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.
Pacific Investment Management Company, LLC (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 Management Company'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)	Annual
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 (07/31/2026)

	YTD	1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	-1.08%	2.31%	3.58%	-0.80%	1.33%	3.31%	08/01/2003
Max offer price	-5.51%	-2.26%	1.98%	-1.71%	0.87%	3.10%
Bloomberg US Aggregate Index	-0.69%	2.71%	3.73%	-0.40%	1.35%	n/a

		1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	0.97%	3.68%	4.16%	-0.31%	1.58%	3.39%	08/01/2003
Max offer price	-3.57%	-0.95%	2.59%	-1.23%	1.12%	3.18%
Bloomberg US Aggregate Index	0.67%	3.79%	4.16%	0.08%	1.54%	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	1.04%
Net	1.04%

Net expense ratio reflects a contractual waiver from certain fees and/or expense reimbursements from July 31, 2025 through July 30, 2026. Please see the fee table in the Fund's prospectus for more information.

Performance characteristics - as of 07/31/2026
Annualized standard deviation, 3 years (view definition)	6.00
SEC 30-day yield with waiver (view definition)	3.84%
SEC 30-day yield without waiver (view definition)	3.84%

Calendar year total returns @ NAV
Year	Annual return
2025	7.30%
2024	1.37%
2023	5.60%
2022	-14.22%
2021	-2.02%
2020	8.90%
2019	8.46%
2018	-0.97%
2017	4.23%
2016	2.69%

Investment managers

Delaware Management Company

Janaki Rao

Head of US Multisector

Start date on the Fund: May 2024

Years of industry experience: 33

(View bio)

Kashif Ishaq

Senior Portfolio Manager

Start date on the Fund: December 2025

Years of industry experience: 24

(View bio)

Mansur Rasul

Head of Emerging Markets Debt

Start date on the Fund: December 2025

Years of industry experience: 24

(View bio)

Sub-advisors

Nomura Corporate Research and Asset Management Inc.

Pacific Investment Management Company, LLC (PIMCO)

Marc P. Seidner

CIO Non-traditional Strategies, Managing Director and Portfolio Manager

Start date on the Fund: January 2015

Mr. Seidner is CIO Non-traditional Strategies, a managing director and head of portfolio management in the New York office. He is also a generalist portfolio manager and a member of the Investment Committee. He rejoined PIMCO in November 2014 after serving as head of fixed income at GMO LLC, and 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, he 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. He has held his Fund responsibilities since January 2015.

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.

The SAI provides additional information about each portfolio manager’s compensation, other accounts managed by each portfolio manager, and each portfolio manager’s ownership of Fund shares.

Mike Cudzil

Managing Director and Portfolio Manager

Start date on the fund: July 2023

Mr. Cudzil is a managing director and generalist portfolio manager based in the Newport Beach office. He is a rotating member of the PIMCO Investment Committee and co-chair of the Americas portfolio committee. As a portfolio manager across multi-sector fixed income mandates, Mr. Cudzil also serves as a senior member of the Total Return portfolio management team, co-lead of the liability-driven investment portfolio management team, and co-lead of the agency MBS portfolio management team. Mr. Cudzil is also a member of the steering committee for PIMCO Families, a resource group dedicated to supporting employees in their efforts to successfully manage career and family. Prior to joining PIMCO in 2012, he worked as a managing director and head of pass-through trading at Nomura. Mr. Cudzil previously held similar roles at Bank of America and Lehman Brothers, as well as a senior trading position at Salomon Brothers. He has 26 years of investment experience and holds a bachelor's degree in political science from the University of Pennsylvania.

Mohit Mittal

Managing Director and Portfolio Manager

Start date on the fund: July 2023

Mr. Mittal is a managing director and portfolio manager in the Newport Beach office. He manages multi-sector portfolios and is a senior member of LDI, Total Return, Dynamic Bond, and Credit portfolio management teams. He also serves as executive sponsor and steering committee member for PIMCO Multicultural. Morningstar named him winner of the 2020 U.S. Morningstar Award for Investing Excellence in the Rising Talent category. He is a member of the Treasury Borrowing Advisory Committee (TBAC), which is an advisory committee governed by federal statute that meets quarterly with the Treasury Department. Mr. Mittal also serves on the board of Orangewood Foundation. He joined PIMCO in 2007 and holds an MBA from the Wharton School of the University of Pennsylvania and an undergraduate degree in computer science from Indian Institute of Technology (IIT) in Delhi, India.

The table below describes the fees and expenses that you may pay if you buy, hold, and sell shares of the Fund. You may pay other fees, such as brokerage commissions and other fees to financial intermediaries, which are not reflected in the table below.

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."

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	0.50%
Distribution and service (12b-1) fees	0.25%
Other expenses	0.29%
Total annual fund operating expenses	1.04%
Fee waivers and expense reimbursements	none
Total annual fund operating expenses after fee waivers and expense reimbursements	1.04%

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 0.80% of the Fund’s average daily net assets from July 31, 2026 through July 30, 2027. 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	Pacific Investment Management Company	Total
07/31/2025	50.94%	49.06%	100%
08/31/2025	50.92%	49.08%	100%
09/30/2025	50.95%	49.05%	100%
10/31/2025	50.87%	49.13%	100%
11/30/2025	50.89%	49.11%	100%
12/31/2025	50.85%	49.15%	100%
01/31/2026	50.84%	49.16%	100%
02/28/2026	50.82%	49.18%	100%
03/31/2026	50.94%	49.06%	100%
04/30/2026	50.95%	49.05%	100%
05/31/2026	51.00%	49.00%	100%
06/30/2026	50.99%	49.01%	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 08/14/2026)

Class A	Price	Net change
NAV	$8.29	-0.02
Max offer price	$8.68	n/a

Total net assets (as of 07/31/2026)

$2.6 billion all share classes

Lipper ranking (as of 07/31/2026)

YTD ranking	316 / 359
1 year	273 / 333
3 years	251 / 305
5 years	231 / 289
10 years	170 / 214
Lipper classification	Core Plus Bond Funds

(View Lipper disclosure)

The Lipper ranking is based on historical total returns.

Literature

Prospectuses and reports

Shareholder report - Annual

Shareholder report - Semi-annual

Holdings

View full list of monthly 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.

