,000.00	n/a	-$768.60	0.000	09/19/2018	SWPC30IGR
CDX.O P 0.90 IG30 5Y V1 I 09-19-18 CBK 0.000 9/19/2018	-500,000.00	n/a	-$549.00	0.000	09/19/2018	SWPC30IGQ
CEDF 2016-5A A1	530,000.00	0.02	$529,952.30	3.963	07/17/2028	CEDF
CEDF 2016-6A A1	1,230,000.00	0.06	$1,232,078.70	3.829	10/20/2028	CEDF
Celgene Corp. 3.250 2/20/2023	200,000.00	0.00	$195,514.90	3.250	02/20/2023	CELG
Cemex SAB de CV 3.720 3/15/2020	782,000.00	0.03	$784,940.32	3.720	03/15/2020	CEMEX
Cemex SAB de CV 3.720 3/15/2020	5,000.00	0.00	$5,030.91	3.720	03/15/2020	CEMEX
Central Nippon Expressway Co. Ltd. 2.079 11/5/2019	1,200,000.00	0.05	$1,183,828.80	2.079	11/05/2019	CENEXP
CENTURY COMM TRACKING	1,975,000.00	0.00	$0.00	0.000	-	156ESCAG0
CenturyLink Inc. 3.930 1/31/2025	845,750.00	0.04	$829,740.80	4.730	01/31/2025	CTL
Cequel Communications Holdings I LLC Cequel Capital Corp. 7.750 7/15/2025	420,000.00	0.02	$441,000.00	7.750	07/15/2025	CEQUEL
CFCRE 2016-C7 A3	1,100,000.00	0.05	$1,102,183.06	3.839	12/10/2054	CFCRE
CFIP 2017-1A A	2,300,000.00	0.11	$2,298,475.10	3.575	01/18/2030	CFIP
CGCMT 2014-GC25 A4	785,000.00	0.03	$788,239.22	3.635	10/10/2047	CGCMT
CGCMT 2015-GC27 A5	2,000,000.00	0.09	$1,948,143.20	3.137	02/10/2048	CGCMT
CGCMT 2016-P3 A4	1,305,000.00	0.06	$1,277,943.57	3.329	04/15/2049	CGCMT
CGCMT 2017-C4 A4	635,000.00	0.03	$621,611.85	3.471	10/12/2050	CGCMT
CGCMT 2018-C5 A4	3,200,000.00	0.16	$3,315,040.00	4.228	06/10/2051	CGCMT
CGMS 2014-5A A1R	400,000.00	0.01	$399,813.60	3.488	10/16/2025	CGMS
CH Hold Corp. 8.561 2/1/2025	161,000.00	0.00	$163,616.25	9.230	02/01/2025	CHHOLD
CH Robinson Worldwide Inc. 4.200 4/15/2028	335,000.00	0.01	$329,605.03	4.200	04/15/2028	CHRW
CHAIT 2014-A5 A5	500,000.00	0.02	$500,848.55	2.443	04/15/2021	CHAIT
CHAIT 2016-A3 A3	500,000.00	0.02	$505,211.75	2.623	06/15/2023	CHAIT
CHAIT 2017-A1 A	1,370,000.00	0.06	$1,373,129.08	2.373	01/18/2022	CHAIT
CHAIT 2018-A1 A1	185,000.00	0.00	$184,944.52	2.273	04/17/2023	CHAIT
Change Healthcare Holdings LLC 3.750 2/3/2024	1,189,831.89	0.05	$1,187,377.26	4.730	02/03/2024	EM
Charles Schwab Corp. 2.649 5/21/2021	890,000.00	0.04	$893,984.00	2.648	05/21/2021	SCHW
Charles Schwab Corp. 3.250 5/21/2021	465,000.00	0.02	$467,010.24	3.250	05/21/2021	SCHW
Charles Schwab Corp. 3.850 5/21/2025	490,000.00	0.02	$495,812.82	3.850	05/21/2025	SCHW
Charles Schwab Corp. 5.000 12/29/2049	355,000.00	0.01	$340,356.25	5.000	12/29/2049	SCHW
Chart Industries Inc. 1.000 11/15/2024	724,000.00	0.04	$883,359.64	1.000	11/15/2024	GTLS
CHARTER COMM OPT LLC CAP 4.464 7/23/2022	800,000.00	0.03	$809,629.52	4.464	07/23/2022	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 4.500 2/1/2024	250,000.00	0.01	$249,965.20	4.500	02/01/2024	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 5.375 4/1/2038	405,000.00	0.01	$383,480.73	5.375	04/01/2038	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 5.750 4/1/2048	915,000.00	0.04	$888,279.53	5.750	04/01/2048	CHTR
Charter Communications Operating LLC 3.588 4/30/2025	716,400.00	0.03	$716,562.63	3.990	04/30/2025	CHTR
CHASE 2005-A1 3A1	115,832.30	0.00	$111,308.68	3.396	12/25/2035	CHASE
Chemours Co. 1.750 3/26/2025	1,539,768.14	0.07	$1,526,295.17	3.740	03/26/2025	CC
Chemours Co. 5.375 5/15/2027	180,000.00	0.00	$174,600.00	5.375	05/15/2027	CC
Cheniere Corpus Christi Holdings LLC 5.875 3/31/2025	295,000.00	0.01	$307,906.25	5.875	03/31/2025	CHCOCH
Cheniere Energy Inc. 4.250 3/15/2045	1,314,000.00	0.05	$1,046,862.49	4.250	03/15/2045	LNG
Chesapeake Energy Corp. 8.500 8/16/2021	1,345,000.00	0.06	$1,409,728.13	9.468	08/16/2021	CHK
Chevron Corp. 2.851 3/3/2022	575,000.00	0.02	$581,503.08	2.851	03/03/2022	CVX
CHICAGO IL TRANSIT AUTH SALES 6.899 12/1/2040	1,800,000.00	0.11	$2,347,002.00	6.899	12/01/2040	CHITRN
CHICAGO IL TRANSIT AUTH SALES 6.899 12/1/2040	1,800,000.00	0.11	$2,347,002.00	6.899	12/01/2040	CHITRN
CHS Community Health Systems Inc. 3.750 12/31/2019	434,404.71	0.02	$433,345.63	5.307	12/31/2019	CYH
CHS Community Health Systems Inc. 4.000 1/27/2021	214,761.88	0.01	$209,952.07	5.557	01/27/2021	CYH
Ciena Corp. 3.750 10/15/2018	221,000.00	0.01	$292,964.89	3.750	10/15/2018	CIEN
CIFC 2015-2A AR	2,050,000.00	0.10	$2,041,568.35	3.128	04/15/2027	CIFC
Cisco Systems Inc. 2.800 3/1/2019	650,000.00	0.03	$652,224.30	2.800	03/01/2019	CSCO
CIT GROUP INC. 4.125 3/9/2021	400,000.00	0.01	$398,500.00	4.125	03/09/2021	CIT
CIT GROUP Inc. NEW 3.875 2/19/2019	50,000.00	0.00	$50,200.00	3.875	02/19/2019	CIT
Citicorp Lease Pass-Through Trust 1999-1 8.040 12/15/2019	148,869.57	0.00	$158,794.47	8.040	12/15/2019	C
CITIGROUP INC. 2.650 10/26/2020	3,200,000.00	0.15	$3,151,914.56	2.650	10/26/2020	C
Citigroup Inc. 3.200 10/21/2026	1,000,000.00	0.04	$931,458.00	3.200	10/21/2026	C
Citigroup Inc. 3.239 7/30/2018	2,300,000.00	0.11	$2,301,731.21	3.239	07/30/2018	C
Citigroup Inc. 3.249 6/7/2019	2,300,000.00	0.11	$2,314,492.07	3.249	06/07/2019	C
Citigroup Inc. 3.421 5/17/2024	1,350,000.00	0.06	$1,357,661.12	3.421	05/17/2024	C
Citigroup Inc. 3.750 10/27/2023	498,000.00	0.01	$371,779.62	3.750	10/27/2023	C
Citigroup Inc. 4.044 6/1/2024	1,800,000.00	0.08	$1,811,537.10	4.044	06/01/2024	C
Citigroup Inc. 4.050 7/30/2022	150,000.00	0.00	$150,907.01	4.050	07/30/2022	C
CITIGROUP INC. 4.075 4/23/2029	3,400,000.00	0.16	$3,339,759.14	4.075	04/23/2029	C
Citizens Bank NA Providence RI 2.550 5/13/2021	2,605,000.00	0.12	$2,542,359.40	2.550	05/13/2021	CFG
Citizens Financial Group Inc. 2.375 7/28/2021	115,000.00	0.00	$111,269.55	2.375	07/28/2021	CFG
Citizens Financial Group Inc. 4.300 12/3/2025	965,000.00	0.04	$960,002.27	4.300	12/03/2025	CFG
CityCenter Holdings LLC 3.000 4/18/2024	1,027,786.24	0.05	$1,024,038.94	3.000	04/18/2024	CCTRH
CIVIC 2018-1 A1	1,003,350.31	0.04	$1,003,117.83	3.892	06/25/2022	CIVIC
CK Hutchison International 17 Ltd. 2.875 4/5/2022	655,000.00	0.03	$638,785.08	2.875	04/05/2022	CKHH
Cleveland Electric Illuminating Co. 5.500 8/15/2024	515,000.00	0.02	$565,327.35	5.500	08/15/2024	FE
CMBX.NA.AAA.8 SP 10 17 2057-DUB F 0.500000 ACT 360 Monthly 20571017 PU 0.500 10/17/2057	14,200,000.00	0.00	$43,366.09	0.500	10/17/2057	/CMBX
CMBX.NA.BBB-.6	1,200,000.00	-0.01	-$124,485.35	3.000	05/11/2063	/CMBX
CMBX.NA.BBB-.6 0.030 5/11/2063	605,000.00	-0.01	-$62,761.36	3.000	05/11/2063	/CMBX
CMBX.NA.BBB-.6 0.030 5/11/2063	1,200,000.00	-0.01	-$124,485.35	3.000	05/11/2063	/CMBX
CMBX.NA.BBB-.6 05 11 2063 F 3.000000 ACT 360 Monthly 20630511 PU 3.000 5/11/2063	600,000.00	-0.01	-$62,242.67	3.000	05/11/2063	/CMBX
CME - IRS 1.687 4 5 26 10YR 1.687 4/5/2026	750,000.00	0.00	$64,999.85	-1.687	04/05/2026	/SWAP
CME - IRS USD 1.1905 08-09-16-5Y CONTRACT SWCOIR -1.190 8/9/2021	6,220,000.00	0.01	$310,108.99	-1.191	08/09/2021	/SWAP
CME - IRS USD 1.199 04-06-21-5Y CONTRACT SWCOIR -1.199 4/6/2021	5,035,000.00	0.01	$221,116.81	-1.199	04/06/2021	/SWAP
CME - IRS USD 1.25000 06-21-17-3Y CME CONTRACT SWCOIR -1.250 6/21/2020	32,700,000.00	0.04	$967,044.85	-1.250	06/21/2020	SWU00KLG5
CME - IRS USD 1.416 04-06-23-7Y CONTRACT SWCOIR -1.416 4/6/2023	750,000.00	0.00	$49,476.09	-1.416	04/06/2023	/SWAP
CME - IRS USD 1.45 06-28-19-2Y CONTRACT SWCOIR -1.450 6/28/2021	30,100,000.00	0.04	$877,869.09	-1.450	06/28/2021	SWU00ISZ1
CME - IRS USD 2.0 12-20-17-2Y CONTRACT SWCOIR -2.000 12/20/2019	1,100,000.00	0.00	$11,237.11	-2.000	12/20/2019	SWU00LT7X
CME - IRS USD 2.00 12-16-15-4Y CONTRACT SWCOIR -1.719 12/16/2019	1,600,000.00	0.00	$16,224.80	0.335	12/16/2019	SWU00DAF5
CME - IRS USD 2.25 12-21-16-307Y CONTRACT SWCOIR -2.250 12/21/2046	900,000.00	0.00	$131,598.66	-2.250	12/21/2046	SWU00INI4
CME - IRS USD 2.50 06-15-16-30Y CONTRACT SWCOIR -2.500 6/15/2046	500,000.00	0.00	$47,445.93	-2.500	06/15/2046	SWU00FLJ0
CME - IRS USD 2.50 06-20-18-30Y CONTRACT SWCOIR -2.500 6/20/2048	9,000,000.00	0.04	$883,034.99	-2.500	06/20/2048	SWU00NBS4
CME - IRS USD 2.9600 05-09-18-10Y CONTRACT SWCOIR 2.960 5/9/2028	14,000,000.00	0.00	$3,041.64	2.960	05/09/2028	SWU00PA92
CME - IRS USD R 3ML-1ML 05-10-18-21 CONTRACT SWCOIR 0.000 5/10/2021	15,400,000.00	-0.01	-$5,868.11	0.000	05/10/2021	SWU02Y852
CME - IRS USD R 3ML-1ML 05-11-18-21 CONTRACT SWCOIR 0.000 5/11/2021	7,700,000.00	-0.01	-$2,248.48	0.000	05/11/2021	SWU02Y886
CME - IRS USD R 3ML-1ML 05-14-18-21 CONTRACT SWCOIR 0.000 5/14/2021	9,600,000.00	-0.01	-$3,649.33	0.000	05/14/2021	SWU02Y837
CMS Energy Corp. 6.250 2/1/2020	1,080,000.00	0.05	$1,129,408.81	6.250	02/01/2020	CMS
COLOMBIA LA CDS 06 20 21 - BOA F 1.000000 ACT 360 Quarterly 20210620 PU 1.000 6/20/2021	100,000.00	n/a	$717.74	1.000	06/20/2021	SWPC0DRL4
COLOMBIA LA CDS 06 20 21 - BPS F 1.000000 ACT 360 Quarterly 20210620 PU 1.000 6/20/2021	200,000.00	n/a	$1,435.48	1.000	06/20/2021	SWPC0DQF8
COLOMBIA LA CDS 06 20 21 - GLM F 1.000000 ACT 360 Quarterly 20210620 PU 1.000 6/20/2021	3,100,000.00	0.00	$22,250.00	1.000	06/20/2021	SWPC0DQI2
COLOMBIA LA CDS 06 20 21 - JPM F 1.000000 ACT 360 Quarterly 20210620 PU 1.000 6/20/2021	100,000.00	n/a	$717.74	1.000	06/20/2021	SWPC0DQG6
COLOMBIA LA CDS 06 20 21 -DUB F 1.000000 ACT 360 Quarterly 20210620 PU 1.000 6/20/2021	200,000.00	n/a	$1,435.48	1.000	06/20/2021	SWPC0DRB6
COLOMBIA LA SP 06 20 22 - BOA F 1.000000 ACT 360 Quarterly 20220620 PU 1.000 6/20/2022	250,000.00	n/a	$152.14	1.000	06/20/2022	SWPC0FGF4
COLOMBIA LA SP CDS 12 20 22 - CBK F 1.000000 ACT 360 Quarterly 20221220 PU 1.000 12/20/2022	200,000.00	n/a	-$1,038.29	1.000	12/20/2022	SWPC0G5Z0
COLOMBIAN PESO	204,547.73	n/a	$69.79	0.000	-	COLOMPESO
Colombian TES 7.000 6/30/2032	16,096,000,000.00	0.26	$5,477,516.49	7.000	06/30/2032	COLTES
ComEd Financing III 6.350 3/15/2033	680,000.00	0.03	$722,500.00	6.350	03/15/2033	EXC
COMM 2013-WWP A2	1,100,000.00	0.05	$1,107,438.31	3.424	03/10/2031	COMM
COMM 2014-CR20 AM	2,225,000.00	0.11	$2,243,495.98	3.938	11/10/2047	COMM
COMM 2015-3BP A	605,000.00	0.02	$588,595.12	3.178	02/10/2035	COMM
COMM 2015-CR23 A4	780,000.00	0.03	$774,624.01	3.497	05/10/2048	COMM
COMM 2016-CR28 A4	1,295,000.00	0.06	$1,297,298.88	3.762	02/10/2049	COMM
Commonwealth of Massachusetts 5.000 10/1/2025	50,000.00	0.00	$58,813.50	5.000	10/01/2025	MAS
CommScope Technologies LLC 5.000 3/15/2027	740,000.00	0.03	$698,375.00	5.000	03/15/2027	COMM
Compass Bank 2.875 6/29/2022	1,220,000.00	0.05	$1,178,511.83	2.875	06/29/2022	BCOMPS
Compass Bank 3.875 4/10/2025	1,145,000.00	0.05	$1,105,580.29	3.875	04/10/2025	BCOMPS
Comunicaciones Celulares S.A. Via Comcel Trust 6.875 2/6/2024	795,000.00	0.04	$817,717.13	6.875	02/06/2024	MIICF
Concho Resources Inc. 4.300 8/15/2028	1,025,000.00	0.05	$1,025,711.97	4.300	08/15/2028	CXO
ConocoPhillips Co. 3.243 5/15/2022	575,000.00	0.02	$585,921.90	3.243	05/15/2022	COP
Consolidated Edison Co. of New York Inc. 2.739 6/25/2021	900,000.00	0.04	$902,276.46	2.734	06/25/2021	ED
Constellis Holdings LLC 10.000 4/13/2025	127,000.00	0.00	$128,217.04	11.302	04/13/2025	XESERV
Constellis Holdings LLC 6.000 4/13/2024	335,340.00	0.01	$337,226.29	7.302	04/13/2024	XESERV
Continental Airlines 2009-2 Class A Pass Through Trust 7.250 11/10/2019	548,392.92	0.02	$575,173.69	7.250	11/10/2019	UAL
CONVERGINT TECH TERM LOAN 1ST LIEN - LIBOR 3M+300(100 BPS FLOOR) 4.760 1/29/2025	280,541.94	0.01	$278,788.55	5.302	01/29/2025	CONGNT
Cooperatieve Rabobank UA 2.500 9/4/2020	1,740,000.00	0.01	$218,676.38	2.500	09/04/2020	RABOBK
Cooperatieve Rabobank UA 3.750 7/21/2026	1,350,000.00	0.06	$1,265,504.45	3.750	07/21/2026	RABOBK
Cooperatieve Rabobank UA 4.375 8/4/2025	2,000,000.00	0.09	$1,963,222.20	4.375	08/04/2025	RABOBK
Cooperatieve Rabobank UA 6.875 3/19/2020	2,400,000.00	0.15	$3,111,532.10	6.875	03/19/2020	RABOBK
Cooperatieve Rabobank UA New Zealand 3.375 2/2/2023	561,000.00	0.01	$383,090.89	3.375	02/02/2023	RABOBK
Cooperatieve Rabobank UA NY 2.792 4/26/2021	500,000.00	0.02	$500,572.60	2.789	04/26/2021	RABOBK
COP/USD TOR 08/10/18	-5,463,804,808.00	-0.10	-$1,860,546.89	0.000	08/10/2018	COUST8108
Core & Main LP 4.313 7/21/2024	553,609.02	0.02	$555,915.91	5.253	07/21/2024	HDSUWA
Corning Inc. 4.375 11/15/2057	415,000.00	0.01	$363,036.44	4.375	11/15/2057	GLW
Corporate Office Properties LP 3.600 5/15/2023	690,000.00	0.03	$668,229.33	3.600	05/15/2023	OFC
Corporate Office Properties LP 5.250 2/15/2024	670,000.00	0.03	$693,886.77	5.250	02/15/2024	OFC
Cott Holdings Inc. 5.500 4/1/2025	260,000.00	0.01	$253,500.00	5.500	04/01/2025	BCBCN
Covanta Holding Corp. 5.875 7/1/2025	230,000.00	0.01	$222,525.00	5.875	07/01/2025	CVA
Crane Co. 4.450 12/15/2023	1,050,000.00	0.05	$1,084,205.64	4.450	12/15/2023	CR
Credit Suisse AG New York NY 2.722 9/28/2018	2,900,000.00	0.14	$2,898,512.30	2.556	09/28/2018	CS
Credit Suisse Group AG 4.207 6/12/2024	785,000.00	0.03	$786,172.71	4.207	06/12/2024	CS
Credit Suisse Group AG 6.250 12/29/2049	2,035,000.00	0.09	$1,994,409.89	6.250	12/29/2049	CS
Credit Suisse Group Funding Guernsey Ltd. 2.750 3/26/2020	2,199,000.00	0.10	$2,176,249.59	2.750	03/26/2020	CS
Credit Suisse Group Funding Guernsey Ltd. 3.125 12/10/2020	250,000.00	0.01	$248,126.30	3.125	12/10/2020	CS
Credit Suisse Group Funding Guernsey Ltd. 3.800 6/9/2023	2,300,000.00	0.11	$2,272,719.47	3.800	06/09/2023	CS
Credit Suisse Group Funding Guernsey Ltd. 3.800 9/15/2022	3,350,000.00	0.16	$3,337,518.91	3.800	09/15/2022	CS
Crestwood Midstream Partners LP Crestwood Midstream Finance Corp. 5.750 4/1/2025	405,000.00	0.01	$406,012.50	5.750	04/01/2025	CMLP
CRMN 2013-1A AR	3,500,000.00	0.17	$3,481,320.50	3.216	01/27/2028	CRMN
CRMSI 2006-3 A5	900,000.00	0.04	$927,162.09	5.351	11/25/2036	CRMSI
CRNPT 2018-5A A	400,000.00	0.01	$400,000.00	n/a	07/17/2028	CRNPT
CROWN Americas LLC 3.744 1/19/2025	870,000.00	0.04	$872,235.03	4.312	01/19/2025	CCK
Crown Castle International Corp. 3.800 2/15/2028	2,115,000.00	0.09	$1,982,058.92	3.800	02/15/2028	CCI
Crown Castle International Corp. 5.250 1/15/2023	975,000.00	0.05	$1,022,353.41	5.250	01/15/2023	CCI
Crown Castle International Corp. 6.875 8/1/2020	378.00	0.01	$406,095.64	68.750	08/01/2020	CCI
Crown Castle Towers LLC 3.663 5/15/2025	110,000.00	0.00	$107,735.10	3.663	05/15/2025	CCI
Crown Castle Towers LLC 4.241 7/15/2028	440,000.00	0.02	$443,008.94	4.241	07/15/2028	CCI
Crown Castle Towers LLC 4.883 8/15/2020	2,090,000.00	0.10	$2,144,579.93	4.883	08/15/2020	CCI
CSC Holdings LLC 2.250 7/17/2025	425,700.25	0.02	$423,141.79	4.323	07/17/2025	CVC
CSC Holdings LLC 2.500 1/12/2026	295,000.00	0.01	$294,520.63	4.573	01/12/2026	CVC
CSG Systems International Inc. 4.250 3/15/2036	359,000.00	0.01	$379,316.53	4.250	03/15/2036	CSGS
CSMC 2005-1R 2A5	1,351,083.13	0.06	$1,263,394.86	5.750	12/26/2035	CSMC
CSMC 2007-1 5A14	258,040.38	0.01	$226,920.56	6.000	02/25/2037	CSMC
CSMC 2007-3 4A12	225,439.56	0.00	$26,383.24	4.659	04/25/2037	CSMC
CSMC 2007-3 4A15	100,102.24	0.00	$99,076.39	5.500	04/25/2037	CSMC
CSMC 2007-3 4A6	225,439.56	0.00	$193,230.29	2.341	04/25/2037	CSMC
CSMC 2017-1A-A	181,260.36	0.00	$182,455.32	4.500	03/25/2021	12651LAA8
CSN Resources S.A. 7.625 2/13/2023	805,000.00	0.03	$727,518.75	7.625	02/13/2023	CSNABZ
CubeSmart LP 3.125 9/1/2026	670,000.00	0.03	$617,081.99	3.125	09/01/2026	CUBE
CVP 2017-2A A	400,000.00	0.01	$399,365.60	n/a	01/20/2031	CVP
CVS Health Corp. 2.125 6/1/2021	450,000.00	0.02	$432,849.51	2.125	06/01/2021	CVS
CVS Health Corp. 2.957 3/9/2020	1,400,000.00	0.06	$1,405,742.10	2.957	03/09/2020	CVS
CVS Health Corp. 3.350 3/9/2021	500,000.00	0.02	$499,732.85	3.350	03/09/2021	CVS
CVS Health Corp. 3.700 3/9/2023	940,000.00	0.04	$931,421.84	3.700	03/09/2023	CVS
CVS Health Corp. 4.100 3/25/2025	1,800,000.00	0.08	$1,792,745.64	4.100	03/25/2025	CVS
CVS Health Corp. 4.300 3/25/2028	2,100,000.00	0.10	$2,074,716.63	4.300	03/25/2028	CVS
CVS Health Corp. 4.780 3/25/2038	965,000.00	0.04	$956,882.61	4.780	03/25/2038	CVS
CVS Pass-Through Trust 5.773 1/10/2033	78,982.79	0.00	$84,346.25	5.773	01/10/2033	CVS
CWALT 2008-2R 3A1	1,312,659.97	0.05	$1,039,987.94	6.000	08/25/2037	CWALT
CWHL 2006-R1 AF1	1,271,316.30	0.06	$1,247,039.24	2.431	01/25/2036	CWHL
CWHL 2007-4 1A1	1,176,129.10	0.04	$946,797.80	6.000	05/25/2037	CWHL
CWL 2004-3 2A	54,618.04	0.00	$53,540.24	2.491	08/25/2034	CWL
CWL 2005-3 MV7	4,200,000.00	0.20	$4,193,657.16	4.041	08/25/2035	CWL
CWL 2005-7 MV3	277,271.53	0.01	$276,789.85	2.671	11/25/2035	CWL
CWL 2005-AB2 2A3	9,333.06	0.00	$9,336.22	2.861	11/25/2035	CWL
CWL 2006-1 AF6	326,396.92	0.01	$329,017.99	4.788	07/25/2036	CWL
CWL 2006-11 1AF6	215,004.95	0.01	$207,690.55	4.369	09/25/2046	CWL
CWL 2006-17 2A2	1,881,938.11	0.09	$1,838,227.09	2.241	03/25/2047	CWL
CWL 2006-26 2A4	2,000,000.00	0.09	$1,903,050.20	2.311	06/25/2037	CWL
CWL 2007-6 2A4	1,000,000.00	0.03	$704,203.30	2.401	09/25/2037	CWL
CXHE 2002-A AF6	811.15	n/a	$822.45	5.540	01/25/2032	CXHE
Cydsa SAB de CV 6.250 10/4/2027	785,000.00	0.03	$711,602.50	6.250	10/04/2027	CYDSA
Cyprus Government International Bond 3.875 5/6/2022	1,200,000.00	0.07	$1,539,469.63	3.875	05/06/2022	CYPRUS
CZR 2017-VICI A	650,000.00	0.03	$651,567.74	3.531	10/15/2034	CZR
D.R. HORTON INC. 3.750 3/1/2019	200,000.00	0.00	$200,645.58	3.750	03/01/2019	DHI
D.R. HORTON INC. 4.000 2/15/2020	400,000.00	0.01	$404,035.60	4.000	02/15/2020	DHI
Daimler AG 2.750 12/10/2018	1,870,000.00	0.01	$231,486.59	2.750	12/10/2018	DAIGR
DAIMLER FINANCE NA LLC 2.000 8/3/2018	2,200,000.00	0.10	$2,198,916.50	2.000	08/03/2018	DAIGR
Daimler Finance North America LLC 3.203 5/4/2023	1,200,000.00	0.05	$1,204,383.36	3.203	05/04/2023	DAIGR
Daimler Finance North America LLC 3.350 2/22/2023	1,430,000.00	0.06	$1,405,762.64	3.350	02/22/2023	DAIGR
Dakota Holding Corp. 4.765 12/6/2024	126,900.00	0.00	$126,582.75	5.552	12/06/2024	DUFPHE
DANISH KRONE	269,911.95	0.00	$42,306.28	0.000	-	DKK
DaVita Inc. 3.500 6/19/2021	122,876.37	0.00	$123,347.72	4.730	06/19/2021	DVA
DaVita Inc. 5.000 5/1/2025	516,000.00	0.02	$486,975.00	5.000	05/01/2025	DVA
DBJPM 2016-C1 A4	1,970,000.00	0.09	$1,920,625.10	3.276	05/10/2049	DBJPM
DBJPM 2016-C3 A5	945,000.00	0.04	$891,567.24	2.890	09/10/2049	DBJPM
DBS Group Holdings Ltd. 4.520 12/11/2028	940,000.00	0.04	$948,623.56	4.520	12/11/2028	DBSSP
DBUBS 2011-LC1A C	855,000.00	0.04	$894,116.42	5.884	11/10/2046	DBUBS
DCENT 2014-A1 A1	1,190,000.00	0.05	$1,191,993.13	2.503	07/15/2021	DCENT
DCENT 2017-A1 A1	1,205,000.00	0.05	$1,214,740.98	2.563	07/15/2024	DCENT
DCENT 2017-A3 A3	3,940,000.00	0.19	$3,943,115.75	2.303	10/17/2022	DCENT
DCENT 2017-A5 A5	1,820,000.00	0.09	$1,838,695.40	2.673	12/15/2026	DCENT
DCENT 2017-A7 A7	2,625,000.00	0.12	$2,632,029.23	2.433	04/15/2025	DCENT
DCENT 2018-A3 A3	560,000.00	0.02	$559,665.40	0.000	12/15/2023	DCENT
Deck Chassis Acquisition Inc. 7.157 6/15/2023	60,000.00	0.00	$60,675.00	7.980	06/15/2023	DIRCHA
Delek US Holdings Inc. 2.500 3/13/2025	334,162.50	0.01	$333,327.09	4.480	03/13/2025	DK
Dell International LLC EMC Corp. 4.420 6/15/2021	1,600,000.00	0.07	$1,624,481.60	4.420	06/15/2021	DELL
Dell International LLC EMC Corp. 4.420 6/15/2021	300,000.00	0.01	$304,461.15	4.420	06/15/2021	DELL
Dell International LLC EMC Corp. 5.450 6/15/2023	600,000.00	0.03	$628,159.62	5.450	06/15/2023	DELL
Dell International LLC EMC Corp. 6.020 6/15/2026	1,845,000.00	0.09	$1,942,585.37	6.020	06/15/2026	DELL
Dell International LLC EMC Corp. 8.100 7/15/2036	15,000.00	0.00	$17,559.10	8.100	07/15/2036	DELL
Delta Air Lines 2007-1 Class A Pass Through Trust 6.821 8/10/2022	233,148.47	0.01	$254,458.24	6.821	08/10/2022	DAL
DELTA AIR LINES INC. 3.625 3/15/2022	500,000.00	0.02	$494,650.85	3.625	03/15/2022	DAL
DEUTSCHE BANK AG 2.700 7/13/2020	500,000.00	0.02	$486,491.50	2.700	07/13/2020	DB
DEUTSCHE BANK AG 2.850 5/10/2019	3,100,000.00	0.15	$3,073,443.23	2.850	05/10/2019	DB
DEUTSCHE BANK AG 4.250 10/14/2021	2,000,000.00	0.09	$1,970,528.00	4.250	10/14/2021	DB
Deutsche Bank AG New York NY 3.312 7/13/2020	100,000.00	0.00	$99,400.81	3.312	07/13/2020	DB
Deutsche Telekom International Finance BV 1.250 10/6/2023	318,000.00	0.01	$407,262.57	1.250	10/06/2023	DT
Deutsche Telekom International Finance BV 1.950 9/19/2021	1,155,000.00	0.05	$1,101,830.27	1.950	09/19/2021	DT
Deutsche Telekom International Finance BV 4.375 6/21/2028	2,185,000.00	0.10	$2,171,178.35	4.375	06/21/2028	DT
Deutsche Telekom International Finance BV 6.500 4/8/2022	36,000.00	0.00	$55,870.47	6.500	04/08/2022	DT
Dexia Credit Local S.A. 2.842 2/15/2019	560,000.00	0.02	$561,635.48	2.843	02/15/2019	DEXGRP
DG Investment Intermediate Holdings 2 Inc. 4.780 1/29/2025	54,193.55	0.00	$53,854.84	2.486	01/29/2025	CONGNT
Diamond Offshore Drilling Inc. 7.875 8/15/2025	290,000.00	0.01	$301,600.00	7.875	08/15/2025	DO
Diamondback Energy Inc. 4.750 11/1/2024	490,000.00	0.02	$479,587.50	4.750	11/01/2024	FANG
Digicel Group Ltd. 7.125 4/1/2022	890,000.00	0.02	$589,625.00	7.125	04/01/2022	DLLTD
Digicel Group Ltd. 8.250 9/30/2020	455,000.00	0.01	$345,231.25	8.250	09/30/2020	DLLTD
Digicel International Finance Ltd. 4.994 5/10/2024	936,254.26	0.04	$902,315.04	5.610	05/10/2024	DLLTD
DIGITAL REALTY TRUST LP 3.400 10/1/2020	2,100,000.00	0.10	$2,102,480.10	3.400	10/01/2020	DLR
Discovery Communications LLC 5.200 9/20/2047	1,995,000.00	0.09	$1,940,698.49	5.200	09/20/2047	DISCA
DISH DBS CORP. 5.125 5/1/2020	200,000.00	0.00	$198,750.00	5.125	05/01/2020	DISH
DISH Network Corp. 2.375 3/15/2024	396,000.00	0.01	$350,205.77	2.375	03/15/2024	DISH
DISH Network Corp. 3.375 8/15/2026	912,000.00	0.04	$885,639.55	3.375	08/15/2026	DISH
Dollar Tree Inc. 3.700 5/15/2023	1,370,000.00	0.06	$1,358,742.17	3.700	05/15/2023	DLTR
Dollar Tree Inc. 4.000 5/15/2025	735,000.00	0.03	$719,250.64	4.000	05/15/2025	DLTR
Dominion Energy Inc. 2.930 5/15/2020	3,300,000.00	0.16	$3,303,595.35	2.865	05/15/2020	D
Dominion Resources Inc. VA 2.000 8/15/2021	280,000.00	0.01	$267,179.11	2.000	08/15/2021	D
Dominion Resources Inc. VA 3.625 12/1/2024	820,000.00	0.03	$805,243.77	3.625	12/01/2024	D
Doric Nimrod Air Finance Alpha Ltd. 2012-1 Class A Pass Through Trust 5.125 11/30/2022	1,097,849.39	0.05	$1,134,296.56	5.125	11/30/2022	DORIC
