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 (11/30/2018)

	YTD	1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	-2.12%	-1.79%	1.40%	1.52%	5.20%	4.10%	08/01/2003
Max offer price	-6.57%	-6.17%	-0.15%	0.59%	4.72%	3.79%
Bloomberg Barclays US Aggregate Index	-1.79%	-1.34%	1.33%	2.03%	3.67%	n/a

		1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	-0.11%	-1.47%	1.55%	1.74%	4.58%	4.18%	08/01/2003
Max offer price	-4.62%	-5.86%	-0.01%	0.81%	4.10%	3.86%
Bloomberg Barclays US Aggregate Index	0.02%	-1.22%	1.31%	2.16%	3.77%	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 11/30/2018
Annualized standard deviation, 3 years (view definition)	2.28
SEC 30-day yield with waiver (view definition)	2.85%
SEC 30-day yield without waiver (view definition)	2.85%

Quarterly total returns @ NAV
Year	1st quarter	2nd quarter	3rd quarter	4th quarter	Annual return
2018	-1.06%	-0.54%	-0.11%	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

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 and expense reimbursements	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
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%	44.23%	4.76%	100%
08/31/2018	44.89%	6.00%	44.38%	4.73%	100%
09/30/2018	44.93%	6.07%	44.23%	4.76%	100%
10/31/2018	44.85%	6.10%	44.25%	4.80%	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 12/18/2018)

Class A	Price	Net change
NAV	$9.12	0.01
Max offer price	$9.55	n/a

Total net assets (as of 11/30/2018)

$2.3 billion all share classes

Lipper ranking (as of 11/30/2018)

YTD ranking	151 / 282
1 year	163 / 280
3 years	155 / 217
5 years	160 / 197
10 years	65 / 123
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 09/30/2018 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
.FN BM3066	152,060.90	0.00	$162,449.06	5.000	07/01/2047	FN
90DAY EURO$ FUTR DEC18	-1,002.00	-10.64	-$243,836,700.00	0.000	12/18/2018	EDZ8
90DAY EURO$ FUTR JUN19	-1,193.00	-12.63	-$289,332,325.00	0.000	06/18/2019	EDM9
A P MOLLER - MAERSK A S 2.875 9/28/2020	200,000.00	0.00	$197,104.24	2.875	09/28/2020	MAERSK
A Schulman Inc. 6.000 12/31/2049	1,141.00	0.05	$1,180,935.00	60.000	12/31/2049	SHLM
Abbott Laboratories 2.900 11/30/2021	1,045,000.00	0.04	$1,032,749.67	2.900	11/30/2021	ABT
AbbVie Inc. 2.300 5/14/2021	1,200,000.00	0.05	$1,168,651.56	2.300	05/14/2021	ABBV
AbbVie Inc. 2.850 5/14/2023	900,000.00	0.03	$867,236.58	2.850	05/14/2023	ABBV
AbbVie Inc. 3.200 5/14/2026	500,000.00	0.02	$466,181.75	3.200	05/14/2026	ABBV
AbbVie Inc. 3.750 11/14/2023	430,000.00	0.01	$428,310.44	3.750	11/14/2023	ABBV
AbbVie Inc. 4.250 11/14/2028	1,495,000.00	0.06	$1,475,624.65	4.250	11/14/2028	ABBV
ABFC 2006-HE1 A2D	373,253.06	0.01	$247,740.86	2.436	01/25/2037	ABFC
Abu Dhabi Crude Oil Pipeline LLC 4.600 11/2/2047	780,000.00	0.03	$762,414.90	4.600	11/02/2047	ADNOUH
Acrisure LLC Acrisure Finance Inc. 7.000 11/15/2025	380,000.00	0.01	$355,178.40	7.000	11/15/2025	ACRISU
Acrisure LLC 5.729 11/22/2023	898,195.50	0.03	$903,528.99	6.592	11/22/2023	ACRISU
Actavis Funding SCS 3.450 3/15/2022	1,000,000.00	0.04	$994,443.20	3.450	03/15/2022	AGN
Adani Abbot Point Terminal Pty Ltd. 4.450 12/15/2022	1,500,000.00	0.05	$1,346,322.00	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	$81,079.20	5.625	11/15/2024	ADSWST
Aegea Finance Sarl 5.750 10/10/2024	785,000.00	0.03	$735,937.50	5.750	10/10/2024	AEGEBZ
AEP Texas Inc. 2.400 10/1/2022	745,000.00	0.03	$712,882.83	2.400	10/01/2022	AEP
AerCap Global Aviation Trust 6.500 6/15/2045	1,385,000.00	0.06	$1,447,325.00	6.500	06/15/2045	AER
AerCap Ireland Capital DAC AerCap Global Aviation Trust 3.650 7/21/2027	1,990,000.00	0.07	$1,827,180.19	3.650	07/21/2027	AER
AerCap Ireland Capital DAC AerCap Global Aviation Trust 4.450 10/1/2025	1,200,000.00	0.05	$1,188,631.56	4.450	10/01/2025	AER
AerCap Ireland Capital DAC AerCap Global Aviation Trust 4.625 10/30/2020	1,000,000.00	0.04	$1,019,532.10	4.625	10/30/2020	AER
AERCAP IRELAND CAPITAL LTD. 4.625 7/1/2022	1,100,000.00	0.04	$1,123,084.60	4.625	07/01/2022	AER
Aerojet Rocketdyne Holdings Inc. 2.250 12/15/2023	230,000.00	0.01	$328,852.85	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	0.03	$871,500.00	7.950	05/11/2026	AES
AES Gener S.A. 5.250 8/15/2021	20,000.00	0.00	$20,700.92	5.250	08/15/2021	AESGEN
AES Gener S.A. 8.375 12/18/2073	735,000.00	0.03	$753,235.35	8.375	12/18/2073	AESGEN
AESOP 2014-1A A	565,000.00	0.02	$563,522.02	2.460	07/20/2020	AESOP
AIA Group Ltd. 3.900 4/6/2028	1,000,000.00	0.04	$982,462.80	3.900	04/06/2028	AIA
Air Lease Corp. 3.000 9/15/2023	1,135,000.00	0.04	$1,078,720.80	3.000	09/15/2023	AL
Air Lease Corp. 3.625 4/1/2027	715,000.00	0.02	$661,074.99	3.625	04/01/2027	AL
Air Medical Group Holdings Inc. 5.285 4/28/2022	1,327.48	n/a	$1,309.65	5.383	04/28/2022	AIMEGR
Air Medical Group Holdings Inc. 6.375 5/15/2023	87,000.00	0.00	$78,517.50	6.375	05/15/2023	AIMEGR
Akbank T.A.S. 7.200 3/16/2027	840,000.00	0.03	$700,213.08	7.200	03/16/2027	AKBNK
Albertson's LLC 4.050 8/25/2021	785,979.01	0.03	$787,796.98	4.826	08/25/2021	ALBLLC
ALLEG 2017-2A A	400,000.00	0.01	$399,391.60	3.466	01/17/2031	ALLEG
Allegion US Holding Co. Inc. 3.550 10/1/2027	25,000.00	0.00	$22,760.19	3.550	10/01/2027	ALLE
Allergan Funding SCS 3.000 3/12/2020	1,400,000.00	0.06	$1,398,824.56	3.000	03/12/2020	AGN
ALLY FINANCIAL INC. 3.500 1/27/2019	100,000.00	0.00	$100,125.00	3.500	01/27/2019	ALLY
ALLY FINANCIAL INC. 3.750 11/18/2019	100,000.00	0.00	$99,875.00	3.750	11/18/2019	ALLY
Ally Financial Inc. 4.125 3/30/2020	1,000,000.00	0.04	$1,006,250.00	4.125	03/30/2020	ALLY
ALLY FINANCIAL INC. 8.000 3/15/2020	100,000.00	0.00	$106,450.00	8.000	03/15/2020	ALLY
Alpha 3 BV 4.000 1/31/2024	352,103.07	0.01	$353,973.44	5.334	01/31/2024	ALPTHR
Alta Mesa Holdings LP Alta Mesa Finance Services Corp. 7.875 12/15/2024	200,000.00	0.00	$191,000.00	7.875	12/15/2024	ALTMES
Altice France S.A. France 3.000 7/18/2025	1,152,312.50	0.04	$1,130,706.64	4.825	07/18/2025	SFRFP
Altice France S.A. France 4.349 1/31/2026	308,851.20	0.01	$305,762.69	5.846	01/31/2026	SFRFP
Altice France S.A. France 6.250 5/15/2024	385,000.00	0.01	$381,920.00	6.250	05/15/2024	SFRFP
Altice France S.A. France 6.331 1/31/2026	135,000.00	0.00	$134,105.63	6.158	01/31/2026	SFRFP
Altice Luxembourg S.A. 7.750 5/15/2022	400,000.00	0.01	$390,800.00	7.750	05/15/2022	ATCNA
Altra Industrial Motion Corp. 2.000 9/26/2025	355,000.00	0.01	$356,331.25	2.000	09/26/2025	AIMC
AMAZON.COM INC. 3.150 8/22/2027	1,700,000.00	0.07	$1,631,171.08	3.150	08/22/2027	AMZN
Ambac Assurance Corp. 5.100 6/7/2020	40,315.00	0.00	$55,130.76	5.100	06/07/2020	ABK
Ambac LSNI LLC 7.396 2/12/2023	135,457.58	0.00	$137,320.12	7.337	02/12/2023	AMBC
AMC Entertainment Holdings Inc. 6.125 5/15/2027	405,000.00	0.01	$390,116.25	6.125	05/15/2027	AMC
AMC Networks Inc. 4.750 8/1/2025	220,000.00	0.00	$211,655.40	4.750	08/01/2025	AMCX
Ameren Illinois Co. 9.750 11/15/2018	2,110,000.00	0.09	$2,128,175.75	9.750	11/15/2018	AEE
AMERICAN AIRLINE 3.000 10/15/2028	1,231,161.29	0.05	$1,151,293.64	3.000	10/15/2028	AAL
American Airlines 2011-1 Class A Pass Through Trust 5.250 1/31/2021	259,523.18	0.01	$267,656.64	5.250	01/31/2021	AAL
American Airlines Inc. 3.477 12/14/2023	1,978,083.47	0.08	$1,970,511.36	4.158	12/14/2023	AAL
American Axle & Manufacturing Inc. 6.250 3/15/2026	175,000.00	0.00	$172,375.00	6.250	03/15/2026	AXL
AMERICAN ELECTRIC POWER CO. 2.150 11/13/2020	300,000.00	0.01	$293,741.73	2.150	11/13/2020	AEP
AMERICAN MUNI PWR-OHIO Inc. OH 8.084 2/15/2050	1,500,000.00	0.10	$2,356,620.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORP. 5.050 9/1/2020	500,000.00	0.02	$515,813.05	5.050	09/01/2020	AMT
American Tower Trust #1 3.070 3/15/2023	1,285,000.00	0.05	$1,256,029.04	3.070	03/15/2023	AMT
American Transmission Systems Inc. 5.250 1/15/2022	2,445,000.00	0.11	$2,569,141.45	5.250	01/15/2022	FE
AmeriGas Partners LP AmeriGas Finance Corp. 5.875 8/20/2026	300,000.00	0.01	$299,250.00	5.875	08/20/2026	APU
AMG Capital Trust II 5.150 10/15/2037	12,759.00	0.03	$735,482.35	2.575	10/15/2037	AMG
Amgen Inc. 4.000 9/13/2029	216,000.00	0.01	$311,552.16	4.000	09/13/2029	AMGN
AMMC 2013-12A AR	2,000,000.00	0.08	$2,000,496.00	3.541	11/10/2030	AMMC
AMMC 2013-13A A1LR	1,500,000.00	0.06	$1,507,572.00	3.602	07/24/2029	AMMC
AMMC 2015-16A AR	145,000.00	0.00	$145,081.06	3.599	04/14/2029	AMMC
AMMC 2017-21A A	2,400,000.00	0.10	$2,410,423.20	3.599	11/02/2030	AMMC
AMMC 2018-22A A	1,300,000.00	0.05	$1,291,241.90	3.365	04/25/2031	AMMC
AMOT 2015-2 A1	1,200,000.00	0.05	$1,201,531.68	2.728	01/15/2021	AMOT
AMXCA 2017-2 A	1,635,000.00	0.07	$1,646,273.33	2.608	09/16/2024	AMXCA
AMXCA 2017-5 A	620,000.00	0.02	$622,692.47	2.538	02/18/2025	AMXCA
AMXCA 2017-8 A	760,000.00	0.03	$760,299.44	2.278	05/16/2022	AMXCA
AMXCA 2018-5 A	1,030,000.00	0.04	$1,030,408.40	2.498	12/15/2025	AMXCA
AMXCA 2018-9 A	1,200,000.00	0.05	$1,200,027.84	2.592	04/15/2026	AMXCA
Anadarko Petroleum Corp. 6.600 3/15/2046	315,000.00	0.01	$371,209.29	6.600	03/15/2046	APC
Analog Devices Inc. 2.950 1/12/2021	575,000.00	0.02	$570,245.84	2.950	01/12/2021	ADI
Andeavor Logistics LP Tesoro Logistics Finance Corp. 4.250 12/1/2027	1,430,000.00	0.06	$1,399,081.26	4.250	12/01/2027	ANDX
Anglo American Capital PLC 4.500 3/15/2028	1,160,000.00	0.04	$1,114,840.27	4.500	03/15/2028	AALLN
Anglo American Capital PLC 4.750 4/10/2027	2,910,000.00	0.12	$2,839,563.45	4.750	04/10/2027	AALLN
Anheuser-Busch InBev Finance Inc. 2.650 2/1/2021	775,000.00	0.03	$764,314.22	2.650	02/01/2021	ABIBB
Anheuser-Busch InBev Finance Inc. 2.743 2/1/2019	490,000.00	0.02	$490,603.14	2.743	02/01/2019	ABIBB
Anheuser-Busch InBev Finance Inc. 3.650 2/1/2026	1,750,000.00	0.07	$1,699,731.43	3.650	02/01/2026	ABIBB
Anheuser-Busch InBev Worldwide Inc. 3.077 1/12/2024	800,000.00	0.03	$804,190.64	3.077	01/12/2024	ABIBB
ANZ New Zealand Int'l Ltd. London 2.600 9/23/2019	200,000.00	0.00	$199,339.16	2.600	09/23/2019	ANZNZ
APEXC 2017-1A A1	1,275,000.00	0.05	$1,277,620.13	3.812	04/24/2029	APEXC
APEXC 2018-1A A2	2,400,000.00	0.10	$2,383,831.20	3.365	04/25/2031	APEXC
Apple Inc. 2.688 5/11/2022	1,040,000.00	0.04	$1,051,514.36	2.688	05/11/2022	AAPL
Apple Inc. 2.841 2/9/2022	180,000.00	0.00	$182,432.14	2.841	02/09/2022	AAPL
Applied Systems Inc. 4.570 9/18/2024	1,246,851.40	0.05	$1,255,770.13	4.570	09/18/2024	APPSYS
Applied Systems Inc. 8.320 9/18/2025	765,000.00	0.03	$783,851.90	9.334	09/18/2025	APPSYS
Arab Petroleum Investments Corp. 4.125 9/18/2023	750,000.00	0.03	$754,631.25	4.125	09/18/2023	APICOR
Aramark Services Inc. 1.750 3/11/2025	1,013,575.07	0.04	$1,016,869.19	4.084	03/11/2025	ARMK
ARCLO 2017-FL3 A	250,000.00	0.01	$250,397.00	3.148	12/15/2027	ARCLO
Ardagh Packaging Finance PLC Ardagh Holdings USA Inc. 6.000 2/15/2025	205,000.00	0.00	$201,822.50	6.000	02/15/2025	ARGID
Ardagh Packaging Finance PLC Ardagh Holdings USA Inc. 7.250 5/15/2024	200,000.00	0.00	$210,000.00	7.250	05/15/2024	ARGID
Ares Capital Corp. 3.750 2/1/2022	125,000.00	0.00	$126,644.75	3.750	02/01/2022	ARCC
Argentine Bonos del Tesoro 16.000 10/17/2023	21,516,000.00	0.02	$462,471.55	16.000	10/17/2023	ARGTES
Argentine Republic Government International Bond 5.625 1/26/2022	930,000.00	0.03	$842,347.50	5.625	01/26/2022	ARGENT
Argentine Republic Government International Bond 6.875 1/11/2048	650,000.00	0.02	$503,750.00	6.875	01/11/2048	ARGENT
ARMT 2004-5 3A1	455,501.75	0.02	$460,917.76	3.987	04/25/2035	ARMT
ARMT 2005-10 3A31	219,518.63	0.00	$208,039.69	3.709	01/25/2036	ARMT
ARMT 2006-2 1A4	799,523.98	0.03	$741,183.27	3.997	05/25/2036	ARMT
ARSI 2003-W9 M1	237,192.95	0.01	$237,645.51	3.251	01/25/2034	ARSI
ARSI 2006-M1 A2C	1,294,074.31	0.02	$511,572.94	2.366	07/25/2036	ARSI
ARSI 2006-W4 A2C	673,212.84	0.01	$246,912.39	2.376	05/25/2036	ARSI
Asian Development Bank 3.500 5/30/2024	864,000.00	0.02	$591,201.26	3.500	05/30/2024	ASIA
Assurant Inc. 6.500 3/15/2021	5,571.00	0.02	$627,071.76	6.500	03/15/2021	AIZ
AssuredPartners Inc. 3.250 10/22/2024	1,065,411.98	0.04	$1,068,519.79	5.326	10/22/2024	ASSPAR
AssuredPartners Inc. 7.000 8/15/2025	553,000.00	0.02	$548,852.50	7.000	08/15/2025	ASSPAR
AstraZeneca PLC 3.500 8/17/2023	680,000.00	0.02	$674,092.50	3.500	08/17/2023	AZN
AstraZeneca PLC 4.000 1/17/2029	1,755,000.00	0.07	$1,726,521.79	4.000	01/17/2029	AZN
AT&T Inc. 3.071 6/1/2021	2,200,000.00	0.09	$2,220,585.40	3.071	06/01/2021	T
AT&T Inc. 3.200 3/1/2022	100,000.00	0.00	$98,576.64	3.200	03/01/2022	T
AT&T Inc. 3.289 7/15/2021	500,000.00	0.02	$506,127.90	3.289	07/15/2021	T
AT&T Inc. 3.514 6/12/2024	7,345,000.00	0.32	$7,383,739.00	3.514	06/12/2024	T
AT&T Inc. 3.800 3/1/2024	100,000.00	0.00	$99,110.93	3.800	03/01/2024	T
AT&T Inc. 4.100 2/15/2028	2,276,000.00	0.09	$2,209,980.30	4.100	02/15/2028	T
AT&T Inc. 4.300 2/15/2030	470,000.00	0.01	$452,681.86	4.300	02/15/2030	T
AT&T Inc. 4.500 3/9/2048	1,180,000.00	0.04	$1,031,885.46	4.500	03/09/2048	T
AT&T Inc. 5.250 3/1/2037	530,000.00	0.02	$529,131.54	5.250	03/01/2037	T
ATCLO 2018-10A A	1,500,000.00	0.06	$1,492,414.50	3.429	01/15/2031	ATCLO
Atento Luxco 1 S.A. 6.125 8/10/2022	740,000.00	0.03	$728,900.00	6.125	08/10/2022	ATENTO
Athene Global Funding 3.566 7/1/2022	700,000.00	0.03	$713,069.28	3.566	07/01/2022	ATHGLO
ATRM 12A AR	2,500,000.00	0.10	$2,487,852.50	3.177	04/22/2027	ATRM
ATRM 13A A1	250,000.00	0.01	$250,129.25	3.527	11/21/2030	ATRM
AUD USD FWD 20181001 0.000 10/1/2018	-8,975.00	-0.01	-$6,487.62	0.000	10/01/2018	MAU100118
AUD USD FWD 20181002 0.000 10/2/2018	-993,000.00	-0.04	-$717,795.72	0.000	10/02/2018	AUJ100218
AUD/USD BNP 11/05/18	-986,869.16	-0.04	-$713,555.74	0.000	11/05/2018	ADUSIB058
AUD/USD BOA 11/02/18	945,381.36	0.02	$683,543.81	0.000	11/02/2018	ADUSFB028
Ausgrid Finance Pty Ltd. 3.850 5/1/2023	1,550,000.00	0.06	$1,541,465.39	3.850	05/01/2023	AUSGF
Ausgrid Finance Pty Ltd. 4.350 8/1/2028	735,000.00	0.03	$732,057.35	4.350	08/01/2028	AUSGF
AUSTRALIAN DOLLAR	71,655.46	0.00	$51,796.15	0.000	-	AUD
Autonomous Community of Catalonia 4.900 9/15/2021	1,800,000.00	0.09	$2,263,246.38	4.900	09/15/2021	GENCAT
Autonomous Community of Catalonia 4.950 2/11/2020	1,100,000.00	0.05	$1,341,699.86	4.950	02/11/2020	GENCAT
Avangrid Inc. 3.150 12/1/2024	305,000.00	0.01	$291,041.16	3.150	12/01/2024	AGR
Aviation Capital Group LLC 3.500 11/1/2027	195,000.00	0.00	$178,236.90	3.500	11/01/2027	PACLIF
Aviation Capital Group LLC 4.875 10/1/2025	1,090,000.00	0.04	$1,110,369.81	4.875	10/01/2025	PACLIF
Aviation Capital Group LLC 6.750 4/6/2021	500,000.00	0.02	$534,908.35	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	$234,706.25	6.375	04/01/2024	CAR
Avis Budget Car Rental LLC 3.900 3/15/2025	555,800.00	0.02	$556,838.79	4.310	03/15/2025	CAR
AXA Equitable Holdings Inc. 4.350 4/20/2028	365,000.00	0.01	$353,603.31	4.350	04/20/2028	EQH
AXA Equitable Holdings Inc. 5.000 4/20/2048	590,000.00	0.02	$550,876.57	5.000	04/20/2048	EQH
BACM 2017-BNK3 C	325,000.00	0.01	$318,963.74	4.352	02/15/2050	BACM
BAFC 2005-E 7A1	175,434.25	0.00	$150,071.39	2.448	06/20/2035	BAFC
BAFC 2006-I 1A1	254,817.66	0.01	$260,867.13	4.151	12/20/2036	BAFC
Baidu Inc. 4.375 3/29/2028	805,000.00	0.03	$795,125.07	4.375	03/29/2028	BIDU
Ball Metalpack Finco LLC 4.500 7/26/2025	538,650.00	0.02	$545,046.47	6.576	07/26/2025	BALMET
Ball Metalpack Finco LLC 9.750 7/26/2026	118,000.00	0.00	$116,820.00	10.826	07/26/2026	BALMET
Banco Bilbao Vizcaya Argentaria S.A. 6.750 12/29/2049	400,000.00	0.02	$483,968.83	6.750	12/29/2049	BBVASM
Banco de Credito e Inversiones S.A. 3.500 10/12/2027	570,000.00	0.02	$521,193.75	3.500	10/12/2027	BCICI
Banco Nacional de Desenvolvimento Economico e Social 6.500 6/10/2019	2,500,000.00	0.11	$2,559,925.00	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	$742,020.00	4.125	11/09/2022	BSMXB
Banco Santander S.A. 3.848 4/12/2023	1,400,000.00	0.05	$1,369,006.80	3.848	04/12/2023	SANTAN
Banco Santander S.A. 6.250 12/31/2049	400,000.00	0.02	$484,123.95	6.250	12/31/2049	SANTAN
Banff Merger Sub Inc. 4.250 6/28/2025	700,000.00	0.03	$707,518.70	4.250	06/28/2025	BMC
BANK 2017-BNK5 A5	1,430,000.00	0.06	$1,387,606.51	3.390	06/15/2060	BANK
BANK 2017-BNK5 B	605,000.00	0.02	$596,343.96	3.896	06/15/2060	BANK
BANK 2017-BNK7 A5	715,000.00	0.03	$694,540.85	3.435	09/15/2060	BANK
BANK 2017-BNK7 B	1,085,000.00	0.04	$1,069,277.37	3.949	09/15/2060	BANK
BANK 2017-BNK8 A4	515,000.00	0.02	$501,697.09	3.488	11/15/2050	BANK
BANK 2018-BN14 A4	800,000.00	0.03	$826,893.60	4.231	09/15/2060	BANK
BANK ACCEPT FUTR DEC19	32.00	0.26	$6,023,303.53	0.000	12/17/2019	BAZ9
BANK ACCEPT FUTR Jun19	47.00	0.38	$8,862,191.77	0.000	06/18/2019	BAM9
BANK ACCEPT FUTR Mar20	59.00	0.48	$11,101,469.05	0.000	03/17/2020	BAH0
BANK ACCEPT FUTR SEP19	6.00	0.04	$1,130,182.32	0.000	09/17/2019	BAU9
Bank of America Corp. 2.600 1/15/2019	174,000.00	0.00	$173,980.83	2.600	01/15/2019	BAC
Bank of America Corp. 2.625 4/19/2021	1,000,000.00	0.04	$983,943.30	2.625	04/19/2021	BAC
Bank of America Corp. 3.004 12/20/2023	2,001,000.00	0.08	$1,942,521.58	3.004	12/20/2023	BAC
Bank of America Corp. 3.007 7/21/2021	900,000.00	0.03	$905,351.22	3.007	07/21/2021	BAC
Bank of America Corp. 3.023 6/25/2022	1,800,000.00	0.07	$1,805,439.78	3.023	06/25/2022	BAC
Bank of America Corp. 3.111 2/5/2026	1,550,000.00	0.06	$1,525,237.67	3.111	02/05/2026	BAC
Bank of America Corp. 3.300 1/11/2023	716,000.00	0.03	$705,657.02	3.300	01/11/2023	BAC
Bank of America Corp. 3.300 8/5/2021	240,000.00	0.00	$175,028.88	3.300	08/05/2021	BAC
Bank of America Corp. 3.550 3/5/2024	2,100,000.00	0.09	$2,076,643.38	3.550	03/05/2024	BAC
Bank of America Corp. 3.864 7/23/2024	4,155,000.00	0.18	$4,156,596.77	3.864	07/23/2024	BAC
Bank of America Corp. 4.125 1/22/2024	200,000.00	0.00	$203,280.02	4.125	01/22/2024	BAC
Bank of America Corp. 4.271 7/23/2029	1,755,000.00	0.07	$1,753,371.89	4.271	07/23/2029	BAC
Bank of America Corp. 5.625 7/1/2020	510,000.00	0.02	$530,984.77	5.625	07/01/2020	BAC
Bank of America Corp. 5.875 12/29/2049	900,000.00	0.03	$893,250.00	5.875	12/29/2049	BAC
Bank of America Corp. 6.500 10/29/2049	1,150,000.00	0.05	$1,243,437.50	0.000	10/29/2049	BAC
Bank of America Corp. 7.250 12/31/2049	417.00	0.02	$539,702.25	72.500	12/31/2049	BAC
Bank of China Ltd. 5.000 11/13/2024	795,000.00	0.03	$812,544.86	5.000	11/13/2024	BCHINA
Bank of Georgia JSC 6.000 7/26/2023	690,000.00	0.02	$675,282.30	6.000	07/26/2023	GEBGG
Bank of Montreal 3.803 12/15/2032	1,380,000.00	0.05	$1,291,114.20	3.803	12/15/2032	BMO
Bank of New York Mellon Corp. 3.389 10/30/2023	1,420,000.00	0.06	$1,449,167.08	3.389	10/30/2023	BK
BANK OF NOVA SCOTIA 1.875 4/26/2021	4,500,000.00	0.18	$4,352,517.00	1.875	04/26/2021	BNS
BANK OF TOKYO MITSUBISHI 2.450 10/16/2019	500,000.00	0.02	$497,412.75	2.450	10/16/2019	MUFG
BANK OF TOKYO MITSUBISHI 2.650 10/19/2020	500,000.00	0.02	$492,117.30	2.650	10/19/2020	MUFG
Bankia S.A. 3.500 1/17/2019	800,000.00	0.04	$938,689.42	3.500	01/17/2019	BKIASM
Banque Ouest Africaine de Developpement 5.000 7/27/2027	1,000,000.00	0.04	$968,000.00	5.000	07/27/2027	BOAD
Barclays Bank PLC 7.625 11/21/2022	1,800,000.00	0.08	$1,954,575.00	7.625	11/21/2022	BACR
Barclays PLC 3.695 5/16/2024	1,800,000.00	0.07	$1,791,936.90	3.695	05/16/2024	BACR
Barclays PLC 4.972 5/16/2029	3,000,000.00	0.12	$2,966,034.00	4.972	05/16/2029	BACR
BARCLAYS PLC 6.500 6/15/2049	1,000,000.00	0.05	$1,198,784.13	6.500	06/15/2049	BACR
Barclays PLC 7.750 12/29/2049	1,990,000.00	0.08	$1,999,950.00	7.750	12/29/2049	BACR
Barclays PLC 8.250 12/29/2049	1,975,000.00	0.08	$1,994,813.20	8.250	12/29/2049	BACR
BAT Capital Corp. 2.297 8/14/2020	830,000.00	0.03	$813,715.65	2.297	08/14/2020	BATSLN
BAT Capital Corp. 2.764 8/15/2022	615,000.00	0.02	$593,060.12	2.764	08/15/2022	BATSLN
BAT Capital Corp. 3.222 8/15/2024	1,425,000.00	0.05	$1,359,641.09	3.222	08/15/2024	BATSLN
BAT INTL FINANCE PLC 2.750 6/15/2020	700,000.00	0.03	$692,960.03	2.750	06/15/2020	BATSLN
BATLN 2018-12A A1	1,000,000.00	0.04	$995,145.00	3.400	05/17/2031	BATLN
Bausch Health Cos Inc. 3.000 5/28/2025	533,957.48	0.02	$537,294.71	5.104	05/28/2025	BHCCN
Bayer US Finance II LLC 3.500 6/25/2021	1,010,000.00	0.04	$1,008,234.92	3.500	06/25/2021	BAYNGR
Bayer US Finance II LLC 4.250 12/15/2025	500,000.00	0.02	$496,694.75	4.250	12/15/2025	BAYNGR
Bayer US Finance II LLC 4.375 12/15/2028	2,690,000.00	0.11	$2,639,186.71	4.375	12/15/2028	BAYNGR
BB&T Corp. 2.563 2/1/2021	980,000.00	0.04	$978,823.90	2.563	02/01/2021	BBT
BBCMS 2015-STP A	3,615,356.26	0.15	$3,609,198.95	3.323	09/10/2028	BBCMS
BBVA Bancomer S.A. Texas 7.250 4/22/2020	100,000.00	0.00	$104,560.00	7.250	04/22/2020	BBVASM
Becton Dickinson and Co. 3.363 6/6/2024	240,000.00	0.01	$232,108.20	3.363	06/06/2024	BDX
Becton Dickinson and Co. 6.125 5/1/2020	10,485.00	0.02	$685,299.60	3.063	05/01/2020	BDX
Bell Canada Inc. 3.350 3/22/2023	219,000.00	0.00	$169,640.44	3.350	03/22/2023	BCECN
Berkshire Hathaway Energy Co. 3.750 11/15/2023	1,145,000.00	0.05	$1,157,060.86	3.750	11/15/2023	BRKHEC
Bermuda Government International Bond 3.717 1/25/2027	800,000.00	0.03	$764,912.00	3.717	01/25/2027	BERMUD
Best Buy Co. Inc. 4.450 10/1/2028	1,530,000.00	0.06	$1,525,557.19	4.450	10/01/2028	BBY
BHP Billiton Finance USA Ltd. 6.250 10/19/2075	2,795,000.00	0.12	$2,922,172.50	6.250	10/19/2075	BHP
BioMarin Pharmaceutical Inc. 1.500 10/15/2020	457,000.00	0.02	$550,503.58	1.500	10/15/2020	BMRN
BJETS 2018-2 A	944,446.43	0.04	$945,908.53	4.447	06/15/2033	BJETS
Blackstone Mortgage Trust Inc. 4.375 5/5/2022	228,000.00	0.00	$228,589.61	4.375	05/05/2022	BXMT
Blackstone Mortgage Trust Inc. 4.750 3/15/2023	515,000.00	0.02	$514,517.96	4.750	03/15/2023	BXMT
Blackstone Mortgage Trust Inc. 5.250 12/1/2018	726,000.00	0.03	$896,850.31	5.250	12/01/2018	BXMT
Blue Ribbon LLC 5.000 11/13/2021	940,510.19	0.03	$891,133.41	6.133	11/13/2021	PBST
BLUEM 2015-1A A1R	400,000.00	0.01	$399,795.60	3.667	04/13/2027	BLUEM
BMARK 2018-B1 A5	110,000.00	0.00	$109,044.55	3.666	01/15/2051	BMARK
BMARK 2018-B6 A4	620,000.00	0.02	$640,490.38	4.261	11/10/2051	BMARK
BMC East LLC 5.500 10/1/2024	250,000.00	0.01	$242,187.50	5.500	10/01/2024	BMCH
BMW US Capital LLC 1.500 4/11/2019	500,000.00	0.02	$496,912.05	1.500	04/11/2019	BMW