Monthly holdings as of 06/30/2026 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
1MN6C 110.25 PIT	-15.00	n/a	-$1,171.88	0.000	07/02/2026	1MN6C
1MN6P 108.25 PIT	-15.00	0.00	$0.00	0.000	07/02/2026	1MN6P
2MN6C 110.75 PIT	-13.00	n/a	-$609.38	0.000	07/10/2026	2MN6C
2MN6P 109 PIT	-13.00	n/a	-$812.50	0.000	07/10/2026	2MN6P
3MO EURO EURIBOR DEC 26	466.00	4.85	$129,678,587.18	0.000	12/14/2026	ERZ6
ABBOTT LABORATORIES	3,490,000.00	0.12	$3,390,129.11	4.650	03/15/2036	ABT
ABBOTT LABORATORIES	1,715,000.00	0.06	$1,663,958.51	4.300	03/15/2033	ABT
ABBVIE INC	3,000,000.00	0.11	$3,043,406.10	4.950	03/15/2031	ABBV
ABFC_06-HE1	209,100.50	0.00	$115,395.96	4.203	01/25/2037	ABFC_06-H
ABN AMRO BANK NV	3,500,000.00	0.12	$3,316,829.25	2.470	12/13/2029	ABNANV
ABU DHABI (EMIRATE OF)	1,100,000.00	0.04	$1,108,206.66	4.875	04/30/2029	ADGB
ABU DHABI CRUDE OIL PIPELINE LLC	715,000.00	0.02	$641,654.23	4.600	11/02/2047	ADNOUH
ABU DHABI DEVELOPMENTAL HOLDING CO	1,500,000.00	0.05	$1,536,655.65	5.500	05/08/2034	ADQABU
ACCESS BANK PLC	300,000.00	0.01	$299,379.87	6.125	09/21/2026	ACCESS
ACCRUED INCOME -BASE CURRENCY	18,880,204.72	0.70	$18,880,204.72	0.000	-	CASH
ACHV_24-3AL	282,513.89	0.01	$283,434.07	5.010	12/26/2031	ACHV_24-3
ACLO 4A AR	1,232,792.36	0.05	$1,408,302.61	2.973	01/16/2031	ACLO_4A-A
ADANI ELECTRICITY MUMBAI LTD	245,000.00	0.00	$230,367.96	3.949	02/12/2030	ADANEM
ADANI PORTS AND SPECIAL ECONOMIC Z	400,000.00	0.01	$360,749.76	3.100	02/02/2031	ADSEZ
ADANI RENEWABLE ENERGY RJ LTD	585,437.50	0.01	$497,891.35	4.625	10/15/2039	ARENRJ
ADNOC MURBAN RSC LTD	3,600,000.00	0.13	$3,549,144.24	4.250	09/11/2029	ADNOCM
AERCAP FUNDING DAC	2,775,000.00	0.10	$2,762,480.81	4.875	07/07/2031	AER
AEROPUERTO INTL TOCUMEN	200,000.00	0.00	$169,878.00	5.125	08/11/2061	AITOCU
AEROPUERTOS ARGENTINA 2000 SA	502,914.56	0.01	$529,329.19	8.500	08/01/2031	AEROAR
AFRICA FINANCE CORP	540,000.00	0.02	$546,535.62	5.550	10/08/2029	AFRFIN
AFRICAN DEVELOPMENT BANK	525,000.00	0.01	$521,034.26	5.750	12/31/2079	AFDB
AFRICAN DEVELOPMENT BANK	200,000.00	0.00	$197,737.58	5.875	12/31/2079	AFDB
AGL 2022-17A	2,550,000.00	0.09	$2,548,773.45	4.622	01/21/2035	AGL_22-17
AIA GROUP LTD	310,000.00	0.01	$315,643.09	5.375	04/05/2034	AIA
AIA GROUP LTD	1,000,000.00	0.03	$992,044.00	3.900	04/06/2028	AIA
AIMCO 2021-15A D1R	750,000.00	0.02	$753,388.50	6.430	04/17/2038	AIMCO_21-
AIR CANADA	300,000.00	0.01	$299,918.52	3.875	08/15/2026	ACACN
AKBANK TAS	625,000.00	0.02	$604,506.25	7.950	12/31/2079	AKBNK
AL RAJHI SUKUK LTD	410,000.00	0.01	$408,848.87	5.651	03/16/2036	RJHIAB
ALDAR PROPERTIES PJSC	450,000.00	0.01	$425,952.32	5.875	04/14/2056	ALDAR
ALIBABA GROUP HOLDING LTD	265,000.00	0.00	$195,285.50	2.700	02/09/2041	BABA
AMAZON.COM INC	1,310,000.00	0.04	$1,287,872.53	4.100	11/20/2030	AMZN
AMAZON.COM INC	1,355,000.00	0.05	$1,347,301.43	5.800	03/13/2056	AMZN
AMAZON.COM INC	1,225,000.00	0.04	$1,206,354.15	4.875	03/13/2036	AMZN
AMERICAN AIRLINES 2016-1 CLASS AA	383,740.03	0.01	$378,443.77	3.575	07/15/2029	AAL
AMERICAN AIRLINES 2016-3 PASS THRO	713,620.96	0.02	$691,586.56	3.000	10/15/2028	AAL
AMERICAN AIRLINES 2019-1 CLASS A P	134,884.81	0.00	$126,486.37	3.150	08/15/2033	AAL
AMERICAN AIRLINES INC	807,800.96	0.02	$798,408.74	3.375	05/01/2027	AAL
AMERICAN AIRLINES PASS THROUGH CER	81,231.88	0.00	$73,118.56	2.875	07/11/2034	AAL
AMERICAN ELECTRIC POWER COMPANY IN	1,400,000.00	0.05	$1,392,559.28	6.050	03/15/2056	AEP
AMERICAN EXPRESS COMPANY	1,700,000.00	0.06	$1,717,755.14	5.284	07/26/2035	AXP
AMERICAN MUN PWR OHIO INC	1,500,000.00	0.06	$1,865,850.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORPORATION	2,150,000.00	0.07	$2,111,983.92	3.950	03/15/2029	AMT
AMERICAN TOWER CORPORATION	300,000.00	0.01	$298,368.33	3.650	03/15/2027	AMT
AMERICAN TOWER CORPORATION	1,600,000.00	0.05	$1,412,066.72	2.300	09/15/2031	AMT
AMERICAN TOWER CORPORATION	600,000.00	0.02	$607,955.40	5.200	02/15/2029	AMT
AMGEN INC	3,100,000.00	0.11	$3,059,414.49	2.200	02/21/2027	AMGN
AMGEN INC	1,740,000.00	0.06	$1,705,287.52	4.850	02/19/2036	AMGN
ANGLO AMERICAN CAPITAL PLC	4,585,000.00	0.16	$4,538,988.15	5.670	03/19/2036	AALLN
ANGLOGOLD ASHANTI HOLDINGS PLC	335,000.00	0.01	$351,457.14	6.500	04/15/2040	ANGSJ
ANGOLA (REPUBLIC OF)	200,000.00	0.00	$187,755.18	9.125	11/26/2049	ANGOL
AOA 2025-1301	4,592,000.00	0.17	$4,586,463.43	5.227	08/11/2030	AOA 2025-
AOMT_24-2	868,410.25	0.03	$869,714.78	5.985	01/25/2069	AOMT_24-2
APOLLO DEBT SOLUTIONS BDC	2,755,000.00	0.10	$2,809,722.29	6.700	07/29/2031	APODS
ARESE 10A AR	220,128.62	0.00	$251,483.50	2.984	10/15/2031	ARESE_10A
ARESE 12A AR	174,366.09	0.00	$199,178.89	3.088	04/20/2032	ARESE-12A
ARGENTINA REPUBLIC OF GOVERNMENT	422,897.76	0.01	$375,321.76	0.750	07/09/2030	ARGENT
ARGENTINA REPUBLIC OF GOVERNMENT	902,150.00	0.02	$723,073.23	4.125	07/09/2035	ARGENT
ARMENIA (REPUBLIC OF)	440,000.00	0.01	$405,954.82	3.600	02/02/2031	ARMEN
ARMT_05-10	13,459.43	0.00	$12,846.90	4.064	01/25/2036	ARMT_05-1
ARMT_06-2	206,403.78	0.00	$176,183.60	4.406	05/25/2036	ARMT_06-2
ARSI_06-M1	1,012,676.38	0.01	$268,013.51	4.063	07/25/2036	ARSI_06-M
ARSI_06-W4	530,439.25	0.00	$123,293.18	4.083	05/25/2036	ARSI_06-W
ASHTEAD CAPITAL INC	2,600,000.00	0.10	$2,683,348.98	5.950	10/15/2033	AHTLN
ASTRAZENECA FINANCE LLC	2,200,000.00	0.07	$2,097,594.18	1.750	05/28/2028	AZN
AT&T INC	2,673,000.00	0.08	$2,245,796.60	2.550	12/01/2033	T
AT&T INC	900,000.00	0.03	$945,313.65	6.300	01/15/2038	T
AT&T INC	1,090,000.00	0.03	$1,024,896.26	5.550	11/01/2045	T
AT&T INC	3,775,000.00	0.13	$3,650,862.15	6.000	04/30/2056	T
ATCLO 2021-18A A1R	3,400,000.00	0.12	$3,400,438.60	5.396	01/18/2035	04943EAQ4
ATHENE GLOBAL FUNDING	2,500,000.00	0.10	$2,862,232.71	3.024	02/23/2027	ATH
ATHENE HOLDING LTD	1,290,000.00	0.04	$1,239,284.68	6.875	06/28/2055	ATH
AUD/USD FWD 20260702	-108,110.00	-0.01	-$74,847.46	0.000	07/02/2026	AUP070226
AUD/USD FWD 20260702	1,311,334.00	0.03	$907,871.74	0.000	07/02/2026	AUJ070226
AUD/USD FWD 20260702	636,251.90	0.01	$440,494.28	0.000	07/02/2026	MAU070226
AUDUSD	-70,000.00	-0.01	-$48,417.34	0.000	08/21/2026	AUD
AUSTRALIAN DOLLAR	910,177.22	0.02	$630,161.20	0.000	-	AUD
AVIATION CAPITAL GROUP LLC	3,500,000.00	0.12	$3,406,950.40	4.875	01/28/2033	ACGCAP
AVILEASE CAPITAL LTD	1,015,000.00	0.03	$1,022,925.53	5.500	06/30/2031	AVILES
AVOLON HOLDINGS FUNDING LTD	1,650,000.00	0.05	$1,597,674.05	4.850	04/01/2033	AVOL
AVOLON HOLDINGS FUNDING LTD	2,400,000.00	0.08	$2,342,926.08	4.950	10/15/2032	AVOL
AVOLON HOLDINGS FUNDING LTD	420,000.00	0.01	$424,348.85	5.375	05/30/2030	AVOL
AVOLON HOLDINGS FUNDING LTD	1,030,000.00	0.03	$1,032,650.81	4.950	01/15/2028	AVOL
AVOLON HOLDINGS FUNDING LTD	51,000.00	0.00	$49,502.63	2.528	11/18/2027	AVOL
AXIAN TELECOM HOLDING AND MANAGEME	380,000.00	0.01	$383,962.07	7.250	07/11/2030	AXNTLC
AZERBAIJAN (REPUBLIC OF)	325,000.00	0.01	$303,178.62	3.500	09/01/2032	AZERBJ
AZORRA SOAR TLB FINANCE LTD	692,961.22	0.02	$695,559.82	6.160	10/18/2029	AZORRA
AZUL SECURED FINANCE LLP	475,000.00	0.01	$455,519.44	9.875	02/15/2031	AZUBBZ
AZULE ENERGY FINANCE PLC	345,000.00	0.01	$347,142.80	8.125	01/23/2030	AZURGY
AZULE ENERGY FINANCE PLC	570,000.00	0.02	$571,019.45	8.625	01/22/2033	AZURGY
BAFC_05-E	49,237.78	0.00	$45,524.45	5.175	06/20/2035	BAFC_05-E
BAFC_06-I	39,739.22	0.00	$39,251.91	5.593	12/20/2036	BAFC_06-I
BALLY 2021-18A C1R	850,000.00	0.03	$842,099.25	6.523	04/15/2038	BALLY_21-
BANCO BILBAO VIZCAYA ARGENTARIA SA	1,000,000.00	0.03	$998,673.50	5.314	05/08/2031	BBVASM
BANCO DAVIVIENDA SA	490,000.00	0.01	$508,375.00	8.125	07/02/2035	DAVIVI
BANCO DE CREDITO E INVERSIONES	9,850,000.00	0.36	$9,777,883.23	0.000	09/03/2026	EJYR
BANCO NACIONAL DE MEXICO SA INTEGR	515,000.00	0.01	$507,867.25	6.697	08/07/2036	BANMEX
BANCO NACIONAL DE PANAMA	935,000.00	0.03	$836,150.12	2.500	08/11/2030	BCONAL
BANCO SANTANDER SA	1,200,000.00	0.04	$1,196,806.20	4.175	03/24/2028	SANTAN
BANCO SANTANDER SA	600,000.00	0.02	$597,425.46	4.600	04/15/2029	SANTAN
BANCO SANTANDER SA	2,600,000.00	0.09	$2,585,919.44	4.867	04/15/2031	SANTAN
BANCOLOMBIA SA	500,000.00	0.01	$534,182.00	8.625	12/24/2034	BCOLO
BANGKOK BANK PCL	440,000.00	0.01	$434,183.95	4.507	11/26/2030	BBLTB
BANGKOK BANK PCL	515,000.00	0.01	$468,142.21	3.466	09/23/2036	BBLTB
BANK GOSPODARSTWA KRAJOWEGO-WARSAW	200,000.00	0.00	$208,013.12	5.750	07/09/2034	BGOSK
BANK HAPOALIM BM	470,000.00	0.01	$465,509.03	5.252	01/14/2033	HAPOAL
BANK LEUMI LE ISRAEL BM	465,000.00	0.01	$477,592.20	7.129	07/18/2033	LUMIIT
BANK MUSCAT SAOG	550,000.00	0.02	$542,239.23	4.846	10/01/2030	BKMBOM
BANK OF AMERICA CORP	587,000.00	0.02	$594,372.13	6.250	12/31/2079	BAC
BANK OF AMERICA CORP	1,015,000.00	0.03	$1,046,935.96	6.625	12/31/2079	BAC
BANK OF AMERICA CORP	1,000,000.00	0.03	$999,748.40	4.623	05/09/2029	BAC
BANK OF AMERICA CORP	3,670,000.00	0.14	$3,747,681.42	6.204	11/10/2028	BAC
BANK OF AMERICA CORP	5,000,000.00	0.18	$5,068,061.00	5.288	04/25/2034	BAC
BANK OF AMERICA CORP	700,000.00	0.02	$706,633.48	5.202	04/25/2029	BAC
BANK OF AMERICA CORP	5,255,000.00	0.19	$5,281,266.59	5.518	10/25/2035	BAC
BANK OF AMERICA CORP	3,060,000.00	0.11	$3,055,378.79	1.734	07/22/2027	BAC
BANK OF AMERICA CORP	6,900,000.00	0.25	$6,771,061.77	3.974	02/07/2030	BAC
BANK OF AMERICA CORP	2,700,000.00	0.10	$2,677,868.37	4.695	04/23/2032	BAC
BANK OF GEORGIA JSC	790,000.00	0.02	$786,841.34	6.500	06/03/2031	GEBGG
BANK OF NEW YORK MELLON CORP/THE	1,470,000.00	0.05	$1,482,761.22	4.942	02/11/2031	BNY
BANK_17-BNK5	605,000.00	0.02	$590,703.73	3.896	06/15/2060	BANK_17-B
BANK_17-BNK7	1,120,000.00	0.04	$1,102,341.52	3.435	09/15/2060	BANK_17-B
BANK_19-BN20	8,000,000.00	0.28	$7,546,171.20	3.011	09/15/2061	BANK_19-B
BANK_20-BNK29	5,880,000.00	0.19	$5,185,967.14	1.997	11/15/2053	BANK_20-B
BANK_22-BN39	797,000.00	0.02	$676,558.00	3.268	02/15/2055	BANK_22-B
BANK_22-BNK39	1,353,000.00	0.04	$1,180,390.48	3.239	02/15/2055	BANK_22-B
BANK_22-BNK40	1,800,000.00	0.05	$1,565,241.84	3.507	03/15/2064	BANK_22-B
BANK_24-BN47	3,500,000.00	0.13	$3,644,502.05	5.716	06/15/2057	BANK_24-B
BANQUE FEDERATIVE DU CREDIT MUTUEL	1,750,000.00	0.06	$1,721,730.68	4.541	01/15/2031	BFCM
BARCLAYS PLC	2,000,000.00	0.07	$2,003,927.20	4.942	09/10/2030	BACR
BARCLAYS PLC	3,000,000.00	0.12	$3,344,840.40	7.437	11/02/2033	BACR
BARCLAYS PLC	1,600,000.00	0.06	$1,614,425.76	5.501	08/09/2028	BACR
BARCLAYS PLC	3,000,000.00	0.11	$3,012,772.50	4.972	05/16/2029	BACR
BATH & BODY WORKS INC	3,448,000.00	0.13	$3,533,106.98	6.875	11/01/2035	BBWI
BAYER US FINANCE II LLC	200,000.00	0.00	$197,897.24	4.375	12/15/2028	BAYNGR
BAYER US FINANCE LLC	200,000.00	0.00	$206,554.34	6.250	01/21/2029	BAYNGR
BAYER US FINANCE LLC	800,000.00	0.03	$804,205.20	6.125	11/21/2026	BAYNGR
BAYER US FINANCE LLC	400,000.00	0.01	$429,561.24	6.500	11/21/2033	BAYNGR
BAYER US FINANCE LLC	600,000.00	0.02	$631,653.54	6.375	11/21/2030	BAYNGR
BBVA MEXICO SA INSTITUCION DE BANC	230,000.00	0.00	$245,441.28	8.125	01/08/2039	BBVASM
BCC 2021-7A A1R	3,150,000.00	0.11	$3,151,099.35	4.644	01/22/2035	BCC_21-7A
BDS_25-FL14	600,000.00	0.02	$600,014.40	4.895	10/17/2042	BDS_25-FL
BEACON POINT DC LLC	2,265,000.00	0.08	$2,285,364.39	6.129	11/30/2042	HUTBPA
BECTON DICKINSON EURO FINANCE SARL	700,000.00	0.02	$542,564.42	1.336	08/13/2041	BDX
BEIGNET INVESTOR LLC	14,000,000.00	0.53	$14,289,079.00	6.581	05/30/2049	RPLDCI
BERMUDA (GOVERNMENT OF)	400,000.00	0.01	$403,792.00	5.000	07/15/2032	BERMUD
BFLD_25-660F	6,490,000.00	0.24	$6,504,196.88	5.127	11/15/2042	BFLD_25-6
BIDVEST GROUP (UK) PLC	440,000.00	0.01	$444,874.28	6.200	09/17/2032	BVTSJ
BIMBO BAKERIES USA INC	260,000.00	0.01	$277,885.66	6.400	01/15/2034	BIMBOA
BLACK 2019-1A A1R	23,123.53	0.00	$26,418.81	3.263	05/15/2032	BLACK_19-
BLACK HILLS CORPORATION	1,090,000.00	0.04	$1,073,914.87	4.550	01/31/2031	BKH
BLACKSTONE PRIVATE CREDIT FUND	1,075,000.00	0.03	$1,029,166.41	5.050	09/10/2030	BCRED
BLACKSTONE PRIVATE CREDIT FUND	920,000.00	0.03	$907,984.71	5.600	11/22/2029	BCRED
BLKRK LQDTY FED CL INSTNAL	7,925,000.00	0.29	$7,925,000.00	0.000	02/06/2079	TFDXX
BLOCK INC	1,531,000.00	0.05	$1,542,444.23	6.000	08/15/2033	XYZ
BLUE OWL CREDIT INCOME CORP	3,538,000.00	0.13	$3,562,340.73	6.600	09/15/2029	OCINCC
BMAEK_22-B32	2,200,000.00	0.06	$1,665,104.76	3.452	01/15/2055	BMARK_22-
BMARK_20-B17	3,460,000.00	0.11	$3,110,069.79	2.289	03/15/2053	BMARK_20-
BMARK_20-B20	5,250,000.00	0.17	$4,643,521.05	2.034	10/15/2053	BMARK_20-
BMARK_21-B24	6,790,000.00	0.22	$6,089,189.84	2.584	03/15/2054	BMARK_21-
BMARK_22-B32	1,800,000.00	0.05	$1,500,025.32	3.202	01/15/2055	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$775,365.48	3.613	02/15/2032	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$710,752.77	3.613	03/15/2055	BMARK_22-
BMARK_22-B34	2,950,000.00	0.10	$2,725,230.36	3.786	04/15/2055	BMARK_22-
BMARK_22-B35	3,375,000.00	0.12	$3,259,063.69	4.594	05/15/2055	BMARK_22-
BMO_22-C1	600,000.00	0.02	$552,093.12	3.374	02/15/2055	BMO_22-C1
BMW US CAPITAL LLC	900,000.00	0.03	$903,352.05	4.750	03/21/2028	BMW
BNP PARIBAS SA	600,000.00	0.02	$567,200.82	2.159	09/15/2029	BNP
BNP PARIBAS SA	1,800,000.00	0.06	$1,741,523.94	1.904	09/30/2028	BNP
BNP PARIBAS SA	4,700,000.00	0.16	$4,416,243.61	3.052	01/13/2031	BNP
BNPAM 2018-1A AR	154,323.63	0.00	$175,970.82	2.804	04/15/2031	BNPAM_18-
BNPAM 2019-1A AR	889,918.41	0.03	$1,016,193.40	3.014	07/22/2032	BNPAM_19-
BOAMS_03-D	321.17	n/a	$316.97	6.247	05/25/2033	BOAMS_03-
BOEING CO	400,000.00	0.01	$455,303.48	7.008	05/01/2064	BA
BOEING CO	2,750,000.00	0.10	$2,786,977.05	6.259	05/01/2027	BA
BOEING CO	700,000.00	0.02	$728,860.72	6.298	05/01/2029	BA
BOEING CO	3,835,000.00	0.16	$4,313,264.38	6.858	05/01/2054	BA
BOEING CO	1,100,000.00	0.04	$1,169,087.48	6.388	05/01/2031	BA
BOEING CO/THE	500,000.00	0.02	$544,137.10	6.528	05/01/2034	BA
BOLIVIA PLURINATIONAL STATE OF	200,000.00	0.00	$205,150.00	9.450	05/14/2031	BOLIVI
BOSTON GAS COMPANY	500,000.00	0.01	$467,581.30	3.757	03/16/2032	NGGLN
BPCE SA	5,000,000.00	0.19	$5,109,049.00	5.748	07/19/2033	BPCEGP
BPCE SA	1,160,000.00	0.04	$1,140,314.57	6.347	01/13/2047	BPCEGP
BPCE SA (FXD-FRN)	3,350,000.00	0.12	$3,370,214.24	6.612	10/19/2027	BPCEGP
BRAZIL FEDERATIVE REPUBLIC OF (GOV	300,000.00	0.01	$302,325.00	7.125	05/13/2054	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	75,932,000.00	0.53	$14,225,932.05	0.000	10/01/2026	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	1,570,000.00	0.05	$1,580,597.50	7.250	01/12/2056	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	400,000.00	0.01	$411,060.00	6.625	03/15/2035	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	136,154,000.00	0.89	$23,965,829.30	0.000	04/01/2027	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	210,000.00	0.00	$155,820.00	4.750	01/14/2050	BRAZIL
BRAZILIAN REAL	3,607,840.27	0.02	$698,882.33	0.000	-	BRL
BRITISH AIR 18-1 AA PTT	645,569.90	0.02	$628,246.35	3.800	09/20/2031	IAGLN
BRITISH AIRWAYS 2019-1 CLASS AA PA	205,673.94	0.00	$193,186.32	3.300	06/15/2034	IAGLN
BRITISH POUND	981,438.57	0.04	$1,301,829.19	0.000	-	GBP
BRL/USD FWD 20260702	-16,600,000.00	-0.13	-$3,213,975.54	0.000	07/02/2026	BRGT70226
BRL/USD FWD 20260702	-32,488,698.14	-0.24	-$6,290,233.80	0.000	07/02/2026	BRG070226
BRL/USD FWD 20260702	49,088,698.14	0.35	$9,504,209.34	0.000	07/02/2026	BRJ070226
BRL/USD FWD 20260804	3,969,540.24	0.02	$762,300.53	0.000	08/04/2026	BRP080426
BRL/USD FWD 20260804	43,339,900.96	0.31	$8,322,885.61	0.000	08/04/2026	BRG080426
BRL/USD FWD 20260902	5,147,006.60	0.03	$981,446.53	0.000	09/02/2026	BRG090226
BRL/USD FWD 20261002	31,569,488.95	0.22	$5,978,410.64	0.000	10/02/2026	BRJ100226
BRL/USD FWD 20261002	-5,100,000.00	-0.04	-$965,802.59	0.000	10/02/2026	BRA100226
BRL/USD FWD 20261002	-51,840,198.91	-0.37	-$9,817,136.96	0.000	10/02/2026	BRP100226
BRL/USD FWD 20261002	7,788,788.07	0.05	$1,474,986.61	0.000	10/02/2026	BRG100226
BRL/USD FWD 20270402	-37,200,000.00	-0.26	-$6,777,902.82	0.000	04/02/2027	BRG040227
BRL/USD FWD 20270402	-68,254,000.00	-0.47	-$12,435,994.07	0.000	04/02/2027	BRP040227
BRL/USD FWD 20270402	-30,700,000.00	-0.21	-$5,593,591.85	0.000	04/02/2027	BRJ040227
BROADCOM INC	2,789,000.00	0.08	$2,370,254.52	3.137	11/15/2035	AVGO
BROADCOM INC	1,600,000.00	0.05	$1,458,970.40	3.419	04/15/2033	AVGO
BROADCOM INC	395,000.00	0.01	$387,287.70	4.200	10/15/2030	AVGO
BROADCOM INC	2,900,000.00	0.11	$2,943,571.63	5.050	04/15/2030	AVGO
BROOKFIELD ASSET MANAGEMENT LTD	2,025,000.00	0.07	$1,999,198.46	4.653	11/15/2030	BAMCN
BROOKFIELD CAPITAL FINANCE LLC	3,800,000.00	0.14	$3,991,888.22	6.087	06/14/2033	BNCN
BROOKFIELD CORPORATE TREASURY LTD	5,650,000.00	0.21	$5,630,338.00	0.000	07/31/2026	BRKTR
BSABS_05-FR1	164,307.93	0.00	$162,364.22	4.768	06/25/2035	BSABS_05-
BSABS_07-SD1	90,896.90	0.00	$36,961.03	4.875	10/25/2036	BSABS_07-
BSARM_03-5	9,541.83	0.00	$8,831.53	4.379	08/25/2033	BSARM_03-
BUENOS AIRES CITY OF	184,000.00	0.00	$180,734.00	7.050	05/13/2036	BUEAIR
BUENOS AIRES PROVINCE OF A BONDS	201,004.40	0.00	$166,678.88	6.625	09/01/2037	BUENOS
BUNGE LIMITED FINANCE CORPORATION	2,930,000.00	0.10	$2,895,707.28	4.200	09/17/2029	BG
CAD/USD FWD 20260702	-36,063.22	-0.01	-$25,430.15	0.000	07/02/2026	CAA070226
CAD/USD FWD 20260702	-34,696,790.68	-0.92	-$24,466,609.28	0.000	07/02/2026	CAP070226
CAD/USD FWD 20260702	35,818,693.02	0.94	$25,257,724.13	0.000	07/02/2026	CAG070226
CAD/USD FWD 20260702	-1,087,000.00	-0.03	-$766,503.29	0.000	07/02/2026	CAJ070226
CAD/USD FWD 20260804	-35,767,796.75	-0.95	-$25,261,066.58	0.000	08/04/2026	CAG080426
CAD/USD FWD 20260804	-998,098.58	-0.03	-$704,908.80	0.000	08/04/2026	CAP080426
CAESARS ENTERTAINMENT INC	1,910,000.00	0.06	$1,864,601.02	6.500	02/15/2032	CZR
CAN 10YR BOND SEP 26	59.00	0.18	$5,038,244.32	0.000	09/18/2026	CNU6
CANADA (GOVERNMENT OF)	10,300,000.00	0.27	$7,253,901.64	3.250	12/01/2034	CAN
CANADIAN DOLLAR	210,949.80	0.00	$148,739.51	0.000	-	CAD
CANTOR FITZGERALD LP	2,800,000.00	0.10	$2,907,644.60	7.200	12/12/2028	CANTOR
CANYC 2019-2A AR2	1,350,000.00	0.05	$1,349,639.55	4.683	10/15/2034	CANYC_19-
CANYC 2020-2A AR2	1,900,000.00	0.07	$1,900,193.80	4.703	10/15/2034	CANYC_20-
CAPITAL ONE FINANCIAL CORPORATION	1,300,000.00	0.04	$1,282,814.39	4.722	01/30/2032	COF
CAPST 25-1	500,000.00	0.01	$499,998.15	4.733	08/16/2029	CAPST 202
CARNIVAL CORP	500,000.00	0.01	$490,997.20	4.000	08/01/2028	CCL
CARNIVAL CORPORATION	2,000,000.00	0.07	$2,037,068.00	5.875	06/15/2031	CCL
CAS 2025-R02 1M2	1,620,000.00	0.06	$1,625,572.80	5.212	02/25/2045	CAS_25-R0
CAS 2025-R03 2M1	496,452.18	0.01	$496,980.45	5.212	03/25/2045	CAS 2025-
CAS 2025-R04 1M2	2,870,000.00	0.10	$2,879,219.59	5.112	05/25/2045	CAS 25-R0
CAS 2025-R06 1B1	5,169,444.00	0.19	$5,202,827.75	5.462	09/25/2045	CAS 2025-
CAS 2026-R01 2M2 MTGE	4,560,000.00	0.17	$4,548,157.22	4.962	01/25/2046	CAS 2026-
CAS 2026-R02	2,380,000.00	0.08	$2,390,023.37	5.112	02/25/2046	CAS 2026-
CAS 2026-R032M2 MTGE	1,860,000.00	0.06	$1,866,592.58	5.195	04/25/2046	CAS_26-R0
CAS 25-R05	1,280,000.00	0.04	$1,283,144.96	5.212	07/25/2045	CAS 2025-
CAS_22-R01	1,500,000.00	0.05	$1,503,658.80	5.512	12/25/2041	CAS_22-R0
CAS_22-R02	823,361.04	0.03	$831,927.29	7.072	01/25/2042	CAS_22-R0
CAS_25-R01	680,000.00	0.02	$680,427.65	5.851	01/25/2045	CAS_25-R0
CASH COLLATERAL CME MSC USD	754,000.00	0.02	$754,000.00	0.000	12/31/2060	MSC
CASH COLLATERAL FUT SOC USD	3,401,000.00	0.12	$3,401,000.00	0.042	12/31/2060	SHEL
CASH COLLATERAL ICE MSC USD	38,000.00	0.00	$38,000.00	0.000	12/31/2060	MSC
CASH COLLATERAL ISDA BPS USD	-1,563,000.00	-0.06	-$1,563,000.00	0.000	12/31/2060	TEST
CASH COLLATERAL ISDA DUB USD	-450,000.00	-0.02	-$450,000.00	0.024	12/31/2060	DUB
CASH COLLATERAL LCH BPG USD	823,000.00	0.03	$823,000.00	3.440	12/31/2060	CCBPGHUS6
CASH COLLATERAL LCH MSC USD	2,628,000.00	0.09	$2,628,000.00	0.000	06/14/2065	MSC
CASH COLLATERAL TBA MSC USD 0.000	-3,654,000.00	-0.14	-$3,654,000.00	0.000	12/31/2060	CCMSCTUS
CASH COLLATERAL USD ANZ_AU - CSA	-490,000.42	-0.02	-$490,000.42	3.630	12/31/2049	BOANA
CASSA DEPOSITI E PRESTITI SPA	6,600,000.00	0.25	$6,818,875.80	5.875	04/30/2029	CDEP
CBQ FINANCE LTD	550,000.00	0.02	$541,316.80	4.625	09/10/2030	COMQAT
CCO HOLDINGS LLC	2,739,000.00	0.10	$2,737,784.43	6.375	09/01/2029	CHTR
CCO HOLDINGS LLC	1,625,000.00	0.05	$1,377,202.78	4.250	01/15/2034	CHTR
CD_17-CD6	440,000.00	0.01	$418,617.32	3.911	11/13/2050	CD_17-CD6
CD_19-CD8	4,575,000.00	0.16	$4,280,931.35	2.912	08/15/2057	CD_19-CD8
CDS: (BA)	4,100,000.00	0.00	$15,555.87	0.010	12/20/2026	CITI
CDS: (GE)	1,200,000.00	0.00	$5,463.77	0.010	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$29,108.03	0.050	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$29,108.03	0.050	12/20/2026	JPM
CDS: (NA.8.AAA)	169,823.98	0.00	$0.00	0.500	10/17/2057	OTC
CELANESE US HOLDINGS LLC	1,256,000.00	0.04	$1,280,153.26	6.750	04/15/2033	CE
CELANESE US HOLDINGS LLC	151,000.00	0.00	$153,992.22	6.500	04/15/2030	CE
CELESTIAL DYNASTY LTD	535,000.00	0.01	$531,939.69	6.375	08/22/2028	CTFSHK
CENOVUS ENERGY INC	1,700,000.00	0.06	$1,686,189.54	5.400	03/20/2036	CVECN
CF_2019-CF3	800,000.00	0.02	$745,565.68	3.006	01/15/2053	CF_2019-C
CFCRE_16-C7	3,100,000.00	0.11	$3,086,871.19	3.839	12/10/2054	CFCRE_16-
CFII_24-1	1,186,903.74	0.04	$1,194,162.25	5.520	05/15/2036	CFII_24-1
CFOUR 10A A	1,000,000.00	0.04	$1,144,301.33	3.415	10/25/2038	CFOUR
CGCMT_17-C4	635,000.00	0.02	$624,534.18	3.471	10/12/2050	CGCMT_17-
CGMSE 2019-2A A1R	113,320.03	0.00	$129,475.32	3.173	08/15/2032	CGMSE_19-
CGMSE 2025-1A A1	1,000,000.00	0.04	$1,142,782.82	3.206	08/15/2038	XS3065225
CHAOT 2024-2A A3	1,738,009.66	0.06	$1,750,994.85	5.520	06/25/2029	CHAOT_24-
CHARLES SCHWAB & CO INC	6,200,000.00	0.22	$6,138,706.18	0.000	09/29/2026	CHSCHW
CHARLES SCHWAB CORPORATION (THE)	1,430,000.00	0.05	$1,449,840.39	5.493	05/21/2037	SCHW
CHARTER COMM OPERATING LLC	459,995.00	0.01	$454,273.58	5.883	11/22/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	1,803,750.00	0.06	$1,786,338.40	5.649	12/02/2030	CHTR
CHASE_05-A1	24,342.00	0.00	$21,081.78	4.209	12/25/2035	CHASE_05-
CHASE_24-7	1,788,861.83	0.06	$1,788,243.96	4.928	06/25/2055	CHASE_24-
CHASE_24-RPL1	1,488,066.84	0.04	$1,308,331.88	3.250	03/25/2064	CHASE_24-
CHASE_24-RPL3	2,817,324.91	0.09	$2,481,626.00	3.250	09/25/2064	CHASE_24-
CHF/USD FWD 20260702	289,613.91	0.01	$358,511.40	0.000	07/02/2026	CHJ070226
CHF/USD FWD 20260702	201,990.00	0.00	$250,042.27	0.000	07/02/2026	MCH070226
CHF/USD FWD 20260702	-301,000.00	-0.02	-$372,606.18	0.000	07/02/2026	CHA070226
CHF/USD FWD 20260804	-6,547,766.09	-0.31	-$8,136,500.54	0.000	08/04/2026	CHJ080426
CHICAGO ILL TRANSIT AUTH	1,583,075.69	0.06	$1,747,509.76	6.899	12/01/2040	CHITRN
CHICAGO ILL TRANSIT AUTH	1,583,071.78	0.06	$1,747,505.45	6.899	12/01/2040	CHITRN
CHILE (REPUBLIC OF)	246,000.00	0.00	$219,186.00	2.550	01/27/2032	CHILE
CHILE ELECTRICITY LUX MPC SARL	571,900.00	0.02	$590,309.46	6.010	01/20/2033	CHLELC
CHINESE YUAN	384.86	n/a	$56.72	0.000	-	CNY
CHPE LLC	1,285,000.00	0.04	$1,281,991.56	5.100	06/30/2033	CHPELL
CHPE LLC	1,465,000.00	0.05	$1,460,951.47	5.350	06/30/2036	CHPELL
CI FINANCIAL CORP	800,000.00	0.03	$926,656.19	4.625	12/12/2031	CIXCN
CIFC 2025-1A D1	850,000.00	0.03	$845,812.90	6.166	04/23/2038	CIFC_25-1
CIKARANG LISTRINDO TBK PT	610,000.00	0.02	$605,936.91	5.650	03/12/2035	CIKLIS
CITIBANK NA	2,005,000.00	0.07	$2,004,007.53	4.846	06/18/2032	C
CITIGROUP INC	1,900,000.00	0.07	$1,920,503.47	5.174	02/13/2030	C