Dow Chemical Co. 8.550 5/15/2019	3,662,000.00	0.18	$3,838,903.53	8.550	05/15/2019	DOW
DROCK 2017-1 A	1,220,000.00	0.05	$1,221,807.80	2.403	03/15/2023	DROCK
DTE Energy Co. 3.300 6/15/2022	715,000.00	0.03	$707,017.88	3.300	06/15/2022	DTE
DTE Energy Co. 6.500 10/1/2019	9,605.00	0.02	$496,482.45	3.243	10/01/2019	DTE
Duke Energy Corp. 1.800 9/1/2021	480,000.00	0.02	$459,564.72	1.800	09/01/2021	DUK
Duke Energy Corp. 2.830 5/14/2021	3,300,000.00	0.16	$3,300,410.19	2.830	05/14/2021	DUK
E*TRADE Financial Corp. 3.800 8/24/2027	655,000.00	0.03	$627,966.38	3.800	08/24/2027	ETFC
E*TRADE Financial Corp. 5.300 12/29/2049	250,000.00	0.01	$244,687.50	5.300	12/29/2049	ETFC
E*TRADE Financial Corp. 5.875 12/29/2049	950,000.00	0.04	$969,000.00	5.875	12/29/2049	ETFC
Ecopetrol S.A. 5.875 9/18/2023	410,000.00	0.02	$435,625.00	5.875	09/18/2023	ECOPET
Ecopetrol S.A. 7.375 9/18/2043	270,000.00	0.01	$298,417.50	7.375	09/18/2043	ECOPET
ECP 2015-7A A1R	3,000,000.00	0.14	$2,995,830.00	3.499	04/22/2030	ECP
Education Realty Operating Partnership LP 4.600 12/1/2024	950,000.00	0.04	$954,817.35	4.600	12/01/2024	EDR
Egypt Government International Bond 5.577 2/21/2023	480,000.00	0.02	$456,000.00	5.577	02/21/2023	EGYPT
Egypt Government International Bond 7.903 2/21/2048	500,000.00	0.02	$456,660.00	7.903	02/21/2048	EGYPT
El Paso Energy Capital Trust I 4.750 3/31/2028	14,787.00	0.03	$702,382.50	2.375	03/31/2028	KMI
Electronics For Imaging Inc. 0.750 9/1/2019	502,000.00	0.02	$496,968.45	0.000	09/01/2019	EFII
EMC Corp. 2.650 6/1/2020	1,900,000.00	0.09	$1,845,937.21	2.650	06/01/2020	DELL
Emera Inc. 6.750 6/15/2076	1,365,000.00	0.07	$1,426,425.00	6.750	06/15/2076	EMACN
EMLT 2004-2 M7	662,360.69	0.03	$666,922.43	5.091	10/25/2034	EMLT
EMNPK 2013-1A A1AR	138,934.72	0.00	$138,888.32	3.328	07/15/2025	EMNPK
Empire State Realty OP LP 2.625 8/15/2019	547,000.00	0.02	$558,214.59	2.625	08/15/2019	ESRT
ENABLE MIDSTREAM PARTNERS L 4.950 5/15/2028	700,000.00	0.03	$682,307.22	4.950	05/15/2028	ENBL
Enbridge Energy Partners LP 4.375 10/15/2020	230,000.00	0.01	$234,172.38	4.375	10/15/2020	EEP
Enbridge Energy Partners LP 5.200 3/15/2020	105,000.00	0.00	$108,012.20	5.200	03/15/2020	EEP
Enbridge Energy Partners LP 5.500 9/15/2040	275,000.00	0.01	$286,890.40	5.500	09/15/2040	EEP
Enbridge Inc. 2.737 1/10/2020	3,750,000.00	0.18	$3,750,262.88	2.737	01/10/2020	ENBCN
Enbridge Inc. 3.041 6/15/2020	2,050,000.00	0.10	$2,058,605.70	3.041	06/15/2020	ENBCN
Enbridge Inc. 3.700 7/15/2027	985,000.00	0.04	$934,805.09	3.700	07/15/2027	ENBCN
ENBRIDGE INC. 4.000 10/1/2023	535,000.00	0.02	$537,166.00	4.000	10/01/2023	ENBCN
Enbridge Inc. 6.000 1/15/2077	555,000.00	0.02	$524,475.00	6.000	01/15/2077	ENBCN
Enbridge Inc. 6.250 3/1/2078	420,000.00	0.01	$396,112.37	6.250	03/01/2078	ENBCN
Encompass Health Corp. 5.750 11/1/2024	643,000.00	0.03	$645,784.19	5.750	11/01/2024	EHC
Encompass Health Corp. 5.750 9/15/2025	270,000.00	0.01	$274,050.00	5.750	09/15/2025	EHC
Enel Finance International NV 2.875 5/25/2022	1,100,000.00	0.05	$1,048,768.82	2.875	05/25/2022	ENELIM
Enel Finance International NV 3.625 5/25/2027	2,905,000.00	0.13	$2,661,199.04	3.625	05/25/2027	ENELIM
Enel SpA 8.750 9/24/2073	1,605,000.00	0.08	$1,791,581.25	8.750	09/24/2073	ENELIM
Energy Transfer Equity LP 3.357 2/2/2024	390,000.00	0.01	$387,135.84	4.091	02/02/2024	ETE
ENERGY TRANSFER EQUITY LP 5.500 6/1/2027	50,000.00	0.00	$50,125.00	5.500	06/01/2027	ETE
Energy Transfer Equity LP 7.500 10/15/2020	475,000.00	0.02	$507,656.25	7.500	10/15/2020	ETE
Energy Transfer Partners LP Regency Energy Finance Corp. 5.000 10/1/2022	1,500,000.00	0.07	$1,554,098.55	5.000	10/01/2022	ETP
Energy Transfer Partners LP 4.200 9/15/2023	305,000.00	0.01	$304,824.99	4.200	09/15/2023	ETP
Energy Transfer Partners LP 4.950 6/15/2028	340,000.00	0.01	$339,471.44	4.950	06/15/2028	ETP
Energy Transfer Partners LP 6.000 6/15/2048	425,000.00	0.02	$425,110.46	6.000	06/15/2048	ETP
Energy Transfer Partners LP 6.125 12/15/2045	1,100,000.00	0.05	$1,103,012.13	6.125	12/15/2045	ETP
Energy Transfer Partners LP 6.625 12/29/2049	1,235,000.00	0.05	$1,129,253.13	6.625	12/29/2049	ETP
Energy Transfer Partners LP 9.700 3/15/2019	694,000.00	0.03	$726,068.70	9.700	03/15/2019	ETP
EnLink Midstream Partners LP 6.000 12/29/2049	455,000.00	0.01	$390,154.59	0.000	12/29/2049	ENLK
Ensco PLC 7.750 2/1/2026	290,000.00	0.01	$275,050.50	7.750	02/01/2026	ESV
Entergy Arkansas Inc. 3.750 2/15/2021	200,000.00	0.00	$202,522.90	3.750	02/15/2021	ETR
Entergy Louisiana LLC 4.000 3/15/2033	95,000.00	0.00	$95,192.00	4.000	03/15/2033	ETR
Entergy Louisiana LLC 4.050 9/1/2023	1,555,000.00	0.07	$1,587,742.39	4.050	09/01/2023	ETR
Entergy Louisiana LLC 4.950 1/15/2045	235,000.00	0.01	$237,698.95	4.950	01/15/2045	ETR
Equate Petrochemical BV 3.000 3/3/2022	625,000.00	0.02	$599,613.13	3.000	03/03/2022	EQPTRC
Equifax Inc. 3.200 8/15/2021	700,000.00	0.03	$702,403.52	3.141	08/15/2021	EFX
Equinix Inc. 5.375 5/15/2027	350,000.00	0.01	$350,000.00	5.375	05/15/2027	EQIX
Equinor ASA 2.823 11/8/2018	835,000.00	0.04	$836,459.16	2.823	11/08/2018	EQNR
ESAL GmbH 6.250 2/5/2023	465,000.00	0.02	$435,356.25	6.250	02/05/2023	JBSSBZ
ESH Hospitality Inc. 2.000 8/30/2023	647,117.85	0.03	$645,230.21	3.980	08/30/2023	STAY
ESH Hospitality Inc. 5.250 5/1/2025	260,000.00	0.01	$251,550.00	5.250	05/01/2025	STAY
EUR USD FWD 20180703 0.000 7/3/2018	137,000.00	0.00	$160,033.21	0.000	07/03/2018	EUP070318
EUR USD FWD 20180703 0.000 7/3/2018	-137,000.00	-0.01	-$160,033.21	0.000	07/03/2018	EUJ070318
EUR USD FWD 20180703 0.000 7/3/2018	388,000.00	0.02	$453,232.75	0.000	07/03/2018	MEU070318
EUR USD FWD 20180802 0.000 8/2/2018	-9,547,000.00	-0.55	-$11,177,556.58	0.000	08/02/2018	EUP080218
EUR/USD BOA 08/10/18	823,040.89	0.04	$964,224.00	0.000	08/10/2018	EUUSF8108
EUR/USD FWD 20180831	-5,500,000.00	-0.32	-$6,454,191.93	0.000	08/31/2018	EUA083118
EUR/USD HSB 08/10/18	-1,098,870.96	-0.07	-$1,287,369.52	0.000	08/10/2018	EUUSH8108
EURO	19,734.01	0.00	$23,045.38	0.000	-	EURO
Euro-BTP Future Sep18	-142.00	-1.04	-$21,099,903.82	0.000	09/07/2018	IKU8
EURO-BUND FUTURE Sep18	-42.00	-0.40	-$7,972,687.38	0.000	09/06/2018	RXU8
European Bank for Reconstruction & Development 2.335 3/23/2020	505,000.00	0.02	$504,844.01	2.335	03/23/2020	EBRD
European Bank for Reconstruction & Development 6.000 5/4/2020	90,400,000.00	0.06	$1,284,947.96	6.000	05/04/2020	EBRD
European Investment Bank 1.000 9/21/2026	318,000.00	0.01	$401,438.67	1.000	09/21/2026	EIB
ExamWorks Group Inc. 4.250 7/27/2023	1,033,271.54	0.05	$1,036,015.91	5.230	07/27/2023	EXAM
EXELON CORP. 2.450 4/15/2021	200,000.00	0.00	$194,484.44	2.450	04/15/2021	EXC
Exelon Corp. 3.497 6/1/2022	1,075,000.00	0.05	$1,064,320.52	3.497	06/01/2022	EXC
Exelon Corp. 3.950 6/15/2025	670,000.00	0.03	$666,764.57	3.950	06/15/2025	EXC
Export-Import Bank of Korea 4.000 6/7/2027	210,000.00	0.00	$155,891.50	4.000	06/07/2027	EIBKOR
Exxon Mobil Corp. 2.684 3/6/2022	1,125,000.00	0.05	$1,131,729.86	2.684	03/06/2022	XOM
FEDERAL HOME LN MTG CORP. 2.250 11/24/2020	2,300,000.00	0.11	$2,285,700.90	2.250	11/24/2020	FHLMC
Federal Home Loan Bank Discount Notes 0.000 7/2/2018	15,906,536.32	0.78	$15,906,536.32	1.540	07/02/2018	FHLBDN
Federal Home Loan Bank Discount Notes 0.000 7/6/2018	1,216,234.95	0.05	$1,215,983.20	1.660	07/06/2018	FHLBDN
FedEx Corp. 4.050 2/15/2048	260,000.00	0.01	$234,053.40	4.050	02/15/2048	FDX
FG A15404	24,045.70	0.00	$26,779.18	6.500	11/01/2033	FG
FG A38713	87,096.20	0.00	$97,829.06	6.500	01/01/2035	FG
FG A71059	18,580.42	0.00	$20,502.04	7.000	01/01/2038	FG
FG A81070	7,612.85	0.00	$8,478.27	6.500	08/01/2038	FG
FG A91953	222,066.11	0.01	$240,164.90	5.500	04/01/2040	FG
FG C01797	24,644.89	0.00	$26,696.10	5.500	03/01/2034	FG
FG C90846	9,398.16	0.00	$10,036.73	5.500	08/01/2024	FG
FG D96325	22,817.16	0.00	$24,367.50	5.500	10/01/2023	FG
FG G01740	22,022.46	0.00	$23,868.98	5.500	12/01/2034	FG
FG G02096	78,367.96	0.00	$86,755.46	6.000	03/01/2036	FG
FG G02408	5,680.83	0.00	$6,149.21	5.500	12/01/2036	FG
FG G02977	141,556.10	0.00	$156,183.81	6.000	02/01/2036	FG
FG G03362	69,637.26	0.00	$76,839.39	6.000	09/01/2037	FG
FG G04249	27,993.34	0.00	$30,340.56	5.500	11/01/2036	FG
FG G04473	15,934.24	0.00	$17,182.19	5.500	06/01/2038	FG
FG G04544	117,344.00	0.00	$129,986.49	6.000	08/01/2038	FG
FG G04715	71,791.48	0.00	$79,169.20	6.000	06/01/2038	FG
FG G04731	113,962.32	0.00	$123,150.76	5.500	04/01/2038	FG
FG G05142	20,899.25	0.00	$22,617.62	5.500	12/01/2035	FG
FG G06709	62,617.76	0.00	$65,533.56	4.500	04/01/2039	FG
FG G06947	32,474.48	0.00	$35,779.26	6.000	05/01/2040	FG
FG G07186	141,093.33	0.00	$152,457.28	5.500	06/01/2039	FG
FG G07546	49,289.88	0.00	$53,279.07	5.500	08/01/2040	FG
FG G07581	65,531.89	0.00	$70,851.43	5.500	03/01/2040	FG
FG G07589	300,308.22	0.01	$324,585.59	5.500	06/01/2041	FG
FG G07605	71,778.30	0.00	$77,573.03	5.500	01/01/2041	FG
FG G07618	201,491.65	0.01	$217,742.74	5.500	08/01/2040	FG
FG G07700	241,428.48	0.01	$266,325.72	6.000	07/01/2040	FG
FG G07937	203,713.14	0.01	$224,716.11	6.000	07/01/2040	FG
FG G60020	127,210.74	0.00	$133,079.86	4.500	12/01/2043	FG
FG G60113	161,190.70	0.00	$177,731.22	6.000	05/01/2040	FG
FG G60249	744,065.31	0.03	$795,999.51	5.500	09/01/2041	FG
FG G60385	558,629.23	0.02	$584,416.34	4.500	08/01/2044	FG
FG G60409	584,865.19	0.03	$615,065.52	4.500	07/01/2042	FG
FG G60473	527,203.59	0.02	$571,343.18	5.500	06/01/2041	FG
FG G60494	116,230.03	0.00	$125,364.71	5.500	01/01/2039	FG
FG G60547	209,071.32	0.01	$219,335.97	4.500	08/01/2044	FG
FG G60647	371,742.32	0.01	$398,657.84	5.000	12/01/2041	FG
FG G60672	346,870.85	0.01	$374,216.73	5.500	06/01/2041	FG
FG G60893	154,096.71	0.00	$167,180.23	5.500	06/01/2041	FG
FG G61024	436,839.68	0.02	$467,772.39	5.000	04/01/2044	FG
FG G61160	201,868.97	0.01	$210,352.07	4.500	11/01/2045	FG
FG G61308	567,752.00	0.02	$608,314.36	5.000	12/01/2044	FG
FG G61349	841,641.98	0.04	$915,575.43	5.500	06/01/2041	FG
FG G61357	764,711.96	0.04	$843,557.13	6.000	05/01/2040	FG
FG Q00879	409,725.84	0.02	$438,721.97	5.000	05/01/2041	FG
FGLMC 3.5 7/17	6,000,000.00	0.29	$5,966,550.60	3.500	07/01/2046	FGLMC
FH 1G2685	15,383.05	0.00	$16,013.87	3.500	02/01/2038	FH
FH 1J1612	194,833.90	0.01	$207,241.49	4.563	05/01/2037	FH
FH 2B4726	404,515.29	0.01	$402,643.84	2.918	10/01/2045	FH
FH 2B5646	590,511.18	0.02	$578,318.78	2.570	10/01/2046	FH
FHMS K058 A2	685,000.00	0.03	$652,688.07	2.653	08/25/2026	FHMS
FHMS K061 A2	2,000,000.00	0.09	$1,998,916.00	3.347	11/25/2026	FHMS
FHMS X3FX A2FX	1,070,000.00	0.05	$1,036,144.77	3.000	06/25/2027	FHMS
FHR 1730 Z	23,422.43	0.00	$25,352.73	7.000	05/15/2024	FHR
FHR 2165 PE	73,014.11	0.00	$78,994.42	6.000	06/15/2029	FHR
FHR 2326 ZQ	41,040.00	0.00	$45,966.91	6.500	06/15/2031	FHR
FHR 3143 BC	1,740,822.33	0.09	$1,863,361.25	5.500	02/15/2036	FHR
FHR 3289 SA	820,305.79	0.00	$118,018.05	4.677	03/15/2037	FHR
FHR 3656 PM	543,742.00	0.02	$581,911.06	5.000	04/15/2040	FHR
FHR 4050 EI	1,001,407.99	0.00	$105,423.23	4.000	02/15/2039	FHR
FHR 4065 DE	120,000.00	0.00	$116,895.64	3.000	06/15/2032	FHR
FHR 4096 EI	1,347,751.97	0.00	$126,156.19	3.000	08/15/2027	FHR
FHR 4101 WI	550,970.88	0.00	$96,227.73	3.500	08/15/2032	FHR
FHR 4109 AI	2,399,690.54	0.01	$297,618.98	3.000	07/15/2031	FHR
FHR 4120 IK	2,009,206.22	0.01	$288,923.85	3.000	10/15/2032	FHR
FHR 4135 AI	992,244.02	0.01	$209,914.18	3.500	11/15/2042	FHR
FHR 4139 IP	380,678.85	0.00	$49,785.90	3.500	04/15/2042	FHR
FHR 4142 IO	680,909.89	0.00	$61,735.04	3.000	12/15/2027	FHR
FHR 4146 AI	795,315.92	0.00	$69,165.76	3.000	12/15/2027	FHR
FHR 4146 IA	1,019,711.56	0.00	$160,524.12	3.500	12/15/2032	FHR
FHR 4150 UI	1,606,117.55	0.00	$177,807.65	3.500	08/15/2032	FHR
FHR 4159 KS	934,056.71	0.00	$186,720.55	4.077	01/15/2043	FHR
FHR 4161 IM	312,136.88	0.00	$71,334.73	3.500	02/15/2043	FHR
FHR 4181 DI	665,529.27	0.00	$82,432.72	2.500	03/15/2033	FHR
FHR 4184 GS	1,095,477.49	0.01	$213,523.35	4.047	03/15/2043	FHR
FHR 4185 LI	533,579.29	0.00	$77,771.85	3.000	03/15/2033	FHR
FHR 4186 IB	942,186.49	0.00	$123,566.16	3.000	03/15/2033	FHR
FHR 4188 JI	1,320,969.93	0.00	$154,139.75	3.000	04/15/2033	FHR
FHR 4191 CI	220,423.97	0.00	$31,480.91	3.000	04/15/2033	FHR
FHR 4216 KI	1,232,795.19	0.00	$124,339.60	3.500	06/15/2028	FHR
FHR 4342 CI	389,635.60	0.00	$48,099.27	3.000	11/15/2033	FHR
FHR 4435 DY	1,305,000.00	0.06	$1,272,644.61	3.000	02/15/2035	FHR
FHR 4448 TS	3,605,042.13	0.01	$272,763.61	1.521	05/15/2040	FHR
FHR 4453 DI	475,344.66	0.00	$64,923.95	3.500	11/15/2033	FHR
FHR 4464 DA	474,078.09	0.02	$430,985.24	2.500	01/15/2043	FHR
FHR 4494 SA	277,624.06	0.00	$52,864.56	4.107	07/15/2045	FHR
FHR 4504 IO	468,063.18	0.00	$54,826.67	3.500	05/15/2042	FHR
FHR 4527 CI	1,322,906.68	0.01	$235,355.28	3.500	02/15/2044	FHR
FHR 4531 PZ	204,668.92	0.00	$202,125.68	3.500	11/15/2045	FHR
FHR 4543 HI	550,736.08	0.00	$88,066.28	3.000	04/15/2044	FHR
FHR 4581 LI	493,256.90	0.00	$68,720.45	3.000	05/15/2036	FHR
FHR 4592 WT	1,905,552.45	0.10	$2,084,573.58	5.500	06/15/2046	FHR
FHR 4594 SG	3,044,359.86	0.03	$655,305.46	3.927	06/15/2046	FHR
FHR 4600 WI	907,003.85	0.00	$159,708.50	3.500	05/15/2036	FHR
FHR 4601 IN	4,999,286.69	0.05	$1,116,521.19	3.500	07/15/2046	FHR
FHR 4610 IB	4,364,300.82	0.02	$543,864.77	3.000	06/15/2041	FHR
FHR 4614 HB	605,000.00	0.02	$538,210.24	2.500	09/15/2046	FHR
FHR 4618 SA	636,014.30	0.00	$142,547.85	3.927	09/15/2046	FHR
FHR 4623 LZ	537,930.89	0.02	$447,099.75	2.500	10/15/2046	FHR
FHR 4623 MW	610,000.00	0.02	$546,214.01	2.500	10/15/2046	FHR
FHR 4625 BI	1,970,299.29	0.02	$418,665.15	3.500	06/15/2046	FHR
FHR 4625 PZ	281,723.08	0.01	$255,110.36	3.000	06/15/2046	FHR
FHR 4627 PI	1,770,834.61	0.01	$258,413.64	3.500	05/15/2044	FHR
FHR 4631 GS	2,118,201.30	0.01	$382,996.43	3.927	11/15/2046	FHR
FHR 4631 LJ	168,000.00	0.00	$161,224.04	3.000	03/15/2041	FHR
FHR 4636 NZ	692,431.58	0.03	$626,097.26	3.000	12/15/2046	FHR
FHR 4644 GI	757,008.02	0.00	$107,811.04	3.500	05/15/2040	FHR
FHR 4648 MZ	119,986.49	0.00	$109,560.49	3.000	06/15/2046	FHR
FHR 4648 SA	1,486,451.06	0.01	$313,388.48	3.927	01/15/2047	FHR
FHR 4650 JE	112,000.00	0.00	$106,474.59	3.000	07/15/2046	FHR
FHR 4655 WI	595,455.33	0.00	$102,023.89	3.500	08/15/2043	FHR
FHR 4657 JZ	135,153.50	0.00	$130,652.25	3.500	02/15/2047	FHR
FHR 4657 NW	146,000.00	0.00	$140,029.56	3.000	04/15/2045	FHR
FHR 4657 PS	1,542,255.37	0.01	$299,634.31	3.927	02/15/2047	FHR
FHR 4660 GI	455,898.85	0.00	$74,043.76	3.000	08/15/2043	FHR
FHR 4663 AI	1,088,882.81	0.00	$154,292.08	3.000	03/15/2042	FHR
FHR 4663 HZ	159,832.16	0.00	$155,768.27	3.500	03/15/2047	FHR
FHR 4664 ZC	117,312.47	0.00	$102,963.72	3.000	09/15/2045	FHR
FHR 4665 NI	3,112,715.53	0.02	$409,286.92	3.500	07/15/2041	FHR
FHR 4673 WI	772,592.72	0.00	$121,194.15	3.500	09/15/2043	FHR
FHR 4675 KS	1,225,078.43	0.01	$231,769.89	3.927	04/15/2047	FHR
FHR 4676 KZ	344,904.26	0.01	$288,452.85	2.500	07/15/2045	FHR
FHR 4681 WI	3,729,261.14	0.01	$220,934.86	1.306	08/15/2033	FHR
FHR 4690 WI	1,015,677.33	0.00	$163,617.59	3.500	12/15/2043	FHR
FHR 4691 LI	769,584.34	0.00	$113,747.26	3.500	01/15/2041	FHR
FHR 4693 EI	532,666.51	0.00	$81,690.38	3.500	08/15/2042	FHR
FHR 4700 WI	1,384,285.89	0.01	$228,367.58	3.500	01/15/2044	FHR
FHR 4703 CI	1,586,488.00	0.01	$217,264.77	3.500	07/15/2042	FHR
FHS 267 S5	1,335,523.94	0.01	$236,083.64	3.927	08/15/2042	FHS
FHS 299 S1	1,038,229.87	0.00	$172,492.13	3.927	01/15/2043	FHS
FHS 304 C38	746,414.15	0.00	$68,327.57	3.500	12/15/2027	FHS
FHS 319 S2	412,514.04	0.00	$76,904.25	3.927	11/15/2043	FHS
FHS 350 S5	1,779,995.31	0.00	$103,200.03	1.281	09/15/2040	FHS
Fifth Third Bancorp 2.600 6/15/2022	530,000.00	0.02	$513,395.64	2.600	06/15/2022	FITB
Fifth Third Bancorp 2.875 7/27/2020	5,000.00	0.00	$4,973.43	2.875	07/27/2020	FITB
Fifth Third Bancorp 3.950 3/14/2028	1,865,000.00	0.09	$1,842,581.39	3.950	03/14/2028	FITB
Fifth Third Bank Cincinnati OH 2.300 3/15/2019	800,000.00	0.03	$797,372.56	2.300	03/15/2019	FITB
Fifth Third Bank Cincinnati OH 3.241 8/20/2018	905,000.00	0.04	$905,380.64	3.241	08/20/2018	FITB
First Data Corp. 2.250 7/10/2022	634,677.77	0.03	$631,663.05	4.091	07/10/2022	FDC
First Data Corp. 3.727 4/26/2024	2,604,227.16	0.12	$2,591,857.08	4.091	04/26/2024	FDC
First Data Corp. 5.750 1/15/2024	510,000.00	0.02	$511,581.00	5.750	01/15/2024	FDC
First Eagle Holdings Inc. 4.363 12/1/2022	800,543.14	0.03	$806,146.94	5.302	12/01/2022	ARNBLE
First Quantum Minerals Ltd. 7.250 4/1/2023	830,000.00	0.04	$832,075.00	7.250	04/01/2023	FMCN
FirstEnergy Corp. 2.850 7/15/2022	200,000.00	0.00	$193,948.42	2.850	07/15/2022	FE
Flex Acquisition Co. Inc. 4.314 12/29/2023	430,650.00	0.02	$429,919.62	5.308	12/29/2023	FLXACQ
Florida Gas Transmission Co. LLC 7.900 5/15/2019	320,000.00	0.01	$333,211.97	7.900	05/15/2019	CITCOR
Flying Fortress Holdings LLC 3.654 11/2/2022	496,000.00	0.02	$497,550.01	4.052	11/02/2022	AER
FMG Resources August 2006 Pty Ltd. 4.750 5/15/2022	225,000.00	0.01	$217,968.75	4.750	05/15/2022	FMGAU
FMG Resources August 2006 Pty Ltd. 5.125 5/15/2024	630,000.00	0.02	$601,650.00	5.125	05/15/2024	FMGAU
FN 255895	135,013.93	0.00	$141,284.44	4.500	09/01/2035	FN
FN 725205	2,249.11	0.00	$2,412.80	5.000	03/01/2034	FN
FN 725705	21,504.49	0.00	$23,027.01	5.000	08/01/2034	FN
FN 733023	689.66	n/a	$693.79	4.500	08/01/2018	FN
FN 745440	20,037.67	0.00	$20,178.88	4.500	07/01/2020	FN
FN 747631	2,990.97	0.00	$3,296.64	6.500	11/01/2033	FN
FN 761558	14,668.46	0.00	$15,760.08	5.500	12/01/2033	FN
FN 774996	14,155.30	0.00	$15,156.45	5.000	04/01/2034	FN
FN 814578	6,507.85	0.00	$6,969.94	5.000	04/01/2035	FN
FN 829473	39,525.67	0.00	$43,843.42	6.500	02/01/2036	FN
FN 830970	10,105.75	0.00	$10,625.76	3.646	08/01/2035	FN
FN 835751	147,361.97	0.00	$154,180.26	4.500	08/01/2035	FN
FN 869926	58,600.11	0.00	$64,588.94	6.500	03/01/2036	FN
FN 872891	34,586.14	0.00	$38,120.78	6.500	06/01/2036	FN
FN 878200	133,628.56	0.00	$149,907.35	6.000	09/01/2036	FN
FN 882694	87,904.48	0.00	$97,626.40	6.500	06/01/2036	FN
FN 888482	77,472.95	0.00	$81,138.57	4.500	05/01/2035	FN
FN 888657	321,021.70	0.01	$350,883.17	5.500	02/01/2035	FN
FN 889522	10,941.33	0.00	$12,081.95	6.000	06/01/2037	FN
FN 889608	91,741.42	0.00	$99,446.38	5.500	03/01/2038	FN
FN 890102	122,499.06	0.00	$135,313.06	6.000	12/01/2038	FN
FN 890604	54,847.40	0.00	$57,642.00	4.500	10/01/2044	FN
FN 897160	15,815.53	0.00	$17,324.00	6.000	09/01/2036	FN
FN 922275	20,643.12	0.00	$22,751.13	6.000	12/01/2036	FN
FN 923096	8,397.44	0.00	$8,714.96	5.500	03/01/2037	FN
FN 928988	1,655.13	n/a	$1,754.63	5.000	12/01/2037	FN
FN 931065	213,281.50	0.01	$224,235.89	4.500	05/01/2039	FN
FN 941050	34,275.58	0.00	$34,121.79	3.501	08/01/2037	FN
FN 944052	8,885.81	0.00	$9,282.35	5.500	07/01/2037	FN
FN 944095	17,684.17	0.00	$18,396.77	3.489	07/01/2037	FN
FN 944130	16,533.76	0.00	$17,067.51	5.500	07/01/2037	FN
FN 944715	8,389.52	0.00	$9,234.05	6.000	07/01/2037	FN
FN 968119	26,737.48	0.00	$29,470.00	6.500	02/01/2038	FN
FN 974634	122,241.53	0.00	$129,856.42	5.000	03/01/2038	FN
FN 975194	14,120.76	0.00	$15,062.07	5.000	03/01/2038	FN
FN 984049	2,003.28	0.00	$2,123.71	5.000	06/01/2038	FN
FN 984762	4,564.90	0.00	$4,852.51	5.000	06/01/2038	FN
FN 988030	47,871.89	0.00	$52,315.55	6.000	08/01/2038	FN
FN 995020	95,923.60	0.00	$105,787.83	6.000	10/01/2038	FN
FN 995442	7,745.79	0.00	$8,522.51	6.000	12/01/2038	FN
FN AA2451	4,138.04	0.00	$4,386.80	5.000	02/01/2039	FN
FN AA4369	310,850.60	0.01	$326,770.35	4.500	05/01/2039	FN
FN AB0513	7,557.86	0.00	$8,456.16	6.500	11/01/2038	FN
FN AB2894	434,464.92	0.02	$456,730.07	4.500	06/01/2040	FN
FN AB2896	107,828.28	0.00	$112,793.18	4.500	08/01/2040	FN
FN AB2959	441,934.74	0.02	$461,011.52	4.500	07/01/2040	FN
FN AC5136	391,119.63	0.02	$412,174.54	4.500	11/01/2039	FN
FN AD0209	426,328.99	0.02	$469,724.34	6.000	09/01/2038	FN
FN AD4168	95,568.89	0.00	$102,510.41	5.000	05/01/2040	FN
FN AE0478	125,221.28	0.00	$128,594.92	4.000	11/01/2040	FN
FN AE0615	48,763.99	0.00	$53,985.98	6.000	11/01/2038	FN
FN AE7116	22,084.50	0.00	$22,679.19	4.000	10/01/2040	FN
FN AH9410	71,006.15	0.00	$74,675.46	4.500	04/01/2041	FN
FN AL2903	465,567.50	0.02	$515,836.73	5.500	09/01/2041	FN
FN AL4287	31,819.35	0.00	$35,199.30	6.000	11/01/2040	FN
FN AL5704	922,743.02	0.04	$925,017.49	3.041	04/01/2044	FN
FN AL6406	950,886.95	0.05	$1,051,708.64	6.000	10/01/2039	FN
FN AL7191	336,805.69	0.01	$372,890.85	6.000	07/01/2041	FN
FN AL8325	413,574.32	0.02	$433,743.60	4.500	03/01/2046	FN
FN AL8365	201,054.60	0.01	$221,101.51	6.000	05/01/2041	FN
FN AL9107	251,753.47	0.01	$263,204.93	4.500	03/01/2046	FN
FN AL9570	1,018,663.23	0.05	$1,097,652.21	5.000	06/01/2044	FN
FN AL9903	10,437,231.11	0.55	$11,332,070.25	5.500	05/01/2044	FN
FN AS3651	249,513.57	0.01	$261,722.79	4.500	10/01/2044	FN
FN AS7198	1,572,782.00	0.08	$1,645,994.22	4.500	05/01/2046	FN
FN AS7566	572,577.34	0.02	$598,653.08	4.500	07/01/2046	FN
FN AT2127	1,276,135.51	0.06	$1,246,421.72	3.000	04/01/2043	FN
FN AY8555	224,160.30	0.01	$223,235.37	2.903	07/01/2045	FN
FN BC4489	276,467.41	0.01	$301,175.25	5.500	06/01/2039	FN
FN BD2357	454,374.92	0.02	$473,488.02	4.500	07/01/2046	FN
FN BM1886	556,654.50	0.02	$585,576.38	4.500	10/01/2043	FN
FN BM1948	2,938,197.52	0.15	$3,240,037.67	6.000	07/01/2041	FN
FN BM3196	1,774,561.93	0.09	$1,933,797.27	5.500	05/01/2044	FN
FNCL 3 7/18	28,600,000.00	1.35	$27,697,312.50	3.000	07/01/2048	FNCL
FNCL 3 8/18	20,000,000.00	0.94	$19,350,000.00	3.000	08/01/2048	FNCL
FNCL 3.5 7/18	86,290,000.00	4.21	$85,857,937.34	3.500	07/01/2048	FNCL
FNCL 3.5 8/18	44,000,000.00	2.14	$43,724,687.60	3.500	08/01/2048	FNCL
FNCL 4 7/18	13,000,000.00	0.65	$13,252,383.30	4.000	07/01/2048	FNCL
FNCL 4 8/18	65,100,000.00	3.25	$66,269,768.88	4.000	08/01/2048	FNCL
FNCL 4.5 7/18	1,575,000.00	0.08	$1,639,876.46	4.500	07/01/2048	FNCL
FNCL 4.5 8/18	6,100,000.00	0.31	$6,340,239.96	4.500	08/01/2048	FNCL