BMW US Capital LLC 2.819 8/13/2021	500,000.00	0.02	$501,478.65	2.819	08/13/2021	BMW
BMWFT 2018-1 A2	500,000.00	0.02	$500,644.90	2.478	05/15/2023	BMWFT
BMWLT 2017-2 A2B	617,110.88	0.02	$617,295.95	2.345	02/20/2020	BMWLT
BNG Bank NV 3.500 7/19/2027	292,000.00	0.00	$215,371.74	3.500	07/19/2027	BNG
BNP Paribas S.A. 7.375 12/29/2049	500,000.00	0.02	$526,225.00	7.375	12/29/2049	BNP
BNP Paribas S.A. 7.375 12/31/3000	700,000.00	0.03	$736,715.00	7.375	08/19/2025	BNP
BOAA 2005-6 7A1	20,174.67	0.00	$18,902.75	5.500	07/25/2020	BOAA
BOAMS 2003-D 2A1	218,451.13	0.00	$222,082.16	4.458	05/25/2033	BOAMS
BOC Aviation Ltd. 2.375 9/15/2021	910,000.00	0.03	$867,094.41	2.375	09/15/2021	BOCAVI
BOC AVIATION PTE LTD. 2.375 9/15/2021	600,000.00	0.02	$571,710.60	2.375	09/15/2021	BOCAVI
BOC AVIATION PTE LTD. 3.000 5/23/2022	300,000.00	0.01	$288,520.50	3.000	05/23/2022	BOCAVI
Boise Cascade Co. 5.625 9/1/2024	430,000.00	0.01	$440,621.00	5.625	09/01/2024	BCC
Bombardier Recreational Products Inc. 2.000 5/7/2025	560,000.00	0.02	$560,583.52	4.080	05/07/2025	BOMREC
BOMFT 2017-RN8 A1	84,773.32	0.00	$84,374.37	3.352	11/28/2032	BOMFT
Booking Holdings Inc. 0.350 6/15/2020	448,000.00	0.02	$681,003.90	0.350	06/15/2020	BKNG
BOSTON SCIENTIFIC CORP. 2.850 5/15/2020	600,000.00	0.02	$595,901.10	2.850	05/15/2020	BSX
BOSTON SCIENTIFIC CORP. 3.375 5/15/2022	800,000.00	0.03	$792,097.76	3.375	05/15/2022	BSX
Boyd Gaming Corp. 6.375 4/1/2026	280,000.00	0.01	$288,960.00	6.375	04/01/2026	BYD
BP Capital Markets America Inc. 3.796 9/21/2025	725,000.00	0.03	$727,947.71	3.796	09/21/2025	BPLN
BP Capital Markets America Inc. 3.937 9/21/2028	1,065,000.00	0.04	$1,072,452.76	3.937	09/21/2028	BPLN
Branch Banking & Trust Co. 2.850 4/1/2021	670,000.00	0.02	$662,911.20	2.850	04/01/2021	BBT
Braskem Netherlands Finance BV 3.500 1/10/2023	320,000.00	0.01	$306,368.00	3.500	01/10/2023	BRASKM
Braskem Netherlands Finance BV 4.500 1/10/2028	905,000.00	0.03	$862,465.00	4.500	01/10/2028	BRASKM
Braskem Netherlands Finance BV 4.500 1/10/2028	800,000.00	0.03	$763,960.00	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	-$3,860.76	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	-$19,303.79	1.000	06/20/2022	SWPC0FXJ7
Brazil Letras do Tesouro Nacional 0.000 1/1/2019	17,700,000.00	0.18	$4,313,693.21	0.000	01/01/2019	BLTN
Brazil Notas do Tesouro Nacional Serie F 10.000 1/1/2023	3,737,000.00	0.03	$901,545.18	10.000	01/01/2023	BNTNF
Brazil Notas do Tesouro Nacional Serie F 10.000 1/1/2027	7,619,000.00	0.07	$1,735,405.47	10.000	01/01/2027	BNTNF
BRAZILIAN REAL	1,399,792.85	0.01	$346,607.78	0.000	-	BRAZILREL
BRITISH POUNDS	295,998.93	0.01	$385,805.00	0.000	-	POUNDS
BRL USD FWD 20190103 0.000 1/3/2019	-17,700,000.00	-0.19	-$4,347,080.99	0.000	01/03/2019	BRP010319
Broadcom Corp. Broadcom Cayman Finance Ltd. 3.000 1/15/2022	1,400,000.00	0.05	$1,364,763.96	3.000	01/15/2022	AVGO
Broadcom Corp. Broadcom Cayman Finance Ltd. 3.500 1/15/2028	895,000.00	0.03	$814,348.69	3.500	01/15/2028	AVGO
BSABS 2005-FR1 M2	2,000,000.00	0.08	$2,000,730.20	3.221	06/25/2035	BSABS
BSABS 2007-HE2 1A2	251,182.92	0.01	$327,597.29	2.386	03/25/2037	BSABS
BSABS 2007-SD1 22A1	190,672.82	0.00	$139,607.78	3.040	10/25/2036	BSABS
BSARM 2003-5 2A1	37,615.19	0.00	$37,629.41	4.191	08/25/2033	BSARM
BSP 2014-IVA A1R	2,400,000.00	0.10	$2,403,206.40	3.838	01/20/2029	BSP
Buckeye Tobacco Settlement Financing Authority 5.875 6/1/2047	145,000.00	0.00	$145,000.00	5.875	06/01/2047	BUCGEN
Builders FirstSource Inc. 4.000 2/29/2024	1,666,414.72	0.07	$1,670,282.47	5.302	02/29/2024	BLDR
Builders FirstSource Inc. 5.625 9/1/2024	345,000.00	0.01	$332,925.00	5.625	09/01/2024	BLDR
Bunge Ltd. Finance Corp. 4.350 3/15/2024	1,290,000.00	0.05	$1,278,427.93	4.350	03/15/2024	BG
Burlington Northern Santa Fe LLC 4.150 12/15/2048	2,220,000.00	0.09	$2,196,937.75	4.150	12/15/2048	BNSF
BWAY Holding Co. 3.250 3/23/2024	972,687.50	0.04	$973,295.43	5.581	03/23/2024	BWY
BWAY Holding Co. 5.500 4/15/2024	460,000.00	0.01	$453,371.40	5.500	04/15/2024	BWY
BX 2017-APPL A	542,624.01	0.02	$542,624.66	3.038	07/15/2034	BX
CAD USD FWD 20181001 0.000 10/1/2018	-4,650.00	-0.01	-$3,600.33	0.000	10/01/2018	MCA100118
CAD USD FWD 20181102 0.000 11/2/2018	8,543,000.00	0.28	$6,619,102.65	0.000	11/02/2018	CAC110218
CAD USD FWD 20181115 0.000 11/15/2018	-8,400,000.00	-0.29	-$6,509,902.03	0.000	11/15/2018	CAJ111518
CAD/USD BOA 11/02/18	-2,280,744.81	-0.08	-$1,767,117.41	0.000	11/02/2018	CDUSFB028
Calpine Construction Finance Co. LP 2.500 1/15/2025	252,086.14	0.01	$252,581.24	4.576	01/15/2025	CPN
Calpine Corp. 5.250 6/1/2026	86,000.00	0.00	$79,980.00	5.250	06/01/2026	CPN
Calpine Corp. 5.750 1/15/2025	320,000.00	0.01	$284,400.00	5.750	01/15/2025	CPN
Campbell Soup Co. 3.650 3/15/2023	1,525,000.00	0.06	$1,496,926.73	3.650	03/15/2023	CPB
CANADIAN DOLLAR	94,711.84	0.00	$73,326.25	0.000	-	CANDOLLAR
Canadian Government Bond 2.750 12/1/2048	171,000.00	0.00	$141,735.45	2.750	12/01/2048	CAN
CARD2 2017-1A A	1,045,000.00	0.04	$1,046,036.01	2.528	04/18/2022	CARD2
Cardinal Health Inc. 1.948 6/14/2019	1,200,000.00	0.05	$1,193,484.84	1.948	06/14/2019	CAH
CAS 2016-C03 1M1	44,459.65	0.00	$44,982.97	4.216	10/25/2028	CAS
CAS 2016-C04 1M1	24,530.09	0.00	$24,698.18	3.666	01/25/2029	CAS
CAS 2017-C01 1M1	20,766.17	0.00	$20,907.84	3.516	07/25/2029	CAS
CAS 2017-C04 2M2	420,000.00	0.01	$442,445.30	5.066	11/25/2029	CAS
CAS 2018-C01 1M2	690,000.00	0.03	$705,728.00	4.466	07/25/2030	CAS
CAS 2018-C02 2M2	630,000.00	0.02	$638,126.43	4.416	08/25/2030	CAS
CAS 2018-C03 1M2	555,000.00	0.02	$562,147.12	4.366	10/25/2030	CAS
CAS 2018-C05 1M2	545,000.00	0.02	$553,858.32	4.566	01/25/2031	CAS
Casablanca US Holdings Inc. 4.000 3/31/2024	84,360.35	0.00	$83,516.75	6.342	03/31/2024	APPLEI
CASH COLLATERAL CME FOB USD 0.000 12/31/2060	481,000.00	0.02	$481,000.00	0.000	12/31/2060	CCFOBCUS1
CASH COLLATERAL ICE FOB USD 0.000 12/31/2060	352,000.00	0.01	$352,000.00	0.000	12/31/2060	CCFOBZUS0
CASH COLLATERAL TBA MSC USD 0.000 12/31/2060	-812,000.00	-0.04	-$812,000.00	0.000	12/31/2060	CCMSCTUS6
CCCIT 2016-A3 A3	500,000.00	0.02	$504,695.25	2.611	12/07/2023	CCCIT
CCCIT 2017-A5 A5	1,045,000.00	0.04	$1,055,374.65	2.832	04/22/2026	CCCIT
CCCIT 2017-A7 A7	500,000.00	0.02	$500,935.50	2.503	08/08/2024	CCCIT
CCCIT 2018-A2 A2	515,000.00	0.02	$515,203.89	2.495	01/20/2025	CCCIT
CCCIT 2018-A4 A4	2,000,000.00	0.08	$2,000,892.20	2.461	06/07/2025	CCCIT
CCL Industries Inc. 3.250 10/1/2026	655,000.00	0.02	$599,247.38	3.250	10/01/2026	CCLBCN
CCO Holdings LLC CCO Holdings Capital Corp. 5.000 2/1/2028	900,000.00	0.03	$848,160.00	5.000	02/01/2028	CHTR
CCO Holdings LLC CCO Holdings Capital Corp. 5.125 5/1/2027	215,000.00	0.00	$204,381.15	5.125	05/01/2027	CHTR
CCO Holdings LLC CCO Holdings Capital Corp. 5.875 5/1/2027	400,000.00	0.01	$397,500.00	5.875	05/01/2027	CHTR
CD 2017-CD6 B	440,000.00	0.01	$431,663.63	3.911	11/13/2050	CD
CDK Global Inc. 4.875 6/1/2027	305,000.00	0.01	$298,900.00	4.875	06/01/2027	CDK
CDK Global Inc. 5.000 10/15/2024	910,000.00	0.04	$932,094.80	5.000	10/15/2024	CDK
CDK Global Inc. 5.875 6/15/2026	400,000.00	0.01	$414,152.00	5.875	06/15/2026	CDK
CDW LLC CDW Finance Corp. 5.000 9/1/2025	90,000.00	0.00	$90,000.00	5.000	09/01/2025	CDWC
CEDF 2016-6A A1	1,230,000.00	0.05	$1,229,859.78	3.818	10/20/2028	CEDF
Celgene Corp. 3.250 2/20/2023	200,000.00	0.00	$196,028.06	3.250	02/20/2023	CELG
Cemex SAB de CV 3.720 3/15/2020	782,000.00	0.03	$789,747.27	3.720	03/15/2020	CEMEX
Cemex SAB de CV 3.720 3/15/2020	547,000.00	0.02	$552,761.00	3.720	03/15/2020	CEMEX
CenterPoint Energy Inc. 6.125 12/29/2049	1,060,000.00	0.04	$1,079,875.00	6.125	12/29/2049	CNP
Central Nippon Expressway Co. Ltd. 2.079 11/5/2019	1,200,000.00	0.05	$1,185,374.40	2.079	11/05/2019	CENEXP
CENTURY COMM TRACKING	1,975,000.00	0.00	$0.00	0.000	-	156ESCAG0
Cequel Communications Holdings I LLC Cequel Capital Corp. 7.750 7/15/2025	420,000.00	0.01	$449,400.00	7.750	07/15/2025	CEQUEL
CFCRE 2016-C7 A3	3,100,000.00	0.13	$3,101,162.19	3.839	12/10/2054	CFCRE
CFIP 2017-1A A	2,300,000.00	0.10	$2,300,002.30	3.553	01/18/2030	CFIP
CGCMT 2014-GC25 A4	785,000.00	0.03	$786,062.18	3.635	10/10/2047	CGCMT
CGCMT 2015-GC27 A5	2,000,000.00	0.08	$1,944,592.80	3.137	02/10/2048	CGCMT
CGCMT 2016-P3 A4	1,305,000.00	0.05	$1,270,388.01	3.329	04/15/2049	CGCMT
CGCMT 2017-C4 A4	635,000.00	0.02	$619,119.03	3.471	10/12/2050	CGCMT
CGCMT 2018-C5 A4	3,200,000.00	0.14	$3,295,068.16	4.228	06/10/2051	CGCMT
CH Hold Corp. 8.561 2/1/2025	161,000.00	0.00	$163,415.00	9.326	02/01/2025	CHHOLD
CHAIT 2014-A5 A5	500,000.00	0.02	$500,849.90	2.528	04/15/2021	CHAIT
CHAIT 2016-A3 A3	500,000.00	0.02	$505,100.75	2.708	06/15/2023	CHAIT
CHAIT 2017-A1 A	1,370,000.00	0.05	$1,374,082.74	2.458	01/15/2022	CHAIT
CHAIT 2018-A1 A1	185,000.00	0.00	$185,259.57	2.358	04/17/2023	CHAIT
Change Healthcare Holdings LLC 3.750 2/3/2024	1,174,770.73	0.05	$1,179,991.41	4.826	02/03/2024	EM
Charles Schwab Corp. 2.632 5/21/2021	1,055,000.00	0.04	$1,057,709.35	2.632	05/21/2021	SCHW
Charles Schwab Corp. 3.250 5/21/2021	465,000.00	0.02	$465,200.09	3.250	05/21/2021	SCHW
Charles Schwab Corp. 3.850 5/21/2025	490,000.00	0.02	$493,761.53	3.850	05/21/2025	SCHW
Charles Schwab Corp. 5.000 12/29/2049	355,000.00	0.01	$343,462.50	5.000	12/29/2049	SCHW
Chart Industries Inc. 1.000 11/15/2024	502,000.00	0.03	$716,630.10	1.000	11/15/2024	GTLS
CHARTER COMM OPT LLC CAP 4.464 7/23/2022	1,800,000.00	0.07	$1,831,349.34	4.464	07/23/2022	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 3.579 7/23/2020	400,000.00	0.01	$400,405.84	3.579	07/23/2020	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 4.500 2/1/2024	800,000.00	0.03	$804,291.28	4.500	02/01/2024	CHTR
Charter Communications Operating LLC Charter Communications Operating Capital 5.375 4/1/2038	1,650,000.00	0.06	$1,601,850.36	5.375	04/01/2038	CHTR
Charter Communications Operating LLC 3.588 4/30/2025	714,600.00	0.03	$716,427.24	4.080	04/30/2025	CHTR
CHASE 2005-A1 3A1	105,708.64	0.00	$101,281.89	3.427	12/25/2035	CHASE
Chemours Co. 1.750 3/26/2025	1,107,984.26	0.04	$1,108,503.90	3.830	03/26/2025	CC
Cheniere Corpus Christi Holdings LLC 5.875 3/31/2025	295,000.00	0.01	$310,487.50	5.875	03/31/2025	CHCOCH
Cheniere Energy Inc. 4.250 3/15/2045	1,314,000.00	0.04	$1,060,560.94	4.250	03/15/2045	LNG
Chesapeake Energy Corp. 7.000 10/1/2024	335,000.00	0.01	$335,418.75	7.000	10/01/2024	CHK
Chevron Corp. 2.851 3/3/2022	575,000.00	0.02	$581,938.64	2.851	03/03/2022	CVX
Chicago Transit Authority 6.899 12/1/2040	1,800,000.00	0.10	$2,292,624.00	6.899	12/01/2040	CHITRN
Chicago Transit Authority 6.899 12/1/2040	1,800,000.00	0.10	$2,292,624.00	6.899	12/01/2040	CHITRN
CHS Community Health Systems Inc. 4.000 1/27/2021	539,120.74	0.02	$532,381.73	5.563	01/27/2021	CYH
CIFC 2015-2A AR	2,050,000.00	0.08	$2,042,308.40	3.119	04/15/2027	CIFC
Cisco Systems Inc. 2.821 3/1/2019	650,000.00	0.02	$651,417.00	2.821	03/01/2019	CSCO
CIT GROUP INC. 4.125 3/9/2021	400,000.00	0.01	$402,300.00	4.125	03/09/2021	CIT
Citibank NA 3.400 7/23/2021	540,000.00	0.02	$540,062.80	3.400	07/23/2021	C
Citicorp Lease Pass-Through Trust 1999-1 8.040 12/15/2019	148,869.57	0.00	$156,856.18	8.040	12/15/2019	C
CITIGROUP INC. 2.650 10/26/2020	3,200,000.00	0.13	$3,158,660.48	2.650	10/26/2020	C
Citigroup Inc. 3.200 10/21/2026	1,000,000.00	0.04	$934,446.10	3.200	10/21/2026	C
Citigroup Inc. 3.216 8/7/2019	454,000.00	0.01	$329,877.78	3.216	08/07/2019	C
Citigroup Inc. 3.247 6/7/2019	2,300,000.00	0.10	$2,312,507.86	3.247	06/07/2019	C
Citigroup Inc. 3.412 5/17/2024	1,560,000.00	0.06	$1,573,409.76	3.412	05/17/2024	C
Citigroup Inc. 3.750 10/27/2023	498,000.00	0.01	$363,765.92	3.750	10/27/2023	C
Citigroup Inc. 4.044 6/1/2024	1,800,000.00	0.07	$1,808,523.72	4.044	06/01/2024	C
Citigroup Inc. 4.050 7/30/2022	150,000.00	0.00	$151,365.00	4.050	07/30/2022	C
CITIGROUP INC. 4.075 4/23/2029	3,400,000.00	0.14	$3,338,815.64	4.075	04/23/2029	C
Citizens Bank NA Providence RI 2.550 5/13/2021	2,605,000.00	0.11	$2,539,315.20	2.550	05/13/2021	CFG
Citizens Financial Group Inc. 2.375 7/28/2021	115,000.00	0.00	$111,014.97	2.375	07/28/2021	CFG
Citizens Financial Group Inc. 4.300 12/3/2025	965,000.00	0.04	$952,512.90	4.300	12/03/2025	CFG
CityCenter Holdings LLC 3.000 4/18/2024	1,025,190.82	0.04	$1,027,570.29	4.326	04/18/2024	CCTRH
CIVIC 2018-1 A1	839,221.55	0.03	$839,240.26	3.892	06/25/2022	CIVIC
CK Hutchison International 17 Ltd. 2.875 4/5/2022	655,000.00	0.02	$636,308.07	2.875	04/05/2022	CKHH
Cleveland Electric Illuminating Co. 5.500 8/15/2024	515,000.00	0.02	$557,242.51	5.500	08/15/2024	FE
Cleveland-Cliffs Inc. 5.750 3/1/2025	400,000.00	0.01	$390,500.00	5.750	03/01/2025	CLF
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	$150,246.79	0.500	10/17/2057	/CMBX
CMBX.NA.BBB-.6	1,200,000.00	-0.01	-$141,517.50	3.000	05/11/2063	/CMBX
CMBX.NA.BBB-.6 0.030 5/11/2063	1,200,000.00	-0.01	-$141,517.50	3.000	05/11/2063	/CMBX
CMBX.NA.BBB-.6 0.030 5/11/2063	605,000.00	-0.01	-$71,348.41	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	-$70,758.75	3.000	05/11/2063	/CMBX
CME - IRS USD 1.1905 08-09-16-5Y CONTRACT SWCOIR -1.190 8/9/2021	6,220,000.00	0.01	$314,591.24	-1.191	08/09/2021	/SWAP
CME - IRS USD 1.25000 06-21-17-3Y CME CONTRACT SWCOIR -1.250 6/21/2020	32,700,000.00	0.04	$932,892.41	-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	$52,590.77	-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	$979,689.59	-1.450	06/28/2021	SWU00ISZ1
CME - IRS USD 1.6865 04-05-16-10Y CONTRACT SWCOIR -1.687 4/5/2026	750,000.00	0.00	$71,833.30	-1.687	04/05/2026	/SWAP
CME - IRS USD 2.0 12-20-17-2Y CONTRACT SWCOIR -2.000 12/20/2019	1,100,000.00	0.00	$11,054.96	-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	$15,890.22	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	$161,108.53	-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	$64,632.95	-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	0.05	$1,205,917.62	-2.500	06/20/2048	SWU00NBS4
CME - IRS USD 2.90500 08-22-18-30Y CONTRACT SWCOIR -2.905 8/22/2048	4,400,000.00	0.01	$232,850.63	-2.905	08/22/2048	SWU00QL49
CME - IRS USD 2.9600 05-09-18-10Y CONTRACT SWCOIR 2.960 5/9/2028	14,000,000.00	-0.01	-$208,311.18	2.960	05/09/2028	SWU00PA92
CME - IRS USD 3.00 12-19-18-30Y CONTRACT SWCOIR -3.000 12/19/2048	36,600,000.00	0.05	$1,286,489.16	-3.000	12/19/2048	SWU00PV81
CME - IRS USD R 3ML-1ML 05-10-18-21 CONTRACT SWCOIR 0.000 5/10/2021	15,400,000.00	-0.01	-$11,193.35	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	-$5,020.32	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	-$7,215.64	0.000	05/14/2021	SWU02Y837
CMS Energy Corp. 6.250 2/1/2020	1,080,000.00	0.04	$1,122,553.09	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	$1,126.72	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	$2,253.44	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	$34,928.26	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	$1,126.72	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	$2,253.44	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	$2,062.63	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	$1,098.60	1.000	12/20/2022	SWPC0G5Z0
COLOMBIAN PESO	383,182.17	n/a	$129.33	0.000	-	COLOMPESO
Colombian TES 7.000 6/30/2032	7,187,000,000.00	0.10	$2,383,644.67	7.000	06/30/2032	COLTES
ComEd Financing III 6.350 3/15/2033	680,000.00	0.03	$720,677.60	6.350	03/15/2033	EXC
COMM 2013-WWP A2	1,100,000.00	0.04	$1,106,736.73	3.424	03/10/2031	COMM
COMM 2014-CR20 AM	2,225,000.00	0.09	$2,235,783.46	3.938	11/10/2047	COMM
COMM 2015-3BP A	605,000.00	0.02	$588,482.29	3.178	02/10/2035	COMM
COMM 2015-CR23 A4	780,000.00	0.03	$774,362.55	3.497	05/10/2048	COMM
COMM 2016-CR28 A4	1,330,000.00	0.05	$1,331,378.28	3.762	02/10/2049	COMM
Commonwealth of Massachusetts 5.000 10/1/2025	50,000.00	0.00	$58,153.00	5.000	10/01/2025	MAS
CommScope Technologies LLC 5.000 3/15/2027	740,000.00	0.03	$714,100.00	5.000	03/15/2027	COMM
Compass Bank 2.875 6/29/2022	1,220,000.00	0.05	$1,177,606.95	2.875	06/29/2022	BCOMPS
Compass Bank 3.875 4/10/2025	1,145,000.00	0.04	$1,099,792.31	3.875	04/10/2025	BCOMPS
Comunicaciones Celulares S.A. Via Comcel Trust 6.875 2/6/2024	795,000.00	0.03	$815,371.88	6.875	02/06/2024	MIICF
ConocoPhillips Co. 3.214 5/15/2022	575,000.00	0.02	$586,539.27	3.214	05/15/2022	COP
Consolidated Edison Co. of New York Inc. 2.773 6/25/2021	500,000.00	0.02	$502,848.30	2.773	06/25/2021	ED
Constellis Holdings LLC 10.000 4/13/2025	127,000.00	0.00	$124,460.00	11.302	04/13/2025	XESERV
Continental Airlines 2009-2 Class A Pass Through Trust 7.250 11/10/2019	548,392.92	0.02	$569,991.38	7.250	11/10/2019	UAL
CONVERGINT TECH TERM LOAN 1ST LIEN - LIBOR 3M+300(100 BPS FLOOR) 4.760 1/29/2025	108,306.58	0.00	$108,408.17	5.076	01/29/2025	CONGNT
Cooperatieve Rabobank UA 2.500 9/4/2020	1,740,000.00	0.00	$217,960.13	2.500	09/04/2020	RABOBK
Cooperatieve Rabobank UA 3.750 7/21/2026	1,350,000.00	0.05	$1,276,616.97	3.750	07/21/2026	RABOBK
Cooperatieve Rabobank UA 4.375 8/4/2025	2,000,000.00	0.08	$1,982,575.40	4.375	08/04/2025	RABOBK
Cooperatieve Rabobank UA 6.875 3/19/2020	2,400,000.00	0.13	$3,052,738.55	6.875	03/19/2020	RABOBK
Cooperatieve Rabobank UA New Zealand 3.375 4/24/2023	541,000.00	0.01	$362,293.66	3.375	04/24/2023	RABOBK
Cooperatieve Rabobank UA NY 2.765 4/26/2021	500,000.00	0.02	$501,236.55	2.765	04/26/2021	RABOBK
Core & Main LP 4.313 7/21/2024	902,218.06	0.03	$906,864.48	5.317	07/21/2024	HDSUWA
Corning Inc. 4.375 11/15/2057	415,000.00	0.01	$364,370.62	4.375	11/15/2057	GLW
Corporate Office Properties LP 3.600 5/15/2023	690,000.00	0.02	$667,530.43	3.600	05/15/2023	OFC
Corporate Office Properties LP 5.250 2/15/2024	670,000.00	0.03	$690,648.80	5.250	02/15/2024	OFC
Cott Holdings Inc. 5.500 4/1/2025	260,000.00	0.01	$254,475.00	5.500	04/01/2025	BCBCN
Covanta Holding Corp. 5.875 7/1/2025	230,000.00	0.01	$232,875.00	5.875	07/01/2025	CVA
CPPIB Capital Inc. 3.125 9/25/2023	775,000.00	0.03	$772,497.53	3.125	09/25/2023	CPPIBC
Crane Co. 4.450 12/15/2023	1,050,000.00	0.04	$1,073,490.81	4.450	12/15/2023	CR
Credit Suisse Group AG 4.207 6/12/2024	4,335,000.00	0.18	$4,323,612.82	4.207	06/12/2024	CS
Credit Suisse Group AG 6.250 12/29/2049	2,035,000.00	0.08	$2,012,106.25	6.250	12/29/2049	CS
Credit Suisse Group AG 7.500 12/29/2049	935,000.00	0.04	$964,218.75	7.500	12/29/2049	CS
Credit Suisse Group Funding Guernsey Ltd. 2.750 3/26/2020	2,199,000.00	0.09	$2,180,213.28	2.750	03/26/2020	CS
Credit Suisse Group Funding Guernsey Ltd. 3.125 12/10/2020	250,000.00	0.01	$248,099.03	3.125	12/10/2020	CS
Credit Suisse Group Funding Guernsey Ltd. 3.800 6/9/2023	2,300,000.00	0.09	$2,275,531.68	3.800	06/09/2023	CS
Credit Suisse Group Funding Guernsey Ltd. 3.800 9/15/2022	3,350,000.00	0.14	$3,334,189.68	3.800	09/15/2022	CS
Cree Inc. 0.875 9/1/2023	272,000.00	0.01	$250,229.94	0.875	09/01/2023	CREE
Crestwood Midstream Partners LP Crestwood Midstream Finance Corp. 5.750 4/1/2025	405,000.00	0.01	$415,125.00	5.750	04/01/2025	CMLP
CRMN 2013-1A AR	3,500,000.00	0.15	$3,472,602.00	3.187	01/27/2028	CRMN
CRMSI 2006-3 A5	900,000.00	0.04	$925,098.30	5.323	11/25/2036	CRMSI
CRNPT 2018-5A A	400,000.00	0.01	$399,545.20	3.276	07/17/2028	CRNPT
CROWN Americas LLC 3.744 1/19/2025	867,825.00	0.03	$873,519.67	4.076	01/19/2025	CCK
Crown Castle International Corp. 3.800 2/15/2028	2,115,000.00	0.08	$2,008,521.18	3.800	02/15/2028	CCI
Crown Castle International Corp. 5.250 1/15/2023	1,325,000.00	0.06	$1,389,928.18	5.250	01/15/2023	CCI
Crown Castle International Corp. 6.875 8/1/2020	378.00	0.01	$410,508.00	68.750	08/01/2020	CCI
Crown Castle Towers LLC 3.663 5/15/2025	110,000.00	0.00	$107,750.50	3.663	05/15/2025	CCI
Crown Castle Towers LLC 4.241 7/15/2028	440,000.00	0.01	$445,596.80	4.241	07/15/2028	CCI
CSC Holdings LLC 2.250 7/17/2025	424,625.25	0.01	$425,067.71	4.408	07/17/2025	CVC
CSC Holdings LLC 2.500 1/12/2026	294,262.50	0.01	$294,924.59	4.658	01/12/2026	CVC
CSC Holdings LLC 6.750 11/15/2021	400,000.00	0.01	$422,500.00	6.750	11/15/2021	CVC
CSG Systems International Inc. 4.250 3/15/2036	741,000.00	0.03	$780,529.39	4.250	03/15/2036	CSGS
CSMC 2005-1R 2A5	1,278,610.42	0.05	$1,237,452.33	5.750	12/26/2035	CSMC
CSMC 2007-1 5A14	254,555.94	0.00	$222,233.55	6.000	02/25/2037	CSMC
CSMC 2007-3 4A12	217,138.14	0.00	$23,831.11	4.534	04/25/2037	CSMC
CSMC 2007-3 4A15	96,416.15	0.00	$95,227.24	5.500	04/25/2037	CSMC
CSMC 2007-3 4A6	217,138.14	0.00	$185,714.73	2.466	04/25/2037	CSMC
CSMC 2017-1A-A	161,045.64	0.00	$162,541.95	4.500	03/25/2021	12651LAA8
CSN Resources S.A. 7.625 2/13/2023	805,000.00	0.03	$751,427.25	7.625	02/13/2023	CSNABZ
CubeSmart LP 3.125 9/1/2026	670,000.00	0.02	$612,065.30	3.125	09/01/2026	CUBE
CVP 2017-2A A	400,000.00	0.01	$399,896.80	3.538	01/20/2031	CVP
CVS Health Corp. 2.125 6/1/2021	450,000.00	0.01	$434,613.92	2.125	06/01/2021	CVS
CVS Health Corp. 2.957 3/9/2020	1,400,000.00	0.06	$1,407,504.70	2.957	03/09/2020	CVS
CVS Health Corp. 3.350 3/9/2021	500,000.00	0.02	$499,338.50	3.350	03/09/2021	CVS
CVS Health Corp. 3.700 3/9/2023	980,000.00	0.04	$976,605.97	3.700	03/09/2023	CVS
CVS Health Corp. 4.300 3/25/2028	4,970,000.00	0.21	$4,930,441.79	4.300	03/25/2028	CVS
CVS Pass-Through Trust 5.773 1/10/2033	78,403.97	0.00	$83,304.97	5.773	01/10/2033	CVS
CWALT 2008-2R 3A1	1,260,870.00	0.04	$988,131.34	6.000	08/25/2037	CWALT
CWHL 2006-R1 AF1	1,206,313.96	0.05	$1,183,624.28	2.556	01/25/2036	CWHL
CWHL 2007-4 1A1	1,139,767.61	0.03	$908,412.45	6.000	05/25/2037	CWHL
CWL 2004-3 2A	54,618.04	0.00	$53,589.43	2.616	08/25/2034	CWL
CWL 2005-3 MV7	4,200,000.00	0.18	$4,214,652.96	4.166	08/25/2035	CWL
CWL 2005-7 MV3	215,387.69	0.00	$215,094.83	2.796	11/25/2035	CWL
CWL 2006-1 AF6	288,332.63	0.01	$290,482.09	4.773	07/25/2036	CWL
CWL 2006-11 1AF6	198,787.44	0.00	$191,921.24	4.332	09/25/2046	CWL
CWL 2006-17 2A2	1,781,807.29	0.07	$1,740,051.71	2.366	03/25/2047	CWL
CWL 2006-26 2A4	2,000,000.00	0.08	$1,906,614.20	2.436	06/25/2037	CWL
CWL 2007-6 2A4	1,000,000.00	0.03	$717,987.90	2.526	09/25/2037	CWL
CXHE 2002-A AF6	746.56	n/a	$752.47	5.540	01/25/2032	CXHE
Cydsa SAB de CV 6.250 10/4/2027	785,000.00	0.03	$751,637.50	6.250	10/04/2027	CYDSA