CITIGROUP INC	850,000.00	0.03	$886,958.85	7.000	12/31/2079	C
CITIGROUP INC	972,000.00	0.03	$986,024.99	6.750	12/31/2079	C
CITIGROUP INC	2,400,000.00	0.08	$2,378,016.96	4.075	04/23/2029	C
CITM_07-1	2,039,215.14	0.07	$2,058,816.69	5.263	10/25/2037	CITM_07-1
CITZN_23-1	693,996.18	0.02	$695,224.35	5.840	01/18/2028	CITZN_23-
CLEVELAND-CLIFFS INC	1,870,000.00	0.06	$1,857,555.90	7.000	03/15/2032	CLF
CMLTI_24-1	1,878,913.78	0.07	$1,879,496.81	4.978	07/25/2054	CMLTI_24-
CNY/USD FWD 20260702	-11,110,000.00	-0.07	-$1,635,658.49	0.000	07/02/2026	CNJ070226
CNY/USD FWD 20260702	4,261,000.00	0.02	$627,321.41	0.000	07/02/2026	CNA070226
CNY/USD FWD 20260702	-6,219,887.72	-0.04	-$915,716.67	0.000	07/02/2026	CNP070226
CNY/USD FWD 20260702	-3,599,095.38	-0.02	-$529,873.17	0.000	07/02/2026	MCN070226
CNY/USD FWD 20260702	13,062,055.83	0.07	$1,923,047.93	0.000	07/02/2026	CND070226
CNY/USD FWD 20260804	-13,033,061.64	-0.08	-$1,916,777.05	0.000	08/04/2026	CND080426
CODELCO INTERNATIONAL LTD	400,000.00	0.01	$421,022.56	6.330	01/13/2035	CDEL
COLL - MYC	-510,000.00	-0.02	-$510,000.00	0.000	12/31/2060	MYC
COLOMBIA (REPUBLIC OF)	415,000.00	0.01	$444,050.00	7.500	02/02/2034	COLOM
COLOMBIA (REPUBLIC OF)	700,000.00	0.02	$711,900.00	6.500	01/21/2033	COLOM
COLOMBIA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$160,190.00	5.000	06/15/2045	COLOM
COLT_24-3	1,599,687.94	0.06	$1,609,345.90	6.393	06/25/2069	COLT_24-3
COMISION EJECUTIVA HIDROELECTRICA	200,000.00	0.00	$211,524.00	8.650	01/24/2033	CELELS
COMISION FEDERAL DE ELECTRICIDAD C	200,000.00	0.00	$180,316.14	3.348	02/09/2031	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	425,000.00	0.01	$415,437.50	6.500	01/28/2051	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	225,000.00	0.00	$220,554.00	6.045	01/28/2034	CFELEC
COMM_18-HCLV	2,900,000.00	0.10	$2,745,069.82	4.921	09/15/2033	COMM_18-H
CONGO (DEMOCRATIC REPUBLIC OF THE)	200,000.00	0.00	$209,690.44	9.500	04/16/2037	DRCONG
CONNECT FINCO SARL	2,985,000.00	0.11	$3,144,679.59	9.000	09/15/2029	ISATLN
COOPERATIEVE RABOBANK UA	3,000,000.00	0.11	$3,053,788.50	5.447	03/05/2030	RABOBK
COOPERATIEVE RABOBANK UA	1,350,000.00	0.05	$1,349,343.90	3.750	07/21/2026	RABOBK
COREBRIDGE GLOBAL FUNDING	2,600,000.00	0.09	$2,558,655.32	4.550	01/09/2031	CRBG
CORPORACION ANDINA DE FOMENTO	490,000.00	0.01	$507,150.00	6.750	12/31/2079	CAF
CORPORACION NACIONAL DEL COBRE DE	200,000.00	0.00	$164,067.96	4.250	07/17/2042	CDEL
CORPORACION NACIONAL DEL COBRE DE	225,000.00	0.00	$157,651.88	3.700	01/30/2050	CDEL
COSTA RICA (REPUBLIC OF)	200,000.00	0.00	$218,836.00	7.000	04/04/2044	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	500,000.00	0.02	$604,813.22	6.001	01/16/2036	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	750,000.00	0.03	$899,642.79	5.500	11/21/2030	COSTAR
COTE D IVOIRE (REPUBLIC OF)	400,000.00	0.01	$438,309.44	8.075	04/01/2036	IVYCST
COTE D IVOIRE (REPUBLIC OF)	430,000.00	0.01	$427,395.53	6.125	06/15/2033	IVYCST
COX ASSET MEXICO SA DE CV	540,000.00	0.02	$552,960.00	7.750	05/08/2036	COXMEX
CPPIB CAPITAL INC	1,500,000.00	0.04	$1,110,809.10	4.300	06/02/2034	CPPIBC
CREDIT AGRICOLE SA	4,015,000.00	0.15	$4,035,062.55	5.186	08/01/2032	ACAFP
CROSSCOUNTRY INTERMEDIATE HOLDCO L	3,908,000.00	0.14	$3,856,735.25	6.500	10/01/2030	CROSIN
CROSSM_24-H3	2,101,413.99	0.07	$2,111,123.36	6.272	06/25/2069	CROSSM_24
CROWN CASTLE INTERNATIONAL CORP	5,000,000.00	0.16	$4,454,656.50	2.250	01/15/2031	CCI
CRVNA_24-P2	2,261,495.74	0.08	$2,271,470.75	5.330	07/10/2029	CRVNA_24-
CSMC_05-1R	429,590.39	0.00	$236,853.20	5.750	12/26/2035	CSMC_05-1
CSMC_07-1	131,814.98	0.00	$68,221.62	6.000	02/25/2037	CSMC_07-1
CSMC_07-3	55,929.01	0.00	$43,238.62	4.013	04/25/2037	CSMC_07-3
CSMC_07-3	55,929.00	0.00	$7,819.58	2.987	04/25/2037	CSMC_07-3
CSMC_07-3	24,834.23	0.00	$20,124.14	5.500	04/25/2037	CSMC_07-3
CVS HEALTH CORP	1,310,000.00	0.04	$1,157,812.19	5.050	03/25/2048	CVS
CVS HEALTH CORP	4,400,000.00	0.15	$4,255,391.80	3.750	04/01/2030	CVS
CVS PASS-THROUGH TRUST	43,860.76	0.00	$43,809.18	5.773	01/10/2033	CVSPAS
CWALT_08-2R	781,004.63	0.01	$370,775.70	6.000	08/25/2037	CWALT_08-
CWHL_06-R1	167,306.80	0.00	$159,880.82	4.103	01/25/2036	CWHL_06-R
CWHL_07-4	640,659.96	0.00	$259,483.43	6.000	05/25/2037	CWHL_07-4
CWL_04-3	20,796.11	0.00	$20,264.73	4.163	08/25/2034	CWL_04-3-
CWL_05-3	4,200,000.00	0.14	$3,937,406.76	5.713	08/25/2035	CWL_05-3-
CWL_06-1	11,258.89	0.00	$10,984.53	5.526	07/25/2036	CWL_06-1-
CWL_06-11	13,923.80	0.00	$12,809.61	6.150	09/25/2046	CWL_06-11
CWL_06-26	470,007.23	0.01	$459,575.94	4.203	06/25/2037	CWL_06-26
CWL_07-6	936,707.38	0.02	$793,832.62	4.383	07/25/2035	CWL_07-6-
CXHE_02-A	54.14	n/a	$54.39	5.540	01/25/2032	CXHE_02-A
CYPRIUM CORPORATION	3,565,000.00	0.13	$3,573,756.00	6.125	04/15/2031	VGNT
CYRUS_24-2	8,900,000.00	0.32	$8,618,504.57	4.500	05/20/2049	CYRUS_24-
DAE FUNDING LLC	2,700,000.00	0.09	$2,614,896.54	3.375	03/20/2028	DUBAEE
DANISH KRONE	15,517.92	n/a	$2,372.17	0.000	-	DKK
DANSKE BANK A/S	3,400,000.00	0.13	$3,478,466.90	5.705	03/01/2030	DANBNK
DAVITA INC	945,000.00	0.03	$916,056.63	4.625	06/01/2030	DVA
DAVITA INC	580,000.00	0.02	$537,663.07	3.750	02/15/2031	DVA
DELL INTERNATIONAL LLC	2,160,000.00	0.07	$2,127,238.20	5.250	02/15/2037	DELL
DELL INTERNATIONAL LLC	1,325,000.00	0.04	$1,317,313.41	4.750	07/15/2031	DELL
DEUTSCHE BANK AG	1,500,000.00	0.05	$1,416,325.50	3.547	09/18/2031	DB
DEUTSCHE BANK AG	679,000.00	0.02	$710,360.16	6.819	11/20/2029	DB
DEUTSCHE BANK AG	1,130,000.00	0.04	$1,130,930.67	7.146	07/13/2027	DB
DEUTSCHE BANK AG	1,290,000.00	0.04	$1,303,786.62	5.297	05/09/2031	DB
DEUTSCHE BANK AG (NEW YORK BRANCH)	700,000.00	0.02	$655,295.06	3.729	01/14/2032	DB
DEVELOPMENT BANK OF MONGOLIA	644,000.00	0.02	$638,576.88	6.900	07/02/2031	DBMMN
DHAFRAH PV2 ENERGY CO LLC	520,000.00	0.01	$515,556.96	5.794	06/30/2053	DHAENE
DIG INTL FIN/DIFL US LLC	635,000.00	0.02	$654,304.00	8.625	08/01/2032	DIGDIF
DILIJAN FINANCE BV	410,000.00	0.01	$409,604.19	6.600	01/22/2031	ARBANK
DISCOVERY GLOBAL HOLDINGS INC	800,000.00	0.02	$587,056.00	5.050	03/15/2042	WBD
DISCOVERY GLOBAL HOLDINGS INC	70,000.00	0.00	$47,075.00	5.141	03/15/2052	WBD
DNFRA_21-1A	4,700,000.00	0.17	$4,626,309.17	1.760	04/15/2049	DNFRA_21-
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$666,295.00	4.875	09/23/2032	DOMREP
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$691,460.00	5.750	03/17/2034	DOMREP
DOMINION ENERGY INC	1,295,000.00	0.05	$1,338,733.45	6.875	02/01/2055	D
DOMINION ENERGY INC (NC10.25)	950,000.00	0.03	$953,323.10	6.200	02/15/2056	D
DPABS 2019-1A A2	6,240,000.00	0.22	$5,986,748.98	3.668	10/25/2049	DPABS_19-
DPABS_21-1A	7,196,500.00	0.25	$6,836,645.49	2.662	04/25/2051	DPABS_21-
DRSLF 2022-109A DR	850,000.00	0.03	$847,410.05	6.373	04/15/2038	DRSLF_10-
DRYD 2017-27A AR	679,127.48	0.02	$775,099.64	2.864	04/15/2033	DRYD_17-2
DRYD 2017-52A AR	611,218.54	0.02	$698,351.07	3.143	05/15/2034	DRYD-17_5
DUKE ENERGY CAROLINAS LLC	1,530,000.00	0.05	$1,532,151.79	5.150	06/15/2036	DUK
EAGLE FUNDING LUXCO S. R.L.	3,700,000.00	0.13	$3,719,610.00	5.500	08/17/2030	MEX
ECOLAB INC	2,735,000.00	0.10	$2,773,608.08	5.150	06/15/2033	ECL
ECOLAB INC	2,780,000.00	0.10	$2,828,998.89	5.350	06/15/2036	ECL
ECOPETROL SA	535,000.00	0.01	$429,215.31	5.875	11/02/2051	ECOPET
ECUADOR REPUBLIC OF (GOVERNMENT)	300,000.00	0.01	$303,300.00	8.750	01/29/2034	ECUA
EDISON INTERNATIONAL	300,000.00	0.01	$296,379.00	5.250	03/15/2032	EIX
EGLXY 2013-3A ARRR	2,254,849.77	0.09	$2,574,142.16	2.781	04/24/2034	EGLXY_13-
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$200,021.18	7.300	09/30/2033	EGYPT
EGYPT (ARAB REPUBLIC OF)	359,000.00	0.01	$354,943.80	8.700	03/01/2049	EGYPT
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$197,740.28	8.700	03/01/2049	EGYPT
ELI LILLY AND COMPANY	1,285,000.00	0.04	$1,277,851.16	4.550	10/15/2032	LLY
ELM22 2023-1A D1R	750,000.00	0.02	$755,745.00	6.480	04/17/2038	ELM22_23-
EMBRAER NETHERLANDS FINANCE BV	450,000.00	0.01	$434,876.49	5.400	01/09/2038	EMBRBZ
EMIRATE OF ABU DHABI	1,400,000.00	0.05	$1,395,445.10	4.625	04/20/2033	ADGB
EMLT_04-2	662,360.68	0.02	$658,056.26	6.763	10/25/2034	EMLT_04-2
ENBRIDGE INC	5,000,000.00	0.19	$5,164,658.00	5.700	03/08/2033	ENBCN
ENCORE CAPITAL GROUP INC.	400,000.00	0.01	$425,071.60	8.500	05/15/2030	ECPG
ENERGUATE TRUST 2	520,000.00	0.01	$518,147.86	6.350	09/15/2035	EGUATE
ENERGY TRANSFER LP	2,445,000.00	0.09	$2,466,728.72	6.500	02/15/2056	ET
ENERGY TRANSFER LP	5,385,000.00	0.20	$5,406,491.54	6.300	01/15/2056	ET
ENERGY TRANSFER LP	700,000.00	0.02	$703,731.35	4.950	05/15/2028	ET
ENERGY TRANSFER LP	3,000,000.00	0.11	$3,020,114.10	5.500	06/01/2027	ET
ENERGY TRANSFER LP (NC10.5)	760,000.00	0.02	$776,685.04	6.750	02/15/2056	ET
ENTEGRIS ESCROW CORP	1,230,000.00	0.04	$1,216,216.62	4.750	04/15/2029	ENTG
EPR PROPERTIES	1,700,000.00	0.06	$1,696,898.35	4.500	06/01/2027	EPR
EQUINIX ASIA FINANCING CORPORATION	3,800,000.00	0.13	$3,715,375.52	4.400	03/15/2031	EQIX
ERAC USA FINANCE LLC	3,880,000.00	0.14	$3,885,490.59	4.600	05/01/2028	ENTERP
ESENTIA ENERGY DEVELOPMENT SA	370,000.00	0.01	$369,371.00	6.125	07/30/2033	ESENMX
ESENTIA ENERGY DEVELOPMENT SA	445,000.00	0.01	$437,568.50	6.500	07/30/2038	ESENMX
EUR/USD FWD 20260702	-219,000.00	-0.01	-$250,249.54	0.000	07/02/2026	EUP070226
EUR/USD FWD 20260702	219,000.00	0.00	$250,249.54	0.000	07/02/2026	EUJ070226
EUR/USD FWD 20260804	-44,865,393.88	-1.93	-$51,340,625.25	0.000	08/04/2026	EUP080426
EUR/USD FWD 20260821 JPMM	-3,728,330.23	-0.16	-$4,269,491.55	0.000	08/21/2026	I2101026
EUR/USD FWD 20260828 JPMM	-775,398.43	-0.04	-$888,209.24	0.000	08/28/2026	I2103035
EUR/USD FWD 20260828 JPMM	337,574.94	0.01	$386,687.89	0.000	08/28/2026	BIE7MZ529
EURO	432,267.17	0.01	$493,908.47	0.000	-	EUR
EURO-BOBL SEP 26	-174.00	-0.86	-$22,938,974.71	0.000	09/08/2026	OEU6
EURO-BUND SEP 26	-114.00	-0.63	-$16,586,849.98	0.000	09/08/2026	RXU6
EURO-SCHATZ SEP 26	-51.00	-0.24	-$6,174,564.70	0.000	09/08/2026	DUU6
EUROPEAN UNION	9,900,000.00	0.42	$11,375,283.70	2.875	10/05/2029	EU
EURUSD	288,726.07	0.01	$330,732.12	0.000	08/28/2026	EUR
EXTRA SPACE STORAGE LP	2,415,000.00	0.09	$2,406,506.69	4.900	02/01/2032	EXR
F&G GLOBAL FUNDING	1,100,000.00	0.04	$1,113,297.57	5.875	01/16/2030	FG
FAIRFAX FINANCIAL HOLDINGS LTD	1,000,000.00	0.03	$994,918.80	4.625	04/29/2030	FFHCN
FEDEX CORP	1,840,000.00	0.05	$1,444,325.11	3.250	05/15/2041	FDX
FEDEX FREIGHT HOLDING COMPANY INC	3,700,000.00	0.13	$3,636,004.43	4.650	03/15/2031	FDXF
FEDEX FREIGHT HOLDING COMPANY INC	1,505,000.00	0.05	$1,475,053.96	4.950	03/15/2033	FDXF
FEDEX FREIGHT HOLDING COMPANY INC	1,180,000.00	0.04	$1,149,767.69	5.250	03/15/2036	FDXF
FFML_06-FF5	317,426.06	0.01	$313,059.45	4.083	04/25/2036	FFML_06-F
FG A15404	6,419.22	0.00	$6,649.64	6.500	11/01/2033	FGA15404
FG A38713	28,551.22	0.00	$29,576.05	6.500	01/01/2035	FGA38713
FG A71059	4,198.75	0.00	$4,438.62	7.000	01/01/2038	FGA71059
FG G08830	13,078.19	0.00	$12,035.01	3.500	08/01/2048	FGG08830
FG G60765	1,668,677.15	0.05	$1,498,356.94	3.000	11/01/2046	FGG60765
FG Q58277	1,317,701.95	0.04	$1,212,182.75	3.500	09/01/2048	FGQ58277
FG Q58422	34,611.25	0.00	$31,821.92	3.500	09/01/2048	FGQ58422
FH 5/1 CONS 12M SOFR NF ARM	15,387.24	0.00	$15,888.19	6.305	05/01/2037	FH1J1612
FHLMC-2165	4,975.07	0.00	$5,033.53	6.000	06/15/2029	FHLMC-216
FHLMC_3143	401,141.67	0.01	$408,347.70	5.500	02/15/2036	FHLMC_314
FHLMC_3289	113,924.14	0.00	$8,383.60	3.043	03/15/2037	FHLMC_328
FHLMC_4676	286,104.52	0.00	$244,909.99	2.500	07/15/2045	FHLMC_467
FHLMC_5468C	363,700.78	0.01	$364,786.24	4.767	11/25/2054	FHLMC_546
FHLMC_5473E	1,148,745.86	0.04	$1,153,620.91	4.812	11/25/2054	FHLMC_547
FHLMC_5508B	976,514.83	0.03	$977,453.26	4.628	02/25/2055	FHLMC_550
FHLMC_5560B	2,451,397.35	0.09	$2,475,154.58	4.628	06/25/2055	FHLMC_556
FHLMC_5596A	1,129,806.53	0.04	$1,134,647.53	4.812	11/25/2055	FHLMC_559
FHLMC_5609A	1,183,494.79	0.04	$1,186,445.01	4.744	12/25/2055	FHLMC_560
FHLMC_5685D	2,500,000.00	0.09	$2,502,947.50	4.650	07/25/2056	FHLMC_568
FHLMC_T-54	7,908.53	0.00	$8,298.11	6.500	02/25/2043	FHLMC_T-5
FHLMC_T-58	2,109.63	n/a	$2,132.22	6.500	09/25/2043	FHLMC_T-5
FHLT_04-B	1,590,492.41	0.05	$1,592,152.73	4.633	05/25/2034	FHLT_04-B
FHMS-K144	4,750,000.00	0.15	$4,252,070.33	2.450	04/25/2032	FHMS-K144
FHMS_K150	2,300,000.00	0.08	$2,194,100.41	3.710	09/25/2032	FHMS_K150
FHMS_K753	1,575,000.00	0.05	$1,568,904.91	4.400	10/25/2030	FHMS_K753
FHMS_KX03	874,786.27	0.03	$867,117.89	3.000	06/25/2027	FHMS_KX03
FIDEICOMISO IRREVOCABLE NO F/1721	445,000.00	0.01	$432,428.75	5.500	11/26/2035	FIBRAP
FIDELITY INST : GOV PT CL I	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	FIGXX
FIEMEX ENERGIA - BANCO ACTINVER	534,873.99	0.02	$543,565.69	7.250	01/31/2041	FIEMEX
FIRST ABU DHABI BANK PJSC	6,100,000.00	0.22	$6,045,877.75	0.000	09/21/2026	FABUH
FIRST ABU DHABI BANK PJSC	1,000,000.00	0.03	$1,001,473.00	0.000	06/03/2031	FABUH
FIRST QUANTUM MINERALS LTD	425,000.00	0.01	$417,411.33	6.375	02/15/2036	FMCN
FIRST QUANTUM MINERALS LTD	340,000.00	0.01	$348,814.84	7.250	02/15/2034	FMCN
FISERV INC	3,500,000.00	0.12	$3,359,986.00	3.500	07/01/2029	FISV
FMG RESOURCES (AUGUST 2006) PTY LT	1,885,000.00	0.07	$1,939,219.39	6.125	04/15/2032	FMGAU
FN 190445	7,698,639.58	0.29	$7,966,570.71	6.500	03/01/2055	FN190445
FN 255895	28,003.25	0.00	$27,694.01	4.500	09/01/2035	FN255895
FN 725205	429.71	n/a	$429.21	5.000	03/01/2034	FN725205
FN 725705	4,269.99	0.00	$4,260.55	5.000	08/01/2034	FN725705
FN 747631	791.51	n/a	$819.06	6.500	11/01/2033	FN747631
FN 761558	5,445.51	0.00	$5,465.19	5.500	12/01/2033	FN761558
FN 774996	3,047.55	0.00	$3,026.47	5.000	04/01/2034	FN774996
FN 814578	1,302.44	n/a	$1,308.50	5.000	04/01/2035	FN814578
FN 829473	14,052.52	0.00	$14,846.88	6.500	02/01/2036	FN829473
FN 835751	24,371.24	0.00	$24,102.14	4.500	08/01/2035	FN835751
FN 869926	14,010.54	0.00	$14,623.76	6.500	03/01/2036	FN869926
FN 872891	7,779.40	0.00	$8,170.45	6.500	06/01/2036	FN872891
FN 882694	7,517.69	0.00	$7,850.82	6.500	06/01/2036	FN882694
FN 888482	14,349.52	0.00	$14,089.63	4.500	05/01/2035	FN888482
FN 888657	70,245.62	0.00	$70,845.41	5.500	02/01/2035	FN888657
FN 897160	4,517.79	0.00	$4,685.90	6.000	09/01/2036	FN897160
FN 923096	2,450.78	n/a	$2,440.02	5.500	03/01/2037	FN923096
FN 928988	373.61	n/a	$375.35	5.000	12/01/2037	FN928988
FN 931065	50,002.07	0.00	$49,448.67	4.500	05/01/2039	FN931065
FN 968119	3,214.49	0.00	$3,326.36	6.500	02/01/2038	FN968119
FN 974634	30,485.68	0.00	$30,720.26	5.000	03/01/2038	FN974634
FN 975194	1,802.03	n/a	$1,808.17	5.000	03/01/2038	FN975194
FN 995442	1,638.83	n/a	$1,719.29	6.000	12/01/2038	FN995442
FN AA4369	70,533.31	0.00	$69,752.80	4.500	05/01/2039	FNAA4369
FN AB0513	1,343.18	n/a	$1,405.69	6.500	11/01/2038	FNAB0513
FN AD4168	54,549.73	0.00	$55,011.76	5.000	05/01/2040	FNAD4168
FN AE0478	23,536.60	0.00	$22,844.59	4.000	11/01/2040	FNAE0478
FN AE7116	6,085.21	0.00	$5,906.27	4.000	10/01/2040	FNAE7116
FN AH9410	10,335.67	0.00	$10,221.23	4.500	04/01/2041	FNAH9410
FN AT2127	304,904.04	0.01	$275,943.31	3.000	04/01/2043	FNAT2127
FN BC7891	48,616.69	0.00	$46,387.40	4.000	03/01/2046	FNBC7891
FN BK5438	838,720.72	0.02	$795,781.07	4.000	09/01/2048	FNBK5438
FN BK9609	734,702.32	0.02	$696,739.00	4.000	09/01/2048	FNBK9609
FN BM1055	344,722.89	0.01	$327,845.91	4.000	04/01/2047	FNBM1055
FN BQ9050	2,281,671.08	0.06	$1,857,324.75	2.000	12/01/2050	FNBQ9050
FN BR1317	918,078.72	0.02	$749,200.99	2.000	02/01/2051	FNBR1317
FN BR4034	1,119,544.00	0.03	$913,838.20	2.000	02/01/2051	FNBR4034
FN CA3666	385,659.26	0.01	$366,035.34	4.000	06/01/2049	FNCA3666
FN CA6592	2,492,090.66	0.07	$2,131,573.61	2.500	08/01/2050	FNCA6592
FN CA8526	2,067,492.32	0.06	$1,752,146.40	2.500	01/01/2051	FNCA8526
FN CB1272	1,070,748.72	0.03	$871,325.41	2.000	08/01/2051	FNCB1272
FN CB1381	3,748,186.64	0.11	$3,201,535.36	2.500	08/01/2051	FNCB1381
FN CB3298	50,938.96	0.00	$43,225.15	2.500	04/01/2052	FNCB3298
FN CB4917	4,013,921.98	0.15	$4,059,669.45	5.500	10/01/2052	FNCB4917
FN FA0821	3,299,881.36	0.09	$2,660,449.49	2.000	07/01/2051	FNFA0821
FN FA5159	9,383,844.39	0.30	$8,187,876.24	3.000	03/01/2056	FNFA5159
FN FM3070	1,636,001.87	0.05	$1,559,600.42	4.000	06/01/2048	FNFM3070
FN FM3229	6,654,309.53	0.23	$6,204,453.58	3.500	02/01/2047	FNFM3229
FN FM4386	202,540.55	0.00	$204,255.62	5.000	07/01/2047	FNFM4386
FN FM5301	2,228,687.10	0.06	$1,799,608.00	2.000	12/01/2050	FNFM5301
FN FM5644	796,986.80	0.02	$638,130.91	2.000	02/01/2051	FNFM5644
FN FM5733	761,110.78	0.02	$622,444.77	2.000	01/01/2051	FNFM5733
FN FM8056	2,901,979.81	0.09	$2,572,892.40	3.000	07/01/2051	FNFM8056
FN FM8162	962,140.75	0.03	$821,056.57	2.500	07/01/2051	FNFM8162
FN FM8438	1,540,753.62	0.04	$1,316,134.85	2.500	08/01/2051	FNFM8438
FN FS0396	2,923,244.46	0.08	$2,387,294.77	2.000	01/01/2052	FNFS0396
FN FS0605	4,369,560.07	0.13	$3,727,421.32	2.500	02/01/2052	FNFS0605
FN FS0704	2,184,193.07	0.07	$2,083,876.36	4.000	03/01/2047	FNFS0704
FN FS1346	3,556,142.45	0.12	$3,271,814.64	3.500	08/01/2050	FNFS1346
FN FS1446	2,325,063.93	0.08	$2,323,367.80	5.000	01/01/2051	FNFS1446
FN FS1838	5,781,339.79	0.19	$5,098,413.82	3.000	12/01/2051	FNFS1838
FN FS2660	13,241,809.67	0.41	$11,074,476.33	2.500	02/01/2052	FNFS2660
FN FS3326	1,474,865.65	0.05	$1,344,653.60	2.000	03/01/2037	FNFS3326
FN FS3856	2,694,962.20	0.09	$2,505,447.88	3.500	07/01/2050	FNFS3856
FN FS6112	2,112,164.32	0.06	$1,868,071.63	3.000	06/01/2052	FNFS6112
FN FS7430	5,326,992.39	0.18	$4,887,100.01	3.500	09/01/2052	FNFS7430
FN FS8507	498,646.69	0.01	$465,689.93	3.500	07/01/2047	FNFS8507
FN MA3563	29,944.56	0.00	$28,336.98	4.000	01/01/2049	FNMA3563
FN MA3615	84,333.14	0.00	$79,980.20	4.000	03/01/2049	FNMA3615
FN MA4047	8,669,612.84	0.26	$7,005,416.50	2.000	06/01/2050	FNMA4047
FN MA4281	97,848.21	0.00	$78,806.68	2.000	03/01/2051	FNMA4281
FN MA4305	39,636,121.11	1.19	$31,983,709.97	2.000	04/01/2051	FNMA4305
FN MA4384	3,723,235.64	0.13	$3,485,343.22	2.500	07/01/2036	FNMA4384
FN MA4404	549,536.47	0.01	$514,424.39	2.500	08/01/2036	FNMA4404
FN MA4413	6,677,315.80	0.20	$5,364,830.62	2.000	09/01/2051	FNMA4413
FN MA4563	11,354,492.94	0.35	$9,541,882.13	2.500	03/01/2052	FNMA4563
FN MA4628	1,618,019.35	0.05	$1,514,637.62	2.500	06/01/2037	FNMA4628
FN MA4653	11,015,853.37	0.35	$9,611,868.54	3.000	07/01/2052	FNMA4653
FN MA4732	3,875,007.83	0.13	$3,631,940.60	4.000	09/01/2052	FNMA4732
FN MA4784	8,121,156.89	0.29	$7,850,735.36	4.500	10/01/2052	FNMA4784
FN MA5822	6,574,361.94	0.24	$6,599,280.09	5.500	09/01/2055	FNMA5822
FN MA5823	19,466,012.41	0.74	$19,915,982.91	6.000	09/01/2055	FNMA5823
FNCL 4 9/26	70,500,000.00	2.46	$65,818,193.70	4.000	09/01/2056	01F040693
FNCL 4.5 8/26	184,000,000.00	6.59	$176,115,305.60	4.500	08/01/2056	01F042681
FNCL 5 8/26	79,400,000.00	2.91	$77,930,004.28	5.000	08/01/2056	01F050684
FNMA_01-14	380.07	n/a	$388.37	6.000	05/25/2031	FNMA_01-1
FNMA_04-T1	1,502.83	n/a	$1,527.83	6.500	01/25/2044	FNMA_04-T
FNMA_04-W11	14,559.51	0.00	$14,851.81	6.500	05/25/2044	FNMA_04-W
FNMA_04-W15	7,675.80	0.00	$7,789.11	6.000	08/25/2044	FNMA_04-W
FNMA_07-30	773,482.25	0.02	$632,604.68	0.000	04/25/2037	FNMA_07-3
FNMA_08-24	2,267,908.35	0.08	$2,275,306.72	5.000	04/25/2038	FNMA_08-2
FNMA_09-2C	169,146.00	0.00	$9,611.16	1.958	02/25/2039	FNMA_09-2
FNMA_09-68	58,489.55	0.00	$5,025.02	3.008	09/25/2039	FNMA_09-6
FNMA_17-40B	327,751.48	0.01	$295,417.16	3.500	05/25/2047	FNMA_17-4
FNMA_17-95C	114,593.23	0.00	$113,475.56	4.057	11/25/2047	FNMA_17-9
FNMA_24-38B	1,250,790.95	0.04	$1,255,457.78	4.449	01/25/2051	FNMA_24-3
FNMA_24-46C	329,592.68	0.01	$332,879.44	4.817	07/25/2054	FNMA_24-4
FNMA_99-19	5,455.70	0.00	$5,506.45	6.000	05/25/2029	FNMA_99-1
FNMA_99-T2	2,030.64	n/a	$2,072.24	7.500	01/19/2039	FNMA_99-T
FORD CREDIT AUTO OWNER TRUST FORDO	2,286,940.19	0.08	$2,299,688.51	5.100	04/15/2029	FORDO_24-
FORD MOTOR CREDIT COMPANY LLC	3,500,000.00	0.13	$3,518,545.80	5.800	03/05/2027	F
FORD MOTOR CREDIT COMPANY LLC	700,000.00	0.02	$698,507.53	2.700	08/10/2026	F
FORD MOTOR CREDIT COMPANY LLC	2,700,000.00	0.10	$2,677,912.38	5.420	04/09/2031	F
FORDF_24-1	4,500,000.00	0.16	$4,535,995.95	5.290	04/15/2029	FORDF_24-
FOUNDRY JV HOLDCO LLC	1,095,000.00	0.04	$1,149,334.12	6.150	01/25/2032	FABSJV
FOUNDRY JV HOLDCO LLC	1,520,000.00	0.06	$1,604,121.82	6.100	01/25/2036	FABSJV
FR QA4676	1,623,962.65	0.05	$1,433,141.52	3.000	11/01/2049	FRQA4676
FR QD3220	2,339,067.39	0.07	$1,992,152.82	2.500	12/01/2051	FRQD3220
FR QF0331	1,498,025.85	0.05	$1,405,209.22	4.000	09/01/2052	FRQF0331
FR QN7406	9,971,509.76	0.34	$9,091,652.66	2.000	08/01/2036	FRQN7406
FR RA5663	169,364.33	0.00	$150,133.20	3.000	08/01/2051	FRRA5663
FR RA6138	5,389,145.73	0.17	$4,602,279.26	2.500	10/01/2051	FRRA6138
FR SB0297	4,059,475.31	0.14	$3,874,777.71	3.000	03/01/2035	FRSB0297
FR SB1226	3,997,571.06	0.13	$3,652,804.14	2.000	01/01/2037	FRSB1226
FR SD2115	4,120,615.33	0.14	$3,877,827.44	4.000	09/01/2052	FRSD2115
FR SD2477	4,105,832.17	0.15	$4,168,210.44	5.500	03/01/2053	FRSD2477
FR SD3719	4,889,037.53	0.18	$4,946,925.69	5.500	09/01/2053	FRSD3719
FR SD7540	752,619.26	0.02	$642,384.70	2.500	05/01/2051	FRSD7540
FR SD7556	3,129,166.57	0.10	$2,763,584.48	3.000	08/01/2052	FRSD7556
FR SD8199	9,462,725.93	0.28	$7,603,498.06	2.000	03/01/2052	FRSD8199
FR SD8212	595,383.92	0.01	$500,217.34	2.500	05/01/2052	FRSD8212
FR SD8257	2,708,756.95	0.09	$2,616,600.98	4.500	10/01/2052	FRSD8257
FR SD8329	8,014,144.08	0.29	$7,918,511.30	5.000	06/01/2053	FRSD8329
FR SD8455	2,460,993.62	0.09	$2,546,642.10	6.500	08/01/2054	FRSD8455
FR SD8492	3,843,509.79	0.14	$3,784,697.17	5.000	01/01/2055	FRSD8492
FR ZS4740	960,033.52	0.03	$908,062.30	4.000	10/01/2047	FRZS4740
FREEPORT INDONESIA PT	335,000.00	0.01	$333,091.04	5.315	04/14/2032	FRIDPT
FREMF_17-K71	470,000.00	0.01	$462,717.40	3.753	11/25/2050	FREMF_17-
FUTURE RETAIL LTD	565,000.00	n/a	$1,418.15	5.600	01/22/2025	FRETAI
FWD GROUP HOLDINGS LTD	395,000.00	0.01	$395,801.10	5.836	09/22/2035	FWDGHD
FWD GROUP HOLDINGS LTD	250,000.00	0.00	$249,362.93	5.252	09/22/2030	FWDGHD
G2 616376	279.40	n/a	$280.92	6.000	04/20/2034	G2616376
G2 786329	2,255,576.72	0.08	$2,307,531.67	5.500	06/20/2049	G2786329
G2 MA6930	14,910,288.74	0.45	$12,257,077.41	2.000	10/20/2050	G2MA6930
G2 MA7472	15,911,423.74	0.50	$13,607,767.81	2.500	07/20/2051	G2MA7472
G2 MA7988	7,634,823.39	0.25	$6,784,091.82	3.000	04/20/2052	G2MA7988
G2 MB0091	7,738,770.19	0.28	$7,646,887.77	5.000	12/20/2054	G2MB0091
G2 MB0205	3,664,828.04	0.13	$3,685,996.82	5.500	02/20/2055	G2MB0205
G2 MB0260	4,774,246.29	0.18	$4,886,241.51	6.000	03/20/2055	G2MB0260
G2 MB0305	5,807,765.30	0.20	$5,401,833.29	4.000	04/20/2055	G2MB0305
G2 MB0310	3,760,054.87	0.14	$3,896,515.53	6.500	04/20/2055	G2MB0310
G2 MB0554	7,052,410.21	0.25	$6,777,829.56	4.500	08/20/2055	G2MB0554
G2 MB0619	9,025,847.92	0.30	$8,109,921.12	3.500	09/20/2055	G2MB0619
G2SF 4 8/26	6,000,000.00	0.20	$5,572,992.54	4.000	08/20/2056	21H040681
GACI FIRST INVESTMENT CO	539,000.00	0.01	$524,534.21	4.875	02/14/2035	PIFKSA
GALAXY PIPELINE ASSETS BIDCO LTD	603,781.04	0.02	$537,825.02	2.160	03/31/2034	ADGLXY
GASR_24-3	186,650.10	0.00	$187,828.38	5.590	10/15/2029	GASR_24-3
GBP/USD FWD 20260702	791,000.00	0.03	$1,049,219.69	0.000	07/02/2026	GBC070226
GBP/USD FWD 20260702	-1,068,377.50	-0.06	-$1,417,146.28	0.000	07/02/2026	GBP070226