FNGT 1999-T2 A1	7,594.66	0.00	$8,198.23	7.500	01/19/2039	FNGT
FNGT 2002-T4 A3	27,050.11	0.00	$29,771.61	7.500	12/25/2041	FNGT
FNGT 2004-T1 1A2	8,994.97	0.00	$10,006.30	6.500	01/25/2044	FNGT
FNR 1996-46 ZA	5,256.41	0.00	$5,787.87	7.500	11/25/2026	FNR
FNR 1999-19 PH	89,931.04	0.00	$96,930.56	6.000	05/25/2029	FNR
FNR 2001-14 Z	5,588.50	0.00	$5,945.44	6.000	05/25/2031	FNR
FNR 2002-90 A1	7,915.72	0.00	$8,874.64	6.500	06/25/2042	FNR
FNR 2002-90 A2	26,669.92	0.00	$29,575.63	6.500	11/25/2042	FNR
FNR 2005-110 MB	33,598.25	0.00	$34,410.22	5.500	09/25/2035	FNR
FNR 2005-70 PA	51,328.13	0.00	$56,101.90	5.500	08/25/2035	FNR
FNR 2007-30 OE	2,638,929.01	0.10	$2,207,235.32	0.000	04/25/2037	FNR
FNR 2008-15 SB	117,015.22	0.00	$19,169.07	4.509	08/25/2036	FNR
FNR 2008-24 ZA	11,152,871.40	0.57	$11,805,306.57	5.000	04/25/2038	FNR
FNR 2009-2 AS	809,874.00	0.00	$68,938.74	3.609	02/25/2039	FNR
FNR 2009-68 SA	227,990.35	0.00	$33,012.64	4.659	09/25/2039	FNR
FNR 2009-94 AC	143,427.29	0.00	$153,995.69	5.000	11/25/2039	FNR
FNR 2010-123 FE	1,797,548.87	0.08	$1,810,022.06	2.571	11/25/2040	FNR
FNR 2010-41 PN	475,000.00	0.02	$493,778.27	4.500	04/25/2040	FNR
FNR 2010-43 HJ	81,772.84	0.00	$89,230.50	5.500	05/25/2040	FNR
FNR 2010-96 DC	314,138.93	0.01	$332,171.07	4.000	09/25/2025	FNR
FNR 2011-118 DC	1,029,145.37	0.05	$1,044,945.74	4.000	11/25/2041	FNR
FNR 2012-115 MI	236,722.33	0.00	$29,265.39	3.500	03/25/2042	FNR
FNR 2012-120 WI	1,014,032.58	0.00	$98,003.41	3.000	11/25/2027	FNR
FNR 2012-122 SD	1,256,509.44	0.01	$225,169.88	4.009	11/25/2042	FNR
FNR 2012-128 IC	1,994,886.30	0.01	$261,393.34	3.000	11/25/2032	FNR
FNR 2012-132 AI	1,394,134.36	0.00	$127,347.90	3.000	12/25/2027	FNR
FNR 2012-137 AI	472,898.91	0.00	$42,899.12	3.000	12/25/2027	FNR
FNR 2012-139 NS	2,345,178.01	0.02	$523,688.80	4.609	12/25/2042	FNR
FNR 2012-144 EI	648,463.17	0.00	$56,597.93	3.000	01/25/2028	FNR
FNR 2012-144 PI	383,647.82	0.00	$51,537.83	3.500	06/25/2042	FNR
FNR 2012-146 IO	1,751,186.90	0.01	$353,958.65	3.500	01/25/2043	FNR
FNR 2012-149 IC	1,275,318.59	0.00	$135,144.49	3.500	01/25/2028	FNR
FNR 2012-150 DI	1,519,618.88	0.00	$142,754.06	3.000	01/25/2028	FNR
FNR 2012-98 DI	1,258,943.32	0.00	$130,222.58	3.500	09/25/2027	FNR
FNR 2012-98 IY	587,402.05	0.00	$53,635.15	3.000	09/25/2027	FNR
FNR 2012-98 MI	1,270,081.24	0.00	$143,153.14	3.000	08/25/2031	FNR
FNR 2012-99 AI	422,560.75	0.00	$43,979.62	3.500	05/25/2039	FNR
FNR 2013-1 YI	1,596,541.44	0.01	$213,952.36	3.000	02/25/2033	FNR
FNR 2013-101 HS	626,411.53	0.00	$141,804.35	4.409	10/25/2043	FNR
FNR 2013-103 SK	1,693,036.70	0.01	$318,118.21	3.829	10/25/2043	FNR
FNR 2013-26 ID	703,763.65	0.00	$100,160.42	3.000	04/25/2033	FNR
FNR 2013-35 IB	1,155,503.22	0.00	$152,384.99	3.000	04/25/2033	FNR
FNR 2013-35 IG	850,144.23	0.00	$77,705.05	3.000	04/25/2028	FNR
FNR 2013-38 AI	680,621.68	0.00	$90,476.74	3.000	04/25/2033	FNR
FNR 2013-41 HI	1,310,254.07	0.00	$145,197.12	3.000	02/25/2033	FNR
FNR 2013-43 IX	3,901,024.46	0.04	$955,272.34	4.000	05/25/2043	FNR
FNR 2013-44 DI	2,117,342.15	0.01	$303,255.69	3.000	05/25/2033	FNR
FNR 2013-45 PI	137,955.04	0.00	$19,630.75	3.000	05/25/2033	FNR
FNR 2013-55 AI	1,649,639.90	0.01	$237,879.72	3.000	06/25/2033	FNR
FNR 2013-59 PY	110,000.00	0.00	$97,298.71	2.500	06/25/2043	FNR
FNR 2013-69 IJ	307,609.97	0.00	$43,388.02	3.000	07/25/2033	FNR
FNR 2013-7 EI	716,432.60	0.00	$96,942.57	3.000	10/25/2040	FNR
FNR 2013-87 IW	3,688,582.37	0.01	$284,026.01	2.500	06/25/2028	FNR
FNR 2013-92 SA	1,951,806.90	0.01	$363,987.78	3.859	09/25/2043	FNR
FNR 2014-36 ZE	685,998.83	0.03	$621,865.90	3.000	06/25/2044	FNR
FNR 2014-68 BS	1,262,995.99	0.01	$237,935.44	4.059	11/25/2044	FNR
FNR 2014-90 SA	6,568,745.28	0.05	$1,199,628.93	4.059	01/25/2045	FNR
FNR 2015-27 SA	481,451.61	0.00	$95,437.77	4.359	05/25/2045	FNR
FNR 2015-40 GZ	446,625.76	0.02	$433,779.15	3.500	05/25/2045	FNR
FNR 2015-43 PZ	467,787.58	0.02	$453,222.73	3.500	06/25/2045	FNR
FNR 2015-44 Z	1,646,454.37	0.07	$1,562,907.35	3.000	09/25/2043	FNR
FNR 2015-57 LI	1,700,034.40	0.01	$272,753.35	3.500	08/25/2035	FNR
FNR 2015-59 CI	587,336.24	0.00	$56,930.09	3.500	08/25/2030	FNR
FNR 2015-89 AZ	159,794.99	0.00	$156,111.44	3.500	12/25/2045	FNR
FNR 2015-95 SH	1,243,628.02	0.01	$224,162.21	3.909	01/25/2046	FNR
FNR 2016-105 SA	1,332,047.71	0.01	$257,315.25	3.909	01/25/2047	FNR
FNR 2016-30 CI	813,311.33	0.00	$114,671.45	3.000	05/25/2036	FNR
FNR 2016-33 DI	2,008,228.94	0.01	$301,638.80	3.500	06/25/2036	FNR
FNR 2016-36 SB	670,306.64	0.00	$88,715.28	3.909	03/25/2043	FNR
FNR 2016-40 IO	268,131.62	0.00	$44,467.65	3.500	07/25/2036	FNR
FNR 2016-40 ZC	353,565.09	0.01	$321,371.01	3.000	07/25/2046	FNR
FNR 2016-50 IB	125,811.04	0.00	$19,582.83	3.000	02/25/2046	FNR
FNR 2016-51 LI	2,594,878.59	0.02	$412,417.55	3.000	08/25/2046	FNR
FNR 2016-55 SK	1,037,814.06	0.00	$202,473.99	3.909	08/25/2046	FNR
FNR 2016-6 AI	1,000,704.33	0.00	$126,867.89	3.500	04/25/2034	FNR
FNR 2016-62 SA	2,060,589.69	0.02	$416,014.72	3.909	09/25/2046	FNR
FNR 2016-64 CI	975,808.11	0.00	$133,943.81	3.500	07/25/2043	FNR
FNR 2016-71 PI	1,273,858.40	0.00	$194,096.02	3.000	10/25/2046	FNR
FNR 2016-74 GS	1,386,012.23	0.01	$305,863.52	3.909	10/25/2046	FNR
FNR 2016-79 JS	2,557,494.05	0.02	$527,144.28	3.959	11/25/2046	FNR
FNR 2016-85 SA	2,162,591.62	0.02	$443,625.83	3.909	11/25/2046	FNR
FNR 2016-99 DI	607,838.57	0.00	$113,882.63	3.500	01/25/2046	FNR
FNR 2017-1 EI	438,206.18	0.00	$71,338.17	3.500	09/25/2035	FNR
FNR 2017-11 EI	1,773,816.33	0.01	$264,720.45	3.000	03/25/2042	FNR
FNR 2017-12 JI	540,846.33	0.00	$79,559.20	3.500	05/25/2040	FNR
FNR 2017-15 NZ	130,962.69	0.00	$127,910.00	3.500	03/25/2047	FNR
FNR 2017-16 SM	2,092,899.89	0.01	$405,797.80	3.959	03/25/2047	FNR
FNR 2017-16 WI	379,782.30	0.00	$58,243.76	3.000	01/25/2045	FNR
FNR 2017-16 YT	403,000.00	0.01	$392,870.40	3.000	07/25/2046	FNR
FNR 2017-16 YW	420,000.00	0.01	$392,122.71	3.000	03/25/2047	FNR
FNR 2017-21 ZD	400,102.72	0.01	$387,014.24	3.500	04/25/2047	FNR
FNR 2017-25 BL	157,000.00	0.00	$147,824.45	3.000	04/25/2047	FNR
FNR 2017-26 VZ	925,003.60	0.04	$835,434.39	3.000	04/25/2047	FNR
FNR 2017-39 CY	904,000.00	0.04	$893,587.82	3.500	05/25/2047	FNR
FNR 2017-4 AI	1,019,050.07	0.00	$124,722.05	3.500	05/25/2041	FNR
FNR 2017-4 BI	595,909.69	0.00	$93,379.41	3.500	05/25/2041	FNR
FNR 2017-40 GZ	344,775.08	0.01	$339,467.72	3.500	05/25/2047	FNR
FNR 2017-45 JZ	118,794.08	0.00	$104,331.29	3.000	06/25/2047	FNR
FNR 2017-45 ZK	254,453.90	0.01	$246,680.08	3.500	06/25/2047	FNR
FNR 2017-46 VG	201,000.00	0.00	$198,738.45	3.500	04/25/2038	FNR
FNR 2017-6 NI	121,906.51	0.00	$22,700.92	3.500	03/25/2046	FNR
FNR 2017-61 SB	2,837,355.41	0.02	$569,025.95	4.059	08/25/2047	FNR
FNR 2017-69 SG	1,447,825.55	0.01	$286,131.30	4.059	09/25/2047	FNR
FNR 2017-77 HZ	489,668.33	0.02	$480,148.88	3.500	10/25/2047	FNR
FNR 2017-8 BZ	1,121,612.77	0.04	$991,921.36	3.000	02/25/2047	FNR
FNR 2017-8 SG	1,739,557.86	0.01	$336,278.10	3.909	02/25/2047	FNR
FNR 2017-88 EI	1,214,629.25	0.01	$235,300.77	3.000	11/25/2047	FNR
FNR 2017-94 CZ	307,071.88	0.01	$298,461.65	3.500	11/25/2047	FNR
FNR 2017-95 FA	831,083.38	0.04	$832,246.90	2.257	11/25/2047	FNR
FNR 2017-96 EZ	544,998.36	0.02	$531,990.88	3.500	12/25/2047	FNR
FNR 2017-99 IE	934,820.75	0.00	$191,883.92	3.000	12/25/2047	FNR
FNR 2018-21 IO	2,285,245.03	0.02	$452,086.60	3.000	04/25/2048	FNR
FNR 2018-8 MU	885,000.00	0.04	$826,701.24	3.000	02/25/2048	FNR
FNS 409 C3	608,041.23	0.00	$52,828.26	3.000	05/25/2027	FNS
FNS 418 C12	2,303,481.03	0.01	$302,018.15	3.000	08/25/2033	FNS
FNS 419 C3	389,711.98	0.00	$77,728.25	3.000	11/25/2043	FNS
FNW 2004-W11 1A2	46,909.26	0.00	$51,991.40	6.500	05/25/2044	FNW
FNW 2004-W15 1A1	39,497.50	0.00	$42,878.08	6.000	08/25/2044	FNW
FNW 2004-W4 A5	310,917.44	0.01	$315,890.53	5.500	06/25/2034	FNW
FORD MOTOR CREDIT 1.897 8/12/2019	1,000,000.00	0.04	$986,389.00	1.897	08/12/2019	F
FORD MOTOR CREDIT 3.200 1/15/2021	4,200,000.00	0.20	$4,155,209.94	3.200	01/15/2021	F
Ford Motor Credit Co. LLC 3.606 3/28/2022	400,000.00	0.01	$404,708.68	3.606	03/28/2022	F
Ford Motor Credit Co. LLC 4.140 2/15/2023	655,000.00	0.03	$654,606.54	4.140	02/15/2023	F
Ford Motor Credit Co. LLC 5.750 2/1/2021	700,000.00	0.03	$735,460.95	5.750	02/01/2021	F
FORDL 2017-B A2B	869,817.38	0.04	$869,487.46	2.233	06/15/2020	FORDL
FORDR 2018-1 A	840,000.00	0.04	$826,343.36	3.190	07/15/2031	FORDR
Fortis Inc. Canada 2.100 10/4/2021	325,000.00	0.01	$310,341.62	2.100	10/04/2021	FTSCN
Freeport-McMoRan Inc. 4.550 11/14/2024	650,000.00	0.03	$620,750.00	4.550	11/14/2024	FCX
Freeport-McMoRan Inc. 6.875 2/15/2023	410,000.00	0.02	$434,067.00	6.875	02/15/2023	FCX
FREMF 2011-K10 B	550,000.00	0.02	$564,829.93	4.781	11/25/2049	FREMF
FREMF 2011-K15 B	75,000.00	0.00	$78,209.36	5.116	08/25/2044	FREMF
FREMF 2011-K704 B	370,000.00	0.01	$369,682.91	4.634	10/25/2030	FREMF
FREMF 2012-K22 B	665,000.00	0.03	$669,146.08	3.811	08/25/2045	FREMF
FREMF 2012-K23 B	1,500,000.00	0.07	$1,506,509.70	3.782	10/25/2045	FREMF
FREMF 2013-K24 B	3,675,000.00	0.17	$3,661,925.09	3.622	11/25/2045	FREMF
FREMF 2013-K28 C	300,000.00	0.01	$295,912.98	3.610	06/25/2046	FREMF
FREMF 2013-K33 B	505,000.00	0.02	$499,698.16	3.616	08/25/2046	FREMF
FREMF 2013-K33 C	300,000.00	0.01	$294,822.57	3.616	08/25/2046	FREMF
FREMF 2013-K712 B	470,000.00	0.02	$471,078.60	3.477	05/25/2045	FREMF
FREMF 2013-K713 B	285,000.00	0.01	$284,790.18	3.262	04/25/2046	FREMF
FREMF 2013-K713 C	945,000.00	0.04	$940,162.26	3.262	04/25/2046	FREMF
FREMF 2014-K716 B	500,000.00	0.02	$507,377.25	4.081	08/25/2047	FREMF
FREMF 2014-K717 B	1,225,000.00	0.06	$1,231,330.43	3.752	11/25/2047	FREMF
FREMF 2014-K717 C	415,000.00	0.02	$412,487.05	3.752	11/25/2047	FREMF
FREMF 2015-K49 B	840,000.00	0.04	$823,046.70	3.849	10/25/2048	FREMF
FREMF 2015-K721 C	475,000.00	0.02	$455,666.36	3.681	11/25/2047	FREMF
FREMF 2016-K53 B	280,000.00	0.01	$278,860.23	4.156	03/25/2049	FREMF
FREMF 2016-K722 B	425,000.00	0.02	$421,271.31	3.966	07/25/2049	FREMF
FREMF 2016-K723 B	620,000.00	0.02	$605,996.18	3.703	11/25/2023	FREMF
FREMF 2017-K71 B	470,000.00	0.02	$449,194.60	3.882	11/25/2050	FREMF
Frontera Energy Corp. 9.700 6/25/2023	590,000.00	0.02	$587,050.00	9.700	06/25/2023	FECCN
Frontier Communications Corp. 2.750 3/31/2021	250,000.00	0.01	$246,718.75	2.750	03/31/2021	FTR
Frontier Communications Corp. 4.960 6/15/2024	455,727.52	0.02	$453,876.35	5.740	06/15/2024	FTR
FSMT 2018-1 A5	612,649.88	0.02	$604,561.06	3.500	03/25/2048	FSMT
FSPC T-54 2A	14,179.73	0.00	$16,038.01	6.500	02/25/2043	FSPC
FSPC T-58 2A	7,136.63	0.00	$8,065.03	6.500	09/25/2043	FSPC
G2 616376	4,683.15	0.00	$5,016.67	6.000	04/20/2034	G2
G2 AR8429	150,296.46	0.00	$160,017.54	5.500	05/20/2037	G2
G2 AS6771	157,222.47	0.00	$169,832.45	6.000	02/20/2039	G2
G2 MA3602	204,223.13	0.01	$221,483.35	6.000	04/20/2046	G2
G2 MA3940	71,699.62	0.00	$76,327.59	5.000	09/20/2046	G2
G2 MA4074	673,662.84	0.03	$730,535.61	6.000	02/20/2040	G2
G2 MA4201	287,089.73	0.01	$309,924.53	6.000	10/20/2039	G2
G2SF 4 7/17	6,000,000.00	0.30	$6,148,008.00	4.000	07/20/2046	G2SF
GAIN Capital Holdings Inc. 5.000 8/15/2022	748,000.00	0.04	$866,204.95	5.000	08/15/2022	GCAP
GALXY 2015-21A AR	1,650,000.00	0.08	$1,647,706.50	3.379	04/20/2031	GALXY
Gardner Denver Inc. 4.064 7/30/2024	1,378,295.66	0.06	$1,382,085.98	5.052	07/30/2024	GDI
Gates Global LLC 4.479 3/31/2024	715,212.25	0.03	$715,957.50	5.052	03/31/2024	GATGLO
GATX Corp. 3.083 11/5/2021	1,900,000.00	0.09	$1,909,596.90	3.083	11/05/2021	GMT
Gazprom OAO Via Gaz Capital S.A. 4.950 3/23/2027	1,065,000.00	0.05	$1,029,402.38	4.950	03/23/2027	GAZPRU
GBP USD FWD 20180703 0.000 7/3/2018	1,095,000.00	0.07	$1,445,376.50	0.000	07/03/2018	GBJ070318
GBP USD FWD 20180703 0.000 7/3/2018	-11,336,000.00	-0.74	-$14,963,276.75	0.000	07/03/2018	GBC070318
GBP/USD HSB 08/10/18	-1,998,721.64	-0.13	-$2,642,968.41	0.000	08/10/2018	KBUSH8108
GCCT 2014-2A A	420,000.00	0.02	$420,833.87	2.523	03/15/2021	GCCT
GCI Liberty Inc. 1.750 9/30/2046	773,000.00	0.03	$799,240.26	1.750	09/30/2046	GLIBA
GE Capital International Funding Co. Unlimited Co. 2.342 11/15/2020	251,000.00	0.01	$245,302.07	2.342	11/15/2020	GE
GE Capital International Funding Co. Unlimited Co. 4.418 11/15/2035	285,000.00	0.01	$276,426.06	4.418	11/15/2035	GE
General Dynamics Corp. 3.000 5/11/2021	50,000.00	0.00	$49,855.94	3.000	05/11/2021	GD
General Dynamics Corp. 3.375 5/15/2023	575,000.00	0.02	$576,346.31	3.375	05/15/2023	GD
General Electric Co. 2.743 5/5/2026	920,000.00	0.04	$887,758.23	2.743	05/05/2026	GE
General Electric Co. 4.650 10/17/2021	89,000.00	0.00	$92,589.39	4.650	10/17/2021	GE
General Electric Co. 5.000 12/29/2049	783,000.00	0.03	$773,408.25	0.000	12/29/2049	GE
General Electric Co. 5.550 5/4/2020	470,000.00	0.02	$490,048.70	5.550	05/04/2020	GE
General Electric Co. 6.000 8/7/2019	1,025,000.00	0.05	$1,058,713.69	6.000	08/07/2019	GE
General Mills Inc. 3.200 4/16/2021	695,000.00	0.03	$691,802.03	3.200	04/16/2021	GIS
General Mills Inc. 3.700 10/17/2023	920,000.00	0.04	$911,373.62	3.700	10/17/2023	GIS
General Motors Co. 6.750 4/1/2046	245,000.00	0.01	$272,311.35	6.750	04/01/2046	GM
General Motors Financial Co. Inc. 3.187 4/9/2021	500,000.00	0.02	$502,799.90	3.187	04/09/2021	GM
General Motors Financial Co. Inc. 3.550 4/9/2021	700,000.00	0.03	$698,290.67	3.550	04/09/2021	GM
General Motors Financial Co. Inc. 4.350 4/9/2025	1,030,000.00	0.04	$1,016,309.14	4.350	04/09/2025	GM
General Motors Financial Co. Inc. 4.375 9/25/2021	1,000,000.00	0.05	$1,019,943.80	4.375	09/25/2021	GM
General Motors Financial Co. Inc. 5.250 3/1/2026	265,000.00	0.01	$275,021.27	5.250	03/01/2026	GM
Genesis Energy LP Genesis Energy Finance Corp. 6.750 8/1/2022	690,000.00	0.03	$700,350.00	6.750	08/01/2022	GEL
Genesys Telecommunications Laboratories Inc. Greeneden Lux 3 Sarl Greeneden US Ho 10.000 11/30/2024	20,000.00	0.00	$22,372.50	10.000	11/30/2024	GENLAB
Genoa Healthcare LLC WA 4.567 10/28/2023	948,184.88	0.04	$950,358.12	5.230	10/28/2023	QOLMED
Gentiva Health Services Inc. 3.750 6/21/2025	163,076.92	0.00	$163,484.61	3.750	06/21/2025	KND
Gentiva Health Services Inc. 3.750 6/21/2025	101,923.08	0.00	$102,177.89	3.750	06/21/2025	KND
GEO Group Inc. 2.750 3/23/2024	369,065.66	0.01	$368,027.85	3.970	03/23/2024	GEO
GEO Group Inc. 5.125 4/1/2023	140,000.00	0.00	$137,900.00	5.125	04/01/2023	GEO
GEO Group Inc. 6.000 4/15/2026	85,000.00	0.00	$82,875.00	6.000	04/15/2026	GEO
Geopark Ltd. 6.500 9/21/2024	655,000.00	0.03	$631,623.05	6.500	09/21/2024	GEOPAR
Georgia-Pacific LLC 2.539 11/15/2019	1,050,000.00	0.05	$1,043,451.99	2.539	11/15/2019	GP
Georgia-Pacific LLC 8.000 1/15/2024	2,242,000.00	0.13	$2,707,948.36	8.000	01/15/2024	GP
GFMT 2018-1 A43	477,187.79	0.02	$476,750.92	3.500	11/25/2057	GFMT
GLM 2017-1A A	1,190,000.00	0.05	$1,194,632.67	3.579	04/20/2029	GLM
GLP Capital LP GLP Financing II Inc. 5.375 4/15/2026	285,000.00	0.01	$282,862.50	5.375	04/15/2026	GLPI
GMACM 2006-J1 A1	44,135.65	0.00	$43,701.37	5.750	04/25/2036	GMACM
GN 782048	134,936.41	0.00	$153,382.20	7.000	12/15/2034	GN
GN 784244	233,461.31	0.01	$252,405.32	5.500	02/15/2041	GN
GNR 2008-65 SB	684,138.80	0.00	$75,851.15	3.916	08/20/2038	GNR
GNR 2009-2 SE	2,053,940.69	0.01	$209,431.50	3.736	01/20/2039	GNR
GNR 2010-113 KE	1,140,935.40	0.05	$1,208,219.44	4.500	09/20/2040	GNR
GNR 2011-157 SG	973,118.23	0.00	$193,311.30	4.516	12/20/2041	GNR
GNR 2011-H21 FT	8,795,104.56	0.43	$8,853,340.47	2.908	10/20/2061	GNR
GNR 2011-H23 FA	5,872,651.75	0.29	$5,918,491.32	2.617	10/20/2061	GNR
GNR 2012-108 KI	1,773,971.68	0.01	$334,612.92	4.000	08/16/2042	GNR
GNR 2012-136 MX	240,000.00	0.01	$207,231.86	2.000	11/20/2042	GNR
GNR 2012-H08 FB	990,877.74	0.04	$996,024.16	2.517	03/20/2062	GNR
GNR 2012-H18 NA	574,848.15	0.02	$577,214.45	2.437	08/20/2062	GNR
GNR 2012-H29 SA	4,564,437.45	0.22	$4,587,881.77	2.432	10/20/2062	GNR
GNR 2013-113 AZ	2,071,248.09	0.09	$1,983,977.09	3.000	08/20/2043	GNR
GNR 2013-113 LY	173,000.00	0.00	$168,699.17	3.000	05/20/2043	GNR
GNR 2015-111 IH	1,600,915.65	0.01	$225,116.92	3.500	08/20/2045	GNR
GNR 2015-127 LM	122,000.00	0.00	$112,918.99	3.000	09/20/2045	GNR
GNR 2015-133 AL	1,725,000.00	0.08	$1,637,794.18	3.000	05/20/2045	GNR
GNR 2015-142 AI	314,787.81	0.00	$41,404.54	4.000	02/20/2044	GNR
GNR 2015-64 GZ	650,894.53	0.02	$501,488.20	2.000	05/20/2045	GNR
GNR 2015-74 CI	1,082,144.75	0.00	$129,571.03	3.000	10/16/2039	GNR
GNR 2015-76 MZ	450,779.26	0.02	$431,449.76	3.000	05/20/2045	GNR
GNR 2015-H10 FA	13,884,709.21	0.68	$13,957,721.95	2.517	04/20/2065	GNR
GNR 2015-H11 FC	1,795,681.16	0.08	$1,801,582.85	2.467	05/20/2065	GNR
GNR 2015-H12 FB	7,264,151.58	0.35	$7,300,576.94	2.517	05/20/2065	GNR
GNR 2015-H20 FB	1,855,482.76	0.09	$1,865,518.14	2.517	08/20/2065	GNR
GNR 2015-H30 FD	150,226.44	0.00	$151,141.42	2.517	10/20/2065	GNR
GNR 2016-108 SK	1,641,274.61	0.01	$326,291.30	3.966	08/20/2046	GNR
GNR 2016-111 PB	579,000.00	0.02	$510,447.56	2.500	08/20/2046	GNR
GNR 2016-115 SA	2,862,246.51	0.02	$549,927.72	4.016	08/20/2046	GNR
GNR 2016-116 GI	1,978,695.34	0.01	$348,840.03	3.500	11/20/2044	GNR
GNR 2016-118 DI	2,215,699.42	0.01	$312,680.83	3.500	03/20/2043	GNR
GNR 2016-118 ES	1,004,156.64	0.01	$208,779.43	4.016	09/20/2046	GNR
GNR 2016-120 NS	2,342,026.33	0.02	$476,434.43	4.016	09/20/2046	GNR
GNR 2016-121 JS	1,722,522.39	0.01	$347,736.79	4.016	09/20/2046	GNR
GNR 2016-126 NS	1,132,567.29	0.01	$232,261.69	4.016	09/20/2046	GNR
GNR 2016-134 MW	98,000.00	0.00	$95,683.14	3.000	10/20/2046	GNR
GNR 2016-147 ST	1,086,269.07	0.01	$219,276.99	3.966	10/20/2046	GNR
GNR 2016-149 GI	1,034,152.51	0.01	$236,475.72	4.000	11/20/2046	GNR
GNR 2016-156 PB	362,000.00	0.01	$287,328.92	2.000	11/20/2046	GNR
GNR 2016-160 GI	1,376,612.08	0.01	$325,188.12	3.500	11/20/2046	GNR
GNR 2016-160 GS	3,158,172.70	0.03	$654,353.49	4.016	11/20/2046	GNR
GNR 2016-160 VZ	181,018.18	0.00	$147,126.91	2.500	11/20/2046	GNR
GNR 2016-163 MI	985,441.94	0.00	$127,511.75	3.500	11/20/2046	GNR
GNR 2016-163 PI	2,837,698.36	0.02	$471,523.88	3.500	05/20/2043	GNR
GNR 2016-163 XI	1,546,391.80	0.01	$215,825.73	3.000	10/20/2046	GNR
GNR 2016-171 IO	2,409,657.21	0.01	$327,320.12	3.000	07/20/2044	GNR
GNR 2016-171 IP	1,414,878.67	0.01	$224,533.75	3.000	03/20/2046	GNR
GNR 2016-75 JI	3,733,248.08	0.02	$548,421.61	3.000	09/20/2043	GNR
GNR 2016-89 QS	969,764.82	0.00	$202,847.65	3.966	07/20/2046	GNR
GNR 2016-H06 FD	1,862,052.90	0.09	$1,895,795.53	2.837	07/20/2065	GNR
GNR 2017-10 IB	1,274,410.60	0.01	$284,185.54	4.000	01/20/2047	GNR
GNR 2017-10 KZ	125,203.29	0.00	$114,858.47	3.000	01/20/2047	GNR
GNR 2017-101 AI	829,983.50	0.00	$163,707.94	4.000	07/20/2047	GNR
GNR 2017-101 KS	1,351,555.42	0.01	$254,931.73	4.116	07/20/2047	GNR
GNR 2017-101 SK	3,370,879.85	0.03	$635,679.51	4.116	07/20/2047	GNR
GNR 2017-101 TI	1,271,718.43	0.01	$207,686.75	4.000	03/20/2044	GNR
GNR 2017-107 QZ	223,042.66	0.00	$195,880.23	3.000	08/20/2045	GNR
GNR 2017-107 T	614,000.00	0.02	$596,145.68	3.000	01/20/2047	GNR
GNR 2017-11 IM	3,145,005.73	0.01	$372,734.76	3.000	05/20/2042	GNR
GNR 2017-113 LB	595,000.00	0.02	$556,310.54	3.000	07/20/2047	GNR
GNR 2017-114 IK	1,823,804.40	0.01	$393,480.51	4.000	10/20/2044	GNR
GNR 2017-117 SD	95,030.40	0.00	$18,653.45	4.116	08/20/2047	GNR
GNR 2017-120 QS	1,472,767.73	0.01	$295,699.95	4.116	08/20/2047	GNR
GNR 2017-130 YJ	270,000.00	0.01	$242,353.81	2.500	08/20/2047	GNR
GNR 2017-134 ES	821,116.90	0.00	$152,039.81	4.116	09/20/2047	GNR
GNR 2017-134 KI	1,058,048.39	0.00	$185,327.86	4.000	05/20/2044	GNR
GNR 2017-134 SD	4,823,580.15	0.04	$972,990.40	4.116	09/20/2047	GNR
GNR 2017-137 CZ	1,656,816.62	0.07	$1,590,900.17	3.000	09/20/2047	GNR
GNR 2017-137 IO	1,945,994.11	0.01	$314,171.02	3.000	06/20/2045	GNR
GNR 2017-141 JS	1,273,059.39	0.01	$257,392.49	4.116	09/20/2047	GNR
GNR 2017-144 EI	1,821,835.37	0.01	$283,902.80	3.000	12/20/2044	GNR
GNR 2017-156 LP	159,000.00	0.00	$137,918.49	2.500	10/20/2047	GNR
GNR 2017-163 HS	5,759,386.54	0.05	$1,048,108.71	4.116	11/20/2047	GNR
GNR 2017-163 ZK	3,370,613.80	0.15	$3,256,399.54	3.500	11/20/2047	GNR
GNR 2017-170 SQ	4,506,279.35	0.03	$703,395.51	4.116	11/20/2047	GNR
GNR 2017-174 HI	1,638,575.06	0.01	$266,993.52	3.000	07/20/2045	GNR
GNR 2017-18 QI	1,080,274.93	0.00	$202,533.40	4.000	03/16/2041	GNR
GNR 2017-18 QS	1,311,062.21	0.01	$249,654.17	4.015	02/16/2047	GNR
GNR 2017-184 AL	340,000.00	0.01	$332,762.39	3.000	06/20/2047	GNR
GNR 2017-25 CZ	474,608.79	0.02	$469,881.83	3.500	02/20/2047	GNR
GNR 2017-25 WZ	259,148.95	0.01	$243,892.41	3.000	02/20/2047	GNR
GNR 2017-26 SA	1,280,031.99	0.01	$241,967.65	4.016	02/20/2047	GNR
GNR 2017-34 DY	230,000.00	0.01	$230,045.86	3.500	03/20/2047	GNR
GNR 2017-4 BW	106,000.00	0.00	$101,450.13	3.000	01/20/2047	GNR
GNR 2017-56 JZ	279,605.11	0.01	$252,608.57	3.000	04/20/2047	GNR
GNR 2017-56 QS	1,729,986.80	0.01	$322,545.66	4.066	04/20/2047	GNR
GNR 2017-68 SB	2,626,088.83	0.02	$450,755.54	4.066	05/20/2047	GNR
GNR 2017-80 AS	3,374,724.23	0.03	$643,695.24	4.116	05/20/2047	GNR
GNR 2017-91 SM	95,807.41	0.00	$18,756.32	4.116	06/20/2047	GNR
GNR 2018-1 ST	2,684,899.61	0.02	$544,194.25	4.116	01/20/2048	GNR
GNR 2018-11 AI	1,102,101.07	0.00	$190,821.97	3.000	01/20/2046	GNR
GNR 2018-13 PZ	222,763.78	0.01	$206,625.68	3.000	01/20/2048	GNR
GNR 2018-22 LZ	146,455.45	0.00	$128,393.93	3.000	02/20/2048	GNR
GNR 2018-24 HZ	113,124.21	0.00	$102,112.27	3.000	02/20/2048	GNR
GNR 2018-34 TY	196,000.00	0.00	$188,711.11	3.500	03/20/2048	GNR
GNR 2018-37 SA	910,508.15	0.00	$175,137.88	4.116	03/20/2048	GNR
GNR 2018-46 AS	3,196,476.82	0.03	$659,994.15	4.116	03/20/2048	GNR
GNR 2018-63 BZ	482,403.00	0.02	$430,981.69	3.000	04/20/2048	GNR
GNR 2018-8 VZ	445,527.57	0.02	$436,609.31	3.000	03/20/2047	GNR
GOLDMAN SACHS GROUP INC. 2.876 10/31/2022	300,000.00	0.01	$293,012.85	2.876	10/31/2022	GS
GOLDMAN SACHS GROUP INC. 2.908 6/5/2023	600,000.00	0.02	$579,141.18	2.908	06/05/2023	GS