Cyprus Government International Bond 3.875 5/6/2022	1,200,000.00	0.06	$1,554,917.17	3.875	05/06/2022	CYPRUS
CZR 2017-VICI A	650,000.00	0.02	$649,583.29	3.531	10/15/2034	CZR
D.R. HORTON INC. 3.750 3/1/2019	200,000.00	0.00	$200,259.28	3.750	03/01/2019	DHI
D.R. HORTON INC. 4.000 2/15/2020	400,000.00	0.01	$402,536.40	4.000	02/15/2020	DHI
Daimler AG 2.750 12/10/2018	1,870,000.00	0.01	$230,783.33	2.750	12/10/2018	DAIGR
Daimler Finance North America LLC 3.180 5/4/2023	1,200,000.00	0.05	$1,205,504.64	3.181	05/04/2023	DAIGR
Daimler Finance North America LLC 3.350 2/22/2023	775,000.00	0.03	$762,659.60	3.350	02/22/2023	DAIGR
Dakota Holding Corp. 4.765 12/6/2024	127,360.00	0.00	$127,668.47	5.584	12/06/2024	DUFPHE
DANISH KRONE	269,911.95	0.00	$42,023.38	0.000	-	DKK
DaVita Inc. 3.500 6/19/2021	122,556.38	0.00	$123,245.76	4.826	06/19/2021	DVA
DaVita Inc. 5.000 5/1/2025	246,000.00	0.01	$237,313.74	5.000	05/01/2025	DVA
DBJPM 2016-C1 A4	1,170,000.00	0.04	$1,137,719.23	3.276	05/10/2049	DBJPM
DBJPM 2016-C3 A5	945,000.00	0.03	$892,156.55	2.890	08/10/2049	DBJPM
DBS Group Holdings Ltd. 4.520 12/11/2028	940,000.00	0.04	$949,831.46	4.520	12/11/2028	DBSSP
DBUBS 2011-LC1A C	600,000.00	0.02	$627,923.40	5.884	11/10/2046	DBUBS
DCENT 2014-A1 A1	1,190,000.00	0.05	$1,191,525.58	2.588	07/15/2021	DCENT
DCENT 2017-A1 A1	1,205,000.00	0.05	$1,215,102.12	2.648	07/15/2024	DCENT
DCENT 2017-A3 A3	3,940,000.00	0.17	$3,945,878.09	2.388	10/17/2022	DCENT
DCENT 2017-A7 A7	2,625,000.00	0.11	$2,632,541.63	2.518	04/15/2025	DCENT
DCENT 2018-A3 A3	560,000.00	0.02	$560,111.16	2.388	12/15/2023	DCENT
Delek US Holdings Inc. 2.500 3/13/2025	812,122.00	0.03	$816,521.26	4.576	03/13/2025	DK
Dell International LLC EMC Corp. 4.420 6/15/2021	1,600,000.00	0.07	$1,625,120.00	4.420	06/15/2021	DELL
Dell International LLC EMC Corp. 4.420 6/15/2021	300,000.00	0.01	$304,631.67	4.420	06/15/2021	DELL
Dell International LLC EMC Corp. 5.450 6/15/2023	600,000.00	0.02	$630,857.34	5.450	06/15/2023	DELL
Dell International LLC EMC Corp. 6.020 6/15/2026	1,845,000.00	0.08	$1,967,782.72	6.020	06/15/2026	DELL
Dell International LLC EMC Corp. 8.100 7/15/2036	15,000.00	0.00	$18,028.38	8.100	07/15/2036	DELL
Delta Air Lines 2007-1 Class A Pass Through Trust 6.821 8/10/2022	221,948.28	0.01	$243,233.12	6.821	08/10/2022	DAL
DELTA AIR LINES INC. 3.625 3/15/2022	500,000.00	0.02	$494,137.05	3.625	03/15/2022	DAL
DEUTSCHE BANK AG 2.700 7/13/2020	500,000.00	0.02	$489,975.20	2.700	07/13/2020	DB
DEUTSCHE BANK AG 2.850 5/10/2019	3,100,000.00	0.13	$3,092,164.44	2.850	05/10/2019	DB
DEUTSCHE BANK AG 4.250 10/14/2021	2,000,000.00	0.08	$1,992,204.00	4.250	10/14/2021	DB
Deutsche Bank AG New York NY 3.307 7/13/2020	100,000.00	0.00	$99,639.10	3.307	07/13/2020	DB
Deutsche Telekom International Finance BV 1.250 10/6/2023	318,000.00	0.01	$401,044.55	1.250	10/06/2023	DT
Deutsche Telekom International Finance BV 1.950 9/19/2021	1,155,000.00	0.04	$1,104,441.03	1.950	09/19/2021	DT
Deutsche Telekom International Finance BV 4.375 6/21/2028	1,580,000.00	0.06	$1,577,311.16	4.375	06/21/2028	DT
Deutsche Telekom International Finance BV 6.500 4/8/2022	36,000.00	0.00	$54,397.65	6.500	04/08/2022	DT
Dexia Credit Local S.A. 2.814 2/15/2019	560,000.00	0.02	$560,936.94	2.814	02/15/2019	DEXGRP
DG Investment Intermediate Holdings 2 Inc. 4.780 1/29/2025	11,662.59	0.00	$11,673.53	4.718	01/29/2025	CONGNT
Diamond Offshore Drilling Inc. 7.875 8/15/2025	290,000.00	0.01	$301,962.50	7.875	08/15/2025	DO
Digicel Group Ltd. 7.125 4/1/2022	890,000.00	0.02	$587,275.40	7.125	04/01/2022	DLLTD
Digicel Group Ltd. 8.250 9/30/2020	455,000.00	0.01	$348,643.75	8.250	09/30/2020	DLLTD
Digicel International Finance Ltd. 4.994 5/10/2024	279,548.50	0.01	$267,085.39	5.570	05/10/2024	DLLTD
DIGITAL REALTY TRUST LP 3.400 10/1/2020	2,100,000.00	0.09	$2,102,963.31	3.400	10/01/2020	DLR
Discovery Communications LLC 5.200 9/20/2047	1,525,000.00	0.06	$1,499,647.03	5.200	09/20/2047	DISCA
DISH DBS CORP. 5.125 5/1/2020	200,000.00	0.00	$202,500.00	5.125	05/01/2020	DISH
DISH Network Corp. 2.375 3/15/2024	396,000.00	0.01	$352,473.27	2.375	03/15/2024	DISH
DISH Network Corp. 3.375 8/15/2026	912,000.00	0.03	$872,114.59	3.375	08/15/2026	DISH
Dollar Tree Inc. 3.700 5/15/2023	2,095,000.00	0.09	$2,069,343.37	3.700	05/15/2023	DLTR
Dollar Tree Inc. 4.000 5/15/2025	1,585,000.00	0.06	$1,556,075.02	4.000	05/15/2025	DLTR
Dominion Energy Inc. 2.914 5/15/2020	3,300,000.00	0.14	$3,301,460.91	2.914	05/15/2020	D
Dominion Resources Inc. VA 2.000 8/15/2021	280,000.00	0.01	$267,721.36	2.000	08/15/2021	D
Dominion Resources Inc. VA 3.625 12/1/2024	820,000.00	0.03	$802,298.50	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	0.04	$1,115,500.83	5.125	11/30/2022	DORIC
Dow Chemical Co. 8.550 5/15/2019	3,662,000.00	0.16	$3,786,901.66	8.550	05/15/2019	DOW
DROCK 2017-1 A	2,220,000.00	0.09	$2,223,982.01	2.488	03/15/2023	DROCK
DTE Energy Co. 3.300 6/15/2022	715,000.00	0.03	$706,315.18	3.300	06/15/2022	DTE
DTE Energy Co. 6.500 10/1/2019	9,605.00	0.02	$496,770.60	3.243	10/01/2019	DTE
DTZ US Borrower LLC 3.250 8/16/2025	1,300,000.00	0.05	$1,305,957.90	5.319	08/16/2025	DTZLN
Duke Energy Corp. 1.800 9/1/2021	770,000.00	0.03	$736,371.71	1.800	09/01/2021	DUK
Duke Energy Corp. 2.819 5/14/2021	3,300,000.00	0.14	$3,309,897.36	2.819	05/14/2021	DUK
Dycom Industries Inc. 0.750 9/15/2021	425,000.00	0.02	$473,487.40	0.750	09/15/2021	DY
Dynatrace LLC 3.250 8/8/2025	1,025,000.00	0.04	$1,033,168.23	5.474	08/08/2025	DYNTRA
E*TRADE Financial Corp. 3.800 8/24/2027	655,000.00	0.02	$623,400.25	3.800	08/24/2027	ETFC
E*TRADE Financial Corp. 5.300 12/29/2049	250,000.00	0.01	$247,734.26	5.300	12/29/2049	ETFC
E*TRADE Financial Corp. 5.875 12/29/2049	815,000.00	0.03	$835,375.00	5.875	12/29/2049	ETFC
Ecopetrol S.A. 5.875 9/18/2023	30,000.00	0.00	$32,040.00	5.875	09/18/2023	ECOPET
Ecopetrol S.A. 7.375 9/18/2043	270,000.00	0.01	$307,800.00	7.375	09/18/2043	ECOPET
ECP 2015-7A A1R	3,000,000.00	0.13	$2,984,325.00	3.488	04/22/2030	ECP
Egypt Government International Bond 5.577 2/21/2023	480,000.00	0.02	$466,475.52	5.577	02/21/2023	EGYPT
Egypt Government International Bond 7.903 2/21/2048	500,000.00	0.02	$478,656.00	7.903	02/21/2048	EGYPT
El Paso Energy Capital Trust I 4.750 3/31/2028	14,787.00	0.03	$694,841.13	2.375	03/31/2028	KMI
Electricite de France S.A. 4.500 9/21/2028	1,195,000.00	0.05	$1,177,905.05	4.500	09/21/2028	EDF
Electricite de France S.A. 5.000 9/21/2048	1,110,000.00	0.04	$1,081,586.55	5.000	09/21/2048	EDF
EMC Corp. 2.650 6/1/2020	1,900,000.00	0.08	$1,866,116.54	2.650	06/01/2020	DELL
Emera Inc. 6.750 6/15/2076	1,365,000.00	0.06	$1,460,550.00	6.750	06/15/2076	EMACN
EMLT 2004-2 M7	662,360.69	0.02	$667,301.11	5.216	10/25/2034	EMLT
EMNPK 2013-1A A1AR	68,737.91	0.00	$68,705.67	3.319	07/15/2025	EMNPK
Empire State Realty OP LP 2.625 8/15/2019	547,000.00	0.02	$550,027.10	2.625	08/15/2019	ESRT
ENABLE MIDSTREAM PARTNERS L 4.950 5/15/2028	700,000.00	0.03	$695,647.61	4.950	05/15/2028	ENBL
Enbridge Energy Partners LP 4.375 10/15/2020	230,000.00	0.01	$233,450.51	4.375	10/15/2020	EEP
Enbridge Energy Partners LP 5.200 3/15/2020	655,000.00	0.02	$671,362.95	5.200	03/15/2020	EEP
Enbridge Energy Partners LP 5.500 9/15/2040	380,000.00	0.01	$408,716.87	5.500	09/15/2040	EEP
Enbridge Inc. 2.731 1/10/2020	3,750,000.00	0.16	$3,750,435.38	2.731	01/10/2020	ENBCN
Enbridge Inc. 3.034 6/15/2020	2,050,000.00	0.08	$2,057,992.13	3.034	06/15/2020	ENBCN
Enbridge Inc. 6.000 1/15/2077	555,000.00	0.02	$538,689.88	6.000	01/15/2077	ENBCN
Enbridge Inc. 6.250 3/1/2078	420,000.00	0.01	$406,671.43	6.250	03/01/2078	ENBCN
Encompass Health Corp. 5.750 11/1/2024	363,000.00	0.01	$369,319.83	5.750	11/01/2024	EHC
Encompass Health Corp. 5.750 9/15/2025	270,000.00	0.01	$273,375.00	5.750	09/15/2025	EHC
Enel Finance International NV 2.875 5/25/2022	1,100,000.00	0.04	$1,046,955.47	2.875	05/25/2022	ENELIM
Enel Finance International NV 3.625 5/25/2027	1,340,000.00	0.05	$1,215,244.39	3.625	05/25/2027	ENELIM
Enel Finance International NV 4.625 9/14/2025	265,000.00	0.01	$259,648.25	4.625	09/14/2025	ENELIM
Enel SpA 8.750 9/24/2073	1,605,000.00	0.07	$1,781,550.00	8.750	09/24/2073	ENELIM
Energy Transfer Equity LP 3.357 2/2/2024	390,000.00	0.01	$390,622.83	4.065	02/02/2024	ETE
Energy Transfer Equity LP 7.500 10/15/2020	237,000.00	0.01	$254,360.25	7.500	10/15/2020	ETE
Energy Transfer Partners LP Regency Energy Finance Corp. 5.000 10/1/2022	1,500,000.00	0.06	$1,554,660.45	5.000	10/01/2022	ETP
Energy Transfer Partners LP 4.200 9/15/2023	305,000.00	0.01	$307,698.97	4.200	09/15/2023	ETP
Energy Transfer Partners LP 6.000 6/15/2048	425,000.00	0.01	$454,078.50	6.000	06/15/2048	ETP
Energy Transfer Partners LP 6.625 12/29/2049	1,235,000.00	0.05	$1,184,828.13	6.625	12/29/2049	ETP
Energy Transfer Partners LP 9.700 3/15/2019	694,000.00	0.03	$715,965.45	9.700	03/15/2019	ETP
Eni SpA 4.000 9/12/2023	570,000.00	0.02	$564,116.69	4.000	09/12/2023	ENIIM
Eni SpA 4.750 9/12/2028	570,000.00	0.02	$563,693.75	4.750	09/12/2028	ENIIM
Ensco PLC 7.750 2/1/2026	290,000.00	0.01	$288,912.50	7.750	02/01/2026	ESV
Entergy Arkansas Inc. 3.750 2/15/2021	200,000.00	0.00	$201,413.02	3.750	02/15/2021	ETR
Entergy Louisiana LLC 4.000 3/15/2033	95,000.00	0.00	$95,313.33	4.000	03/15/2033	ETR
Entergy Louisiana LLC 4.050 9/1/2023	1,555,000.00	0.06	$1,590,075.36	4.050	09/01/2023	ETR
Entergy Louisiana LLC 4.950 1/15/2045	235,000.00	0.01	$236,580.47	4.950	01/15/2045	ETR
Enterprise Merger Sub Inc. 3.750 9/28/2025	1,925,000.00	0.08	$1,920,187.50	3.750	09/28/2025	EVHC
Equate Petrochemical BV 3.000 3/3/2022	625,000.00	0.02	$603,687.50	3.000	03/03/2022	EQPTRC
Equifax Inc. 3.184 8/15/2021	700,000.00	0.03	$704,465.30	3.184	08/15/2021	EFX
Equinix Inc. 5.375 5/15/2027	350,000.00	0.01	$351,456.00	5.375	05/15/2027	EQIX
Equinor ASA 2.803 11/8/2018	835,000.00	0.03	$835,357.88	2.803	11/08/2018	EQNR
ESAL GmbH 6.250 2/5/2023	465,000.00	0.02	$463,256.25	6.250	02/05/2023	JBSSBZ
ESH Hospitality Inc. 2.000 8/30/2023	1,642,989.73	0.07	$1,644,915.32	4.076	08/30/2023	STAY
ESH Hospitality Inc. 5.250 5/1/2025	260,000.00	0.01	$252,850.00	5.250	05/01/2025	STAY
Eskom Holdings SOC Ltd. 6.350 8/10/2028	630,000.00	0.02	$628,658.10	6.350	08/10/2028	ESKOM
EUR USD FWD 20181002 0.000 10/2/2018	-496,000.00	-0.03	-$576,062.15	0.000	10/02/2018	EUJ100218
EUR USD FWD 20181002 0.000 10/2/2018	-3,308,000.00	-0.17	-$3,841,962.90	0.000	10/02/2018	EUA100218
EUR USD FWD 20181002 0.000 10/2/2018	-9,499,000.00	-0.49	-$11,032,287.05	0.000	10/02/2018	EUC100218
EUR USD FWD 20181002 0.000 10/2/2018	11,846,000.00	0.60	$13,758,129.53	0.000	10/02/2018	MEU100218
EUR USD FWD 20181002 0.000 10/2/2018	1,457,000.00	0.07	$1,692,182.57	0.000	10/02/2018	EUP100218
EUR USD FWD 20181102 0.000 11/2/2018	-13,779,000.00	-0.71	-$16,043,335.76	0.000	11/02/2018	EUP110218
EUR/USD BOA 11/02/18	241,321.92	0.01	$280,978.92	0.000	11/02/2018	EUUSFB028
EUR/USD HSB 11/02/18	1,310,528.55	0.06	$1,525,890.82	0.000	11/02/2018	EUUSHB028
EURO	642,134.45	0.03	$745,550.20	0.000	-	EURO
Euro-BTP Future Dec18	-165.00	-1.04	-$23,724,431.28	0.000	12/07/2018	IKZ8
EURO-BUND FUTURE Dec18	-44.00	-0.36	-$8,111,977.70	0.000	12/06/2018	RXZ8
European Bank for Reconstruction & Development 2.366 3/23/2020	505,000.00	0.02	$504,829.26	2.366	03/23/2020	EBRD
European Investment Bank 1.000 9/21/2026	318,000.00	0.01	$392,812.54	1.000	09/21/2026	EIB
European Investment Bank 6.000 12/7/2028	771,000.00	0.06	$1,388,638.58	6.000	12/07/2028	EIB
Evergy Inc. 4.850 6/1/2021	545,000.00	0.02	$556,827.76	4.850	06/01/2021	EVRG
ExamWorks Group Inc. 4.250 7/27/2023	1,030,925.90	0.04	$1,040,590.83	5.326	07/27/2023	EXAM
EXELON CORP. 2.450 4/15/2021	200,000.00	0.00	$194,487.26	2.450	04/15/2021	EXC
Exelon Corp. 3.497 6/1/2022	1,075,000.00	0.04	$1,057,022.35	3.497	06/01/2022	EXC
Exelon Corp. 3.950 6/15/2025	670,000.00	0.02	$668,794.00	3.950	06/15/2025	EXC
Export-Import Bank of Korea 4.000 6/7/2027	210,000.00	0.00	$152,332.68	4.000	06/07/2027	EIBKOR
Exxon Mobil Corp. 2.693 3/6/2022	1,125,000.00	0.04	$1,134,947.03	2.693	03/06/2022	XOM
Federal Home Loan Mortgage Corp. 2.250 11/24/2020	2,300,000.00	0.09	$2,271,576.60	2.250	11/24/2020	FHLMC
FedEx Corp. 4.050 2/15/2048	1,760,000.00	0.06	$1,581,888.35	4.050	02/15/2048	FDX
FG A15404	23,749.54	0.00	$26,273.47	6.500	11/01/2033	FG
FG A38713	81,078.95	0.00	$91,416.33	6.500	01/01/2035	FG
FG A71059	18,472.55	0.00	$20,421.73	7.000	01/01/2038	FG
FG C90846	8,777.25	0.00	$9,350.20	5.500	08/01/2024	FG
FG D96325	21,199.31	0.00	$22,581.07	5.500	10/01/2023	FG
FG G05142	19,007.13	0.00	$20,529.32	5.500	12/01/2035	FG
FG G06709	60,152.54	0.00	$62,434.28	4.500	04/01/2039	FG
FG G08830	169,998.90	0.00	$167,380.13	3.500	08/01/2048	FG
FG G60020	121,699.73	0.00	$126,916.41	4.500	12/01/2043	FG
FG G60249	705,839.16	0.03	$769,633.75	5.500	09/01/2041	FG
FG G60385	509,759.96	0.02	$528,672.21	4.500	08/01/2044	FG
FG G60409	555,635.10	0.02	$579,698.38	4.500	07/01/2042	FG
FG G60473	507,546.69	0.02	$550,037.84	5.500	06/01/2041	FG
FG G60494	110,953.07	0.00	$120,233.43	5.500	01/01/2039	FG
FG G60547	204,194.83	0.00	$212,568.59	4.500	08/01/2044	FG
FG G60647	359,111.72	0.01	$382,857.23	5.000	12/01/2041	FG
FG G60893	149,116.06	0.00	$161,968.30	5.500	06/01/2041	FG
FG G61024	413,533.96	0.01	$440,284.60	5.000	04/01/2044	FG
FG G61160	191,675.67	0.00	$198,139.41	4.500	11/01/2045	FG
FG G61308	541,729.72	0.02	$576,925.20	5.000	12/01/2044	FG
FG G61349	805,102.98	0.03	$875,366.33	5.500	06/01/2041	FG
FG G61483	949,133.02	0.04	$1,029,460.62	5.500	06/01/2041	FG
FG G61553	3,920,088.30	0.17	$4,069,370.75	4.500	08/01/2048	FG
FG G61570	2,330,047.24	0.10	$2,516,678.90	5.500	06/01/2041	FG
FG G61603	6,115,000.00	0.29	$6,771,837.22	6.000	07/01/2040	FG
FG Q58277	5,639,041.00	0.24	$5,552,063.30	3.500	09/01/2048	FG
FG Q58422	190,960.00	0.00	$188,273.44	3.500	09/01/2048	FG
FH 1G2685	15,252.02	0.00	$15,891.97	3.500	02/01/2038	FH
FH 1J1612	169,256.73	0.00	$179,784.28	4.564	05/01/2037	FH
FHMS K058 A2	685,000.00	0.02	$647,023.12	2.653	08/25/2026	FHMS
FHMS K061 A2	2,000,000.00	0.08	$1,979,017.00	3.347	11/25/2026	FHMS
FHMS X3FX A2FX	1,070,000.00	0.04	$1,023,769.37	3.000	06/25/2027	FHMS
FHR 2165 PE	69,002.64	0.00	$73,997.16	6.000	06/15/2029	FHR
FHR 3143 BC	1,666,026.17	0.07	$1,767,571.96	5.500	02/15/2036	FHR
FHR 3289 SA	741,911.54	0.00	$103,371.50	4.592	03/15/2037	FHR
FHR 3656 PM	522,116.87	0.02	$554,041.71	5.000	04/15/2040	FHR
FHR 4050 EI	903,979.57	0.00	$87,855.51	4.000	02/15/2039	FHR
FHR 4072 BI	217,945.47	0.00	$22,880.02	3.500	07/15/2027	FHR
FHR 4096 EI	1,256,740.91	0.00	$114,861.47	3.000	08/15/2027	FHR
FHR 4101 WI	513,136.42	0.00	$93,440.04	3.500	08/15/2032	FHR
FHR 4109 AI	2,271,284.37	0.01	$275,524.06	3.000	07/15/2031	FHR
FHR 4120 IK	1,980,270.44	0.01	$279,877.56	3.000	10/15/2032	FHR
FHR 4120 MI	335,224.81	0.00	$48,993.78	3.000	10/15/2032	FHR
FHR 4135 AI	1,642,697.00	0.01	$345,900.41	3.500	11/15/2042	FHR
FHR 4139 IP	362,628.99	0.00	$46,775.22	3.500	04/15/2042	FHR
FHR 4142 IO	641,412.47	0.00	$56,809.00	3.000	12/15/2027	FHR
FHR 4146 AI	744,081.31	0.00	$60,429.89	3.000	12/15/2027	FHR
FHR 4146 IA	1,020,744.96	0.00	$158,847.41	3.500	12/15/2032	FHR
FHR 4150 UI	2,223,449.19	0.01	$243,816.10	3.500	08/15/2032	FHR
FHR 4159 KS	913,632.98	0.00	$171,005.32	3.992	01/15/2043	FHR
FHR 4161 IM	302,797.94	0.00	$68,533.95	3.500	02/15/2043	FHR
FHR 4181 DI	638,136.69	0.00	$77,319.45	2.500	03/15/2033	FHR
FHR 4184 GS	1,071,927.90	0.00	$201,140.41	3.962	03/15/2043	FHR
FHR 4185 LI	519,097.14	0.00	$74,318.72	3.000	03/15/2033	FHR
FHR 4186 IB	904,502.98	0.00	$117,042.32	3.000	03/15/2033	FHR
FHR 4188 JI	1,274,868.03	0.00	$145,659.41	3.000	04/15/2033	FHR
FHR 4191 CI	212,337.32	0.00	$29,509.20	3.000	04/15/2033	FHR
FHR 4205 AI	231,455.10	0.00	$19,780.73	2.500	05/15/2028	FHR
FHR 4216 KI	1,158,572.00	0.00	$114,185.61	3.500	06/15/2028	FHR
FHR 4342 CI	375,018.83	0.00	$45,491.02	3.000	11/15/2033	FHR
FHR 4435 DY	1,305,000.00	0.05	$1,224,972.31	3.000	02/15/2035	FHR
FHR 4453 DI	448,134.20	0.00	$61,023.02	3.500	11/15/2033	FHR
FHR 4464 DA	511,040.18	0.01	$456,785.60	2.500	01/15/2043	FHR
FHR 4494 SA	269,268.71	0.00	$48,992.85	4.022	07/15/2045	FHR
FHR 4504 IO	442,867.21	0.00	$53,116.25	3.500	05/15/2042	FHR
FHR 4527 CI	1,277,072.73	0.01	$232,261.98	3.500	02/15/2044	FHR
FHR 4531 PZ	267,190.01	0.01	$246,271.81	3.500	11/15/2045	FHR
FHR 4543 HI	530,983.96	0.00	$83,926.21	3.000	04/15/2044	FHR
FHR 4580 MI	74,084.35	0.00	$11,402.03	3.500	02/15/2043	FHR
FHR 4581 LI	476,699.56	0.00	$65,411.95	3.000	05/15/2036	FHR
FHR 4592 WT	1,802,056.32	0.08	$1,951,049.62	5.500	06/15/2046	FHR
FHR 4594 SG	2,970,247.58	0.02	$620,235.81	3.842	06/15/2046	FHR
FHR 4600 WI	868,734.05	0.00	$152,713.98	3.500	05/15/2036	FHR
FHR 4601 IN	4,794,103.66	0.04	$933,427.80	3.500	07/15/2046	FHR
FHR 4610 IB	4,136,318.52	0.02	$508,009.82	3.000	06/15/2041	FHR
FHR 4618 SA	623,663.74	0.00	$126,912.76	3.842	09/15/2046	FHR
FHR 4623 LZ	541,299.97	0.01	$437,953.90	2.500	10/15/2046	FHR
FHR 4625 BI	1,889,133.97	0.01	$415,109.61	3.500	06/15/2046	FHR
FHR 4625 PZ	332,560.32	0.01	$291,423.64	3.000	06/15/2046	FHR
FHR 4627 PI	1,683,679.34	0.01	$245,626.76	3.500	05/15/2044	FHR
FHR 4631 GS	2,054,465.40	0.01	$364,385.53	3.842	11/15/2046	FHR
FHR 4636 NZ	697,637.80	0.02	$612,901.18	3.000	12/15/2046	FHR
FHR 4644 GI	713,163.56	0.00	$103,351.16	3.500	05/15/2040	FHR
FHR 4648 MZ	168,192.88	0.00	$149,508.84	3.000	06/15/2046	FHR
FHR 4648 SA	1,439,633.47	0.01	$290,648.75	3.842	01/15/2047	FHR
FHR 4650 JE	112,000.00	0.00	$99,876.18	3.000	07/15/2046	FHR
FHR 4655 WI	749,205.37	0.00	$129,621.97	3.500	08/15/2043	FHR
FHR 4657 JZ	181,786.06	0.00	$161,625.75	3.500	02/15/2047	FHR
FHR 4657 NW	146,000.00	0.00	$138,224.13	3.000	04/15/2045	FHR
FHR 4657 PS	1,605,311.38	0.01	$305,513.71	3.842	02/15/2047	FHR
FHR 4660 GI	447,419.05	0.00	$72,307.97	3.000	08/15/2043	FHR
FHR 4663 AI	1,138,714.89	0.00	$161,090.69	3.000	03/15/2042	FHR
FHR 4663 HZ	161,234.77	0.00	$152,311.86	3.500	03/15/2047	FHR
FHR 4664 ZC	118,194.51	0.00	$100,492.22	3.000	09/15/2045	FHR
FHR 4665 NI	2,932,274.20	0.01	$384,808.50	3.500	07/15/2041	FHR
FHR 4667 CI	83,073.81	0.00	$9,762.48	3.500	07/15/2040	FHR
FHR 4667 LI	376,948.10	0.00	$64,929.76	3.500	10/15/2043	FHR
FHR 4669 QI	216,941.84	0.00	$34,435.55	3.500	06/15/2041	FHR
FHR 4669 QW	46,000.00	0.00	$42,555.34	3.000	09/15/2044	FHR
FHR 4673 WI	828,232.95	0.00	$131,905.46	3.500	09/15/2043	FHR
FHR 4674 GI	76,434.57	0.00	$8,780.24	3.500	10/15/2040	FHR
FHR 4676 KZ	347,064.41	0.01	$284,126.05	2.500	07/15/2045	FHR
FHR 4690 WI	1,062,155.85	0.00	$171,262.22	3.500	12/15/2043	FHR
FHR 4691 LI	735,163.22	0.00	$111,479.56	3.500	01/15/2041	FHR
FHR 4693 EI	515,885.08	0.00	$81,038.22	3.500	08/15/2042	FHR
FHR 4700 WI	1,344,919.72	0.01	$242,713.50	3.500	01/15/2044	FHR
FHR 4703 CI	1,535,285.78	0.00	$215,364.21	3.500	07/15/2042	FHR
FHR 4791 AZ	385,574.09	0.01	$374,945.97	3.500	12/15/2047	FHR
FHS 267 S5	1,282,058.19	0.00	$217,672.45	3.842	08/15/2042	FHS
FHS 299 S1	1,017,157.83	0.00	$167,189.52	3.842	01/15/2043	FHS
FHS 304 C38	710,507.61	0.00	$64,110.17	3.500	12/15/2027	FHS
FHS 319 S2	644,061.80	0.00	$115,035.04	3.842	11/15/2043	FHS
Fifth Third Bancorp 2.600 6/15/2022	530,000.00	0.02	$510,729.14	2.600	06/15/2022	FITB
Fifth Third Bancorp 3.950 3/14/2028	1,865,000.00	0.07	$1,833,377.62	3.950	03/14/2028	FITB
Fifth Third Bank Cincinnati OH 2.300 3/15/2019	800,000.00	0.03	$798,716.40	2.300	03/15/2019	FITB
Fifth Third Bank Cincinnati OH 3.350 7/26/2021	700,000.00	0.03	$698,289.20	3.350	07/26/2021	FITB
Financial & Risk US Holdings Inc. 3.750 10/1/2025	909,000.00	0.03	$908,107.36	3.750	10/01/2025	FINRSK
First Data Corp. 2.250 7/10/2022	579,266.60	0.02	$580,316.81	4.212	07/10/2022	FDC
First Data Corp. 3.727 4/26/2024	2,604,227.16	0.11	$2,608,948.62	4.212	04/26/2024	FDC
First Data Corp. 5.750 1/15/2024	260,000.00	0.01	$264,290.00	5.750	01/15/2024	FDC
First Eagle Holdings Inc. 4.363 12/1/2022	798,521.57	0.03	$805,883.14	5.302	12/01/2022	ARNBLE
First Quantum Minerals Ltd. 7.250 4/1/2023	830,000.00	0.03	$792,650.00	7.250	04/01/2023	FMCN
FirstEnergy Corp. 2.850 7/15/2022	200,000.00	0.00	$193,475.92	2.850	07/15/2022	FE
Fiserv Inc. 3.800 10/1/2023	510,000.00	0.02	$511,285.05	3.800	10/01/2023	FISV
Fiserv Inc. 4.200 10/1/2028	700,000.00	0.03	$702,445.24	4.200	10/01/2028	FISV
Flex Acquisition Co. Inc. 4.314 12/29/2023	198,562.50	0.00	$198,748.75	5.308	12/29/2023	FLXACQ
Florida Gas Transmission Co. LLC 7.900 5/15/2019	320,000.00	0.01	$329,581.06	7.900	05/15/2019	CITCOR
Flying Fortress Holdings LLC 3.654 11/2/2022	496,000.00	0.02	$499,151.58	4.052	11/02/2022	AER
FN 255895	120,798.34	0.00	$124,981.59	4.500	09/01/2035	FN
FN 725205	2,144.38	n/a	$2,280.86	5.000	03/01/2034	FN
FN 725705	20,486.83	0.00	$21,751.48	5.000	08/01/2034	FN
FN 745440	12,757.38	0.00	$12,914.92	4.500	07/01/2020	FN
FN 747631	2,959.80	0.00	$3,244.95	6.500	11/01/2033	FN
FN 761558	12,060.38	0.00	$12,892.59	5.500	12/01/2033	FN
FN 774996	12,434.20	0.00	$13,196.39	5.000	04/01/2034	FN
FN 814578	5,750.92	0.00	$6,096.84	5.000	04/01/2035	FN
FN 829473	39,069.22	0.00	$42,833.16	6.500	02/01/2036	FN
FN 830970	9,951.98	0.00	$10,456.57	4.564	08/01/2035	FN
FN 835751	135,973.77	0.00	$141,008.74	4.500	08/01/2035	FN
FN 869926	58,032.28	0.00	$63,623.12	6.500	03/01/2036	FN
FN 872891	34,283.66	0.00	$38,072.19	6.500	06/01/2036	FN
FN 878200	134,645.43	0.00	$149,189.52	6.000	09/01/2036	FN
FN 882694	87,042.54	0.00	$95,490.97	6.500	06/01/2036	FN
FN 888482	73,715.60	0.00	$76,517.74	4.500	05/01/2035	FN
FN 888657	307,890.17	0.01	$335,505.09	5.500	02/01/2035	FN
FN 889608	80,114.71	0.00	$86,354.93	5.500	03/01/2038	FN
FN 890604	52,480.75	0.00	$54,702.33	4.500	10/01/2044	FN
FN 897160	15,688.05	0.00	$17,043.02	6.000	09/01/2036	FN
FN 923096	8,302.77	0.00	$8,574.23	5.500	03/01/2037	FN
FN 928988	1,641.53	n/a	$1,726.26	5.000	12/01/2037	FN
FN 931065	207,610.91	0.00	$216,251.32	4.500	05/01/2039	FN
FN 944052	8,823.32	0.00	$9,162.29	5.500	07/01/2037	FN
FN 944130	13,740.01	0.00	$14,069.35	5.500	07/01/2037	FN
FN 968119	26,457.69	0.00	$29,006.63	6.500	02/01/2038	FN
FN 974634	120,809.61	0.00	$127,544.71	5.000	03/01/2038	FN