GBP/USD FWD 20260702 BNYM USD	-114,537.00	-0.01	-$151,927.28	0.000	07/02/2026	MGB070226
GBP/USD FWD 20260804	114,537.00	0.00	$151,924.34	0.000	08/04/2026	GBJ080426
GBP/USD FWD 20260804	530,463.00	0.02	$703,617.53	0.000	08/04/2026	GBP080426
GC TREASURY CENTER CO LTD	610,000.00	0.02	$604,112.28	7.125	12/31/2079	PTTGC
GCAT_24-NQM2	1,872,265.35	0.07	$1,879,301.32	6.085	06/25/2059	GCAT_24-N
GCOLT 2026-1A A2	1,300,000.00	0.03	$924,597.21	3.294	01/22/2029	GCOLT 202
GEDIZ ELEKTRIK DAGITIM AS	510,000.00	0.01	$493,193.77	9.000	10/15/2029	GDZELE
GENERADORA DE GATUN SA	530,000.00	0.02	$547,775.67	6.874	09/30/2044	GATUNP
GENERAL MOTORS FINANCIAL CO INC	3,500,000.00	0.13	$3,609,818.10	5.750	02/08/2031	GM
GENERAL MOTORS FINANCIAL COMPANY I	3,575,000.00	0.13	$3,527,345.25	2.350	02/26/2027	GM
GENERAL MOTORS FINANCIAL COMPANY I	1,500,000.00	0.05	$1,503,233.40	5.100	09/15/2031	GM
GEORGIA GLOBAL UTILITIES	275,000.00	0.01	$287,021.30	8.875	07/25/2029	CGEOLN
GEORGIA POWER COMPANY	2,100,000.00	0.07	$2,101,096.62	4.700	05/15/2032	SO
GEORGIAN RAILWAY JSC	200,000.00	0.00	$192,027.78	4.000	06/17/2028	GRAIL
GEWMC_06-1	1,479,946.57	0.02	$605,765.96	4.063	08/25/2036	GEWMC_06-
GILDAN ACTIVEWEAR INC.	3,515,000.00	0.12	$3,450,367.23	4.700	10/07/2030	GILCN
GILEAD SCIENCES INC	1,755,000.00	0.06	$1,749,833.81	4.600	05/20/2031	GILD
GLATFELTER CORP	3,455,000.00	0.12	$3,375,759.58	7.250	11/15/2031	MAGN
GLOBAL MEDICAL RESPONSE INC	1,120,000.00	0.04	$1,161,328.00	7.375	10/01/2032	AIMEGR
GLP CAPITAL LP	2,600,000.00	0.09	$2,500,514.12	4.000	01/15/2030	GLPI
GMACM_06-J1	9,311.28	0.00	$8,031.91	5.750	04/25/2036	GMACM_06-
GN 785600	3,139,953.81	0.10	$2,817,981.38	3.000	08/15/2045	GN785600
GN 786468	1,331,934.10	0.05	$1,382,933.19	5.500	10/15/2042	GN786468
GN BT0809	274,013.77	0.00	$243,335.24	3.000	03/15/2050	GNBT0809
GN MA8269	1,171,533.04	0.04	$1,163,038.14	5.000	09/20/2052	GNMA8269
GNMA_08-65	150,773.54	n/a	$675.03	2.246	08/20/2038	GNMA_08-6
GNMA_09-2	525,232.01	0.00	$6,214.70	2.066	01/20/2039	GNMA_09-2
GNMA_11-H21	269,329.74	0.01	$270,309.67	4.420	10/20/2061	GNMA_11-H
GNMA_11-H23	274,513.98	0.01	$274,914.06	4.461	10/20/2061	GNMA_11-H
GNMA_12-H08	34,149.25	0.00	$34,165.10	4.361	03/20/2062	GNMA_12-H
GNMA_12-H18	25,020.88	0.00	$25,009.59	4.281	08/20/2062	GNMA_12-H
GNMA_12-H29	636,617.01	0.02	$636,071.24	4.276	10/20/2062	GNMA_12-H
GNMA_13-113	424,984.33	0.01	$391,119.37	3.000	05/20/2043	GNMA_13-1
GNMA_15-H10A	1,662,118.57	0.06	$1,664,242.26	4.361	04/20/2065	GNMA_15-H
GNMA_15-H11	160,985.44	0.00	$161,116.08	4.311	05/20/2065	GNMA_15-H
GNMA_15-H12	716,659.90	0.02	$717,659.35	4.361	05/20/2065	GNMA_15-H
GNMA_15-H20	185,449.81	0.00	$185,721.94	4.361	08/20/2065	GNMA_15-H
GNMA_15-H30	8,703.15	0.00	$8,707.85	4.361	10/20/2065	GNMA_15-H
GNMA_16-H06	173,084.77	0.00	$174,213.78	4.681	07/20/2065	GNMA_16-H
GNMA_17-163	1,589,382.38	0.05	$1,463,071.62	3.500	11/20/2047	GNMA_17-1
GNMA_25-170D	442,391.68	0.01	$443,847.02	4.762	10/20/2055	GNMA_25-1
GNMA_25-204J	980,530.86	0.03	$983,792.40	4.893	12/20/2055	GNMA_25-2
GNRT 2022-10A D1R	600,000.00	0.02	$599,290.20	6.514	01/22/2038	GNRT_22-1
GOLDEN ST TOB SECURITIZATION C	1,700,000.00	0.05	$1,593,529.00	2.587	06/01/2029	GLDGEN
GOLDMAN SACHS FIN SQ GV-FST	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	FGTXX
GOLDMAN SACHS GROUP INC/THE	6,100,000.00	0.22	$6,048,476.96	4.223	05/01/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,400,000.00	0.12	$3,377,989.42	3.615	03/15/2028	GS
GOLDMAN SACHS GROUP INC/THE	9,350,000.00	0.34	$9,298,023.35	1.542	09/10/2027	GS
GOLDMAN SACHS GROUP INC/THE	2,100,000.00	0.07	$2,123,003.82	5.207	01/28/2031	GS
GOLDMAN SACHS GROUP INC/THE	2,635,000.00	0.09	$2,661,725.22	5.218	04/23/2031	GS
GOLDMAN SACHS GROUP INC/THE	600,000.00	0.02	$601,775.52	4.937	04/23/2028	GS
GOLDMAN SACHS GROUP INC/THE	3,560,000.00	0.13	$3,477,107.54	5.065	01/21/2037	GS
GOLDMAN SACHS GROUP INC/THE	1,800,000.00	0.06	$1,766,390.22	4.516	01/21/2032	GS
GOLDMAN SACHS GROUP INC/THE	5,195,000.00	0.20	$5,389,540.28	6.484	10/24/2029	GS
GOLDMAN SACHS GROUP INC/THE	6,355,000.00	0.23	$6,393,300.95	5.049	07/23/2030	GS
GOLDMAN SACHS GROUP INC/THE	1,385,000.00	0.05	$1,379,836.58	5.094	04/20/2034	GS
GOLDMAN SACHS GROUP INC/THE	2,300,000.00	0.08	$2,287,315.96	4.594	04/20/2030	GS
GOLDMAN SACHS GROUP INC/THE	3,120,000.00	0.11	$3,040,371.36	5.387	02/02/2041	GS
GOLDMAN SACHS GROUP INC/THE	1,805,000.00	0.06	$1,806,400.86	4.656	06/03/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,175,000.00	0.11	$3,173,854.78	4.972	06/03/2032	GS
GOVERNMENT OF JAMAICA	949,018.78	0.03	$963,254.06	6.750	12/15/2036	KINAIR
GOVERNMENT OF THE REPUBLIC OF BENI	200,000.00	0.00	$212,826.94	7.960	02/13/2038	BENIN
GOVERNMENT OF THE REPUBLIC OF ECUA	935,000.00	0.03	$962,115.00	9.250	01/29/2039	ECUA
GREEN PALM BIDCO SARL	565,000.00	0.02	$571,306.30	5.957	06/30/2041	GNPALM
GREENSAIF PIPELINES BIDCO SA RL	550,000.00	0.02	$581,340.10	6.510	02/23/2042	GASBCM
GRUPO AEROMEXICO	5.00	n/a	$9.05	0.000	-	AERO*
GRUPO AEROMEXICO S A B DE C V AMER	45,231.00	0.03	$814,158.00	0.000	-	AERO
GRUPO NUTRESA SA	470,000.00	0.01	$498,529.00	8.000	05/12/2030	NUTRES
GSAMP_06-FM3	656,477.39	0.01	$296,685.31	4.223	11/25/2036	GSAMP_06-
GSAMP_07-SEA1	207,770.67	0.00	$206,621.72	4.063	12/25/2036	GSAMP_07-
GSK CONSUMER HEALTHCARE CAPITAL US	500,000.00	0.01	$484,420.30	3.375	03/24/2029	HLNLN
GSMS_17-GS5	1,280,000.00	0.04	$1,268,959.74	3.674	03/10/2050	GSMS_17-G
GSMS_19-GC39	1,250,000.00	0.04	$1,195,298.75	3.567	05/10/2052	GSMS_19-G
GSMS_19-GC42	5,000,000.00	0.17	$4,715,106.50	3.001	09/01/2052	GSMS_19-G
GSMSCII_17-GS6	1,935,000.00	0.07	$1,909,263.92	3.433	05/10/2050	GSMSCII_1
GSR_07-AR1	298,701.26	0.00	$150,119.46	3.824	03/25/2047	GSR_07-AR
GUATEMALA GOVERNMENT BOND	400,000.00	0.01	$427,992.00	6.550	02/06/2037	GUATEM
HANWHA LIFE INSURANCE CO LTD	420,000.00	0.01	$433,125.00	6.300	06/24/2055	HLINSU
HARVEST FUNDING PLC	1,000,000.00	0.04	$1,326,650.29	4.651	11/15/2069	HRVST
HARVT 16A AR3	720,000.00	0.03	$823,927.40	3.464	10/15/2038	HARVT
HASC_06-HE1	19,289.47	0.00	$6,451.80	3.863	10/25/2036	HASC_06-H
HAZINE MUSTESARLIGI VARLIK KIRALAM	200,000.00	0.00	$201,583.76	6.500	04/26/2030	TURKSK
HCA INC	2,000,000.00	0.07	$2,028,265.00	5.250	03/01/2030	HCA
HCA INC	3,400,000.00	0.12	$3,348,328.84	4.125	06/15/2029	HCA
HCA INC	4,500,000.00	0.15	$4,270,119.30	3.500	09/01/2030	HCA
HCA INC	1,460,000.00	0.05	$1,450,924.49	5.300	05/15/2036	HCA
HERC HLDGS ESCROW INC	420,000.00	0.01	$438,167.94	7.250	06/15/2033	HRI
HILCORP ENERGY I LP	710,000.00	0.02	$688,136.62	6.000	02/01/2031	HILCRP
HILCORP ENERGY I LP	675,000.00	0.02	$653,802.37	6.250	04/15/2032	HILCRP
HILT_16-SFP	2,500,000.00	0.07	$2,062,450.00	2.828	11/05/2035	HILT_16-S
HILTON DOMESTIC OPERATING COMPANY	1,088,890.72	0.04	$1,092,187.88	5.417	11/08/2030	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$641,030.32	3.625	02/15/2032	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$661,867.50	4.000	05/01/2031	HLT
HILTON GRAND VACATIONS BORROWER LL	900,000.00	0.03	$879,578.37	5.000	06/01/2029	HGVLLC
HOLCIM FINANCE (LUXEMBOURG) SA	1,100,000.00	0.04	$1,096,808.52	0.500	04/23/2031	HOLNSW
HONDURAS REPUBLIC OF	200,000.00	0.00	$232,078.00	8.625	11/27/2034	HONDUR
HONEYWELL AEROSPACE INC	2,535,000.00	0.09	$2,497,242.70	4.950	03/16/2036	HONA
HOWDEN UK REFINANCE PLC	3,738,000.00	0.13	$3,623,724.48	7.250	02/15/2031	HWDGRP
HSBC HOLDINGS PLC	500,000.00	0.01	$503,489.10	5.210	08/11/2028	HSBC
HSBC HOLDINGS PLC	3,800,000.00	0.13	$3,682,564.42	2.013	09/22/2028	HSBC
HSBC HOLDINGS PLC	500,000.00	0.02	$664,837.47	5.875	12/31/2079	HSBC
HSBC HOLDINGS PLC	2,700,000.00	0.09	$2,501,717.13	2.848	06/04/2031	HSBC
HSBC HOLDINGS PLC	1,000,000.00	0.03	$897,956.20	2.871	11/22/2032	HSBC
HSBC HOLDINGS PLC	1,985,000.00	0.07	$1,976,834.70	4.711	05/12/2030	HSBC
HTA GROUP LTD	330,000.00	0.01	$334,265.35	6.750	04/01/2031	HLSTWR
HTA GROUP LTD	365,000.00	0.01	$373,886.22	7.500	06/04/2029	HLSTWR
HUNGARIAN DEVELOPMENT BA	215,000.00	0.00	$221,548.75	6.500	06/29/2028	MAGYAR
HUNGARIAN FORINT	168.16	n/a	$0.54	0.000	-	HUF
HUNGARY (GOVERNMENT)	277,000.00	0.01	$302,022.02	6.750	09/25/2052	REPHUN
HUTAMA KARYA PERSERO PT	454,000.00	0.01	$432,496.38	3.750	05/11/2030	HAKAIJ
HY_26-10HY	1,000,000.00	0.03	$1,003,754.40	5.328	12/11/2031	HY_26-10H
HYUNDAI CAPITAL SERVICES INC	330,000.00	0.01	$332,687.36	5.250	01/22/2028	HYUCAP
ICE CDS SELL PROTECTION 5.00 USD 1	275,000.00	0.00	$24,009.27	5.000	06/20/2028	ICE
ICE CDS SELL PROTECTION 5.00 USD 1	240,000.00	0.00	$5,440.02	0.050	12/20/2026	ICE
ICE: (BRITEL)	1,600,000.00	0.00	$34,360.48	0.000	12/20/2028	ICE
ICE: (CDX.NA.IG.37.V1)	300,000.00	n/a	$1,282.77	0.010	12/20/2026	ICE
ICE: (CDX.NA.IG.46.V1)	3,100,000.00	0.00	$68,056.54	0.000	06/20/2031	ICE
ICE: (ITRAXX.EUR.45.V1)	80,000.00	n/a	$2,050.05	0.000	06/20/2031	ICE
ICL GROUP LTD	895,000.00	0.03	$895,084.26	6.036	06/16/2036	ICLIT
ICON PARENT INC	0.72	n/a	$0.68	6.983	11/13/2031	INST
IDR/USD FWD 20260706	-18,769,954,245.00	-0.04	-$1,047,614.21	0.000	07/06/2026	IDP070626
IDR/USD FWD 20260706	6,869,945,119.00	0.01	$383,434.72	0.000	07/06/2026	IDJ070626
IDR/USD FWD 20260706	11,920,033,440.00	0.02	$665,297.12	0.000	07/06/2026	IDC070626
IDR/USD FWD 20260727	-28,249,458,400.00	-0.06	-$1,573,599.21	0.000	07/27/2026	IDP072726
IDR/USD FWD 20260803	-8,812,503,000.00	-0.02	-$490,621.99	0.000	08/03/2026	IDP080326
IDR/USD FWD 20260916	-6,908,121,246.00	-0.02	-$383,324.53	0.000	09/16/2026	IDJ091626
IDR/USD FWD 20260916	-20,753,501,390.00	-0.05	-$1,151,590.40	0.000	09/16/2026	IDD091626
IDR/USD FWD 20260916	-22,653,201,458.00	-0.05	-$1,257,002.79	0.000	09/16/2026	IDC091626
IDR/USD FWD 20260916	10,064,202,942.00	0.02	$558,452.25	0.000	09/16/2026	IDG091626
IDR/USD FWD 20260916	44,731,035,775.00	0.09	$2,482,079.06	0.000	09/16/2026	IDP091626
IDR/USD FWD 20261216	16,121,375,902.00	0.03	$888,406.01	0.000	12/16/2026	IDC121626
IDR/USD FWD 20261216	3,259,967,900.00	0.00	$179,648.13	0.000	12/16/2026	IDD121626
IDR/USD FWD 20261216	5,030,874,700.00	0.01	$277,238.08	0.000	12/16/2026	IDP121626
IHS HOLDING LTD	605,000.00	0.02	$632,964.92	8.250	11/29/2031	IHS
ILS/USD FWD 20260707	-3,773,283.48	-0.05	-$1,268,205.25	0.000	07/07/2026	ILJ070726
ILS/USD FWD 20260721	-557,281.98	-0.01	-$187,373.85	0.000	07/21/2026	ILA072126
ILS/USD FWD 20260721	-3,069,812.51	-0.04	-$1,032,157.17	0.000	07/21/2026	ILC072126
ILS/USD FWD 20260721	-2,753,206.53	-0.04	-$925,705.35	0.000	07/21/2026	ILP072126
ILS/USD FWD 20260805	-9,740,215.44	-0.13	-$3,276,176.23	0.000	08/05/2026	ILJ080526
ILS/USD FWD 20260805	-2,860,574.80	-0.04	-$962,170.42	0.000	08/05/2026	ILC080526
ILS/USD FWD 20260812	-427,608.17	-0.01	-$143,851.34	0.000	08/12/2026	ILC081226
ILS/USD FWD 20260812	-1,287,839.03	-0.02	-$433,240.96	0.000	08/12/2026	ILJ081226
ILS/USD FWD 20260812	-909,384.77	-0.02	-$305,925.45	0.000	08/12/2026	ILA081226
ILS/USD FWD 20260812	-253,000.00	-0.01	-$85,111.54	0.000	08/12/2026	ILP081226
INABS_07-A	877,488.07	0.02	$592,282.33	4.003	04/25/2037	INABS_07-
INDI 2A A	1,100,000.00	0.04	$1,257,624.17	3.404	07/15/2038	INDI_2A-A
INDOFOOD CBP SUKSES MAKMUR TBK PT	500,000.00	0.01	$457,720.75	3.398	06/09/2031	ICBPIJ
INEOS (INEOS FINANCE PLC)	138,939.41	0.00	$128,171.61	6.887	02/19/2030	INEGRP
INEOS STYROLUTION GROUP GMBH	300,000.00	0.01	$337,486.69	2.250	01/16/2027	STYRO
INFRA PARK SAS	1,700,000.00	0.07	$1,896,906.63	1.625	04/19/2028	VPARKI
ING GROEP NV	3,000,000.00	0.11	$2,957,979.90	3.875	12/31/2079	INTNED
INR/USD FWD 20260706	-956,529.24	-0.01	-$10,103.64	0.000	07/06/2026	INA070626
INR/USD FWD 20260706	956,365.19	0.00	$10,101.91	0.000	07/06/2026	INP070626
INR/USD FWD 20260720	163,730,467.44	0.06	$1,727,598.75	0.000	07/20/2026	IND072026
INR/USD FWD 20260720	222,906,928.94	0.08	$2,351,998.00	0.000	07/20/2026	INP072026
INR/USD FWD 20260727	89,710,868.80	0.03	$946,047.43	0.000	07/27/2026	INP072726
INR/USD FWD 20260729	134,228,482.00	0.05	$1,415,280.11	0.000	07/29/2026	INP072926
INR/USD FWD 20260803	165,926,250.00	0.06	$1,748,756.88	0.000	08/03/2026	INP080326
INR/USD FWD 20260818	22,748,413.35	0.00	$239,447.15	0.000	08/18/2026	ING081826
INR/USD FWD 20260818	-233,929,311.33	-0.10	-$2,462,312.72	0.000	08/18/2026	INP081826
INR/USD FWD 20260818	231,064,223.39	0.09	$2,432,155.14	0.000	08/18/2026	INC081826
INR/USD FWD 20260916	133,754,925.33	0.05	$1,404,274.77	0.000	09/16/2026	ING091626
INR/USD FWD 20260916	-9,637,688.10	-0.01	-$101,184.78	0.000	09/16/2026	INC091626
INR/USD FWD 20260916	5,907,240.03	0.00	$62,019.31	0.000	09/16/2026	INA091626
INR/USD FWD 20260916	71,481,111.91	0.02	$750,470.47	0.000	09/16/2026	INP091626
INR/USD FWD 20260916	-22,353,281.71	-0.01	-$234,684.07	0.000	09/16/2026	INJ091626
INR/USD FWD 20260930	43,808,528.49	0.01	$459,365.12	0.000	09/30/2026	INJ093026
INTERNATIONAL CONTAINER TERMINAL S	245,000.00	0.00	$245,789.49	4.750	06/17/2030	ICTPM
INTESA SANPAOLO SPA	200,000.00	0.00	$233,920.50	7.750	12/31/2079	ISPIM
INTESA SANPAOLO SPA	1,300,000.00	0.04	$1,271,025.60	4.000	09/23/2029	ISPIM
IRB HOLDING CORP	2,989,767.49	0.11	$2,993,710.99	6.164	12/15/2030	ARGIHC
IRON MOUNTAIN INC	661,000.00	0.02	$651,512.67	5.250	07/15/2030	IRM
IRON MOUNTAIN INFORMATION MANAGEME	2,105,000.00	0.07	$2,023,713.53	5.000	07/15/2032	IRM
IRS AUD 4.5 06.18.25 10Y LCH	26,000,000.00	-0.02	-$406,634.02	0.000	06/18/2035	LCH
IRS EUR 1.00000 05/13/22-5Y LCH	4,100,000.00	-0.01	-$66,037.54	1.000	05/13/2027	LCH
IRS EUR 2.22 01.08.25 10Y LCH	80,000.00	-0.01	-$4,410.54	0.000	01/08/2035	LCH
IRS EUR 2.46 04.01.25 10Y LCH	1,100,000.00	-0.01	-$39,500.52	0.000	04/01/2035	LCH
IRS EUR 2.5 09.16.26 5Y LCH	14,900,000.00	-0.01	-$195,803.41	0.000	09/16/2031	LCH
IRS EUR 2.75 09.16.26 10Y LCH	22,450,000.00	-0.02	-$402,582.93	0.000	09/16/2036	LCH
IRS EUR 3.0 09.16.26 30Y LCH	6,790,000.00	0.00	$124,190.36	0.000	09/16/2056	LCH
IRS USD SOFR 1.75 12-21-22 30Y CME	17,000,000.00	0.25	$6,701,782.94	1.750	12/23/2052	CME
IRSA INVERSIONES Y REPRESENTACIONE	430,000.00	0.01	$447,200.00	8.000	03/31/2035	IRSAAR
IRV_25-200P	4,000,000.00	0.15	$4,030,685.60	5.295	03/14/2047	IRV_25-20
ISRAEL (STATE OF)	1,200,000.00	0.04	$1,216,945.20	5.375	02/19/2030	ISRAEL
ISRAEL (STATE OF)	1,400,000.00	0.05	$1,415,144.36	5.375	03/12/2029	ISRAEL
ISRAEL ELECTRIC CORP LTD	310,000.00	0.01	$308,994.76	5.633	01/28/2038	ISRELE
ISRAEL GOVT EM SP CBK CD SWAP	2,200,000.00	0.00	$17,619.64	1.000	06/20/2027	OTC
ISRAELI SHEKEL	116.80	n/a	$39.25	0.000	-	ILS
JAPAN (GOVERNMENT OF) 20YR #191	610,000,000.00	0.11	$2,977,649.37	2.000	12/20/2044	JGB
JAPAN (GOVERNMENT OF) 20YR #192	221,000,000.00	0.04	$1,147,291.68	2.400	03/20/2045	JPB
JAPAN (GOVERNMENT OF) 30YR #85	470,000,000.00	0.07	$2,101,363.51	2.300	12/20/2054	JGB
JAPAN (GOVERNMENT OF) 30YR #86	271,000,000.00	0.04	$1,240,929.83	2.400	03/20/2055	JGB
JAPAN (GOVERNMENT OF) 30YR #90	630,150,000.00	0.14	$3,750,031.00	3.700	03/20/2056	JGB
JAPANESE YEN	151,209,875.00	0.03	$929,978.63	0.000	-	JPY
JAPFA PTE LTD	470,000.00	0.01	$469,858.58	7.950	05/12/2031	JAPSP
JBS NV/USA FOODS/FOOD CO	2,070,000.00	0.07	$2,062,661.85	5.625	03/10/2037	JBS
JEFFERIES FINANCE LLC	688,015.08	0.02	$688,337.76	7.093	10/21/2031	JEFFIN
JEFFERIES FINANCIAL GROUP INC	1,155,000.00	0.04	$1,182,515.68	6.200	04/14/2034	JEF
JEFFERIES FINANCIAL GROUP INC	1,365,000.00	0.05	$1,347,827.21	5.125	04/28/2031	JEF
JEFFERIES GROUP INC	331,000.00	0.01	$336,204.41	6.450	06/08/2027	JEF
JPALT_07-A2A	2,502,889.88	0.04	$1,242,426.28	4.123	06/25/2037	JPALT_07-
JPM_06-A6	127,178.72	0.00	$100,092.31	5.264	10/25/2036	JPM_06-A6
JPMCC_16-JP2	1,250,000.00	0.04	$1,239,807.25	3.056	08/15/2049	JPMCC_16-
JPMDB_16-C2	394,880.69	0.01	$388,953.53	3.144	06/15/2049	JPMDB_16-
JPMDB_16-C4	852,517.24	0.03	$847,147.92	3.141	12/15/2049	JPMDB_16-
JPMDB_17-C7	2,395,000.00	0.08	$2,355,673.14	3.409	10/15/2050	JPMDB_17-
JPMMT_06-A7	22,543.36	0.00	$18,733.16	4.384	01/25/2037	JPMMT_06-
JPMMT_07-A1	17,834.56	0.00	$17,561.69	5.276	07/25/2035	JPMMT_07-
JPMMT_14-2	21,186.23	0.00	$20,842.89	3.308	06/25/2029	JPMMT_14-
JPMMT_14-2	21,186.23	0.00	$20,850.66	3.308	06/25/2029	JPMMT_14-
JPMMT_15-4	116,441.11	0.00	$107,806.70	3.507	06/25/2045	JPMMT_15-
JPMMT_15-4	272,440.30	0.00	$252,953.60	3.507	06/25/2045	JPMMT_15-
JPMMT_15-5	1,684.02	n/a	$1,680.71	5.216	05/25/2045	JPMMT_15-
JPMMT_15-6	85,170.70	0.00	$82,424.52	3.509	10/25/2045	JPMMT_15-
JPMMT_15-6	82,868.79	0.00	$80,127.23	3.509	10/25/2045	JPMMT_15-
JPMMT_16-4	124,249.09	0.00	$117,155.34	3.763	10/25/2046	JPMMT_16-
JPMMT_16-4	226,698.94	0.00	$213,030.60	3.763	10/25/2046	JPMMT_16-
JPMMT_17-1	643,983.71	0.02	$580,047.01	3.444	01/25/2047	JPMMT_17-
JPMMT_21-13	1,782,304.80	0.05	$1,524,787.96	3.156	04/25/2052	JPMMT_21-
JPMORGAN CHASE & CO	6,365,000.00	0.23	$6,322,877.70	1.470	09/22/2027	JPM
JPMORGAN CHASE & CO	1,400,000.00	0.05	$1,404,212.74	4.851	07/25/2028	JPM
JPMORGAN CHASE & CO	500,000.00	0.01	$452,788.10	2.963	01/25/2033	JPM
JPMORGAN CHASE & CO	1,100,000.00	0.04	$1,089,067.76	2.947	02/24/2028	JPM
JPMORGAN CHASE & CO	5,500,000.00	0.18	$5,070,855.90	2.522	04/22/2031	JPM
JPMORGAN CHASE & CO	1,500,000.00	0.05	$1,491,716.55	4.452	12/05/2029	JPM
JPMORGAN CHASE & CO	1,340,000.00	0.05	$1,351,358.64	5.571	04/22/2028	JPM
JPMORGAN CHASE & CO	2,940,000.00	0.11	$3,147,767.74	6.254	10/23/2034	JPM
JPMORGAN CHASE & CO	1,635,000.00	0.06	$1,653,750.83	5.103	04/22/2031	JPM
JPMORGAN CHASE & CO	2,855,000.00	0.10	$2,822,681.40	4.622	04/23/2032	JPM
JPMORGAN CHASE & CO	3,215,000.00	0.11	$3,193,057.95	5.148	04/23/2037	JPM
JPMORGAN CHASE & CO	1,900,000.00	0.07	$1,884,085.79	4.408	04/23/2030	JPM
JPMORGAN CHASE & CO	2,090,000.00	0.07	$2,117,097.06	6.100	12/31/2079	JPM
JPMORGAN CHASE & CO	4,470,000.00	0.16	$4,397,913.20	5.193	02/05/2037	JPM
JPMORGAN CHASE BANK NA	4,000,000.00	0.15	$4,014,566.40	5.110	12/08/2026	JPM
JPN 10YR BOND (OSE) SEP 26	-17.00	-0.51	-$13,358,897.88	0.000	09/14/2026	JBU6
JPY/USD FWD 20260702	-95,000,000.00	-0.03	-$584,364.79	0.000	07/02/2026	JPJ070226
JPY/USD FWD 20260702	374,600,863.00	0.08	$2,304,247.94	0.000	07/02/2026	JPG070226
JPY/USD FWD 20260702	375,657,834.00	0.08	$2,310,749.59	0.000	07/02/2026	JPP070226
JPY/USD FWD 20260702	317,357,407.00	0.07	$1,952,131.52	0.000	07/02/2026	JPA070226
JPY/USD FWD 20260702 BNYM USD	-929,132,364.00	-0.22	-$5,715,286.71	0.000	07/02/2026	MJP070226
JPY/USD FWD 20260804	926,716,654.00	0.21	$5,716,187.21	0.000	08/04/2026	JPD080426
JSC KASPI.KZ	540,000.00	0.02	$546,553.55	6.250	03/26/2030	JSCKSP
JTI FIN SERIVES NA LLC	8,350,000.00	0.31	$8,318,035.37	0.000	08/06/2026	JTIFI
JUL26 TYU6 C @ 110.25	-17.00	-0.01	-$4,515.63	0.000	07/17/2026	3MN26C
JUL26 TYU6 C @ 110.5	-31.00	n/a	-$968.75	0.000	07/02/2026	1MN26C
JUL26 TYU6 C @ 111.0	-19.00	n/a	-$1,484.38	0.000	07/17/2026	3MN26C
JUL26 TYU6 P @ 108.75	-17.00	n/a	-$1,593.75	0.000	07/17/2026	3MN26P
JUL26 TYU6 P @ 108.75	-31.00	0.00	$0.00	0.000	07/02/2026	1MN26P
JUL26 TYU6 P @ 109.25	-19.00	-0.01	-$3,562.50	0.000	07/17/2026	3MN26P
JYSKE REALKREDIT A/S	0.92	n/a	$0.11	1.500	10/01/2053	JYKRE
KAZAKHSTAN TEMIR ZHOLY FINANCE BV	905,000.00	0.03	$878,374.00	5.250	04/29/2036	KTZKZ
KENYA (REPUBLIC OF)	200,000.00	0.00	$212,894.96	9.500	03/05/2036	KENINT
KEYBANK NATIONAL ASSOCIATION	995,000.00	0.03	$1,011,180.69	5.850	11/15/2027	KEY
KINGDOM OF JORDAN	225,000.00	0.00	$222,408.61	5.750	11/12/2032	JORDAN
KOOKMIN BANK	550,000.00	0.01	$498,671.09	2.500	11/04/2030	CITNAT
KOREA HYDRO & NUCLEAR POWER CO LTD	480,000.00	0.01	$476,949.17	4.500	06/16/2031	KOHNPW
KRW/USD FWD 20260706	394,607,611.00	0.00	$255,053.35	0.000	07/06/2026	KRP070626
KRW/USD FWD 20260706	-93,128,396.00	-0.01	-$60,193.24	0.000	07/06/2026	KRJ070626
KRW/USD FWD 20260706	-301,375,733.00	-0.01	-$194,793.23	0.000	07/06/2026	KRG070626
KRW/USD FWD 20260715	301,332,794.00	0.00	$194,827.97	0.000	07/15/2026	KRG071526
KRW/USD FWD 20260715	-315,804,334.00	-0.01	-$204,184.60	0.000	07/15/2026	KRP071526
KRW/USD FWD 20260715	149,488,060.00	0.00	$96,652.13	0.000	07/15/2026	KRC071526
KRW/USD FWD 20260715	-1,493,392,307.00	-0.04	-$965,558.99	0.000	07/15/2026	KRA071526
KRW/USD FWD 20260715	156,300,374.00	0.00	$101,056.66	0.000	07/15/2026	KRJ071526
KRW/USD FWD 20260727	1,075,996,600.00	0.02	$695,783.95	0.000	07/27/2026	KRP072726
KUWAIT INTL BOND	1,400,000.00	0.05	$1,397,631.06	4.804	04/20/2033	KUWIB
LAS VEGAS SANDS CORP	1,900,000.00	0.07	$1,923,331.81	5.625	06/15/2028	LVS
LATAM AIRLINES GROUP SA	495,000.00	0.01	$515,666.25	7.875	04/15/2030	LTMCI
LBMLT_06-1	2,110,987.06	0.07	$1,892,367.54	4.363	02/25/2036	LBMLT_06-
LBMLT_06-7	1,949,243.45	0.03	$1,020,480.60	4.073	08/25/2036	LBMLT_06-
LBTY 2026-225L D	4,000,000.00	0.14	$3,936,936.80	5.708	02/10/2031	LBTY 2026
LBTY_26-225L	3,700,000.00	0.13	$3,635,556.73	4.593	02/10/2031	LBTY_26-2
LCH - RFR USD SOFR/3.77500 03/03/26-10Y - MS - 03-03-2036 PAYFIX_C CONTRACT SWCOIR	1,600,000.00	0.00	$30,351.87	0.000	03/03/2036	SWU02NOS8
LCH -RFR USD SOFR/3.74800 03/03/26-10Y - MS - 03-03-2036 PAYFIX_C CONTRACT SWCOIR	300,000.00	0.00	$6,338.86	0.000	03/03/2036	SWU02NMD3
LD CELULOSE SA	355,000.00	0.01	$371,620.00	7.950	01/26/2032	LNZAV
LEBANON (REPUBLIC OF)	465,000.00	0.00	$116,366.16	0.000	03/23/2027	LEBAN
LEIDOS INC	735,000.00	0.02	$744,719.05	5.400	03/15/2032	LDOS
LEIDOS INC	2,855,000.00	0.10	$2,750,955.24	5.000	03/15/2036	LDOS
LEXT 2026-450 A	6,570,000.00	0.24	$6,580,265.63	4.977	03/15/2043	LEXT 2026
LGATE_06-1X	469,228.80	0.02	$615,856.45	3.732	12/01/2060	LGATE_06-
LGATE_08-W1X	174,443.20	0.00	$231,390.18	3.732	01/01/2061	LGATE_08-
LIGHTNING POWER LLC	1,320,834.60	0.04	$1,323,900.26	5.914	08/18/2031	LIGPLL
LLOYDS BANKING GROUP PLC	1,400,000.00	0.05	$1,392,860.70	3.750	03/18/2028	LLOYDS
LLOYDS BANKING GROUP PLC ICE	1,700,000.00	0.00	$10,854.15	0.000	12/20/2030	ICE
LMT_07-10	1,142,998.14	0.01	$280,610.73	6.500	01/25/2038	LMT_07-10
LOGICOR FINANCING SARL	3,400,000.00	0.14	$3,877,059.91	3.250	11/13/2028	LOGICR
LONG GILT SEP 26	21.00	0.09	$2,484,984.69	0.000	09/28/2026	G U6
LONG TERM RECEIVABLES	-1,992,018.35	-0.08	-$1,992,018.35	0.000	-	SECNCAHUS
LSEG US FIN CORP	1,550,000.00	0.05	$1,539,036.08	0.000	09/01/2026	LSELN
LSEG US FIN CORP	3,250,000.00	0.12	$3,226,642.25	0.000	09/02/2026	LSELN
LSEG US FIN CORP	5,100,000.00	0.18	$5,072,691.03	0.000	08/17/2026	LSELN
LYB INTERNATIONAL FINANCE III LLC	3,775,000.00	0.14	$3,786,745.54	5.875	01/15/2036	LYB
MADCMT_25-11MD	6,200,000.00	0.23	$6,145,397.22	4.754	10/15/2042	MADCMT_25
MAGNE 2025-45A D1	750,000.00	0.02	$748,665.00	6.173	04/15/2038	MAGNE_25-
MAGNE 2025-51A A1	10,300,000.00	0.38	$10,312,277.60	4.867	10/25/2038	MAGNE_51-
MALAYSIAN RINGGIT	27.50	n/a	$6.74	0.000	-	MYR
MALT_04-5	6,649.44	0.00	$6,785.42	7.000	06/25/2034	MALT_04-5
MANSD_07-1X	138,704.07	0.00	$183,533.25	3.732	04/15/2047	MANSD_07-
MARCOBRE SAC	490,000.00	0.01	$485,467.50	5.750	01/22/2036	MARSAC
MARM_04-4	17,457.92	0.00	$17,009.22	5.296	05/25/2034	MARM_04-4
MARRIOTT INTERNATIONAL INC	900,000.00	0.03	$828,621.36	3.500	10/15/2032	MAR
MASTR_04-3	435.65	n/a	$449.48	7.000	04/25/2034	MASTR_04-
MAUSER PACKAGING SOLUTIONS HOLDING	2,064,000.00	0.07	$2,111,172.72	7.875	04/15/2030	BWY
MAZOON ASSET COMPANY SAOC	200,000.00	0.00	$201,193.28	5.250	10/09/2031	MAZOON
MCCP 2024-3A A	4,000,000.00	0.14	$4,000,584.00	4.935	01/20/2035	ATLAVE_24
MCLO_21-16R-A1R	1,250,000.00	0.04	$1,250,951.25	4.783	04/15/2034	MCLO_21-1
MCMLT_19-1	2,366,520.92	0.08	$2,319,361.84	3.250	10/25/2069	MCMLT_19-