Goldman Sachs Group Inc. 3.200 2/23/2023	2,200,000.00	0.10	$2,145,356.40	3.200	02/23/2023	GS
Goldman Sachs Group Inc. 3.234 8/21/2019	140,000.00	0.00	$104,192.48	3.234	08/21/2019	GS
Goldman Sachs Group Inc. 3.368 6/5/2023	780,000.00	0.03	$785,768.02	3.368	06/05/2023	GS
Goldman Sachs Group Inc. 3.442 11/15/2018	1,300,000.00	0.06	$1,304,927.65	3.443	11/15/2018	GS
Goldman Sachs Group Inc. 3.491 5/15/2026	875,000.00	0.04	$865,223.80	3.513	05/15/2026	GS
Goldman Sachs Group Inc. 3.513 11/15/2021	1,700,000.00	0.08	$1,721,448.05	3.513	11/15/2021	GS
Goldman Sachs Group Inc. 3.541 9/15/2020	1,700,000.00	0.08	$1,726,041.79	3.541	09/15/2020	GS
Goldman Sachs Group Inc. 3.550 2/12/2021	100,000.00	0.00	$77,320.96	3.550	02/12/2021	GS
Goldman Sachs Group Inc. 3.720 4/23/2021	1,300,000.00	0.06	$1,328,886.78	3.720	04/23/2021	GS
Goldman Sachs Group Inc. 4.223 5/1/2029	5,205,000.00	0.25	$5,135,961.92	4.223	05/01/2029	GS
Goldman Sachs Group Inc. 5.150 5/22/2045	265,000.00	0.01	$264,108.14	5.150	05/22/2045	GS
Goldman Sachs Group Inc. 5.200 12/17/2019	206,000.00	0.00	$143,997.49	5.200	12/17/2019	GS
Goldman Sachs Group Inc. 6.000 6/15/2020	2,440,000.00	0.12	$2,567,206.23	6.000	06/15/2020	GS
Gopher Resource LLC 5.030 2/9/2025	331,612.50	0.01	$332,856.05	5.030	02/09/2025	GOPRES
Gray Television Inc. 2.500 2/7/2024	616,868.69	0.03	$615,712.06	4.251	02/07/2024	GTN
Gray Television Inc. 5.875 7/15/2026	415,000.00	0.01	$395,806.25	5.875	07/15/2026	GTN
GRCE 2014-GRCE B	1,455,000.00	0.07	$1,451,451.84	3.520	06/10/2028	GRCE
Great Plains Energy Inc. 4.850 6/1/2021	545,000.00	0.02	$559,774.51	4.850	06/01/2021	EVRG
Greeneden US Holdings II LLC 5.540 12/1/2023	1,019,552.52	0.05	$1,021,889.33	5.802	12/01/2023	GCTI
Greenhill & Co. Inc. 5.099 10/6/2022	324,835.45	0.01	$327,677.76	5.829	10/06/2022	GHL
Growthpoint Properties International Pty Ltd. 5.872 5/2/2023	610,000.00	0.03	$620,602.41	5.872	05/02/2023	GRTSJ
Grupo Cementos de Chihuahua SAB de CV 5.250 6/23/2024	730,000.00	0.03	$715,400.00	5.250	06/23/2024	GCCAMM
GSAMP 2006-FM3 A2D	1,074,993.32	0.03	$674,652.26	2.321	11/25/2036	GSAMP
GSAMP 2007-SEA1 A	958,131.68	0.04	$925,443.39	2.391	12/25/2036	GSAMP
GSMS 2010-C1 C	375,000.00	0.01	$383,586.71	5.635	08/10/2043	GSMS
GSMS 2016-RENT A 144A	2,300,000.00	0.11	$2,296,112.08	3.203	02/10/2029	36251GAA2
GSMS 2017-GS5 A4	1,205,000.00	0.05	$1,200,659.11	3.674	03/10/2050	GSMS
GSMS 2017-GS6 A3	1,935,000.00	0.09	$1,891,473.14	3.433	05/10/2050	GSMS
GSMS 2017-GS6 XA	21,944,830.58	0.08	$1,667,172.92	1.196	05/10/2050	GSMS
GSMS 2018-GS9 A4	560,000.00	0.02	$569,255.79	3.992	03/10/2051	GSMS
GSR 2007-AR1 2A1	878,840.17	0.03	$804,948.26	3.584	03/25/2047	GSR
GTP Acquisition Partners I LLC 2.350 6/15/2020	530,000.00	0.02	$520,287.38	2.350	06/15/2020	AMTTOW
Gulfport Energy Corp. 6.625 5/1/2023	245,000.00	0.01	$248,062.50	6.625	05/01/2023	GPOR
GVC Holdings PLC 4.668 3/15/2024	830,917.50	0.04	$831,609.66	4.480	03/15/2024	GVCLN
Harris Corp. 2.794 2/27/2019	2,800,000.00	0.13	$2,802,267.16	2.028	02/27/2019	HRS
Harris Corp. 2.839 4/30/2020	3,100,000.00	0.15	$3,102,457.99	2.839	04/30/2020	HRS
Harris Corp. 4.400 6/15/2028	685,000.00	0.03	$691,684.78	4.400	06/15/2028	HRS
HASC 2006-HE1 2A1	31,966.55	0.00	$16,284.52	2.141	10/25/2036	HASC
HCA Inc. 1.750 3/18/2023	222,313.60	0.01	$222,782.46	3.730	03/18/2023	HCA
HCA Inc. 3.750 3/15/2019	2,600,000.00	0.12	$2,616,250.00	3.750	03/15/2019	HCA
HCA Inc. 4.040 3/7/2025	1,572,437.50	0.07	$1,579,120.36	3.980	03/07/2025	HCA
HCA Inc. 5.375 2/1/2025	500,000.00	0.02	$493,600.00	5.375	02/01/2025	HCA
HCA Inc. 7.580 9/15/2025	30,000.00	0.00	$32,550.00	7.580	09/15/2025	HCA
HCP Inc. 5.375 2/1/2021	359,000.00	0.01	$373,373.43	5.375	02/01/2021	HCP
Hearthside Group Holdings LLC 3.000 5/17/2025	542,000.00	0.02	$538,047.74	5.091	05/17/2025	HEFOSO
Heartland Dental LLC 3.500 4/17/2025	825,217.39	0.04	$822,638.59	5.730	04/17/2025	HEARTL
Heartland Dental LLC 3.750 4/30/2025	123,782.61	0.00	$123,395.79	1.875	04/30/2025	HEARTL
HEATHROW FUNDING LTD. 4.875 7/15/2021	200,000.00	0.01	$209,355.40	4.875	07/15/2021	HTHROW
Helix Energy Solutions Group Inc. 4.125 9/15/2023	34,000.00	0.00	$40,164.20	4.125	09/15/2023	HLX
Helix Energy Solutions Group Inc. 4.250 5/1/2022	805,000.00	0.04	$842,338.31	4.250	05/01/2022	HLX
Hellenic Republic Treasury Bill 0.000 8/31/2018	5,500,000.00	0.31	$6,416,059.61	1.194	08/31/2018	GTB
Herc Rentals Inc. 7.750 6/1/2024	194,000.00	0.01	$208,065.00	7.750	06/01/2024	HERCRE
HERTZ 2018-2A A	100,000.00	0.00	$99,999.66	3.650	06/27/2022	HERTZ
Hill-Rom Holdings Inc. 5.000 2/15/2025	245,000.00	0.01	$238,875.00	5.000	02/15/2025	HRC
Hill-Rom Holdings Inc. 5.750 9/1/2023	325,000.00	0.01	$332,312.50	5.750	09/01/2023	HRC
Hilton Domestic Operating Co. Inc. 5.125 5/1/2026	1,000,000.00	0.04	$987,500.00	5.125	05/01/2026	HILDOC
Hilton Worldwide Finance LLC 1.750 10/25/2023	2,045,208.44	0.10	$2,046,380.35	3.841	10/25/2023	HLT
HLA 2012-1A A1	68,986.59	0.00	$68,979.35	3.843	08/15/2023	HLA
HOOTY 2014-1A A2	999,000.00	0.04	$975,173.85	4.846	08/20/2044	HOOTY
Hospitality Properties Trust 4.500 3/15/2025	870,000.00	0.04	$852,391.81	4.500	03/15/2025	HPT
Host Hotels & Resorts LP 3.750 10/15/2023	1,270,000.00	0.06	$1,245,762.56	3.750	10/15/2023	HST
Host Hotels & Resorts LP 3.875 4/1/2024	250,000.00	0.01	$243,944.25	3.875	04/01/2024	HST
Host Hotels & Resorts LP 4.500 2/1/2026	45,000.00	0.00	$45,022.89	4.500	02/01/2026	HST
Hoya Midco LLC 5.293 6/27/2024	702,900.02	0.03	$714,907.66	5.480	06/27/2024	VIVSEA
HSBC Bank PLC 4.125 8/12/2020	500,000.00	0.02	$509,222.95	4.125	08/12/2020	HSBC
HSBC HOLDING PLC 3.400 3/8/2021	400,000.00	0.01	$399,980.28	3.400	03/08/2021	HSBC
HSBC HOLDING PLC 4.300 3/8/2026	200,000.00	0.00	$200,639.86	4.300	03/08/2026	HSBC
HSBC Holdings PLC 2.650 1/5/2022	200,000.00	0.00	$193,693.16	2.650	01/05/2022	HSBC
HSBC Holdings PLC 3.326 5/18/2024	1,000,000.00	0.04	$997,795.40	3.356	05/18/2024	HSBC
HSBC Holdings PLC 3.821 1/5/2022	5,200,000.00	0.26	$5,355,108.20	3.821	01/05/2022	HSBC
HSBC Holdings PLC 3.950 5/18/2024	1,165,000.00	0.05	$1,162,527.64	3.950	05/18/2024	HSBC
HSBC Holdings PLC 3.990 5/25/2021	900,000.00	0.04	$928,669.50	3.990	05/25/2021	HSBC
HSBC Holdings PLC 6.000 12/29/2049	900,000.00	0.05	$1,179,093.09	6.000	12/29/2049	HSBC
HSBC Holdings PLC 6.500 12/29/2049	830,000.00	0.03	$797,837.50	6.500	12/29/2049	HSBC
HUB International Ltd. 3.000 4/25/2025	1,050,000.00	0.05	$1,044,492.75	5.360	04/25/2025	HBGCN
HUB International Ltd. 7.000 5/1/2026	90,000.00	0.00	$89,100.00	7.000	05/01/2026	HBGCN
HudBay Minerals Inc. 7.250 1/15/2023	10,000.00	0.00	$10,350.00	7.250	01/15/2023	HBMCN
HudBay Minerals Inc. 7.625 1/15/2025	325,000.00	0.01	$342,062.50	7.625	01/15/2025	HBMCN
Hudson Pacific Properties LP 3.950 11/1/2027	190,000.00	0.00	$177,927.70	3.950	11/01/2027	HPP
HULLS 2014-1A AR	500,000.00	0.02	$499,813.50	3.575	10/18/2026	HULLS
HUNGARIAN FORINT	3,118,701.36	0.00	$11,059.21	0.000	-	FORINT
Huntington Bancshares Inc. OH 2.300 1/14/2022	670,000.00	0.03	$643,783.24	2.300	01/14/2022	HBAN
Huntington National Bank 2.500 8/7/2022	1,245,000.00	0.05	$1,200,169.29	2.500	08/07/2022	HBAN
Huron Consulting Group Inc. 1.250 10/1/2019	471,000.00	0.02	$444,412.05	1.250	10/01/2019	HURN
HVSC Merger Sub Corp. 5.362 10/20/2024	492,525.01	0.02	$496,424.33	6.302	10/20/2024	VANSPE
HVSC Merger Sub Corp. 9.613 10/20/2025	260,000.00	0.01	$261,950.00	10.347	10/20/2025	VANSPE
Hyperion Insurance Group Ltd. 5.100 12/15/2024	1,281,560.00	0.06	$1,285,084.29	5.500	12/15/2024	HYPINS
Hyundai Capital America 2.550 2/6/2019	715,000.00	0.03	$712,468.76	2.550	02/06/2019	HYNMTR
Hyundai Capital America 3.000 3/18/2021	580,000.00	0.02	$569,599.44	3.000	03/18/2021	HYNMTR
IAC FinanceCo Inc. 0.875 10/1/2022	510,000.00	0.02	$594,813.00	0.875	10/01/2022	IAC
ICE - CDX HY30 5Y - 06 20 2023 F 5.000000 ACT 360 Quarterly 20230620 PU 5.000 6/20/2023	1,500,000.00	-0.01	-$87,499.23	5.000	06/20/2023	SWPC0GS10
ICE - CDX.EM.29 06 23 0.010 6/20/2023	32,520,000.00	0.06	$1,290,882.05	1.000	06/20/2023	CDX29
ICE - CDX.HY.29 5Y - 12 20 2022 -CREDIT SUISSE F 5.000000 ACT 360 Quarterly 20221220 PU 5.000 12/20/2022	1,300,000.00	-0.01	-$80,681.48	5.000	12/20/2022	SWPC0GA92
ICE - CDX.NA.HY.30 06 23 0.050 6/20/2023	27,885,000.00	-0.08	-$1,626,610.69	5.000	06/20/2023	CDX30
ICE - CITIGROUP Inc. CDS 12 20 2020 - CS F 1.000000 ACT 360 Quarterly 20201220 PU 1.000 12/20/2020	700,000.00	0.00	$10,952.77	1.000	12/20/2020	SWPC0FIV7
ICE - DAIMLER AG SNR SE 12 20 2020 F 1.000000 ACT 360 Quarterly 20201220 PU 1.000 12/20/2020	800,000.00	0.00	$12,035.84	1.000	12/20/2020	SWPC0GNL1
ICE - ITRX EUR SUB FIN 1.000 6/20/2023	2,345,000.00	0.00	$105,068.99	1.000	06/20/2023	ITRX
ICICI Bank Ltd. Dubai 4.000 3/18/2026	1,070,000.00	0.04	$1,011,030.16	4.000	03/18/2026	ICICI
IDR/USD TOR 08/10/18	-45,977,151,202.00	-0.16	-$3,195,409.62	0.000	08/10/2018	IDUST8108
Imperial Brands Finance PLC 3.750 7/21/2022	470,000.00	0.02	$466,800.29	3.750	07/21/2022	IMBLN
IMPERIAL TOBACCO FIN PLC 2.950 7/21/2020	700,000.00	0.03	$693,097.93	2.950	07/21/2020	IMBLN
INABS 2007-A 2A3	1,558,854.62	0.05	$1,167,015.31	2.331	04/25/2037	INABS
Indonesia Government International Bond 5.125 1/15/2045	200,000.00	0.00	$197,023.40	5.125	01/15/2045	INDON
INDONESIAN RUPIAH	335,580,146.00	0.00	$23,418.02	0.000	-	RUPIAH
INEOS US Finance LLC 3.374 3/31/2024	955,200.00	0.04	$953,153.00	3.980	03/31/2024	INEGRP
Inflation Linked Korea Treasury Bond 1.125 6/10/2023	1,130,606,889.10	0.05	$1,025,380.81	1.125	06/10/2023	KTBI
Infor US Inc. 6.500 5/15/2022	70,000.00	0.00	$70,612.50	6.500	05/15/2022	LWSN
ING Bank NV 3.101 8/17/2018	4,500,000.00	0.22	$4,504,780.35	3.101	08/17/2018	INTNED
INR/USD BNP 08/10/18	-91,429,492.14	-0.07	-$1,327,527.76	0.000	08/10/2018	IRUSI8108
INR/USD FWD 20180919	23,338,266.00	0.01	$336,982.23	0.000	09/19/2018	INP091918
Insulet Corp. 1.250 9/15/2021	239,000.00	0.01	$363,823.01	1.250	09/15/2021	PODD
Insulet Corp. 1.375 11/15/2024	410,000.00	0.02	$461,564.88	1.375	11/15/2024	PODD
Inter-American Development Bank 2.568 10/15/2020	890,000.00	0.04	$894,060.63	2.568	10/15/2020	IADB
Inter-American Development Bank 5.500 8/23/2021	151,000,000.00	0.10	$2,083,127.81	5.500	08/23/2021	IADB
Inter-American Development Bank 6.250 6/15/2021	43,200,000,000.00	0.14	$2,874,849.96	6.250	06/15/2021	IADB
Inter-American Development Bank 7.875 3/14/2023	36,240,000,000.00	0.12	$2,560,053.79	7.875	03/14/2023	IADB
International Bank for Reconstruction & Development 2.155 4/17/2019	440,000.00	0.02	$440,205.79	2.155	04/17/2019	IBRD
International Bank for Reconstruction & Development 2.500 11/25/2024	440,000.00	0.02	$428,603.12	2.500	11/25/2024	IBRD
International Bank for Reconstruction & Development 3.000 2/2/2023	705,000.00	0.02	$481,160.33	3.000	02/02/2023	IBRD
International Bank for Reconstruction & Development 3.375 1/25/2022	300,000.00	0.01	$208,321.97	3.375	01/25/2022	IBRD
International Bank for Reconstruction & Development 4.625 10/6/2021	380,000.00	0.01	$273,875.79	4.625	10/06/2021	IBRD
International Business Machines Corp. 1.625 5/15/2020	440,000.00	0.02	$430,005.27	1.625	05/15/2020	IBM
International Finance Corp. 2.391 1/9/2019	600,000.00	0.02	$600,217.02	2.391	01/09/2019	IFC
International Finance Corp. 3.625 5/20/2020	163,000.00	0.00	$113,093.33	3.625	05/20/2020	IFC
International Finance Corp. 3.750 8/9/2027	305,000.00	0.01	$209,712.33	3.750	08/09/2027	IFC
International Finance Corp. 7.000 7/20/2027	33,060,000.00	0.07	$1,579,269.31	7.000	07/20/2027	IFC
INTERNATIONAL LEASE FINANCE 6.250 5/15/2019	200,000.00	0.01	$205,098.98	6.250	05/15/2019	AER
INTERNATIONAL LEASE FINANCE 7.125 9/1/2018	1,300,000.00	0.06	$1,308,534.76	7.125	09/01/2018	AER
International Lease Finance Corp. 8.625 1/15/2022	1,455,000.00	0.08	$1,670,162.35	8.625	01/15/2022	AER
Intesa Sanpaolo SpA 3.875 1/12/2028	3,300,000.00	0.13	$2,833,165.50	3.875	01/12/2028	ISPIM
IQVIA Inc. 1.750 6/8/2025	555,000.00	0.02	$556,965.81	1.750	06/08/2025	IQV
IRO USD 10Y C 2.00000 M 11-15-18 MYC 0.000 11/15/2018	-19,100,000.00	-0.01	-$6,360.30	0.000	11/15/2018	SWU00K9G9
IRO USD 10Y C 2.8800 M 0823-18 GLM 0.000 8/23/2018	-4,300,000.00	-0.01	-$22,652.40	0.000	08/23/2018	SWU00PJN2
IRO USD 10Y P 3.4100 M 08-23-18 GLM 0.000 8/23/2018	-4,300,000.00	n/a	-$954.60	0.000	08/23/2018	SWU00PJO0
IRO USD 2Y C 1.65000 M 11-15-18 MYC 0.000 11/15/2018	88,800,000.00	n/a	$976.80	0.000	11/15/2018	SWU00K9F1
IRO USD 2Y C 2.75000 M 08-23-18 GLM 0.000 8/23/2018	18,700,000.00	0.00	$11,743.60	0.000	08/23/2018	SWU00PJJ1
IRO USD 2Y P 3.0400 M 08-23-18 GLM 0.000 8/23/2018	18,700,000.00	0.00	$3,440.80	0.000	08/23/2018	SWU00PJQ5
IRO USD 30Y P 2.9050 08-20-18 MYC 0.000 8/20/2018	4,400,000.00	0.00	$81,386.80	0.000	08/20/2018	SWU00DXX1
IRO USD 5Y P 2.80 08-20-18 MYC 0.000 8/20/2018	-19,500,000.00	-0.01	-$127,003.50	0.000	08/20/2018	SWU00DXV5
IRO USD R 3.0000 M 07-26-18 MYC 0.000 7/26/2018	-7,500,000.00	-0.01	-$19,380.00	0.000	07/26/2018	SWU00PZ46
Iron Mountain Inc. 1.750 3/22/2026	1,586,025.00	0.07	$1,554,304.50	3.730	03/22/2026	IRM
Iron Mountain US Holdings Inc. 5.375 6/1/2026	380,000.00	0.01	$362,900.00	5.375	06/01/2026	IRM
Israel Chemicals Ltd. 6.375 5/31/2038	975,000.00	0.04	$965,864.25	6.375	05/31/2038	ICLIT
Israel Electric Corp. Ltd. 4.250 8/14/2028	750,000.00	0.03	$723,463.50	4.250	08/14/2028	ISRELE
Israeli Shekel	1,415.87	n/a	$387.03	0.000	-	ISSHEKEL
ITAU CorpBanca New York 2.500 12/7/2018	500,000.00	0.02	$499,973.25	2.500	12/07/2018	CORBAN
ITAU CorpBanca New York 2.570 1/11/2019	300,000.00	0.01	$299,949.06	2.570	01/11/2019	CORBAN
ITC Holdings Corp. 2.700 11/15/2022	330,000.00	0.01	$317,895.17	2.700	11/15/2022	ITC
Ivory Coast Government International Bond 6.125 6/15/2033	1,150,000.00	0.04	$1,016,732.25	6.125	06/15/2033	IVYCST
J.P. MORGAN & Co. INC. 3.220 3/1/2025	500,000.00	0.02	$482,543.75	3.220	03/01/2025	JPM
Japan Bank for International Cooperation 2.375 11/16/2022	536,000.00	0.02	$518,532.62	2.375	11/16/2022	JBIC
Japan Bank for International Cooperation 2.900 2/24/2020	1,018,000.00	0.05	$1,025,109.10	2.900	02/24/2020	JBIC
JAPAN BANK FOR INTL COOP 2.125 6/1/2020	700,000.00	0.03	$689,276.70	2.125	06/01/2020	JBIC
Japan Finance Organization for Municipalities 2.125 3/6/2019	900,000.00	0.04	$896,415.30	2.125	03/06/2019	JFM
Japan Treasury Discount Bill 0.000 8/6/2018	2,840,000,000.00	1.25	$25,654,474.28	-0.136	08/06/2018	JTDB
JAPANESE YEN	73,300,823.00	0.03	$662,067.68	0.000	-	YENS
JBS USA LUX S.A. JBS USA Finance Inc. 5.750 6/15/2025	155,000.00	0.00	$144,925.00	5.750	06/15/2025	JBSSBZ
JBS USA LUX S.A. JBS USA Finance Inc. 5.875 7/15/2024	320,000.00	0.01	$306,800.00	5.875	07/15/2024	JBSSBZ
JBS USA LUX S.A. JBS USA Finance Inc. 6.750 2/15/2028	490,000.00	0.02	$463,515.50	6.750	02/15/2028	JBSSBZ
JBS USA LUX S.A. 3.250 10/30/2022	175,000.00	0.00	$174,252.58	3.250	10/30/2022	JBSSBZ
JBS USA LUX S.A. 3.250 10/30/2022	1,058,537.62	0.05	$1,054,016.60	4.781	10/30/2022	JBSSBZ
JD.com Inc. 3.125 4/29/2021	930,000.00	0.04	$907,223.65	3.125	04/29/2021	JD
Jefferies Group LLC Jefferies Group Capital Finance Inc. 4.150 1/23/2030	780,000.00	0.03	$689,507.99	4.150	01/23/2030	JEF
Jefferies Group LLC 6.450 6/8/2027	331,000.00	0.01	$357,636.00	6.450	06/08/2027	JEF
Jefferies Group LLC 6.500 1/20/2043	270,000.00	0.01	$280,640.65	6.500	01/20/2043	JEF
Jeld-Wen Inc. 3.920 12/14/2024	555,205.02	0.02	$553,903.62	4.302	12/14/2024	JELD
Jersey Central Power & Light Co. 7.350 2/1/2019	1,000,000.00	0.05	$1,023,940.40	7.350	02/01/2019	FE
Jordan Government International Bond 5.750 1/31/2027	400,000.00	0.01	$372,516.00	5.750	01/31/2027	JORDAN
Joseph T Ryerson & Son Inc. 11.000 5/15/2022	160,000.00	0.00	$176,400.00	11.000	05/15/2022	RYI
JPMAC 2006-CW2 AV5	500,000.00	0.02	$451,576.40	2.331	08/25/2036	JPMAC
JPMBB 2015-C31 A3	4,250,000.00	0.21	$4,294,517.48	3.801	08/15/2048	JPMBB
JPMBB 2015-C33 A4	570,000.00	0.02	$574,257.05	3.770	12/15/2048	JPMBB
JPMCC 2005-CB11 E	230,000.00	0.01	$237,836.72	5.718	08/12/2037	JPMCC
JPMCC 2013-LC11 B	355,000.00	0.01	$347,335.83	3.499	04/15/2046	JPMCC
JPMCC 2016-JP2 AS	1,250,000.00	0.05	$1,174,811.25	3.056	08/15/2049	JPMCC
JPMCC 2016-JP3 B	1,550,000.00	0.07	$1,469,990.40	3.397	08/15/2049	JPMCC
JPMCC 2016-WIKI A	705,000.00	0.03	$690,235.11	2.798	10/05/2031	JPMCC
JPMCC 2016-WIKI B	690,000.00	0.03	$676,633.53	3.201	10/05/2031	JPMCC
JPMDB 2016-C2 A4	1,640,000.00	0.07	$1,577,976.18	3.144	06/15/2049	JPMDB
JPMDB 2016-C4 A3	1,065,000.00	0.05	$1,020,881.42	3.141	12/15/2049	JPMDB
JPMDB 2017-C7 A5	1,395,000.00	0.06	$1,358,773.25	3.409	10/15/2050	JPMDB
JPMMT 2006-A6 2A4L	530,494.49	0.02	$492,804.34	3.785	10/25/2036	JPMMT
JPMMT 2006-A7 2A2	99,390.86	0.00	$94,062.04	3.613	01/25/2037	JPMMT
JPMMT 2007-A1 6A1	156,179.27	0.00	$156,853.15	3.853	07/25/2035	JPMMT
JPMMT 2014-2 B1	69,057.53	0.00	$67,983.12	3.419	06/25/2029	JPMMT
JPMMT 2014-2 B2	69,057.53	0.00	$67,553.94	3.419	06/25/2029	JPMMT
JPMMT 2015-1 B1	646,963.67	0.03	$644,807.66	2.910	12/25/2044	JPMMT
JPMMT 2015-4 B1	796,531.85	0.03	$777,767.55	3.624	06/25/2045	JPMMT
JPMMT 2015-4 B2	340,438.08	0.01	$325,877.00	3.624	06/25/2045	JPMMT
JPMMT 2015-5 B2	623,062.59	0.03	$613,329.23	2.972	05/25/2045	JPMMT
JPMMT 2015-6 B1	343,186.92	0.01	$337,116.84	3.614	10/25/2045	JPMMT
JPMMT 2015-6 B2	333,911.60	0.01	$325,547.25	3.614	10/25/2045	JPMMT
JPMMT 2016-4 B1	239,818.30	0.01	$237,299.39	3.902	10/25/2046	JPMMT
JPMMT 2016-4 B2	407,691.10	0.01	$401,058.46	3.902	10/25/2046	JPMMT
JPMMT 2017-1 B2	713,958.06	0.03	$685,095.59	3.551	01/25/2047	JPMMT
JPMMT 2017-2 A3	327,170.49	0.01	$320,831.56	3.500	05/25/2047	JPMMT
JPMMT 2017-6 B1	465,507.52	0.02	$454,349.17	3.854	12/25/2048	JPMMT
JPMMT 2018-3 A5	1,410,129.15	0.06	$1,392,392.55	3.500	09/25/2048	JPMMT
JPMMT 2018-4 A15	762,796.37	0.03	$759,134.49	3.500	10/25/2048	JPMMT
JPMMT 2018-6 1A4	490,000.00	0.02	$486,666.15	3.500	12/25/2048	JPMMT
JPMMT 2018-7FRB A2	625,000.00	0.03	$625,375.00	2.807	04/25/2046	JPMMT
JPMorgan Chase & Co. 2.250 1/23/2020	10,800,000.00	0.52	$10,664,737.56	2.250	01/23/2020	JPM
JPMorgan Chase & Co. 2.989 1/28/2019	200,000.00	0.00	$200,622.16	2.989	01/28/2019	JPM
JPMorgan Chase & Co. 3.260 4/25/2023	1,895,000.00	0.09	$1,912,447.27	3.260	04/25/2023	JPM
JPMorgan Chase & Co. 3.419 6/7/2021	2,900,000.00	0.14	$2,955,614.46	3.419	06/07/2021	JPM
JPMorgan Chase & Co. 3.559 4/23/2024	85,000.00	0.00	$84,228.28	3.559	04/23/2024	JPM
JPMorgan Chase & Co. 3.589 10/24/2023	375,000.00	0.01	$382,027.80	3.589	10/24/2023	JPM
JPMorgan Chase & Co. 4.005 4/23/2029	2,655,000.00	0.12	$2,623,832.42	4.005	04/23/2029	JPM
JPMorgan Chase & Co. 4.400 7/22/2020	400,000.00	0.02	$409,601.00	4.400	07/22/2020	JPM
JPMorgan Chase & Co. 6.750 1/29/2049	865,000.00	0.04	$941,768.75	6.750	01/29/2049	JPM
JPMorgan Chase Bank NA 2.702 4/26/2021	3,000,000.00	0.14	$3,001,517.70	2.699	04/26/2021	JPM
JPY USD FWD 20180703 0.000 7/3/2018	1,056,003,020.00	0.46	$9,540,519.39	0.000	07/03/2018	MJP070318
JPY USD FWD 20180703 0.000 7/3/2018	-948,700,000.00	-0.43	-$8,571,084.15	0.000	07/03/2018	JPP070318
JPY USD FWD 20180802 0.000 8/2/2018	-948,700,000.00	-0.43	-$8,588,976.16	0.000	08/02/2018	JPJ080218
JPY USD FWD 20180806 0.000 8/6/2018	-2,000,000,000.00	-0.89	-$18,112,106.33	0.000	08/06/2018	JPA080618
JPY USD FWD 20180806 0.000 8/6/2018	-840,000,000.00	-0.38	-$7,607,084.66	0.000	08/06/2018	JPJ080618
JPY/USD BNP 08/10/18	-41,959,765.00	-0.02	-$380,100.56	0.000	08/10/2018	JYUSI8108
JPY/USD BOA 08/10/18	-177,658,533.00	-0.08	-$1,609,353.83	0.000	08/10/2018	JYUSF8108
JPY/USD TOR 08/10/18	427,821,951.00	0.19	$3,875,507.05	0.000	08/10/2018	JYUST8108
JTWN 2014-4A A1CR	1,140,804.60	0.05	$1,140,492.02	3.038	07/15/2026	470474AU1
JTWN 2015-7A A1R	700,000.00	0.03	$699,645.80	3.190	07/25/2027	JTWN
JTWN 2015-8A A1AR	1,500,000.00	0.07	$1,493,710.50	3.218	01/15/2028	JTWN
Kallpa Generacion S.A. 4.125 8/16/2027	870,000.00	0.03	$793,875.00	4.125	08/16/2027	KALLPA
Kaman Corp. 3.250 5/1/2024	205,000.00	0.01	$248,255.00	3.250	05/01/2024	KAMN
Kansas City Power & Light Co. 3.650 8/15/2025	1,350,000.00	0.06	$1,335,119.63	3.650	08/15/2025	GXP
Kansas City Southern 3.000 5/15/2023	500,000.00	0.02	$482,041.10	3.000	05/15/2023	KSU
KAR Auction Services Inc. 5.125 6/1/2025	190,000.00	0.00	$181,925.00	5.125	06/01/2025	KAR
KazMunayGas National Co. JSC 6.375 10/24/2048	730,000.00	0.03	$739,033.75	6.375	10/24/2048	KZOKZ
KazTransGas JSC 4.375 9/26/2027	630,000.00	0.02	$587,475.00	4.375	09/26/2027	KZTGKZ
Kernel Holding S.A. 8.750 1/31/2022	890,000.00	0.04	$877,339.75	8.750	01/31/2022	KERPW
KeyBank NA Cleveland OH 2.300 9/14/2022	730,000.00	0.03	$696,944.58	2.300	09/14/2022	KEY
KeyBank NA Cleveland OH 3.180 5/22/2022	250,000.00	0.01	$246,833.80	3.180	05/22/2022	KEY
KeyBank NA Cleveland OH 3.375 3/7/2023	250,000.00	0.01	$248,468.55	3.375	03/07/2023	KEY
KeyBank NA Cleveland OH 3.400 5/20/2026	1,995,000.00	0.09	$1,901,508.92	3.400	05/20/2026	KEY
KeyBank NA Cleveland OH 6.950 2/1/2028	1,220,000.00	0.07	$1,451,236.97	6.950	02/01/2028	KEY
KFC Holding Co. Pizza Hut Holdings LLC Taco Bell of America LLC 5.250 6/1/2026	393,000.00	0.01	$388,087.50	5.250	06/01/2026	YUM
Kilroy Realty LP 3.450 12/15/2024	720,000.00	0.03	$691,898.04	3.450	12/15/2024	KRC
Kinder Morgan Energy Partners LP 5.000 10/1/2021	620,000.00	0.03	$644,241.88	5.000	10/01/2021	KMI
Kinder Morgan Energy Partners LP 6.850 2/15/2020	2,000,000.00	0.10	$2,106,748.00	6.850	02/15/2020	KMI
Kinder Morgan Energy Partners LP 9.000 2/1/2019	2,200,000.00	0.11	$2,274,485.40	9.000	02/01/2019	KMI
Kinder Morgan Inc. DE 9.750 10/26/2018	23,325.00	0.03	$808,677.75	4.875	10/26/2018	KMI
KKR 20 A	300,000.00	0.01	$300,662.40	n/a	10/16/2030	KKR
Knowles Corp. 3.250 11/1/2021	489,000.00	0.02	$545,985.12	3.250	11/01/2021	KN
Koppers Inc. 6.000 2/15/2025	60,000.00	0.00	$60,150.00	6.000	02/15/2025	KOP