FN 975194	9,742.71	0.00	$10,228.34	5.000	03/01/2038	FN
FN 984049	1,988.57	n/a	$2,087.69	5.000	06/01/2038	FN
FN 984762	3,782.25	0.00	$3,980.96	5.000	06/01/2038	FN
FN 988030	32,360.24	0.00	$34,951.84	6.000	08/01/2038	FN
FN 995442	7,409.68	0.00	$8,167.69	6.000	12/01/2038	FN
FN AA2451	4,110.92	0.00	$4,315.83	5.000	02/01/2039	FN
FN AA4369	301,278.32	0.01	$313,725.48	4.500	05/01/2039	FN
FN AA9346	902,428.68	0.04	$939,980.27	4.500	08/01/2039	FN
FN AB0513	7,211.86	0.00	$8,081.59	6.500	11/01/2038	FN
FN AB2894	424,002.93	0.01	$441,128.49	4.500	06/01/2040	FN
FN AB2896	105,703.49	0.00	$109,763.21	4.500	08/01/2040	FN
FN AB2959	419,533.40	0.01	$434,413.41	4.500	07/01/2040	FN
FN AC5136	374,668.90	0.01	$390,952.09	4.500	11/01/2039	FN
FN AD4168	94,891.08	0.00	$100,968.17	5.000	05/01/2040	FN
FN AE0478	120,132.12	0.00	$122,218.11	4.000	11/01/2040	FN
FN AE7116	21,911.30	0.00	$22,291.87	4.000	10/01/2040	FN
FN AH9410	70,441.94	0.00	$73,309.90	4.500	04/01/2041	FN
FN AL2903	476,302.06	0.02	$525,906.30	5.500	09/01/2041	FN
FN AL4904	1,823,334.66	0.08	$1,898,111.62	4.500	02/01/2044	FN
FN AL8325	395,813.86	0.01	$411,742.72	4.500	03/01/2046	FN
FN AL9107	240,511.33	0.01	$249,524.11	4.500	03/01/2046	FN
FN AL9570	963,191.24	0.04	$1,026,892.18	5.000	06/01/2044	FN
FN AL9903	10,101,117.95	0.47	$10,930,192.46	5.500	05/01/2044	FN
FN AS3651	237,745.50	0.01	$247,314.97	4.500	10/01/2044	FN
FN AS7198	1,488,283.48	0.06	$1,542,605.83	4.500	05/01/2046	FN
FN AS7566	539,644.96	0.02	$558,783.31	4.500	07/01/2046	FN
FN AT2127	1,223,463.65	0.05	$1,181,016.92	3.000	04/01/2043	FN
FN BC7891	100,000.63	0.00	$101,327.81	4.000	03/01/2046	FN
FN BD2357	431,076.95	0.01	$445,187.09	4.500	07/01/2046	FN
FN BK5438	8,000,000.00	0.35	$8,082,120.80	4.000	09/01/2048	FN
FN BK9609	11,000,000.00	0.48	$11,112,926.00	4.000	09/01/2048	FN
FN BM1886	532,167.85	0.02	$554,225.36	4.500	10/01/2043	FN
FN BM1948	2,905,702.58	0.13	$3,203,338.93	6.000	07/01/2041	FN
FN BM3196	1,744,099.47	0.08	$1,894,214.46	5.500	05/01/2044	FN
FN BM4199	738,603.56	0.03	$801,668.71	5.500	05/01/2044	FN
FN BM4414	2,342,821.00	0.11	$2,581,221.78	6.000	06/01/2041	FN
FN BM4422	846,151.86	0.04	$919,155.56	5.500	08/01/2048	FN
FN BM4493	543,000.00	0.02	$578,143.12	5.000	07/01/2047	FN
FN BM4495	5,010,000.00	0.24	$5,523,224.40	6.000	07/01/2041	FN
FN CA2169	4,052,156.05	0.18	$4,183,028.94	4.500	08/01/2048	FN
FN CA2352	3,104,417.77	0.14	$3,285,364.66	5.000	09/01/2048	FN
FNCL 3 10/18	25,200,000.00	1.05	$24,114,532.68	3.000	10/01/2048	FNCL
FNCL 3 11/18	30,000,000.00	1.25	$28,678,479.00	3.000	11/01/2048	FNCL
FNCL 3.5 10/18	53,939,000.00	2.31	$53,079,913.55	3.500	10/01/2048	FNCL
FNCL 3.5 11/18	232,961,000.00	9.99	$229,004,926.19	3.500	11/01/2048	FNCL
FNCL 4 10/18	43,100,000.00	1.89	$43,519,794.00	4.000	10/01/2048	FNCL
FNCL 4 12/18	27,000,000.00	1.18	$27,191,062.80	4.000	12/01/2048	FNCL
FNCL 4.5 10/17	6,100,000.00	0.27	$6,292,769.76	4.500	10/01/2048	FNCL
FNGT 1999-T2 A1	7,283.02	0.00	$7,800.31	7.500	01/19/2039	FNGT
FNGT 2002-T4 A3	25,967.67	0.00	$29,117.26	7.500	12/25/2041	FNGT
FNGT 2004-T1 1A2	8,740.39	0.00	$9,633.19	6.500	01/25/2044	FNGT
FNR 1999-19 PH	81,673.53	0.00	$87,274.28	6.000	05/25/2029	FNR
FNR 2001-14 Z	4,652.26	0.00	$4,900.82	6.000	05/25/2031	FNR
FNR 2007-30 OE	2,327,941.10	0.08	$1,896,233.04	0.000	04/25/2037	FNR
FNR 2008-15 SB	110,669.05	0.00	$17,180.52	4.384	08/25/2036	FNR
FNR 2008-24 ZA	10,649,602.35	0.48	$11,173,036.70	5.000	04/25/2038	FNR
FNR 2009-2 AS	746,740.50	0.00	$60,205.21	3.484	02/25/2039	FNR
FNR 2009-68 SA	209,765.08	0.00	$30,792.51	4.534	09/25/2039	FNR
FNR 2009-94 AC	136,398.52	0.00	$145,063.33	5.000	11/25/2039	FNR
FNR 2010-123 FE	1,715,219.09	0.07	$1,727,160.45	2.696	11/25/2040	FNR
FNR 2010-41 PN	461,824.10	0.02	$475,274.73	4.500	04/25/2040	FNR
FNR 2010-96 DC	278,946.92	0.01	$293,297.09	4.000	09/25/2025	FNR
FNR 2011-118 DC	994,793.97	0.04	$999,558.54	4.000	11/25/2041	FNR
FNR 2012-115 MI	226,628.10	0.00	$25,729.77	3.500	03/25/2042	FNR
FNR 2012-120 CI	103,661.79	0.00	$10,390.44	3.500	12/25/2031	FNR
FNR 2012-120 WI	1,023,764.38	0.00	$96,715.94	3.000	11/25/2027	FNR
FNR 2012-121 ID	43,181.36	0.00	$4,053.58	3.000	11/25/2027	FNR
FNR 2012-128 IC	1,931,418.45	0.01	$247,690.70	3.000	11/25/2032	FNR
FNR 2012-132 AI	1,312,211.04	0.00	$116,718.15	3.000	12/25/2027	FNR
FNR 2012-137 AI	447,756.64	0.00	$39,556.79	3.000	12/25/2027	FNR
FNR 2012-137 WI	324,280.36	0.00	$48,621.95	3.500	12/25/2032	FNR
FNR 2012-139 NS	2,601,889.63	0.02	$542,810.12	4.484	12/25/2042	FNR
FNR 2012-144 EI	593,345.56	0.00	$49,941.60	3.000	01/25/2028	FNR
FNR 2012-144 PI	366,026.37	0.00	$48,440.48	3.500	06/25/2042	FNR
FNR 2012-146 IO	1,722,728.49	0.01	$345,770.56	3.500	01/25/2043	FNR
FNR 2012-149 IC	1,230,130.53	0.00	$128,455.40	3.500	01/25/2028	FNR
FNR 2012-150 DI	1,439,948.31	0.00	$131,835.48	3.000	01/25/2028	FNR
FNR 2012-98 DI	1,180,799.25	0.00	$120,014.43	3.500	09/25/2027	FNR
FNR 2012-98 IY	763,618.97	0.00	$68,640.95	3.000	09/25/2027	FNR
FNR 2012-98 MI	1,204,560.51	0.00	$133,347.26	3.000	08/25/2031	FNR
FNR 2012-99 AI	565,975.84	0.00	$58,542.22	3.500	05/25/2039	FNR
FNR 2013-1 YI	1,534,904.46	0.00	$201,263.58	3.000	02/25/2033	FNR
FNR 2013-101 HS	597,576.31	0.00	$124,119.89	4.284	10/25/2043	FNR
FNR 2013-103 SK	1,635,068.34	0.01	$289,734.93	3.704	10/25/2043	FNR
FNR 2013-26 ID	724,681.96	0.00	$101,464.03	3.000	04/25/2033	FNR
FNR 2013-35 IB	1,112,392.74	0.00	$144,372.45	3.000	04/25/2033	FNR
FNR 2013-35 IG	810,729.60	0.00	$72,498.36	3.000	04/25/2028	FNR
FNR 2013-38 AI	702,969.58	0.00	$94,835.94	3.000	04/25/2033	FNR
FNR 2013-41 HI	1,249,171.96	0.00	$135,797.86	3.000	02/25/2033	FNR
FNR 2013-43 IX	3,823,749.82	0.04	$934,486.60	4.000	05/25/2043	FNR
FNR 2013-44 DI	2,088,353.61	0.01	$294,470.60	3.000	05/25/2033	FNR
FNR 2013-45 PI	525,476.33	0.00	$73,600.89	3.000	05/25/2033	FNR
FNR 2013-55 AI	1,588,044.46	0.00	$225,113.56	3.000	06/25/2033	FNR
FNR 2013-59 PY	110,000.00	0.00	$95,409.38	2.500	06/25/2043	FNR
FNR 2013-60 CI	466,018.53	0.00	$42,457.04	3.000	06/25/2031	FNR
FNR 2013-69 IJ	621,221.02	0.00	$86,326.12	3.000	07/25/2033	FNR
FNR 2013-7 EI	672,542.39	0.00	$90,017.98	3.000	10/25/2040	FNR
FNR 2013-87 IW	3,490,898.91	0.01	$261,901.55	2.500	06/25/2028	FNR
FNR 2013-92 SA	1,859,188.60	0.01	$325,143.08	3.734	09/25/2043	FNR
FNR 2014-36 ZE	691,156.70	0.02	$608,976.03	3.000	06/25/2044	FNR
FNR 2014-63 KI	384,869.83	0.00	$46,341.56	3.500	11/25/2033	FNR
FNR 2014-68 BS	1,267,433.18	0.00	$228,826.06	3.934	11/25/2044	FNR
FNR 2014-90 SA	6,494,327.28	0.04	$1,058,149.97	3.934	01/25/2045	FNR
FNR 2015-27 SA	456,112.48	0.00	$86,473.32	4.234	05/25/2045	FNR
FNR 2015-40 GZ	450,545.15	0.01	$421,108.11	3.500	05/25/2045	FNR
FNR 2015-43 PZ	471,892.67	0.01	$442,643.91	3.500	06/25/2045	FNR
FNR 2015-44 Z	1,658,833.68	0.06	$1,453,363.24	3.000	09/25/2043	FNR
FNR 2015-57 LI	1,625,279.09	0.01	$257,191.64	3.500	08/25/2035	FNR
FNR 2015-59 CI	551,328.09	0.00	$52,636.56	3.500	08/25/2030	FNR
FNR 2015-89 AZ	161,197.28	0.00	$150,407.73	3.500	12/25/2045	FNR
FNR 2015-95 SH	1,193,085.42	0.00	$206,413.92	3.784	01/25/2046	FNR
FNR 2016-105 SA	1,263,987.65	0.01	$241,001.11	3.784	01/25/2047	FNR
FNR 2016-30 CI	780,725.42	0.00	$108,444.87	3.000	05/25/2036	FNR
FNR 2016-33 DI	1,934,267.64	0.01	$292,982.75	3.500	06/25/2036	FNR
FNR 2016-33 EL	92,000.00	0.00	$81,167.12	3.000	06/25/2046	FNR
FNR 2016-36 SB	639,804.51	0.00	$77,832.15	3.784	03/25/2043	FNR
FNR 2016-40 IO	254,501.78	0.00	$42,133.69	3.500	07/25/2036	FNR
FNR 2016-40 ZC	406,501.26	0.01	$359,384.27	3.000	07/25/2046	FNR
FNR 2016-50 IB	123,940.16	0.00	$19,075.06	3.000	02/25/2046	FNR
FNR 2016-51 LI	2,509,839.34	0.01	$395,757.49	3.000	08/25/2046	FNR
FNR 2016-55 SK	990,936.35	0.00	$184,367.08	3.784	08/25/2046	FNR
FNR 2016-6 AI	945,783.94	0.00	$118,109.40	3.500	04/25/2034	FNR
FNR 2016-62 SA	2,000,486.63	0.01	$381,824.28	3.784	09/25/2046	FNR
FNR 2016-64 CI	923,425.29	0.00	$127,420.32	3.500	07/25/2043	FNR
FNR 2016-71 PI	1,242,540.20	0.00	$187,473.84	3.000	10/25/2046	FNR
FNR 2016-74 GS	1,337,752.28	0.01	$273,298.78	3.784	10/25/2046	FNR
FNR 2016-85 SA	2,078,870.91	0.01	$397,648.51	3.784	11/25/2046	FNR
FNR 2016-99 DI	590,616.51	0.00	$111,644.77	3.500	01/25/2046	FNR
FNR 2017-1 EI	417,871.33	0.00	$65,139.79	3.500	09/25/2035	FNR
FNR 2017-11 EI	1,730,121.03	0.01	$257,842.36	3.000	03/25/2042	FNR
FNR 2017-12 JI	510,470.56	0.00	$74,495.98	3.500	05/25/2040	FNR
FNR 2017-15 NZ	132,111.96	0.00	$124,792.35	3.500	03/25/2047	FNR
FNR 2017-16 SM	2,141,522.30	0.01	$402,933.63	3.834	03/25/2047	FNR
FNR 2017-16 WI	492,501.60	0.00	$67,217.75	3.000	01/25/2045	FNR
FNR 2017-16 YT	403,000.00	0.01	$381,560.77	3.000	07/25/2046	FNR
FNR 2017-16 YW	420,000.00	0.01	$379,129.04	3.000	03/25/2047	FNR
FNR 2017-21 ZD	503,726.93	0.02	$473,568.14	3.500	04/25/2047	FNR
FNR 2017-25 BL	157,000.00	0.00	$143,314.06	3.000	04/25/2047	FNR
FNR 2017-26 VZ	931,958.49	0.03	$816,180.63	3.000	04/25/2047	FNR
FNR 2017-39 CY	983,000.00	0.04	$949,051.51	3.500	05/25/2047	FNR
FNR 2017-4 AI	958,802.28	0.00	$121,165.86	3.500	05/25/2041	FNR
FNR 2017-4 BI	566,421.16	0.00	$89,002.38	3.500	05/25/2041	FNR
FNR 2017-40 GZ	347,800.67	0.01	$328,225.68	3.500	05/25/2047	FNR
FNR 2017-45 JZ	119,687.26	0.00	$100,181.76	3.000	06/25/2047	FNR
FNR 2017-45 ZK	256,686.87	0.01	$239,497.91	3.500	06/25/2047	FNR
FNR 2017-46 VG	201,000.00	0.00	$195,513.66	3.500	04/25/2038	FNR
FNR 2017-6 NI	115,737.88	0.00	$22,293.08	3.500	03/25/2046	FNR
FNR 2017-61 SB	2,757,303.50	0.02	$520,405.19	3.934	08/25/2047	FNR
FNR 2017-69 SG	1,410,869.69	0.01	$263,018.42	3.934	09/25/2047	FNR
FNR 2017-77 HZ	493,965.44	0.02	$468,540.74	3.500	10/25/2047	FNR
FNR 2017-8 SG	1,694,975.55	0.01	$314,160.67	3.784	02/25/2047	FNR
FNR 2017-88 EI	1,194,520.16	0.01	$232,856.77	3.000	11/25/2047	FNR
FNR 2017-88 IE	888,814.98	0.00	$169,780.37	3.000	11/25/2047	FNR
FNR 2017-94 CZ	309,766.60	0.01	$290,910.36	3.500	11/25/2047	FNR
FNR 2017-95 FA	772,367.70	0.03	$773,412.56	2.432	11/25/2047	FNR
FNR 2017-96 EZ	549,781.02	0.02	$518,959.80	3.500	12/25/2047	FNR
FNR 2017-99 IE	913,018.74	0.00	$184,911.04	3.000	12/25/2047	FNR
FNR 2018-15 GZ	124,151.08	0.00	$112,392.99	3.000	03/25/2048	FNR
FNR 2018-8 MU	885,000.00	0.03	$795,820.41	3.000	02/25/2048	FNR
FNS 409 C3	569,557.09	0.00	$48,115.33	3.000	05/25/2027	FNS
FNS 417 C24	54,836.47	0.00	$10,278.97	3.500	12/25/2042	FNS
FNS 418 C12	2,213,908.20	0.01	$286,632.04	3.000	08/25/2033	FNS
FNS 419 C3	503,110.91	0.00	$100,578.71	3.000	11/25/2043	FNS
FNW 2004-W11 1A2	45,147.47	0.00	$49,585.75	6.500	05/25/2044	FNW
FNW 2004-W15 1A1	38,181.43	0.00	$41,067.46	6.000	08/25/2044	FNW
FNW 2004-W4 A5	263,419.01	0.01	$266,498.77	5.500	06/25/2034	FNW
FORD MOTOR CREDIT 1.897 8/12/2019	1,000,000.00	0.04	$989,462.60	1.897	08/12/2019	F
FORD MOTOR CREDIT 3.200 1/15/2021	4,200,000.00	0.18	$4,139,762.34	3.200	01/15/2021	F
Ford Motor Credit Co. LLC 3.296 9/24/2020	1,900,000.00	0.08	$1,902,696.48	3.268	09/24/2020	F
Ford Motor Credit Co. LLC 3.656 3/28/2022	400,000.00	0.01	$399,668.04	3.656	03/28/2022	F
Ford Motor Credit Co. LLC 4.140 2/15/2023	655,000.00	0.02	$644,926.43	4.140	02/15/2023	F
Ford Motor Credit Co. LLC 5.750 2/1/2021	700,000.00	0.03	$728,102.90	5.750	02/01/2021	F
FORDL 2017-B A2B	667,162.57	0.02	$667,359.78	2.318	06/15/2020	FORDL
FORDR 2018-1 A	840,000.00	0.03	$819,000.25	3.190	07/15/2031	FORDR
Fortis Inc. Canada 2.100 10/4/2021	325,000.00	0.01	$310,687.03	2.100	10/04/2021	FTSCN
Freeport-McMoRan Inc. 4.550 11/14/2024	325,000.00	0.01	$316,875.00	4.550	11/14/2024	FCX
Freeport-McMoRan Inc. 6.875 2/15/2023	410,000.00	0.01	$438,700.00	6.875	02/15/2023	FCX
FREMF 2011-K10 B	550,000.00	0.02	$562,852.95	4.781	11/25/2049	FREMF
FREMF 2011-K15 B	75,000.00	0.00	$77,951.44	5.116	08/25/2044	FREMF
FREMF 2012-K18 B	1,000,000.00	0.04	$1,023,746.10	4.400	01/25/2045	FREMF
FREMF 2012-K22 B	665,000.00	0.02	$664,565.95	3.812	08/25/2045	FREMF
FREMF 2012-K23 B	1,500,000.00	0.06	$1,500,104.40	3.782	10/25/2045	FREMF
FREMF 2013-K24 B	3,675,000.00	0.15	$3,646,259.66	3.622	11/25/2045	FREMF
FREMF 2013-K25 C	500,000.00	0.02	$490,675.70	3.744	11/25/2045	FREMF
FREMF 2013-K28 C	300,000.00	0.01	$293,944.65	3.610	06/25/2046	FREMF
FREMF 2013-K33 B	505,000.00	0.02	$500,594.28	3.615	08/25/2046	FREMF
FREMF 2013-K33 C	300,000.00	0.01	$292,747.35	3.615	08/25/2046	FREMF
FREMF 2013-K712 B	470,000.00	0.02	$469,917.05	3.473	05/25/2045	FREMF
FREMF 2013-K713 B	285,000.00	0.01	$284,119.83	3.263	04/25/2046	FREMF
FREMF 2013-K713 C	945,000.00	0.04	$938,478.46	3.263	04/25/2046	FREMF
FREMF 2014-K716 B	500,000.00	0.02	$504,385.20	4.081	08/25/2047	FREMF
FREMF 2014-K717 B	1,225,000.00	0.05	$1,225,417.85	3.753	11/25/2047	FREMF
FREMF 2014-K717 C	415,000.00	0.01	$410,447.04	3.753	11/25/2047	FREMF
FREMF 2015-K49 B	840,000.00	0.03	$812,336.62	3.848	10/25/2048	FREMF
FREMF 2015-K721 C	475,000.00	0.01	$453,701.33	3.681	11/25/2047	FREMF
FREMF 2016-K53 B	280,000.00	0.01	$275,569.08	4.156	03/25/2049	FREMF
FREMF 2016-K722 B	425,000.00	0.01	$426,098.67	3.966	07/25/2049	FREMF
FREMF 2016-K723 B	620,000.00	0.02	$600,011.45	3.703	11/25/2023	FREMF
FREMF 2017-K71 B	470,000.00	0.01	$446,233.28	3.882	11/25/2050	FREMF
Frontera Energy Corp. 9.700 6/25/2023	590,000.00	0.02	$620,975.00	9.700	06/25/2023	FECCN
Frontier Communications Corp. 2.750 3/31/2021	243,055.56	0.01	$239,030.56	4.830	03/31/2021	FTR
Frontier Communications Corp. 4.960 6/15/2024	454,576.69	0.01	$447,047.99	5.830	06/15/2024	FTR
FSMT 2018-1 A5	595,096.01	0.02	$584,984.14	3.500	03/25/2048	FSMT
FSMT 2018-5 A7	530,000.00	0.02	$531,387.01	4.000	09/25/2048	FSMT
FSPC T-54 2A	13,889.27	0.00	$15,559.76	6.500	02/25/2043	FSPC
FSPC T-58 2A	6,778.20	0.00	$7,585.58	6.500	09/25/2043	FSPC
G2 616376	4,635.17	0.00	$4,926.27	6.000	04/20/2034	G2
G2 AR8429	135,100.14	0.00	$143,340.34	5.500	05/20/2037	G2
G2 AS6771	141,435.27	0.00	$151,024.19	6.000	02/20/2039	G2
G2 MA3602	194,091.70	0.00	$211,852.27	6.000	04/20/2046	G2
G2 MA3940	67,677.23	0.00	$71,705.69	5.000	09/20/2046	G2
G2 MA4074	628,701.74	0.02	$673,871.63	6.000	02/20/2040	G2
G2 MA4201	272,205.32	0.01	$291,149.10	6.000	10/20/2039	G2
G2 MA5332	783,634.33	0.03	$820,504.09	5.000	07/20/2048	G2
G2 MA5468	791,000.00	0.03	$827,119.51	5.000	09/20/2048	G2
G2SF 4 10/18	6,000,000.00	0.26	$6,101,367.00	4.000	10/20/2048	G2SF
GAIN Capital Holdings Inc. 5.000 8/15/2022	941,000.00	0.04	$972,523.50	5.000	08/15/2022	GCAP
GALXY 2015-21A AR	1,650,000.00	0.07	$1,638,737.10	3.368	04/20/2031	GALXY
Gardner Denver Inc. 4.064 7/30/2024	1,202,473.51	0.05	$1,211,214.29	4.826	07/30/2024	GDI
Gates Global LLC 4.479 3/31/2024	713,410.71	0.03	$718,482.35	5.084	03/31/2024	GATGLO
GATX Corp. 3.061 11/5/2021	1,900,000.00	0.08	$1,904,997.38	3.061	11/05/2021	GMT
Gazprom OAO Via Gaz Capital S.A. 4.950 3/23/2027	1,065,000.00	0.04	$1,023,092.25	4.950	03/23/2027	GAZPRU
GBP USD FWD 20181002 0.000 10/2/2018	-673,000.00	-0.04	-$877,342.01	0.000	10/02/2018	GBC100218
GBP USD FWD 20181002 0.000 10/2/2018	685,000.00	0.03	$892,985.55	0.000	10/02/2018	GBJ100218
GBP USD FWD 20181102 0.000 11/2/2018	-9,963,000.00	-0.57	-$13,006,543.74	0.000	11/02/2018	GBJ110218
GBP/USD HSB 11/02/18	-2,844,353.01	-0.17	-$3,713,259.24	0.000	11/02/2018	KBUSHB028
GCCT 2014-2A A	420,000.00	0.01	$420,546.04	2.608	03/15/2021	GCCT
GCI Liberty Inc. 1.750 9/30/2046	773,000.00	0.03	$853,428.34	1.750	09/30/2046	GLIBA
GE Capital International Funding Co. Unlimited Co. 2.342 11/15/2020	251,000.00	0.01	$245,320.70	2.342	11/15/2020	GE
GE Capital International Funding Co. Unlimited Co. 4.418 11/15/2035	285,000.00	0.01	$267,590.75	4.418	11/15/2035	GE
General Dynamics Corp. 3.000 5/11/2021	50,000.00	0.00	$49,742.07	3.000	05/11/2021	GD
General Dynamics Corp. 3.375 5/15/2023	850,000.00	0.03	$850,235.11	3.375	05/15/2023	GD
General Electric Co. 2.720 5/5/2026	920,000.00	0.03	$879,885.61	2.721	05/05/2026	GE
General Electric Co. 4.650 10/17/2021	89,000.00	0.00	$91,938.68	4.650	10/17/2021	GE
General Electric Co. 5.000 12/29/2049	300,000.00	0.01	$292,837.50	0.000	12/29/2049	GE
General Electric Co. 5.550 5/4/2020	470,000.00	0.02	$487,086.33	5.550	05/04/2020	GE
General Electric Co. 6.000 8/7/2019	1,025,000.00	0.04	$1,051,712.32	6.000	08/07/2019	GE
General Mills Inc. 3.700 10/17/2023	1,345,000.00	0.05	$1,338,077.42	3.700	10/17/2023	GIS
General Motors Co. 6.750 4/1/2046	245,000.00	0.01	$265,703.55	6.750	04/01/2046	GM
General Motors Financial Co. Inc. 3.189 4/9/2021	500,000.00	0.02	$502,091.65	3.189	04/09/2021	GM
General Motors Financial Co. Inc. 3.550 4/9/2021	700,000.00	0.03	$700,096.81	3.550	04/09/2021	GM
General Motors Financial Co. Inc. 4.350 4/9/2025	1,030,000.00	0.04	$1,012,853.69	4.350	04/09/2025	GM
General Motors Financial Co. Inc. 4.375 9/25/2021	1,000,000.00	0.04	$1,018,422.10	4.375	09/25/2021	GM
General Motors Financial Co. Inc. 5.250 3/1/2026	265,000.00	0.01	$271,572.29	5.250	03/01/2026	GM
Genesis Energy LP Genesis Energy Finance Corp. 6.750 8/1/2022	350,000.00	0.01	$358,750.00	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	$22,200.00	10.000	11/30/2024	GENLAB
Gentiva Health Services Inc. 3.750 6/21/2025	259,004.52	0.01	$262,403.95	6.125	06/21/2025	KND
GEO Group Inc. 2.750 3/23/2024	368,131.32	0.01	$367,939.53	4.080	03/23/2024	GEO
GEO Group Inc. 5.125 4/1/2023	140,000.00	0.00	$134,750.00	5.125	04/01/2023	GEO
GEO Group Inc. 6.000 4/15/2026	85,000.00	0.00	$81,812.50	6.000	04/15/2026	GEO
Geopark Ltd. 6.500 9/21/2024	655,000.00	0.02	$660,731.25	6.500	09/21/2024	GEOPAR
Georgia-Pacific LLC 2.539 11/15/2019	500,000.00	0.02	$496,238.15	2.539	11/15/2019	GP
Georgia-Pacific LLC 8.000 1/15/2024	2,242,000.00	0.11	$2,679,664.63	8.000	01/15/2024	GP
GFMT 2018-1 A43	449,130.22	0.01	$447,054.21	3.500	11/25/2057	GFMT
GIP III Stetson I LP 4.250 7/18/2025	311,000.00	0.01	$312,943.75	4.250	07/18/2025	ENLK
GLM 2017-1A A	1,190,000.00	0.05	$1,192,222.92	3.568	04/20/2029	GLM
GLP Capital LP GLP Financing II Inc. 5.300 1/15/2029	485,000.00	0.02	$487,075.80	5.300	01/15/2029	GLPI
GLP Capital LP GLP Financing II Inc. 5.375 4/15/2026	205,000.00	0.00	$208,692.05	5.375	04/15/2026	GLPI
GMACM 2006-J1 A1	42,780.65	0.00	$42,340.16	5.750	04/25/2036	GMACM
GN 782048	129,272.97	0.00	$145,349.83	7.000	12/15/2034	GN
GN 784244	222,207.35	0.01	$239,027.82	5.500	02/15/2041	GN
GNR 2008-65 SB	647,042.40	0.00	$65,693.24	3.835	08/20/2038	GNR
GNR 2009-2 SE	1,983,567.79	0.00	$225,411.65	3.655	01/20/2039	GNR
GNR 2010-113 KE	1,087,324.21	0.04	$1,140,786.09	4.500	09/20/2040	GNR
GNR 2011-157 SG	933,478.62	0.00	$179,278.96	4.435	12/20/2041	GNR
GNR 2011-H21 FT	8,412,802.87	0.36	$8,465,185.19	3.120	10/20/2061	GNR
GNR 2011-H23 FA	5,667,765.24	0.24	$5,708,085.72	2.780	10/20/2061	GNR
GNR 2012-108 KI	1,892,526.71	0.01	$363,763.88	4.000	08/16/2042	GNR
GNR 2012-136 MX	240,000.00	0.00	$203,611.73	2.000	11/20/2042	GNR
GNR 2012-61 PI	53,826.72	0.00	$4,117.34	3.000	04/20/2039	GNR
GNR 2012-H08 FB	956,756.91	0.04	$961,085.85	2.680	03/20/2062	GNR
GNR 2012-H18 NA	555,846.77	0.02	$557,871.89	2.600	08/20/2062	GNR
GNR 2012-H29 SA	4,454,705.12	0.19	$4,474,703.63	2.595	10/20/2062	GNR
GNR 2013-113 LY	173,000.00	0.00	$159,342.19	3.000	05/20/2043	GNR
GNR 2015-111 IH	1,496,193.95	0.00	$216,765.74	3.500	08/20/2045	GNR
GNR 2015-127 LM	122,000.00	0.00	$109,628.80	3.000	09/20/2045	GNR
GNR 2015-133 AL	1,725,000.00	0.07	$1,614,415.94	3.000	05/20/2045	GNR
GNR 2015-142 AI	292,999.29	0.00	$39,834.31	4.000	02/20/2044	GNR
GNR 2015-44 AI	65,307.77	0.00	$6,702.14	3.000	08/20/2041	GNR
GNR 2015-64 GZ	654,154.43	0.02	$492,079.43	2.000	05/20/2045	GNR
GNR 2015-74 CI	1,026,776.91	0.00	$122,730.03	3.000	10/16/2039	GNR
GNR 2015-76 MZ	454,168.57	0.01	$420,823.10	3.000	05/20/2045	GNR
GNR 2015-H10 FA	13,521,115.77	0.59	$13,603,618.91	2.680	04/20/2065	GNR
GNR 2015-H11 FC	1,722,533.10	0.07	$1,729,798.06	2.630	05/20/2065	GNR
GNR 2015-H12 FB	7,153,211.60	0.31	$7,194,569.32	2.680	05/20/2065	GNR
GNR 2015-H20 FB	1,818,996.52	0.07	$1,830,389.80	2.680	08/20/2065	GNR
GNR 2015-H30 FD	146,111.44	0.00	$146,903.26	2.680	10/20/2065	GNR
GNR 2016-103 DY	24,000.00	0.00	$20,251.06	2.500	08/20/2046	GNR
GNR 2016-108 SK	1,598,784.78	0.01	$299,080.19	3.885	08/20/2046	GNR
GNR 2016-115 SA	2,762,561.93	0.02	$500,748.33	3.935	08/20/2046	GNR
GNR 2016-116 GI	1,914,898.77	0.01	$295,109.45	3.500	11/20/2044	GNR
GNR 2016-118 DI	2,131,158.96	0.01	$297,869.74	3.500	03/20/2043	GNR
GNR 2016-118 ES	1,054,335.04	0.00	$197,746.44	3.935	09/20/2046	GNR
GNR 2016-120 IA	140,048.93	0.00	$21,842.44	3.000	02/20/2046	GNR
GNR 2016-120 NS	2,269,592.88	0.01	$431,818.19	3.935	09/20/2046	GNR
GNR 2016-121 JS	1,663,629.00	0.01	$314,978.21	3.935	09/20/2046	GNR
GNR 2016-126 NS	1,108,535.10	0.00	$216,690.12	3.935	09/20/2046	GNR
GNR 2016-134 MW	98,000.00	0.00	$93,753.95	3.000	10/20/2046	GNR
GNR 2016-147 ST	1,049,367.63	0.00	$200,336.45	3.885	10/20/2046	GNR
GNR 2016-149 GI	1,135,346.88	0.01	$258,983.86	4.000	11/20/2046	GNR
GNR 2016-156 PB	362,000.00	0.01	$279,614.27	2.000	11/20/2046	GNR
GNR 2016-159 MI	102,183.13	0.00	$16,388.37	3.000	03/20/2046	GNR
GNR 2016-160 GI	1,334,741.46	0.01	$312,040.40	3.500	11/20/2046	GNR
GNR 2016-160 GS	3,058,485.30	0.02	$590,618.90	3.935	11/20/2046	GNR
GNR 2016-160 VZ	182,151.90	0.00	$142,848.35	2.500	11/20/2046	GNR
GNR 2016-163 MI	937,107.45	0.00	$117,645.22	3.500	11/20/2046	GNR
GNR 2016-163 PI	2,743,675.67	0.01	$453,461.00	3.500	05/20/2043	GNR
GNR 2016-163 XI	1,482,631.83	0.00	$211,014.54	3.000	10/20/2046	GNR
GNR 2016-171 IO	2,291,912.63	0.01	$304,247.96	3.000	07/20/2044	GNR
GNR 2016-171 IP	1,370,987.60	0.00	$204,529.41	3.000	03/20/2046	GNR
GNR 2016-75 JI	3,626,445.68	0.02	$552,146.30	3.000	09/20/2043	GNR
GNR 2016-89 QS	1,017,149.30	0.00	$202,090.58	3.885	07/20/2046	GNR
GNR 2016-H06 FD	1,846,508.57	0.08	$1,880,544.89	3.000	07/20/2065	GNR
GNR 2017-10 IB	1,219,741.77	0.01	$270,035.58	4.000	01/20/2047	GNR
GNR 2017-10 KZ	174,500.11	0.00	$155,795.30	3.000	01/20/2047	GNR
GNR 2017-101 AI	808,716.74	0.00	$159,400.50	4.000	07/20/2047	GNR
GNR 2017-101 KS	1,308,638.04	0.01	$233,291.95	4.035	07/20/2047	GNR
GNR 2017-101 SK	3,289,060.83	0.02	$584,640.10	4.035	07/20/2047	GNR
GNR 2017-101 TI	1,219,690.29	0.00	$199,544.38	4.000	03/20/2044	GNR
GNR 2017-107 QZ	224,719.66	0.00	$190,935.62	3.000	08/20/2045	GNR