MDPK 2018-27A D1R	850,000.00	0.03	$830,750.90	6.525	04/20/2038	MDPK_18-2
MEDLINE BORROWER LP & MEDLINE CO-I	1,550,000.00	0.05	$1,541,735.87	5.250	06/15/2033	MEDIND
MEDLINE BORROWER LP & MEDLINE CO-I	2,635,000.00	0.09	$2,623,902.96	5.000	06/15/2031	MEDIND
MELCO RESORTS FINANCE LTD	415,000.00	0.01	$425,143.55	7.625	04/17/2032	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$198,938.46	5.750	07/21/2028	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$194,969.62	5.375	12/04/2029	MPEL
MERCK & CO INC	910,000.00	0.03	$899,031.50	3.850	03/15/2029	MRK
MERCK & CO INC	2,425,000.00	0.08	$2,379,706.09	4.150	03/15/2031	MRK
MERCK & CO INC	2,130,000.00	0.08	$2,157,229.28	5.200	05/22/2036	MRK
META PLATFORMS INC	2,440,000.00	0.09	$2,430,443.74	6.300	05/15/2056	META
META PLATFORMS INC	1,845,000.00	0.06	$1,672,993.60	5.625	11/15/2055	META
METROPOLITAN BANK AND TRUST COMPAN	265,000.00	0.01	$269,920.86	5.375	03/06/2029	MBTPM
MEXICAN PESO	426.17	n/a	$24.37	0.000	-	MXN
MEXICO (UNITED MEXICAN STATES)	250,000.00	0.00	$245,137.50	5.375	03/22/2033	MEX
MEXICO (UNITED MEXICAN STATES) (GO	550,000.00	0.02	$540,237.50	6.125	02/09/2038	MEX
MEXICO (UNITED MEXICAN STATES) (GO	600,000.00	0.02	$606,630.00	5.850	07/02/2032	MEX
MEXICO (UNITED MEXICAN STATES) (GO	900,000.00	0.03	$945,270.00	6.875	05/13/2037	MEX
MF1_25-FL17	1,400,000.00	0.05	$1,400,210.00	4.957	02/21/2040	MF1_25-FL
MGM CHINA HOLDINGS LTD	200,000.00	0.00	$199,256.42	4.750	02/01/2027	MGMCHI
MHP LUX SA	515,000.00	0.02	$537,045.14	10.500	07/28/2029	MHPSA
MIDCONTINENT COMMUNICATIONS	1,625,000.00	0.05	$1,425,935.88	8.000	08/15/2032	MIDCON
MILLICOM INTERNATIONAL CELLULAR S.	401,000.00	0.01	$414,443.12	7.375	04/02/2032	TIGO
MISC CAPITAL TWO (LABUAN) LTD	315,000.00	0.01	$312,646.48	3.750	04/06/2027	MISCMK
MITSUBISHI UFJ FINANCIAL GROUP INC	1,800,000.00	0.06	$1,670,247.00	2.559	02/25/2030	MUFG
MITSUBISHI UFJ FINANCIAL GROUP INC	1,080,000.00	0.04	$1,075,158.90	4.847	04/21/2032	MUFG
MIZUHO FINANCIAL GROUP INC	2,000,000.00	0.06	$1,841,209.40	2.591	05/25/2031	MIZUHO
MIZUHO FINANCIAL GROUP INC	3,100,000.00	0.11	$2,979,985.36	3.261	05/22/2030	MIZUHO
MIZUHO FINANCIAL GROUP INC	1,400,000.00	0.04	$1,237,597.90	2.564	09/13/2031	MIZUHO
MLMI_04-A1	855.07	n/a	$815.02	5.653	02/25/2034	MLMI_04-A
MNEQ HLDGS INC	2,589.00	0.00	$204,963.36	0.000	04/29/2033	2512936D
MOBILIARE SA / MEXICO SA	450,000.00	0.01	$450,630.00	6.750	11/10/2032	MOBLMC
MONG DUONG FIN HLDGS BV	604,737.63	0.02	$597,446.80	5.125	05/07/2029	MONDFI
MONTENEGRO (REPUBLIC OF)	140,000.00	0.00	$162,621.78	4.875	04/01/2032	MONTEN
MORGAN STANLEY	1,200,000.00	0.04	$1,210,421.28	5.652	04/13/2028	MS
MORGAN STANLEY	4,500,000.00	0.16	$4,514,162.85	3.640	04/13/2028	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,226,002.20	5.656	04/18/2030	MS
MORGAN STANLEY	4,400,000.00	0.19	$5,100,002.25	3.790	03/21/2030	MS
MORGAN STANLEY	1,688,000.00	0.06	$1,747,681.10	6.407	11/01/2029	MS
MORGAN STANLEY	1,717,000.00	0.06	$1,753,750.15	6.296	10/18/2028	MS
MORGAN STANLEY	4,100,000.00	0.15	$4,125,430.25	5.123	02/01/2029	MS
MORGAN STANLEY	1,700,000.00	0.06	$1,693,465.71	3.625	01/20/2027	MS
MORGAN STANLEY	1,400,000.00	0.05	$1,397,268.88	4.210	04/20/2028	MS
MORGAN STANLEY	2,000,000.00	0.08	$2,149,999.14	0.495	10/26/2029	MS
MORGAN STANLEY	2,055,000.00	0.07	$2,039,456.19	4.809	04/16/2032	MS
MORGAN STANLEY	1,730,000.00	0.06	$1,722,054.46	5.296	04/10/2037	MS
MOROCCO (KINGDOM OF)	200,000.00	0.00	$144,504.78	4.000	12/15/2050	MOROC
MP16 2019-2AR AR2	8,000,000.00	0.29	$8,000,000.00	4.679	11/16/2034	56607BAZ7
MS INST LIQ GOVT CL INST	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	MVRXX
MSAC_07-H5	2,419,665.17	0.03	$966,354.75	4.103	03/25/2037	MSAC_07-H
MSAC_07-HE1	3,100,578.45	0.06	$1,717,523.57	4.063	11/25/2036	MSAC_07-H
MSC_14-150E	3,700,000.00	0.13	$3,477,291.08	3.912	09/10/2032	MSC_14-15
MSC_19-L3	1,000,000.00	0.03	$945,610.10	3.127	11/15/2052	MSC_19-L3
MUNICIPAL ELEC AUTH GA	1,639,000.00	0.06	$1,761,351.35	6.655	04/01/2057	MELPWR
MUTHOOT FINANCE LTD	505,000.00	0.01	$504,401.12	6.375	03/02/2030	MUTHIN
MUTUAL OF OMAHA COMPANIES GLOBAL F	1,950,000.00	0.07	$1,925,886.30	4.546	01/13/2031	MUTOMA
MV24 CAPITAL BV	403,260.00	0.01	$401,584.62	6.748	06/01/2034	MVFPSO
MXN/USD FWD 20260702	-4,543,141.20	-0.01	-$259,751.20	0.000	07/02/2026	MMX070226
MXN/USD FWD 20260917	-1,759,000.00	-0.01	-$99,920.23	0.000	09/17/2026	MXA091726
MXN/USD FWD 20260917	-1,195,000.00	-0.01	-$67,882.13	0.000	09/17/2026	MXD091726
MXN/USD FWD 20260917	12,417,000.00	0.02	$705,349.32	0.000	09/17/2026	MXG091726
MXN/USD FWD 20260917	194,888,783.25	0.41	$11,070,683.00	0.000	09/17/2026	MXJ091726
MXN/USD FWD 20260917	5,114,880.61	0.01	$290,551.47	0.000	09/17/2026	MXC091726
MXN/USD FWD 20261216	4,678,192.83	0.00	$263,783.79	0.000	12/16/2026	MXJ121626
NANSHAN LIFE PTE LTD	490,000.00	0.01	$479,746.94	5.875	03/17/2041	NSINTW
NATIONAL BANK OF KUWAIT (NEW YORK	9,800,000.00	0.36	$9,716,227.64	0.000	09/18/2026	NBKK
NATIONAL FUEL GAS COMPANY	700,000.00	0.02	$698,259.38	4.750	05/15/2029	NFG
NATIONAL GRID PLC	2,425,000.00	0.09	$2,415,576.94	5.405	06/09/2036	NGGLN
NATIONWIDE BUILDING SOCIETY	5,200,000.00	0.19	$5,173,891.84	4.302	03/08/2029	NWIDE
NATIONWIDE BUILDING SOCIETY	800,000.00	0.02	$791,922.40	2.972	02/16/2028	NWIDE
NATWEST GROUP PLC	500,000.00	0.02	$661,351.39	5.125	12/31/2079	NWG
NATWEST GROUP PLC SNR SE ICE	6,300,000.00	0.00	$148,637.36	1.000	12/20/2030	ICE
NAVOI MINING AND METALLURGICAL COM	315,000.00	0.01	$332,126.99	6.950	10/17/2031	NAVOIM
NBK SPC LTD	400,000.00	0.01	$397,351.32	1.625	09/15/2027	NTBKKK
NC QAZAQGAZ JSC	340,000.00	0.01	$334,754.21	5.625	05/08/2036	KZTGKZ
NCHET_05-1	104,937.89	0.00	$106,243.52	4.483	03/25/2035	NCHET_05-
NEUB 2015-20A D1R3	500,000.00	0.01	$501,319.50	6.323	04/15/2039	NEUB_20-R
NEUB 2021-42A AR	650,000.00	0.02	$649,124.45	4.630	07/16/2035	NEUB_21-4
NEW 5.250% SENIOR NOTES DUE 2035	315,000.00	0.01	$322,297.45	5.250	05/26/2035	BABA
NEW YORK ST URBAN DEV CORP	535,000.00	0.02	$545,801.65	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	1,283,585.68	0.02	$729,012.49	0.000	-	NZD
NEXTERA ENERGY CAPITAL HOLDINGS IN	2,500,000.00	0.08	$2,378,878.00	1.900	06/15/2028	NEE
NGL ENERGY OPERATING LLC	1,050,000.00	0.04	$1,093,567.65	8.375	02/15/2032	NGL
NIGERIA (FEDERAL REPUBLIC OF)	261,000.00	0.01	$283,597.61	8.631	01/13/2036	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	320,000.00	0.01	$323,265.70	7.375	09/28/2033	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	200,000.00	0.00	$203,858.72	7.143	02/23/2030	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	337,000.00	0.01	$352,089.92	7.875	02/16/2032	NGERIA
NISSAN MOTOR ACCEPTANCE COMPANY LL	300,000.00	0.01	$278,651.79	2.450	09/15/2028	NSANY
NISSAN MOTOR ACCEPTANCE COMPANY LL	100,000.00	0.00	$99,488.50	5.688	09/13/2027	NSANY
NISSAN MOTOR CO LTD	1,400,000.00	0.05	$1,378,095.74	4.345	09/17/2027	NSANY
NISSAN MOTOR CO LTD	600,000.00	0.02	$559,094.94	4.810	09/17/2030	NSANY
NMOTR 2024-B A	8,000,000.00	0.30	$8,033,353.60	5.050	02/15/2029	NMOTR_24-
NNSLT_26-A	3,069,089.83	0.11	$3,012,008.14	4.610	02/21/2061	NNSLT_26-
NOK/USD FWD 20260702	290,004.46	0.00	$29,296.97	0.000	07/02/2026	NOA070226
NOK/USD FWD 20260702	1,426,972.52	0.00	$144,156.31	0.000	07/02/2026	NOD070226
NOK/USD FWD 20260702	-1,245,397.33	-0.01	-$125,813.13	0.000	07/02/2026	MNO070226
NOK/USD FWD 20260702	-3,737,606.38	-0.02	-$377,582.29	0.000	07/02/2026	NOJ070226
NOK/USD FWD 20260804	1,245,924.44	0.00	$125,807.04	0.000	08/04/2026	NOP080426
NOK/USD FWD 20260804	3,739,244.63	0.01	$377,569.68	0.000	08/04/2026	NOJ080426
NORTHUMBRIAN WATER FINANCE PLC	700,000.00	0.03	$921,353.69	1.625	10/11/2026	NWGLN
NORWEGIAN KRONER	4,797.96	n/a	$484.72	0.000	-	NOK
NOVA SECURITISATION SARL	625,000.00	0.02	$588,208.63	6.500	02/03/2036	SBSPAB
NOVARTIS CAPITAL CORP	2,325,000.00	0.08	$2,311,500.35	4.900	03/18/2036	NOVNVX
NOVARTIS CAPITAL CORP	945,000.00	0.03	$963,653.36	5.700	03/18/2056	NOVNVX
NOVARTIS CAPITAL CORP	1,350,000.00	0.05	$1,340,432.55	4.400	03/18/2031	NOVNVX
NOVELIS CORP	1,580,000.00	0.05	$1,529,214.53	4.750	01/30/2030	HNDLIN
NRG ENERGY INC	1,760,000.00	0.06	$1,739,465.20	4.734	10/15/2030	NRG
NRG ENERGY INC	1,405,000.00	0.05	$1,381,804.01	5.407	10/15/2035	NRG
NRZT_18-RPL1	67,046.13	0.00	$64,896.99	3.500	12/25/2057	NRZT_18-R
NRZT_19-RPL3	1,418,600.81	0.05	$1,369,742.50	2.750	07/25/2059	NRZT_19-R
NTT FINANCE CORP	400,000.00	0.01	$399,076.32	4.620	07/16/2028	NTT
NTT FINANCE CORP	900,000.00	0.03	$917,153.19	3.620	07/16/2030	NTT
NVIDIA CORPORATION	1,590,000.00	0.05	$1,579,131.40	5.550	06/15/2046	NVDA
NVIDIA CORPORATION	1,925,000.00	0.07	$1,908,863.69	4.950	06/15/2036	NVDA
NVIDIA CORPORATION	1,380,000.00	0.05	$1,375,416.47	4.500	06/15/2031	NVDA
NVIDIA CORPORATION	2,990,000.00	0.11	$2,970,019.92	5.625	06/15/2056	NVDA
NYC_26-W57	7,705,000.00	0.28	$7,670,826.01	5.353	06/06/2040	NYC_26-W5
NYKREDIT REALKREDIT A/S	0.72	n/a	$0.08	2.000	10/01/2053	NYKRE
NZD/USD FWD 20260702	-11,803,000.00	-0.26	-$6,704,097.13	0.000	07/02/2026	NZA070226
NZD/USD FWD 20260702	898,233.65	0.01	$510,196.19	0.000	07/02/2026	MNZ070226
OAKC 2012-7A D1R4	850,000.00	0.03	$848,460.65	6.142	02/20/2038	OAKC_12-7
OAKCL 2020-1A D1RR	800,000.00	0.02	$799,069.60	6.273	01/15/2038	OAKCL_20-
OBX_24-NQM8	1,531,047.27	0.05	$1,538,818.41	6.233	05/25/2064	OBX_24-NQ
OCP SA	310,000.00	0.01	$309,190.16	7.368	12/31/2079	OCPMR
OCT51 2021-1A AR	2,750,000.00	0.10	$2,749,252.00	4.665	07/20/2034	OCT51_21-
OFFICE CHERIFIEN DES PHO	200,000.00	0.00	$184,814.54	3.750	06/23/2031	OCPMR
OFFICE CHERIFIEN DES PHO	805,000.00	0.02	$652,656.81	5.125	06/23/2051	OCPMR
OIS CAD CAONREPO 2.9 03.31.25 8Y	200,000.00	n/a	$408.78	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3 01.08.25 9Y LCH	2,600,000.00	n/a	$931.01	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.10.25 9Y LCH	3,500,000.00	n/a	$1,253.28	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.13.25 8Y LCH	2,300,000.00	-0.01	-$5,427.22	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3.0 01.23.25 9Y L	5,800,000.00	n/a	$2,076.86	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3.5 3.28.24 8Y LC	16,200,000.00	-0.02	-$376,569.39	0.000	06/01/2032	LCH
OLIN CORP	3,574,000.00	0.13	$3,533,500.50	6.625	04/01/2033	OLN
OMAN SULTANATE OF (GOVERNMENT)	343,000.00	0.01	$376,980.22	6.750	01/17/2048	OMAN
ONEMAIN FINANCE CORP	2,770,000.00	0.10	$2,820,095.45	7.125	09/15/2032	OMF
ONEOK INC	700,000.00	0.02	$714,733.39	5.650	11/01/2028	OKE
ONEOK INC	960,000.00	0.03	$892,008.48	5.700	11/01/2054	OKE
ONEOK INC	1,500,000.00	0.05	$1,487,382.30	4.350	03/15/2029	OKE
OOMLT_05-1	478,451.13	0.01	$455,845.27	4.543	02/25/2035	OOMLT_05-
OOMLT_07-4-2A4	4,127,837.01	0.08	$2,348,247.22	4.073	04/25/2037	OOMLT_07-
ORACLE CORPORATION	420,000.00	0.01	$384,992.33	4.700	09/27/2034	ORCL
ORACLE CORPORATION	670,000.00	0.02	$570,898.76	6.000	08/03/2055	ORCL
ORACLE CORPORATION	3,520,000.00	0.11	$3,083,334.50	5.875	09/26/2045	ORCL
ORACLE CORPORATION	605,000.00	0.02	$569,784.22	6.700	02/04/2056	ORCL
ORACLE CORPORATION	2,575,000.00	0.09	$2,494,676.48	5.991	02/04/2036	ORCL
ORACLE CORPORATION	700,000.00	0.02	$690,175.64	4.550	02/04/2029	ORCL
ORANGE SA	3,135,000.00	0.11	$3,063,661.82	5.413	01/13/2036	ORAFP
ORLEN SA	475,000.00	0.01	$492,185.36	6.000	01/30/2035	PKNPW
ORO USD 10Y C 3.11 L 05.28.27 MYC	2,200,000.00	0.00	$6,599.46	0.000	05/28/2027	MS
ORO USD 10Y C 3.111 L 05.28.27 DUB	14,200,000.00	0.00	$42,694.80	0.000	05/28/2027	DB
ORO USD 10Y C 3.87500 L 07/24/26 - JPM	-2,200,000.00	-0.01	-$3,100.03	0.000	07/24/2026	317UD2UA9
ORO USD 10Y P 4.13500 L 07/24/26 - JPM	-2,200,000.00	-0.01	-$5,136.11	0.000	07/24/2026	317UD2TA1
ORO USD 1Y P 3.757 L 09.18.26 DUB	96,900,000.00	0.01	$358,101.68	0.000	09/18/2026	DB
ORO USD 1Y P 3.757 L 09.18.26 MYC	151,700,000.00	0.02	$560,619.45	0.000	09/18/2026	MS
ORO USD 1Y P 3.757 L 09.18.26 MYC	800,000.00	0.00	$2,956.46	0.000	09/18/2026	MS
OTC EPUT USD VS KRW @ 1350 BOA	-2,044,754.00	n/a	-$0.05	0.000	07/09/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1350 BOA	-455,246.00	n/a	-$0.02	0.000	07/13/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1400 BOA	2,044,754.00	n/a	$0.77	0.000	07/09/2026	PUT USD/K
OVERSEA-CHINESE BANKING CORPORATIO	795,000.00	0.02	$781,989.90	4.550	09/08/2035	OCBCSP
OWL ROCK CAPITAL CORP	500,000.00	0.01	$473,485.40	2.875	06/11/2028	OBDC
PACIFIC GAS AND ELECTRIC CO	700,000.00	0.02	$693,907.76	3.300	03/15/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,300,000.00	0.04	$1,256,836.36	4.400	03/01/2032	PCG
PACIFIC GAS AND ELECTRIC COMPANY	3,200,000.00	0.11	$3,155,602.24	4.200	03/01/2029	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.03	$947,200.76	4.500	07/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.02	$734,426.11	3.500	08/01/2050	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,400,000.00	0.05	$1,363,468.54	2.100	08/01/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	600,000.00	0.01	$450,279.60	3.300	08/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	800,000.00	0.02	$774,443.04	3.000	06/15/2028	PCG
PACIFIC GAS AND ELECTRIC COMPANY	2,083,000.00	0.07	$1,994,205.67	6.000	05/01/2056	PCG
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$177,580.00	3.298	01/19/2033	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$216,998.00	6.853	03/28/2054	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	235,000.00	0.00	$248,747.50	6.400	02/14/2035	PANAMA
PARAGUAY REPUBLIC OF (GOVERNMENT)	403,000.00	0.01	$374,258.04	5.400	03/30/2050	PARGUY
PARAGUAY REPUBLIC OF (GOVERNMENT)	220,000.00	0.00	$204,309.60	5.400	03/30/2050	PARGUY
PATRIMONIO EN FIDEICOMISO DS 093-2	490,000.00	0.01	$484,855.00	5.650	10/16/2032	INRSHM
PEDERNALES ELECTRIC COOPERATIVE IN	423,000.00	0.01	$431,926.48	6.202	11/15/2032	PEDELC
PEN/USD FWD 20260916	17,881.57	0.00	$5,214.64	0.000	09/16/2026	PEC091626
PEN/USD FWD 20261216	-6,211,981.93	-0.07	-$1,805,934.99	0.000	12/16/2026	PEC121626
PEN/USD FWD 20270128	-5,123,075.68	-0.06	-$1,486,951.23	0.000	01/28/2027	PEC012827
PEN/USD FWD 20270507	-7,298,540.17	-0.08	-$2,111,118.86	0.000	05/07/2027	MPE050727
PENNYMAC FINANCIAL SERVICES INC	2,755,000.00	0.10	$2,698,499.36	6.875	05/15/2032	PFSI
PERTAMINA HULU ENERGI PT	600,000.00	0.02	$599,140.26	5.250	05/21/2030	PERHUL
PERU (REPUBLIC OF)	9,100,000.00	0.10	$2,797,294.63	6.850	08/12/2035	PERUGB
PERU (REPUBLIC OF)	700,000.00	0.00	$222,047.25	6.150	08/12/2032	PERU
PERU (REPUBLIC OF)	6,300,000.00	0.07	$2,066,619.93	7.300	08/12/2033	PERUGB
PERU (REPUBLIC OF)	312,000.00	0.01	$293,280.00	2.844	06/20/2030	PERU
PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000.00	0.00	$173,220.30	5.250	05/15/2047	PLNIJ
PERUVIAN NUEVO SOL	647,248.19	0.00	$189,364.60	0.000	-	PEN
PETROBRAS GLOBAL FINANCE BV	560,000.00	0.02	$559,880.27	6.750	01/27/2041	PETBRA
PETROLEOS DE VENEZUELA SA	390,000.00	0.00	$174,447.00	0.000	05/17/2035	PDVSA
PETROLEOS MEXICANOS	600,000.00	0.02	$593,401.38	5.950	01/28/2031	PEMEX
PETROLEOS MEXICANOS	240,000.00	0.00	$224,010.98	7.690	01/23/2050	PEMEX
PETROLEOS MEXICANOS	76,000.00	0.00	$76,720.02	6.700	02/16/2032	PEMEX
PETROLEOS MEXICANOS	200,000.00	0.00	$235,584.34	10.000	02/07/2033	PEMEX
PETRONAS CAPITAL LTD	430,000.00	0.01	$435,401.06	4.950	01/03/2031	PETMK
PETRONAS CAPITAL LTD	460,000.00	0.01	$410,848.13	2.480	01/28/2032	PETMK
PFIZER INC	825,000.00	0.03	$814,583.22	4.200	11/15/2030	PFE
PFP_24-11	1,740,637.23	0.06	$1,742,139.40	5.470	09/17/2039	PFP_24-11
PHILIP MORRIS INTERNATIONAL INC	1,800,000.00	0.06	$1,791,045.18	4.125	04/28/2028	PM
PHILIP MORRIS INTERNATIONAL INC	1,380,000.00	0.05	$1,351,509.90	4.875	04/29/2036	PM
PHILIPPINES (REPUBLIC OF)	715,000.00	0.02	$715,374.59	5.325	06/24/2036	PHILIP
PHILIPPINES (REPUBLIC OF)	678,000.00	0.02	$664,058.35	5.000	01/13/2037	PHILIP
PILOT_24-1	2,149,691.50	0.08	$2,152,554.46	4.670	11/22/2027	PILOT_24-
PLN/USD FWD 20260702	-602,024.00	-0.01	-$160,035.47	0.000	07/02/2026	MPL070226
PLN/USD FWD 20260710	8,179,304.76	0.08	$2,174,261.69	0.000	07/10/2026	PLJ071026
PLN/USD FWD 20260723	220,000.00	0.00	$58,480.04	0.000	07/23/2026	PLJ072326
PLN/USD FWD 20260723	302,000.00	0.00	$80,277.15	0.000	07/23/2026	PLA072326
PLN/USD FWD 20260723	5,726,638.68	0.05	$1,522,245.73	0.000	07/23/2026	PLD072326
PLN/USD FWD 20260723	10,063,941.88	0.10	$2,675,180.58	0.000	07/23/2026	PLC072326
PLUSPETROL SA	460,000.00	0.01	$478,170.00	8.500	05/30/2032	PLUSPE
PNC BANK NATIONAL ASSOCIATION	2,400,000.00	0.08	$2,372,533.68	4.050	07/26/2028	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,090,000.00	0.04	$1,123,653.75	5.676	01/22/2035	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,645,000.00	0.06	$1,816,781.92	6.875	10/20/2034	PNC
POLAND (REPUBLIC OF)	203,000.00	0.00	$192,557.03	5.500	04/04/2053	POLAND
POLAND (REPUBLIC OF)	200,000.00	0.00	$202,389.18	4.875	02/12/2030	POLAND
POLISH ZLOTY	345.55	n/a	$91.86	0.000	-	PLN
POPULAR INC	1,987,000.00	0.07	$2,048,402.27	7.250	03/13/2028	BPOP
PRIO LUXEMBOURG HOLDING SARL	420,000.00	0.01	$412,125.00	7.000	10/15/2030	PRIOBZ
PRKCM_24-AFC1	386,941.99	0.01	$388,495.14	6.333	03/25/2059	PRKCM_24-
PROLOGIS LP	1,300,000.00	0.03	$923,552.27	4.200	02/15/2033	PLD
PROMIGAS SA ESP	634,000.00	0.02	$645,095.00	7.750	06/24/2056	PROMIG
PRPM_24-RPL1	2,420,386.76	0.08	$2,380,732.84	4.189	12/25/2064	PRPM_24-R
PSTET 2024-1A AR	189,100.35	0.00	$216,047.50	3.253	08/15/2033	PSTET 202
PSTET 2025-1A A	1,224,727.15	0.05	$1,398,459.45	3.054	10/15/2034	PSTET_25-
PSTET 2025-2A A	2,514,539.68	0.10	$2,876,767.64	3.433	02/15/2035	PSTET 202
PSTET_25-3	925,653.83	0.03	$1,057,732.45	3.134	07/15/2035	PSTET_25-
PT SORIK MAR GEO POW	475,983.00	0.01	$479,551.44	7.750	08/05/2031	PTSMGP
PUBLIC FIN AUTH WIS TOLL REV	2,375,000.00	0.09	$2,658,907.50	6.500	12/31/2065	PUBTRN
QATAR (STATE OF)	1,700,000.00	0.06	$1,709,133.93	4.800	04/08/2033	QATAR
QATAR ENERGY	600,000.00	0.02	$597,691.20	4.625	06/23/2029	QPETRO
QNB FINANCE LTD	1,400,000.00	0.05	$1,407,031.47	0.000	04/27/2029	QNBK
QNB FINANSBANK AS	275,000.00	0.01	$298,892.88	10.750	11/15/2033	QNBFB
QTS FAYETTEVILLE I DC1-2 LLC	1,145,000.00	0.04	$1,089,074.31	5.700	04/15/2036	QTSQST
QUEBEC (PROVINCE OF)	11,800,000.00	0.32	$8,802,845.76	4.450	09/01/2034	Q
QUEEN MERGERCO INC	660,000.00	0.02	$681,901.37	6.750	04/30/2032	BECN
RAAC_05-SP2	100,107.69	0.00	$92,733.08	4.363	06/25/2044	RAAC_05-S
RAIZEN FUELS FINANCE SA	565,000.00	0.01	$310,750.00	6.250	07/08/2032	RAIZBZ
RAIZEN FUELS FINANCE SA	465,000.00	0.00	$252,262.50	6.950	03/05/2054	RAIZBZ
RALI_07-QA5	1,711,167.14	0.04	$1,119,144.21	6.157	09/25/2037	RALI_07-Q
RALI_07-QH8	893,780.78	0.02	$704,504.82	4.640	10/25/2037	RALI_07-Q
RCF 2024-3A A	500,000.00	0.01	$500,559.00	5.539	09/15/2042	RCF_3-A
RD MICHIGAN PROP OWNER I	13,800,000.00	0.51	$13,761,971.34	7.500	03/30/2045	RDMICH
REALKREDIT DANMARK A/S	0.95	n/a	$0.11	1.000	10/01/2050	RDKRE
REALKREDIT DANMARK A/S	0.66	n/a	$0.08	1.500	10/01/2053	RDKRE
REALKREDIT DANMARK A/S	1.00	n/a	$0.12	2.000	10/01/2053	RDKRE
REPUBLIC OF ARGENTINA	22,283.10	0.00	$20,400.18	1.000	07/09/2029	ARGENT
REPUBLIC OF PANAMA	300,000.00	0.01	$299,700.00	5.662	02/23/2038	PANAMA
REPUBLIC OF SRI LANKA	0.27	n/a	$0.28	3.100	01/15/2030	SRILAN
REPUBLIC OF SRI LANKA	39,090.66	0.00	$39,342.99	3.600	05/15/2036	SRILAN
REPUBLIC OF SRI LANKA	142,407.07	0.00	$137,220.68	3.350	03/15/2033	SRILAN
REPUBLIC OF SRI LANKA	54,711.60	0.00	$45,780.56	3.600	06/15/2035	SRILAN
REPUBLIC OF SRI LANKA	83,201.56	0.00	$84,201.22	3.600	02/15/2038	SRILAN
REPUBLIC OF SRI LANKA	17,781.50	0.00	$17,206.25	4.000	04/15/2028	SRILAN
REPUBLIC SERVICES INC	2,750,000.00	0.10	$2,731,138.30	5.000	07/15/2036	RSG
REPURCHASE AGREEMENT	272,600,000.00	10.20	$272,600,000.00	3.720	07/01/2026	UTRAKO6E3
REPURCHASE AGREEMENT	38,200,000.00	1.43	$38,200,000.00	3.630	07/01/2026	UTRAKOI67
REPURCHASE AGREEMENT	4,300,000.00	0.16	$4,300,000.00	3.720	07/01/2026	UTPAKO6D7
RESIDEO FUNDING INC	1,350,000.00	0.05	$1,358,434.80	6.500	07/15/2032	REZI
RF USDSOFR 3.569 08.14.24 10Y LCH	100,000.00	0.00	$2,753.28	0.000	08/14/2034	LCH
RFR EUR ESTRON 2.05 11.18.24 5Y LC	2,000,000.00	0.00	$26,673.44	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.05630 5Y LCH	3,200,000.00	0.00	$41,952.87	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.06280 5Y LCH	4,700,000.00	0.00	$60,520.17	0.000	10/05/2029	LCH
RFR GBP SONIO 3.5 03.18.26 5Y LCH	18,900,000.00	-0.03	-$596,531.12	0.000	03/18/2031	LCH
RFR GBP SONIO 4 03.18.26 10Y LCH	4,240,000.00	-0.01	-$145,190.67	0.000	03/18/2036	LCH
RFR JPY MUTK 1.0 3.18.26 2Y LCH	21,420,000,000.00	0.02	$792,865.65	0.000	03/18/2028	LCH
RFR USD SOFR 1.842 9.19.23 30Y LCH	4,800,000.00	0.06	$1,844,380.72	0.000	09/19/2053	LCH
RFR USD SOFR 2.06 10.27.23 30Y LCH	13,680,000.00	0.20	$5,389,151.34	0.000	10/27/2053	LCH
RFR USD SOFR 3.47 09.04.24 10Y LCH	180,000.00	0.00	$6,249.92	0.000	09/04/2034	LCH
RFR USD SOFR 3.5 06.20.24 30Y LCH	8,400,000.00	0.03	$976,253.40	0.000	06/20/2054	LCH
RFR USD SOFR 3.54542 3.1.24 7Y LCH	2,200,000.00	0.00	$32,368.21	0.000	10/31/2030	LCH
RFR USD SOFR 3.5815 03.24.24 7Y LC	3,390,000.00	0.00	$45,019.88	0.000	10/31/2030	LCH
RFR USD SOFR 3.59507 03.01.24 7Y L	15,300,000.00	0.00	$195,003.16	0.000	10/31/2030	LCH
RFR USD SOFR 3.6008 3.1.24 7Y LCH	4,400,000.00	0.00	$55,080.25	0.000	10/31/2030	LCH
RFR USD SOFR 3.60089 3.1.24 7Y LCH	9,800,000.00	0.00	$122,643.78	0.000	10/31/2030	LCH
RFR USD SOFR 3.6233 03.01.24 7Y LC	4,300,000.00	0.00	$49,994.43	0.000	10/31/2030	LCH
RFR USD SOFR 3.6637 03.01.24 7Y LC	2,900,000.00	0.00	$29,064.27	0.000	10/31/2030	LCH
RFR USD SOFR 3.689 03.01.24 7Y LCH	9,900,000.00	0.00	$89,328.36	0.000	10/31/2030	LCH
RFR USD SOFR 3.74547 03.13.26 10Y	2,900,000.00	0.00	$58,994.95	0.000	02/15/2036	LCH
RFR USD SOFR 3.75 09.02.25 7Y LCH	43,270,000.00	0.01	$385,733.33	0.000	05/15/2032	LCH
RFR USD SOFR 3.75 12.18.24 10Y CME	40,800,000.00	0.02	$666,332.79	0.000	12/18/2034	CME
RFR USD SOFR 3.87 03.05.25 10Y LCH	400,000.00	0.00	$3,325.42	0.000	03/05/2035	LCH
RFR USD SOFR 3.874 03.05.25 10Y LC	1,600,000.00	0.00	$12,833.69	0.000	03/05/2035	LCH
RFR USD SOFR 3.89 03.03.25 10Y LCH	250,000.00	n/a	$1,712.78	0.000	03/03/2035	LCH
RFR USD SOFR 3.899 03.11.25 10Y LC	890,000.00	0.00	$5,555.29	0.000	03/11/2035	LCH
RFR USD SOFR 3.9075 03.04.25 10Y L	300,000.00	n/a	$1,672.23	0.000	03/04/2035	LCH
RFR USD SOFR 3.96 05.22.26 10Y LCH	1,600,000.00	-0.01	-$7,484.37	0.000	05/22/2036	LCH
RFR USD SOFR 3.99798 6.30.26 27Y*	220,000.00	0.00	$7,606.14	0.000	11/15/2053	LCH
RFR USD SOFR 4.0 02.26.25 10Y LCH	800,000.00	n/a	-$979.97	0.000	02/26/2035	LCH
RFR USD SOFR 4.0 10.05.26 4Y LCH	200,000.00	n/a	-$624.95	0.000	11/30/2030	LCH
RFR USD SOFR 4.002 05.28.26 10Y LC	2,500,000.00	-0.01	-$3,215.89	0.000	05/28/2036	LCH
RIO GRANDE LNG LLC	1,125,000.00	0.04	$1,125,100.69	5.250	06/30/2031	RIOLNG
RMIR_24-1	59,915.57	0.00	$60,065.25	6.545	09/25/2034	RMIR_24-1
ROGERS COMMUNICATIONS INC	2,075,000.00	0.07	$2,057,677.49	5.300	02/15/2034	RCICN
ROGERS COMMUNICATIONS INC	1,821,000.00	0.07	$1,871,748.36	7.125	04/15/2055	RCICN
ROLLS-ROYCE PLC	1,000,000.00	0.03	$1,012,626.70	5.750	10/15/2027	ROLLS
ROMANIA (REPUBLIC OF)	1,800,000.00	0.07	$1,872,640.07	1.750	07/13/2030	ROMANI
ROMANIA (REPUBLIC OF)	310,000.00	0.01	$335,402.02	7.500	02/10/2037	ROMANI
ROMANIA (REPUBLIC OF)	276,000.00	0.01	$293,304.07	7.125	01/17/2033	ROMANI