KOREA DEVELOPMENT BANK 3.000 3/17/2019	850,000.00	0.04	$851,120.90	3.000	03/17/2019	KDB
Kraft Heinz Foods Co. 3.172 8/10/2022	300,000.00	0.01	$301,181.22	3.173	08/10/2022	KHC
Kraton Polymers LLC Kraton Polymers Capital Corp. 7.000 4/15/2025	120,000.00	0.00	$124,800.00	7.000	04/15/2025	KRA
Kraton Polymers LLC 3.500 3/8/2025	349,765.27	0.01	$349,765.27	4.401	03/08/2025	KRA
Kronos Inc. MA 3.000 11/1/2023	533,273.62	0.02	$533,212.83	5.357	11/01/2023	KRON
Kronos Inc. MA 9.250 10/20/2024	85,000.00	0.00	$88,081.25	10.608	10/20/2024	KRON
KRW/USD FWD 20180919	-128,438,975.00	-0.01	-$115,639.25	0.000	09/19/2018	KRC091918
KRW/USD JPM 08/10/18	-1,149,723,270.00	-0.06	-$1,033,486.99	0.000	08/10/2018	KWUSJ8108
KRW/USD UBS 08/10/18	-631,746,163.00	-0.03	-$567,877.03	0.000	08/10/2018	KWUSU8108
Kuwait International Government Bond 2.750 3/20/2022	3,400,000.00	0.16	$3,316,734.00	2.750	03/20/2022	KUWIB
KVK 2013-2A AR	1,649,532.55	0.08	$1,648,932.12	3.498	01/15/2026	KVK
L3 Technologies Inc. 3.850 6/15/2023	455,000.00	0.02	$454,405.18	3.850	06/15/2023	LLL
Lamar Media Corp. 3.570 2/16/2025	498,750.00	0.02	$498,750.00	3.875	02/16/2025	LAMR
Landwirtschaftliche Rentenbank 5.375 4/23/2024	648,000.00	0.02	$490,908.13	5.375	04/23/2024	RENTEN
Laredo Petroleum Inc. 6.250 3/15/2023	285,000.00	0.01	$286,781.25	6.250	03/15/2023	LPI
Las Vegas Sands LLC 1.750 3/29/2024	195,489.65	0.00	$194,402.14	3.730	03/29/2024	LVS
LATAM AIRLINES 4.200 11/15/2027	434,893.98	0.02	$413,497.20	4.200	11/15/2027	LATAIR
Lazard Group LLC 3.750 2/13/2025	2,100,000.00	0.09	$2,036,003.97	3.750	02/13/2025	LAZ
LBMLT 2006-1 2A4	3,390,314.69	0.14	$2,860,060.32	2.391	02/25/2036	LBMLT
LBMLT 2006-7 1A	3,185,641.31	0.10	$2,140,515.86	2.246	08/25/2036	LBMLT
LBUBS 2006-C6 AJ	642,514.46	0.02	$486,807.51	5.452	09/15/2039	LBUBS
LCH - IRS 1.798 8 30 22 5YR -1.798 8/30/2022	3,035,000.00	0.00	$128,280.24	-1.798	08/30/2022	/SWAP
LCH - IRS 1.976 4 27 22 5YR 1.976 4/27/2022	2,005,000.00	0.00	$65,021.87	-1.976	04/27/2022	/SWAP
LCH - IRS 2.680 1 30 28 10YR -2.680 1/30/2028	1,780,000.00	0.00	$36,320.53	-2.680	01/30/2028	/SWAP
LCH - IRS 2.899 4 24 23 5YR 2.899 4/24/2023	5,000,000.00	-0.01	-$4,564.85	-2.899	04/24/2023	/SWAP
LCH - IRS GBP 1.500 09-18-5Y CONTRACT SWCOIR -1.500 9/19/2023	26,700,000.00	-0.02	-$272,153.37	-1.500	09/19/2023	SWU00ON26
LCH - IRS USA30020 2.02650 06-15-22 CONTRACT SWCOIR -2.027 6/15/2022	1,400,000.00	0.00	$44,352.74	-2.027	06/15/2022	/SWAP
LCH - IRS USD 1.750 06-20-18-3Y CONTRACT SWCOIR -1.750 6/20/2021	17,800,000.00	0.02	$558,753.04	-1.750	06/20/2021	SWU00NM94
LCH - IRS USD 2.00 06-20-18-5Y CONTRACT SWCOIR -2.000 6/20/2023	2,500,000.00	0.00	$102,222.70	-2.000	06/20/2023	SWU00NBJ4
LCH - IRS USD 2.25 06-15-16-30Y CONTRACT SWCOIR -2.500 6/15/2046	16,600,000.00	0.06	$1,424,756.59	-2.500	06/15/2046	SWU00FAL7
LCH - IRS USD 2.25 12-16-15-7Y CONTRACT SWCOIR -1.968 12/16/2022	42,500,000.00	0.05	$1,119,027.42	0.085	12/16/2022	SWU00DAD0
LCH IRS JPY 0.300 03-20-18-10Y CONTRACT SWCOIR -0.300 3/20/2028	4,890,000,000.00	-0.02	-$244,732.76	-0.300	03/20/2028	SWU00MO45
LEASEPLAN Corp. NV 2.875 1/22/2019	1,600,000.00	0.07	$1,597,558.72	2.875	01/22/2019	LPTY
Lennox International Inc. 3.000 11/15/2023	710,000.00	0.03	$676,478.34	3.000	11/15/2023	LII
Level 3 Financing Inc. 5.375 5/1/2025	871,000.00	0.04	$840,515.00	5.375	05/01/2025	LVLT
LG&E & KU Energy LLC 3.750 11/15/2020	165,000.00	0.00	$166,298.39	3.750	11/15/2020	PPL
LG&E & KU Energy LLC 4.375 10/1/2021	1,555,000.00	0.07	$1,594,178.07	4.375	10/01/2021	PPL
LGATE 2006-1X A2A	1,608,164.16	0.10	$2,058,775.57	0.807	12/01/2060	LGATE
LGATE 2008-W1X A1	709,472.00	0.04	$919,249.90	1.323	01/01/2061	LGATE
Liberty Media Corp. 2.250 9/30/2046	103,000.00	0.00	$54,355.26	2.250	09/30/2046	LMCA
Liberty Mutual Group Inc. 4.950 5/1/2022	320,000.00	0.01	$332,719.07	4.950	05/01/2022	LIBMUT
Lifestorage LP CA 3.500 7/1/2026	695,000.00	0.03	$651,815.41	3.500	07/01/2026	LSI
Ligand Pharmaceuticals Inc. 0.750 5/15/2023	410,000.00	0.02	$425,088.41	0.750	05/15/2023	LGND
Lithia Motors Inc. 5.250 8/1/2025	345,000.00	0.01	$337,237.50	5.250	08/01/2025	LAD
Live Nation Entertainment Inc. 5.625 3/15/2026	215,000.00	0.01	$213,925.00	5.625	03/15/2026	LYV
Lloyds Bank PLC 12.000 6/16/2166	2,300,000.00	0.13	$2,824,708.20	12.000	06/16/2166	LLOYDS
Lloyds Banking Group PLC 3.130 6/21/2021	600,000.00	0.02	$600,072.84	3.141	06/21/2021	LLOYDS
Lloyds Banking Group PLC 7.000 12/29/2049	400,000.00	0.02	$539,015.99	7.000	12/29/2049	LLOYDS
Lloyds Banking Group PLC 7.500 4/30/2049	860,000.00	0.04	$875,480.00	7.500	04/30/2049	LLOYDS
Lloyds Banking Group PLC 7.625 12/29/2049	2,500,000.00	0.17	$3,615,491.42	7.625	12/29/2049	LLOYDS
Lloyds Banking Group PLC 7.875 12/29/2049	1,300,000.00	0.09	$1,996,616.78	7.875	12/29/2049	LLOYDS
LLOYDS TSB BANK PLC 2.400 3/17/2020	400,000.00	0.01	$395,038.60	2.400	03/17/2020	LLOYDS
LLOYDS TSB BANK PLC 2.700 8/17/2020	1,500,000.00	0.07	$1,482,714.45	2.700	08/17/2020	LLOYDS
LMT 2007-10 2A2	1,761,792.65	0.06	$1,304,110.46	6.500	01/25/2038	LMT
LONG GILT FUTURE Sep18	-26.00	-0.21	-$4,222,619.31	0.000	09/26/2018	G U8
Lowe's Cos Inc. 2.747 9/10/2019	520,000.00	0.02	$522,076.20	2.747	09/10/2019	LOW
Lowe's Cos Inc. 4.050 5/3/2047	170,000.00	0.00	$161,065.23	4.050	05/03/2047	LOW
LROCK 2014-2A AR	1,722,071.49	0.08	$1,721,696.08	3.655	04/18/2026	LROCK
Lucid Energy Group II Borrower LLC 4.773 2/18/2025	927,675.00	0.04	$920,717.44	5.085	02/18/2025	LUENGR
LUX HOLDCO III 4.820 2/15/2025	222,600.00	0.01	$222,739.13	5.099	02/15/2025	ICLIT
MALAYSIAN RINGGIT	27.50	n/a	$6.81	0.000	-	RIGGIT
MALT 2004-3 8A1	2,384.45	0.00	$2,532.04	7.000	04/25/2034	MALT
MALT 2004-5 6A1	36,337.09	0.00	$37,915.16	7.000	06/25/2034	MALT
MANSD 2007-1X A2	765,326.11	0.04	$977,417.90	0.965	04/15/2047	MANSD
Manufacturers & Traders Trust Co. 2.050 8/17/2020	485,000.00	0.02	$474,026.15	2.050	08/17/2020	MTB
Maple Escrow Subsidiary Inc. 4.057 5/25/2023	565,000.00	0.02	$567,725.50	4.057	05/25/2023	MAPLEE
Marathon Oil Corp. 2.800 11/1/2022	115,000.00	0.00	$110,342.79	2.800	11/01/2022	MRO
MARATHON OIL CORP. 5.200 6/1/2045	1,215,000.00	0.06	$1,282,875.85	5.200	06/01/2045	MRO
Marfrig Holdings Europe BV 8.000 6/8/2023	935,000.00	0.04	$950,193.75	8.000	06/08/2023	MRFGBZ
Marketo Inc. 5.020 2/7/2025	112,000.00	0.00	$111,206.70	5.613	02/07/2025	MARINC
MARKIT CMBX.NA.BBB-.6	1,200,000.00	-0.01	-$124,485.35	3.000	05/11/2063	/CMBX
MARKIT CMBX.NA.BBB-.6	600,000.00	-0.01	-$62,242.67	3.000	05/11/2063	/CMBX
MARM 2004-4 4A1	82,550.34	0.00	$82,218.84	3.798	05/25/2034	MARM
MARNR 2018-5A A	1,800,000.00	0.08	$1,793,799.00	3.324	04/25/2031	MARNR
Marriott International Inc. MD 4.500 10/1/2034	160,000.00	0.00	$159,896.30	4.500	10/01/2034	MAR
Martin Marietta Materials Inc. 4.250 12/15/2047	680,000.00	0.02	$591,165.82	4.250	12/15/2047	MLM
Marvell Technology Group Ltd. 4.875 6/22/2028	785,000.00	0.03	$780,371.56	4.875	06/22/2028	MRVL
MASCO CORP. 5.950 3/15/2022	304,000.00	0.01	$325,396.92	5.950	03/15/2022	MAS
MASTER REPURCHASE AGREEMENT 1.991 7/2/2018	27,404,694.71	1.34	$27,404,694.71	1.991	07/02/2018	0702KREPO
MBMOT 2016-BA A	1,021,000.00	0.05	$1,025,851.89	2.773	05/17/2021	MBMOT
MBMOT 2018-BA A	600,000.00	0.02	$600,297.30	2.274	05/15/2023	MBMOT
MCDONALD'S CORP. 2.759 10/28/2021	2,600,000.00	0.12	$2,611,493.30	2.759	10/28/2021	MCD
MCLO 2013-5A A1R	1,100,000.00	0.05	$1,099,859.20	3.201	11/21/2027	MCLO
Medicines Co. 2.750 7/15/2023	923,000.00	0.04	$932,673.04	2.750	07/15/2023	MDCO
MetLife Capital Trust IV 7.875 12/15/2037	300,000.00	0.01	$373,476.00	7.875	12/15/2037	MET
MetLife Inc. 9.250 4/8/2038	1,100,000.00	0.07	$1,496,000.00	9.250	04/08/2038	MET
MEXICAN BONOS 6.500 6/9/2022	8,626,000.00	0.02	$417,057.07	6.500	06/09/2022	MBONO
MEXICAN PESO	1,019,625.39	0.00	$51,340.01	0.000	-	PESOS
Mexichem SAB de CV 5.500 1/15/2048	915,000.00	0.03	$800,679.90	5.500	01/15/2048	MXCHF
Mexico Government International Bond 4.150 3/28/2027	200,000.00	0.00	$197,400.00	4.150	03/28/2027	MEX
Mexico Government International Bond 4.350 1/15/2047	600,000.00	0.02	$537,600.00	4.350	01/15/2047	MEX
MEXICO LA SP 5YR CDS 12 20 2019-JPM F 1.000000 ACT 360 Quarterly 20191220 PU 1.000 12/20/2019	7,100,000.00	0.00	$39,268.25	1.000	12/20/2019	SWPC06SV6
MGM Growth Properties Operating Partnership LP 2.000 3/19/2025	801,438.08	0.03	$801,604.78	4.013	03/19/2025	MGMGPO
MGM MIRAGE INC. 5.250 3/31/2020	200,000.00	0.01	$204,250.00	5.250	03/31/2020	MGM
MGM Resorts International 5.750 6/15/2025	270,000.00	0.01	$271,012.50	5.750	06/15/2025	MGM
MGM Resorts International 6.625 12/15/2021	300,000.00	0.01	$316,500.00	6.625	12/15/2021	MGM
MGM Resorts International 6.750 10/1/2020	700,000.00	0.03	$735,000.00	6.750	10/01/2020	MGM
MHP Lux S.A. 6.950 4/3/2026	455,000.00	0.02	$427,001.58	6.950	04/03/2026	MHPSA
MHP SE 7.750 5/10/2024	520,000.00	0.02	$522,308.80	7.750	05/10/2024	MHPSA
Microchip Technology Inc. 1.625 2/15/2027	631,000.00	0.03	$736,460.29	1.625	02/15/2027	MCHP
Microchip Technology Inc. 2.000 5/24/2025	890,000.00	0.04	$892,225.00	3.970	05/24/2025	MCHP
Microchip Technology Inc. 3.922 6/1/2021	395,000.00	0.01	$395,896.06	3.922	06/01/2021	MCHP
Microchip Technology Inc. 4.333 6/1/2023	690,000.00	0.03	$691,698.30	4.333	06/01/2023	MCHP
MIDO 2018-8A A1	1,750,000.00	0.08	$1,750,175.00	3.036	02/20/2031	MIDO
MIRANT 2.50% CNV (ESCROW)	115,000.00	0.00	$0.00	0.000	-	6046759B6
Mississippi Power Co. 3.950 3/30/2028	795,000.00	0.03	$788,461.20	3.950	03/30/2028	SO
MITSUBISHI UFJ FINANCIAL GR 2.190 9/13/2021	2,350,000.00	0.11	$2,257,331.75	2.190	09/13/2021	MUFG
Mitsubishi UFJ Financial Group Inc. 3.393 9/13/2021	1,600,000.00	0.07	$1,623,598.08	3.393	09/13/2021	MUFG
MIZUHO BANK 2.400 3/26/2020	1,100,000.00	0.05	$1,084,175.18	2.400	03/26/2020	MIZUHO
MIZUHO BANK 2.450 4/16/2019	600,000.00	0.02	$598,208.94	2.450	04/16/2019	MIZUHO
Mizuho Financial Group Inc. 3.473 9/13/2021	1,900,000.00	0.09	$1,929,178.87	3.473	09/13/2021	MIZUHO
MLMI 2004-A1 2A2	5,791.43	0.00	$5,811.03	3.679	02/25/2034	MLMI
MLMI 2006-FF1 M2	1,216,803.73	0.05	$1,217,032.25	2.381	08/25/2036	MLMI
MNCLO 2018-1A A1	5,100,000.00	0.25	$5,095,945.50	3.240	01/25/2028	MNCLO
Mongolia Government International Bond 5.625 5/1/2023	890,000.00	0.04	$844,595.76	5.625	05/01/2023	MONGOL
Morgan Stanley 2.500 4/21/2021	3,500,000.00	0.16	$3,419,526.60	2.500	04/21/2021	MS
Morgan Stanley 2.902 2/10/2021	3,000,000.00	0.14	$3,006,581.70	2.903	02/10/2021	MS
Morgan Stanley 3.125 1/23/2023	400,000.00	0.01	$390,541.84	3.125	01/23/2023	MS
Morgan Stanley 3.125 8/5/2021	387,000.00	0.01	$295,988.10	3.125	08/05/2021	MS
Morgan Stanley 3.583 5/8/2024	875,000.00	0.04	$884,339.05	3.583	05/08/2024	MS
Morgan Stanley 3.737 4/24/2024	4,650,000.00	0.22	$4,625,662.37	3.737	04/24/2024	MS
Morgan Stanley 5.000 11/24/2025	1,010,000.00	0.05	$1,048,282.54	5.000	11/24/2025	MS
Morgan Stanley 5.000 9/30/2021	359,000.00	0.01	$281,392.00	5.000	09/30/2021	MS
Morgan Stanley 5.500 1/26/2020	915,000.00	0.04	$946,972.02	5.500	01/26/2020	MS
Morgan Stanley 5.550 12/29/2049	240,000.00	0.01	$247,668.00	0.000	12/29/2049	MS
MORGAN STANLEY DEAN WITTER 7.300 5/13/2019	2,200,000.00	0.11	$2,280,831.96	7.300	05/13/2019	MS
MP7 2015-1A A1R	2,500,000.00	0.12	$2,499,315.00	3.195	04/18/2027	MP7
MPH Acquisition Holdings LLC 4.000 6/7/2023	1,493,783.90	0.07	$1,488,065.69	5.052	06/07/2023	MLTPLN
MPH Acquisition Holdings LLC 7.125 6/1/2024	330,000.00	0.01	$339,075.00	7.125	06/01/2024	MLTPLN
MPLX LP 4.000 3/15/2028	555,000.00	0.02	$528,923.05	4.000	03/15/2028	MPLX
MPLX LP 4.500 4/15/2038	115,000.00	0.00	$106,487.08	4.500	04/15/2038	MPLX
MPLX LP 4.875 12/1/2024	1,795,000.00	0.09	$1,852,282.40	4.875	12/01/2024	MPLX
MSAC 2007-HE1 A2C	5,377,162.73	0.18	$3,679,477.92	2.241	11/25/2036	MSAC
MSAC 2007-HE5 A2D	3,626,092.91	0.09	$2,016,557.29	2.431	03/25/2037	MSAC
MSBAM 2015-C26 A5	820,000.00	0.03	$813,749.80	3.531	10/15/2048	MSBAM
MSBAM 2015-C27 ASB	2,200,000.00	0.10	$2,220,124.06	3.557	12/15/2047	MSBAM
MSBAM 2016-C29 A4	795,000.00	0.03	$773,645.35	3.325	05/15/2049	MSBAM
MSC 2014-CPT AM	2,200,000.00	0.10	$2,195,634.76	3.516	07/13/2029	MSC
MSC 2016-BNK2 A4	2,066,000.00	0.09	$1,966,523.96	3.049	11/15/2049	MSC
MSCI Inc. 5.375 5/15/2027	245,000.00	0.01	$245,612.50	5.375	05/15/2027	MSCI
MUNI ELEC AUTH OF GEORGIA 6.655 4/1/2057	1,797,000.00	0.11	$2,255,001.39	6.655	04/01/2057	MELPWR
Municipality Finance PLC 2.533 2/7/2020	485,000.00	0.02	$486,261.00	2.533	02/07/2020	KUNTA
Murphy Oil Corp. 6.875 8/15/2024	525,000.00	0.02	$552,562.50	6.875	08/15/2024	MUR
Murphy Oil USA Inc. 6.000 8/15/2023	895,000.00	0.04	$919,612.50	6.000	08/15/2023	MUSA
MVW 2015-10A AR	2,000,000.00	0.09	$1,998,194.00	3.162	10/13/2027	MVW
MXN/USD BNP 08/10/18	3,079,632.00	0.00	$154,008.24	0.000	08/10/2018	MXUSI8108
MXN/USD FWD 20180827	754,000.00	0.00	$37,600.13	0.000	08/27/2018	MXC082718
Mylan Inc. 4.550 4/15/2028	705,000.00	0.03	$690,038.63	4.550	04/15/2028	MYL
Myriad International Holdings BV 4.850 7/6/2027	570,000.00	0.02	$559,330.74	4.850	07/06/2027	NPNSJ
Nabors Industries Inc. 5.750 2/1/2025	315,000.00	0.01	$298,462.50	5.750	02/01/2025	NBR
National Rural Utilities Cooperative Finance Corp. 4.750 4/30/2043	1,195,000.00	0.05	$1,217,623.26	4.750	04/30/2043	NRUC
National Rural Utilities Cooperative Finance Corp. 5.250 4/20/2046	865,000.00	0.04	$889,833.46	5.250	04/20/2046	NRUC
Nationwide Building Society 10.250 6/20/2166	625,000.00	0.06	$1,352,743.75	10.250	06/20/2166	NWIDE
Nationwide Building Society 3.766 3/8/2024	800,000.00	0.03	$783,948.56	3.766	03/08/2024	NWIDE
Nationwide Building Society 4.125 10/18/2032	1,740,000.00	0.07	$1,596,036.58	4.125	10/18/2032	NWIDE
NAVIENT CORP. 4.875 6/17/2019	400,000.00	0.01	$402,500.00	4.875	06/17/2019	NAVI
NAVIENT CORP. 5.500 1/15/2019	2,700,000.00	0.13	$2,724,975.00	5.500	01/15/2019	NAVI
NAVIENT CORP. 8.000 3/25/2020	200,000.00	0.01	$211,500.00	8.000	03/25/2020	NAVI
NAVMT 2016-1 A	525,000.00	0.02	$526,298.01	3.441	09/27/2021	NAVMT
NAVSL 2016-5A A	156,708.93	0.00	$160,826.60	3.341	06/25/2065	NAVSL
NBCUniversal Media LLC 5.150 4/30/2020	900,000.00	0.04	$930,230.73	5.150	04/30/2020	CMCSA
NCHET 2005-1 M2	233,599.48	0.01	$223,808.34	2.811	03/25/2035	NCHET
NCI Building Systems Inc. 3.760 1/26/2025	862,837.50	0.04	$860,949.61	3.980	01/26/2025	NCS
Nederlandse Waterschapsbank NV 2.361 3/15/2019	1,500,000.00	0.07	$1,500,282.90	2.361	03/15/2019	NEDWBK
Neurocrine Biosciences Inc. 2.250 5/15/2024	607,000.00	0.04	$877,559.93	2.250	05/15/2024	NBIX
Nevada Power Co. 2.750 4/15/2020	970,000.00	0.04	$968,920.00	2.750	04/15/2020	BRKHEC
New Enterprise Stone & Lime Co. Inc. 10.125 4/1/2022	405,000.00	0.02	$432,337.50	10.125	04/01/2022	NEENST
New Jersey Transportation Trust Fund Authority 5.754 12/15/2028	1,590,000.00	0.08	$1,768,223.10	5.754	12/15/2028	NJSTRN
New Mountain Finance Corp. 5.000 6/15/2019	500,000.00	0.02	$509,420.50	5.000	06/15/2019	NMFC
New South Wales Treasury Corp. 4.000 5/20/2026	404,900.00	0.01	$325,266.90	4.000	05/20/2026	NSWTC
NEW TURKISH LIRA	27,952.79	0.00	$6,084.83	0.000	-	TURKYLIRA
New York and Presbyterian Hospital 4.063 8/1/2056	690,000.00	0.03	$682,489.63	4.063	08/01/2056	NYPRES
New York City Transitional Finance Authority Future Tax Secured Revenue 5.508 8/1/2037	700,000.00	0.04	$830,711.00	5.508	08/01/2037	NYCGEN
New York State Electric & Gas Corp. 3.250 12/1/2026	1,015,000.00	0.04	$974,943.43	3.250	12/01/2026	AGR
New York State Urban Development Corp. 5.770 3/15/2039	800,000.00	0.04	$937,248.00	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	3,936.77	0.00	$2,666.38	0.000	-	NEWZEALND
Newfield Exploration Co. 5.750 1/30/2022	265,000.00	0.01	$277,256.25	5.750	01/30/2022	NFX
Newfoundland & Labrador Hydro 3.600 12/1/2045	100,000.00	0.00	$81,007.87	3.600	12/01/2045	NFLAB
Nexa Resources S.A. 5.375 5/4/2027	535,000.00	0.02	$520,287.50	5.375	05/04/2027	NEXA
Nexstar Broadcasting Inc. 5.625 8/1/2024	330,000.00	0.01	$318,862.50	5.625	08/01/2024	NXST
NextEra Energy Capital Holdings Inc. 2.700 9/15/2019	450,000.00	0.02	$447,867.86	2.700	09/15/2019	NEE
NFP Corp. 4.904 1/8/2024	901,184.96	0.04	$896,679.04	4.980	01/08/2024	NFP
NFP Corp. 6.875 7/15/2025	964,000.00	0.04	$949,540.00	6.875	07/15/2025	NFP
Nielsen Co. Luxembourg SARL 5.000 2/1/2025	790,000.00	0.03	$754,450.00	5.000	02/01/2025	NLSN
Nielsen Finance LLC 2.000 10/4/2023	807,959.71	0.03	$808,363.69	4.046	10/04/2023	NLSN
Nigeria Government International Bond 7.875 2/16/2032	1,000,000.00	0.04	$983,560.00	7.875	02/16/2032	NGERIA
NiSource Inc. 5.650 12/29/2049	1,035,000.00	0.05	$1,028,531.25	5.650	12/29/2049	NI
Noble Energy Inc. 4.950 8/15/2047	115,000.00	0.00	$115,471.87	4.950	08/15/2047	NBL
Noble Energy Inc. 5.050 11/15/2044	250,000.00	0.01	$250,559.73	5.050	11/15/2044	NBL
NOK/USD BNP 08/10/18	-3,346,592.19	-0.03	-$411,618.55	0.000	08/10/2018	NKUSI8108
Northrop Grumman Corp. 2.550 10/15/2022	1,380,000.00	0.06	$1,330,171.10	2.550	10/15/2022	NOC
NORTHROP GRUMMAN CORP. 3.250 8/1/2023	490,000.00	0.02	$484,833.54	3.250	08/01/2023	NOC
NORWEGIAN KRONE	3.83	n/a	$0.47	0.000	-	NOKKRONER
NOVA Chemicals Corp. 5.000 5/1/2025	526,000.00	0.02	$499,700.00	5.000	05/01/2025	NCX
NOVA Chemicals Corp. 5.250 6/1/2027	180,000.00	0.00	$168,187.50	5.250	06/01/2027	NCX
Novelis Corp. 6.250 8/15/2024	280,000.00	0.01	$280,700.00	6.250	08/15/2024	HNDLIN
Novellus Systems Inc. 2.625 5/15/2041	130,000.00	0.03	$675,079.60	2.625	05/15/2041	LRCX
Novolipetsk Steel Via Steel Funding DAC 4.000 9/21/2024	715,000.00	0.03	$668,276.18	4.000	09/21/2024	NLMKRU
NRG Energy Inc. 2.750 6/1/2048	732,000.00	0.03	$708,868.80	2.750	06/01/2048	NRG
NRZT 2018-RPL1 A1	416,951.77	0.02	$414,372.92	3.500	12/25/2057	NRZT
NuStar Logistics LP 5.625 4/28/2027	285,000.00	0.01	$276,806.25	5.625	04/28/2027	NSUS
NUVEEN FINANCE LLC 2.950 11/1/2019	1,130,000.00	0.05	$1,125,924.99	2.950	11/01/2019	TIAAGL
NUVEEN FINANCE LLC 4.125 11/1/2024	770,000.00	0.03	$766,500.81	4.125	11/01/2024	TIAAGL
NV Energy Inc. 6.250 11/15/2020	935,000.00	0.04	$999,037.59	6.250	11/15/2020	BRKHEC
Nvent Finance Sarl 3.950 4/15/2023	475,000.00	0.02	$470,440.29	3.950	04/15/2023	NVT
Nvent Finance Sarl 4.550 4/15/2028	2,210,000.00	0.10	$2,171,773.19	4.550	04/15/2028	NVT
NXP BV NXP Funding LLC 4.625 6/1/2023	575,000.00	0.02	$583,165.00	4.625	06/01/2023	NXPI
NZD/USD BOA 08/10/18	-2,047,738.29	-0.07	-$1,386,982.29	0.000	08/10/2018	NZUSF8108
OAKC 2014-10A AR	1,000,000.00	0.04	$999,479.00	3.489	07/20/2026	OAKC
OAKCL 2014-1A A1R	250,000.00	0.01	$251,350.00	3.645	05/13/2029	OAKCL
Oasis Petroleum Inc. 6.250 5/1/2026	260,000.00	0.01	$262,925.00	6.250	05/01/2026	OAS
Occidental Petroleum Corp. 4.200 3/15/2048	1,400,000.00	0.06	$1,397,009.88	4.200	03/15/2048	OXY
OCI Partners LP 6.070 2/16/2025	165,000.00	0.00	$166,031.25	6.302	02/16/2025	OCIP
OCP 2015-10A A1R	3,200,000.00	0.15	$3,198,300.80	3.182	10/26/2027	OCP
OCP 2015-9A A1R	2,100,000.00	0.10	$2,094,611.40	3.148	07/15/2027	OCP
OCP 2017-13A A1A	1,000,000.00	0.04	$1,001,991.00	3.608	07/15/2030	OCP
OCP S.A. 4.500 10/22/2025	980,000.00	0.04	$935,486.44	4.500	10/22/2025	OCPMR
OCP S.A. 6.875 4/25/2044	210,000.00	0.01	$221,353.44	6.875	04/25/2044	OCPMR
OCT19 2014-1A AR	1,000,000.00	0.04	$999,494.00	3.448	04/15/2026	OCT19
Oesterreichische Kontrollbank AG 2.875 3/13/2023	280,000.00	0.01	$278,966.77	2.875	03/13/2023	OKB
OFSBS 2014-6A A1R	2,400,000.00	0.11	$2,398,783.20	2.998	03/20/2025	OFSBS
OFSBS 2014-7A AR	2,100,000.00	0.10	$2,099,149.50	3.255	10/18/2026	OFSBS
Olin Corp. 5.125 9/15/2027	360,000.00	0.01	$351,000.00	5.125	09/15/2027	OLN
ON Semiconductor Corp. 1.000 12/1/2020	295,000.00	0.01	$388,833.90	1.000	12/01/2020	ON
ON Semiconductor Corp. 1.750 3/31/2023	842,376.66	0.04	$842,961.27	1.750	03/31/2023	ON
ONCOR ELEC DELIVERY Co. LLC 0% CP 24 07 2018 0.000 7/24/2018	10,000,000.00	0.49	$9,983,854.00	2.354	07/24/2018	68236GGQ4
ONEOK Inc. 4.550 7/15/2028	775,000.00	0.03	$783,037.84	4.550	07/15/2028	OKE
ONEOK Inc. 7.500 9/1/2023	1,485,000.00	0.08	$1,703,220.90	7.500	09/01/2023	OKE
OOMLT 2005-1 M1	2,155,252.23	0.10	$2,085,204.16	2.871	02/25/2035	OOMLT
OOMLT 2007-4 2A4	6,854,503.66	0.21	$4,353,779.20	2.401	04/25/2037	OOMLT
OPMAC 2006-1 2A1	368,903.04	0.01	$369,645.01	5.750	04/25/2036	OPMAC
Oracle Corp. 2.500 5/15/2022	1,200,000.00	0.05	$1,168,772.88	2.500	05/15/2022	ORCL
Oracle Corp. 2.841 10/8/2019	940,000.00	0.04	$945,922.85	2.841	10/08/2019	ORCL
ORIX CORP. 3.200 1/19/2022	500,000.00	0.02	$492,798.50	3.200	01/19/2022	ORIX
OZLM 2014-9A A1R	1,800,000.00	0.08	$1,799,436.60	3.579	01/20/2027	OZLM
OZLM 2018-18A A	1,350,000.00	0.06	$1,340,483.85	3.350	04/15/2031	OZLM
PACCAR Financial Corp. 2.914 12/6/2018	835,000.00	0.04	$836,940.71	2.914	12/06/2018	PCAR
Pacira Pharmaceuticals Inc. DE 2.375 4/1/2022	826,000.00	0.03	$769,722.14	2.375	04/01/2022	PCRX
Panda Hummel 7.000 10/27/2022	169,000.00	0.00	$165,478.89	7.980	10/27/2022	PANTMP
Panda Stonewall LLC 6.500 11/13/2021	290,313.74	0.01	$287,410.60	7.802	11/13/2021	GRESTO
Paratek Pharmaceuticals Inc. 4.750 5/1/2024	788,000.00	0.03	$764,070.80	4.750	05/01/2024	PRTK
Parker-Hannifin Corp. 3.300 11/21/2024	65,000.00	0.00	$64,050.47	3.300	11/21/2024	PH
PDC Energy Inc. 1.125 9/15/2021	698,000.00	0.03	$732,584.50	1.125	09/15/2021	PDCE
Pedernales Electric Cooperative Inc. 6.202 11/15/2032	620,000.00	0.03	$685,325.31	6.202	11/15/2032	PEDELC
Penn National Gaming Inc. 3.250 1/13/2024	731,587.50	0.03	$734,788.20	4.480	01/13/2024	PENN
Penn National Gaming Inc. 5.625 1/15/2027	505,000.00	0.02	$477,225.00	5.625	01/15/2027	PENN
Pennsylvania Electric Co. 5.200 4/1/2020	280,000.00	0.01	$287,731.44	5.200	04/01/2020	FE
Penske Automotive Group Inc. 5.500 5/15/2026	240,000.00	0.01	$235,800.00	5.500	05/15/2026	PAG
Penske Truck Leasing Co. Lp PTL Finance Corp. 3.300 4/1/2021	435,000.00	0.02	$431,848.12	3.300	04/01/2021	PENSKE