GNR 2017-107 T	614,000.00	0.02	$584,717.73	3.000	01/20/2047	GNR
GNR 2017-11 IM	2,989,691.15	0.01	$371,675.71	3.000	05/20/2042	GNR
GNR 2017-113 LB	595,000.00	0.02	$543,312.29	3.000	07/20/2047	GNR
GNR 2017-114 IK	1,765,640.01	0.01	$384,967.44	4.000	10/20/2044	GNR
GNR 2017-117 SD	92,848.19	0.00	$16,942.16	4.035	08/20/2047	GNR
GNR 2017-120 QS	1,440,536.16	0.01	$280,216.12	4.035	08/20/2047	GNR
GNR 2017-121 IL	91,555.55	0.00	$14,430.44	3.000	02/20/2042	GNR
GNR 2017-130 YJ	270,000.00	0.01	$236,891.74	2.500	08/20/2047	GNR
GNR 2017-134 ES	811,408.62	0.00	$140,032.33	4.035	09/20/2047	GNR
GNR 2017-134 KI	1,028,669.46	0.00	$178,956.19	4.000	05/20/2044	GNR
GNR 2017-134 SD	4,723,484.90	0.03	$891,510.07	4.035	09/20/2047	GNR
GNR 2017-137 CZ	1,669,273.85	0.06	$1,453,519.87	3.000	09/20/2047	GNR
GNR 2017-137 IO	1,905,188.36	0.01	$321,963.88	3.000	06/20/2045	GNR
GNR 2017-141 JS	1,249,081.96	0.01	$241,268.42	4.035	09/20/2047	GNR
GNR 2017-144 EI	1,751,130.45	0.01	$279,465.89	3.000	12/20/2044	GNR
GNR 2017-163 HS	5,648,101.71	0.04	$966,139.99	4.035	11/20/2047	GNR
GNR 2017-163 ZK	3,400,192.78	0.13	$3,200,468.86	3.500	11/20/2047	GNR
GNR 2017-174 HI	1,598,679.94	0.01	$273,098.82	3.000	07/20/2045	GNR
GNR 2017-18 GM	90,000.00	0.00	$79,550.15	2.500	02/20/2047	GNR
GNR 2017-18 QI	1,042,603.61	0.00	$195,672.93	4.000	03/16/2041	GNR
GNR 2017-18 QS	1,288,743.85	0.01	$233,708.41	3.942	02/16/2047	GNR
GNR 2017-184 AL	340,000.00	0.01	$330,389.90	3.000	06/20/2047	GNR
GNR 2017-25 CZ	478,773.74	0.02	$460,946.17	3.500	02/20/2047	GNR
GNR 2017-25 WZ	369,101.58	0.01	$338,396.76	3.000	02/20/2047	GNR
GNR 2017-26 SA	1,219,477.16	0.00	$213,482.53	3.935	02/20/2047	GNR
GNR 2017-34 DY	230,000.00	0.00	$226,365.29	3.500	03/20/2047	GNR
GNR 2017-4 BW	106,000.00	0.00	$98,941.05	3.000	01/20/2047	GNR
GNR 2017-52 GH	95,000.00	0.00	$87,737.72	3.000	04/20/2047	GNR
GNR 2017-56 JZ	297,357.80	0.01	$261,096.24	3.000	04/20/2047	GNR
GNR 2017-56 QS	1,684,194.78	0.01	$294,939.05	3.985	04/20/2047	GNR
GNR 2017-56 QW	110,000.00	0.00	$101,829.63	3.000	12/20/2046	GNR
GNR 2017-68 SB	2,557,270.80	0.01	$418,617.56	3.985	05/20/2047	GNR
GNR 2017-80 AS	3,289,256.31	0.02	$590,638.59	4.035	05/20/2047	GNR
GNR 2017-91 SM	94,217.89	0.00	$17,249.24	4.035	06/20/2047	GNR
GNR 2018-1 ST	2,648,763.00	0.02	$504,701.39	4.035	01/20/2048	GNR
GNR 2018-11 AI	1,062,221.41	0.00	$190,237.37	3.000	01/20/2046	GNR
GNR 2018-13 PZ	224,438.69	0.00	$202,747.00	3.000	01/20/2048	GNR
GNR 2018-14 ZE	122,828.75	0.00	$115,653.06	3.500	01/20/2048	GNR
GNR 2018-22 LZ	147,556.61	0.00	$126,853.99	3.000	02/20/2048	GNR
GNR 2018-24 HZ	113,974.76	0.00	$100,377.35	3.000	02/20/2048	GNR
GNR 2018-34 TY	196,000.00	0.00	$185,627.21	3.500	03/20/2048	GNR
GNR 2018-37 SA	898,229.83	0.00	$164,326.48	4.035	03/20/2048	GNR
GNR 2018-46 AS	3,164,453.52	0.02	$611,550.90	4.035	03/20/2048	GNR
GNR 2018-63 BZ	486,030.08	0.01	$424,384.36	3.000	04/20/2048	GNR
GNR 2018-8 VZ	448,877.39	0.01	$432,906.96	3.000	03/20/2047	GNR
GOLDMAN SACHS GROUP INC. 2.876 10/31/2022	300,000.00	0.01	$292,825.29	2.876	10/31/2022	GS
GOLDMAN SACHS GROUP INC. 2.908 6/5/2023	600,000.00	0.02	$580,881.30	2.908	06/05/2023	GS
Goldman Sachs Group Inc. 3.200 2/23/2023	2,200,000.00	0.09	$2,153,464.50	3.200	02/23/2023	GS
Goldman Sachs Group Inc. 3.257 8/21/2019	140,000.00	0.00	$101,773.91	3.258	08/21/2019	GS
Goldman Sachs Group Inc. 3.366 6/5/2023	780,000.00	0.03	$789,729.41	3.366	06/05/2023	GS
Goldman Sachs Group Inc. 3.414 11/15/2018	1,300,000.00	0.05	$1,301,625.13	3.414	11/15/2018	GS
Goldman Sachs Group Inc. 3.484 11/15/2021	1,700,000.00	0.07	$1,719,948.65	3.484	11/15/2021	GS
Goldman Sachs Group Inc. 3.484 5/15/2026	875,000.00	0.03	$876,305.76	3.484	05/15/2026	GS
Goldman Sachs Group Inc. 3.534 9/15/2020	1,700,000.00	0.07	$1,727,181.30	3.534	09/15/2020	GS
Goldman Sachs Group Inc. 3.550 2/12/2021	100,000.00	0.00	$78,222.43	3.550	02/12/2021	GS
Goldman Sachs Group Inc. 3.695 4/23/2021	1,300,000.00	0.05	$1,328,906.02	3.695	04/23/2021	GS
Goldman Sachs Group Inc. 4.223 5/1/2029	5,575,000.00	0.24	$5,501,685.41	4.223	05/01/2029	GS
Goldman Sachs Group Inc. 5.150 5/22/2045	1,780,000.00	0.07	$1,817,807.20	5.150	05/22/2045	GS
Goldman Sachs Group Inc. 5.200 12/17/2019	206,000.00	0.00	$140,407.70	5.200	12/17/2019	GS
Goldman Sachs Group Inc. 6.000 6/15/2020	2,440,000.00	0.11	$2,551,454.08	6.000	06/15/2020	GS
Goodman HK Finance 4.375 6/19/2024	550,000.00	0.02	$548,963.80	4.375	06/19/2024	GOOMAN
Gray Television Inc. 2.500 2/7/2024	1,498,321.90	0.06	$1,503,807.26	4.354	02/07/2024	GTN
Gray Television Inc. 5.875 7/15/2026	415,000.00	0.01	$412,406.25	5.875	07/15/2026	GTN
GRCE 2014-GRCE B	3,705,000.00	0.16	$3,701,178.30	3.520	06/10/2028	GRCE
Greeneden US Holdings II LLC 5.540 12/1/2023	1,016,990.83	0.04	$1,023,823.99	5.576	12/01/2023	GCTI
Greenhill & Co. Inc. 5.099 10/6/2022	320,670.89	0.01	$325,080.11	5.949	10/06/2022	GHL
Greystar Student Housing Growth & Income OP LP 4.600 12/1/2024	950,000.00	0.04	$1,015,488.92	4.600	12/01/2024	EDR
Grizzly Acquisitions Inc. 3.250 10/1/2025	175,000.00	0.00	$174,562.50	3.250	10/01/2025	NORMID
Growthpoint Properties International Pty Ltd. 5.872 5/2/2023	610,000.00	0.02	$616,154.90	5.872	05/02/2023	GRTSJ
Grupo Cementos de Chihuahua SAB de CV 5.250 6/23/2024	730,000.00	0.03	$730,730.00	5.250	06/23/2024	GCCAMM
GSAMP 2006-FM3 A2D	1,053,834.25	0.02	$652,259.12	2.446	11/25/2036	GSAMP
GSAMP 2007-SEA1 A	924,938.93	0.03	$895,822.96	2.516	12/25/2036	GSAMP
GSMS 2010-C1 C	375,000.00	0.01	$381,896.03	5.635	08/10/2043	GSMS
GSMS 2015-GC32 A4	1,000,000.00	0.04	$1,006,570.40	3.764	07/10/2048	GSMS
GSMS 2016-RENT A 144A	2,300,000.00	0.09	$2,287,566.89	3.203	02/10/2029	36251GAA2
GSMS 2017-GS5 A4	1,280,000.00	0.05	$1,272,627.84	3.674	03/10/2050	GSMS
GSMS 2017-GS6 A3	1,935,000.00	0.08	$1,888,232.21	3.433	05/10/2050	GSMS
GSMS 2017-GS6 XA	21,929,633.50	0.07	$1,611,637.27	1.195	05/10/2050	GSMS
GSMS 2018-GS10 C	465,000.00	0.02	$463,358.69	4.561	07/10/2051	GSMS
GSMS 2018-GS9 A4	570,000.00	0.02	$577,939.19	3.992	03/10/2051	GSMS
GSR 2007-AR1 2A1	835,232.86	0.03	$761,043.05	3.811	03/25/2047	GSR
GTP Acquisition Partners I LLC 2.350 6/15/2020	530,000.00	0.02	$518,515.75	2.350	06/15/2020	AMTTOW
Gulfport Energy Corp. 6.625 5/1/2023	245,000.00	0.01	$250,512.50	6.625	05/01/2023	GPOR
GVC Holdings PLC 4.668 3/15/2024	828,835.00	0.03	$833,324.79	4.576	03/15/2024	GVCLN
Halfmoon Parent Inc. 3.224 7/15/2023	1,045,000.00	0.04	$1,045,739.86	2.996	07/15/2023	CI
Halfmoon Parent Inc. 4.125 11/15/2025	1,645,000.00	0.07	$1,642,247.25	4.125	11/15/2025	CI
Halfmoon Parent Inc. 4.375 10/15/2028	1,120,000.00	0.04	$1,118,358.86	4.375	10/15/2028	CI
Harris Corp. 2.786 2/27/2019	2,800,000.00	0.12	$2,801,398.60	2.028	02/27/2019	HRS
Harris Corp. 2.819 4/30/2020	3,100,000.00	0.13	$3,099,908.86	2.819	04/30/2020	HRS
Harris Corp. 4.400 6/15/2028	520,000.00	0.02	$522,573.32	4.400	06/15/2028	HRS
HASC 2006-HE1 2A1	31,520.90	0.00	$15,899.65	2.266	10/25/2036	HASC
HCA Inc. 1.750 3/18/2023	221,756.42	0.00	$223,696.79	3.826	03/18/2023	HCA
HCA Inc. 4.040 3/7/2025	1,567,125.00	0.06	$1,580,619.52	4.076	03/07/2025	HCA
HCA Inc. 5.375 2/1/2025	500,000.00	0.02	$511,250.00	5.375	02/01/2025	HCA
HCA Inc. 7.580 9/15/2025	30,000.00	0.00	$33,525.00	7.580	09/15/2025	HCA
Hearthside Group Holdings LLC 3.000 5/17/2025	312,217.50	0.01	$311,687.98	5.065	05/17/2025	HEFOSO
Heartland Dental LLC 3.500 4/17/2025	627,991.32	0.02	$629,038.18	5.826	04/17/2025	HEARTL
Heartland Dental LLC 3.750 4/30/2025	94,434.78	0.00	$94,592.20	1.875	04/30/2025	HEARTL
HEATHROW FUNDING LTD. 4.875 7/15/2021	200,000.00	0.00	$207,718.00	4.875	07/15/2021	HTHROW
Helix Energy Solutions Group Inc. 4.125 9/15/2023	34,000.00	0.00	$44,201.60	4.125	09/15/2023	HLX
Helix Energy Solutions Group Inc. 4.250 5/1/2022	805,000.00	0.03	$865,622.94	4.250	05/01/2022	HLX
HERTZ 2018-2A A	100,000.00	0.00	$99,726.60	3.650	06/27/2022	HERTZ
Hill-Rom Holdings Inc. 5.750 9/1/2023	325,000.00	0.01	$334,750.00	5.750	09/01/2023	HRC
Hilton Domestic Operating Co. Inc. 5.125 5/1/2026	1,000,000.00	0.04	$998,750.00	5.125	05/01/2026	HILDOC
Hilton Worldwide Finance LLC 1.750 10/25/2023	2,045,208.44	0.08	$2,055,440.62	3.966	10/25/2023	HLT
HLA 2012-1A A1	36,460.60	0.00	$36,457.14	3.814	08/15/2023	HLA
HMI 2018-2A A2	1,745,000.00	0.07	$1,745,410.08	2.561	10/15/2054	HMI
HNGRY 2018-1A A2I	650,000.00	0.02	$649,200.50	4.250	06/20/2048	HNGRY
HOOTY 2014-1A A2	993,600.00	0.04	$981,547.63	4.846	08/20/2044	HOOTY
Hospitality Properties Trust 4.500 3/15/2025	870,000.00	0.03	$848,041.03	4.500	03/15/2025	HPT
Host Hotels & Resorts LP 3.750 10/15/2023	1,270,000.00	0.05	$1,240,447.23	3.750	10/15/2023	HST
Host Hotels & Resorts LP 3.875 4/1/2024	250,000.00	0.01	$244,389.53	3.875	04/01/2024	HST
Host Hotels & Resorts LP 4.500 2/1/2026	45,000.00	0.00	$44,875.21	4.500	02/01/2026	HST
Hoya Midco LLC 4.500 6/30/2024	701,125.02	0.03	$699,372.20	4.500	06/30/2024	VIVSEA
HSBC Bank PLC 4.125 8/12/2020	500,000.00	0.02	$507,927.35	4.125	08/12/2020	HSBC
HSBC HOLDING PLC 3.400 3/8/2021	400,000.00	0.01	$399,154.16	3.400	03/08/2021	HSBC
HSBC HOLDING PLC 4.300 3/8/2026	200,000.00	0.00	$199,208.76	4.300	03/08/2026	HSBC
HSBC Holdings PLC 2.650 1/5/2022	200,000.00	0.00	$194,149.52	2.650	01/05/2022	HSBC
HSBC Holdings PLC 3.322 5/18/2024	1,000,000.00	0.04	$998,990.00	3.322	05/18/2024	HSBC
HSBC Holdings PLC 3.837 1/5/2022	5,200,000.00	0.23	$5,338,628.88	3.837	01/05/2022	HSBC
HSBC Holdings PLC 3.971 5/25/2021	900,000.00	0.04	$927,405.99	3.971	05/25/2021	HSBC
HSBC Holdings PLC 4.292 9/12/2026	1,165,000.00	0.05	$1,153,015.88	4.292	09/12/2026	HSBC
HSBC Holdings PLC 6.000 12/29/2049	900,000.00	0.05	$1,161,221.25	6.000	12/29/2049	HSBC
HSBC Holdings PLC 6.500 12/29/2049	830,000.00	0.03	$801,987.50	6.500	12/29/2049	HSBC
HUB International Ltd. 3.000 4/25/2025	1,047,375.00	0.04	$1,050,352.69	5.335	04/25/2025	HBGCN
HUB International Ltd. 7.000 5/1/2026	90,000.00	0.00	$90,342.90	7.000	05/01/2026	HBGCN
HudBay Minerals Inc. 7.250 1/15/2023	10,000.00	0.00	$10,326.10	7.250	01/15/2023	HBMCN
HudBay Minerals Inc. 7.625 1/15/2025	325,000.00	0.01	$337,187.50	7.625	01/15/2025	HBMCN
HULLS 2014-1A AR	500,000.00	0.02	$499,744.00	3.553	10/18/2026	HULLS
HUNGARIAN FORINT	3,118,701.36	0.00	$11,199.68	0.000	-	FORINT
Huntington Bancshares Inc. OH 2.300 1/14/2022	670,000.00	0.02	$642,105.69	2.300	01/14/2022	HBAN
Huntington National Bank 2.500 8/7/2022	1,245,000.00	0.05	$1,193,468.58	2.500	08/07/2022	HBAN
Huron Consulting Group Inc. 1.250 10/1/2019	706,000.00	0.03	$689,056.00	1.250	10/01/2019	HURN
HVSC Merger Sub Corp. 9.613 10/20/2025	40,000.00	0.00	$40,100.00	10.592	10/20/2025	VANSPE
Hyperion Insurance Group Ltd. 5.100 12/15/2024	960,141.51	0.04	$967,342.58	5.500	12/15/2024	HYPINS
Hyundai Capital America 2.550 2/6/2019	715,000.00	0.03	$714,012.72	2.550	02/06/2019	HYNMTR
ICE - CDX HY30 5Y - 06 20 2023 F 5.000000 ACT 360 Quarterly 20230620 PU 5.000 6/20/2023	600,000.00	-0.01	-$46,629.36	5.000	06/20/2023	SWPC0GS10
ICE - CDX HY31 5Y - 12 20 2023 F 5.000000 ACT 360 Quarterly 20231220 PU 5.000 12/20/2023	2,300,000.00	-0.01	-$167,196.78	5.000	12/20/2023	SWPC0HFI5
ICE - CDX.HY.29 5Y - 12 20 2022 -CREDIT SUISSE F 5.000000 ACT 360 Quarterly 20221220 PU 5.000 12/20/2022	300,000.00	-0.01	-$24,014.22	5.000	12/20/2022	SWPC0GA92
ICE - CDX.NA.HY.30 06 23 0.050 6/20/2023	2,500,000.00	-0.01	-$194,289.00	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	$11,284.81	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	$12,185.11	1.000	12/20/2020	SWPC0GNL1
Imperial Brands Finance PLC 3.750 7/21/2022	470,000.00	0.02	$468,218.75	3.750	07/21/2022	IMBLN
IMPERIAL TOBACCO FIN PLC 2.950 7/21/2020	700,000.00	0.03	$693,413.21	2.950	07/21/2020	IMBLN
INABS 2007-A 2A3	1,530,935.37	0.04	$1,144,784.48	2.456	04/25/2037	INABS
Indonesia Government International Bond 5.125 1/15/2045	200,000.00	0.00	$200,825.40	5.125	01/15/2045	INDON
INDONESIAN RUPIAH	335,580,146.00	0.00	$22,519.89	0.000	-	RUPIAH
INEOS US Finance LLC 3.374 3/31/2024	952,800.00	0.04	$955,554.54	4.169	03/31/2024	INEGRP
Inflation Linked Korea Treasury Bond 1.125 6/10/2023	1,131,372,443.50	0.04	$1,042,613.89	1.125	06/10/2023	KTBI
Infor US Inc. 6.500 5/15/2022	70,000.00	0.00	$71,298.50	6.500	05/15/2022	LWSN
INR/USD FWD 20181219	23,338,266.00	0.01	$317,561.99	0.000	12/19/2018	INP121918
Insulet Corp. 1.250 9/15/2021	239,000.00	0.01	$439,447.63	1.250	09/15/2021	PODD
Insulet Corp. 1.375 11/15/2024	410,000.00	0.02	$519,369.96	1.375	11/15/2024	PODD
Inter-American Development Bank 2.559 10/15/2020	890,000.00	0.03	$893,596.58	2.559	10/15/2020	IADB
Inter-American Development Bank 6.250 6/15/2021	14,400,000,000.00	0.03	$906,921.21	6.250	06/15/2021	IADB
Inter-American Development Bank 7.875 3/14/2023	4,370,000,000.00	0.01	$287,779.52	7.875	03/14/2023	IADB
Intercontinental Exchange Inc. 3.450 9/21/2023	1,225,000.00	0.05	$1,219,832.95	3.450	09/21/2023	ICE
Intercontinental Exchange Inc. 3.750 9/21/2028	3,345,000.00	0.14	$3,313,938.33	3.750	09/21/2028	ICE
Intercontinental Exchange Inc. 4.250 9/21/2048	250,000.00	0.01	$245,594.75	4.250	09/21/2048	ICE
International Bank for Reconstruction & Development 1.950 11/9/2020	800,000.00	0.03	$783,699.20	1.950	11/09/2020	IBRD
International Bank for Reconstruction & Development 2.228 4/17/2019	440,000.00	0.01	$440,119.28	2.228	04/17/2019	IBRD
International Bank for Reconstruction & Development 2.500 11/25/2024	440,000.00	0.01	$425,679.76	2.500	11/25/2024	IBRD
International Bank for Reconstruction & Development 3.000 2/2/2023	705,000.00	0.02	$473,820.27	3.000	02/02/2023	IBRD
International Bank for Reconstruction & Development 3.375 1/25/2022	300,000.00	0.00	$204,546.83	3.375	01/25/2022	IBRD
International Bank for Reconstruction & Development 4.625 10/6/2021	380,000.00	0.01	$268,152.63	4.625	10/06/2021	IBRD
International Business Machines Corp. 1.625 5/15/2020	440,000.00	0.01	$430,933.58	1.625	05/15/2020	IBM
International Finance Corp. 2.375 7/19/2023	693,000.00	0.02	$528,958.08	2.375	07/19/2023	IFC
International Finance Corp. 2.399 1/9/2019	600,000.00	0.02	$600,105.00	2.399	01/09/2019	IFC
International Finance Corp. 3.625 5/20/2020	163,000.00	0.00	$110,609.42	3.625	05/20/2020	IFC
International Finance Corp. 3.750 8/9/2027	305,000.00	0.00	$207,470.94	3.750	08/09/2027	IFC
International Finance Corp. 7.000 7/20/2027	13,970,000.00	0.02	$684,488.20	7.000	07/20/2027	IFC
INTERNATIONAL LEASE FINANCE 6.250 5/15/2019	200,000.00	0.00	$203,924.06	6.250	05/15/2019	AER
International Lease Finance Corp. 8.625 1/15/2022	1,455,000.00	0.07	$1,654,606.80	8.625	01/15/2022	AER
Interstate Power & Light Co. 4.100 9/26/2028	985,000.00	0.04	$992,779.04	4.100	09/26/2028	LNT
Intesa Sanpaolo SpA 3.875 1/12/2028	3,300,000.00	0.12	$2,800,079.37	3.875	01/12/2028	ISPIM
IQVIA Inc. 1.750 6/8/2025	1,027,425.00	0.04	$1,028,580.85	4.084	06/08/2025	IQV
IRO USD 10Y C 2.00000 M 11-15-18 MYC 0.000 11/15/2018	-19,100,000.00	n/a	-$19.10	0.000	11/15/2018	SWU00K9G9
IRO USD 10Y C 2.800 M 10-30-18 MYC 0.000 10/30/2018	-4,300,000.00	n/a	-$511.70	0.000	10/30/2018	SWU00QD71
IRO USD 2Y C 1.65000 M 11-15-18 MYC 0.000 11/15/2018	88,800,000.00	0.00	$0.00	0.000	11/15/2018	SWU00K9F1
IRO USD 2Y C 2.7500 M 10-30-18 MYC 0.000 10/30/2018	18,700,000.00	n/a	$1,159.40	0.000	10/30/2018	SWU00QD63
IRO USD 2Y C 2.90000 M 12-14-18 GLM 0.000 12/14/2018	5,700,000.00	0.00	$2,639.10	0.000	12/14/2018	SWU00QVS5
IRO USD 5Y C 2.90000 M 12-14-18 GLM 0.000 12/14/2018	-2,500,000.00	-0.01	-$3,602.50	0.000	12/14/2018	SWU00QVT3
Iron Mountain Inc. 1.750 3/22/2026	1,582,050.00	0.06	$1,565,569.78	3.826	03/22/2026	IRM
Iron Mountain US Holdings Inc. 5.375 6/1/2026	380,000.00	0.01	$359,860.00	5.375	06/01/2026	IRM
Israel Chemicals Ltd. 6.375 5/31/2038	975,000.00	0.04	$977,388.75	6.375	05/31/2038	ICLIT
Israel Electric Corp. Ltd. 4.250 8/14/2028	325,000.00	0.01	$309,643.75	4.250	08/14/2028	ISRELE
Israel Electric Corp. Ltd. 5.000 11/12/2024	425,000.00	0.01	$432,437.50	5.000	11/12/2024	ISRELE
Israeli Shekel	1,415.87	n/a	$389.25	0.000	-	ISSHEKEL
ITAU CorpBanca New York 2.500 12/7/2018	500,000.00	0.02	$500,113.40	2.500	12/07/2018	CORBAN
ITAU CorpBanca New York 2.570 1/11/2019	300,000.00	0.01	$299,997.96	2.570	01/11/2019	CORBAN
ITC Holdings Corp. 2.700 11/15/2022	330,000.00	0.01	$316,783.60	2.700	11/15/2022	ITC
Ivory Coast Government International Bond 6.125 6/15/2033	1,150,000.00	0.04	$1,054,561.50	6.125	06/15/2033	IVYCST
J.P. MORGAN & Co. INC. 3.220 3/1/2025	500,000.00	0.02	$484,726.10	3.220	03/01/2025	JPM
Japan Bank for International Cooperation 2.882 2/24/2020	1,018,000.00	0.04	$1,024,357.82	2.882	02/24/2020	JBIC
JAPAN BANK FOR INTL COOP 2.125 6/1/2020	700,000.00	0.03	$689,321.78	2.125	06/01/2020	JBIC
Japan Finance Organization for Municipalities 2.125 3/6/2019	900,000.00	0.03	$897,345.00	2.125	03/06/2019	JFM
Japan Treasury Discount Bill 0.000 10/15/2018	5,010,000,000.00	1.92	$44,096,157.45	-0.147	10/15/2018	JTDB
Japan Treasury Discount Bill 0.000 11/26/2018	5,660,000,000.00	2.17	$49,825,136.42	-0.155	11/26/2018	JTDB
JAPANESE YEN	45,900,554.00	0.01	$403,983.05	0.000	-	YENS
JBS USA LUX S.A. JBS USA Finance Inc. 5.750 6/15/2025	155,000.00	0.00	$151,512.50	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	$316,400.00	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	$487,550.00	6.750	02/15/2028	JBSSBZ
JBS USA LUX S.A. 3.250 10/30/2022	837,968.86	0.03	$840,587.51	5.000	10/30/2022	JBSSBZ
JD.com Inc. 3.125 4/29/2021	930,000.00	0.03	$903,925.96	3.125	04/29/2021	JD
Jefferies Group LLC Jefferies Group Capital Finance Inc. 4.150 1/23/2030	780,000.00	0.03	$701,960.92	4.150	01/23/2030	JEF
Jefferies Group LLC 6.450 6/8/2027	331,000.00	0.01	$358,998.23	6.450	06/08/2027	JEF
Jefferies Group LLC 6.500 1/20/2043	270,000.00	0.01	$278,537.16	6.500	01/20/2043	JEF
Jersey Central Power & Light Co. 7.350 2/1/2019	1,000,000.00	0.04	$1,015,547.00	7.350	02/01/2019	FE
Jordan Government International Bond 5.750 1/31/2027	400,000.00	0.01	$380,120.00	5.750	01/31/2027	JORDAN
Joseph T Ryerson & Son Inc. 11.000 5/15/2022	160,000.00	0.00	$175,022.40	11.000	05/15/2022	RYI
JPMAC 2006-CW2 AV5	500,000.00	0.02	$473,824.70	2.456	08/25/2036	JPMAC
JPMBB 2015-C31 A3	6,677,272.00	0.29	$6,732,896.35	3.801	08/15/2048	JPMBB
JPMBB 2015-C33 A4	570,000.00	0.02	$570,574.33	3.770	12/15/2048	JPMBB
JPMCC 2005-CB11 E	230,000.00	0.01	$236,559.28	5.745	08/12/2037	JPMCC
JPMCC 2013-LC11 B	355,000.00	0.01	$347,165.29	3.499	04/15/2046	JPMCC
JPMCC 2016-JP2 AS	1,250,000.00	0.05	$1,176,485.38	3.056	08/15/2049	JPMCC
JPMCC 2016-JP3 B	1,550,000.00	0.06	$1,470,680.61	3.397	08/15/2049	JPMCC
JPMCC 2016-WIKI A	705,000.00	0.03	$690,100.18	2.798	10/05/2031	JPMCC
JPMCC 2016-WIKI B	690,000.00	0.02	$677,571.51	3.201	10/05/2031	JPMCC
JPMDB 2016-C2 A4	1,640,000.00	0.06	$1,576,376.69	3.144	06/15/2049	JPMDB
JPMDB 2016-C4 A3	1,065,000.00	0.04	$1,021,077.59	3.141	12/15/2049	JPMDB
JPMDB 2017-C7 A5	1,395,000.00	0.05	$1,356,530.22	3.409	10/15/2050	JPMDB
JPMMT 2006-A6 2A4L	472,054.14	0.01	$436,616.71	4.150	10/25/2036	JPMMT
JPMMT 2006-A7 2A2	94,224.28	0.00	$90,433.32	3.819	01/25/2037	JPMMT
JPMMT 2007-A1 6A1	148,621.44	0.00	$149,628.60	3.994	07/25/2035	JPMMT
JPMMT 2014-2 B1	66,986.22	0.00	$65,539.99	3.418	06/25/2029	JPMMT
JPMMT 2014-2 B2	66,986.22	0.00	$65,139.34	3.418	06/25/2029	JPMMT
JPMMT 2015-4 B1	791,139.72	0.03	$764,452.20	3.624	06/25/2045	JPMMT
JPMMT 2015-4 B2	338,133.49	0.01	$320,497.02	3.624	06/25/2045	JPMMT
JPMMT 2015-5 B2	620,441.08	0.02	$611,445.55	3.076	05/25/2045	JPMMT
JPMMT 2015-6 B1	340,469.07	0.01	$331,760.28	3.615	10/25/2045	JPMMT
JPMMT 2015-6 B2	331,267.20	0.01	$320,458.25	3.615	10/25/2045	JPMMT
JPMMT 2016-4 B1	238,124.42	0.01	$233,235.37	3.902	10/25/2046	JPMMT
JPMMT 2016-4 B2	404,811.52	0.01	$394,255.01	3.902	10/25/2046	JPMMT
JPMMT 2017-1 B2	709,845.43	0.02	$673,645.58	3.551	01/25/2047	JPMMT
JPMMT 2017-2 A3	318,906.60	0.01	$309,423.27	3.500	05/25/2047	JPMMT
JPMMT 2018-3 A5	1,373,683.66	0.05	$1,351,506.91	3.500	09/25/2048	JPMMT
JPMMT 2018-4 A15	736,035.73	0.03	$731,036.06	3.500	10/25/2048	JPMMT
JPMMT 2018-6 1A4	474,668.11	0.02	$470,532.61	3.500	12/25/2048	JPMMT
JPMMT 2018-7FRB A2	547,007.04	0.02	$547,911.46	2.815	04/25/2046	JPMMT
JPMorgan Chase & Co. 2.250 1/23/2020	10,800,000.00	0.46	$10,691,238.60	2.250	01/23/2020	JPM
JPMorgan Chase & Co. 2.969 1/28/2019	200,000.00	0.00	$200,399.12	2.969	01/28/2019	JPM
JPMorgan Chase & Co. 3.235 4/25/2023	1,000,000.00	0.04	$1,009,855.60	3.235	04/25/2023	JPM
JPMorgan Chase & Co. 3.237 7/23/2024	1,495,000.00	0.06	$1,501,129.50	3.223	07/23/2024	JPM
JPMorgan Chase & Co. 3.417 6/7/2021	2,900,000.00	0.12	$2,958,928.29	3.417	06/07/2021	JPM
JPMorgan Chase & Co. 3.797 7/23/2024	3,455,000.00	0.15	$3,454,539.79	3.797	07/23/2024	JPM
JPMorgan Chase & Co. 4.005 4/23/2029	900,000.00	0.03	$885,309.93	4.005	04/23/2029	JPM
JPMorgan Chase & Co. 4.203 7/23/2029	1,320,000.00	0.05	$1,315,094.35	4.203	07/23/2029	JPM
JPMorgan Chase & Co. 4.400 7/22/2020	400,000.00	0.01	$408,508.00	4.400	07/22/2020	JPM
JPMorgan Chase & Co. 6.750 1/29/2049	865,000.00	0.04	$945,012.50	6.750	01/29/2049	JPM
JPMorgan Chase Bank NA 2.675 4/26/2021	3,000,000.00	0.13	$3,003,403.20	2.675	04/26/2021	JPM
JPY USD FWD 20181001 0.000 10/1/2018	51,994.00	n/a	$457.71	0.000	10/01/2018	MJP100118
JPY USD FWD 20181002 0.000 10/2/2018	887,700,000.00	0.34	$7,815,176.53	0.000	10/02/2018	MJP100218
JPY USD FWD 20181002 0.000 10/2/2018	-887,700,000.00	-0.35	-$7,815,176.53	0.000	10/02/2018	JPP100218
JPY USD FWD 20181015 0.000 10/15/2018	-5,010,000,000.00	-1.93	-$44,150,032.56	0.000	10/15/2018	JPC101518
JPY USD FWD 20181102 0.000 11/2/2018	-835,600,000.00	-0.33	-$7,373,559.25	0.000	11/02/2018	JPJ110218
JPY USD FWD 20181126 0.000 11/26/2018	-5,660,000,000.00	-2.19	-$50,035,151.31	0.000	11/26/2018	JPP112618
JPY/USD BOA 11/02/18	-134,550,273.00	-0.06	-$1,187,307.82	0.000	11/02/2018	JYUSFB028
JPY/USD TOR 11/02/18	461,600,621.00	0.17	$4,073,288.09	0.000	11/02/2018	JYUSTB028
JTWN 2014-4A A1CR	1,140,804.60	0.04	$1,136,299.56	3.029	07/15/2026	470474AU1
JTWN 2015-7A A1R	700,000.00	0.03	$699,645.80	3.165	07/25/2027	JTWN
JTWN 2015-8A A1AR	1,500,000.00	0.06	$1,494,126.00	3.218	01/15/2028	JTWN