ROMANIAN GOVERNMENT INTERNATIONAL	368,000.00	0.01	$352,609.28	5.750	07/04/2036	ROMANI
ROYAL BANK OF CANADA	1,580,000.00	0.05	$1,563,732.48	6.500	11/24/2085	RY
ROYAL CARIBBEAN CRUISES LTD	5,740,000.00	0.20	$5,589,167.15	5.198	05/15/2033	RCL
RUPUBLIC OF GHANA	79,327.50	0.00	$78,497.31	5.000	07/03/2029	GHANA
RUPUBLIC OF GHANA	389,040.00	0.01	$361,203.60	5.000	07/03/2035	GHANA
SABLE INTERNATIONAL FINANCE LTD	520,000.00	0.01	$516,726.34	7.125	10/15/2032	CWCLN
SAILT_03-BC2	15,777.50	0.00	$16,342.41	5.143	04/25/2033	SAILT_03-
SAMI_05-A5	29,139.67	0.00	$28,381.67	4.254	07/19/2035	SAMI_05-A
SAN DIEGO GAS & ELECTRIC CO	690,000.00	0.02	$686,989.67	5.200	03/15/2036	SRE
SANDS CHINA LTD	1,800,000.00	0.06	$1,814,110.20	5.400	08/08/2028	SANLTD
SANDS CHINA LTD	650,000.00	0.02	$630,489.60	4.375	06/18/2030	SANLTD
SANDS CHINA LTD	200,000.00	0.00	$196,899.02	2.550	03/08/2027	SANLTD
SANDS CHINA LTD	425,000.00	0.01	$386,781.79	3.250	08/08/2031	SANLTD
SANTANDER UK GROUP HOLDINGS PLC	3,350,000.00	0.12	$3,439,107.32	6.534	01/10/2029	SANUK
SANTANDER UK GROUP HOLDINGS PLC	3,200,000.00	0.11	$3,164,200.00	3.823	11/03/2028	SANUK
SANTOS FINANCE LTD.	1,700,000.00	0.05	$1,590,771.26	3.649	04/29/2031	STOAU
SARM_06-1	26,800.12	0.00	$23,075.96	3.865	02/25/2036	SARM_06-1
SASC_06-BC1	701,815.59	0.02	$659,680.69	4.033	03/25/2036	SASC_06-B
SASC_06-BC2	2,405,255.65	0.05	$1,431,094.16	3.918	09/25/2036	SASC_06-B
SASOL FINANCING USA LLC	310,000.00	0.01	$321,091.80	8.750	04/10/2033	SASOL
SAUDI ARABIA (KINGDOM OF)	900,000.00	0.03	$919,089.45	5.375	01/13/2031	KSA
SAUDI ARABIAN OIL CO	400,000.00	0.01	$379,181.24	5.750	07/17/2054	ARAMCO
SAUDI ARABIAN OIL CO	200,000.00	0.00	$176,526.10	4.250	04/16/2039	ARAMCO
SCHLUMBERGER INVESTMENT SA	485,000.00	0.01	$482,507.15	4.800	05/07/2033	SLB
SCHLUMBERGER INVESTMENT SA	1,385,000.00	0.05	$1,379,345.46	5.150	05/07/2036	SLB
SDART 2025-4 D	2,805,000.00	0.10	$2,790,918.62	4.950	01/15/2032	SDART_25-
SDART_25-1	1,600,000.00	0.06	$1,614,363.36	5.430	03/17/2031	SDART_25-
SEMT_04-5	33,504.18	0.00	$32,070.34	4.732	06/20/2034	SEMT_04-5
SEMT_07-1	148,192.89	0.00	$96,237.23	3.437	09/20/2046	SEMT_07-1
SEMT_15-1	58,990.00	0.00	$57,509.92	3.919	01/25/2045	SEMT_15-1
SEMT_17-5	2,084,281.33	0.07	$1,957,891.55	3.782	08/25/2047	SEMT_17-5
SERBIA (REPUBLIC OF)	640,000.00	0.02	$656,491.84	6.000	06/12/2034	SERBIA
SFUEL 2025-AA A2	1,368,030.74	0.05	$1,369,568.41	4.630	07/20/2027	SFUEL
SGD/USD FWD 20260702	-5,768,375.29	-0.17	-$4,459,256.17	0.000	07/02/2026	SGA070226
SGD/USD FWD 20260702	3,549,170.29	0.10	$2,743,694.49	0.000	07/02/2026	SGD070226
SGD/USD FWD 20260702	2,218,729.47	0.06	$1,715,194.07	0.000	07/02/2026	SGP070226
SGD/USD FWD 20260804	-6,901,417.13	-0.21	-$5,348,179.29	0.000	08/04/2026	SGA080426
SGD/USD FWD 20260804	-3,071,269.97	-0.09	-$2,380,047.77	0.000	08/04/2026	SGP080426
SGD/USD FWD 20260804	-5,340,602.42	-0.16	-$4,138,642.65	0.000	08/04/2026	SGD080426
SHELL:	20,500,000.00	0.52	$14,146,764.45	0.000	12/30/2057	SHELL
SHINHAN BANK	420,000.00	0.01	$433,191.02	5.750	04/15/2034	SHNHAN
SIBANYE-STILLWATER UK FINANCING PL	355,000.00	0.01	$351,510.99	6.250	11/15/2031	SSWSJ
SIERRACOL ENERGY LIMITED	500,000.00	0.01	$491,717.50	9.000	11/14/2030	SIERRA
SINGAPORE DOLLAR	1,785.12	n/a	$1,379.80	0.000	-	SGD
SIRIUS XM RADIO INC	2,115,000.00	0.07	$1,992,053.78	4.125	07/01/2030	SIRI
SLAM_25-1	2,709,593.14	0.10	$2,722,509.50	5.807	05/16/2050	SLAM_25-1
SMBC AVIATION CAPITAL FINANCE DAC	2,090,000.00	0.07	$2,056,577.77	5.250	11/26/2035	SMBCAC
SNB FUNDING LTD	435,000.00	0.01	$438,153.23	6.000	06/24/2035	SNBAB
SOCIETE GENERALE SA	1,890,000.00	0.06	$1,863,723.71	5.439	10/03/2036	SOCGEN
SOCIETE GENERALE SA	1,400,000.00	0.05	$1,399,855.04	4.857	07/07/2029	SOCGEN
SOFTBANK CORP	2,940,000.00	0.10	$2,905,005.77	5.332	07/09/2035	SOBKCO
SOFTBANK CORP	2,445,000.00	0.09	$2,417,192.28	4.699	07/09/2030	SOBKCO
SOUTH AFRICA (REPUBLIC OF)	200,000.00	0.00	$169,528.08	5.750	09/30/2049	SOAF
SOUTH AFRICA (REPUBLIC OF)	3,000,000.00	0.11	$2,979,920.10	4.850	09/30/2029	SOAF
SOUTH AFRICA (REPUBLIC OF)	10,700,000.00	0.02	$560,073.98	6.250	03/31/2036	SAGB
SOUTH AFRICA (REPUBLIC OF)	8,000,000.00	0.01	$480,284.14	8.750	02/28/2048	SAGB
SOUTH AFRICA (REPUBLIC OF)	60,900,000.00	0.14	$3,855,125.97	8.875	02/28/2035	SAGB
SOUTH AFRICA (REPUBLIC OF)	6,800,000.00	0.01	$419,898.36	9.000	01/31/2040	SAGB
SOUTH AFRICA (REPUBLIC OF)	761,000.00	0.02	$646,072.49	5.650	09/27/2047	SOAF
SOUTH AFRICA (REPUBLIC OF)	268,000.00	0.01	$274,555.66	5.875	06/22/2030	SOAF
SOUTH AFRICAN RAND	22,186.22	n/a	$1,354.47	0.000	-	ZAR
SOUTHERN CAL EDISON	300,000.00	0.01	$299,426.97	4.950	09/15/2031	EIX
SOUTHERN CALIFORNIA EDISON COMPANY	900,000.00	0.03	$910,279.89	5.250	03/15/2030	EIX
SPACE EXPLORATION TECHNOLOGIES COR	4,030,000.00	0.15	$4,020,536.75	5.350	07/15/2031	SPCX
SPACE EXPLORATION TECHNOLOGIES COR	5,025,000.00	0.18	$4,996,495.69	5.650	07/15/2033	SPCX
SPACE EXPLORATION TECHNOLOGIES COR	3,265,000.00	0.12	$3,223,644.86	5.875	07/15/2036	SPCX
SPRINT CAPITAL CORPORATION	3,275,000.00	0.12	$3,431,518.80	6.875	11/15/2028	S
STACR 2025-DNA2	1,115,000.00	0.04	$1,115,971.50	5.112	05/25/2045	STACR 202
STACR 2026 -DNA1	1,840,000.00	0.06	$1,838,884.96	4.912	02/25/2046	STACR 202
STACR 2026 -DNA2	4,300,000.00	0.16	$4,363,676.55	5.712	03/25/2046	STACR 202
STACR 2026 -DNA2	2,050,000.00	0.07	$2,054,819.76	5.212	03/25/2046	STACR 202
STACR 2026-HQA1 M2	1,040,000.00	0.03	$1,039,870.42	5.143	05/25/2046	STACR 202
STACR_21-DNA5	501,438.06	0.01	$502,036.13	5.262	01/25/2034	STACR_21-
STACR_21-HQA2	3,408,798.83	0.12	$3,461,224.11	5.662	12/25/2033	STACR_21-
STACR_22-DNA1	3,000,000.00	0.11	$3,025,320.00	2.550	01/25/2042	STACR_22-
STACR_22-DNA2	1,000,000.00	0.03	$1,017,500.00	3.299	02/25/2042	STACR_22-
STANDARD BUILDING SOLUTIONS INC	325,134.95	0.01	$325,863.25	5.643	09/22/2028	BMCAUS
STANDARD CHARTERED PLC	275,000.00	0.01	$290,106.30	7.625	12/31/2079	STANLN
STANDARD CHARTERED PLC	270,000.00	0.01	$276,090.50	6.301	01/09/2029	STANLN
STANDARD INDUSTRIES INC	1,073,000.00	0.03	$966,428.89	3.375	01/15/2031	BMCAUS
STAR 2025-DNA4 M2	5,500,000.00	0.20	$5,512,211.10	5.162	10/25/2045	STAR 2025
STARCR 2025-DNA3 M2	1,290,000.00	0.04	$1,294,312.60	5.112	09/25/2045	STARCR 20
STARWOOD PROPERTY TRUST INC	3,315,000.00	0.12	$3,426,791.75	7.250	04/01/2029	STWD
STATE OIL CO OF THE AZERBAIJAN REP	400,000.00	0.01	$426,666.52	6.950	03/18/2030	SOIAZ
STELLANTIS FINANCE US INC	500,000.00	0.01	$501,512.55	5.350	03/17/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	1,400,000.00	0.05	$1,406,577.06	3.640	09/15/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	600,000.00	0.02	$597,966.60	5.400	06/15/2029	STLA
STRA_24-2	613,308.38	0.03	$814,429.17	3.732	06/27/2050	STRA_24-2
SUMISHO AIR LEASE CORP	698,000.00	0.02	$683,862.22	4.125	12/31/2079	SUMIAL
SUMITOMO MITSUI FINANCIAL GROUP IN	2,300,000.00	0.07	$2,014,309.64	2.222	09/17/2031	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	2,000,000.00	0.07	$2,048,314.80	5.454	01/15/2032	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	1,900,000.00	0.07	$1,893,810.16	4.934	07/07/2032	SUMIBK
SUMITOMO MITSUI TRUST BANK LTD	2,700,000.00	0.10	$2,715,172.92	5.200	03/07/2027	SUMITR
SUNAC CHINA HOLDINGS LTD	408,203.17	0.00	$32,269.64	0.190	-	1918
SVB FINANCIAL TRUS PREF	2,953.00	0.05	$1,358,380.00	0.000	11/07/2029	SVBFTR
SWAP VM MORGAN STANLEY	-14,465,467.18	-0.55	-$14,465,467.18	0.000	12/31/2049	MS
SWAP VM MORGAN STANLEY AUD	636,756.31	0.01	$440,858.23	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY CAD	692,729.84	0.01	$488,439.87	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY EUR	652,169.96	0.02	$745,169.40	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY GBP	589,397.73	0.02	$781,806.62	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY JPY	438.61	n/a	$2.70	0.000	12/31/2060	MS
SWAP VM BNP JPY	8,714,819.00	0.00	$53,598.34	0.000	12/31/2060	BNPSEC
SWEDISH KRONA	1,224,942.77	0.00	$126,330.30	0.000	-	SEK
SWEIHAN PV POWER COMPANY PJSC	384,475.90	0.01	$315,326.56	3.625	01/31/2049	SWEHAN
SWISS FRANC	527.49	n/a	$652.83	0.000	-	CHF
SWP: CAD 2.850000 01-JUN-2033 CAD	300,000.00	n/a	$1,273.70	0.000	06/01/2033	LCH
SWP: EUR 0.650000 12-APR-2027	3,800,000.00	-0.01	-$66,274.38	0.650	04/12/2027	LCH
SWP: EUR 0.700000 12-APR-2027 LCH	1,900,000.00	-0.01	-$32,306.87	0.700	04/12/2027	LCH
SWP: EUR 1.000000 18-MAY-2027	2,000,000.00	-0.01	-$33,200.01	1.000	05/18/2027	LCH
SWP: USD 3.376657 31-OCT-2030 SOF	2,300,000.00	0.00	$21,878.04	0.000	10/31/2030	LCH
SWP: USD 3.750000 18-DEC-2029 SOF	20,260,000.00	0.00	$122,261.78	0.000	12/18/2029	CME
T-MOBILE US INC	1,500,000.00	0.03	$979,161.60	3.300	02/15/2051	TMUS
T-MOBILE USA INC	2,150,000.00	0.08	$2,139,228.50	3.750	04/15/2027	TMUS
T-MOBILE USA INC	1,100,000.00	0.03	$1,066,109.99	3.875	04/15/2030	TMUS
T-MOBILE USA INC	1,665,000.00	0.06	$1,622,495.05	5.875	11/15/2055	TMUS
TAKEOFF MERGER SUB INC	2,395,000.00	0.08	$2,370,635.90	4.850	03/24/2031	SUMIAL
TAKEOFF MERGER SUB INC	530,000.00	0.01	$528,205.37	5.500	03/24/2036	SUMIAL
TAOT_24-B	2,792,397.51	0.10	$2,810,340.62	5.330	01/16/2029	TAOT_24-B
TARGA RESOURCES CORP	300,000.00	0.01	$284,435.70	4.200	02/01/2033	TRGP
TBC BANKI SS	395,000.00	0.01	$426,509.47	10.250	12/31/2079	TBCBGE
TCLO 6A AR	155,042.05	0.00	$177,091.52	3.070	01/12/2032	TCLO_6A-A
TCLO 7A ARE	1,382,060.00	0.05	$1,578,901.73	3.093	02/15/2034	TCLO_7A-A
TCW 2019-2A D1R2	850,000.00	0.03	$829,002.45	6.675	01/20/2038	TCW_19-2A
TD SYNNEX CORP	800,000.00	0.02	$761,056.32	2.375	08/09/2028	SNX
TD SYNNEX CORP	1,200,000.00	0.04	$1,069,950.72	2.650	08/09/2031	SNX
TEACHERS INSUR & ANNUITY	1,056,000.00	0.04	$1,169,446.82	6.850	12/16/2039	TIAAGL
TEACHERS INSURANCE AND ANNUITY ASS	349,000.00	0.01	$352,432.14	6.050	06/15/2056	TIAAGL
TELECOM ARGENTINA SA	460,000.00	0.01	$491,393.16	9.250	05/28/2033	TECOAR
TELEKOM SERBIA AD	475,000.00	0.01	$475,374.59	7.000	10/28/2029	TELSER
TENNESSEE GAS PIPELINE COMPANY LLC	3,500,000.00	0.12	$3,280,086.95	2.900	03/01/2030	KMI
THAI BAHT	464.26	n/a	$13.98	0.000	-	THB
THB/USD FWD 20260702	3,990,480.00	0.00	$120,140.13	0.000	07/02/2026	MTH070226
THB/USD FWD 20260702	-3,991,440.00	-0.01	-$120,169.03	0.000	07/02/2026	MTHT70226
THB/USD FWD 20260706	14,026,623.22	0.01	$422,429.58	0.000	07/06/2026	THJ070626
THB/USD FWD 20260706	-14,026,623.22	-0.02	-$422,429.58	0.000	07/06/2026	THP070626
THB/USD FWD 20260916	-31,879,119.51	-0.04	-$965,975.38	0.000	09/16/2026	THP091626
THB/USD FWD 20260916	-58,838,289.43	-0.07	-$1,782,870.41	0.000	09/16/2026	THJ091626
THB/USD FWD 20260916	-56,047,990.54	-0.07	-$1,698,321.03	0.000	09/16/2026	THG091626
THB/USD FWD 20260916	-15,270,624.00	-0.02	-$462,718.14	0.000	09/16/2026	THA091626
THB/USD FWD 20260916	-9,444,577.90	-0.02	-$286,181.99	0.000	09/16/2026	THC091626
THREE MONTH SONIA (ICE) MAR 27	186.00	2.21	$59,181,888.04	0.000	06/15/2027	SFIH7
THREE-MONTH SOFR FUTURE JUN 26	169.00	1.52	$40,685,693.75	0.000	09/15/2026	SFRM6
TIKEH 9A AR	1,000,000.00	0.04	$1,143,976.83	3.458	01/20/2037	TIKEH_9A-
TIME WARNER CABLE INC	2,120,000.00	0.08	$2,181,467.92	7.300	07/01/2038	CHTR
TIME WARNER CABLE LLC	3,350,000.00	0.12	$3,322,522.63	6.550	05/01/2037	CHTR
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$286,062.00	2.351	06/01/2028	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$280,314.00	2.551	06/01/2029	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	500,000.00	0.01	$453,035.00	2.951	06/01/2031	TOBGEN
TOYOTA MOTOR CREDIT CORP	1,100,000.00	0.04	$1,100,493.68	4.389	08/07/2026	TOYOTA
TPG OPERATING GROUP II LP	1,355,000.00	0.05	$1,337,218.06	4.875	05/15/2031	TPG
TPMT 2019-4 A1	2,847,192.50	0.10	$2,724,538.01	2.900	07/25/2059	TPMT_19-4
TPMT_17-4	615,000.00	0.02	$565,891.02	3.250	06/25/2057	TPMT_17-4
TPMT_18-1	329.29	n/a	$328.30	3.000	01/25/2058	TPMT_18-1
TPMT_24-5	2,946,709.11	0.11	$2,940,765.60	4.467	10/25/2064	TPMT_24-5
TRANSPORTADORA DE GAS DEL SUR SA	470,000.00	0.01	$482,925.00	7.750	11/20/2035	TRAGAS
TREASURY (CPI) NOTE	7,583,660.00	0.27	$7,411,817.30	1.750	01/15/2034	TIPS
TREASURY (CPI) NOTE	5,837,205.00	0.21	$5,754,855.46	1.875	07/15/2034	TIPS
TREASURY (CPI) NOTE	20,682,630.00	0.73	$19,569,366.76	1.125	01/15/2033	TIPS
TREASURY (CPI) NOTE	30,603,006.00	1.06	$28,351,037.90	0.625	07/15/2032	TIPS
TREASURY BOND	33,965,000.00	0.69	$18,672,788.60	1.875	11/15/2051	TBOND
TREASURY BOND	2,600,000.00	0.05	$1,566,144.58	2.250	02/15/2052	TBOND
TREASURY BOND	1,800,000.00	0.04	$1,207,089.90	1.750	08/15/2041	TBOND
TREASURY BOND	850,000.00	0.01	$528,892.61	2.250	08/15/2049	TBOND
TREASURY BOND	16,000,000.00	0.34	$9,327,500.80	2.000	02/15/2050	TBOND
TREASURY BOND	13,500,000.00	0.26	$7,059,550.95	1.625	11/15/2050	TBOND
TREASURY BOND	52,800,000.00	1.37	$36,651,658.56	1.875	02/15/2041	TBOND
TREASURY BOND	2,700,000.00	0.05	$1,501,400.34	1.875	02/15/2051	TBOND
TREASURY BOND	1,490,000.00	0.04	$1,119,886.38	3.125	05/15/2048	TBOND
TREASURY BOND	900,000.00	0.02	$668,320.29	3.000	05/15/2047	TBOND
TREASURY BOND	3,770,000.00	0.10	$2,763,144.97	3.000	08/15/2048	TBOND
TREASURY BOND	700,000.00	0.01	$510,562.50	3.000	02/15/2049	TBOND
TREASURY BOND	37,100,000.00	0.97	$26,030,866.26	2.500	02/15/2045	TBOND
TREASURY BOND	10,700,000.00	0.29	$7,943,078.66	2.875	08/15/2045	TBOND
TREASURY BOND	2,200,000.00	0.06	$1,689,187.50	2.875	05/15/2043	TBOND
TREASURY BOND	1,400,000.00	0.03	$1,064,437.50	2.750	11/15/2042	TBOND
TREASURY BOND	900,000.00	0.02	$687,796.92	2.750	08/15/2042	TBOND
TREASURY BOND	6,445,000.00	0.24	$6,501,645.75	5.000	05/15/2045	TBOND
TREASURY BOND	7,530,000.00	0.27	$7,305,570.61	4.750	05/15/2055	TBOND
TREASURY BOND	14,800,000.00	0.53	$14,210,313.24	4.625	02/15/2046	TBOND
TREASURY NOTE	2,700,000.00	0.09	$2,634,609.51	4.125	02/15/2036	TNOTE
TREASURY NOTE	103,985,000.00	3.87	$103,440,700.92	4.375	05/15/2036	TNOTE
TREASURY NOTE	7,760,000.00	0.28	$7,732,718.94	4.125	05/31/2031	TNOTE
TREASURY NOTE	1,000,000.00	0.03	$977,148.40	4.000	02/15/2034	TNOTE
TREASURY NOTE	7,900,000.00	0.29	$7,823,622.80	4.250	11/15/2034	TNOTE
TREASURY NOTE	13,200,000.00	0.47	$12,581,507.40	0.500	10/31/2027	TNOTE
TRNTE 1A AR	1,000,000.00	0.04	$1,143,372.40	3.414	07/15/2039	TRNTE
TRUST 7401	416,000.00	0.01	$444,454.40	7.700	01/23/2032	NEXTPR
TSMC ARIZONA CORP	590,000.00	0.01	$533,446.73	2.500	10/25/2031	TAISEM
TSMC GLOBAL LTD	245,000.00	0.00	$221,252.20	2.250	04/23/2031	TAISEM
TURKCELL ILETISIM HIZMETLERI AS	350,000.00	0.01	$359,466.07	7.450	01/24/2030	TCELLT
TURKEY (REPUBLIC OF)	200,000.00	0.00	$205,274.06	7.125	02/12/2032	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$301,158.06	6.950	09/16/2035	TURKEY
TURKEY (REPUBLIC OF)	200,000.00	0.00	$220,464.16	9.125	07/13/2030	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$313,638.39	7.625	04/26/2029	TURKEY
TURKIYE GARANTI BANKASI AS	500,000.00	0.01	$511,767.60	8.375	02/28/2034	GARAN
TURKIYE IHRACAT KREDI BANKASI AS	200,000.00	0.00	$203,172.56	6.875	07/03/2028	EXCRTU
TWD/USD FWD 20260715	4,267,043.00	0.00	$133,883.26	0.000	07/15/2026	TWP071526
TWD/USD FWD 20260715	1,528,357.00	0.00	$47,953.92	0.000	07/15/2026	TWC071526
TYQ6C 110.75 PIT	-3.00	n/a	-$515.63	0.000	07/24/2026	Z97PPRQA5
TYQ6C 111 PIT	-60.00	-0.01	-$7,500.00	0.000	07/24/2026	Z97JX5388
TYQ6P 108 PIT	-14.00	n/a	-$875.00	0.000	07/24/2026	Z97JX61X3
TYQ6P 108.5 PIT	-28.00	-0.01	-$3,062.50	0.000	07/24/2026	Z97JX1494
TYQ6P 109.25 PIT	-3.00	n/a	-$750.00	0.000	07/24/2026	TYQ6P
TYQ6P 109.5 PIT	-18.00	-0.01	-$5,906.25	0.000	07/24/2026	Z97JWVMY4
UBS GROUP AG	2,250,000.00	0.08	$2,257,204.95	6.875	12/31/2079	UBS
UBS GROUP AG	2,280,000.00	0.08	$2,327,672.52	7.000	12/31/2079	UBS
UBS GROUP AG	3,900,000.00	0.14	$4,005,459.12	5.699	02/08/2035	UBS
UBS GROUP AG	1,000,000.00	0.04	$1,102,185.20	0.250	11/05/2028	UBS
UBS GROUP AG	2,000,000.00	0.07	$1,899,342.40	3.126	08/13/2030	UBS
UBS GROUP AG	2,500,000.00	0.09	$2,441,126.00	4.194	04/01/2031	UBS
UENO BANK SA	510,000.00	0.01	$497,173.50	6.700	03/06/2031	UENOPY
UKRAINE GOVERNMENT	84,970.07	0.00	$58,959.37	4.500	02/01/2035	UKRAIN
UKRAINE GOVERNMENT	109,247.23	0.00	$76,882.80	4.500	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	13,261.40	0.00	$9,533.80	0.000	02/01/2030	UKRAIN
UKRAINE GOVERNMENT	49,555.76	0.00	$28,044.71	0.000	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	48,554.33	0.00	$33,404.78	4.500	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	41,878.11	0.00	$25,242.51	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	34,898.42	0.00	$21,002.88	0.000	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	57,000.00	0.00	$34,357.40	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	295,000.00	0.00	$244,460.33	4.000	02/01/2032	UKRAIN
UMBS 30YR TBA(REG A)	188,500,000.00	7.29	$194,779,425.10	6.500	08/13/2026	UM30
UMBS 30YR TBA(REG A)	142,400,000.00	5.34	$142,654,753.60	5.500	08/13/2025	UM30
UMBS 30YR TBA(REG A)	32,300,000.00	1.23	$33,018,636.24	6.000	07/14/2025	UM30
UNION ELECTRIC CO	770,000.00	0.02	$749,428.99	4.800	03/15/2036	AEE
UNITED AIR 2020-1 A PTT	591,192.92	0.02	$598,154.10	5.875	04/15/2029	UAL
UNITED STATES TREASURY	24,300,000.00	0.72	$19,425,762.63	3.625	05/15/2053	TBOND
UNITED TECHNOLOGIES CORPORATION	805,000.00	0.02	$698,765.44	4.625	11/16/2048	RTX
US 10YR NOTE SEP 26	1,107.00	4.55	$121,648,927.41	0.000	09/21/2026	TYU6
US 2YR NOTE SEP 26	744.00	5.74	$153,362,812.57	0.000	09/30/2026	TUU6
US 5YR NOTE SEP 26	2,547.00	10.20	$272,648,403.36	0.000	09/30/2026	FVU6
US BANCORP	1,136,000.00	0.04	$1,136,994.34	4.653	02/01/2029	USB
US BANCORP	720,000.00	0.02	$725,322.17	6.787	10/26/2027	USB
US BANK NATIONAL ASSOCIATION	1,485,000.00	0.05	$1,488,597.86	4.730	05/15/2028	USB
US LONG BOND SEP 26	1,201.00	5.10	$136,313,500.00	0.000	09/21/2026	USU6
US SECURITIZED NET CASH	-706,195,352.87	-26.44	-$706,195,352.87	0.000	-	US-C
US TREASURY N/B	100,000.00	0.00	$64,681.64	1.375	11/15/2040	T
US ULTRA 10YR NOTE SEP 26	-1,443.00	-6.08	-$162,292,406.25	0.000	09/21/2026	UXYU6
US ULTRA T-BOND SEP 26	506.00	2.20	$58,775,062.50	0.000	09/21/2026	WNU6
USD P KRW C @1400.00 EO	455,246.00	n/a	$0.40	0.000	07/13/2026	PUT USD/K
UWM HOLDINGS LLC	890,000.00	0.02	$793,882.94	6.250	03/15/2031	UWMC
VALE OVERSEAS LTD	555,000.00	0.02	$555,832.50	6.000	02/25/2056	VALEBZ
VALERO ENERGY CORPORATION	2,985,000.00	0.11	$2,939,454.57	5.150	03/10/2036	VLO
VEDANTA RESOURCES LTD	680,000.00	0.02	$676,626.04	7.000	07/13/2032	VEDLN
VENEZUELA (BOLVARIAN REPUBLIC OF)	370,000.00	0.00	$164,557.50	0.000	10/13/2019	VENZ
VENTR 2018-32A A1	50,648.66	0.00	$50,637.16	5.037	07/18/2031	VENTR_18-
VENTR 2018-34A AR	591,146.98	0.02	$591,093.78	6.566	10/15/2031	VENTR_18-
VENTR 2021-42A A1A	1,300,000.00	0.04	$1,300,292.50	5.065	04/15/2034	VENTR_21-
VENTURE GLOBAL CALCASIEU PASS LLC	3,870,000.00	0.12	$3,451,745.88	3.875	11/01/2033	VENTGL
VEON MIDCO BV	535,000.00	0.01	$534,083.60	7.450	06/01/2033	VEONHD
VEON MIDCO BV	210,000.00	0.00	$209,801.89	6.950	06/01/2031	VEONHD
VERIZON COMMUNICATIONS INC	1,360,000.00	0.05	$1,375,433.28	6.200	05/14/2056	VZ
VERIZON COMMUNICATIONS INC	537,000.00	0.01	$487,641.16	2.550	03/21/2031	VZ
VERIZON COMMUNICATIONS INC	1,020,000.00	0.03	$990,259.96	5.875	11/30/2055	VZ
VERIZON COMMUNICATIONS INC SR NT 4	1,027,000.00	0.03	$993,860.05	4.780	02/15/2035	VZ
VERUS_23-7	2,550,744.84	0.09	$2,557,337.24	7.070	10/25/2068	VERUS_23-
VERUS_24-4	2,089,460.59	0.07	$2,100,004.63	6.218	06/25/2069	VERUS_24-
VFET 2026-1A A3	4,450,000.00	0.16	$4,396,456.71	3.930	05/15/2030	VFET 2026
VICI PROPERTIES LP	715,000.00	0.02	$715,611.11	5.625	04/01/2035	VICI
VICI PROPERTIES LP	1,815,000.00	0.06	$1,810,448.16	4.950	02/15/2030	VICI
VICI PROPERTIES LP	100,000.00	0.00	$99,997.52	4.750	02/15/2028	VICI
VICI PROPERTIES LP	145,000.00	0.00	$145,388.54	5.750	02/01/2027	VICI
VICTRA HOLDINGS LLC	3,000,000.00	0.11	$3,096,459.00	8.750	09/15/2029	VICTRA
VIPER ENERGY PARTNERS LLC	1,300,000.00	0.04	$1,321,359.00	5.700	08/01/2035	VNOM
VIPER ENERGY PARTNERS LLC	1,400,000.00	0.05	$1,396,105.90	4.900	08/01/2030	VNOM
VIRGIN MEDIA BRISTOL LLC	215,000.00	0.00	$191,645.63	6.849	03/31/2031	VMED
VIRGIN MEDIA BRISTOL LLC	400,000.00	0.01	$384,062.40	6.881	01/31/2029	VMED
VIRGIN MEDIA SECURED FINANCE PLC	800,000.00	0.02	$679,974.40	4.500	08/15/2030	VMED
VISTRA OPERATIONS COMPANY LLC	3,700,000.00	0.15	$4,027,938.40	6.950	10/15/2033	VST
VISTRA OPERATIONS COMPANY LLC	1,890,000.00	0.06	$1,853,067.13	5.350	01/31/2036	VST
VISTRA OPERATIONS COMPANY LLC	1,100,000.00	0.04	$1,079,547.15	4.700	01/31/2031	VST
VMED O2 UK FINANCING I PLC	1,400,000.00	0.04	$1,266,147.40	7.750	04/15/2032	VMED
VMED O2 UK FINANCING I PLC	1,290,000.00	0.03	$1,061,976.76	4.250	01/31/2031	VMED
VMED O2 UK FINANCING I PLC	930,000.00	0.02	$765,012.23	4.750	07/15/2031	VMED
VOLCAN COMPANIA MINERA SAA	471,000.00	0.01	$488,167.95	8.500	10/28/2032	VOLCAN
VOLKSWAGEN GROUP OF AMERICA FINANC	600,000.00	0.02	$602,017.92	4.950	03/25/2027	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	2,900,000.00	0.10	$2,913,081.03	5.050	03/27/2028	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	400,000.00	0.01	$406,069.36	5.650	09/12/2028	VW
WAMU_05-AR16	95,458.37	0.00	$90,001.44	4.340	12/25/2035	WAMU_05-A
WAMU_07-HY1	83,061.96	0.00	$72,492.30	3.971	02/25/2037	WAMU_07-H
WAMU_07-HY7	173,012.08	0.00	$161,397.55	4.513	07/25/2037	WAMU_07-H
WARNER BROTHERS DISCOVER	1,373,076.92	0.05	$1,375,162.62	6.363	06/30/2033	WBD
WELLI 2025-4A D1	750,000.00	0.02	$748,658.25	6.225	04/18/2038	WELLI_25-
WELLS FARGO & COMPANY	125,000.00	0.00	$126,333.75	5.150	04/23/2031	WFC
WELLS FARGO & COMPANY	965,000.00	0.03	$942,463.78	4.960	01/23/2037	WFC
WELLS FARGO & COMPANY	5,000,000.00	0.19	$5,077,808.00	5.389	04/24/2034	WFC
WELLS FARGO & COMPANY	5,310,000.00	0.21	$5,733,327.54	6.491	10/23/2034	WFC
WELLS FARGO & COMPANY	2,200,000.00	0.08	$2,224,991.34	5.198	01/23/2030	WFC
WELLS FARGO & COMPANY	2,900,000.00	0.10	$2,912,646.03	3.640	04/22/2028	WFC
WELLS FARGO & COMPANY	3,800,000.00	0.14	$3,834,696.66	5.707	04/22/2028	WFC
WELLS FARGO & COMPANY	2,240,000.00	0.08	$2,232,907.71	4.844	05/20/2032	WFC
WELLS FARGO BANK NA	2,100,000.00	0.07	$2,109,256.38	5.254	12/11/2026	WFC
WESTERN MIDSTREAM OPERATING LP	1,115,000.00	0.04	$1,103,702.37	5.500	12/15/2035	WES
WESTERN MIDSTREAM OPERATING LP	1,420,000.00	0.05	$1,423,091.91	5.700	07/01/2036	WES
WFCM_16-BNK1	250,305.88	0.00	$249,864.32	2.652	08/15/2049	WFCM_16-B
WFMBS_06-AR11	64,067.28	0.00	$60,813.86	6.025	08/25/2036	WFMBS_06-
WLAKE_25-2	618,779.12	0.02	$619,539.04	4.660	09/15/2028	WLAKE_25-
WOODSIDE FINANCE LTD	400,000.00	0.01	$399,241.28	3.700	09/15/2026	WDSAU
WYNN MACAU LTD	200,000.00	0.00	$199,475.60	5.500	10/01/2027	WYNMAC
WYNN MACAU LTD	685,000.00	0.02	$681,004.46	6.750	02/15/2034	WYNMAC
YAPI VE KREDI BANKASI AS	695,000.00	0.02	$685,573.92	7.550	06/11/2036	YKBNK
YMMT_26-A	2,000,000.00	0.07	$1,987,045.80	4.430	04/15/2031	YMMT_26-A
ZAIS 2020-16A A1R2	3,700,000.00	0.13	$3,699,652.20	4.805	10/20/2034	ZAIS_20-1
ZAR/USD FWD 20260721	-13,990,317.12	-0.04	-$852,538.32	0.000	07/21/2026	ZAD072126
ZAR/USD FWD 20260721	-8,883,178.30	-0.03	-$541,320.82	0.000	07/21/2026	ZAP072126
ZAR/USD FWD 20260721	-29,058,627.64	-0.07	-$1,770,767.12	0.000	07/21/2026	ZAG072126
ZCS BRL 11.49576 06.14.24 01.04.27	196,500,000.00	-0.07	-$1,681,970.58	0.000	01/04/2027	CME
ZCS BRL 11.5661 06/18/24-01/04/27 CME CONTRACT SWCOIR	2,900,000.00	-0.01	-$23,982.93	0.000	01/04/2027	I2113163