Penske Truck Leasing Co. Lp PTL Finance Corp. 3.950 3/10/2025	1,000,000.00	0.04	$989,596.60	3.950	03/10/2025	PENSKE
Penske Truck Leasing Co. Lp PTL Finance Corp. 4.200 4/1/2027	810,000.00	0.03	$799,423.18	4.200	04/01/2027	PENSKE
Pernod Ricard S.A. 4.450 1/15/2022	1,410,000.00	0.07	$1,450,576.98	4.450	01/15/2022	RIFP
Pertamina Persero PT 4.875 5/3/2022	525,000.00	0.02	$534,401.70	4.875	05/03/2022	PERTIJ
Pertamina Persero PT 5.625 5/20/2043	255,000.00	0.01	$242,577.93	5.625	05/20/2043	PERTIJ
Perusahaan Gas Negara Persero Tbk 5.125 5/16/2024	615,000.00	0.03	$624,598.92	5.125	05/16/2024	PGASIJ
Perusahaan Listrik Negara PT 4.125 5/15/2027	300,000.00	0.01	$277,595.67	4.125	05/15/2027	PLNIJ
Perusahaan Listrik Negara PT 5.250 5/15/2047	410,000.00	0.01	$372,123.63	5.250	05/15/2047	PLNIJ
Peruvian Government International Bond 6.850 2/12/2042	5,088,000.00	0.08	$1,641,327.76	6.850	02/12/2042	PERU
Petkim Petrokimya Holding AS 5.875 1/26/2023	675,000.00	0.03	$615,784.95	5.875	01/26/2023	PETKM
Petrobras Global Finance BV 5.999 1/27/2028	5,191,000.00	0.23	$4,706,939.25	5.999	01/27/2028	PETBRA
Petrobras Global Finance BV 6.125 1/17/2022	170,000.00	0.00	$173,315.00	6.125	01/17/2022	PETBRA
PETROBRAS GLOBAL FINANCE BV 6.850 6/5/2115	1,700,000.00	0.07	$1,434,800.00	6.850	06/05/2115	PETBRA
PETROBRAS GLOBAL FINANCE BV 7.250 3/17/2044	600,000.00	0.02	$557,250.00	7.250	03/17/2044	PETBRA
Petrobras Global Finance BV 7.375 1/17/2027	385,000.00	0.01	$385,481.25	7.375	01/17/2027	PETBRA
Petroleos Mexicanos 5.977 3/11/2022	110,000.00	0.00	$117,700.00	5.977	03/11/2022	PEMEX
Petroleos Mexicanos 6.500 3/13/2027	390,000.00	0.01	$399,457.50	6.500	03/13/2027	PEMEX
Petroleos Mexicanos 6.750 9/21/2047	460,000.00	0.02	$438,380.00	6.750	09/21/2047	PEMEX
PFSFC 2018-A A	445,000.00	0.02	$444,581.26	2.319	02/15/2022	PFSFC
PharMerica Corp. 9.083 9/26/2025	280,000.00	0.01	$279,650.00	9.796	09/26/2025	PMC
PHEAA 2006-2 A3	617,760.29	0.03	$613,145.62	2.490	10/25/2036	PHEAA
Phoenix Services Merger Sub LLC 5.510 1/30/2025	334,162.50	0.01	$336,459.87	5.751	01/30/2025	PHOSER
Phosagro OAO via Phosagro Bond Funding DAC 3.950 11/3/2021	955,000.00	0.04	$931,646.43	3.950	11/03/2021	PHORRU
Pisces Midco Inc. 3.750 3/29/2025	487,000.00	0.02	$487,151.94	3.750	03/29/2025	PGEM
Plastipak Holdings Inc. 2.500 10/14/2024	756,700.00	0.03	$754,098.47	4.490	10/14/2024	PLASPK
PLN/USD JPM 08/10/18	-1,265,105.22	-0.02	-$337,961.97	0.000	08/10/2018	PZUSJ8108
PNC Bank NA 2.450 11/5/2020	250,000.00	0.01	$245,784.65	2.450	11/05/2020	PNC
PNC BANK NA 2.700 11/1/2022	500,000.00	0.02	$480,781.55	2.700	11/01/2022	PNC
PNC Bank NA 2.866 7/27/2022	1,000,000.00	0.04	$1,003,542.80	2.866	07/27/2022	PNC
PNC Financial Services Group Inc. 5.000 12/29/2049	1,100,000.00	0.05	$1,093,125.00	5.000	12/29/2049	PNC
POLISH ZLOTY	66,812.03	0.00	$17,837.23	0.000	-	POLZLOTY
PolyOne Corp. 5.250 3/15/2023	530,000.00	0.02	$541,925.00	5.250	03/15/2023	POL
Popular Inc. 7.000 7/1/2019	645,000.00	0.03	$657,900.00	7.000	07/01/2019	BPOP
PQ Corp. 4.244 2/8/2025	1,538,656.50	0.07	$1,537,534.82	4.480	02/08/2025	PQCOR
Precision Drilling Corp. 7.125 1/15/2026	165,000.00	0.00	$169,867.50	7.125	01/15/2026	PDCN
Precision Drilling Corp. 7.750 12/15/2023	235,000.00	0.01	$248,512.50	7.750	12/15/2023	PDCN
Prestige Brands Inc. 2.000 1/26/2024	514,697.44	0.02	$513,625.33	3.980	01/26/2024	PBH
Prime Security Services Borrower LLC Prime Finance Inc. 9.250 5/15/2023	440,000.00	0.02	$470,800.00	9.250	05/15/2023	PRSESE
PROS Holdings Inc. 2.000 6/1/2047	775,000.00	0.03	$766,803.60	2.000	06/01/2047	PRO
Province of New Brunswick Canada 2.500 12/12/2022	300,000.00	0.01	$292,009.38	2.500	12/12/2022	NBRNS
Province of Ontario Canada 2.600 6/2/2027	203,000.00	0.00	$151,859.72	2.600	06/02/2027	ONT
Province of Ontario Canada 3.450 6/2/2045	551,000.00	0.02	$452,916.84	3.450	06/02/2045	ONT
Province of Quebec Canada 1.650 3/3/2022	419,000.00	0.01	$311,659.64	1.650	03/03/2022	Q
Province of Quebec Canada 2.750 4/12/2027	1,805,000.00	0.08	$1,738,293.70	2.750	04/12/2027	Q
Province of Quebec Canada 6.000 10/1/2029	155,000.00	0.00	$153,123.00	6.000	10/01/2029	Q
Provincia de Cordoba 7.125 8/1/2027	675,000.00	0.02	$554,343.75	7.125	08/01/2027	PDCAR
Provincia de Cordoba 7.450 9/1/2024	395,000.00	0.01	$355,661.95	7.450	09/01/2024	PDCAR
Prudential Financial Inc. 5.375 5/15/2045	765,000.00	0.03	$763,087.50	5.375	05/15/2045	PRU
PSEG Power LLC 3.850 6/1/2023	1,125,000.00	0.05	$1,120,702.16	3.850	06/01/2023	PEG
PSNH 2018-1 A3	705,000.00	0.03	$710,755.90	3.814	02/01/2035	PSNH
Public Service Co. of New Hampshire 3.500 11/1/2023	635,000.00	0.03	$635,130.24	3.500	11/01/2023	ES
Public Service Co. of Oklahoma 5.150 12/1/2019	645,000.00	0.03	$662,277.94	5.150	12/01/2019	AEP
Puget Energy Inc. 6.500 12/15/2020	3,800,000.00	0.19	$4,071,546.48	6.500	12/15/2020	PSD
PulteGroup Inc. 5.000 1/15/2027	75,000.00	0.00	$71,531.25	5.000	01/15/2027	PHM
Qatar Government International Bond 3.875 4/23/2023	777,000.00	0.03	$777,882.67	3.875	04/23/2023	QATAR
Qatar Government International Bond 5.103 4/23/2048	2,200,000.00	0.10	$2,198,306.00	5.103	04/23/2048	QATAR
QEP Resources Inc. 5.250 5/1/2023	565,000.00	0.02	$555,112.50	5.250	05/01/2023	QEP
QNB Finance Ltd. 2.750 10/31/2018	300,000.00	0.01	$299,905.50	2.750	10/31/2018	QNBK
QTS Realty Trust Inc. 6.500 12/31/2049	7,013.00	0.03	$704,876.63	6.500	12/31/2049	QTS
Queensland Treasury Corp. 2.750 8/20/2027	446,000.00	0.01	$322,490.67	2.750	08/20/2027	QTC
Queensland Treasury Corp. 3.250 7/21/2028	495,000.00	0.01	$371,262.44	3.250	07/21/2028	QTC
Quotient Technology Inc. 1.750 12/1/2022	547,000.00	0.02	$566,986.29	1.750	12/01/2022	QUOT
RAAC 2005-SP2 2A	466,779.94	0.02	$421,166.06	2.391	06/25/2044	RAAC
Radiate Holdco LLC 3.750 2/1/2024	1,094,750.00	0.05	$1,077,955.44	4.980	02/01/2024	RADIAT
RAMP 2007-RZ1 A2	399,891.99	0.01	$396,735.36	2.251	02/25/2037	RAMP
Rede D'or Finance Sarl 4.950 1/17/2028	945,000.00	0.04	$844,003.13	4.950	01/17/2028	RDEDOR
Regency Energy Partners LP Regency Energy Finance Corp. 5.750 9/1/2020	400,000.00	0.02	$415,907.76	5.750	09/01/2020	ETP
Regions Bank Birmingham AL 2.250 9/14/2018	345,000.00	0.01	$344,851.44	2.250	09/14/2018	RF
Regions Financial Corp. 2.750 8/14/2022	430,000.00	0.02	$415,158.08	2.750	08/14/2022	RF
Republic of Angola 8.754 12/16/2023	1,271,875.00	0.05	$1,151,046.88	8.747	12/16/2023	ANGOL
Republic of Poland Government Bond 2.500 1/25/2023	634,000.00	0.00	$170,160.11	2.500	01/25/2023	POLGB
Republic of Poland Government Bond 3.250 7/25/2025	1,087,000.00	0.01	$295,412.45	3.250	07/25/2025	POLGB
Republic of South Africa Government Bond 8.750 1/31/2044	31,443,000.00	0.10	$2,097,286.50	8.750	01/31/2044	SAGB
Republic of South Africa Government International Bond 5.875 6/22/2030	780,000.00	0.03	$775,463.52	5.875	06/22/2030	SOAF
REPURCHASE AGREEMENT 2.090 7/3/2018	67,500,000.00	3.31	$67,500,000.00	2.090	07/03/2018	UTPA57LP7
REPURCHASE AGREEMENT 2.170 7/2/2018	66,300,000.00	3.25	$66,300,000.00	2.170	07/02/2018	UTRA57HG0
Reynolds American Inc. 4.000 6/12/2022	900,000.00	0.04	$906,404.58	4.000	06/12/2022	BATSLN
RFMSI 2004-S9 2A1	23,376.99	0.00	$23,391.23	4.750	12/25/2019	RFMSI
Ring Container Technologies Group LLC 4.083 9/29/2024	472,712.29	0.02	$470,939.62	4.730	09/29/2024	RNGCON
Rio Energy S.A. UGEN S.A. UENSA S.A. 6.875 2/1/2025	880,000.00	0.03	$734,800.00	6.875	02/01/2025	MSUNRG
Rio Oil Finance Trust Series 2014-1 9.250 7/6/2024	170,328.45	0.00	$183,103.08	9.250	07/06/2024	RIOOIL
RISE 2014-1 A	1,681,500.42	0.08	$1,668,014.79	4.750	02/15/2039	RISE
Rockies Express Pipeline LLC 6.850 7/15/2018	500,000.00	0.02	$500,781.25	6.850	07/15/2018	ROCKIE
Romanian Government International Bond 5.125 6/15/2048	556,000.00	0.02	$537,905.54	5.125	06/15/2048	ROMANI
ROYAL BANK OF CANADA 2.300 3/22/2021	2,300,000.00	0.11	$2,256,088.63	2.300	03/22/2021	RY
Royal Bank of Canada 2.750 2/1/2022	185,000.00	0.00	$181,742.76	2.750	02/01/2022	RY
Royal Bank of Scotland Group PLC 3.498 5/15/2023	500,000.00	0.02	$484,653.30	3.498	05/15/2023	RBS
Royal Bank of Scotland Group PLC 3.813 5/15/2023	390,000.00	0.01	$392,120.98	3.813	05/15/2023	RBS
Royal Bank of Scotland Group PLC 3.875 9/12/2023	445,000.00	0.02	$432,720.71	3.875	09/12/2023	RBS
Royal Bank of Scotland Group PLC 3.885 6/25/2024	230,000.00	0.01	$229,711.56	3.880	06/25/2024	RBS
Royal Bank of Scotland Group PLC 4.892 5/18/2029	540,000.00	0.02	$538,356.35	4.892	05/18/2029	RBS
Royal Bank of Scotland Group PLC 8.625 12/29/2049	4,970,000.00	0.25	$5,294,292.50	8.625	12/29/2049	RBS
Royal Caribbean Cruises Ltd. 3.700 3/15/2028	1,440,000.00	0.06	$1,332,055.87	3.700	03/15/2028	RCL
RPI Finance Trust 3.000 3/27/2023	196,735.44	0.00	$196,875.91	4.302	03/27/2023	ROYPHA
RPM International Inc. 2.250 12/15/2020	403,000.00	0.02	$491,304.55	2.250	12/15/2020	RPM
Russell Investments US Institutional Holdco Inc. 4.250 6/1/2023	2,110,913.39	0.10	$2,120,412.50	4.250	06/01/2023	RUSINV
S&P500 EMINI FUT Sep18	-134.00	-0.90	-$18,234,720.00	0.000	09/22/2018	ESU8
SABINE PASS LIQUEFACTION LL 6.250 3/15/2022	400,000.00	0.02	$430,536.88	6.250	03/15/2022	SPLLLC
Sabine Pass Liquefaction LLC 5.625 3/1/2025	1,715,000.00	0.08	$1,826,151.55	5.625	03/01/2025	SPLLLC
Sabine Pass Liquefaction LLC 5.750 5/15/2024	6,950,000.00	0.36	$7,429,698.73	5.750	05/15/2024	SPLLLC
Sabine Pass Liquefaction LLC 5.875 6/30/2026	680,000.00	0.03	$730,182.44	5.875	06/30/2026	SPLLLC
Sable International Finance Ltd. 5.070 2/2/2026	565,000.00	0.02	$566,098.36	5.230	02/02/2026	CWCLN
SAIL 2003-BC2 M1	15,777.50	0.00	$15,471.71	3.471	04/25/2033	SAIL
SAMI 2005-AR5 A2	381,196.09	0.01	$372,168.41	2.335	07/19/2035	SAMI
SANTANDER HOLDINGS USA 2.700 5/24/2019	1,135,000.00	0.05	$1,131,835.51	2.700	05/24/2019	SOV
Santander UK Group Holdings PLC 7.375 6/24/2022	2,200,000.00	0.14	$3,029,024.21	7.375	06/24/2022	SANUK
Santander UK PLC 2.654 11/3/2020	1,000,000.00	0.04	$996,881.60	2.654	11/03/2020	SANUK
SANTANDER UK PLC 2.920 6/1/2021	300,000.00	0.01	$299,955.03	2.949	06/01/2021	SANUK
Santander UK PLC 3.180 8/24/2018	730,000.00	0.03	$730,993.90	3.180	08/24/2018	SANUK
Santander UK PLC 3.400 6/1/2021	700,000.00	0.03	$699,830.81	3.400	06/01/2021	SANUK
SANTANDER UK PLC 5.000 11/7/2023	1,985,000.00	0.09	$2,020,863.00	5.000	11/07/2023	SANUK
SARM 2006-1 7A4	460,203.37	0.02	$433,656.63	3.627	02/25/2036	SARM
SASC 2006-BC1 A6	1,800,000.00	0.07	$1,613,447.46	2.361	03/25/2036	SASC
Saudi Government International Bond 2.375 10/26/2021	200,000.00	0.00	$192,320.00	2.375	10/26/2021	KSA
Saudi Government International Bond 2.875 3/4/2023	2,200,000.00	0.10	$2,119,436.00	2.875	03/04/2023	KSA
Saudi Government International Bond 3.250 10/26/2026	1,000,000.00	0.04	$938,922.00	3.250	10/26/2026	KSA
Saudi Government International Bond 4.500 10/26/2046	800,000.00	0.03	$740,458.40	4.500	10/26/2046	KSA
Saudi Government International Bond 5.000 4/17/2049	3,400,000.00	0.16	$3,315,204.00	5.000	04/17/2049	KSA
SBA Communications Corp. 4.875 9/1/2024	525,000.00	0.02	$503,496.00	4.875	09/01/2024	SBAC
SBA Senior Finance II LLC 2.000 4/6/2025	965,000.00	0.04	$961,811.64	3.990	04/06/2025	SBAC
SBA Tower Trust 2.898 10/8/2019	600,000.00	0.02	$596,210.88	2.898	10/08/2019	SBAC
Sberbank of Russia Via SB Capital S.A. 4.150 3/6/2019	700,000.00	0.03	$700,066.50	4.150	03/06/2019	SBERRU
SCFT 2016-AA A	2,527,762.14	0.12	$2,518,518.37	3.050	04/25/2029	SCFT
Schaeffler Finance BV 4.750 5/15/2023	200,000.00	0.00	$199,000.00	4.750	05/15/2023	SHAEFF
Scientific Games International Inc. 10.000 12/1/2022	575,000.00	0.03	$614,531.25	10.000	12/01/2022	SGMS
Scientific Games International Inc. 5.119 8/14/2024	2,155,260.87	0.10	$2,149,603.31	4.730	08/14/2024	SGMS
SCLP 2017-3 A	1,330,888.27	0.06	$1,320,248.22	2.770	05/25/2026	SCLP
SCLP 2018-1 A1	1,053,386.92	0.05	$1,048,601.07	2.550	02/25/2027	SCLP
SECURITIZED NET CASH - ACR1	13,804,270.75	0.67	$13,804,270.75	0.000	-	SECCASHAC
SECURITIZED NET CASH - CSH1 0.050 12/15/2038	-398,726,273.39	-19.57	-$398,726,273.39	0.000	-	US-CASH
SECURITIZED NET CASH - LT	-4,196,340.62	-0.21	-$4,196,340.62	0.000	-	SECNCAHUS
Sempra Energy 2.791 3/15/2021	2,050,000.00	0.10	$2,051,698.63	2.791	03/15/2021	SRE
Sempra Energy 2.900 2/1/2023	195,000.00	0.00	$189,442.27	2.900	02/01/2023	SRE
Sempra Energy 3.800 2/1/2038	675,000.00	0.03	$614,489.56	3.800	02/01/2038	SRE
SEMT 2004-5 A3	193,358.06	0.00	$185,994.37	3.059	06/20/2034	SEMT
SEMT 2007-1 4A1	624,020.35	0.02	$517,704.57	3.798	09/20/2046	SEMT
SEMT 2015-1 B2	362,886.82	0.01	$362,637.26	3.875	01/25/2045	SEMT
SEMT 2017-4 A1	348,234.32	0.01	$342,140.22	3.500	07/25/2047	SEMT
SEMT 2018-5 A4	623,146.06	0.03	$616,680.36	3.500	05/25/2048	SEMT
Senegal Government International Bond 6.750 3/13/2048	960,000.00	0.04	$824,414.40	6.750	03/13/2048	SENEGL
SGD/USD FWD 20180919	-9,478,080.00	-0.35	-$6,968,930.51	0.000	09/19/2018	SGA091918
SHACK 2013-3A AR	1,750,000.00	0.08	$1,750,950.25	2.842	07/15/2030	SHACK
Shell International Finance BV 2.806 5/11/2020	595,000.00	0.02	$599,881.32	2.806	05/11/2020	RDSALN
Shell International Finance BV 4.375 5/11/2045	151,000.00	0.00	$155,022.81	4.375	05/11/2045	RDSALN
Shire Acquisitions Investments Ireland DAC 2.875 9/23/2023	300,000.00	0.01	$282,432.36	2.875	09/23/2023	SHPLN
Sigma US Corp. 5.020 3/7/2025	1,045,000.00	0.05	$1,047,286.46	5.020	03/07/2025	SIGBID
Sinclair Television Group Inc. 2.250 1/31/2024	2,600,400.00	0.12	$2,600,074.95	4.240	01/31/2024	SBGI
Sinclair Television Group Inc. 2.500 12/12/2024	715,000.00	0.03	$714,817.68	4.193	12/12/2024	SBGI
SINGAPORE DOLLAR	257.31	n/a	$188.85	0.000	-	SINGDOLL
Sirius XM Radio Inc. 5.000 8/1/2027	100,000.00	0.00	$93,750.00	5.000	08/01/2027	SIRI
Sirius XM Radio Inc. 5.375 4/15/2025	1,147,000.00	0.05	$1,134,096.25	5.375	04/15/2025	SIRI
SLMA 2003-11 A6	346,219.05	0.01	$347,910.05	2.891	12/15/2025	SLMA
SLMA 2008-9 A	1,796,850.94	0.08	$1,831,170.61	3.860	04/25/2023	SLMA
SMBC Aviation Capital Finance DAC 3.000 7/15/2022	400,000.00	0.01	$385,976.64	3.000	07/15/2022	SMBCAC
SMG US Midco 2 Inc. 3.250 1/12/2025	219,450.00	0.01	$219,861.47	5.230	01/12/2025	SMGAME
SMG US Midco 2 Inc. 7.000 1/12/2026	220,000.00	0.01	$223,300.00	8.980	01/12/2026	SMGAME
SNDPT 2013-3RA A	1,000,000.00	0.04	$994,779.00	3.651	04/18/2031	SNDPT
SNDPT 2015-1A AR	3,200,000.00	0.15	$3,214,998.40	3.208	04/15/2027	83609EAU4
Societe Generale S.A. 4.250 4/14/2025	3,600,000.00	0.16	$3,459,823.92	4.250	04/14/2025	SOCGEN
SOFI 2016-F A2	464,634.01	0.02	$454,165.99	3.020	02/25/2040	SOFI
Solenis International LP 4.000 12/18/2023	350,000.00	0.01	$349,635.30	4.000	12/18/2023	SOLEIN
Solera LLC Solera Finance Inc. 10.500 3/1/2024	50,000.00	0.00	$55,781.50	10.500	03/01/2024	SLH
Sonicwall US Holdings Inc. 3.500 5/17/2025	230,000.00	0.01	$229,425.00	3.500	05/17/2025	SONUSH
Sonicwall US Holdings Inc. 7.500 5/15/2026	115,000.00	0.00	$114,377.05	7.500	05/15/2026	SONUSH
South Carolina Public Service Authority 4.770 12/1/2045	145,000.00	0.00	$153,834.85	4.770	12/01/2045	SCSUTL
SOUTH KOREA WON	27,424,179.00	0.00	$24,606.71	0.000	-	SKOREAWON
SOUTHERN CO. 2.950 7/1/2023	500,000.00	0.02	$482,687.50	2.950	07/01/2023	SO
Southern Power Co. 2.875 12/20/2020	1,700,000.00	0.08	$1,701,082.90	2.875	12/20/2020	SO
Southwestern Electric Power Co. 6.450 1/15/2019	690,000.00	0.03	$703,531.94	6.450	01/15/2019	AEP
Southwestern Energy Co. 4.100 3/15/2022	220,000.00	0.01	$211,200.00	4.100	03/15/2022	SWN
Southwestern Energy Co. 6.700 1/23/2025	95,000.00	0.00	$93,337.50	6.450	01/23/2025	SWN
Spectra Energy Partners LP 3.018 6/5/2020	500,000.00	0.02	$502,613.30	3.018	06/05/2020	SEP
Spectrum Pharmaceuticals Inc. 2.750 12/15/2018	98,000.00	0.00	$198,114.74	2.750	12/15/2018	SPPI
Spirit Realty Capital Inc. 3.750 5/15/2021	378,000.00	0.01	$380,144.01	3.750	05/15/2021	SRC
SPRINGLEAF FINANCE CORP. 6.000 6/1/2020	100,000.00	0.00	$103,000.00	6.000	06/01/2020	AMGFIN
SPRINGLEAF FINANCE CORP. 8.250 12/15/2020	2,600,000.00	0.13	$2,814,500.00	8.250	12/15/2020	AMGFIN
Sprint Capital Corp. 6.900 5/1/2019	2,600,000.00	0.13	$2,659,020.00	6.900	05/01/2019	S
Sprint Communications Inc. 3.250 2/2/2024	1,910,662.94	0.09	$1,902,901.83	4.500	02/02/2024	S
Sprint Communications Inc. 7.000 3/1/2020	400,000.00	0.02	$416,000.00	7.000	03/01/2020	S
Sprint Communications Inc. 7.000 8/15/2020	260,000.00	0.01	$269,750.00	7.000	08/15/2020	S
Sprint Communications Inc. 9.000 11/15/2018	1,500,000.00	0.07	$1,531,875.00	9.000	11/15/2018	S
Sprint Corp. 7.125 6/15/2024	80,000.00	0.00	$80,967.20	7.125	06/15/2024	S
Sprint Corp. 7.625 3/1/2026	200,000.00	0.01	$204,250.00	7.625	03/01/2026	S
Sprint Corp. 7.875 9/15/2023	546,000.00	0.02	$567,498.75	7.875	09/15/2023	S
Sprint Spectrum Co. LLC Sprint Spectrum Co. II LLC Sprint Spectrum Co. III LLC 4.738 3/20/2025	1,050,000.00	0.05	$1,044,540.00	4.738	03/20/2025	SPRNTS
SRANC 2014-2A A1AR	250,000.00	0.01	$249,504.00	3.561	11/20/2029	SRANC
Sri Lanka Government International Bond 5.750 1/18/2022	510,000.00	0.02	$502,284.21	5.750	01/18/2022	SRILAN
SS&C European Holdings Sarl 4.420 2/28/2025	534,902.12	0.02	$536,038.79	4.480	02/28/2025	SSNC
SS&C Technologies Inc. 4.848 4/16/2025	1,413,913.48	0.06	$1,416,918.05	4.480	04/16/2025	SSNC
STACR 2017-DNA1 M2	750,000.00	0.03	$808,253.18	5.341	07/25/2029	STACR
STACR 2017-DNA3 M2	315,000.00	0.01	$324,500.40	4.591	03/25/2030	STACR
STACR 2017-HQA3 M2	790,000.00	0.03	$807,802.81	4.441	04/25/2030	STACR
STACR 2018-DNA1 M2	1,040,000.00	0.05	$1,022,750.46	3.891	07/25/2030	STACR
STACR 2018-HQA1 M2	1,040,000.00	0.05	$1,036,827.58	4.391	09/25/2030	STACR
Standard Chartered PLC 3.461 8/19/2019	6,200,000.00	0.30	$6,256,871.98	3.461	08/19/2019	STANLN
Standard Industries Inc. NJ 5.000 2/15/2027	520,000.00	0.02	$486,200.00	5.000	02/15/2027	BMCAUS
StandardAero Aviation Holdings Inc. 5.440 7/7/2022	493,824.65	0.02	$495,553.04	5.730	07/07/2022	DAEAVI
STANI 2014-1A AR	1,088,367.77	0.05	$1,088,586.53	3.521	06/15/2025	STANI
Staples Inc. 5.314 9/12/2024	558,700.00	0.02	$551,522.38	6.358	09/12/2024	SPLS
Stars Group Holdings BV 3.000 3/29/2025	1,645,875.02	0.08	$1,648,732.26	3.000	03/29/2025	TSGICN
Stars Group Holdings BV 3.500 7/29/2025	910,000.00	0.04	$905,450.00	3.500	07/29/2025	TSGICN
State Bank of India London 3.275 4/6/2020	900,000.00	0.04	$903,060.00	3.275	04/06/2020	SBIIN
State of California 2.781 4/1/2047	1,250,000.00	0.06	$1,258,275.00	2.781	04/01/2047	CAS
State of California 7.550 4/1/2039	395,000.00	0.02	$583,916.65	7.550	04/01/2039	CAS
State of Oregon 5.892 6/1/2027	30,000.00	0.00	$35,042.40	5.892	06/01/2027	ORS
State Street Corp. 2.653 5/15/2023	45,000.00	0.00	$43,756.62	2.653	05/15/2023	STT
State Street Corp. 3.100 5/15/2023	525,000.00	0.02	$517,878.48	3.100	05/15/2023	STT
State Street Corp. 3.300 12/16/2024	100,000.00	0.00	$98,158.60	3.300	12/16/2024	STT
STCR 2017-1A A	250,000.00	0.01	$250,059.25	n/a	01/15/2030	STCR
Sumitomo Mitsui Financial Group Inc. 4.007 3/9/2021	2,300,000.00	0.11	$2,372,219.31	4.007	03/09/2021	SUMIBK
Summit Materials LLC 3.663 11/10/2024	731,325.00	0.03	$729,727.05	3.980	11/10/2024	SUMMAT
Summit Midstream Holdings LLC Summit Midstream Finance Corp. 5.750 4/15/2025	425,000.00	0.01	$405,875.00	5.750	04/15/2025	SUMMPL
Summit Midstream Partners Holdings LLC 7.000 5/21/2022	602,245.73	0.02	$610,150.21	7.980	05/21/2022	SUMMPL
SunTrust Bank Atlanta GA 2.450 8/1/2022	1,160,000.00	0.05	$1,114,009.36	2.450	08/01/2022	STI
SunTrust Bank Atlanta GA 3.000 2/2/2023	585,000.00	0.02	$572,745.01	3.000	02/02/2023	STI
SunTrust Bank Atlanta GA 3.300 5/15/2026	540,000.00	0.02	$510,242.17	3.300	05/15/2026	STI
SunTrust Banks Inc. 2.700 1/27/2022	1,105,000.00	0.05	$1,077,246.05	2.700	01/27/2022	STI
SunTrust Banks Inc. 4.000 5/1/2025	340,000.00	0.01	$341,855.76	4.000	05/01/2025	STI
Surgery Center Holdings Inc. 4.530 6/20/2024	1,089,113.29	0.05	$1,088,773.49	5.350	06/20/2024	SURCEN
Suzano Austria GmbH 7.000 3/16/2047	805,000.00	0.04	$832,168.75	7.000	03/16/2047	SUZANO
SVB Financial Group 3.500 1/29/2025	2,205,000.00	0.10	$2,138,265.01	3.500	01/29/2025	SIVB
SVHE 2006-WF2 A1	272,258.12	0.01	$271,589.15	2.221	12/25/2036	SVHE
SWEDISH KRONA	0.44	n/a	$0.05	0.000	-	SWKRONOR
Swiss Insured Brazil Power Finance Sarl 9.850 7/16/2032	4,100,000.00	0.04	$983,809.59	9.850	07/16/2032	SWISBR
Symantec Corp. 4.200 9/15/2020	2,000,000.00	0.09	$2,010,727.60	4.200	09/15/2020	SYMC
Symantec Corp. 5.000 4/15/2025	310,000.00	0.01	$301,009.78	5.000	04/15/2025	SYMC
Synaptics Inc. 0.500 6/15/2022	565,000.00	0.02	$560,863.07	0.500	06/15/2022	SYNA
Synchronoss Technologies Inc. 0.750 8/15/2019	303,000.00	0.01	$284,831.82	0.750	08/15/2019	SNCR
Syneos Health Inc. 2.000 8/1/2024	628,384.62	0.03	$626,645.25	3.980	08/01/2024	INCR
Syngenta Finance NV 3.933 4/23/2021	825,000.00	0.04	$823,390.34	3.933	04/23/2021	SYNNVX
Syngenta Finance NV 4.441 4/24/2023	845,000.00	0.04	$840,892.96	4.441	04/24/2023	SYNNVX
Syngenta Finance NV 5.182 4/24/2028	1,235,000.00	0.05	$1,194,599.94	5.182	04/24/2028	SYNNVX
T-Mobile USA Inc. 6.375 3/1/2025	50,000.00	0.00	$52,000.00	6.375	03/01/2025	TMUS
T-Mobile USA Inc. 6.500 1/15/2026	400,000.00	0.02	$412,880.00	6.500	01/15/2026	TMUS
Targa Resources Partners LP Targa Resources Partners Finance Corp. 5.375 2/1/2027	680,000.00	0.03	$661,300.00	5.375	02/01/2027	NGLS
Team Inc. 5.000 8/1/2023	572,000.00	0.03	$731,960.37	5.000	08/01/2023	TISI
Tecpetrol S.A. 4.875 12/12/2022	1,340,000.00	0.06	$1,242,448.00	4.875	12/12/2022	TECPET
Telecom Italia SpA Milano 5.303 5/30/2024	200,000.00	0.00	$198,000.00	5.303	05/30/2024	TITIM
Telefonica Emisiones SAU 4.895 3/6/2048	2,840,000.00	0.12	$2,625,570.91	4.895	03/06/2048	TELEFO
Telenet Financing USD LLC 2.250 8/17/2026	1,045,000.00	0.05	$1,038,958.86	4.323	08/17/2026	TNETBB
TELUS Corp. 4.600 11/16/2048	1,380,000.00	0.06	$1,353,594.39	4.600	11/16/2048	TCN
Temasek Financial I Ltd. 2.375 1/23/2023	560,000.00	0.02	$538,523.27	2.375	01/23/2023	TEMASE