Kallpa Generacion S.A. 4.125 8/16/2027	870,000.00	0.03	$809,100.00	4.125	08/16/2027	KALLPA
Kansas City Power & Light Co. 3.650 8/15/2025	1,350,000.00	0.05	$1,329,082.56	3.650	08/15/2025	EVRG
Kansas City Southern 3.000 5/15/2023	500,000.00	0.02	$481,290.70	3.000	05/15/2023	KSU
KAR Auction Services Inc. 5.125 6/1/2025	190,000.00	0.00	$184,775.00	5.125	06/01/2025	KAR
KazMunayGas National Co. JSC 6.375 10/24/2048	730,000.00	0.03	$768,383.40	6.375	10/24/2048	KZOKZ
KazTransGas JSC 4.375 9/26/2027	630,000.00	0.02	$602,128.17	4.375	09/26/2027	KZTGKZ
Kernel Holding S.A. 8.750 1/31/2022	890,000.00	0.03	$907,432.43	8.750	01/31/2022	KERPW
KeyBank NA Cleveland OH 2.300 9/14/2022	730,000.00	0.03	$697,999.06	2.300	09/14/2022	KEY
KeyBank NA Cleveland OH 3.180 5/22/2022	250,000.00	0.01	$246,488.28	3.180	05/22/2022	KEY
KeyBank NA Cleveland OH 3.400 5/20/2026	1,995,000.00	0.08	$1,893,991.95	3.400	05/20/2026	KEY
KeyBank NA Cleveland OH 6.950 2/1/2028	1,220,000.00	0.06	$1,454,733.12	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	$393,294.75	5.250	06/01/2026	YUM
Kilroy Realty LP 3.450 12/15/2024	720,000.00	0.03	$689,334.62	3.450	12/15/2024	KRC
Kinder Morgan Energy Partners LP 5.000 10/1/2021	620,000.00	0.02	$644,490.12	5.000	10/01/2021	KMI
Kinder Morgan Energy Partners LP 6.850 2/15/2020	2,000,000.00	0.09	$2,094,427.60	6.850	02/15/2020	KMI
Kinder Morgan Energy Partners LP 9.000 2/1/2019	2,200,000.00	0.09	$2,243,087.88	9.000	02/01/2019	KMI
Kinder Morgan Inc. DE 4.300 3/1/2028	1,030,000.00	0.04	$1,022,400.97	4.300	03/01/2028	KMI
Kinder Morgan Inc. DE 5.200 3/1/2048	965,000.00	0.04	$986,414.89	5.200	03/01/2048	KMI
Kinder Morgan Inc. DE 9.750 10/26/2018	23,325.00	0.03	$775,556.25	4.875	10/26/2018	KMI
KKR 20 A	300,000.00	0.01	$300,228.30	3.469	10/16/2030	KKR
Knowles Corp. 3.250 11/1/2021	489,000.00	0.02	$559,416.00	3.250	11/01/2021	KN
KOREA DEVELOPMENT BANK 3.000 3/17/2019	850,000.00	0.03	$850,890.29	3.000	03/17/2019	KDB
Kraft Heinz Foods Co. 3.160 8/10/2022	300,000.00	0.01	$301,726.89	3.161	08/10/2022	KHC
Kronos Inc. MA 3.000 11/1/2023	531,937.09	0.02	$535,111.69	5.343	11/01/2023	KRON
Kronos Inc. MA 9.250 10/20/2024	85,000.00	0.00	$87,217.99	10.593	10/20/2024	KRON
KRW/USD FWD 20181219	-128,438,975.00	-0.01	-$115,976.87	0.000	12/19/2018	KRP121918
KRW/USD JPM 11/02/18	-1,149,723,270.00	-0.05	-$1,036,814.20	0.000	11/02/2018	KWUSJB028
Kuwait International Government Bond 2.750 3/20/2022	3,400,000.00	0.14	$3,325,999.00	2.750	03/20/2022	KUWIB
KVK 2013-2A AR	1,149,759.93	0.05	$1,149,173.55	3.489	01/15/2026	KVK
L3 Technologies Inc. 3.850 6/15/2023	1,005,000.00	0.04	$1,008,319.92	3.850	06/15/2023	LLL
L3 Technologies Inc. 4.400 6/15/2028	1,630,000.00	0.07	$1,627,520.44	4.400	06/15/2028	LLL
Lamar Media Corp. 3.570 2/16/2025	497,500.00	0.02	$499,884.02	3.938	02/16/2025	LAMR
Landwirtschaftliche Rentenbank 5.375 4/23/2024	648,000.00	0.02	$482,619.32	5.375	04/23/2024	RENTEN
Laredo Petroleum Inc. 6.250 3/15/2023	285,000.00	0.01	$286,425.00	6.250	03/15/2023	LPI
Las Vegas Sands LLC 1.750 3/29/2024	194,999.70	0.00	$195,066.19	3.826	03/29/2024	LVS
LATAM AIRLINES 4.200 11/15/2027	427,800.36	0.01	$413,896.85	4.200	11/15/2027	LATAIR
Lazard Group LLC 3.750 2/13/2025	2,100,000.00	0.08	$2,027,337.69	3.750	02/13/2025	LAZ
LBMLT 2006-1 2A4	3,310,431.54	0.12	$2,777,515.95	2.516	02/25/2036	LBMLT
LBMLT 2006-7 1A	3,139,361.34	0.08	$2,049,569.10	2.371	08/25/2036	LBMLT
LBUBS 2006-C6 AJ	464,031.93	0.01	$320,182.03	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	$140,959.12	-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	$73,072.49	-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	$61,720.04	-2.680	01/30/2028	/SWAP
LCH - IRS 2.899 4 24 23 5YR -2.899 4/24/2023	5,000,000.00	0.00	$34,752.50	-2.899	04/24/2023	/SWAP
LCH - IRS 2.952 7 27 23 5YR 2.952 7/27/2023	4,820,000.00	0.00	$23,918.53	-2.952	07/27/2023	/SWAP
LCH - IRS 2.953 8 10 22 4YR 2.953 8/10/2022	2,560,000.00	0.00	$9,747.84	-2.953	08/10/2022	/SWAP
LCH - IRS 2.964 8 10 23 5YR 2.964 8/10/2023	8,300,000.00	0.00	$37,273.55	-2.964	08/10/2023	/SWAP
LCH - IRS GBP 1.500 03-20-19-5Y CONTRACT SWCOIR -1.500 3/20/2024	26,700,000.00	0.00	$43,965.91	-1.500	03/20/2024	SWU00QVY2
LCH - IRS USA30020 2.02650 06-15-22 CONTRACT SWCOIR -2.027 6/15/2022	1,400,000.00	0.00	$50,412.15	-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	$592,816.63	-1.750	06/20/2021	SWU00NM94
LCH - IRS USD 2.25 06-15-16-30Y CONTRACT SWCOIR -2.500 6/15/2046	16,600,000.00	0.08	$2,010,896.94	-2.500	06/15/2046	SWU00FAL7
LCH - IRS USD 2.25 12-16-15-7Y CONTRACT SWCOIR -1.968 12/16/2022	41,600,000.00	0.05	$1,333,534.43	0.085	12/16/2022	SWU00DAD0
LCH IRS JPY 0.300 03-20-18-10Y CONTRACT SWCOIR -0.300 3/20/2028	5,490,000,000.00	0.00	$122,024.70	-0.300	03/20/2028	SWU00MO45
LEASEPLAN Corp. NV 2.875 1/22/2019	1,600,000.00	0.06	$1,598,910.88	2.875	01/22/2019	LPTY
Lennox International Inc. 3.000 11/15/2023	710,000.00	0.02	$676,740.12	3.000	11/15/2023	LII
Level 3 Financing Inc. 5.375 5/1/2025	446,000.00	0.01	$447,115.00	5.375	05/01/2025	LVLT
LG&E & KU Energy LLC 3.750 11/15/2020	165,000.00	0.00	$165,738.06	3.750	11/15/2020	PPL
LG&E & KU Energy LLC 4.375 10/1/2021	1,555,000.00	0.06	$1,586,162.82	4.375	10/01/2021	PPL
LGATE 2006-1X A2A	1,568,871.36	0.08	$1,968,311.20	0.990	12/01/2060	LGATE
LGATE 2008-W1X A1	679,933.44	0.03	$870,955.58	1.280	01/01/2061	LGATE
Liberty Media Corp. 2.250 9/30/2046	1,563,000.00	0.03	$858,712.20	2.250	09/30/2046	LMCA
Liberty Mutual Group Inc. 4.950 5/1/2022	320,000.00	0.01	$331,649.02	4.950	05/01/2022	LIBMUT
Lifestorage LP CA 3.500 7/1/2026	695,000.00	0.02	$645,566.74	3.500	07/01/2026	LSI
Ligand Pharmaceuticals Inc. 0.750 5/15/2023	410,000.00	0.02	$500,104.88	0.750	05/15/2023	LGND
Live Nation Entertainment Inc. 5.625 3/15/2026	215,000.00	0.00	$217,687.50	5.625	03/15/2026	LYV
Lloyds Bank PLC 12.000 6/16/2166	2,300,000.00	0.12	$2,820,943.10	12.000	06/16/2166	LLOYDS
Lloyds Banking Group PLC 3.153 6/21/2021	600,000.00	0.02	$601,924.80	3.153	06/21/2021	LLOYDS
Lloyds Banking Group PLC 7.000 12/29/2049	400,000.00	0.02	$530,682.44	7.000	12/29/2049	LLOYDS
Lloyds Banking Group PLC 7.500 4/30/2049	610,000.00	0.02	$630,587.50	7.500	04/30/2049	LLOYDS
Lloyds Banking Group PLC 7.625 12/29/2049	2,500,000.00	0.15	$3,532,442.10	7.625	12/29/2049	LLOYDS
Lloyds Banking Group PLC 7.875 12/29/2049	1,300,000.00	0.08	$1,934,675.20	7.875	12/29/2049	LLOYDS
LLOYDS TSB BANK PLC 2.400 3/17/2020	400,000.00	0.01	$394,816.32	2.400	03/17/2020	LLOYDS
LLOYDS TSB BANK PLC 2.700 8/17/2020	1,500,000.00	0.06	$1,486,430.40	2.700	08/17/2020	LLOYDS
LMT 2007-10 2A2	1,641,971.69	0.04	$1,137,033.87	6.500	01/25/2038	LMT
LONG GILT FUTURE Dec18	-33.00	-0.23	-$5,201,895.47	0.000	12/27/2018	G Z8
Lowe's Cos Inc. 2.747 9/10/2019	520,000.00	0.02	$521,867.48	2.747	09/10/2019	LOW
Lowe's Cos Inc. 4.050 5/3/2047	170,000.00	0.00	$164,087.06	4.050	05/03/2047	LOW
Lucid Energy Group II Borrower LLC 4.773 2/18/2025	931,923.94	0.04	$918,721.38	5.165	02/18/2025	LUENGR
LUX HOLDCO III 4.820 2/15/2025	222,880.00	0.00	$224,690.90	5.195	02/15/2025	ICLIT
MALAYSIAN RINGGIT	27.50	n/a	$6.64	0.000	-	RIGGIT
MALT 2004-3 8A1	2,357.69	0.00	$2,514.18	7.000	04/25/2034	MALT
MALT 2004-5 6A1	35,907.51	0.00	$37,448.80	7.000	06/25/2034	MALT
MANSD 2007-1X A2	748,180.34	0.04	$934,966.78	0.933	04/15/2047	MANSD
Manufacturers & Traders Trust Co. 2.050 8/17/2020	485,000.00	0.02	$474,922.86	2.050	08/17/2020	MTB
Marathon Oil Corp. 2.800 11/1/2022	115,000.00	0.00	$110,616.19	2.800	11/01/2022	MRO
Marathon Oil Corp. 4.400 7/15/2027	330,000.00	0.01	$330,407.85	4.400	07/15/2027	MRO
MARATHON OIL CORP. 5.200 6/1/2045	1,175,000.00	0.05	$1,227,641.18	5.200	06/01/2045	MRO
Marfrig Holdings Europe BV 8.000 6/8/2023	935,000.00	0.04	$941,778.75	8.000	06/08/2023	MRFGBZ
Marketo Inc. 5.020 2/7/2025	111,720.00	0.00	$112,069.13	5.593	02/07/2025	MARINC
MARKIT CMBX.NA.BBB-.6	1,200,000.00	-0.01	-$141,517.50	3.000	05/11/2063	/CMBX
MARKIT CMBX.NA.BBB-.6	600,000.00	-0.01	-$70,758.75	3.000	05/11/2063	/CMBX
MARM 2004-4 4A1	75,292.91	0.00	$75,063.61	3.965	05/25/2034	MARM
MARNR 2018-5A A	1,800,000.00	0.07	$1,791,610.20	3.324	04/25/2031	MARNR
Marriott International Inc. MD 4.500 10/1/2034	160,000.00	0.00	$158,284.88	4.500	10/01/2034	MAR
Martin Marietta Materials Inc. 4.250 12/15/2047	680,000.00	0.02	$582,055.66	4.250	12/15/2047	MLM
Marvell Technology Group Ltd. 4.875 6/22/2028	1,340,000.00	0.05	$1,348,813.72	4.875	06/22/2028	MRVL
MASCO CORP. 5.950 3/15/2022	304,000.00	0.01	$324,772.96	5.950	03/15/2022	MAS
MASTER REPURCHASE AGREEMENT 2.173 10/1/2018	50,724,000.00	2.21	$50,724,000.00	2.173	10/01/2018	1001KREPO
MBMOT 2016-BA A	1,021,000.00	0.04	$1,024,479.98	2.858	05/17/2021	MBMOT
MBMOT 2018-BA A	600,000.00	0.02	$601,094.52	2.500	05/15/2023	MBMOT
McDonald's Corp. 2.769 10/28/2021	2,600,000.00	0.11	$2,607,836.14	2.769	10/28/2021	MCD
MCLO 2013-5A A1R	1,100,000.00	0.04	$1,099,584.20	3.182	11/21/2027	MCLO
Medicines Co. 2.750 7/15/2023	923,000.00	0.03	$841,692.93	2.750	07/15/2023	MDCO
MERITOR INC. 3.250 10/15/2037	487,000.00	0.02	$465,978.16	3.250	10/15/2037	MTOR
MetLife Capital Trust IV 7.875 12/15/2037	300,000.00	0.01	$369,000.00	7.875	12/15/2037	MET
MetLife Inc. 9.250 4/8/2038	1,100,000.00	0.06	$1,485,000.00	9.250	04/08/2038	MET
MEXICAN BONOS 6.500 6/9/2022	8,626,000.00	0.01	$442,809.63	6.500	06/09/2022	MBONO
MEXICAN PESO	1,019,625.39	0.00	$54,484.64	0.000	-	PESOS
Mexichem SAB de CV 5.500 1/15/2048	915,000.00	0.03	$842,943.75	5.500	01/15/2048	MXCHF
Mexico Government International Bond 4.350 1/15/2047	600,000.00	0.02	$546,006.00	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	$49,140.02	1.000	12/20/2019	SWPC06SV6
MGM Growth Properties Operating Partnership LP 2.000 3/19/2025	799,388.37	0.03	$801,315.69	4.076	03/19/2025	MGMGPO
MGM MIRAGE INC. 5.250 3/31/2020	200,000.00	0.00	$204,650.00	5.250	03/31/2020	MGM
MGM Resorts International 5.750 6/15/2025	270,000.00	0.01	$271,890.00	5.750	06/15/2025	MGM
MGM Resorts International 6.625 12/15/2021	300,000.00	0.01	$318,600.00	6.625	12/15/2021	MGM
MGM Resorts International 6.750 10/1/2020	700,000.00	0.03	$737,625.00	6.750	10/01/2020	MGM
MHP Lux S.A. 6.950 4/3/2026	455,000.00	0.01	$425,811.75	6.950	04/03/2026	MHPSA
MHP SE 7.750 5/10/2024	520,000.00	0.02	$521,086.80	7.750	05/10/2024	MHPSA
Microchip Technology Inc. 1.625 2/15/2027	806,000.00	0.03	$860,988.54	1.625	02/15/2027	MCHP
Microchip Technology Inc. 2.000 5/24/2025	1,477,640.00	0.06	$1,480,404.66	4.080	05/24/2025	MCHP
Microchip Technology Inc. 3.922 6/1/2021	395,000.00	0.01	$392,904.41	3.922	06/01/2021	MCHP
Microchip Technology Inc. 4.333 6/1/2023	2,685,000.00	0.11	$2,670,532.41	4.333	06/01/2023	MCHP
MIDO 2018-8A A1	1,750,000.00	0.07	$1,746,417.75	3.472	02/20/2031	MIDO
MIDO 2018-9A A1	1,250,000.00	0.05	$1,249,302.50	3.397	07/20/2031	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	$779,040.14	3.950	03/30/2028	SO
MITSUBISHI UFJ FINANCIAL GR 2.190 9/13/2021	2,350,000.00	0.09	$2,262,789.86	2.190	09/13/2021	MUFG
MITSUBISHI UFJ FINANCIAL GR 3.535 7/26/2021	2,500,000.00	0.10	$2,504,789.25	3.535	07/26/2021	MUFG
Mitsubishi UFJ Financial Group Inc. 3.394 9/13/2021	1,600,000.00	0.07	$1,626,210.24	3.394	09/13/2021	MUFG
MIZUHO BANK 2.400 3/26/2020	1,100,000.00	0.04	$1,086,287.18	2.400	03/26/2020	MIZUHO
MIZUHO BANK 2.450 4/16/2019	600,000.00	0.02	$599,115.18	2.450	04/16/2019	MIZUHO
Mizuho Financial Group Inc. 3.474 9/13/2021	1,900,000.00	0.08	$1,932,282.33	3.474	09/13/2021	MIZUHO
MLMI 2004-A1 2A2	5,638.85	0.00	$5,661.62	3.908	02/25/2034	MLMI
MLMI 2006-FF1 M2	712,838.47	0.03	$713,001.14	2.506	08/25/2036	MLMI
MNCLO 2018-1A A1	5,100,000.00	0.22	$5,095,282.50	3.215	01/25/2028	MNCLO
Morgan Stanley 2.500 4/21/2021	3,500,000.00	0.14	$3,420,602.50	2.500	04/21/2021	MS
Morgan Stanley 2.890 2/10/2021	3,000,000.00	0.13	$3,010,195.80	2.891	02/10/2021	MS
Morgan Stanley 3.125 1/23/2023	400,000.00	0.01	$389,998.40	3.125	01/23/2023	MS
Morgan Stanley 3.125 8/5/2021	387,000.00	0.01	$299,871.44	3.125	08/05/2021	MS
Morgan Stanley 3.563 5/8/2024	1,150,000.00	0.05	$1,169,441.21	3.563	05/08/2024	MS
Morgan Stanley 3.737 4/24/2024	4,650,000.00	0.20	$4,621,854.95	3.737	04/24/2024	MS
Morgan Stanley 5.000 11/24/2025	1,010,000.00	0.04	$1,047,144.06	5.000	11/24/2025	MS
Morgan Stanley 5.000 9/30/2021	359,000.00	0.01	$274,206.86	5.000	09/30/2021	MS
Morgan Stanley 5.500 1/26/2020	915,000.00	0.04	$942,620.46	5.500	01/26/2020	MS
Morgan Stanley 5.550 12/29/2049	240,000.00	0.01	$246,660.00	0.000	12/29/2049	MS
MORGAN STANLEY DEAN WITTER 7.300 5/13/2019	2,200,000.00	0.09	$2,258,948.78	7.300	05/13/2019	MS
MPH Acquisition Holdings LLC 4.000 6/7/2023	1,437,511.22	0.06	$1,441,891.32	5.084	06/07/2023	MLTPLN
MPH Acquisition Holdings LLC 7.125 6/1/2024	330,000.00	0.01	$343,860.00	7.125	06/01/2024	MLTPLN
MPLX LP 4.875 12/1/2024	2,345,000.00	0.10	$2,438,538.06	4.875	12/01/2024	MPLX
MSAC 2007-HE1 A2C	5,255,709.30	0.15	$3,636,766.36	2.366	11/25/2036	MSAC
MSAC 2007-HE5 A2D	3,587,158.08	0.08	$1,971,287.21	2.556	03/25/2037	MSAC
MSBAM 2015-C26 A5	960,000.00	0.04	$949,995.74	3.531	10/15/2048	MSBAM
MSBAM 2015-C27 ASB	2,200,000.00	0.09	$2,206,070.46	3.557	12/15/2047	MSBAM
MSBAM 2016-C29 A4	795,000.00	0.03	$773,146.56	3.325	05/15/2049	MSBAM
MSC 2014-CPT AM	2,200,000.00	0.09	$2,186,959.06	3.516	07/13/2029	MSC
MSC 2016-BNK2 A4	2,066,000.00	0.08	$1,953,560.02	3.049	11/15/2049	MSC
MSCI Inc. 5.375 5/15/2027	245,000.00	0.01	$250,512.50	5.375	05/15/2027	MSCI
MUNI ELEC AUTH OF GEORGIA 6.655 4/1/2057	1,797,000.00	0.09	$2,132,499.90	6.655	04/01/2057	MELPWR
Municipality Finance PLC 2.513 2/7/2020	485,000.00	0.02	$486,190.68	2.513	02/07/2020	KUNTA
Murphy Oil Corp. 6.875 8/15/2024	525,000.00	0.02	$557,009.83	6.875	08/15/2024	MUR
Murphy Oil USA Inc. 6.000 8/15/2023	425,000.00	0.01	$438,812.50	6.000	08/15/2023	MUSA
MVW 2015-10A AR	2,000,000.00	0.08	$1,998,984.00	3.157	10/13/2027	MVW
MXN USD FWD 20181026 0.000 10/26/2018	754,000.00	0.00	$40,092.27	0.000	10/26/2018	MXJ102618
MXN/USD BNP 11/05/18	3,079,632.00	0.00	$163,502.63	0.000	11/05/2018	MXUSIB058
Mylan Inc. 4.550 4/15/2028	705,000.00	0.02	$686,378.06	4.550	04/15/2028	MYL
Myriad International Holdings BV 4.850 7/6/2027	570,000.00	0.02	$562,761.00	4.850	07/06/2027	NPNSJ
Nabors Industries Inc. 5.750 2/1/2025	315,000.00	0.01	$302,676.85	5.750	02/01/2025	NBR
National Rural Utilities Cooperative Finance Corp. 4.750 4/30/2043	1,195,000.00	0.05	$1,208,847.78	4.750	04/30/2043	NRUC
National Rural Utilities Cooperative Finance Corp. 5.250 4/20/2046	865,000.00	0.03	$888,221.36	5.250	04/20/2046	NRUC
Nationwide Building Society 10.250 6/20/2166	625,000.00	0.05	$1,335,985.00	10.250	06/20/2166	NWIDE
Nationwide Building Society 3.766 3/8/2024	800,000.00	0.03	$781,204.96	3.766	03/08/2024	NWIDE
Nationwide Building Society 4.125 10/18/2032	1,740,000.00	0.06	$1,591,135.52	4.125	10/18/2032	NWIDE
Nationwide Building Society 4.302 3/8/2029	5,200,000.00	0.21	$4,982,154.84	4.302	03/08/2029	NWIDE
NAVIENT CORP. 4.875 6/17/2019	400,000.00	0.01	$403,300.00	4.875	06/17/2019	NAVI
NAVIENT CORP. 5.500 1/15/2019	2,700,000.00	0.11	$2,716,875.00	5.500	01/15/2019	NAVI
NAVIENT CORP. 8.000 3/25/2020	200,000.00	0.00	$211,900.00	8.000	03/25/2020	NAVI
NAVMT 2018-1 A	450,000.00	0.01	$450,353.07	2.798	09/25/2023	NAVMT
NBCUniversal Media LLC 5.150 4/30/2020	900,000.00	0.04	$927,825.30	5.150	04/30/2020	CMCSA
NCHET 2005-1 M2	233,599.48	0.00	$224,867.55	2.936	03/25/2035	NCHET
NCI Building Systems Inc. 3.760 1/26/2025	860,675.00	0.03	$862,288.77	4.076	01/26/2025	NCS
Nederlandse Waterschapsbank NV 2.354 3/15/2019	1,500,000.00	0.06	$1,500,186.60	2.354	03/15/2019	NEDWBK
Nestle Holdings Inc. 4.000 9/24/2048	1,340,000.00	0.05	$1,314,750.25	4.000	09/24/2048	NESNVX
NEUB 2018-29A A1	2,800,000.00	0.12	$2,800,000.00	n/a	10/19/2031	NEUB
Neurocrine Biosciences Inc. 2.250 5/15/2024	378,000.00	0.02	$645,276.24	2.250	05/15/2024	NBIX
Nevada Power Co. 2.750 4/15/2020	970,000.00	0.04	$967,445.12	2.750	04/15/2020	BRKHEC
New Enterprise Stone & Lime Co. Inc. 10.125 4/1/2022	405,000.00	0.01	$435,628.13	10.125	04/01/2022	NEENST
New Jersey Transportation Trust Fund Authority 5.754 12/15/2028	1,590,000.00	0.07	$1,750,335.60	5.754	12/15/2028	NJSTRN
New Mountain Finance Corp. 5.000 6/15/2019	500,000.00	0.02	$505,606.50	5.000	06/15/2019	NMFC
New South Wales Treasury Corp. 4.000 5/20/2026	404,900.00	0.01	$316,251.94	4.000	05/20/2026	NSWTC
NEW TURKISH LIRA	261,758.93	0.00	$43,372.76	0.000	-	TURKYLIRA
New York and Presbyterian Hospital 4.063 8/1/2056	690,000.00	0.02	$660,292.26	4.063	08/01/2056	NYPRES
New York City Transitional Finance Authority Future Tax Secured Revenue 5.508 8/1/2037	700,000.00	0.03	$823,466.00	5.508	08/01/2037	NYCGEN
New York State Electric & Gas Corp. 3.250 12/1/2026	1,015,000.00	0.04	$965,800.01	3.250	12/01/2026	AGR
New York State Urban Development Corp. 5.770 3/15/2039	800,000.00	0.04	$922,408.00	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	90,934.86	0.00	$60,276.17	0.000	-	NEWZEALND
Newfield Exploration Co. 5.750 1/30/2022	265,000.00	0.01	$278,581.25	5.750	01/30/2022	NFX
Newfoundland & Labrador Hydro 3.600 12/1/2045	100,000.00	0.00	$78,652.89	3.600	12/01/2045	NFLAB
NextEra Energy Capital Holdings Inc. 2.700 9/15/2019	450,000.00	0.01	$448,875.41	2.700	09/15/2019	NEE
NFP Corp. 4.904 1/8/2024	898,897.69	0.03	$900,021.31	5.076	01/08/2024	NFP
NFP Corp. 6.875 7/15/2025	964,000.00	0.04	$968,820.00	6.875	07/15/2025	NFP
Nielsen Finance LLC 2.000 10/4/2023	584,919.41	0.02	$584,992.53	4.133	10/04/2023	NLSN
Nigeria Government International Bond 7.875 2/16/2032	620,000.00	0.02	$636,659.40	7.875	02/16/2032	NGERIA
NiSource Inc. 5.650 12/29/2049	875,000.00	0.03	$867,343.75	5.650	12/29/2049	NI
Noble Energy Inc. 3.850 1/15/2028	1,100,000.00	0.04	$1,040,535.10	3.850	01/15/2028	NBL
Noble Energy Inc. 4.950 8/15/2047	865,000.00	0.03	$830,187.56	4.950	08/15/2047	NBL
Noble Energy Inc. 5.050 11/15/2044	250,000.00	0.01	$242,684.20	5.050	11/15/2044	NBL
NOK/USD BNP 11/05/18	-3,327,664.59	-0.02	-$409,508.15	0.000	11/05/2018	NKUSIB058
Norfolk Southern Corp. 3.800 8/1/2028	870,000.00	0.03	$862,191.14	3.800	08/01/2028	NSC
Northrop Grumman Corp. 2.550 10/15/2022	1,380,000.00	0.05	$1,330,707.50	2.550	10/15/2022	NOC
NORTHROP GRUMMAN CORP. 3.250 8/1/2023	490,000.00	0.02	$481,657.21	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	226,000.00	0.00	$215,265.00	5.000	05/01/2025	NCX
NOVA Chemicals Corp. 5.250 6/1/2027	180,000.00	0.00	$168,075.00	5.250	06/01/2027	NCX
Novelis Corp. 6.250 8/15/2024	202,000.00	0.00	$206,545.00	6.250	08/15/2024	HNDLIN
Novellus Systems Inc. 2.625 5/15/2041	130,000.00	0.02	$596,208.47	2.625	05/15/2041	LRCX
Novolipetsk Steel Via Steel Funding DAC 4.000 9/21/2024	715,000.00	0.02	$664,127.75	4.000	09/21/2024	NLMKRU
NRG Energy Inc. 2.750 6/1/2048	732,000.00	0.03	$772,434.22	2.750	06/01/2048	NRG
NRZT 2018-RPL1 A1	404,963.73	0.01	$401,989.68	3.500	12/25/2057	NRZT
NuStar Logistics LP 5.625 4/28/2027	285,000.00	0.01	$282,862.50	5.625	04/28/2027	NSUS
NUVEEN FINANCE LLC 2.950 11/1/2019	1,130,000.00	0.04	$1,128,722.42	2.950	11/01/2019	TIAAGL
NUVEEN FINANCE LLC 4.125 11/1/2024	770,000.00	0.03	$762,233.63	4.125	11/01/2024	TIAAGL
NV Energy Inc. 6.250 11/15/2020	935,000.00	0.04	$988,242.92	6.250	11/15/2020	BRKHEC
Nvent Finance Sarl 3.950 4/15/2023	475,000.00	0.02	$467,017.67	3.950	04/15/2023	NVT
Nvent Finance Sarl 4.550 4/15/2028	2,210,000.00	0.09	$2,154,462.48	4.550	04/15/2028	NVT
NXP BV NXP Funding LLC 4.625 6/1/2023	575,000.00	0.02	$585,177.50	4.625	06/01/2023	NXPI
NXP Semiconductors NV 1.000 12/1/2019	719,000.00	0.03	$750,441.15	1.000	12/01/2019	NXPI
NZD/USD BOA 11/02/18	-2,047,738.29	-0.06	-$1,357,630.00	0.000	11/02/2018	NZUSFB028
OAKC 2014-10A AR	1,000,000.00	0.04	$1,000,095.00	3.478	07/20/2026	OAKC
OAKCL 2014-1A A1R	250,000.00	0.01	$250,771.75	3.628	05/13/2029	OAKCL
Oasis Petroleum Inc. 6.250 5/1/2026	260,000.00	0.01	$265,720.00	6.250	05/01/2026	OAS
Occidental Petroleum Corp. 4.200 3/15/2048	605,000.00	0.02	$596,318.61	4.200	03/15/2048	OXY
OCI Partners LP 6.070 2/16/2025	164,175.00	0.00	$166,432.41	6.302	02/16/2025	OCIP
OCP 2015-10A A1R	3,200,000.00	0.13	$3,198,294.40	3.155	10/26/2027	OCP
OCP 2015-9A A1R	2,100,000.00	0.09	$2,094,031.80	3.139	07/15/2027	OCP
OCP 2017-13A A1A	1,000,000.00	0.04	$1,002,894.00	3.599	07/15/2030	OCP
OCP S.A. 4.500 10/22/2025	980,000.00	0.04	$944,475.00	4.500	10/22/2025	OCPMR
OCP S.A. 6.875 4/25/2044	210,000.00	0.00	$225,641.64	6.875	04/25/2044	OCPMR
OCT19 2014-1A AR	785,818.39	0.03	$785,418.41	3.439	04/15/2026	OCT19
OFSBS 2014-6A A1R	1,596,816.66	0.06	$1,596,007.07	2.989	03/20/2025	OFSBS
OFSBS 2014-7A AR	2,100,000.00	0.09	$2,098,929.00	3.233	10/18/2026	OFSBS
Olin Corp. 5.125 9/15/2027	360,000.00	0.01	$348,300.00	5.125	09/15/2027	OLN
ON Semiconductor Corp. 1.750 3/31/2023	1,810,461.55	0.07	$1,815,328.07	3.826	03/31/2023	ON
ONEOK Inc. 7.500 9/1/2023	2,035,000.00	0.10	$2,322,418.11	7.500	09/01/2023	OKE
OOMLT 2005-1 M1	2,155,252.23	0.09	$2,088,739.42	2.996	02/25/2035	OOMLT
OOMLT 2007-4 2A4	6,744,187.39	0.20	$4,700,386.35	2.526	04/25/2037	OOMLT
OPMAC 2006-1 2A1	267,268.37	0.01	$267,454.28	5.750	04/25/2036	OPMAC
Oracle Corp. 2.500 5/15/2022	1,200,000.00	0.05	$1,168,356.24	2.500	05/15/2022	ORCL
Oracle Corp. 2.849 10/8/2019	940,000.00	0.04	$944,556.65	2.849	10/08/2019	ORCL
ORIX CORP. 3.200 1/19/2022	500,000.00	0.02	$488,797.00	3.200	01/19/2022	ORIX
OZLM 2014-9A A1R	1,800,000.00	0.07	$1,799,496.00	3.568	01/20/2027	OZLM
OZLM 2018-18A A	1,350,000.00	0.05	$1,339,459.20	3.350	04/15/2031	OZLM
PACCAR Financial Corp. 2.923 12/6/2018	835,000.00	0.03	$835,879.59	2.923	12/06/2018	PCAR
Pacira Pharmaceuticals Inc. DE 2.375 4/1/2022	664,000.00	0.03	$703,837.34	2.375	04/01/2022	PCRX
Palo Alto Networks Inc. 0.750 7/1/2023	577,000.00	0.02	$605,962.52	0.750	07/01/2023	PANW
Panda Hummel 7.000 10/27/2022	168,577.50	0.00	$168,050.70	8.076	10/27/2022	PANTMP
Panda Stonewall LLC 6.500 11/13/2021	289,582.48	0.01	$289,763.47	7.802	11/13/2021	GRESTO
Paratek Pharmaceuticals Inc. 4.750 5/1/2024	1,118,000.00	0.04	$1,060,702.50	4.750	05/01/2024	PRTK