^*Cash balance includes other assets and liabilities.

View full list of quarterly holdings

Quarterly holdings as of 06/30/2026 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
1MN6C 110.25 PIT	-15.00	n/a	-$1,171.88	0.000	07/02/2026	1MN6C
1MN6P 108.25 PIT	-15.00	0.00	$0.00	0.000	07/02/2026	1MN6P
2MN6C 110.75 PIT	-13.00	n/a	-$609.38	0.000	07/10/2026	2MN6C
2MN6P 109 PIT	-13.00	n/a	-$812.50	0.000	07/10/2026	2MN6P
3MO EURO EURIBOR DEC 26	466.00	4.85	$129,678,587.18	0.000	12/14/2026	ERZ6
ABBOTT LABORATORIES	3,490,000.00	0.12	$3,390,129.11	4.650	03/15/2036	ABT
ABBOTT LABORATORIES	1,715,000.00	0.06	$1,663,958.51	4.300	03/15/2033	ABT
ABBVIE INC	3,000,000.00	0.11	$3,043,406.10	4.950	03/15/2031	ABBV
ABFC_06-HE1	209,100.50	0.00	$115,395.96	4.203	01/25/2037	ABFC_06-H
ABN AMRO BANK NV	3,500,000.00	0.12	$3,316,829.25	2.470	12/13/2029	ABNANV
ABU DHABI (EMIRATE OF)	1,100,000.00	0.04	$1,108,206.66	4.875	04/30/2029	ADGB
ABU DHABI CRUDE OIL PIPELINE LLC	715,000.00	0.02	$641,654.23	4.600	11/02/2047	ADNOUH
ABU DHABI DEVELOPMENTAL HOLDING CO	1,500,000.00	0.05	$1,536,655.65	5.500	05/08/2034	ADQABU
ACCESS BANK PLC	300,000.00	0.01	$299,379.87	6.125	09/21/2026	ACCESS
ACCRUED INCOME -BASE CURRENCY	18,880,204.72	0.70	$18,880,204.72	0.000	-	CASH
ACHV_24-3AL	282,513.89	0.01	$283,434.07	5.010	12/26/2031	ACHV_24-3
ACLO 4A AR	1,232,792.36	0.05	$1,408,302.61	2.973	01/16/2031	ACLO_4A-A
ADANI ELECTRICITY MUMBAI LTD	245,000.00	0.00	$230,367.96	3.949	02/12/2030	ADANEM
ADANI PORTS AND SPECIAL ECONOMIC Z	400,000.00	0.01	$360,749.76	3.100	02/02/2031	ADSEZ
ADANI RENEWABLE ENERGY RJ LTD	585,437.50	0.01	$497,891.35	4.625	10/15/2039	ARENRJ
ADNOC MURBAN RSC LTD	3,600,000.00	0.13	$3,549,144.24	4.250	09/11/2029	ADNOCM
AERCAP FUNDING DAC	2,775,000.00	0.10	$2,762,480.81	4.875	07/07/2031	AER
AEROPUERTO INTL TOCUMEN	200,000.00	0.00	$169,878.00	5.125	08/11/2061	AITOCU
AEROPUERTOS ARGENTINA 2000 SA	502,914.56	0.01	$529,329.19	8.500	08/01/2031	AEROAR
AFRICA FINANCE CORP	540,000.00	0.02	$546,535.62	5.550	10/08/2029	AFRFIN
AFRICAN DEVELOPMENT BANK	525,000.00	0.01	$521,034.26	5.750	12/31/2079	AFDB
AFRICAN DEVELOPMENT BANK	200,000.00	0.00	$197,737.58	5.875	12/31/2079	AFDB
AGL 2022-17A	2,550,000.00	0.09	$2,548,773.45	4.622	01/21/2035	AGL_22-17
AIA GROUP LTD	310,000.00	0.01	$315,643.09	5.375	04/05/2034	AIA
AIA GROUP LTD	1,000,000.00	0.03	$992,044.00	3.900	04/06/2028	AIA
AIMCO 2021-15A D1R	750,000.00	0.02	$753,388.50	6.430	04/17/2038	AIMCO_21-
AIR CANADA	300,000.00	0.01	$299,918.52	3.875	08/15/2026	ACACN
AKBANK TAS	625,000.00	0.02	$604,506.25	7.950	12/31/2079	AKBNK
AL RAJHI SUKUK LTD	410,000.00	0.01	$408,848.87	5.651	03/16/2036	RJHIAB
ALDAR PROPERTIES PJSC	450,000.00	0.01	$425,952.32	5.875	04/14/2056	ALDAR
ALIBABA GROUP HOLDING LTD	265,000.00	0.00	$195,285.50	2.700	02/09/2041	BABA
AMAZON.COM INC	1,310,000.00	0.04	$1,287,872.53	4.100	11/20/2030	AMZN
AMAZON.COM INC	1,355,000.00	0.05	$1,347,301.43	5.800	03/13/2056	AMZN
AMAZON.COM INC	1,225,000.00	0.04	$1,206,354.15	4.875	03/13/2036	AMZN
AMERICAN AIRLINES 2016-1 CLASS AA	383,740.03	0.01	$378,443.77	3.575	07/15/2029	AAL
AMERICAN AIRLINES 2016-3 PASS THRO	713,620.96	0.02	$691,586.56	3.000	10/15/2028	AAL
AMERICAN AIRLINES 2019-1 CLASS A P	134,884.81	0.00	$126,486.37	3.150	08/15/2033	AAL
AMERICAN AIRLINES INC	807,800.96	0.02	$798,408.74	3.375	05/01/2027	AAL
AMERICAN AIRLINES PASS THROUGH CER	81,231.88	0.00	$73,118.56	2.875	07/11/2034	AAL
AMERICAN ELECTRIC POWER COMPANY IN	1,400,000.00	0.05	$1,392,559.28	6.050	03/15/2056	AEP
AMERICAN EXPRESS COMPANY	1,700,000.00	0.06	$1,717,755.14	5.284	07/26/2035	AXP
AMERICAN MUN PWR OHIO INC	1,500,000.00	0.06	$1,865,850.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORPORATION	2,150,000.00	0.07	$2,111,983.92	3.950	03/15/2029	AMT
AMERICAN TOWER CORPORATION	300,000.00	0.01	$298,368.33	3.650	03/15/2027	AMT
AMERICAN TOWER CORPORATION	1,600,000.00	0.05	$1,412,066.72	2.300	09/15/2031	AMT
AMERICAN TOWER CORPORATION	600,000.00	0.02	$607,955.40	5.200	02/15/2029	AMT
AMGEN INC	3,100,000.00	0.11	$3,059,414.49	2.200	02/21/2027	AMGN
AMGEN INC	1,740,000.00	0.06	$1,705,287.52	4.850	02/19/2036	AMGN
ANGLO AMERICAN CAPITAL PLC	4,585,000.00	0.16	$4,538,988.15	5.670	03/19/2036	AALLN
ANGLOGOLD ASHANTI HOLDINGS PLC	335,000.00	0.01	$351,457.14	6.500	04/15/2040	ANGSJ
ANGOLA (REPUBLIC OF)	200,000.00	0.00	$187,755.18	9.125	11/26/2049	ANGOL
AOA 2025-1301	4,592,000.00	0.17	$4,586,463.43	5.227	08/11/2030	AOA 2025-
AOMT_24-2	868,410.25	0.03	$869,714.78	5.985	01/25/2069	AOMT_24-2
APOLLO DEBT SOLUTIONS BDC	2,755,000.00	0.10	$2,809,722.29	6.700	07/29/2031	APODS
ARESE 10A AR	220,128.62	0.00	$251,483.50	2.984	10/15/2031	ARESE_10A
ARESE 12A AR	174,366.09	0.00	$199,178.89	3.088	04/20/2032	ARESE-12A
ARGENTINA REPUBLIC OF GOVERNMENT	422,897.76	0.01	$375,321.76	0.750	07/09/2030	ARGENT
ARGENTINA REPUBLIC OF GOVERNMENT	902,150.00	0.02	$723,073.23	4.125	07/09/2035	ARGENT
ARMENIA (REPUBLIC OF)	440,000.00	0.01	$405,954.82	3.600	02/02/2031	ARMEN
ARMT_05-10	13,459.43	0.00	$12,846.90	4.064	01/25/2036	ARMT_05-1
ARMT_06-2	206,403.78	0.00	$176,183.60	4.406	05/25/2036	ARMT_06-2
ARSI_06-M1	1,012,676.38	0.01	$268,013.51	4.063	07/25/2036	ARSI_06-M
ARSI_06-W4	530,439.25	0.00	$123,293.18	4.083	05/25/2036	ARSI_06-W
ASHTEAD CAPITAL INC	2,600,000.00	0.10	$2,683,348.98	5.950	10/15/2033	AHTLN
ASTRAZENECA FINANCE LLC	2,200,000.00	0.07	$2,097,594.18	1.750	05/28/2028	AZN
AT&T INC	2,673,000.00	0.08	$2,245,796.60	2.550	12/01/2033	T
AT&T INC	900,000.00	0.03	$945,313.65	6.300	01/15/2038	T
AT&T INC	1,090,000.00	0.03	$1,024,896.26	5.550	11/01/2045	T
AT&T INC	3,775,000.00	0.13	$3,650,862.15	6.000	04/30/2056	T
ATCLO 2021-18A A1R	3,400,000.00	0.12	$3,400,438.60	5.396	01/18/2035	04943EAQ4
ATHENE GLOBAL FUNDING	2,500,000.00	0.10	$2,862,232.71	3.024	02/23/2027	ATH
ATHENE HOLDING LTD	1,290,000.00	0.04	$1,239,284.68	6.875	06/28/2055	ATH
AUD/USD FWD 20260702	-108,110.00	-0.01	-$74,847.46	0.000	07/02/2026	AUP070226
AUD/USD FWD 20260702	1,311,334.00	0.03	$907,871.74	0.000	07/02/2026	AUJ070226
AUD/USD FWD 20260702	636,251.90	0.01	$440,494.28	0.000	07/02/2026	MAU070226
AUDUSD	-70,000.00	-0.01	-$48,417.34	0.000	08/21/2026	AUD
AUSTRALIAN DOLLAR	910,177.22	0.02	$630,161.20	0.000	-	AUD
AVIATION CAPITAL GROUP LLC	3,500,000.00	0.12	$3,406,950.40	4.875	01/28/2033	ACGCAP
AVILEASE CAPITAL LTD	1,015,000.00	0.03	$1,022,925.53	5.500	06/30/2031	AVILES
AVOLON HOLDINGS FUNDING LTD	1,650,000.00	0.05	$1,597,674.05	4.850	04/01/2033	AVOL
AVOLON HOLDINGS FUNDING LTD	2,400,000.00	0.08	$2,342,926.08	4.950	10/15/2032	AVOL
AVOLON HOLDINGS FUNDING LTD	420,000.00	0.01	$424,348.85	5.375	05/30/2030	AVOL
AVOLON HOLDINGS FUNDING LTD	1,030,000.00	0.03	$1,032,650.81	4.950	01/15/2028	AVOL
AVOLON HOLDINGS FUNDING LTD	51,000.00	0.00	$49,502.63	2.528	11/18/2027	AVOL
AXIAN TELECOM HOLDING AND MANAGEME	380,000.00	0.01	$383,962.07	7.250	07/11/2030	AXNTLC
AZERBAIJAN (REPUBLIC OF)	325,000.00	0.01	$303,178.62	3.500	09/01/2032	AZERBJ
AZORRA SOAR TLB FINANCE LTD	692,961.22	0.02	$695,559.82	6.160	10/18/2029	AZORRA
AZUL SECURED FINANCE LLP	475,000.00	0.01	$455,519.44	9.875	02/15/2031	AZUBBZ
AZULE ENERGY FINANCE PLC	345,000.00	0.01	$347,142.80	8.125	01/23/2030	AZURGY
AZULE ENERGY FINANCE PLC	570,000.00	0.02	$571,019.45	8.625	01/22/2033	AZURGY
BAFC_05-E	49,237.78	0.00	$45,524.45	5.175	06/20/2035	BAFC_05-E
BAFC_06-I	39,739.22	0.00	$39,251.91	5.593	12/20/2036	BAFC_06-I
BALLY 2021-18A C1R	850,000.00	0.03	$842,099.25	6.523	04/15/2038	BALLY_21-
BANCO BILBAO VIZCAYA ARGENTARIA SA	1,000,000.00	0.03	$998,673.50	5.314	05/08/2031	BBVASM
BANCO DAVIVIENDA SA	490,000.00	0.01	$508,375.00	8.125	07/02/2035	DAVIVI
BANCO DE CREDITO E INVERSIONES	9,850,000.00	0.36	$9,777,883.23	0.000	09/03/2026	EJYR
BANCO NACIONAL DE MEXICO SA INTEGR	515,000.00	0.01	$507,867.25	6.697	08/07/2036	BANMEX
BANCO NACIONAL DE PANAMA	935,000.00	0.03	$836,150.12	2.500	08/11/2030	BCONAL
BANCO SANTANDER SA	1,200,000.00	0.04	$1,196,806.20	4.175	03/24/2028	SANTAN
BANCO SANTANDER SA	600,000.00	0.02	$597,425.46	4.600	04/15/2029	SANTAN
BANCO SANTANDER SA	2,600,000.00	0.09	$2,585,919.44	4.867	04/15/2031	SANTAN
BANCOLOMBIA SA	500,000.00	0.01	$534,182.00	8.625	12/24/2034	BCOLO
BANGKOK BANK PCL	440,000.00	0.01	$434,183.95	4.507	11/26/2030	BBLTB
BANGKOK BANK PCL	515,000.00	0.01	$468,142.21	3.466	09/23/2036	BBLTB
BANK GOSPODARSTWA KRAJOWEGO-WARSAW	200,000.00	0.00	$208,013.12	5.750	07/09/2034	BGOSK
BANK HAPOALIM BM	470,000.00	0.01	$465,509.03	5.252	01/14/2033	HAPOAL
BANK LEUMI LE ISRAEL BM	465,000.00	0.01	$477,592.20	7.129	07/18/2033	LUMIIT
BANK MUSCAT SAOG	550,000.00	0.02	$542,239.23	4.846	10/01/2030	BKMBOM
BANK OF AMERICA CORP	587,000.00	0.02	$594,372.13	6.250	12/31/2079	BAC
BANK OF AMERICA CORP	1,015,000.00	0.03	$1,046,935.96	6.625	12/31/2079	BAC
BANK OF AMERICA CORP	1,000,000.00	0.03	$999,748.40	4.623	05/09/2029	BAC
BANK OF AMERICA CORP	3,670,000.00	0.14	$3,747,681.42	6.204	11/10/2028	BAC
BANK OF AMERICA CORP	5,000,000.00	0.18	$5,068,061.00	5.288	04/25/2034	BAC
BANK OF AMERICA CORP	700,000.00	0.02	$706,633.48	5.202	04/25/2029	BAC
BANK OF AMERICA CORP	5,255,000.00	0.19	$5,281,266.59	5.518	10/25/2035	BAC
BANK OF AMERICA CORP	3,060,000.00	0.11	$3,055,378.79	1.734	07/22/2027	BAC
BANK OF AMERICA CORP	6,900,000.00	0.25	$6,771,061.77	3.974	02/07/2030	BAC
BANK OF AMERICA CORP	2,700,000.00	0.10	$2,677,868.37	4.695	04/23/2032	BAC
BANK OF GEORGIA JSC	790,000.00	0.02	$786,841.34	6.500	06/03/2031	GEBGG
BANK OF NEW YORK MELLON CORP/THE	1,470,000.00	0.05	$1,482,761.22	4.942	02/11/2031	BNY
BANK_17-BNK5	605,000.00	0.02	$590,703.73	3.896	06/15/2060	BANK_17-B
BANK_17-BNK7	1,120,000.00	0.04	$1,102,341.52	3.435	09/15/2060	BANK_17-B
BANK_19-BN20	8,000,000.00	0.28	$7,546,171.20	3.011	09/15/2061	BANK_19-B
BANK_20-BNK29	5,880,000.00	0.19	$5,185,967.14	1.997	11/15/2053	BANK_20-B
BANK_22-BN39	797,000.00	0.02	$676,558.00	3.268	02/15/2055	BANK_22-B
BANK_22-BNK39	1,353,000.00	0.04	$1,180,390.48	3.239	02/15/2055	BANK_22-B
BANK_22-BNK40	1,800,000.00	0.05	$1,565,241.84	3.507	03/15/2064	BANK_22-B
BANK_24-BN47	3,500,000.00	0.13	$3,644,502.05	5.716	06/15/2057	BANK_24-B
BANQUE FEDERATIVE DU CREDIT MUTUEL	1,750,000.00	0.06	$1,721,730.68	4.541	01/15/2031	BFCM
BARCLAYS PLC	2,000,000.00	0.07	$2,003,927.20	4.942	09/10/2030	BACR
BARCLAYS PLC	3,000,000.00	0.12	$3,344,840.40	7.437	11/02/2033	BACR
BARCLAYS PLC	1,600,000.00	0.06	$1,614,425.76	5.501	08/09/2028	BACR
BARCLAYS PLC	3,000,000.00	0.11	$3,012,772.50	4.972	05/16/2029	BACR
BATH & BODY WORKS INC	3,448,000.00	0.13	$3,533,106.98	6.875	11/01/2035	BBWI
BAYER US FINANCE II LLC	200,000.00	0.00	$197,897.24	4.375	12/15/2028	BAYNGR
BAYER US FINANCE LLC	200,000.00	0.00	$206,554.34	6.250	01/21/2029	BAYNGR
BAYER US FINANCE LLC	800,000.00	0.03	$804,205.20	6.125	11/21/2026	BAYNGR
BAYER US FINANCE LLC	400,000.00	0.01	$429,561.24	6.500	11/21/2033	BAYNGR
BAYER US FINANCE LLC	600,000.00	0.02	$631,653.54	6.375	11/21/2030	BAYNGR
BBVA MEXICO SA INSTITUCION DE BANC	230,000.00	0.00	$245,441.28	8.125	01/08/2039	BBVASM
BCC 2021-7A A1R	3,150,000.00	0.11	$3,151,099.35	4.644	01/22/2035	BCC_21-7A
BDS_25-FL14	600,000.00	0.02	$600,014.40	4.895	10/17/2042	BDS_25-FL
BEACON POINT DC LLC	2,265,000.00	0.08	$2,285,364.39	6.129	11/30/2042	HUTBPA
BECTON DICKINSON EURO FINANCE SARL	700,000.00	0.02	$542,564.42	1.336	08/13/2041	BDX
BEIGNET INVESTOR LLC	14,000,000.00	0.53	$14,289,079.00	6.581	05/30/2049	RPLDCI
BERMUDA (GOVERNMENT OF)	400,000.00	0.01	$403,792.00	5.000	07/15/2032	BERMUD
BFLD_25-660F	6,490,000.00	0.24	$6,504,196.88	5.127	11/15/2042	BFLD_25-6
BIDVEST GROUP (UK) PLC	440,000.00	0.01	$444,874.28	6.200	09/17/2032	BVTSJ
BIMBO BAKERIES USA INC	260,000.00	0.01	$277,885.66	6.400	01/15/2034	BIMBOA
BLACK 2019-1A A1R	23,123.53	0.00	$26,418.81	3.263	05/15/2032	BLACK_19-
BLACK HILLS CORPORATION	1,090,000.00	0.04	$1,073,914.87	4.550	01/31/2031	BKH
BLACKSTONE PRIVATE CREDIT FUND	1,075,000.00	0.03	$1,029,166.41	5.050	09/10/2030	BCRED
BLACKSTONE PRIVATE CREDIT FUND	920,000.00	0.03	$907,984.71	5.600	11/22/2029	BCRED
BLKRK LQDTY FED CL INSTNAL	7,925,000.00	0.29	$7,925,000.00	0.000	02/06/2079	TFDXX
BLOCK INC	1,531,000.00	0.05	$1,542,444.23	6.000	08/15/2033	XYZ
BLUE OWL CREDIT INCOME CORP	3,538,000.00	0.13	$3,562,340.73	6.600	09/15/2029	OCINCC
BMAEK_22-B32	2,200,000.00	0.06	$1,665,104.76	3.452	01/15/2055	BMARK_22-
BMARK_20-B17	3,460,000.00	0.11	$3,110,069.79	2.289	03/15/2053	BMARK_20-
BMARK_20-B20	5,250,000.00	0.17	$4,643,521.05	2.034	10/15/2053	BMARK_20-
BMARK_21-B24	6,790,000.00	0.22	$6,089,189.84	2.584	03/15/2054	BMARK_21-
BMARK_22-B32	1,800,000.00	0.05	$1,500,025.32	3.202	01/15/2055	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$775,365.48	3.613	02/15/2032	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$710,752.77	3.613	03/15/2055	BMARK_22-
BMARK_22-B34	2,950,000.00	0.10	$2,725,230.36	3.786	04/15/2055	BMARK_22-
BMARK_22-B35	3,375,000.00	0.12	$3,259,063.69	4.594	05/15/2055	BMARK_22-
BMO_22-C1	600,000.00	0.02	$552,093.12	3.374	02/15/2055	BMO_22-C1
BMW US CAPITAL LLC	900,000.00	0.03	$903,352.05	4.750	03/21/2028	BMW
BNP PARIBAS SA	600,000.00	0.02	$567,200.82	2.159	09/15/2029	BNP
BNP PARIBAS SA	1,800,000.00	0.06	$1,741,523.94	1.904	09/30/2028	BNP
BNP PARIBAS SA	4,700,000.00	0.16	$4,416,243.61	3.052	01/13/2031	BNP
BNPAM 2018-1A AR	154,323.63	0.00	$175,970.82	2.804	04/15/2031	BNPAM_18-
BNPAM 2019-1A AR	889,918.41	0.03	$1,016,193.40	3.014	07/22/2032	BNPAM_19-
BOAMS_03-D	321.17	n/a	$316.97	6.247	05/25/2033	BOAMS_03-
BOEING CO	400,000.00	0.01	$455,303.48	7.008	05/01/2064	BA
BOEING CO	2,750,000.00	0.10	$2,786,977.05	6.259	05/01/2027	BA
BOEING CO	700,000.00	0.02	$728,860.72	6.298	05/01/2029	BA
BOEING CO	3,835,000.00	0.16	$4,313,264.38	6.858	05/01/2054	BA
BOEING CO	1,100,000.00	0.04	$1,169,087.48	6.388	05/01/2031	BA
BOEING CO/THE	500,000.00	0.02	$544,137.10	6.528	05/01/2034	BA
BOLIVIA PLURINATIONAL STATE OF	200,000.00	0.00	$205,150.00	9.450	05/14/2031	BOLIVI
BOSTON GAS COMPANY	500,000.00	0.01	$467,581.30	3.757	03/16/2032	NGGLN
BPCE SA	5,000,000.00	0.19	$5,109,049.00	5.748	07/19/2033	BPCEGP
BPCE SA	1,160,000.00	0.04	$1,140,314.57	6.347	01/13/2047	BPCEGP
BPCE SA (FXD-FRN)	3,350,000.00	0.12	$3,370,214.24	6.612	10/19/2027	BPCEGP
BRAZIL FEDERATIVE REPUBLIC OF (GOV	300,000.00	0.01	$302,325.00	7.125	05/13/2054	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	75,932,000.00	0.53	$14,225,932.05	0.000	10/01/2026	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	1,570,000.00	0.05	$1,580,597.50	7.250	01/12/2056	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	400,000.00	0.01	$411,060.00	6.625	03/15/2035	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	136,154,000.00	0.89	$23,965,829.30	0.000	04/01/2027	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	210,000.00	0.00	$155,820.00	4.750	01/14/2050	BRAZIL
BRAZILIAN REAL	3,607,840.27	0.02	$698,882.33	0.000	-	BRL
BRITISH AIR 18-1 AA PTT	645,569.90	0.02	$628,246.35	3.800	09/20/2031	IAGLN
BRITISH AIRWAYS 2019-1 CLASS AA PA	205,673.94	0.00	$193,186.32	3.300	06/15/2034	IAGLN
BRITISH POUND	981,438.57	0.04	$1,301,829.19	0.000	-	GBP
BRL/USD FWD 20260702	-16,600,000.00	-0.13	-$3,213,975.54	0.000	07/02/2026	BRGT70226
BRL/USD FWD 20260702	-32,488,698.14	-0.24	-$6,290,233.80	0.000	07/02/2026	BRG070226
BRL/USD FWD 20260702	49,088,698.14	0.35	$9,504,209.34	0.000	07/02/2026	BRJ070226
BRL/USD FWD 20260804	3,969,540.24	0.02	$762,300.53	0.000	08/04/2026	BRP080426
BRL/USD FWD 20260804	43,339,900.96	0.31	$8,322,885.61	0.000	08/04/2026	BRG080426
BRL/USD FWD 20260902	5,147,006.60	0.03	$981,446.53	0.000	09/02/2026	BRG090226
BRL/USD FWD 20261002	31,569,488.95	0.22	$5,978,410.64	0.000	10/02/2026	BRJ100226
BRL/USD FWD 20261002	-5,100,000.00	-0.04	-$965,802.59	0.000	10/02/2026	BRA100226
BRL/USD FWD 20261002	-51,840,198.91	-0.37	-$9,817,136.96	0.000	10/02/2026	BRP100226
BRL/USD FWD 20261002	7,788,788.07	0.05	$1,474,986.61	0.000	10/02/2026	BRG100226
BRL/USD FWD 20270402	-37,200,000.00	-0.26	-$6,777,902.82	0.000	04/02/2027	BRG040227
BRL/USD FWD 20270402	-68,254,000.00	-0.47	-$12,435,994.07	0.000	04/02/2027	BRP040227
BRL/USD FWD 20270402	-30,700,000.00	-0.21	-$5,593,591.85	0.000	04/02/2027	BRJ040227
BROADCOM INC	2,789,000.00	0.08	$2,370,254.52	3.137	11/15/2035	AVGO
BROADCOM INC	1,600,000.00	0.05	$1,458,970.40	3.419	04/15/2033	AVGO
BROADCOM INC	395,000.00	0.01	$387,287.70	4.200	10/15/2030	AVGO
BROADCOM INC	2,900,000.00	0.11	$2,943,571.63	5.050	04/15/2030	AVGO
BROOKFIELD ASSET MANAGEMENT LTD	2,025,000.00	0.07	$1,999,198.46	4.653	11/15/2030	BAMCN
BROOKFIELD CAPITAL FINANCE LLC	3,800,000.00	0.14	$3,991,888.22	6.087	06/14/2033	BNCN
BROOKFIELD CORPORATE TREASURY LTD	5,650,000.00	0.21	$5,630,338.00	0.000	07/31/2026	BRKTR
BSABS_05-FR1	164,307.93	0.00	$162,364.22	4.768	06/25/2035	BSABS_05-
BSABS_07-SD1	90,896.90	0.00	$36,961.03	4.875	10/25/2036	BSABS_07-
BSARM_03-5	9,541.83	0.00	$8,831.53	4.379	08/25/2033	BSARM_03-
BUENOS AIRES CITY OF	184,000.00	0.00	$180,734.00	7.050	05/13/2036	BUEAIR
BUENOS AIRES PROVINCE OF A BONDS	201,004.40	0.00	$166,678.88	6.625	09/01/2037	BUENOS
BUNGE LIMITED FINANCE CORPORATION	2,930,000.00	0.10	$2,895,707.28	4.200	09/17/2029	BG
CAD/USD FWD 20260702	-36,063.22	-0.01	-$25,430.15	0.000	07/02/2026	CAA070226
CAD/USD FWD 20260702	-34,696,790.68	-0.92	-$24,466,609.28	0.000	07/02/2026	CAP070226
CAD/USD FWD 20260702	35,818,693.02	0.94	$25,257,724.13	0.000	07/02/2026	CAG070226
CAD/USD FWD 20260702	-1,087,000.00	-0.03	-$766,503.29	0.000	07/02/2026	CAJ070226
CAD/USD FWD 20260804	-35,767,796.75	-0.95	-$25,261,066.58	0.000	08/04/2026	CAG080426
CAD/USD FWD 20260804	-998,098.58	-0.03	-$704,908.80	0.000	08/04/2026	CAP080426
CAESARS ENTERTAINMENT INC	1,910,000.00	0.06	$1,864,601.02	6.500	02/15/2032	CZR
CAN 10YR BOND SEP 26	59.00	0.18	$5,038,244.32	0.000	09/18/2026	CNU6
CANADA (GOVERNMENT OF)	10,300,000.00	0.27	$7,253,901.64	3.250	12/01/2034	CAN
CANADIAN DOLLAR	210,949.80	0.00	$148,739.51	0.000	-	CAD
CANTOR FITZGERALD LP	2,800,000.00	0.10	$2,907,644.60	7.200	12/12/2028	CANTOR
CANYC 2019-2A AR2	1,350,000.00	0.05	$1,349,639.55	4.683	10/15/2034	CANYC_19-
CANYC 2020-2A AR2	1,900,000.00	0.07	$1,900,193.80	4.703	10/15/2034	CANYC_20-
CAPITAL ONE FINANCIAL CORPORATION	1,300,000.00	0.04	$1,282,814.39	4.722	01/30/2032	COF
CAPST 25-1	500,000.00	0.01	$499,998.15	4.733	08/16/2029	CAPST 202
CARNIVAL CORP	500,000.00	0.01	$490,997.20	4.000	08/01/2028	CCL
CARNIVAL CORPORATION	2,000,000.00	0.07	$2,037,068.00	5.875	06/15/2031	CCL
CAS 2025-R02 1M2	1,620,000.00	0.06	$1,625,572.80	5.212	02/25/2045	CAS_25-R0
CAS 2025-R03 2M1	496,452.18	0.01	$496,980.45	5.212	03/25/2045	CAS 2025-
CAS 2025-R04 1M2	2,870,000.00	0.10	$2,879,219.59	5.112	05/25/2045	CAS 25-R0
CAS 2025-R06 1B1	5,169,444.00	0.19	$5,202,827.75	5.462	09/25/2045	CAS 2025-
CAS 2026-R01 2M2 MTGE	4,560,000.00	0.17	$4,548,157.22	4.962	01/25/2046	CAS 2026-
CAS 2026-R02	2,380,000.00	0.08	$2,390,023.37	5.112	02/25/2046	CAS 2026-
CAS 2026-R032M2 MTGE	1,860,000.00	0.06	$1,866,592.58	5.195	04/25/2046	CAS_26-R0
CAS 25-R05	1,280,000.00	0.04	$1,283,144.96	5.212	07/25/2045	CAS 2025-
CAS_22-R01	1,500,000.00	0.05	$1,503,658.80	5.512	12/25/2041	CAS_22-R0
CAS_22-R02	823,361.04	0.03	$831,927.29	7.072	01/25/2042	CAS_22-R0
CAS_25-R01	680,000.00	0.02	$680,427.65	5.851	01/25/2045	CAS_25-R0
CASH COLLATERAL CME MSC USD	754,000.00	0.02	$754,000.00	0.000	12/31/2060	MSC
CASH COLLATERAL FUT SOC USD	3,401,000.00	0.12	$3,401,000.00	0.042	12/31/2060	SHEL
CASH COLLATERAL ICE MSC USD	38,000.00	0.00	$38,000.00	0.000	12/31/2060	MSC
CASH COLLATERAL ISDA BPS USD	-1,563,000.00	-0.06	-$1,563,000.00	0.000	12/31/2060	TEST
CASH COLLATERAL ISDA DUB USD	-450,000.00	-0.02	-$450,000.00	0.024	12/31/2060	DUB
CASH COLLATERAL LCH BPG USD	823,000.00	0.03	$823,000.00	3.440	12/31/2060	CCBPGHUS6
CASH COLLATERAL LCH MSC USD	2,628,000.00	0.09	$2,628,000.00	0.000	06/14/2065	MSC
CASH COLLATERAL TBA MSC USD 0.000	-3,654,000.00	-0.14	-$3,654,000.00	0.000	12/31/2060	CCMSCTUS
CASH COLLATERAL USD ANZ_AU - CSA	-490,000.42	-0.02	-$490,000.42	3.630	12/31/2049	BOANA
CASSA DEPOSITI E PRESTITI SPA	6,600,000.00	0.25	$6,818,875.80	5.875	04/30/2029	CDEP
CBQ FINANCE LTD	550,000.00	0.02	$541,316.80	4.625	09/10/2030	COMQAT
CCO HOLDINGS LLC	2,739,000.00	0.10	$2,737,784.43	6.375	09/01/2029	CHTR
CCO HOLDINGS LLC	1,625,000.00	0.05	$1,377,202.78	4.250	01/15/2034	CHTR
CD_17-CD6	440,000.00	0.01	$418,617.32	3.911	11/13/2050	CD_17-CD6
CD_19-CD8	4,575,000.00	0.16	$4,280,931.35	2.912	08/15/2057	CD_19-CD8
CDS: (BA)	4,100,000.00	0.00	$15,555.87	0.010	12/20/2026	CITI
CDS: (GE)	1,200,000.00	0.00	$5,463.77	0.010	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$29,108.03	0.050	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$29,108.03	0.050	12/20/2026	JPM
CDS: (NA.8.AAA)	169,823.98	0.00	$0.00	0.500	10/17/2057	OTC
CELANESE US HOLDINGS LLC	1,256,000.00	0.04	$1,280,153.26	6.750	04/15/2033	CE
CELANESE US HOLDINGS LLC	151,000.00	0.00	$153,992.22	6.500	04/15/2030	CE
CELESTIAL DYNASTY LTD	535,000.00	0.01	$531,939.69	6.375	08/22/2028	CTFSHK
CENOVUS ENERGY INC	1,700,000.00	0.06	$1,686,189.54	5.400	03/20/2036	CVECN
CF_2019-CF3	800,000.00	0.02	$745,565.68	3.006	01/15/2053	CF_2019-C
CFCRE_16-C7	3,100,000.00	0.11	$3,086,871.19	3.839	12/10/2054	CFCRE_16-
CFII_24-1	1,186,903.74	0.04	$1,194,162.25	5.520	05/15/2036	CFII_24-1
CFOUR 10A A	1,000,000.00	0.04	$1,144,301.33	3.415	10/25/2038	CFOUR
CGCMT_17-C4	635,000.00	0.02	$624,534.18	3.471	10/12/2050	CGCMT_17-
CGMSE 2019-2A A1R	113,320.03	0.00	$129,475.32	3.173	08/15/2032	CGMSE_19-
CGMSE 2025-1A A1	1,000,000.00	0.04	$1,142,782.82	3.206	08/15/2038	XS3065225
CHAOT 2024-2A A3	1,738,009.66	0.06	$1,750,994.85	5.520	06/25/2029	CHAOT_24-
CHARLES SCHWAB & CO INC	6,200,000.00	0.22	$6,138,706.18	0.000	09/29/2026	CHSCHW
CHARLES SCHWAB CORPORATION (THE)	1,430,000.00	0.05	$1,449,840.39	5.493	05/21/2037	SCHW
CHARTER COMM OPERATING LLC	459,995.00	0.01	$454,273.58	5.883	11/22/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	1,803,750.00	0.06	$1,786,338.40	5.649	12/02/2030	CHTR
CHASE_05-A1	24,342.00	0.00	$21,081.78	4.209	12/25/2035	CHASE_05-
CHASE_24-7	1,788,861.83	0.06	$1,788,243.96	4.928	06/25/2055	CHASE_24-
CHASE_24-RPL1	1,488,066.84	0.04	$1,308,331.88	3.250	03/25/2064	CHASE_24-
CHASE_24-RPL3	2,817,324.91	0.09	$2,481,626.00	3.250	09/25/2064	CHASE_24-
CHF/USD FWD 20260702	289,613.91	0.01	$358,511.40	0.000	07/02/2026	CHJ070226
CHF/USD FWD 20260702	201,990.00	0.00	$250,042.27	0.000	07/02/2026	MCH070226
CHF/USD FWD 20260702	-301,000.00	-0.02	-$372,606.18	0.000	07/02/2026	CHA070226
CHF/USD FWD 20260804	-6,547,766.09	-0.31	-$8,136,500.54	0.000	08/04/2026	CHJ080426
CHICAGO ILL TRANSIT AUTH	1,583,075.69	0.06	$1,747,509.76	6.899	12/01/2040	CHITRN
CHICAGO ILL TRANSIT AUTH	1,583,071.78	0.06	$1,747,505.45	6.899	12/01/2040	CHITRN
CHILE (REPUBLIC OF)	246,000.00	0.00	$219,186.00	2.550	01/27/2032	CHILE
CHILE ELECTRICITY LUX MPC SARL	571,900.00	0.02	$590,309.46	6.010	01/20/2033	CHLELC
CHINESE YUAN	384.86	n/a	$56.72	0.000	-	CNY
CHPE LLC	1,285,000.00	0.04	$1,281,991.56	5.100	06/30/2033	CHPELL
CHPE LLC	1,465,000.00	0.05	$1,460,951.47	5.350	06/30/2036	CHPELL
CI FINANCIAL CORP	800,000.00	0.03	$926,656.19	4.625	12/12/2031	CIXCN
CIFC 2025-1A D1	850,000.00	0.03	$845,812.90	6.166	04/23/2038	CIFC_25-1
CIKARANG LISTRINDO TBK PT	610,000.00	0.02	$605,936.91	5.650	03/12/2035	CIKLIS
CITIBANK NA	2,005,000.00	0.07	$2,004,007.53	4.846	06/18/2032	C
CITIGROUP INC	1,900,000.00	0.07	$1,920,503.47	5.174	02/13/2030	C
CITIGROUP INC	850,000.00	0.03	$886,958.85	7.000	12/31/2079	C
CITIGROUP INC	972,000.00	0.03	$986,024.99	6.750	12/31/2079	C
CITIGROUP INC	2,400,000.00	0.08	$2,378,016.96	4.075	04/23/2029	C
CITM_07-1	2,039,215.14	0.07	$2,058,816.69	5.263	10/25/2037	CITM_07-1
CITZN_23-1	693,996.18	0.02	$695,224.35	5.840	01/18/2028	CITZN_23-
CLEVELAND-CLIFFS INC	1,870,000.00	0.06	$1,857,555.90	7.000	03/15/2032	CLF
CMLTI_24-1	1,878,913.78	0.07	$1,879,496.81	4.978	07/25/2054	CMLTI_24-
CNY/USD FWD 20260702	-11,110,000.00	-0.07	-$1,635,658.49	0.000	07/02/2026	CNJ070226
CNY/USD FWD 20260702	4,261,000.00	0.02	$627,321.41	0.000	07/02/2026	CNA070226
CNY/USD FWD 20260702	-6,219,887.72	-0.04	-$915,716.67	0.000	07/02/2026	CNP070226
CNY/USD FWD 20260702	-3,599,095.38	-0.02	-$529,873.17	0.000	07/02/2026	MCN070226
CNY/USD FWD 20260702	13,062,055.83	0.07	$1,923,047.93	0.000	07/02/2026	CND070226
CNY/USD FWD 20260804	-13,033,061.64	-0.08	-$1,916,777.05	0.000	08/04/2026	CND080426
CODELCO INTERNATIONAL LTD	400,000.00	0.01	$421,022.56	6.330	01/13/2035	CDEL
COLL - MYC	-510,000.00	-0.02	-$510,000.00	0.000	12/31/2060	MYC
COLOMBIA (REPUBLIC OF)	415,000.00	0.01	$444,050.00	7.500	02/02/2034	COLOM
COLOMBIA (REPUBLIC OF)	700,000.00	0.02	$711,900.00	6.500	01/21/2033	COLOM
COLOMBIA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$160,190.00	5.000	06/15/2045	COLOM
COLT_24-3	1,599,687.94	0.06	$1,609,345.90	6.393	06/25/2069	COLT_24-3
COMISION EJECUTIVA HIDROELECTRICA	200,000.00	0.00	$211,524.00	8.650	01/24/2033	CELELS
COMISION FEDERAL DE ELECTRICIDAD C	200,000.00	0.00	$180,316.14	3.348	02/09/2031	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	425,000.00	0.01	$415,437.50	6.500	01/28/2051	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	225,000.00	0.00	$220,554.00	6.045	01/28/2034	CFELEC
COMM_18-HCLV	2,900,000.00	0.10	$2,745,069.82	4.921	09/15/2033	COMM_18-H
CONGO (DEMOCRATIC REPUBLIC OF THE)	200,000.00	0.00	$209,690.44	9.500	04/16/2037	DRCONG
CONNECT FINCO SARL	2,985,000.00	0.11	$3,144,679.59	9.000	09/15/2029	ISATLN
COOPERATIEVE RABOBANK UA	3,000,000.00	0.11	$3,053,788.50	5.447	03/05/2030	RABOBK
COOPERATIEVE RABOBANK UA	1,350,000.00	0.05	$1,349,343.90	3.750	07/21/2026	RABOBK
COREBRIDGE GLOBAL FUNDING	2,600,000.00	0.09	$2,558,655.32	4.550	01/09/2031	CRBG
CORPORACION ANDINA DE FOMENTO	490,000.00	0.01	$507,150.00	6.750	12/31/2079	CAF
CORPORACION NACIONAL DEL COBRE DE	200,000.00	0.00	$164,067.96	4.250	07/17/2042	CDEL
CORPORACION NACIONAL DEL COBRE DE	225,000.00	0.00	$157,651.88	3.700	01/30/2050	CDEL
COSTA RICA (REPUBLIC OF)	200,000.00	0.00	$218,836.00	7.000	04/04/2044	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	500,000.00	0.02	$604,813.22	6.001	01/16/2036	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	750,000.00	0.03	$899,642.79	5.500	11/21/2030	COSTAR
COTE D IVOIRE (REPUBLIC OF)	400,000.00	0.01	$438,309.44	8.075	04/01/2036	IVYCST
COTE D IVOIRE (REPUBLIC OF)	430,000.00	0.01	$427,395.53	6.125	06/15/2033	IVYCST
COX ASSET MEXICO SA DE CV	540,000.00	0.02	$552,960.00	7.750	05/08/2036	COXMEX
CPPIB CAPITAL INC	1,500,000.00	0.04	$1,110,809.10	4.300	06/02/2034	CPPIBC
CREDIT AGRICOLE SA	4,015,000.00	0.15	$4,035,062.55	5.186	08/01/2032	ACAFP
CROSSCOUNTRY INTERMEDIATE HOLDCO L	3,908,000.00	0.14	$3,856,735.25	6.500	10/01/2030	CROSIN
CROSSM_24-H3	2,101,413.99	0.07	$2,111,123.36	6.272	06/25/2069	CROSSM_24
CROWN CASTLE INTERNATIONAL CORP	5,000,000.00	0.16	$4,454,656.50	2.250	01/15/2031	CCI
CRVNA_24-P2	2,261,495.74	0.08	$2,271,470.75	5.330	07/10/2029	CRVNA_24-
CSMC_05-1R	429,590.39	0.00	$236,853.20	5.750	12/26/2035	CSMC_05-1
CSMC_07-1	131,814.98	0.00	$68,221.62	6.000	02/25/2037	CSMC_07-1
CSMC_07-3	55,929.01	0.00	$43,238.62	4.013	04/25/2037	CSMC_07-3
CSMC_07-3	55,929.00	0.00	$7,819.58	2.987	04/25/2037	CSMC_07-3
CSMC_07-3	24,834.23	0.00	$20,124.14	5.500	04/25/2037	CSMC_07-3
CVS HEALTH CORP	1,310,000.00	0.04	$1,157,812.19	5.050	03/25/2048	CVS
CVS HEALTH CORP	4,400,000.00	0.15	$4,255,391.80	3.750	04/01/2030	CVS
CVS PASS-THROUGH TRUST	43,860.76	0.00	$43,809.18	5.773	01/10/2033	CVSPAS
CWALT_08-2R	781,004.63	0.01	$370,775.70	6.000	08/25/2037	CWALT_08-
CWHL_06-R1	167,306.80	0.00	$159,880.82	4.103	01/25/2036	CWHL_06-R
CWHL_07-4	640,659.96	0.00	$259,483.43	6.000	05/25/2037	CWHL_07-4
CWL_04-3	20,796.11	0.00	$20,264.73	4.163	08/25/2034	CWL_04-3-
CWL_05-3	4,200,000.00	0.14	$3,937,406.76	5.713	08/25/2035	CWL_05-3-
CWL_06-1	11,258.89	0.00	$10,984.53	5.526	07/25/2036	CWL_06-1-
CWL_06-11	13,923.80	0.00	$12,809.61	6.150	09/25/2046	CWL_06-11
CWL_06-26	470,007.23	0.01	$459,575.94	4.203	06/25/2037	CWL_06-26
CWL_07-6	936,707.38	0.02	$793,832.62	4.383	07/25/2035	CWL_07-6-
CXHE_02-A	54.14	n/a	$54.39	5.540	01/25/2032	CXHE_02-A
CYPRIUM CORPORATION	3,565,000.00	0.13	$3,573,756.00	6.125	04/15/2031	VGNT
CYRUS_24-2	8,900,000.00	0.32	$8,618,504.57	4.500	05/20/2049	CYRUS_24-
DAE FUNDING LLC	2,700,000.00	0.09	$2,614,896.54	3.375	03/20/2028	DUBAEE
DANISH KRONE	15,517.92	n/a	$2,372.17	0.000	-	DKK
DANSKE BANK A/S	3,400,000.00	0.13	$3,478,466.90	5.705	03/01/2030	DANBNK
DAVITA INC	945,000.00	0.03	$916,056.63	4.625	06/01/2030	DVA
DAVITA INC	580,000.00	0.02	$537,663.07	3.750	02/15/2031	DVA
DELL INTERNATIONAL LLC	2,160,000.00	0.07	$2,127,238.20	5.250	02/15/2037	DELL
DELL INTERNATIONAL LLC	1,325,000.00	0.04	$1,317,313.41	4.750	07/15/2031	DELL
DEUTSCHE BANK AG	1,500,000.00	0.05	$1,416,325.50	3.547	09/18/2031	DB
DEUTSCHE BANK AG	679,000.00	0.02	$710,360.16	6.819	11/20/2029	DB
DEUTSCHE BANK AG	1,130,000.00	0.04	$1,130,930.67	7.146	07/13/2027	DB
DEUTSCHE BANK AG	1,290,000.00	0.04	$1,303,786.62	5.297	05/09/2031	DB
DEUTSCHE BANK AG (NEW YORK BRANCH)	700,000.00	0.02	$655,295.06	3.729	01/14/2032	DB
DEVELOPMENT BANK OF MONGOLIA	644,000.00	0.02	$638,576.88	6.900	07/02/2031	DBMMN
DHAFRAH PV2 ENERGY CO LLC	520,000.00	0.01	$515,556.96	5.794	06/30/2053	DHAENE
DIG INTL FIN/DIFL US LLC	635,000.00	0.02	$654,304.00	8.625	08/01/2032	DIGDIF
DILIJAN FINANCE BV	410,000.00	0.01	$409,604.19	6.600	01/22/2031	ARBANK
DISCOVERY GLOBAL HOLDINGS INC	800,000.00	0.02	$587,056.00	5.050	03/15/2042	WBD
DISCOVERY GLOBAL HOLDINGS INC	70,000.00	0.00	$47,075.00	5.141	03/15/2052	WBD
DNFRA_21-1A	4,700,000.00	0.17	$4,626,309.17	1.760	04/15/2049	DNFRA_21-
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$666,295.00	4.875	09/23/2032	DOMREP
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$691,460.00	5.750	03/17/2034	DOMREP
DOMINION ENERGY INC	1,295,000.00	0.05	$1,338,733.45	6.875	02/01/2055	D
DOMINION ENERGY INC (NC10.25)	950,000.00	0.03	$953,323.10	6.200	02/15/2056	D
DPABS 2019-1A A2	6,240,000.00	0.22	$5,986,748.98	3.668	10/25/2049	DPABS_19-
DPABS_21-1A	7,196,500.00	0.25	$6,836,645.49	2.662	04/25/2051	DPABS_21-
DRSLF 2022-109A DR	850,000.00	0.03	$847,410.05	6.373	04/15/2038	DRSLF_10-
DRYD 2017-27A AR	679,127.48	0.02	$775,099.64	2.864	04/15/2033	DRYD_17-2
DRYD 2017-52A AR	611,218.54	0.02	$698,351.07	3.143	05/15/2034	DRYD-17_5
DUKE ENERGY CAROLINAS LLC	1,530,000.00	0.05	$1,532,151.79	5.150	06/15/2036	DUK
EAGLE FUNDING LUXCO S. R.L.	3,700,000.00	0.13	$3,719,610.00	5.500	08/17/2030	MEX
ECOLAB INC	2,735,000.00	0.10	$2,773,608.08	5.150	06/15/2033	ECL
ECOLAB INC	2,780,000.00	0.10	$2,828,998.89	5.350	06/15/2036	ECL
ECOPETROL SA	535,000.00	0.01	$429,215.31	5.875	11/02/2051	ECOPET
ECUADOR REPUBLIC OF (GOVERNMENT)	300,000.00	0.01	$303,300.00	8.750	01/29/2034	ECUA
EDISON INTERNATIONAL	300,000.00	0.01	$296,379.00	5.250	03/15/2032	EIX
EGLXY 2013-3A ARRR	2,254,849.77	0.09	$2,574,142.16	2.781	04/24/2034	EGLXY_13-
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$200,021.18	7.300	09/30/2033	EGYPT
EGYPT (ARAB REPUBLIC OF)	359,000.00	0.01	$354,943.80	8.700	03/01/2049	EGYPT
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$197,740.28	8.700	03/01/2049	EGYPT
ELI LILLY AND COMPANY	1,285,000.00	0.04	$1,277,851.16	4.550	10/15/2032	LLY
ELM22 2023-1A D1R	750,000.00	0.02	$755,745.00	6.480	04/17/2038	ELM22_23-
EMBRAER NETHERLANDS FINANCE BV	450,000.00	0.01	$434,876.49	5.400	01/09/2038	EMBRBZ
EMIRATE OF ABU DHABI	1,400,000.00	0.05	$1,395,445.10	4.625	04/20/2033	ADGB
EMLT_04-2	662,360.68	0.02	$658,056.26	6.763	10/25/2034	EMLT_04-2
ENBRIDGE INC	5,000,000.00	0.19	$5,164,658.00	5.700	03/08/2033	ENBCN
ENCORE CAPITAL GROUP INC.	400,000.00	0.01	$425,071.60	8.500	05/15/2030	ECPG
ENERGUATE TRUST 2	520,000.00	0.01	$518,147.86	6.350	09/15/2035	EGUATE
ENERGY TRANSFER LP	2,445,000.00	0.09	$2,466,728.72	6.500	02/15/2056	ET
ENERGY TRANSFER LP	5,385,000.00	0.20	$5,406,491.54	6.300	01/15/2056	ET
ENERGY TRANSFER LP	700,000.00	0.02	$703,731.35	4.950	05/15/2028	ET
ENERGY TRANSFER LP	3,000,000.00	0.11	$3,020,114.10	5.500	06/01/2027	ET
ENERGY TRANSFER LP (NC10.5)	760,000.00	0.02	$776,685.04	6.750	02/15/2056	ET
ENTEGRIS ESCROW CORP	1,230,000.00	0.04	$1,216,216.62	4.750	04/15/2029	ENTG
EPR PROPERTIES	1,700,000.00	0.06	$1,696,898.35	4.500	06/01/2027	EPR
EQUINIX ASIA FINANCING CORPORATION	3,800,000.00	0.13	$3,715,375.52	4.400	03/15/2031	EQIX
ERAC USA FINANCE LLC	3,880,000.00	0.14	$3,885,490.59	4.600	05/01/2028	ENTERP
ESENTIA ENERGY DEVELOPMENT SA	370,000.00	0.01	$369,371.00	6.125	07/30/2033	ESENMX
ESENTIA ENERGY DEVELOPMENT SA	445,000.00	0.01	$437,568.50	6.500	07/30/2038	ESENMX
EUR/USD FWD 20260702	-219,000.00	-0.01	-$250,249.54	0.000	07/02/2026	EUP070226
EUR/USD FWD 20260702	219,000.00	0.00	$250,249.54	0.000	07/02/2026	EUJ070226
EUR/USD FWD 20260804	-44,865,393.88	-1.93	-$51,340,625.25	0.000	08/04/2026	EUP080426
EUR/USD FWD 20260821 JPMM	-3,728,330.23	-0.16	-$4,269,491.55	0.000	08/21/2026	I2101026
EUR/USD FWD 20260828 JPMM	-775,398.43	-0.04	-$888,209.24	0.000	08/28/2026	I2103035