Tencent Holdings Ltd. 3.925 1/19/2038	690,000.00	0.03	$629,946.54	3.925	01/19/2038	TENCNT
Tenet Healthcare Corp. 5.125 5/1/2025	1,105,000.00	0.05	$1,054,584.38	5.125	05/01/2025	THC
Tenneco Inc. 2.750 6/18/2025	475,000.00	0.02	$471,496.88	2.750	06/18/2025	TEN
TerraForm Power Operating LLC 2.000 11/8/2022	552,225.00	0.02	$551,879.86	3.980	11/08/2022	TERP
Tesla Energy Operations Inc. DE 1.625 11/1/2019	648,000.00	0.02	$604,570.39	1.625	11/01/2019	SCTY
Teva Pharmaceutical Finance Netherlands III BV 6.000 4/15/2024	2,650,000.00	0.13	$2,649,557.19	6.000	04/15/2024	TEVA
Teva Pharmaceutical Finance Netherlands III BV 6.750 3/1/2028	720,000.00	0.03	$734,859.22	6.750	03/01/2028	TEVA
Texas Water Development Board 5.000 10/15/2045	130,000.00	0.00	$147,254.90	5.000	10/15/2045	TXSWTR
Texas Water Development Board 5.000 10/15/2046	305,000.00	0.01	$347,513.95	5.000	10/15/2046	TXSWTR
Textron Inc. 2.902 11/10/2020	2,900,000.00	0.14	$2,900,987.45	2.903	11/10/2020	TXT
THRON 2013-1 A	985,636.02	0.06	$1,301,853.28	2.254	07/20/2044	THRON
TIA 2017-1A A	1,040,000.00	0.05	$1,043,462.16	3.639	04/20/2029	TIA
TICP 2015-1A AR	1,200,000.00	0.05	$1,194,769.20	3.159	07/20/2027	TICP
TICP 2017-9A A	400,000.00	0.01	$399,506.00	2.871	01/20/2031	TICP
Time Warner Cable LLC 6.750 7/1/2018	1,500,000.00	0.07	$1,500,000.00	6.750	07/01/2018	TWC
Time Warner Cable LLC 7.300 7/1/2038	2,120,000.00	0.11	$2,408,301.77	7.300	07/01/2038	TWC
Time Warner Entertainment Co. LP 8.375 3/15/2023	1,415,000.00	0.08	$1,647,732.97	8.375	03/15/2023	TWC
Titan Acquisition Ltd. Canada 3.000 3/16/2025	592,710.00	0.02	$585,301.12	5.056	03/16/2025	HUSKYI
TMS International Corp. 3.750 8/14/2024	223,875.00	0.01	$224,854.45	4.847	08/14/2024	TMS
TORR 2010-2 A4	1,086,399.91	0.03	$804,931.73	3.020	09/14/2041	TORR
Toyota Motor Credit Corp. 2.721 5/17/2022	4,000,000.00	0.19	$4,013,687.20	2.721	05/17/2022	TOYOTA
Toyota Motor Credit Corp. 2.950 4/13/2021	185,000.00	0.00	$184,173.29	2.950	04/13/2021	TOYOTA
TPMT 2017-1 A1	317,974.65	0.01	$311,312.03	2.750	10/25/2056	TPMT
TPMT 2017-2 A1	168,096.24	0.00	$165,340.60	2.750	04/25/2057	TPMT
TPMT 2017-4 M1	615,000.00	0.02	$580,846.84	3.250	06/25/2057	TPMT
TPMT 2018-1 A1	291,136.12	0.01	$286,662.78	3.000	01/25/2058	TPMT
Trans-Allegheny Interstate Line Co. 3.850 6/1/2025	525,000.00	0.02	$523,922.44	3.850	06/01/2025	FE
Transcanada Trust 5.875 8/15/2076	560,000.00	0.02	$555,800.00	5.875	08/15/2076	TRPCN
Transcontinental Gas Pipe Line Co. LLC 4.000 3/15/2028	405,000.00	0.01	$394,227.73	4.000	03/15/2028	WPZ
Transcontinental Gas Pipe Line Co. LLC 4.600 3/15/2048	470,000.00	0.02	$453,460.70	4.600	03/15/2048	WPZ
TransDigm Inc. 2.500 6/9/2023	697,874.66	0.03	$695,912.23	2.500	06/09/2023	TDG
TransDigm Inc. 6.375 6/15/2026	350,000.00	0.01	$348,250.00	6.375	06/15/2026	TDG
Transnet SOC Ltd. 4.000 7/26/2022	575,000.00	0.02	$546,075.20	4.000	07/26/2022	SAFTRA
Transocean Inc. 9.000 7/15/2023	70,000.00	0.00	$75,600.00	9.000	07/15/2023	RIG
Transocean Proteus Ltd. 6.250 12/1/2024	276,250.00	0.01	$280,048.44	6.250	12/01/2024	RIG
Transportadora de Gas del Sur S.A. 6.750 5/2/2025	520,000.00	0.02	$478,400.00	6.750	05/02/2025	TRAGAS
Tribune Media Co. 3.750 1/27/2024	413,162.12	0.02	$414,386.32	4.980	01/27/2024	TRCO
Tribune Media Co. 3.750 12/27/2020	33,149.16	0.00	$33,121.25	4.980	12/27/2020	TRCO
Tribune Media Co. 5.875 7/15/2022	233,000.00	0.01	$236,320.25	5.875	07/15/2022	TRCO
Trident TPI Holdings Inc. 4.250 10/5/2024	140,000.00	0.00	$139,300.00	4.250	10/05/2024	TEKNI
Trident TPI Holdings Inc. 5.597 10/5/2024	280,237.50	0.01	$278,836.31	5.230	10/05/2024	TEKNI
Trimble Inc. 4.150 6/15/2023	215,000.00	0.01	$215,498.59	4.150	06/15/2023	TRMB
Tronox Blocked Borrower LLC 4.334 9/14/2024	123,333.73	0.00	$123,500.72	5.302	09/14/2024	TROX
Tronox Finance LLC 4.320 9/14/2024	284,616.28	0.01	$285,001.65	5.302	09/14/2024	TROX
Tronox Finance PLC 5.750 10/1/2025	290,000.00	0.01	$282,387.50	5.750	10/01/2025	TROX
Tullow Oil PLC 7.000 3/1/2025	960,000.00	0.04	$909,600.00	7.000	03/01/2025	TLWLN
Turkey Government Bond 8.000 3/12/2025	1,718,000.00	0.01	$251,687.36	8.000	03/12/2025	TURKGB
Turkiye Garanti Bankasi AS 5.250 9/13/2022	355,000.00	0.01	$335,285.08	5.250	09/13/2022	GARAN
Turkiye Garanti Bankasi AS 6.250 4/20/2021	590,000.00	0.02	$590,631.89	6.250	04/20/2021	GARAN
Turkiye Is Bankasi AS 7.000 6/29/2028	560,000.00	0.02	$480,345.60	7.000	06/29/2028	ISCTR
TWD/USD FWD 20180919	-186,760,561.00	-0.31	-$6,160,123.17	0.000	09/19/2018	TWC091918
Tyson Foods Inc. 2.650 8/15/2019	1,500,000.00	0.07	$1,494,360.45	2.650	08/15/2019	TSN
UBS AG 5.125 5/15/2024	200,000.00	0.00	$199,827.00	5.125	05/15/2024	UBS
UBS AG London 2.639 12/7/2018	2,000,000.00	0.09	$2,001,890.00	2.639	12/07/2018	UBS
UBS AG London 2.901 6/8/2020	2,000,000.00	0.09	$2,006,520.00	2.901	06/08/2020	UBS
UBS AG Stamford CT 7.625 8/17/2022	500,000.00	0.02	$553,200.00	7.625	08/17/2022	UBS
UBS Group Funding Switzerland AG 3.000 4/15/2021	2,905,000.00	0.14	$2,861,525.51	3.000	04/15/2021	UBS
UBS Group Funding Switzerland AG 4.125 9/24/2025	870,000.00	0.04	$864,454.10	4.125	09/24/2025	UBS
UBS Group Funding Switzerland AG 4.128 4/14/2021	400,000.00	0.02	$413,098.80	4.128	04/14/2021	UBS
UBS Group Funding Switzerland AG 6.875 12/29/2049	555,000.00	0.02	$550,862.48	6.875	12/29/2049	UBS
UBS Group Funding Switzerland AG 6.875 12/29/2049	460,000.00	0.02	$472,391.02	6.875	12/29/2049	UBS
UBSBB 2013-C5 B	480,000.00	0.02	$474,438.38	3.649	03/10/2046	UBSBB
UBSCM 2018-C9 A4	970,000.00	0.04	$992,182.54	4.117	03/15/2051	UBSCM
Ukraine Government International Bond 7.375 9/25/2032	705,000.00	0.02	$606,334.55	7.375	09/25/2032	UKRAIN
Ukraine Government International Bond 7.750 9/1/2026	900,000.00	0.04	$837,130.50	7.750	09/01/2026	UKRAIN
Union Pacific Corp. 3.500 6/8/2023	750,000.00	0.03	$751,099.20	3.500	06/08/2023	UNP
United Airlines 2014-1 Class A Pass Through Trust 4.000 4/11/2026	291,517.32	0.01	$292,970.53	4.000	04/11/2026	UAL
United Airlines 2014-2 Class A Pass Through Trust 3.750 9/3/2026	557,240.71	0.02	$554,667.82	3.750	09/03/2026	UAL
United Airlines 2016-1 Class AA Pass Through Trust 3.100 7/7/2028	540,355.85	0.02	$513,288.67	3.100	07/07/2028	UAL
United Kingdom Gilt 1.750 9/7/2022	100,000.00	0.00	$136,561.13	1.750	09/07/2022	UKT
United Kingdom Gilt 3.500 1/22/2045	138,800.00	0.01	$250,511.42	3.500	01/22/2045	UKT
United Parcel Service Inc. 5.125 4/1/2019	2,210,000.00	0.11	$2,250,087.85	5.125	04/01/2019	UPS
United Rentals North America Inc. 5.500 5/15/2027	685,000.00	0.03	$666,162.50	5.500	05/15/2027	URI
United States Treasury Floating Rate Note 1.942 4/30/2020	1,105,000.00	0.05	$1,105,003.65	1.942	04/30/2020	TF
United States Treasury Inflation Indexed Bonds 0.125 4/15/2019	1,283,100.00	0.06	$1,275,748.86	0.125	04/15/2019	TII
United States Treasury Inflation Indexed Bonds 0.125 4/15/2022	9,508,930.60	0.45	$9,316,226.42	0.125	04/15/2022	TII
United States Treasury Inflation Indexed Bonds 0.125 7/15/2026	20,904.80	0.00	$20,032.68	0.125	07/15/2026	TII
United States Treasury Inflation Indexed Bonds 0.250 1/15/2025	9,308,728.00	0.44	$9,056,685.81	0.250	01/15/2025	TII
United States Treasury Inflation Indexed Bonds 0.375 7/15/2027	6,964,764.00	0.33	$6,777,471.05	0.375	07/15/2027	TII
United States Treasury Inflation Indexed Bonds 0.625 1/15/2026	8,540,964.00	0.41	$8,496,813.19	0.625	01/15/2026	TII
United States Treasury Inflation Indexed Bonds 1.750 1/15/2028	14,494,792.80	0.77	$15,843,356.43	1.750	01/15/2028	TII
United States Treasury Inflation Indexed Bonds 2.375 1/15/2025	9,038,424.00	0.49	$10,024,852.29	2.375	01/15/2025	TII
United States Treasury Inflation Indexed Bonds 2.375 1/15/2027	1,615,107.00	0.09	$1,837,310.35	2.375	01/15/2027	TII
United States Treasury Inflation Indexed Bonds 2.500 1/15/2029	35,008.80	0.00	$41,167.74	2.500	01/15/2029	TII
United States Treasury Note Bond 1.125 8/31/2021	13,800,000.00	0.64	$13,165,522.92	1.125	08/31/2021	T
United States Treasury Note Bond 1.250 6/30/2019	15,915,000.00	0.77	$15,741,862.31	1.250	06/30/2019	T
United States Treasury Note Bond 1.500 1/31/2019	2,100,000.00	0.10	$2,091,427.80	1.500	01/31/2019	T
United States Treasury Note Bond 1.500 10/31/2019	69,500,000.00	3.36	$68,646,178.60	1.500	10/31/2019	T
United States Treasury Note Bond 1.875 7/31/2022	39,700,000.00	1.88	$38,429,135.51	1.875	07/31/2022	T
United States Treasury Note Bond 2.000 11/30/2022	7,700,000.00	0.36	$7,472,910.06	2.000	11/30/2022	T
United States Treasury Note Bond 2.250 2/15/2027	3,400,000.00	0.15	$3,244,277.28	2.250	02/15/2027	T
United States Treasury Note Bond 2.500 2/15/2045	37,100,000.00	1.65	$33,800,129.37	2.500	02/15/2045	T
United States Treasury Note Bond 2.625 6/30/2023	23,065,000.00	1.12	$22,948,323.39	2.625	06/30/2023	T
United States Treasury Note Bond 2.750 2/15/2024	4,000,000.00	0.19	$3,994,609.20	2.750	02/15/2024	T
United States Treasury Note Bond 2.875 5/15/2028	31,550,000.00	1.55	$31,603,609.76	2.875	05/15/2028	T
United States Treasury Note Bond 2.875 8/15/2045	16,700,000.00	0.80	$16,354,258.23	2.875	08/15/2045	T
United States Treasury Note Bond 3.000 5/15/2047	900,000.00	0.04	$901,863.27	3.000	05/15/2047	T
United States Treasury Note Bond 3.125 5/15/2048	3,235,000.00	0.16	$3,322,382.85	3.125	05/15/2048	T
United States Treasury Note Bond 4.375 5/15/2040	100,000.00	0.00	$122,943.36	4.375	05/15/2040	T
Unitymedia Finance LLC 2.000 5/24/2023	1,215,000.00	0.05	$1,209,532.50	4.073	05/24/2023	UNITY
Unitymedia Finance LLC 3.612 1/20/2026	295,000.00	0.01	$293,893.75	4.323	01/20/2026	UNITY
UNIVERSAL HEALTH SERVICES 3.750 8/1/2019	1,400,000.00	0.06	$1,405,250.00	3.750	08/01/2019	UHS
Universal Health Services Inc. 5.000 6/1/2026	210,000.00	0.01	$205,537.50	5.000	06/01/2026	UHS
Univision Communications Inc. 3.750 3/15/2024	1,432,242.99	0.06	$1,386,717.71	4.730	03/15/2024	UVN
UPC Financing Partnership 3.859 1/15/2026	290,000.00	0.01	$287,208.76	4.573	01/15/2026	UPCB
UPCB Finance IV Ltd. 5.375 1/15/2025	488,000.00	0.02	$466,088.80	5.375	01/15/2025	UPCB
US 10YR FUT OPTN Aug18C 120.5 0.000 7/27/2018	-120.00	-0.01	-$39,375.00	0.000	07/27/2018	9TYQ8C133
US 10YR FUT OPTN Aug18P 119 0.000 7/27/2018	-120.00	-0.01	-$11,250.00	0.000	07/27/2018	TYQ8P0086
US 10YR NOTE (CBT)SEP18	2,048.00	12.08	$246,144,000.00	0.000	09/19/2018	TYU8
US 5YR NOTE (CBT) Sep18	2,972.00	16.57	$337,670,281.25	0.000	09/28/2018	FVU8
US Airways 2012-2 Class A Pass Through Trust 4.625 6/3/2025	479,953.03	0.02	$491,392.71	4.625	06/03/2025	AAL
US Bancorp 2.375 7/22/2026	1,815,000.00	0.08	$1,652,602.15	2.375	07/22/2026	USB
US Bancorp 2.625 1/24/2022	1,435,000.00	0.06	$1,405,426.94	2.625	01/24/2022	USB
US Bancorp 3.150 4/27/2027	1,830,000.00	0.08	$1,750,611.86	3.150	04/27/2027	USB
US Bancorp 3.600 9/11/2024	1,275,000.00	0.06	$1,260,053.30	3.600	09/11/2024	USB
US Concrete Inc. 6.375 6/1/2024	465,000.00	0.02	$467,325.00	6.375	06/01/2024	USCR
US LONG BOND(CBT) Sep18	350.00	2.49	$50,750,000.00	0.000	09/19/2018	USU8
US TREASURY BONDS 2.750 11/15/2042	1,400,000.00	0.06	$1,345,011.78	2.750	11/15/2042	US/T
US TREASURY BONDS 2.750 8/15/2042	900,000.00	0.04	$865,072.26	2.750	08/15/2042	US/T
US TREASURY BONDS 2.875 5/15/2043	2,200,000.00	0.10	$2,159,222.56	2.875	05/15/2043	US/T
US TREASURY NOTES 2.000 10/31/2021	1,600,000.00	0.07	$1,566,624.96	2.000	10/31/2021	US/T
US TREASURY NOTES 2.000 5/31/2024	25,200,000.00	1.18	$24,119,156.88	2.000	05/31/2024	US/T
US TREASURY NOTES 2.000 6/30/2024	7,700,000.00	0.36	$7,363,726.37	2.000	06/30/2024	US/T
US TREASURY NOTES 2.125 11/30/2024	9,400,000.00	0.44	$9,025,835.82	2.125	11/30/2024	US/T
US TREASURY NOTES 2.625 3/31/2025	12,700,000.00	0.61	$12,554,397.04	2.625	03/31/2025	US/T
US ULTRA BOND CBT SEP18	-5.00	-0.04	-$797,812.50	0.000	09/20/2018	WNU8
USB Capital IX 3.500 10/29/2049	1,820,000.00	0.08	$1,651,650.00	3.500	10/29/2049	USB
USB Realty Corp. 3.495 12/22/2049	500,000.00	0.02	$454,375.00	0.000	12/22/2049	USB
USI Inc. NY 3.250 4/5/2024	2,186,442.60	0.10	$2,176,330.31	5.302	05/16/2024	COMINV
USIC Holdings Inc. 4.250 12/9/2023	1,111,672.34	0.05	$1,118,620.29	5.272	12/09/2023	USICHO
USIC Holdings Inc. 4.250 12/9/2023	98,782.06	0.00	$99,399.45	4.250	12/09/2023	USICHO
USIS Merger Sub Inc. 6.875 5/1/2025	1,338,000.00	0.06	$1,334,655.00	6.875	05/01/2025	COMINV
Utz Quality Foods LLC 4.916 11/14/2024	329,175.00	0.01	$330,272.14	5.591	11/14/2024	UTZQFD
Valeant Pharmaceuticals International Inc. 3.000 5/28/2025	547,648.69	0.02	$546,556.13	4.982	05/28/2025	VRXCN
Vector Group Ltd. 1.750 4/15/2020	490,000.00	0.02	$517,521.83	1.750	04/15/2020	VGR
Vector Group Ltd. 2.500 1/15/2019	692,000.00	0.04	$922,682.35	2.500	01/15/2019	VGR
Vedanta Resources PLC 7.125 5/31/2023	510,000.00	0.02	$481,950.00	7.125	05/31/2023	VEDLN
VENTR 2014-16A ARR	1,200,000.00	0.05	$1,198,744.80	3.198	01/15/2029	VENTR
VENTR 2014-17A ARR	400,000.00	0.01	$398,782.40	3.228	04/15/2027	VENTR
VENTR 2015-20A AR	2,000,000.00	0.09	$1,999,108.00	3.168	04/23/2027	VENTR
VENTR 2015-22A AR	1,750,000.00	0.08	$1,747,789.75	3.428	01/15/2031	VENTR
VENTR 2016-24A A1D	1,115,000.00	0.05	$1,116,543.16	3.779	10/20/2028	VENTR
VENTR 2016-25A A1	490,000.00	0.02	$491,667.96	3.849	04/20/2029	VENTR
VENTR 2017-28A A2	2,100,000.00	0.10	$2,097,830.70	3.469	07/20/2030	VENTR
VENTR 2018-31A A1	1,500,000.00	0.07	$1,488,522.00	n/a	04/20/2031	VENTR
VEON Holdings BV 5.950 2/13/2023	925,000.00	0.04	$934,712.50	5.950	02/13/2023	VIP
VEREIT Inc. 3.750 12/15/2020	451,000.00	0.02	$456,511.67	3.750	12/15/2020	VER
Verint Systems Inc. 1.500 6/1/2021	785,000.00	0.03	$774,357.75	1.500	06/01/2021	VRNT
Verizon Communications Inc. 3.250 2/17/2026	323,000.00	0.02	$429,009.25	3.250	02/17/2026	VZ
Verizon Communications Inc. 3.376 2/15/2025	2,691,000.00	0.12	$2,588,352.34	3.376	02/15/2025	VZ
Verizon Communications Inc. 3.442 5/15/2025	4,375,000.00	0.21	$4,374,030.06	3.469	05/15/2025	VZ
Verizon Communications Inc. 4.086 9/14/2018	250,000.00	0.01	$250,871.75	4.086	09/14/2018	VZ
Verizon Communications Inc. 4.125 3/16/2027	1,500,000.00	0.07	$1,481,266.50	4.125	03/16/2027	VZ
Verizon Communications Inc. 4.125 8/15/2046	1,260,000.00	0.05	$1,079,670.69	4.125	08/15/2046	VZ
Verizon Communications Inc. 4.329 9/21/2028	3,428,176.00	0.16	$3,404,514.04	4.329	09/21/2028	VZ
Verizon Communications Inc. 4.500 8/10/2033	1,670,000.00	0.07	$1,622,332.69	4.500	08/10/2033	VZ
Verizon Communications Inc. 4.500 8/17/2027	900,000.00	0.03	$678,571.97	4.500	08/17/2027	VZ
VIACOM INC. 4.375 3/15/2043	1,180,000.00	0.04	$983,018.94	4.375	03/15/2043	VIA
Virgin Media Bristol LLC 3.910 1/31/2026	515,000.00	0.02	$511,941.93	4.573	01/31/2026	VMED
Virgin Media Secured Finance PLC 5.250 1/15/2026	790,000.00	0.03	$733,712.50	5.250	01/15/2026	VMED
VIRGINIA ELEC & PWR Co. 0% CP 23 07 2018 0.000 7/23/2018	950,000.00	0.04	$948,587.07	2.596	07/23/2018	92780KGP7
Vishay Intertechnology Inc. 2.250 6/15/2025	434,000.00	0.02	$426,866.78	2.250	06/15/2025	VSH
Vistra Energy Corp. 8.000 1/15/2025	136,000.00	0.00	$146,669.20	8.000	01/15/2025	VST
Vistra Operations Co. LLC 2.000 12/1/2025	785,000.00	0.03	$780,400.69	2.000	12/01/2025	VST
Visual Comfort Group Inc. 9.000 2/23/2025	56,285.72	0.00	$56,918.93	9.980	02/23/2025	GENBRD
VMOT 2017-A A	1,075,000.00	0.05	$1,077,010.14	2.573	11/15/2022	VMOT
Vodafone Group PLC 3.290 1/16/2024	560,000.00	0.02	$557,830.62	3.290	01/16/2024	VOD
Vodafone Group PLC 3.750 1/16/2024	520,000.00	0.02	$515,998.44	3.750	01/16/2024	VOD
Vodafone Group PLC 4.375 5/30/2028	995,000.00	0.04	$984,013.41	4.375	05/30/2028	VOD
Volkswagen Financial Services NV 2.375 11/13/2018	800,000.00	0.05	$1,060,463.47	2.375	11/13/2018	VW
VOLT 2015-NP14 A1	50,957.01	0.00	$51,357.25	4.375	11/27/2045	VOLT
VOLT 2017-NP10 A1	400,488.20	0.01	$396,311.23	3.000	10/25/2047	VOLT
VOLT 2017-NPL5 A1	174,616.67	0.00	$174,325.08	3.375	05/28/2047	VOLT
VOLT 2017-NPL6 A1	52,434.07	0.00	$52,048.71	3.250	05/25/2047	VOLT
VOLT 2017-NPL7 A1	165,976.21	0.00	$165,050.21	3.250	04/25/2059	VOLT
VOLT 2017-NPL8 A1	52,040.55	0.00	$51,677.58	3.125	06/25/2047	VOLT
VOYA 2014-3A A1R	1,100,000.00	0.05	$1,099,214.60	3.080	07/25/2026	VOYA
Voya Financial Inc. 4.700 1/23/2048	795,000.00	0.03	$708,543.75	4.700	01/23/2048	VOYA
VTR Finance BV 6.875 1/15/2024	1,285,000.00	0.06	$1,295,858.25	6.875	01/15/2024	VTRFIN
VZOT 2016-2A A	680,000.00	0.03	$673,001.85	1.680	05/20/2021	VZOT
Waha Aerospace BV 3.925 7/28/2020	525,000.00	0.02	$527,920.58	3.925	07/28/2020	ADWA
WAMU 2005-AR16 1A3	462,754.45	0.02	$464,309.81	3.398	12/25/2035	WAMU
WAMU 2007-HY1 3A3	254,265.95	0.01	$246,266.26	3.389	02/25/2037	WAMU
WAMU 2007-HY7 4A1	526,177.12	0.02	$486,908.15	3.565	07/25/2037	WAMU
WAND MERGER CORP. 8.125 7/15/2023	2,000,000.00	0.09	$2,032,500.00	8.125	07/15/2023	WANDMC
WATSON PHARMACEUTICALS INC. 3.250 10/1/2022	300,000.00	0.01	$291,662.79	3.250	10/01/2022	AGN
WEA FINANCE LLC WESTFIELD 3.250 10/5/2020	1,800,000.00	0.08	$1,796,918.94	3.250	10/05/2020	WFDAU
Wells Fargo & Co. 2.550 12/7/2020	2,800,000.00	0.13	$2,754,646.44	2.550	12/07/2020	WFC
Wells Fargo & Co. 3.000 7/27/2021	979,000.00	0.03	$724,053.23	3.000	07/27/2021	WFC
Wells Fargo & Co. 3.286 2/11/2022	1,300,000.00	0.06	$1,313,799.63	3.286	02/11/2022	WFC
Wells Fargo & Co. 3.500 9/12/2029	196,000.00	0.01	$274,395.35	3.500	09/12/2029	WFC
Wells Fargo & Co. 3.589 10/31/2023	1,440,000.00	0.07	$1,470,040.56	3.589	10/31/2023	WFC
Wells Fargo & Co. 7.500 12/31/2049	325.00	0.02	$409,324.50	75.000	12/31/2049	WFC
Welltower Inc. 6.500 12/31/2049	10,732.00	0.03	$638,017.40	3.250	12/31/2049	WELL
WEN 2018-1A A2I	477,600.00	0.02	$464,475.55	3.573	03/15/2048	WEN
Western Digital Corp. 1.750 4/29/2023	249,419.32	0.01	$249,705.16	1.750	04/29/2023	WDC
Westpac Banking Corp. New Zealand 5.000 12/29/2049	280,000.00	0.01	$241,854.76	5.000	12/29/2049	WSTP
WFCM 2014-LC18 A5	275,000.00	0.01	$271,929.10	3.405	12/15/2047	WFCM
WFCM 2015-C30 XA	6,335,111.95	0.01	$334,418.52	1.092	09/15/2058	WFCM
WFCM 2015-NXS3 A4	510,000.00	0.02	$509,499.28	3.617	09/15/2057	WFCM
WFCM 2016-BNK1 A3	1,220,000.00	0.05	$1,133,734.41	2.652	08/15/2049	WFCM
WFCM 2017-C38 A5	905,000.00	0.04	$885,001.31	3.453	07/15/2050	WFCM
WFCM 2017-RB1 XA	8,493,950.10	0.03	$739,071.34	1.440	03/15/2050	WFCM
WFMBS 2005-AR16 2A1	115,004.49	0.00	$117,883.59	3.812	02/25/2034	WFMBS
WFMBS 2006-2 3A1	44,609.88	0.00	$43,531.78	5.750	03/25/2036	WFMBS
WFMBS 2006-3 A11	78,091.85	0.00	$79,770.65	5.500	03/25/2036	WFMBS
WFMBS 2006-6 1A3	35,606.67	0.00	$35,117.06	5.750	05/25/2036	WFMBS
WFMBS 2006-AR11 A6	452,771.34	0.02	$434,243.35	3.863	08/25/2036	WFMBS
WFMBS 2006-AR17 A1	265,099.54	0.01	$258,946.69	3.640	10/25/2036	WFMBS
WFMBS 2006-AR5 2A1	41,127.66	0.00	$39,039.87	4.181	04/25/2036	WFMBS
WFMBS 2007-10 1A36	202,443.86	0.00	$201,834.69	6.000	07/25/2037	WFMBS
WideOpenWest Finance LLC 4.564 8/19/2023	134,585.01	0.00	$129,075.37	5.335	08/19/2023	WOWFIN
Williams Cos Inc. 4.550 6/24/2024	605,000.00	0.02	$608,025.00	4.550	06/24/2024	WMB
Williams Partners LP 3.750 6/15/2027	435,000.00	0.02	$411,352.18	3.750	06/15/2027	WPZ
Williams Partners LP 4.850 3/1/2048	795,000.00	0.03	$759,711.62	4.850	03/01/2048	WPZ
Wink Holdco Inc. 8.135 11/2/2025	26,000.00	0.00	$26,032.50	8.740	11/02/2025	SUPVIS
WITEH 2012-1A A1R	836,006.34	0.04	$835,608.40	3.563	02/03/2025	WITEH
WITEH 2014-9A AR	400,000.00	0.01	$399,875.60	3.513	07/17/2026	WITEH
WMALT 2005-1 5A2	19,309.26	0.00	$4,195.29	6.000	03/25/2035	WMALT
WOLVERINE WORLD WIDE INC. 5.000 9/1/2026	400,000.00	0.01	$381,000.00	5.000	09/01/2026	WWW
WOODS 2017-15A A	3,000,000.00	0.14	$3,014,004.00	3.625	06/20/2029	WOODS
WOODS 2018-17A A	1,700,000.00	0.08	$1,697,482.30	3.308	04/22/2031	WOODS
Woodside Finance Ltd. 3.700 9/15/2026	400,000.00	0.01	$384,906.32	3.700	09/15/2026	WPLAU
Woodside Finance Ltd. 4.600 5/10/2021	400,000.00	0.02	$409,662.44	4.600	05/10/2021	WPLAU
Woori Bank 4.750 4/30/2024	800,000.00	0.03	$799,784.00	4.750	04/30/2024	WOORIB
WP Carey Inc. 4.600 4/1/2024	695,000.00	0.03	$702,843.70	4.600	04/01/2024	WPC
WR Grace & Co-Conn 1.750 2/23/2025	92,105.26	0.00	$92,086.10	1.750	02/23/2025	GRA
WR Grace & Co-Conn 3.660 2/23/2025	157,894.74	0.00	$157,861.90	4.058	02/23/2025	GRA
WR Grace & Co-Conn 5.625 10/1/2024	181,000.00	0.00	$189,371.25	5.625	10/01/2024	GRA
Wyndham Hotels & Resorts Inc. 1.750 3/29/2025	425,000.00	0.02	$425,309.83	3.726	03/29/2025	WYN
XLIT Ltd. 4.805 12/29/2049	510,000.00	0.02	$502,350.00	4.805	12/29/2049	XL
XLIT Ltd. 5.500 3/31/2045	725,000.00	0.03	$754,779.52	5.500	03/31/2045	XL
XPO Logistics Inc. 3.900 2/23/2025	1,360,000.00	0.06	$1,352,262.96	4.091	02/23/2025	XPO
XPO Logistics Inc. 6.125 9/1/2023	373,000.00	0.01	$382,216.83	6.125	09/01/2023	XPO
YPF S.A. 26.563 7/7/2020	1,205,000.00	0.03	$683,837.50	26.563	07/07/2020	YPFDAR
YPF S.A. 7.000 12/15/2047	470,000.00	0.01	$357,200.00	7.000	12/15/2047	YPFDAR
ZAR/USD 07/02/18 SPOT	6,981,004.96	0.02	$508,721.61	0.000	07/02/2018	SAUSS7028
Zayo Group LLC Zayo Capital Inc. 5.750 1/15/2027	405,000.00	0.01	$398,925.00	5.750	01/15/2027	ZAYOGR
Zayo Group LLC Zayo Capital Inc. 6.375 5/15/2025	110,000.00	0.00	$112,475.00	6.375	05/15/2025	ZAYOGR
Zayo Group LLC 3.561 1/19/2024	691,567.31	0.03	$692,802.45	4.230	01/19/2024	ZAYO
ZCCP 2015-1A A1R	2,600,000.00	0.12	$2,599,430.60	3.298	07/16/2027	ZCCP
Zekelman Industries Inc. 4.062 6/14/2024	989,735.22	0.04	$990,199.41	4.582	06/14/2024	ZEKIND
Zekelman Industries Inc. 9.875 6/15/2023	90,000.00	0.00	$98,775.00	9.875	06/15/2023	ZEKIND
ZF NORTH AMERICA CAPITAL IN 4.000 4/29/2020	250,000.00	0.01	$251,908.05	4.000	04/29/2020	ZFFNGR
Zimmer Biomet Holdings Inc. 4.625 11/30/2019	1,270,000.00	0.06	$1,295,680.92	4.625	11/30/2019	ZBH
ZIMMER HOLDINGS INC. 3.150 4/1/2022	300,000.00	0.01	$294,688.89	3.150	04/01/2022	ZBH
Zions Bancorporation 4.500 6/13/2023	690,000.00	0.03	$697,951.70	4.500	06/13/2023	ZION