Parker-Hannifin Corp. 3.300 11/21/2024	65,000.00	0.00	$63,773.62	3.300	11/21/2024	PH
PDC Energy Inc. 1.125 9/15/2021	700,000.00	0.02	$680,967.00	1.125	09/15/2021	PDCE
Pedernales Electric Cooperative Inc. 6.202 11/15/2032	620,000.00	0.03	$718,903.70	6.202	11/15/2032	PEDELC
Penn National Gaming Inc. 2.250 8/14/2025	1,750,000.00	0.07	$1,760,781.75	2.250	08/14/2025	PENN
Penn National Gaming Inc. 3.250 1/13/2024	495,442.25	0.02	$497,145.58	4.576	01/13/2024	PENN
Penn National Gaming Inc. 5.625 1/15/2027	505,000.00	0.02	$488,436.00	5.625	01/15/2027	PENN
Pennsylvania Electric Co. 5.200 4/1/2020	280,000.00	0.01	$286,508.71	5.200	04/01/2020	FE
Penske Automotive Group Inc. 5.500 5/15/2026	165,000.00	0.00	$160,825.50	5.500	05/15/2026	PAG
Penske Truck Leasing Co. Lp PTL Finance Corp. 3.300 4/1/2021	435,000.00	0.01	$430,818.00	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	$980,879.20	3.950	03/10/2025	PENSKE
Penske Truck Leasing Co. Lp PTL Finance Corp. 4.200 4/1/2027	810,000.00	0.03	$796,039.00	4.200	04/01/2027	PENSKE
Pernod Ricard S.A. 4.450 1/15/2022	1,410,000.00	0.06	$1,439,109.03	4.450	01/15/2022	RIFP
Pertamina Persero PT 4.875 5/3/2022	525,000.00	0.02	$537,304.43	4.875	05/03/2022	PERTIJ
Pertamina Persero PT 5.625 5/20/2043	255,000.00	0.01	$252,209.54	5.625	05/20/2043	PERTIJ
Perusahaan Listrik Negara PT 4.125 5/15/2027	300,000.00	0.01	$281,656.11	4.125	05/15/2027	PLNIJ
Perusahaan Listrik Negara PT 5.250 5/15/2047	410,000.00	0.01	$384,124.53	5.250	05/15/2047	PLNIJ
Petkim Petrokimya Holding AS 5.875 1/26/2023	675,000.00	0.02	$624,995.33	5.875	01/26/2023	PETKM
Petrobras Global Finance BV 5.999 1/27/2028	5,191,000.00	0.20	$4,799,079.50	5.999	01/27/2028	PETBRA
Petrobras Global Finance BV 6.125 1/17/2022	170,000.00	0.00	$175,924.50	6.125	01/17/2022	PETBRA
PETROBRAS GLOBAL FINANCE BV 6.850 6/5/2115	1,700,000.00	0.06	$1,462,000.00	6.850	06/05/2115	PETBRA
PETROBRAS GLOBAL FINANCE BV 7.250 3/17/2044	600,000.00	0.02	$570,375.00	7.250	03/17/2044	PETBRA
Petrobras Global Finance BV 7.375 1/17/2027	385,000.00	0.01	$390,505.50	7.375	01/17/2027	PETBRA
Petroleos Mexicanos 5.981 3/11/2022	110,000.00	0.00	$116,992.70	5.981	03/11/2022	PEMEX
Petroleos Mexicanos 6.500 3/13/2027	390,000.00	0.01	$399,360.00	6.500	03/13/2027	PEMEX
Petroleos Mexicanos 6.750 9/21/2047	460,000.00	0.01	$440,077.40	6.750	09/21/2047	PEMEX
PFSFC 2018-A A	445,000.00	0.01	$444,963.15	2.463	02/15/2022	PFSFC
PHEAA 2006-2 A3	590,649.79	0.02	$586,639.28	2.465	10/25/2036	PHEAA
Phosagro OAO via Phosagro Bond Funding DAC 3.950 11/3/2021	955,000.00	0.04	$927,115.91	3.950	11/03/2021	PHORRU
Pisces Midco Inc. 3.750 3/29/2025	374,062.50	0.01	$376,945.77	6.087	03/29/2025	PGEM
Plastipak Holdings Inc. 2.500 10/14/2024	0.03	n/a	$0.03	4.580	10/14/2024	PLASPK
PLN/USD JPM 11/02/18	-1,265,105.22	-0.02	-$343,405.17	0.000	11/02/2018	PZUSJB028
PNC Bank NA 2.450 11/5/2020	250,000.00	0.01	$245,918.48	2.450	11/05/2020	PNC
PNC BANK NA 2.700 11/1/2022	760,000.00	0.03	$732,402.88	2.700	11/01/2022	PNC
PNC Bank NA 2.837 7/27/2022	1,000,000.00	0.04	$1,002,521.70	2.837	07/27/2022	PNC
PNC Bank NA 4.050 7/26/2028	1,665,000.00	0.07	$1,673,034.46	4.050	07/26/2028	PNC
PNC Financial Services Group Inc. 5.000 12/29/2049	1,100,000.00	0.04	$1,098,625.00	5.000	12/29/2049	PNC
POLISH ZLOTY	66,812.03	0.00	$18,121.96	0.000	-	POLZLOTY
Popular Inc. 6.125 9/14/2023	290,000.00	0.01	$294,315.20	6.125	09/14/2023	BPOP
Popular Inc. 7.000 7/1/2019	645,000.00	0.02	$661,770.00	7.000	07/01/2019	BPOP
PQ Corp. 4.244 2/8/2025	1,479,867.49	0.06	$1,483,105.44	4.576	02/08/2025	PQCOR
Precision Drilling Corp. 7.125 1/15/2026	165,000.00	0.00	$169,950.00	7.125	01/15/2026	PDCN
Precision Drilling Corp. 7.750 12/15/2023	235,000.00	0.01	$249,687.50	7.750	12/15/2023	PDCN
Prestige Brands Inc. 2.000 1/26/2024	793,880.32	0.03	$794,748.83	4.076	01/26/2024	PBH
Prime Security Services Borrower LLC Prime Finance Inc. 9.250 5/15/2023	220,000.00	0.01	$235,840.00	9.250	05/15/2023	PRSESE
PROS Holdings Inc. 2.000 6/1/2047	775,000.00	0.03	$761,259.25	2.000	06/01/2047	PRO
Province of Ontario Canada 2.600 6/2/2027	203,000.00	0.00	$151,877.92	2.600	06/02/2027	ONT
Province of Ontario Canada 3.450 6/2/2045	551,000.00	0.01	$442,591.66	3.450	06/02/2045	ONT
Province of Quebec Canada 1.650 3/3/2022	419,000.00	0.01	$315,603.52	1.650	03/03/2022	Q
Province of Quebec Canada 6.000 10/1/2029	155,000.00	0.00	$152,147.56	6.000	10/01/2029	Q
Provincia de Cordoba 7.125 8/1/2027	675,000.00	0.02	$541,687.50	7.125	08/01/2027	PDCAR
Provincia de Cordoba 7.450 9/1/2024	395,000.00	0.01	$340,766.50	7.450	09/01/2024	PDCAR
Prudential Financial Inc. 5.375 5/15/2045	765,000.00	0.03	$765,000.00	5.375	05/15/2045	PRU
PSEG Power LLC 3.850 6/1/2023	1,145,000.00	0.04	$1,141,785.64	3.850	06/01/2023	PEG
Public Service Co. of Oklahoma 5.150 12/1/2019	645,000.00	0.02	$660,161.76	5.150	12/01/2019	AEP
Puget Energy Inc. 6.500 12/15/2020	3,800,000.00	0.17	$4,028,123.88	6.500	12/15/2020	PSD
Qatar Government International Bond 5.103 4/23/2048	2,200,000.00	0.10	$2,292,617.80	5.103	04/23/2048	QATAR
QEP Resources Inc. 5.250 5/1/2023	475,000.00	0.02	$464,906.25	5.250	05/01/2023	QEP
QNB Finance Ltd. 2.750 10/31/2018	300,000.00	0.01	$299,955.00	2.750	10/31/2018	QNBK
QTS Realty Trust Inc. 6.500 12/31/2049	7,013.00	0.03	$740,642.93	6.500	12/31/2049	QTS
Queensland Treasury Corp. 2.750 8/20/2027	446,000.00	0.01	$314,014.73	2.750	08/20/2027	QTC
Queensland Treasury Corp. 3.250 7/21/2028	495,000.00	0.01	$360,420.98	3.250	07/21/2028	QTC
Quotient Technology Inc. 1.750 12/1/2022	547,000.00	0.02	$609,569.69	1.750	12/01/2022	QUOT
RAAC 2005-SP2 2A	454,768.02	0.01	$409,716.29	2.516	06/25/2044	RAAC
Radiate Holdco LLC 3.750 2/1/2024	652,653.54	0.02	$652,282.83	5.076	02/01/2024	RADIAT
RAMP 2007-RZ1 A2	352,825.07	0.01	$350,280.46	2.376	02/25/2037	RAMP
Rede D'or Finance Sarl 4.950 1/17/2028	945,000.00	0.03	$819,787.50	4.950	01/17/2028	RDEDOR
Regency Energy Partners LP Regency Energy Finance Corp. 5.750 9/1/2020	400,000.00	0.01	$413,829.60	5.750	09/01/2020	ETP
Regions Financial Corp. 2.750 8/14/2022	430,000.00	0.01	$414,968.71	2.750	08/14/2022	RF
Regions Financial Corp. 3.800 8/14/2023	710,000.00	0.03	$706,933.87	3.800	08/14/2023	RF
Republic of Angola 8.754 12/16/2023	1,271,875.00	0.05	$1,170,125.00	8.747	12/16/2023	ANGOL
Republic of Poland Government Bond 2.500 1/25/2023	634,000.00	0.00	$172,652.71	2.500	01/25/2023	POLGB
Republic of Poland Government Bond 3.250 7/25/2025	1,087,000.00	0.01	$300,540.70	3.250	07/25/2025	POLGB
Republic of South Africa Government Bond 8.750 1/31/2044	16,421,000.00	0.04	$1,035,640.38	8.750	01/31/2044	SAGB
Republic of South Africa Government International Bond 5.875 6/22/2030	780,000.00	0.03	$777,177.96	5.875	06/22/2030	SOAF
REPURCHASE AGREEMENT 2.290 10/2/2018	23,700,000.00	1.03	$23,700,000.00	2.290	10/02/2018	UTRA5F5M2
REPURCHASE AGREEMENT 2.340 10/1/2018	20,400,000.00	0.89	$20,400,000.00	2.340	10/01/2018	UTRA5F0D7
Retrophin Inc. 2.500 9/15/2025	158,000.00	0.00	$162,644.41	2.500	09/15/2025	RTRX
Reynolds American Inc. 4.000 6/12/2022	900,000.00	0.03	$906,168.87	4.000	06/12/2022	BATSLN
RFMSI 2004-S9 2A1	14,742.93	0.00	$14,742.25	4.750	12/25/2019	RFMSI
Rio Oil Finance Trust Series 2014-1 9.250 7/6/2024	166,457.35	0.00	$177,628.30	9.250	07/06/2024	RIOOIL
RISE 2014-1 A	1,630,421.38	0.06	$1,601,889.01	4.750	02/15/2039	RISE
ROYAL BANK OF CANADA 2.300 3/22/2021	2,300,000.00	0.09	$2,250,183.61	2.300	03/22/2021	RY
Royal Bank of Canada 2.750 2/1/2022	185,000.00	0.00	$181,426.47	2.750	02/01/2022	RY
ROYAL BANK OF SCOTLAND 4.800 4/5/2026	5,000,000.00	0.21	$4,999,939.00	4.800	04/05/2026	RBS
Royal Bank of Scotland Group PLC 3.498 5/15/2023	500,000.00	0.02	$484,811.20	3.498	05/15/2023	RBS
Royal Bank of Scotland Group PLC 3.784 5/15/2023	390,000.00	0.01	$393,006.51	3.784	05/15/2023	RBS
Royal Bank of Scotland Group PLC 3.875 9/12/2023	245,000.00	0.01	$238,307.75	3.875	09/12/2023	RBS
Royal Bank of Scotland Group PLC 3.923 6/25/2024	455,000.00	0.01	$458,202.02	3.923	06/25/2024	RBS
Royal Bank of Scotland Group PLC 4.519 6/25/2024	540,000.00	0.02	$538,955.53	4.519	06/25/2024	RBS
Royal Bank of Scotland Group PLC 8.625 12/29/2049	4,970,000.00	0.23	$5,336,537.50	8.625	12/29/2049	RBS
Royal Caribbean Cruises Ltd. 3.700 3/15/2028	1,440,000.00	0.05	$1,337,206.18	3.700	03/15/2028	RCL
RPI Finance Trust 3.000 3/27/2023	195,103.16	0.00	$196,048.24	4.334	03/27/2023	ROYPHA
RPM International Inc. 2.250 12/15/2020	403,000.00	0.02	$497,684.85	2.250	12/15/2020	RPM
Russell Investments US Institutional Holdco Inc. 4.250 6/1/2023	2,105,528.41	0.09	$2,120,003.92	5.326	06/01/2023	RUSINV
SABINE PASS LIQUEFACTION LL 6.250 3/15/2022	400,000.00	0.01	$430,201.36	6.250	03/15/2022	SPLLLC
Sabine Pass Liquefaction LLC 5.625 3/1/2025	1,455,000.00	0.06	$1,553,244.51	5.625	03/01/2025	SPLLLC
Sabine Pass Liquefaction LLC 5.750 5/15/2024	6,395,000.00	0.29	$6,871,136.53	5.750	05/15/2024	SPLLLC
Sabine Pass Liquefaction LLC 5.875 6/30/2026	940,000.00	0.04	$1,016,310.80	5.875	06/30/2026	SPLLLC
Sable International Finance Ltd. 5.070 2/2/2026	565,000.00	0.02	$568,026.71	5.326	02/02/2026	CWCLN
SAIL 2003-BC2 M1	15,777.50	0.00	$15,568.37	3.596	04/25/2033	SAIL
SAMI 2005-AR5 A2	374,285.97	0.01	$365,570.12	2.418	07/19/2035	SAMI
Sands China Ltd. 4.600 8/8/2023	300,000.00	0.01	$300,667.20	4.600	08/08/2023	SANLTD
Sands China Ltd. 5.125 8/8/2025	470,000.00	0.02	$469,528.12	5.125	08/08/2025	SANLTD
SANDS CHINA LTD. 5.400 8/8/2028	1,800,000.00	0.07	$1,795,392.72	5.400	08/08/2028	SANLTD
Santander UK Group Holdings PLC 3.823 11/3/2028	3,200,000.00	0.12	$2,935,664.96	3.823	11/03/2028	SANUK
Santander UK Group Holdings PLC 7.375 6/24/2022	2,200,000.00	0.13	$3,019,089.40	7.375	06/24/2022	SANUK
Santander UK PLC 2.941 6/1/2021	1,300,000.00	0.05	$1,308,619.13	2.941	06/01/2021	SANUK
Santander UK PLC 3.400 6/1/2021	700,000.00	0.03	$697,520.67	3.400	06/01/2021	SANUK
SANTANDER UK PLC 5.000 11/7/2023	1,985,000.00	0.08	$2,004,157.24	5.000	11/07/2023	SANUK
SARM 2006-1 7A4	410,694.06	0.01	$386,479.21	3.639	02/25/2036	SARM
SASC 2006-BC1 A6	1,800,000.00	0.07	$1,619,477.10	2.486	03/25/2036	SASC
SASOL Financing USA LLC 5.875 3/27/2024	240,000.00	0.01	$244,763.57	5.875	03/27/2024	SASOL
SASOL Financing USA LLC 6.500 9/27/2028	250,000.00	0.01	$253,607.23	6.500	09/27/2028	SASOL
Saudi Government International Bond 2.375 10/26/2021	200,000.00	0.00	$193,313.20	2.375	10/26/2021	KSA
Saudi Government International Bond 2.875 3/4/2023	2,200,000.00	0.09	$2,127,906.00	2.875	03/04/2023	KSA
Saudi Government International Bond 3.250 10/26/2026	1,000,000.00	0.04	$941,705.00	3.250	10/26/2026	KSA
Saudi Government International Bond 4.500 10/26/2046	800,000.00	0.03	$763,512.00	4.500	10/26/2046	KSA
Saudi Government International Bond 5.000 4/17/2049	4,200,000.00	0.18	$4,272,450.00	5.000	04/17/2049	KSA
SBA Communications Corp. 4.875 9/1/2024	525,000.00	0.02	$520,406.25	4.875	09/01/2024	SBAC
SBA Senior Finance II LLC 2.000 4/6/2025	962,587.50	0.04	$964,693.64	4.080	04/06/2025	SBAC
SBA Tower Trust 2.898 10/15/2019	600,000.00	0.02	$598,807.68	2.898	10/15/2019	SBAC
Sberbank of Russia Via SB Capital S.A. 4.150 3/6/2019	700,000.00	0.03	$695,772.00	4.150	03/06/2019	SBERRU
SCFT 2016-AA A	2,325,690.06	0.10	$2,315,448.88	3.050	04/25/2029	SCFT
Schaeffler Finance BV 4.750 5/15/2023	200,000.00	0.00	$202,000.00	4.750	05/15/2023	SHAEFF
SCHLUMBERGER HOLDINGS Corp. 0% CP 01 10 2018 0.000 10/1/2018	3,200,000.00	0.13	$3,199,356.16	2.305	10/01/2018	80686EK19
SCHLUMBERGER HOLDINGS Corp. 0% CP 05 10 2018 0.000 10/5/2018	1,600,000.00	0.06	$1,599,245.60	2.408	10/05/2018	80686EK50
Scientific Games International Inc. 10.000 12/1/2022	575,000.00	0.02	$611,409.00	10.000	12/01/2022	SGMS
Scientific Games International Inc. 5.119 8/14/2024	1,705,974.50	0.07	$1,705,307.47	4.826	08/14/2024	SGMS
SCLP 2017-3 A	1,169,680.75	0.05	$1,158,988.58	2.770	05/25/2026	SCLP
SCLP 2018-1 A1	816,624.09	0.03	$812,872.76	2.550	02/25/2027	SCLP
SECURITIZED NET CASH - ACR1	14,863,698.31	0.64	$14,863,698.31	0.000	-	SECCASHAC
SECURITIZED NET CASH - CSH1 0.050 12/15/2038	-504,509,135.81	-22.02	-$504,509,135.81	0.000	-	US-CASH
SECURITIZED NET CASH - LT	-7,269,424.74	-0.32	-$7,269,424.74	0.000	-	SECNCAHUS
Sempra Energy 2.784 3/15/2021	2,050,000.00	0.08	$2,048,706.04	2.784	03/15/2021	SRE
Sempra Energy 2.900 2/1/2023	195,000.00	0.00	$188,364.03	2.900	02/01/2023	SRE
Sempra Energy 3.800 2/1/2038	675,000.00	0.02	$610,139.66	3.800	02/01/2038	SRE
SEMT 2004-5 A3	183,463.41	0.00	$176,568.58	3.059	06/20/2034	SEMT
SEMT 2007-1 4A1	595,115.35	0.02	$493,670.08	4.012	09/20/2046	SEMT
SEMT 2015-1 B2	360,289.86	0.01	$357,000.49	3.876	01/25/2045	SEMT
SEMT 2017-4 A1	341,619.25	0.01	$331,904.62	3.500	07/25/2047	SEMT
SEMT 2018-5 A4	606,218.94	0.02	$597,222.65	3.500	05/25/2048	SEMT
Senegal Government International Bond 6.750 3/13/2048	960,000.00	0.03	$860,832.00	6.750	03/13/2048	SENEGL
SGD/USD FWD 20181219	-9,478,080.00	-0.31	-$6,945,931.43	0.000	12/19/2018	SGC121918
SHACK 2013-3A AR	1,750,000.00	0.07	$1,742,555.50	3.459	07/15/2030	SHACK
Shell International Finance BV 2.788 5/11/2020	595,000.00	0.02	$599,005.12	2.788	05/11/2020	RDSALN
Shell International Finance BV 4.375 5/11/2045	151,000.00	0.00	$156,939.43	4.375	05/11/2045	RDSALN
Shire Acquisitions Investments Ireland DAC 2.875 9/23/2023	300,000.00	0.01	$286,414.68	2.875	09/23/2023	SHPLN
Sigma US Corp. 5.020 3/7/2025	689,000.00	0.03	$689,861.25	5.114	03/07/2025	SIGBID
Sinclair Television Group Inc. 2.250 1/31/2024	2,593,800.00	0.11	$2,605,959.74	4.330	01/31/2024	SBGI
SINGAPORE DOLLAR	257.31	n/a	$188.22	0.000	-	SINGDOLL
Sirius XM Radio Inc. 5.000 8/1/2027	100,000.00	0.00	$96,721.00	5.000	08/01/2027	SIRI
Sirius XM Radio Inc. 5.375 4/15/2025	287,000.00	0.01	$288,793.75	5.375	04/15/2025	SIRI
SLMA 2003-11 A6	320,222.98	0.01	$321,747.18	2.884	12/15/2025	SLMA
SLMA 2008-9 A	1,720,281.86	0.07	$1,756,575.16	3.835	04/25/2023	SLMA
SMBC Aviation Capital Finance DAC 3.000 7/15/2022	400,000.00	0.01	$384,475.64	3.000	07/15/2022	SMBCAC
SNDPT 2013-3RA A	1,000,000.00	0.04	$998,413.00	3.651	04/18/2031	SNDPT
SNDPT 2015-1A AR	3,200,000.00	0.14	$3,213,526.40	3.199	04/15/2027	83609EAU4
Societe Generale S.A. 4.250 4/14/2025	3,600,000.00	0.15	$3,475,948.32	4.250	04/14/2025	SOCGEN
SOFI 2016-F A2	431,093.64	0.01	$419,165.32	3.020	02/25/2040	SOFI
Solenis International LP 4.000 12/18/2023	279,300.00	0.01	$281,918.44	6.311	12/18/2023	SOLEIN
SOUTH AFRICA EM SP JPM F 1.000000 ACT 360 Quarterly 20231220 PU 1.000 12/20/2023	700,000.00	-0.01	-$33,081.55	1.000	12/20/2023	SWPC0HDI7
SOUTH AFRICA RAND	234,109.73	0.00	$16,555.09	0.000	-	ZAR
South Carolina Public Service Authority 4.770 12/1/2045	145,000.00	0.00	$148,034.85	4.770	12/01/2045	SCSUTL
SOUTH KOREA WON	26,445,712.00	0.00	$23,841.07	0.000	-	SKOREAWON
Southern Co. 2.802 2/14/2020	2,000,000.00	0.08	$2,000,155.20	2.802	02/14/2020	SO
Southern Power Co. 2.888 12/20/2020	1,700,000.00	0.07	$1,700,420.07	2.888	12/20/2020	SO
Southwestern Electric Power Co. 4.100 9/15/2028	1,415,000.00	0.06	$1,417,233.29	4.100	09/15/2028	AEP
Southwestern Electric Power Co. 6.450 1/15/2019	690,000.00	0.03	$697,501.89	6.450	01/15/2019	AEP
Southwestern Energy Co. 6.200 1/23/2025	95,000.00	0.00	$94,584.38	6.200	01/23/2025	SWN
Specialty Building Products Holdings LLC 5.750 9/21/2025	837,000.00	0.03	$841,314.74	5.750	09/21/2025	USLUMG
Spectra Energy Partners LP 3.016 6/5/2020	500,000.00	0.02	$502,368.35	3.016	06/05/2020	SEP
Spectrum Pharmaceuticals Inc. 2.750 12/15/2018	98,000.00	0.00	$161,749.00	2.750	12/15/2018	SPPI
Spirit Realty Capital Inc. 3.750 5/15/2021	378,000.00	0.01	$381,986.76	3.750	05/15/2021	SRC
Splunk Inc. 1.125 9/15/2025	185,000.00	0.00	$191,450.03	1.125	09/15/2025	SPLK
SPRINGLEAF FINANCE CORP. 6.000 6/1/2020	100,000.00	0.00	$103,125.00	6.000	06/01/2020	AMGFIN
SPRINGLEAF FINANCE CORP. 8.250 12/15/2020	2,600,000.00	0.12	$2,837,250.00	8.250	12/15/2020	AMGFIN
Sprint Capital Corp. 6.900 5/1/2019	2,600,000.00	0.11	$2,648,750.00	6.900	05/01/2019	S
Sprint Communications Inc. 3.250 2/2/2024	1,905,825.82	0.08	$1,911,781.53	4.625	02/02/2024	S
Sprint Communications Inc. 7.000 3/1/2020	400,000.00	0.01	$416,000.00	7.000	03/01/2020	S
Sprint Communications Inc. 7.000 8/15/2020	260,000.00	0.01	$272,890.80	7.000	08/15/2020	S
Sprint Communications Inc. 9.000 11/15/2018	1,500,000.00	0.06	$1,511,175.00	9.000	11/15/2018	S
Sprint Corp. 7.125 6/15/2024	80,000.00	0.00	$83,300.00	7.125	06/15/2024	S
Sprint Corp. 7.625 3/1/2026	200,000.00	0.00	$212,150.00	7.625	03/01/2026	S
Sprint Corp. 7.875 9/15/2023	276,000.00	0.01	$298,041.36	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	1,465,000.00	0.06	$1,468,003.25	4.738	03/20/2025	SPRNTS
SRANC 2014-2A A1AR	250,000.00	0.01	$250,181.75	3.552	11/20/2029	SRANC
SS&C European Holdings Sarl 4.420 2/28/2025	375,734.33	0.01	$376,468.14	4.326	02/28/2025	SSNC
SS&C Technologies Inc. 2.500 4/16/2025	393,000.00	0.01	$393,573.00	2.500	04/16/2025	SSNC
SS&C Technologies Inc. 4.848 4/16/2025	967,972.52	0.04	$969,862.97	4.326	04/16/2025	SSNC
STACR 2017-DNA1 M2	750,000.00	0.03	$820,842.90	5.466	07/25/2029	STACR
STACR 2017-DNA3 M2	315,000.00	0.01	$329,612.09	4.716	03/25/2030	STACR
STACR 2017-HQA3 M2	790,000.00	0.03	$815,439.11	4.566	04/25/2030	STACR
STACR 2018-DNA1 M2	1,040,000.00	0.04	$1,033,418.36	4.016	07/25/2030	STACR
STACR 2018-HQA1 M2	955,000.00	0.04	$966,852.70	4.516	09/25/2030	STACR
Standard Chartered PLC 3.452 8/19/2019	6,200,000.00	0.27	$6,245,212.88	3.452	08/19/2019	STANLN
Standard Industries Inc. NJ 5.000 2/15/2027	520,000.00	0.02	$490,750.00	5.000	02/15/2027	BMCAUS
StandardAero Aviation Holdings Inc. 5.440 7/7/2022	493,685.59	0.02	$497,211.99	5.830	07/07/2022	DAEAVI
STANI 2014-1A AR	917,363.73	0.04	$917,549.95	3.514	06/15/2025	STANI
Staples Inc. 5.314 9/12/2024	224,135.43	0.00	$224,345.67	6.343	09/12/2024	SPLS
Stars Group Holdings BV 3.500 7/29/2025	1,187,025.02	0.05	$1,198,672.11	3.500	07/29/2025	TSGICN
State Bank of India London 3.287 4/6/2020	900,000.00	0.03	$903,058.20	3.287	04/06/2020	SBIIN
State of California 2.889 4/1/2047	1,250,000.00	0.05	$1,257,637.50	2.890	04/01/2047	CAS
State of California 7.550 4/1/2039	395,000.00	0.02	$577,936.35	7.550	04/01/2039	CAS
State of Oregon 5.892 6/1/2027	30,000.00	0.00	$34,448.10	5.892	06/01/2027	ORS
State Street Corp. 2.653 5/15/2023	45,000.00	0.00	$43,590.47	2.653	05/15/2023	STT
State Street Corp. 3.100 5/15/2023	525,000.00	0.02	$514,134.50	3.100	05/15/2023	STT
State Street Corp. 3.300 12/16/2024	100,000.00	0.00	$98,403.84	3.300	12/16/2024	STT
STCR 2017-1A A	250,000.00	0.01	$250,030.75	3.589	01/15/2030	STCR
Sumitomo Mitsui Financial Group Inc. 4.007 3/9/2021	2,300,000.00	0.10	$2,368,134.51	4.007	03/09/2021	SUMIBK
Summit Materials LLC 3.663 11/10/2024	729,487.50	0.03	$731,311.22	4.076	11/10/2024	SUMMAT
Summit Midstream Holdings LLC Summit Midstream Finance Corp. 5.750 4/15/2025	425,000.00	0.01	$411,187.50	5.750	04/15/2025	SUMMPL
Summit Midstream Partners Holdings LLC 7.000 5/21/2022	570,485.51	0.02	$579,042.79	8.076	05/21/2022	SUMMPL
SunTrust Bank Atlanta GA 2.450 8/1/2022	1,160,000.00	0.04	$1,114,858.02	2.450	08/01/2022	STI
SunTrust Bank Atlanta GA 3.000 2/2/2023	585,000.00	0.02	$571,140.41	3.000	02/02/2023	STI
SunTrust Bank Atlanta GA 3.300 5/15/2026	540,000.00	0.02	$508,865.38	3.300	05/15/2026	STI
SunTrust Banks Inc. 2.700 1/27/2022	1,105,000.00	0.04	$1,075,888.66	2.700	01/27/2022	STI
SunTrust Banks Inc. 4.000 5/1/2025	340,000.00	0.01	$340,891.89	4.000	05/01/2025	STI
Surgery Center Holdings Inc. 4.530 6/20/2024	1,086,369.93	0.04	$1,088,678.47	5.570	06/20/2024	SURCEN
Suzano Austria GmbH 7.000 3/16/2047	805,000.00	0.03	$843,462.90	7.000	03/16/2047	SUZANO
SVB Financial Group 3.500 1/29/2025	1,395,000.00	0.05	$1,350,120.76	3.500	01/29/2025	SIVB
SVHE 2006-WF2 A1	213,541.64	0.00	$213,123.93	2.346	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	1,500,000.00	0.01	$344,492.45	9.850	07/16/2032	SWISBR
Symantec Corp. 4.200 9/15/2020	2,000,000.00	0.08	$2,022,315.20	4.200	09/15/2020	SYMC
Synaptics Inc. 0.500 6/15/2022	565,000.00	0.02	$541,847.99	0.500	06/15/2022	SYNA
Synchronoss Technologies Inc. 0.750 8/15/2019	322,000.00	0.01	$308,480.83	0.750	08/15/2019	SNCR
Syneos Health Inc. 2.000 8/1/2024	536,593.29	0.02	$538,233.12	4.076	08/01/2024	SYNH
Syngenta Finance NV 3.933 4/23/2021	825,000.00	0.03	$823,175.68	3.933	04/23/2021	SYNNVX
Syngenta Finance NV 4.441 4/24/2023	845,000.00	0.03	$840,558.17	4.441	04/24/2023	SYNNVX
Syngenta Finance NV 5.182 4/24/2028	1,235,000.00	0.05	$1,183,161.99	5.182	04/24/2028	SYNNVX
T-Mobile USA Inc. 6.500 1/15/2026	400,000.00	0.01	$420,080.00	6.500	01/15/2026	TMUS
TAOT 2018-C A2B	245,000.00	0.01	$245,073.62	2.278	08/16/2021	TAOT
Targa Resources Partners LP Targa Resources Partners Finance Corp. 5.375 2/1/2027	340,000.00	0.01	$341,700.00	5.375	02/01/2027	NGLS
Team Inc. 5.000 8/1/2023	413,000.00	0.02	$521,412.50	5.000	08/01/2023	TISI
Tecpetrol S.A. 4.875 12/12/2022	1,340,000.00	0.05	$1,222,750.00	4.875	12/12/2022	TECPET
Telecom Italia SpA Milano 5.303 5/30/2024	200,000.00	0.00	$195,000.00	5.303	05/30/2024	TITIM
Telefonica Emisiones SAU 4.895 3/6/2048	2,540,000.00	0.10	$2,370,993.73	4.895	03/06/2048	TELEFO
Telenet Financing USD LLC 2.250 8/17/2026	1,045,000.00	0.04	$1,041,517.02	4.408	08/17/2026	TNETBB
TELUS Corp. 4.600 11/16/2048	2,380,000.00	0.10	$2,374,015.25	4.600	11/16/2048	TCN
Temasek Financial I Ltd. 2.375 1/23/2023	560,000.00	0.02	$537,511.91	2.375	01/23/2023	TEMASE
Tenet Healthcare Corp. 5.125 5/1/2025	515,000.00	0.02	$508,562.50	5.125	05/01/2025	THC
Tenneco Inc. 2.750 6/18/2025	825,000.00	0.03	$825,381.98	2.750	06/18/2025	TEN
TerraForm Power Operating LLC 2.000 11/8/2022	550,837.50	0.02	$553,247.41	4.076	11/08/2022	TERP
Tesla Energy Operations Inc. DE 1.625 11/1/2019	610,000.00	0.02	$535,245.72	1.625	11/01/2019	SCTY
Teva Pharmaceutical Finance Netherlands II BV 1.125 10/15/2024	300,000.00	0.01	$311,275.53	1.125	10/15/2024	TEVA
Teva Pharmaceutical Finance Netherlands III BV 6.000 4/15/2024	2,250,000.00	0.09	$2,286,870.08	6.000	04/15/2024	TEVA