^*Cash balance includes other assets and liabilities.

Benchmark, peer group

Bloomberg Barclays US Aggregate Index (view definition)

Lipper Core Plus Bond Funds Average (view definition)

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Optimum Fixed Income Fund

Key features

Investment managers

Roger A. Early, CPA, CFA

Roger A. Early biography

Roger A. Early,CPA, CFA

Paul Grillo, CFA

Paul Grillo biography

Paul Grillo,CFA

Adam H. Brown, CFA

Adam H. Brown biography

Adam H. Brown,CFA

Wen-Dar Chen, Ph.D.

Wen-Dar Chen biography

Wen-Dar Chen,Ph.D.

David Hillmeyer, CFA

David Hillmeyer biography

David Hillmeyer,CFA

John P. McCarthy, CFA

John P. McCarthy biography

John P. McCarthy,CFA

Brian C. McDonnell, CFA

Brian C. McDonnell biography

Brian C. McDonnell,CFA

Sub-advisor

Pacific Investment Management Company, LLC (PIMCO)

Jerome M. Schneider

Managing Director (Newport Beach) and Portfolio Manager

Marc P. Seidner

CIO Non-traditional Strategies, Managing Director, and Head of Portfolio Management (NY Office)

Fund Finder

Daily pricing (as of 09/21/2018)

Total net assets (as of 08/31/2018)

Lipper ranking (as of 08/31/2018)

Literature

Prospectuses and reports

Holdings