Teva Pharmaceutical Finance Netherlands III BV 6.750 3/1/2028	720,000.00	0.03	$760,367.95	6.750	03/01/2028	TEVA
Texas Water Development Board 5.000 10/15/2045	130,000.00	0.00	$143,430.30	5.000	10/15/2045	TXSWTR
Texas Water Development Board 5.000 10/15/2046	305,000.00	0.01	$340,193.95	5.000	10/15/2046	TXSWTR
Textron Inc. 2.890 11/10/2020	2,900,000.00	0.12	$2,898,199.68	2.891	11/10/2020	TXT
TIA 2017-1A A	1,040,000.00	0.04	$1,041,653.60	3.628	04/20/2029	TIA
TICP 2015-1A AR	1,200,000.00	0.05	$1,194,841.20	3.148	07/20/2027	TICP
TICP 2017-9A A	400,000.00	0.01	$398,785.20	3.488	01/20/2031	TICP
Time Warner Cable LLC 7.300 7/1/2038	2,120,000.00	0.10	$2,431,994.89	7.300	07/01/2038	TWC
Time Warner Entertainment Co. LP 8.375 3/15/2023	1,415,000.00	0.07	$1,639,034.40	8.375	03/15/2023	TWC
Titan Acquisition Ltd. Canada 3.000 3/16/2025	857,025.00	0.03	$832,318.68	5.076	03/16/2025	HUSKYI
TMS International Corp. 3.750 8/14/2024	216,036.25	0.00	$216,036.25	4.826	08/14/2024	TMS
TORR 2010-2 A4	1,001,890.75	0.03	$724,382.57	2.935	09/14/2041	TORR
Toyota Motor Corp. 3.419 7/20/2023	375,000.00	0.01	$374,793.68	3.419	07/20/2023	TOYOTA
Toyota Motor Credit Corp. 2.712 5/17/2022	4,000,000.00	0.17	$4,010,667.20	2.712	05/17/2022	TOYOTA
Toyota Motor Credit Corp. 2.950 4/13/2021	185,000.00	0.00	$184,169.13	2.950	04/13/2021	TOYOTA
TPMT 2017-1 A1	298,453.93	0.01	$292,247.91	2.750	10/25/2056	TPMT
TPMT 2017-2 A1	159,617.80	0.00	$156,644.85	2.750	04/25/2057	TPMT
TPMT 2017-4 M1	615,000.00	0.02	$573,584.85	3.250	06/25/2057	TPMT
TPMT 2018-1 A1	278,598.98	0.01	$273,361.10	3.000	01/25/2058	TPMT
Trans-Allegheny Interstate Line Co. 3.850 6/1/2025	525,000.00	0.02	$520,385.88	3.850	06/01/2025	FE
Transcanada Trust 5.875 8/15/2076	560,000.00	0.02	$573,300.00	5.875	08/15/2076	TRPCN
Transcontinental Gas Pipe Line Co. LLC 4.000 3/15/2028	405,000.00	0.01	$396,296.39	4.000	03/15/2028	WMB
Transcontinental Gas Pipe Line Co. LLC 4.600 3/15/2048	470,000.00	0.02	$458,451.44	4.600	03/15/2048	WMB
TransDigm Inc. 2.500 6/9/2023	1,693,619.33	0.07	$1,701,225.37	4.576	06/09/2023	TDG
TransDigm Inc. 6.375 6/15/2026	350,000.00	0.01	$354,375.00	6.375	06/15/2026	TDG
Transocean Inc. 9.000 7/15/2023	70,000.00	0.00	$76,300.00	9.000	07/15/2023	RIG
Transocean Proteus Ltd. 6.250 12/1/2024	276,250.00	0.01	$282,120.31	6.250	12/01/2024	RIG
Transportadora de Gas del Sur S.A. 6.750 5/2/2025	520,000.00	0.02	$501,800.00	6.750	05/02/2025	TRAGAS
TRFIG 2018-1A A1	650,000.00	0.02	$650,000.00	2.948	03/15/2022	TRFIG
Tribune Media Co. 3.750 1/27/2024	413,162.12	0.01	$415,739.42	5.076	01/27/2024	TRCO
Tribune Media Co. 3.750 12/27/2020	33,149.16	0.00	$33,293.79	5.076	12/27/2020	TRCO
Tribune Media Co. 5.875 7/15/2022	233,000.00	0.01	$239,116.25	5.875	07/15/2022	TRCO
Trident TPI Holdings Inc. 5.597 10/5/2024	273,495.37	0.01	$273,025.23	5.326	10/05/2024	TEKNI
Tronox Blocked Borrower LLC 4.334 9/14/2024	228,571.94	0.01	$229,691.02	5.076	09/14/2024	TROX
Tronox Finance LLC 4.320 9/14/2024	527,473.68	0.02	$530,056.19	5.076	09/14/2024	TROX
Tronox Finance PLC 5.750 10/1/2025	290,000.00	0.01	$269,700.00	5.750	10/01/2025	TROX
Tullow Oil PLC 7.000 3/1/2025	960,000.00	0.04	$937,200.00	7.000	03/01/2025	TLWLN
Turkey Government Bond 11.000 3/2/2022	10,992,000.00	0.05	$1,349,616.74	11.000	03/02/2022	TURKGB
Turkey Government Bond 8.000 3/12/2025	1,718,000.00	0.00	$177,348.18	8.000	03/12/2025	TURKGB
Turkiye Garanti Bankasi AS 5.250 9/13/2022	355,000.00	0.01	$328,455.23	5.250	09/13/2022	GARAN
Turkiye Garanti Bankasi AS 6.250 4/20/2021	590,000.00	0.02	$574,070.00	6.250	04/20/2021	GARAN
TWD/USD FWD 20181219	-186,760,561.00	-0.27	-$6,173,392.65	0.000	12/19/2018	TWP121918
Tyson Foods Inc. 2.650 8/15/2019	1,500,000.00	0.06	$1,497,698.70	2.650	08/15/2019	TSN
UBS AG 5.125 5/15/2024	200,000.00	0.00	$202,421.60	5.125	05/15/2024	UBS
UBS AG London 2.637 12/7/2018	2,000,000.00	0.08	$2,000,918.00	2.637	12/07/2018	UBS
UBS AG London 2.907 6/8/2020	2,000,000.00	0.08	$2,009,272.00	2.907	06/08/2020	UBS
UBS AG Stamford CT 7.625 8/17/2022	500,000.00	0.02	$558,250.00	7.625	08/17/2022	UBS
UBS Group Funding Switzerland AG 3.000 4/15/2021	2,905,000.00	0.12	$2,862,748.81	3.000	04/15/2021	UBS
UBS Group Funding Switzerland AG 4.119 4/14/2021	400,000.00	0.01	$412,600.16	4.119	04/14/2021	UBS
UBS Group Funding Switzerland AG 4.125 9/24/2025	870,000.00	0.03	$864,937.38	4.125	09/24/2025	UBS
UBS Group Funding Switzerland AG 6.875 12/29/2049	555,000.00	0.02	$561,733.26	6.875	12/29/2049	UBS
UBS Group Funding Switzerland AG 6.875 12/29/2049	460,000.00	0.02	$474,611.90	6.875	12/29/2049	UBS
UBSBB 2013-C5 B	480,000.00	0.02	$473,264.30	3.649	03/10/2046	UBSBB
UBSCM 2018-C9 A4	970,000.00	0.04	$986,467.01	4.117	03/15/2051	UBSCM
Ukraine Government International Bond 7.375 9/25/2032	705,000.00	0.02	$615,013.80	7.375	09/25/2032	UKRAIN
Ukraine Government International Bond 7.750 9/1/2026	900,000.00	0.03	$848,272.50	7.750	09/01/2026	UKRAIN
Union Pacific Corp. 3.500 6/8/2023	750,000.00	0.03	$748,660.58	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	$295,285.18	4.000	04/11/2026	UAL
United Airlines 2014-2 Class A Pass Through Trust 3.750 9/3/2026	539,071.48	0.02	$535,656.46	3.750	09/03/2026	UAL
United Kingdom Gilt 1.750 9/7/2022	100,000.00	0.00	$133,891.77	1.750	09/07/2022	UKT
United Kingdom Gilt 3.500 1/22/2045	138,800.00	0.01	$238,861.63	3.500	01/22/2045	UKT
United Parcel Service Inc. 5.125 4/1/2019	2,210,000.00	0.09	$2,237,306.32	5.125	04/01/2019	UPS
United Rentals North America Inc. 5.500 5/15/2027	285,000.00	0.01	$282,506.25	5.500	05/15/2027	URI
United Rentals North America Inc. 5.875 9/15/2026	400,000.00	0.01	$412,000.00	5.875	09/15/2026	URI
UNITED STATES TREAS BILL	18,516,144.21	0.80	$18,505,645.54	2.037	10/11/2018	B
United States Treasury Floating Rate Note 2.235 7/31/2020	4,785,000.00	0.20	$4,785,756.51	2.235	07/31/2020	TF
United States Treasury Inflation Indexed Bonds 0.125 4/15/2019	1,290,576.00	0.05	$1,282,753.56	0.125	04/15/2019	TII
United States Treasury Inflation Indexed Bonds 0.125 7/15/2026	21,026.60	0.00	$19,841.12	0.125	07/15/2026	TII
United States Treasury Inflation Indexed Bonds 0.250 1/15/2025	9,362,936.00	0.39	$8,988,791.20	0.250	01/15/2025	TII
United States Treasury Inflation Indexed Bonds 0.375 7/15/2027	7,005,360.00	0.29	$6,698,829.97	0.375	07/15/2027	TII
United States Treasury Inflation Indexed Bonds 0.625 1/15/2026	8,590,698.00	0.36	$8,412,228.83	0.625	01/15/2026	TII
United States Treasury Inflation Indexed Bonds 0.750 7/15/2028	602,364.00	0.02	$593,383.48	0.750	07/15/2028	TII
United States Treasury Inflation Indexed Bonds 1.750 1/15/2028	14,579,269.20	0.68	$15,619,656.06	1.750	01/15/2028	TII
United States Treasury Inflation Indexed Bonds 2.375 1/15/2025	9,091,056.00	0.43	$9,909,521.04	2.375	01/15/2025	TII
United States Treasury Inflation Indexed Bonds 2.375 1/15/2027	1,624,519.00	0.07	$1,810,950.75	2.375	01/15/2027	TII
United States Treasury Inflation Indexed Bonds 2.500 1/15/2029	35,212.80	0.00	$40,514.89	2.500	01/15/2029	TII
United States Treasury Note Bond 1.125 8/31/2021	13,800,000.00	0.57	$13,127,519.10	1.125	08/31/2021	T
United States Treasury Note Bond 1.250 6/30/2019	3,365,000.00	0.14	$3,333,321.55	1.250	06/30/2019	T
United States Treasury Note Bond 1.500 10/31/2019	83,500,000.00	3.59	$82,462,771.35	1.500	10/31/2019	T
United States Treasury Note Bond 1.875 7/31/2022	39,700,000.00	1.66	$38,205,048.86	1.875	07/31/2022	T
United States Treasury Note Bond 2.000 10/31/2021	1,600,000.00	0.06	$1,558,531.20	2.000	10/31/2021	T
United States Treasury Note Bond 2.000 11/30/2022	7,700,000.00	0.32	$7,420,423.78	2.000	11/30/2022	T
United States Treasury Note Bond 2.000 5/31/2024	25,200,000.00	1.04	$23,927,203.44	2.000	05/31/2024	T
United States Treasury Note Bond 2.000 6/30/2024	7,700,000.00	0.31	$7,305,224.85	2.000	06/30/2024	T
United States Treasury Note Bond 2.125 11/30/2024	9,400,000.00	0.39	$8,943,402.52	2.125	11/30/2024	T
United States Treasury Note Bond 2.250 2/15/2027	3,400,000.00	0.13	$3,201,445.44	2.250	02/15/2027	T
United States Treasury Note Bond 2.500 2/15/2045	37,100,000.00	1.41	$32,488,585.01	2.500	02/15/2045	T
United States Treasury Note Bond 2.625 3/31/2025	12,700,000.00	0.54	$12,418,466.40	2.625	03/31/2025	T
United States Treasury Note Bond 2.625 7/31/2020	12,000,000.00	0.52	$11,962,266.00	2.625	07/31/2020	T
United States Treasury Note Bond 2.750 11/15/2042	1,400,000.00	0.05	$1,295,410.20	2.750	11/15/2042	T
United States Treasury Note Bond 2.750 2/15/2024	4,000,000.00	0.17	$3,958,750.00	2.750	02/15/2024	T
United States Treasury Note Bond 2.750 7/31/2023	111,275,000.00	4.81	$110,312,215.32	2.750	07/31/2023	T
United States Treasury Note Bond 2.750 8/15/2042	900,000.00	0.03	$833,554.71	2.750	08/15/2042	T
United States Treasury Note Bond 2.875 5/15/2028	49,545,000.00	2.12	$48,811,501.14	2.875	05/15/2028	T
United States Treasury Note Bond 2.875 5/15/2043	2,200,000.00	0.09	$2,079,816.42	2.875	05/15/2043	T
United States Treasury Note Bond 2.875 8/15/2028	8,100,000.00	0.34	$7,978,342.06	2.875	08/15/2028	T
United States Treasury Note Bond 2.875 8/15/2045	16,700,000.00	0.68	$15,721,157.89	2.875	08/15/2045	T
United States Treasury Note Bond 2.875 9/30/2023	13,230,000.00	0.57	$13,186,589.72	2.875	09/30/2023	T
United States Treasury Note Bond 3.000 5/15/2047	900,000.00	0.03	$866,566.44	3.000	05/15/2047	T
United States Treasury Note Bond 3.000 8/15/2048	6,590,000.00	0.27	$6,339,528.60	3.000	08/15/2048	T
United States Treasury Note Bond 3.125 5/15/2048	5,200,000.00	0.22	$5,129,312.76	3.125	05/15/2048	T
United States Treasury Note Bond 4.375 5/15/2040	100,000.00	0.00	$118,820.31	4.375	05/15/2040	T
United Technologies Corp. 3.650 8/16/2023	390,000.00	0.01	$388,490.39	3.650	08/16/2023	UTX
United Technologies Corp. 4.125 11/16/2028	2,780,000.00	0.12	$2,766,960.69	4.125	11/16/2028	UTX
United Technologies Corp. 4.625 11/16/2048	215,000.00	0.00	$215,878.40	4.625	11/16/2048	UTX
Unitymedia Finance LLC 2.000 5/24/2023	1,215,000.00	0.05	$1,217,088.59	4.158	05/24/2023	UNITY
Unitymedia Finance LLC 3.612 1/20/2026	295,000.00	0.01	$295,526.87	4.408	01/20/2026	UNITY
UNIVERSAL HEALTH SERVICES 3.750 8/1/2019	1,400,000.00	0.06	$1,412,250.00	3.750	08/01/2019	UHS
Universal Health Services Inc. 5.000 6/1/2026	210,000.00	0.00	$211,575.00	5.000	06/01/2026	UHS
Univision Communications Inc. 3.750 3/15/2024	1,128,339.22	0.04	$1,098,922.29	4.826	03/15/2024	UVN
UPC Financing Partnership 3.859 1/15/2026	241,544.31	0.01	$241,645.03	4.658	01/15/2026	UPCB
UPCB Finance IV Ltd. 5.375 1/15/2025	488,000.00	0.02	$488,614.88	5.375	01/15/2025	UPCB
US 10YR FUT OPTN Nov18C 119 0.000 10/26/2018	368.00	0.00	$115,000.00	0.000	10/26/2018	TYX8C119
US 10YR FUT OPTN Nov18C 119.5 0.000 10/26/2018	-94.00	-0.01	-$14,687.50	0.000	10/26/2018	9TYX8C054
US 10YR FUT OPTN Nov18P 118 0.000 10/26/2018	-94.00	-0.01	-$13,218.75	0.000	10/26/2018	TYX8P0153
US 10YR FUT OPTN Nov18P 118 0.000 10/26/2018	368.00	0.00	$51,750.00	0.000	10/26/2018	TYX8P118
US 10YR NOTE (CBT)Dec18	1,074.00	5.56	$127,571,062.50	0.000	12/19/2018	TYZ8
US 2YR FUTR OPTN Dec18P104.63 0.000 11/23/2018	60.00	0.00	$0.00	0.000	11/23/2018	TUZ8P0142
US 2YR NOTE (CBT) Dec18	366.00	3.36	$77,128,781.25	0.000	12/31/2018	TUZ8
US 5YR NOTE (CBT) Dec18	2,883.00	14.14	$324,269,929.69	0.000	12/31/2018	FVZ8
US Airways 2012-2 Class A Pass Through Trust 4.625 6/3/2025	479,953.03	0.02	$491,758.87	4.625	06/03/2025	AAL
US Bancorp 2.375 7/22/2026	1,815,000.00	0.07	$1,644,846.47	2.375	07/22/2026	USB
US Bancorp 3.150 4/27/2027	1,830,000.00	0.07	$1,747,881.13	3.150	04/27/2027	USB
US Bancorp 3.600 9/11/2024	1,275,000.00	0.05	$1,264,128.08	3.600	09/11/2024	USB
US Bank NA Cincinnati OH 3.400 7/24/2023	565,000.00	0.02	$562,894.75	3.400	07/24/2023	USB
US LONG BOND(CBT) Dec18	265.00	1.62	$37,232,500.00	0.000	12/19/2018	USZ8
US TREASURY NOTES 2.875 7/31/2025	15,500,000.00	0.67	$15,372,245.90	2.875	07/31/2025	US/T
US ULTRA BOND CBT Dec18	-10.00	-0.07	-$1,542,812.50	0.000	12/20/2018	WNZ8
USB Capital IX 3.500 10/29/2049	1,820,000.00	0.07	$1,628,900.00	3.500	10/29/2049	USB
USB Realty Corp. 3.486 12/22/2049	500,000.00	0.01	$450,000.00	0.000	12/22/2049	USB
USI Inc. NY 3.250 4/5/2024	2,180,935.19	0.09	$2,184,051.75	5.302	05/16/2024	COMINV
USIC Holdings Inc. 4.250 12/9/2023	1,207,182.90	0.05	$1,217,494.66	5.326	12/09/2023	USICHO
USIS Merger Sub Inc. 6.875 5/1/2025	1,338,000.00	0.05	$1,338,000.00	6.875	05/01/2025	COMINV
Utz Quality Foods LLC 4.916 11/14/2024	239,746.11	0.01	$240,795.00	5.565	11/14/2024	UTZQFD
Vantage Specialty Chemicals Inc. 5.362 10/20/2024	491,287.51	0.02	$493,846.14	6.164	10/20/2024	VANSPE
Vector Group Ltd. 1.750 4/15/2020	514,500.00	0.02	$537,526.96	1.750	04/15/2020	VGR
Vector Group Ltd. 2.500 1/15/2019	726,600.00	0.03	$783,457.90	2.500	01/15/2019	VGR
Vedanta Resources PLC 7.125 5/31/2023	510,000.00	0.02	$499,162.50	7.125	05/31/2023	VEDLN
VENTR 2014-16A ARR	1,200,000.00	0.05	$1,198,696.80	3.189	01/15/2029	VENTR
VENTR 2014-17A ARR	400,000.00	0.01	$398,844.40	3.219	04/15/2027	VENTR
VENTR 2015-20A AR	2,000,000.00	0.08	$1,998,984.00	3.159	04/23/2027	VENTR
VENTR 2015-22A AR	1,750,000.00	0.07	$1,747,557.00	3.419	01/15/2031	VENTR
VENTR 2016-24A A1D	1,115,000.00	0.04	$1,115,190.67	3.768	10/20/2028	VENTR
VENTR 2016-25A A1	490,000.00	0.02	$491,076.53	3.838	04/20/2029	VENTR
VENTR 2017-28A A2	2,100,000.00	0.09	$2,094,922.20	3.458	07/20/2030	VENTR
VENTR 2018-31A A1	1,500,000.00	0.06	$1,488,213.00	3.342	04/20/2031	VENTR
VENTR 2018-33A A1L	1,250,000.00	0.05	$1,249,317.50	3.318	07/15/2031	VENTR
VENTR 2018-34A A	2,500,000.00	0.10	$2,500,000.00	n/a	10/15/2031	VENTR
VEON Holdings BV 5.950 2/13/2023	925,000.00	0.04	$935,619.00	5.950	02/13/2023	VIP
VEREIT Inc. 3.750 12/15/2020	451,000.00	0.01	$455,741.36	3.750	12/15/2020	VER
VeriFone Systems Inc. 4.000 8/9/2025	428,000.00	0.01	$431,263.50	4.000	08/09/2025	PAY
Verint Systems Inc. 1.500 6/1/2021	785,000.00	0.03	$812,417.70	1.500	06/01/2021	VRNT
Verizon Communications Inc. 3.250 2/17/2026	323,000.00	0.01	$425,753.62	3.250	02/17/2026	VZ
Verizon Communications Inc. 3.376 2/15/2025	2,691,000.00	0.11	$2,621,029.69	3.376	02/15/2025	VZ
Verizon Communications Inc. 3.414 5/15/2025	4,375,000.00	0.19	$4,416,762.44	3.414	05/15/2025	VZ
Verizon Communications Inc. 4.125 3/16/2027	1,500,000.00	0.06	$1,503,402.60	4.125	03/16/2027	VZ
Verizon Communications Inc. 4.329 9/21/2028	3,427,000.00	0.15	$3,453,497.22	4.329	09/21/2028	VZ
Verizon Communications Inc. 4.500 8/10/2033	2,355,000.00	0.10	$2,342,039.73	4.500	08/10/2033	VZ
Verizon Communications Inc. 4.500 8/17/2027	900,000.00	0.02	$657,982.09	4.500	08/17/2027	VZ
VIACOM INC. 4.375 3/15/2043	1,420,000.00	0.05	$1,241,767.99	4.375	03/15/2043	VIA
Virgin Media Bristol LLC 3.910 1/31/2026	515,000.00	0.02	$516,383.81	4.658	01/31/2026	VMED
Virgin Media Secured Finance PLC 5.250 1/15/2026	505,000.00	0.02	$495,677.70	5.250	01/15/2026	VMED
VIRGINIA ELEC & PWR Co. 0% CP 02 10 2018 0.000 10/2/2018	1,000,000.00	0.04	$999,731.30	2.295	10/02/2018	92780KK23
Vishay Intertechnology Inc. 2.250 6/15/2025	659,000.00	0.02	$614,318.48	2.250	06/15/2025	VSH
Vistra Operations Co. LLC 2.000 12/1/2025	783,037.52	0.03	$784,309.95	4.136	12/01/2025	VST
Vistra Operations Co. LLC 5.500 9/1/2026	400,000.00	0.01	$405,000.00	5.500	09/01/2026	VST
Visual Comfort Group Inc. 4.250 2/28/2024	775,000.00	0.03	$780,812.50	4.250	02/28/2024	GENBRD
Visual Comfort Group Inc. 9.000 2/23/2025	220,497.62	0.00	$222,978.22	10.076	02/23/2025	GENBRD
VMOT 2017-A A	1,075,000.00	0.04	$1,077,896.27	2.563	11/15/2022	VMOT
Vodafone Group PLC 3.329 1/16/2024	785,000.00	0.03	$787,480.60	3.329	01/16/2024	VOD
Vodafone Group PLC 3.750 1/16/2024	2,360,000.00	0.10	$2,335,743.21	3.750	01/16/2024	VOD
Volkswagen Financial Services NV 2.375 11/13/2018	800,000.00	0.04	$1,044,198.58	2.375	11/13/2018	VW
VOLT 2017-NP10 A1	304,586.14	0.01	$301,181.63	3.000	10/25/2047	VOLT
VOLT 2017-NPL6 A1	49,296.14	0.00	$49,021.28	3.250	05/25/2047	VOLT
VOLT 2017-NPL7 A1	134,124.35	0.00	$133,233.19	3.250	04/25/2059	VOLT
VOLT 2017-NPL8 A1	49,644.55	0.00	$49,231.34	3.125	06/25/2047	VOLT
VOYA 2014-3A A1R	1,100,000.00	0.04	$1,099,204.70	3.055	07/25/2026	VOYA
VOYA 2018-3A A1A	2,500,000.00	0.10	$2,500,000.00	n/a	10/15/2031	VOYA
Voya Financial Inc. 4.700 1/23/2048	795,000.00	0.03	$709,537.50	4.700	01/23/2048	VOYA
VTR Finance BV 6.875 1/15/2024	830,000.00	0.03	$847,637.50	6.875	01/15/2024	VTRFIN
VZOT 2016-2A A	680,000.00	0.02	$675,230.62	1.680	05/20/2021	VZOT
VZOT 2017-3A A1B	2,000,000.00	0.08	$2,000,001.20	2.435	04/20/2022	VZOT
Waha Aerospace BV 3.925 7/28/2020	420,000.00	0.01	$422,228.10	3.925	07/28/2020	ADWA
WAMU 2005-AR16 1A3	433,657.33	0.01	$434,799.32	3.445	12/25/2035	WAMU
WAMU 2007-HY1 3A3	247,830.22	0.01	$239,774.57	3.462	02/25/2037	WAMU
WAMU 2007-HY7 4A1	496,275.87	0.01	$458,277.37	3.882	07/25/2037	WAMU
WAND MERGER CORP. 8.125 7/15/2023	2,000,000.00	0.09	$2,099,600.00	8.125	07/15/2023	WANDMC
Warner Media LLC 4.850 7/15/2045	345,000.00	0.01	$322,456.39	4.850	07/15/2045	TWX
WATSON PHARMACEUTICALS INC. 3.250 10/1/2022	300,000.00	0.01	$294,764.73	3.250	10/01/2022	AGN
WEA FINANCE LLC WESTFIELD 3.250 10/5/2020	1,800,000.00	0.07	$1,794,694.86	3.250	10/05/2020	WFDAU
Wells Fargo & Co. 2.550 12/7/2020	2,800,000.00	0.12	$2,756,671.96	2.550	12/07/2020	WFC
Wells Fargo & Co. 3.000 7/27/2021	979,000.00	0.03	$708,083.43	3.000	07/27/2021	WFC
Wells Fargo & Co. 3.268 2/11/2022	1,300,000.00	0.05	$1,313,602.29	3.268	02/11/2022	WFC
WELLS FARGO & CO. 3.325 7/23/2021	2,250,000.00	0.09	$2,247,876.45	3.325	07/23/2021	WFC
Wells Fargo & Co. 3.500 9/12/2029	196,000.00	0.01	$267,710.14	3.500	09/12/2029	WFC
Wells Fargo & Co. 3.572 10/31/2023	1,440,000.00	0.06	$1,469,343.17	3.572	10/31/2023	WFC
Wells Fargo & Co. 3.584 5/22/2028	5,300,000.00	0.22	$5,086,557.87	3.584	05/22/2028	WFC
Wells Fargo & Co. 7.500 12/31/2049	325.00	0.01	$419,536.00	75.000	12/31/2049	WFC
Welltower Inc. 6.500 12/31/2049	10,732.00	0.02	$649,500.64	3.250	12/31/2049	WELL
WEN 2018-1A A2I	476,400.00	0.02	$458,392.08	3.573	03/15/2048	WEN
Western Digital Corp. 1.750 4/29/2023	248,794.22	0.01	$249,570.71	3.816	04/29/2023	WDC
Westpac Banking Corp. New Zealand 5.000 12/29/2049	280,000.00	0.01	$249,248.80	5.000	12/29/2049	WSTP
WFCM 2014-LC18 A5	275,000.00	0.01	$271,584.83	3.405	12/15/2047	WFCM
WFCM 2015-C30 XA	6,307,365.75	0.01	$319,302.19	1.084	09/15/2058	WFCM
WFCM 2015-NXS3 A4	510,000.00	0.02	$506,434.34	3.617	09/15/2057	WFCM
WFCM 2016-BNK1 A3	1,220,000.00	0.04	$1,132,614.33	2.652	08/15/2049	WFCM
WFCM 2017-C38 A5	905,000.00	0.03	$880,203.54	3.453	07/15/2050	WFCM
WFCM 2017-RB1 XA	8,486,604.23	0.03	$716,512.11	1.439	03/15/2050	WFCM
WFMBS 2005-AR16 2A1	107,687.12	0.00	$110,513.71	3.804	02/25/2034	WFMBS
WFMBS 2006-2 3A1	42,138.33	0.00	$41,114.23	5.750	03/25/2036	WFMBS
WFMBS 2006-3 A11	73,998.07	0.00	$74,609.42	5.500	03/25/2036	WFMBS
WFMBS 2006-6 1A3	32,677.01	0.00	$32,228.48	5.750	05/25/2036	WFMBS
WFMBS 2006-AR11 A6	415,318.36	0.01	$400,298.62	4.518	08/25/2036	WFMBS
WFMBS 2006-AR17 A1	239,534.49	0.01	$240,629.04	4.560	10/25/2036	WFMBS
WFMBS 2006-AR5 2A1	36,635.92	0.00	$36,818.61	4.191	04/25/2036	WFMBS
WFMBS 2007-10 1A36	190,111.85	0.00	$189,530.53	6.000	07/25/2037	WFMBS
Williams Cos Inc. 3.750 6/15/2027	435,000.00	0.01	$415,874.75	3.750	06/15/2027	WMB
Williams Cos Inc. 4.550 6/24/2024	605,000.00	0.02	$615,232.42	4.550	06/24/2024	WMB
Williams Cos Inc. 4.850 3/1/2048	795,000.00	0.03	$770,247.20	4.850	03/01/2048	WMB
Willis North America Inc. 3.600 5/15/2024	370,000.00	0.01	$359,894.64	3.600	05/15/2024	WLTW
Willis North America Inc. 4.500 9/15/2028	665,000.00	0.02	$665,765.42	4.500	09/15/2028	WLTW
WITEH 2014-9A AR	398,928.04	0.01	$398,724.19	3.496	07/17/2026	WITEH
WMALT 2005-1 5A2	11,966.69	n/a	$1,717.56	6.000	03/25/2035	WMALT
WOLVERINE WORLD WIDE INC. 5.000 9/1/2026	400,000.00	0.01	$393,500.00	5.000	09/01/2026	WWW
WOODS 2017-15A A	3,000,000.00	0.13	$3,008,316.00	3.638	06/20/2029	WOODS
WOODS 2018-17A A	1,700,000.00	0.07	$1,697,021.60	3.308	04/22/2031	WOODS
Woodside Finance Ltd. 3.700 9/15/2026	400,000.00	0.01	$380,797.12	3.700	09/15/2026	WPLAU
Woodside Finance Ltd. 4.600 5/10/2021	400,000.00	0.01	$406,297.56	4.600	05/10/2021	WPLAU
Woori Bank 4.750 4/30/2024	800,000.00	0.03	$801,256.00	4.750	04/30/2024	WOORIB
WP Carey Inc. 4.600 4/1/2024	695,000.00	0.03	$701,493.39	4.600	04/01/2024	WPC
WR Grace & Co-Conn 1.750 2/23/2025	92,105.26	0.00	$92,584.94	4.084	02/23/2025	GRA
WR Grace & Co-Conn 3.660 2/23/2025	157,894.74	0.00	$158,717.06	4.084	02/23/2025	GRA
Wyndham Hotels & Resorts Inc. 1.750 3/29/2025	1,125,000.00	0.04	$1,129,781.25	3.826	03/29/2025	WYN
XLIT Ltd. 4.797 10/29/2049	510,000.00	0.02	$503,943.76	4.797	10/29/2049	XL
XLIT Ltd. 5.500 3/31/2045	725,000.00	0.03	$767,739.98	5.500	03/31/2045	XL
XPO Logistics Inc. 3.900 2/23/2025	1,032,000.00	0.04	$1,038,648.14	4.065	02/23/2025	XPO
XPO Logistics Inc. 6.125 9/1/2023	373,000.00	0.01	$387,920.00	6.125	09/01/2023	XPO
YPF S.A. 36.750 7/7/2020	1,205,000.00	0.02	$527,187.50	36.750	07/07/2020	YPFDAR
YPF S.A. 7.000 12/15/2047	470,000.00	0.01	$374,829.70	7.000	12/15/2047	YPFDAR
Zayo Group LLC Zayo Capital Inc. 5.750 1/15/2027	405,000.00	0.01	$406,822.50	5.750	01/15/2027	ZAYOGR
Zayo Group LLC Zayo Capital Inc. 6.375 5/15/2025	110,000.00	0.00	$114,704.70	6.375	05/15/2025	ZAYOGR
Zayo Group LLC 3.561 1/19/2024	583,567.31	0.02	$586,770.51	4.326	01/19/2024	ZAYO
ZCCP 2015-1A A1R	2,600,000.00	0.11	$2,592,270.20	3.289	07/16/2027	ZCCP
Zekelman Industries Inc. 2.250 6/14/2021	987,223.21	0.04	$988,950.85	4.623	06/14/2021	ZEKIND
ZF NORTH AMERICA CAPITAL IN 4.000 4/29/2020	250,000.00	0.01	$251,076.28	4.000	04/29/2020	ZFFNGR
Zimmer Biomet Holdings Inc. 4.625 11/30/2019	1,270,000.00	0.05	$1,289,558.64	4.625	11/30/2019	ZBH
ZIMMER HOLDINGS INC. 3.150 4/1/2022	300,000.00	0.01	$294,044.91	3.150	04/01/2022	ZBH
Zions Bancorporation 4.500 6/13/2023	690,000.00	0.03	$695,175.00	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 12/18/2018)

Total net assets (as of 11/30/2018)

Lipper ranking (as of 11/30/2018)

Literature

Prospectuses and reports

Holdings