EUR/USD FWD 20260828 JPMM	337,574.94	0.01	$386,687.89	0.000	08/28/2026	BIE7MZ529
EURO	432,267.17	0.01	$493,908.47	0.000	-	EUR
EURO-BOBL SEP 26	-174.00	-0.86	-$22,938,974.71	0.000	09/08/2026	OEU6
EURO-BUND SEP 26	-114.00	-0.63	-$16,586,849.98	0.000	09/08/2026	RXU6
EURO-SCHATZ SEP 26	-51.00	-0.24	-$6,174,564.70	0.000	09/08/2026	DUU6
EUROPEAN UNION	9,900,000.00	0.42	$11,375,283.70	2.875	10/05/2029	EU
EURUSD	288,726.07	0.01	$330,732.12	0.000	08/28/2026	EUR
EXTRA SPACE STORAGE LP	2,415,000.00	0.09	$2,406,506.69	4.900	02/01/2032	EXR
F&G GLOBAL FUNDING	1,100,000.00	0.04	$1,113,297.57	5.875	01/16/2030	FG
FAIRFAX FINANCIAL HOLDINGS LTD	1,000,000.00	0.03	$994,918.80	4.625	04/29/2030	FFHCN
FEDEX CORP	1,840,000.00	0.05	$1,444,325.11	3.250	05/15/2041	FDX
FEDEX FREIGHT HOLDING COMPANY INC	3,700,000.00	0.13	$3,636,004.43	4.650	03/15/2031	FDXF
FEDEX FREIGHT HOLDING COMPANY INC	1,505,000.00	0.05	$1,475,053.96	4.950	03/15/2033	FDXF
FEDEX FREIGHT HOLDING COMPANY INC	1,180,000.00	0.04	$1,149,767.69	5.250	03/15/2036	FDXF
FFML_06-FF5	317,426.06	0.01	$313,059.45	4.083	04/25/2036	FFML_06-F
FG A15404	6,419.22	0.00	$6,649.64	6.500	11/01/2033	FGA15404
FG A38713	28,551.22	0.00	$29,576.05	6.500	01/01/2035	FGA38713
FG A71059	4,198.75	0.00	$4,438.62	7.000	01/01/2038	FGA71059
FG G08830	13,078.19	0.00	$12,035.01	3.500	08/01/2048	FGG08830
FG G60765	1,668,677.15	0.05	$1,498,356.94	3.000	11/01/2046	FGG60765
FG Q58277	1,317,701.95	0.04	$1,212,182.75	3.500	09/01/2048	FGQ58277
FG Q58422	34,611.25	0.00	$31,821.92	3.500	09/01/2048	FGQ58422
FH 5/1 CONS 12M SOFR NF ARM	15,387.24	0.00	$15,888.19	6.305	05/01/2037	FH1J1612
FHLMC-2165	4,975.07	0.00	$5,033.53	6.000	06/15/2029	FHLMC-216
FHLMC_3143	401,141.67	0.01	$408,347.70	5.500	02/15/2036	FHLMC_314
FHLMC_3289	113,924.14	0.00	$8,383.60	3.043	03/15/2037	FHLMC_328
FHLMC_4676	286,104.52	0.00	$244,909.99	2.500	07/15/2045	FHLMC_467
FHLMC_5468C	363,700.78	0.01	$364,786.24	4.767	11/25/2054	FHLMC_546
FHLMC_5473E	1,148,745.86	0.04	$1,153,620.91	4.812	11/25/2054	FHLMC_547
FHLMC_5508B	976,514.83	0.03	$977,453.26	4.628	02/25/2055	FHLMC_550
FHLMC_5560B	2,451,397.35	0.09	$2,475,154.58	4.628	06/25/2055	FHLMC_556
FHLMC_5596A	1,129,806.53	0.04	$1,134,647.53	4.812	11/25/2055	FHLMC_559
FHLMC_5609A	1,183,494.79	0.04	$1,186,445.01	4.744	12/25/2055	FHLMC_560
FHLMC_5685D	2,500,000.00	0.09	$2,502,947.50	4.650	07/25/2056	FHLMC_568
FHLMC_T-54	7,908.53	0.00	$8,298.11	6.500	02/25/2043	FHLMC_T-5
FHLMC_T-58	2,109.63	n/a	$2,132.22	6.500	09/25/2043	FHLMC_T-5
FHLT_04-B	1,590,492.41	0.05	$1,592,152.73	4.633	05/25/2034	FHLT_04-B
FHMS-K144	4,750,000.00	0.15	$4,252,070.33	2.450	04/25/2032	FHMS-K144
FHMS_K150	2,300,000.00	0.08	$2,194,100.41	3.710	09/25/2032	FHMS_K150
FHMS_K753	1,575,000.00	0.05	$1,568,904.91	4.400	10/25/2030	FHMS_K753
FHMS_KX03	874,786.27	0.03	$867,117.89	3.000	06/25/2027	FHMS_KX03
FIDEICOMISO IRREVOCABLE NO F/1721	445,000.00	0.01	$432,428.75	5.500	11/26/2035	FIBRAP
FIDELITY INST : GOV PT CL I	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	FIGXX
FIEMEX ENERGIA - BANCO ACTINVER	534,873.99	0.02	$543,565.69	7.250	01/31/2041	FIEMEX
FIRST ABU DHABI BANK PJSC	6,100,000.00	0.22	$6,045,877.75	0.000	09/21/2026	FABUH
FIRST ABU DHABI BANK PJSC	1,000,000.00	0.03	$1,001,473.00	0.000	06/03/2031	FABUH
FIRST QUANTUM MINERALS LTD	425,000.00	0.01	$417,411.33	6.375	02/15/2036	FMCN
FIRST QUANTUM MINERALS LTD	340,000.00	0.01	$348,814.84	7.250	02/15/2034	FMCN
FISERV INC	3,500,000.00	0.12	$3,359,986.00	3.500	07/01/2029	FISV
FMG RESOURCES (AUGUST 2006) PTY LT	1,885,000.00	0.07	$1,939,219.39	6.125	04/15/2032	FMGAU
FN 190445	7,698,639.58	0.29	$7,966,570.71	6.500	03/01/2055	FN190445
FN 255895	28,003.25	0.00	$27,694.01	4.500	09/01/2035	FN255895
FN 725205	429.71	n/a	$429.21	5.000	03/01/2034	FN725205
FN 725705	4,269.99	0.00	$4,260.55	5.000	08/01/2034	FN725705
FN 747631	791.51	n/a	$819.06	6.500	11/01/2033	FN747631
FN 761558	5,445.51	0.00	$5,465.19	5.500	12/01/2033	FN761558
FN 774996	3,047.55	0.00	$3,026.47	5.000	04/01/2034	FN774996
FN 814578	1,302.44	n/a	$1,308.50	5.000	04/01/2035	FN814578
FN 829473	14,052.52	0.00	$14,846.88	6.500	02/01/2036	FN829473
FN 835751	24,371.24	0.00	$24,102.14	4.500	08/01/2035	FN835751
FN 869926	14,010.54	0.00	$14,623.76	6.500	03/01/2036	FN869926
FN 872891	7,779.40	0.00	$8,170.45	6.500	06/01/2036	FN872891
FN 882694	7,517.69	0.00	$7,850.82	6.500	06/01/2036	FN882694
FN 888482	14,349.52	0.00	$14,089.63	4.500	05/01/2035	FN888482
FN 888657	70,245.62	0.00	$70,845.41	5.500	02/01/2035	FN888657
FN 897160	4,517.79	0.00	$4,685.90	6.000	09/01/2036	FN897160
FN 923096	2,450.78	n/a	$2,440.02	5.500	03/01/2037	FN923096
FN 928988	373.61	n/a	$375.35	5.000	12/01/2037	FN928988
FN 931065	50,002.07	0.00	$49,448.67	4.500	05/01/2039	FN931065
FN 968119	3,214.49	0.00	$3,326.36	6.500	02/01/2038	FN968119
FN 974634	30,485.68	0.00	$30,720.26	5.000	03/01/2038	FN974634
FN 975194	1,802.03	n/a	$1,808.17	5.000	03/01/2038	FN975194
FN 995442	1,638.83	n/a	$1,719.29	6.000	12/01/2038	FN995442
FN AA4369	70,533.31	0.00	$69,752.80	4.500	05/01/2039	FNAA4369
FN AB0513	1,343.18	n/a	$1,405.69	6.500	11/01/2038	FNAB0513
FN AD4168	54,549.73	0.00	$55,011.76	5.000	05/01/2040	FNAD4168
FN AE0478	23,536.60	0.00	$22,844.59	4.000	11/01/2040	FNAE0478
FN AE7116	6,085.21	0.00	$5,906.27	4.000	10/01/2040	FNAE7116
FN AH9410	10,335.67	0.00	$10,221.23	4.500	04/01/2041	FNAH9410
FN AT2127	304,904.04	0.01	$275,943.31	3.000	04/01/2043	FNAT2127
FN BC7891	48,616.69	0.00	$46,387.40	4.000	03/01/2046	FNBC7891
FN BK5438	838,720.72	0.02	$795,781.07	4.000	09/01/2048	FNBK5438
FN BK9609	734,702.32	0.02	$696,739.00	4.000	09/01/2048	FNBK9609
FN BM1055	344,722.89	0.01	$327,845.91	4.000	04/01/2047	FNBM1055
FN BQ9050	2,281,671.08	0.06	$1,857,324.75	2.000	12/01/2050	FNBQ9050
FN BR1317	918,078.72	0.02	$749,200.99	2.000	02/01/2051	FNBR1317
FN BR4034	1,119,544.00	0.03	$913,838.20	2.000	02/01/2051	FNBR4034
FN CA3666	385,659.26	0.01	$366,035.34	4.000	06/01/2049	FNCA3666
FN CA6592	2,492,090.66	0.07	$2,131,573.61	2.500	08/01/2050	FNCA6592
FN CA8526	2,067,492.32	0.06	$1,752,146.40	2.500	01/01/2051	FNCA8526
FN CB1272	1,070,748.72	0.03	$871,325.41	2.000	08/01/2051	FNCB1272
FN CB1381	3,748,186.64	0.11	$3,201,535.36	2.500	08/01/2051	FNCB1381
FN CB3298	50,938.96	0.00	$43,225.15	2.500	04/01/2052	FNCB3298
FN CB4917	4,013,921.98	0.15	$4,059,669.45	5.500	10/01/2052	FNCB4917
FN FA0821	3,299,881.36	0.09	$2,660,449.49	2.000	07/01/2051	FNFA0821
FN FA5159	9,383,844.39	0.30	$8,187,876.24	3.000	03/01/2056	FNFA5159
FN FM3070	1,636,001.87	0.05	$1,559,600.42	4.000	06/01/2048	FNFM3070
FN FM3229	6,654,309.53	0.23	$6,204,453.58	3.500	02/01/2047	FNFM3229
FN FM4386	202,540.55	0.00	$204,255.62	5.000	07/01/2047	FNFM4386
FN FM5301	2,228,687.10	0.06	$1,799,608.00	2.000	12/01/2050	FNFM5301
FN FM5644	796,986.80	0.02	$638,130.91	2.000	02/01/2051	FNFM5644
FN FM5733	761,110.78	0.02	$622,444.77	2.000	01/01/2051	FNFM5733
FN FM8056	2,901,979.81	0.09	$2,572,892.40	3.000	07/01/2051	FNFM8056
FN FM8162	962,140.75	0.03	$821,056.57	2.500	07/01/2051	FNFM8162
FN FM8438	1,540,753.62	0.04	$1,316,134.85	2.500	08/01/2051	FNFM8438
FN FS0396	2,923,244.46	0.08	$2,387,294.77	2.000	01/01/2052	FNFS0396
FN FS0605	4,369,560.07	0.13	$3,727,421.32	2.500	02/01/2052	FNFS0605
FN FS0704	2,184,193.07	0.07	$2,083,876.36	4.000	03/01/2047	FNFS0704
FN FS1346	3,556,142.45	0.12	$3,271,814.64	3.500	08/01/2050	FNFS1346
FN FS1446	2,325,063.93	0.08	$2,323,367.80	5.000	01/01/2051	FNFS1446
FN FS1838	5,781,339.79	0.19	$5,098,413.82	3.000	12/01/2051	FNFS1838
FN FS2660	13,241,809.67	0.41	$11,074,476.33	2.500	02/01/2052	FNFS2660
FN FS3326	1,474,865.65	0.05	$1,344,653.60	2.000	03/01/2037	FNFS3326
FN FS3856	2,694,962.20	0.09	$2,505,447.88	3.500	07/01/2050	FNFS3856
FN FS6112	2,112,164.32	0.06	$1,868,071.63	3.000	06/01/2052	FNFS6112
FN FS7430	5,326,992.39	0.18	$4,887,100.01	3.500	09/01/2052	FNFS7430
FN FS8507	498,646.69	0.01	$465,689.93	3.500	07/01/2047	FNFS8507
FN MA3563	29,944.56	0.00	$28,336.98	4.000	01/01/2049	FNMA3563
FN MA3615	84,333.14	0.00	$79,980.20	4.000	03/01/2049	FNMA3615
FN MA4047	8,669,612.84	0.26	$7,005,416.50	2.000	06/01/2050	FNMA4047
FN MA4281	97,848.21	0.00	$78,806.68	2.000	03/01/2051	FNMA4281
FN MA4305	39,636,121.11	1.19	$31,983,709.97	2.000	04/01/2051	FNMA4305
FN MA4384	3,723,235.64	0.13	$3,485,343.22	2.500	07/01/2036	FNMA4384
FN MA4404	549,536.47	0.01	$514,424.39	2.500	08/01/2036	FNMA4404
FN MA4413	6,677,315.80	0.20	$5,364,830.62	2.000	09/01/2051	FNMA4413
FN MA4563	11,354,492.94	0.35	$9,541,882.13	2.500	03/01/2052	FNMA4563
FN MA4628	1,618,019.35	0.05	$1,514,637.62	2.500	06/01/2037	FNMA4628
FN MA4653	11,015,853.37	0.35	$9,611,868.54	3.000	07/01/2052	FNMA4653
FN MA4732	3,875,007.83	0.13	$3,631,940.60	4.000	09/01/2052	FNMA4732
FN MA4784	8,121,156.89	0.29	$7,850,735.36	4.500	10/01/2052	FNMA4784
FN MA5822	6,574,361.94	0.24	$6,599,280.09	5.500	09/01/2055	FNMA5822
FN MA5823	19,466,012.41	0.74	$19,915,982.91	6.000	09/01/2055	FNMA5823
FNCL 4 9/26	70,500,000.00	2.46	$65,818,193.70	4.000	09/01/2056	01F040693
FNCL 4.5 8/26	184,000,000.00	6.59	$176,115,305.60	4.500	08/01/2056	01F042681
FNCL 5 8/26	79,400,000.00	2.91	$77,930,004.28	5.000	08/01/2056	01F050684
FNMA_01-14	380.07	n/a	$388.37	6.000	05/25/2031	FNMA_01-1
FNMA_04-T1	1,502.83	n/a	$1,527.83	6.500	01/25/2044	FNMA_04-T
FNMA_04-W11	14,559.51	0.00	$14,851.81	6.500	05/25/2044	FNMA_04-W
FNMA_04-W15	7,675.80	0.00	$7,789.11	6.000	08/25/2044	FNMA_04-W
FNMA_07-30	773,482.25	0.02	$632,604.68	0.000	04/25/2037	FNMA_07-3
FNMA_08-24	2,267,908.35	0.08	$2,275,306.72	5.000	04/25/2038	FNMA_08-2
FNMA_09-2C	169,146.00	0.00	$9,611.16	1.958	02/25/2039	FNMA_09-2
FNMA_09-68	58,489.55	0.00	$5,025.02	3.008	09/25/2039	FNMA_09-6
FNMA_17-40B	327,751.48	0.01	$295,417.16	3.500	05/25/2047	FNMA_17-4
FNMA_17-95C	114,593.23	0.00	$113,475.56	4.057	11/25/2047	FNMA_17-9
FNMA_24-38B	1,250,790.95	0.04	$1,255,457.78	4.449	01/25/2051	FNMA_24-3
FNMA_24-46C	329,592.68	0.01	$332,879.44	4.817	07/25/2054	FNMA_24-4
FNMA_99-19	5,455.70	0.00	$5,506.45	6.000	05/25/2029	FNMA_99-1
FNMA_99-T2	2,030.64	n/a	$2,072.24	7.500	01/19/2039	FNMA_99-T
FORD CREDIT AUTO OWNER TRUST FORDO	2,286,940.19	0.08	$2,299,688.51	5.100	04/15/2029	FORDO_24-
FORD MOTOR CREDIT COMPANY LLC	3,500,000.00	0.13	$3,518,545.80	5.800	03/05/2027	F
FORD MOTOR CREDIT COMPANY LLC	700,000.00	0.02	$698,507.53	2.700	08/10/2026	F
FORD MOTOR CREDIT COMPANY LLC	2,700,000.00	0.10	$2,677,912.38	5.420	04/09/2031	F
FORDF_24-1	4,500,000.00	0.16	$4,535,995.95	5.290	04/15/2029	FORDF_24-
FOUNDRY JV HOLDCO LLC	1,095,000.00	0.04	$1,149,334.12	6.150	01/25/2032	FABSJV
FOUNDRY JV HOLDCO LLC	1,520,000.00	0.06	$1,604,121.82	6.100	01/25/2036	FABSJV
FR QA4676	1,623,962.65	0.05	$1,433,141.52	3.000	11/01/2049	FRQA4676
FR QD3220	2,339,067.39	0.07	$1,992,152.82	2.500	12/01/2051	FRQD3220
FR QF0331	1,498,025.85	0.05	$1,405,209.22	4.000	09/01/2052	FRQF0331
FR QN7406	9,971,509.76	0.34	$9,091,652.66	2.000	08/01/2036	FRQN7406
FR RA5663	169,364.33	0.00	$150,133.20	3.000	08/01/2051	FRRA5663
FR RA6138	5,389,145.73	0.17	$4,602,279.26	2.500	10/01/2051	FRRA6138
FR SB0297	4,059,475.31	0.14	$3,874,777.71	3.000	03/01/2035	FRSB0297
FR SB1226	3,997,571.06	0.13	$3,652,804.14	2.000	01/01/2037	FRSB1226
FR SD2115	4,120,615.33	0.14	$3,877,827.44	4.000	09/01/2052	FRSD2115
FR SD2477	4,105,832.17	0.15	$4,168,210.44	5.500	03/01/2053	FRSD2477
FR SD3719	4,889,037.53	0.18	$4,946,925.69	5.500	09/01/2053	FRSD3719
FR SD7540	752,619.26	0.02	$642,384.70	2.500	05/01/2051	FRSD7540
FR SD7556	3,129,166.57	0.10	$2,763,584.48	3.000	08/01/2052	FRSD7556
FR SD8199	9,462,725.93	0.28	$7,603,498.06	2.000	03/01/2052	FRSD8199
FR SD8212	595,383.92	0.01	$500,217.34	2.500	05/01/2052	FRSD8212
FR SD8257	2,708,756.95	0.09	$2,616,600.98	4.500	10/01/2052	FRSD8257
FR SD8329	8,014,144.08	0.29	$7,918,511.30	5.000	06/01/2053	FRSD8329
FR SD8455	2,460,993.62	0.09	$2,546,642.10	6.500	08/01/2054	FRSD8455
FR SD8492	3,843,509.79	0.14	$3,784,697.17	5.000	01/01/2055	FRSD8492
FR ZS4740	960,033.52	0.03	$908,062.30	4.000	10/01/2047	FRZS4740
FREEPORT INDONESIA PT	335,000.00	0.01	$333,091.04	5.315	04/14/2032	FRIDPT
FREMF_17-K71	470,000.00	0.01	$462,717.40	3.753	11/25/2050	FREMF_17-
FUTURE RETAIL LTD	565,000.00	n/a	$1,418.15	5.600	01/22/2025	FRETAI
FWD GROUP HOLDINGS LTD	395,000.00	0.01	$395,801.10	5.836	09/22/2035	FWDGHD
FWD GROUP HOLDINGS LTD	250,000.00	0.00	$249,362.93	5.252	09/22/2030	FWDGHD
G2 616376	279.40	n/a	$280.92	6.000	04/20/2034	G2616376
G2 786329	2,255,576.72	0.08	$2,307,531.67	5.500	06/20/2049	G2786329
G2 MA6930	14,910,288.74	0.45	$12,257,077.41	2.000	10/20/2050	G2MA6930
G2 MA7472	15,911,423.74	0.50	$13,607,767.81	2.500	07/20/2051	G2MA7472
G2 MA7988	7,634,823.39	0.25	$6,784,091.82	3.000	04/20/2052	G2MA7988
G2 MB0091	7,738,770.19	0.28	$7,646,887.77	5.000	12/20/2054	G2MB0091
G2 MB0205	3,664,828.04	0.13	$3,685,996.82	5.500	02/20/2055	G2MB0205
G2 MB0260	4,774,246.29	0.18	$4,886,241.51	6.000	03/20/2055	G2MB0260
G2 MB0305	5,807,765.30	0.20	$5,401,833.29	4.000	04/20/2055	G2MB0305
G2 MB0310	3,760,054.87	0.14	$3,896,515.53	6.500	04/20/2055	G2MB0310
G2 MB0554	7,052,410.21	0.25	$6,777,829.56	4.500	08/20/2055	G2MB0554
G2 MB0619	9,025,847.92	0.30	$8,109,921.12	3.500	09/20/2055	G2MB0619
G2SF 4 8/26	6,000,000.00	0.20	$5,572,992.54	4.000	08/20/2056	21H040681
GACI FIRST INVESTMENT CO	539,000.00	0.01	$524,534.21	4.875	02/14/2035	PIFKSA
GALAXY PIPELINE ASSETS BIDCO LTD	603,781.04	0.02	$537,825.02	2.160	03/31/2034	ADGLXY
GASR_24-3	186,650.10	0.00	$187,828.38	5.590	10/15/2029	GASR_24-3
GBP/USD FWD 20260702	791,000.00	0.03	$1,049,219.69	0.000	07/02/2026	GBC070226
GBP/USD FWD 20260702	-1,068,377.50	-0.06	-$1,417,146.28	0.000	07/02/2026	GBP070226
GBP/USD FWD 20260702 BNYM USD	-114,537.00	-0.01	-$151,927.28	0.000	07/02/2026	MGB070226
GBP/USD FWD 20260804	114,537.00	0.00	$151,924.34	0.000	08/04/2026	GBJ080426
GBP/USD FWD 20260804	530,463.00	0.02	$703,617.53	0.000	08/04/2026	GBP080426
GC TREASURY CENTER CO LTD	610,000.00	0.02	$604,112.28	7.125	12/31/2079	PTTGC
GCAT_24-NQM2	1,872,265.35	0.07	$1,879,301.32	6.085	06/25/2059	GCAT_24-N
GCOLT 2026-1A A2	1,300,000.00	0.03	$924,597.21	3.294	01/22/2029	GCOLT 202
GEDIZ ELEKTRIK DAGITIM AS	510,000.00	0.01	$493,193.77	9.000	10/15/2029	GDZELE
GENERADORA DE GATUN SA	530,000.00	0.02	$547,775.67	6.874	09/30/2044	GATUNP
GENERAL MOTORS FINANCIAL CO INC	3,500,000.00	0.13	$3,609,818.10	5.750	02/08/2031	GM
GENERAL MOTORS FINANCIAL COMPANY I	3,575,000.00	0.13	$3,527,345.25	2.350	02/26/2027	GM
GENERAL MOTORS FINANCIAL COMPANY I	1,500,000.00	0.05	$1,503,233.40	5.100	09/15/2031	GM
GEORGIA GLOBAL UTILITIES	275,000.00	0.01	$287,021.30	8.875	07/25/2029	CGEOLN
GEORGIA POWER COMPANY	2,100,000.00	0.07	$2,101,096.62	4.700	05/15/2032	SO
GEORGIAN RAILWAY JSC	200,000.00	0.00	$192,027.78	4.000	06/17/2028	GRAIL
GEWMC_06-1	1,479,946.57	0.02	$605,765.96	4.063	08/25/2036	GEWMC_06-
GILDAN ACTIVEWEAR INC.	3,515,000.00	0.12	$3,450,367.23	4.700	10/07/2030	GILCN
GILEAD SCIENCES INC	1,755,000.00	0.06	$1,749,833.81	4.600	05/20/2031	GILD
GLATFELTER CORP	3,455,000.00	0.12	$3,375,759.58	7.250	11/15/2031	MAGN
GLOBAL MEDICAL RESPONSE INC	1,120,000.00	0.04	$1,161,328.00	7.375	10/01/2032	AIMEGR
GLP CAPITAL LP	2,600,000.00	0.09	$2,500,514.12	4.000	01/15/2030	GLPI
GMACM_06-J1	9,311.28	0.00	$8,031.91	5.750	04/25/2036	GMACM_06-
GN 785600	3,139,953.81	0.10	$2,817,981.38	3.000	08/15/2045	GN785600
GN 786468	1,331,934.10	0.05	$1,382,933.19	5.500	10/15/2042	GN786468
GN BT0809	274,013.77	0.00	$243,335.24	3.000	03/15/2050	GNBT0809
GN MA8269	1,171,533.04	0.04	$1,163,038.14	5.000	09/20/2052	GNMA8269
GNMA_08-65	150,773.54	n/a	$675.03	2.246	08/20/2038	GNMA_08-6
GNMA_09-2	525,232.01	0.00	$6,214.70	2.066	01/20/2039	GNMA_09-2
GNMA_11-H21	269,329.74	0.01	$270,309.67	4.420	10/20/2061	GNMA_11-H
GNMA_11-H23	274,513.98	0.01	$274,914.06	4.461	10/20/2061	GNMA_11-H
GNMA_12-H08	34,149.25	0.00	$34,165.10	4.361	03/20/2062	GNMA_12-H
GNMA_12-H18	25,020.88	0.00	$25,009.59	4.281	08/20/2062	GNMA_12-H
GNMA_12-H29	636,617.01	0.02	$636,071.24	4.276	10/20/2062	GNMA_12-H
GNMA_13-113	424,984.33	0.01	$391,119.37	3.000	05/20/2043	GNMA_13-1
GNMA_15-H10A	1,662,118.57	0.06	$1,664,242.26	4.361	04/20/2065	GNMA_15-H
GNMA_15-H11	160,985.44	0.00	$161,116.08	4.311	05/20/2065	GNMA_15-H
GNMA_15-H12	716,659.90	0.02	$717,659.35	4.361	05/20/2065	GNMA_15-H
GNMA_15-H20	185,449.81	0.00	$185,721.94	4.361	08/20/2065	GNMA_15-H
GNMA_15-H30	8,703.15	0.00	$8,707.85	4.361	10/20/2065	GNMA_15-H
GNMA_16-H06	173,084.77	0.00	$174,213.78	4.681	07/20/2065	GNMA_16-H
GNMA_17-163	1,589,382.38	0.05	$1,463,071.62	3.500	11/20/2047	GNMA_17-1
GNMA_25-170D	442,391.68	0.01	$443,847.02	4.762	10/20/2055	GNMA_25-1
GNMA_25-204J	980,530.86	0.03	$983,792.40	4.893	12/20/2055	GNMA_25-2
GNRT 2022-10A D1R	600,000.00	0.02	$599,290.20	6.514	01/22/2038	GNRT_22-1
GOLDEN ST TOB SECURITIZATION C	1,700,000.00	0.05	$1,593,529.00	2.587	06/01/2029	GLDGEN
GOLDMAN SACHS FIN SQ GV-FST	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	FGTXX
GOLDMAN SACHS GROUP INC/THE	6,100,000.00	0.22	$6,048,476.96	4.223	05/01/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,400,000.00	0.12	$3,377,989.42	3.615	03/15/2028	GS
GOLDMAN SACHS GROUP INC/THE	9,350,000.00	0.34	$9,298,023.35	1.542	09/10/2027	GS
GOLDMAN SACHS GROUP INC/THE	2,100,000.00	0.07	$2,123,003.82	5.207	01/28/2031	GS
GOLDMAN SACHS GROUP INC/THE	2,635,000.00	0.09	$2,661,725.22	5.218	04/23/2031	GS
GOLDMAN SACHS GROUP INC/THE	600,000.00	0.02	$601,775.52	4.937	04/23/2028	GS
GOLDMAN SACHS GROUP INC/THE	3,560,000.00	0.13	$3,477,107.54	5.065	01/21/2037	GS
GOLDMAN SACHS GROUP INC/THE	1,800,000.00	0.06	$1,766,390.22	4.516	01/21/2032	GS
GOLDMAN SACHS GROUP INC/THE	5,195,000.00	0.20	$5,389,540.28	6.484	10/24/2029	GS
GOLDMAN SACHS GROUP INC/THE	6,355,000.00	0.23	$6,393,300.95	5.049	07/23/2030	GS
GOLDMAN SACHS GROUP INC/THE	1,385,000.00	0.05	$1,379,836.58	5.094	04/20/2034	GS
GOLDMAN SACHS GROUP INC/THE	2,300,000.00	0.08	$2,287,315.96	4.594	04/20/2030	GS
GOLDMAN SACHS GROUP INC/THE	3,120,000.00	0.11	$3,040,371.36	5.387	02/02/2041	GS
GOLDMAN SACHS GROUP INC/THE	1,805,000.00	0.06	$1,806,400.86	4.656	06/03/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,175,000.00	0.11	$3,173,854.78	4.972	06/03/2032	GS
GOVERNMENT OF JAMAICA	949,018.78	0.03	$963,254.06	6.750	12/15/2036	KINAIR
GOVERNMENT OF THE REPUBLIC OF BENI	200,000.00	0.00	$212,826.94	7.960	02/13/2038	BENIN
GOVERNMENT OF THE REPUBLIC OF ECUA	935,000.00	0.03	$962,115.00	9.250	01/29/2039	ECUA
GREEN PALM BIDCO SARL	565,000.00	0.02	$571,306.30	5.957	06/30/2041	GNPALM
GREENSAIF PIPELINES BIDCO SA RL	550,000.00	0.02	$581,340.10	6.510	02/23/2042	GASBCM
GRUPO AEROMEXICO	5.00	n/a	$9.05	0.000	-	AERO*
GRUPO AEROMEXICO S A B DE C V AMER	45,231.00	0.03	$814,158.00	0.000	-	AERO
GRUPO NUTRESA SA	470,000.00	0.01	$498,529.00	8.000	05/12/2030	NUTRES
GSAMP_06-FM3	656,477.39	0.01	$296,685.31	4.223	11/25/2036	GSAMP_06-
GSAMP_07-SEA1	207,770.67	0.00	$206,621.72	4.063	12/25/2036	GSAMP_07-
GSK CONSUMER HEALTHCARE CAPITAL US	500,000.00	0.01	$484,420.30	3.375	03/24/2029	HLNLN
GSMS_17-GS5	1,280,000.00	0.04	$1,268,959.74	3.674	03/10/2050	GSMS_17-G
GSMS_19-GC39	1,250,000.00	0.04	$1,195,298.75	3.567	05/10/2052	GSMS_19-G
GSMS_19-GC42	5,000,000.00	0.17	$4,715,106.50	3.001	09/01/2052	GSMS_19-G
GSMSCII_17-GS6	1,935,000.00	0.07	$1,909,263.92	3.433	05/10/2050	GSMSCII_1
GSR_07-AR1	298,701.26	0.00	$150,119.46	3.824	03/25/2047	GSR_07-AR
GUATEMALA GOVERNMENT BOND	400,000.00	0.01	$427,992.00	6.550	02/06/2037	GUATEM
HANWHA LIFE INSURANCE CO LTD	420,000.00	0.01	$433,125.00	6.300	06/24/2055	HLINSU
HARVEST FUNDING PLC	1,000,000.00	0.04	$1,326,650.29	4.651	11/15/2069	HRVST
HARVT 16A AR3	720,000.00	0.03	$823,927.40	3.464	10/15/2038	HARVT
HASC_06-HE1	19,289.47	0.00	$6,451.80	3.863	10/25/2036	HASC_06-H
HAZINE MUSTESARLIGI VARLIK KIRALAM	200,000.00	0.00	$201,583.76	6.500	04/26/2030	TURKSK
HCA INC	2,000,000.00	0.07	$2,028,265.00	5.250	03/01/2030	HCA
HCA INC	3,400,000.00	0.12	$3,348,328.84	4.125	06/15/2029	HCA
HCA INC	4,500,000.00	0.15	$4,270,119.30	3.500	09/01/2030	HCA
HCA INC	1,460,000.00	0.05	$1,450,924.49	5.300	05/15/2036	HCA
HERC HLDGS ESCROW INC	420,000.00	0.01	$438,167.94	7.250	06/15/2033	HRI
HILCORP ENERGY I LP	710,000.00	0.02	$688,136.62	6.000	02/01/2031	HILCRP
HILCORP ENERGY I LP	675,000.00	0.02	$653,802.37	6.250	04/15/2032	HILCRP
HILT_16-SFP	2,500,000.00	0.07	$2,062,450.00	2.828	11/05/2035	HILT_16-S
HILTON DOMESTIC OPERATING COMPANY	1,088,890.72	0.04	$1,092,187.88	5.417	11/08/2030	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$641,030.32	3.625	02/15/2032	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$661,867.50	4.000	05/01/2031	HLT
HILTON GRAND VACATIONS BORROWER LL	900,000.00	0.03	$879,578.37	5.000	06/01/2029	HGVLLC
HOLCIM FINANCE (LUXEMBOURG) SA	1,100,000.00	0.04	$1,096,808.52	0.500	04/23/2031	HOLNSW
HONDURAS REPUBLIC OF	200,000.00	0.00	$232,078.00	8.625	11/27/2034	HONDUR
HONEYWELL AEROSPACE INC	2,535,000.00	0.09	$2,497,242.70	4.950	03/16/2036	HONA
HOWDEN UK REFINANCE PLC	3,738,000.00	0.13	$3,623,724.48	7.250	02/15/2031	HWDGRP
HSBC HOLDINGS PLC	500,000.00	0.01	$503,489.10	5.210	08/11/2028	HSBC
HSBC HOLDINGS PLC	3,800,000.00	0.13	$3,682,564.42	2.013	09/22/2028	HSBC
HSBC HOLDINGS PLC	500,000.00	0.02	$664,837.47	5.875	12/31/2079	HSBC
HSBC HOLDINGS PLC	2,700,000.00	0.09	$2,501,717.13	2.848	06/04/2031	HSBC
HSBC HOLDINGS PLC	1,000,000.00	0.03	$897,956.20	2.871	11/22/2032	HSBC
HSBC HOLDINGS PLC	1,985,000.00	0.07	$1,976,834.70	4.711	05/12/2030	HSBC
HTA GROUP LTD	330,000.00	0.01	$334,265.35	6.750	04/01/2031	HLSTWR
HTA GROUP LTD	365,000.00	0.01	$373,886.22	7.500	06/04/2029	HLSTWR
HUNGARIAN DEVELOPMENT BA	215,000.00	0.00	$221,548.75	6.500	06/29/2028	MAGYAR
HUNGARIAN FORINT	168.16	n/a	$0.54	0.000	-	HUF
HUNGARY (GOVERNMENT)	277,000.00	0.01	$302,022.02	6.750	09/25/2052	REPHUN
HUTAMA KARYA PERSERO PT	454,000.00	0.01	$432,496.38	3.750	05/11/2030	HAKAIJ
HY_26-10HY	1,000,000.00	0.03	$1,003,754.40	5.328	12/11/2031	HY_26-10H
HYUNDAI CAPITAL SERVICES INC	330,000.00	0.01	$332,687.36	5.250	01/22/2028	HYUCAP
ICE CDS SELL PROTECTION 5.00 USD 1	275,000.00	0.00	$24,009.27	5.000	06/20/2028	ICE
ICE CDS SELL PROTECTION 5.00 USD 1	240,000.00	0.00	$5,440.02	0.050	12/20/2026	ICE
ICE: (BRITEL)	1,600,000.00	0.00	$34,360.48	0.000	12/20/2028	ICE
ICE: (CDX.NA.IG.37.V1)	300,000.00	n/a	$1,282.77	0.010	12/20/2026	ICE
ICE: (CDX.NA.IG.46.V1)	3,100,000.00	0.00	$68,056.54	0.000	06/20/2031	ICE
ICE: (ITRAXX.EUR.45.V1)	80,000.00	n/a	$2,050.05	0.000	06/20/2031	ICE
ICL GROUP LTD	895,000.00	0.03	$895,084.26	6.036	06/16/2036	ICLIT
ICON PARENT INC	0.72	n/a	$0.68	6.983	11/13/2031	INST
IDR/USD FWD 20260706	-18,769,954,245.00	-0.04	-$1,047,614.21	0.000	07/06/2026	IDP070626
IDR/USD FWD 20260706	6,869,945,119.00	0.01	$383,434.72	0.000	07/06/2026	IDJ070626
IDR/USD FWD 20260706	11,920,033,440.00	0.02	$665,297.12	0.000	07/06/2026	IDC070626
IDR/USD FWD 20260727	-28,249,458,400.00	-0.06	-$1,573,599.21	0.000	07/27/2026	IDP072726
IDR/USD FWD 20260803	-8,812,503,000.00	-0.02	-$490,621.99	0.000	08/03/2026	IDP080326
IDR/USD FWD 20260916	-6,908,121,246.00	-0.02	-$383,324.53	0.000	09/16/2026	IDJ091626
IDR/USD FWD 20260916	-20,753,501,390.00	-0.05	-$1,151,590.40	0.000	09/16/2026	IDD091626
IDR/USD FWD 20260916	-22,653,201,458.00	-0.05	-$1,257,002.79	0.000	09/16/2026	IDC091626
IDR/USD FWD 20260916	10,064,202,942.00	0.02	$558,452.25	0.000	09/16/2026	IDG091626
IDR/USD FWD 20260916	44,731,035,775.00	0.09	$2,482,079.06	0.000	09/16/2026	IDP091626
IDR/USD FWD 20261216	16,121,375,902.00	0.03	$888,406.01	0.000	12/16/2026	IDC121626
IDR/USD FWD 20261216	3,259,967,900.00	0.00	$179,648.13	0.000	12/16/2026	IDD121626
IDR/USD FWD 20261216	5,030,874,700.00	0.01	$277,238.08	0.000	12/16/2026	IDP121626
IHS HOLDING LTD	605,000.00	0.02	$632,964.92	8.250	11/29/2031	IHS
ILS/USD FWD 20260707	-3,773,283.48	-0.05	-$1,268,205.25	0.000	07/07/2026	ILJ070726
ILS/USD FWD 20260721	-557,281.98	-0.01	-$187,373.85	0.000	07/21/2026	ILA072126
ILS/USD FWD 20260721	-3,069,812.51	-0.04	-$1,032,157.17	0.000	07/21/2026	ILC072126
ILS/USD FWD 20260721	-2,753,206.53	-0.04	-$925,705.35	0.000	07/21/2026	ILP072126
ILS/USD FWD 20260805	-9,740,215.44	-0.13	-$3,276,176.23	0.000	08/05/2026	ILJ080526
ILS/USD FWD 20260805	-2,860,574.80	-0.04	-$962,170.42	0.000	08/05/2026	ILC080526
ILS/USD FWD 20260812	-427,608.17	-0.01	-$143,851.34	0.000	08/12/2026	ILC081226
ILS/USD FWD 20260812	-1,287,839.03	-0.02	-$433,240.96	0.000	08/12/2026	ILJ081226
ILS/USD FWD 20260812	-909,384.77	-0.02	-$305,925.45	0.000	08/12/2026	ILA081226
ILS/USD FWD 20260812	-253,000.00	-0.01	-$85,111.54	0.000	08/12/2026	ILP081226
INABS_07-A	877,488.07	0.02	$592,282.33	4.003	04/25/2037	INABS_07-
INDI 2A A	1,100,000.00	0.04	$1,257,624.17	3.404	07/15/2038	INDI_2A-A
INDOFOOD CBP SUKSES MAKMUR TBK PT	500,000.00	0.01	$457,720.75	3.398	06/09/2031	ICBPIJ
INEOS (INEOS FINANCE PLC)	138,939.41	0.00	$128,171.61	6.887	02/19/2030	INEGRP
INEOS STYROLUTION GROUP GMBH	300,000.00	0.01	$337,486.69	2.250	01/16/2027	STYRO
INFRA PARK SAS	1,700,000.00	0.07	$1,896,906.63	1.625	04/19/2028	VPARKI
ING GROEP NV	3,000,000.00	0.11	$2,957,979.90	3.875	12/31/2079	INTNED
INR/USD FWD 20260706	-956,529.24	-0.01	-$10,103.64	0.000	07/06/2026	INA070626
INR/USD FWD 20260706	956,365.19	0.00	$10,101.91	0.000	07/06/2026	INP070626
INR/USD FWD 20260720	163,730,467.44	0.06	$1,727,598.75	0.000	07/20/2026	IND072026
INR/USD FWD 20260720	222,906,928.94	0.08	$2,351,998.00	0.000	07/20/2026	INP072026
INR/USD FWD 20260727	89,710,868.80	0.03	$946,047.43	0.000	07/27/2026	INP072726
INR/USD FWD 20260729	134,228,482.00	0.05	$1,415,280.11	0.000	07/29/2026	INP072926
INR/USD FWD 20260803	165,926,250.00	0.06	$1,748,756.88	0.000	08/03/2026	INP080326
INR/USD FWD 20260818	22,748,413.35	0.00	$239,447.15	0.000	08/18/2026	ING081826
INR/USD FWD 20260818	-233,929,311.33	-0.10	-$2,462,312.72	0.000	08/18/2026	INP081826
INR/USD FWD 20260818	231,064,223.39	0.09	$2,432,155.14	0.000	08/18/2026	INC081826
INR/USD FWD 20260916	133,754,925.33	0.05	$1,404,274.77	0.000	09/16/2026	ING091626
INR/USD FWD 20260916	-9,637,688.10	-0.01	-$101,184.78	0.000	09/16/2026	INC091626
INR/USD FWD 20260916	5,907,240.03	0.00	$62,019.31	0.000	09/16/2026	INA091626
INR/USD FWD 20260916	71,481,111.91	0.02	$750,470.47	0.000	09/16/2026	INP091626
INR/USD FWD 20260916	-22,353,281.71	-0.01	-$234,684.07	0.000	09/16/2026	INJ091626
INR/USD FWD 20260930	43,808,528.49	0.01	$459,365.12	0.000	09/30/2026	INJ093026
INTERNATIONAL CONTAINER TERMINAL S	245,000.00	0.00	$245,789.49	4.750	06/17/2030	ICTPM
INTESA SANPAOLO SPA	200,000.00	0.00	$233,920.50	7.750	12/31/2079	ISPIM
INTESA SANPAOLO SPA	1,300,000.00	0.04	$1,271,025.60	4.000	09/23/2029	ISPIM
IRB HOLDING CORP	2,989,767.49	0.11	$2,993,710.99	6.164	12/15/2030	ARGIHC
IRON MOUNTAIN INC	661,000.00	0.02	$651,512.67	5.250	07/15/2030	IRM
IRON MOUNTAIN INFORMATION MANAGEME	2,105,000.00	0.07	$2,023,713.53	5.000	07/15/2032	IRM
IRS AUD 4.5 06.18.25 10Y LCH	26,000,000.00	-0.02	-$406,634.02	0.000	06/18/2035	LCH
IRS EUR 1.00000 05/13/22-5Y LCH	4,100,000.00	-0.01	-$66,037.54	1.000	05/13/2027	LCH
IRS EUR 2.22 01.08.25 10Y LCH	80,000.00	-0.01	-$4,410.54	0.000	01/08/2035	LCH
IRS EUR 2.46 04.01.25 10Y LCH	1,100,000.00	-0.01	-$39,500.52	0.000	04/01/2035	LCH
IRS EUR 2.5 09.16.26 5Y LCH	14,900,000.00	-0.01	-$195,803.41	0.000	09/16/2031	LCH
IRS EUR 2.75 09.16.26 10Y LCH	22,450,000.00	-0.02	-$402,582.93	0.000	09/16/2036	LCH
IRS EUR 3.0 09.16.26 30Y LCH	6,790,000.00	0.00	$124,190.36	0.000	09/16/2056	LCH
IRS USD SOFR 1.75 12-21-22 30Y CME	17,000,000.00	0.25	$6,701,782.94	1.750	12/23/2052	CME
IRSA INVERSIONES Y REPRESENTACIONE	430,000.00	0.01	$447,200.00	8.000	03/31/2035	IRSAAR
IRV_25-200P	4,000,000.00	0.15	$4,030,685.60	5.295	03/14/2047	IRV_25-20
ISRAEL (STATE OF)	1,200,000.00	0.04	$1,216,945.20	5.375	02/19/2030	ISRAEL
ISRAEL (STATE OF)	1,400,000.00	0.05	$1,415,144.36	5.375	03/12/2029	ISRAEL
ISRAEL ELECTRIC CORP LTD	310,000.00	0.01	$308,994.76	5.633	01/28/2038	ISRELE
ISRAEL GOVT EM SP CBK CD SWAP	2,200,000.00	0.00	$17,619.64	1.000	06/20/2027	OTC
ISRAELI SHEKEL	116.80	n/a	$39.25	0.000	-	ILS
JAPAN (GOVERNMENT OF) 20YR #191	610,000,000.00	0.11	$2,977,649.37	2.000	12/20/2044	JGB
JAPAN (GOVERNMENT OF) 20YR #192	221,000,000.00	0.04	$1,147,291.68	2.400	03/20/2045	JPB
JAPAN (GOVERNMENT OF) 30YR #85	470,000,000.00	0.07	$2,101,363.51	2.300	12/20/2054	JGB
JAPAN (GOVERNMENT OF) 30YR #86	271,000,000.00	0.04	$1,240,929.83	2.400	03/20/2055	JGB
JAPAN (GOVERNMENT OF) 30YR #90	630,150,000.00	0.14	$3,750,031.00	3.700	03/20/2056	JGB
JAPANESE YEN	151,209,875.00	0.03	$929,978.63	0.000	-	JPY
JAPFA PTE LTD	470,000.00	0.01	$469,858.58	7.950	05/12/2031	JAPSP
JBS NV/USA FOODS/FOOD CO	2,070,000.00	0.07	$2,062,661.85	5.625	03/10/2037	JBS
JEFFERIES FINANCE LLC	688,015.08	0.02	$688,337.76	7.093	10/21/2031	JEFFIN
JEFFERIES FINANCIAL GROUP INC	1,155,000.00	0.04	$1,182,515.68	6.200	04/14/2034	JEF
JEFFERIES FINANCIAL GROUP INC	1,365,000.00	0.05	$1,347,827.21	5.125	04/28/2031	JEF
JEFFERIES GROUP INC	331,000.00	0.01	$336,204.41	6.450	06/08/2027	JEF
JPALT_07-A2A	2,502,889.88	0.04	$1,242,426.28	4.123	06/25/2037	JPALT_07-
JPM_06-A6	127,178.72	0.00	$100,092.31	5.264	10/25/2036	JPM_06-A6
JPMCC_16-JP2	1,250,000.00	0.04	$1,239,807.25	3.056	08/15/2049	JPMCC_16-
JPMDB_16-C2	394,880.69	0.01	$388,953.53	3.144	06/15/2049	JPMDB_16-
JPMDB_16-C4	852,517.24	0.03	$847,147.92	3.141	12/15/2049	JPMDB_16-
JPMDB_17-C7	2,395,000.00	0.08	$2,355,673.14	3.409	10/15/2050	JPMDB_17-
JPMMT_06-A7	22,543.36	0.00	$18,733.16	4.384	01/25/2037	JPMMT_06-
JPMMT_07-A1	17,834.56	0.00	$17,561.69	5.276	07/25/2035	JPMMT_07-
JPMMT_14-2	21,186.23	0.00	$20,842.89	3.308	06/25/2029	JPMMT_14-
JPMMT_14-2	21,186.23	0.00	$20,850.66	3.308	06/25/2029	JPMMT_14-
JPMMT_15-4	116,441.11	0.00	$107,806.70	3.507	06/25/2045	JPMMT_15-
JPMMT_15-4	272,440.30	0.00	$252,953.60	3.507	06/25/2045	JPMMT_15-
JPMMT_15-5	1,684.02	n/a	$1,680.71	5.216	05/25/2045	JPMMT_15-
JPMMT_15-6	85,170.70	0.00	$82,424.52	3.509	10/25/2045	JPMMT_15-
JPMMT_15-6	82,868.79	0.00	$80,127.23	3.509	10/25/2045	JPMMT_15-
JPMMT_16-4	124,249.09	0.00	$117,155.34	3.763	10/25/2046	JPMMT_16-
JPMMT_16-4	226,698.94	0.00	$213,030.60	3.763	10/25/2046	JPMMT_16-
JPMMT_17-1	643,983.71	0.02	$580,047.01	3.444	01/25/2047	JPMMT_17-
JPMMT_21-13	1,782,304.80	0.05	$1,524,787.96	3.156	04/25/2052	JPMMT_21-
JPMORGAN CHASE & CO	6,365,000.00	0.23	$6,322,877.70	1.470	09/22/2027	JPM
JPMORGAN CHASE & CO	1,400,000.00	0.05	$1,404,212.74	4.851	07/25/2028	JPM
JPMORGAN CHASE & CO	500,000.00	0.01	$452,788.10	2.963	01/25/2033	JPM
JPMORGAN CHASE & CO	1,100,000.00	0.04	$1,089,067.76	2.947	02/24/2028	JPM
JPMORGAN CHASE & CO	5,500,000.00	0.18	$5,070,855.90	2.522	04/22/2031	JPM
JPMORGAN CHASE & CO	1,500,000.00	0.05	$1,491,716.55	4.452	12/05/2029	JPM
JPMORGAN CHASE & CO	1,340,000.00	0.05	$1,351,358.64	5.571	04/22/2028	JPM
JPMORGAN CHASE & CO	2,940,000.00	0.11	$3,147,767.74	6.254	10/23/2034	JPM
JPMORGAN CHASE & CO	1,635,000.00	0.06	$1,653,750.83	5.103	04/22/2031	JPM
JPMORGAN CHASE & CO	2,855,000.00	0.10	$2,822,681.40	4.622	04/23/2032	JPM
JPMORGAN CHASE & CO	3,215,000.00	0.11	$3,193,057.95	5.148	04/23/2037	JPM
JPMORGAN CHASE & CO	1,900,000.00	0.07	$1,884,085.79	4.408	04/23/2030	JPM
JPMORGAN CHASE & CO	2,090,000.00	0.07	$2,117,097.06	6.100	12/31/2079	JPM
JPMORGAN CHASE & CO	4,470,000.00	0.16	$4,397,913.20	5.193	02/05/2037	JPM
JPMORGAN CHASE BANK NA	4,000,000.00	0.15	$4,014,566.40	5.110	12/08/2026	JPM
JPN 10YR BOND (OSE) SEP 26	-17.00	-0.51	-$13,358,897.88	0.000	09/14/2026	JBU6
JPY/USD FWD 20260702	-95,000,000.00	-0.03	-$584,364.79	0.000	07/02/2026	JPJ070226
JPY/USD FWD 20260702	374,600,863.00	0.08	$2,304,247.94	0.000	07/02/2026	JPG070226
JPY/USD FWD 20260702	375,657,834.00	0.08	$2,310,749.59	0.000	07/02/2026	JPP070226
JPY/USD FWD 20260702	317,357,407.00	0.07	$1,952,131.52	0.000	07/02/2026	JPA070226
JPY/USD FWD 20260702 BNYM USD	-929,132,364.00	-0.22	-$5,715,286.71	0.000	07/02/2026	MJP070226
JPY/USD FWD 20260804	926,716,654.00	0.21	$5,716,187.21	0.000	08/04/2026	JPD080426
JSC KASPI.KZ	540,000.00	0.02	$546,553.55	6.250	03/26/2030	JSCKSP
JTI FIN SERIVES NA LLC	8,350,000.00	0.31	$8,318,035.37	0.000	08/06/2026	JTIFI
JUL26 TYU6 C @ 110.25	-17.00	-0.01	-$4,515.63	0.000	07/17/2026	3MN26C
JUL26 TYU6 C @ 110.5	-31.00	n/a	-$968.75	0.000	07/02/2026	1MN26C
JUL26 TYU6 C @ 111.0	-19.00	n/a	-$1,484.38	0.000	07/17/2026	3MN26C
JUL26 TYU6 P @ 108.75	-17.00	n/a	-$1,593.75	0.000	07/17/2026	3MN26P
JUL26 TYU6 P @ 108.75	-31.00	0.00	$0.00	0.000	07/02/2026	1MN26P
JUL26 TYU6 P @ 109.25	-19.00	-0.01	-$3,562.50	0.000	07/17/2026	3MN26P
JYSKE REALKREDIT A/S	0.92	n/a	$0.11	1.500	10/01/2053	JYKRE
KAZAKHSTAN TEMIR ZHOLY FINANCE BV	905,000.00	0.03	$878,374.00	5.250	04/29/2036	KTZKZ
KENYA (REPUBLIC OF)	200,000.00	0.00	$212,894.96	9.500	03/05/2036	KENINT
KEYBANK NATIONAL ASSOCIATION	995,000.00	0.03	$1,011,180.69	5.850	11/15/2027	KEY
KINGDOM OF JORDAN	225,000.00	0.00	$222,408.61	5.750	11/12/2032	JORDAN
KOOKMIN BANK	550,000.00	0.01	$498,671.09	2.500	11/04/2030	CITNAT
KOREA HYDRO & NUCLEAR POWER CO LTD	480,000.00	0.01	$476,949.17	4.500	06/16/2031	KOHNPW
KRW/USD FWD 20260706	394,607,611.00	0.00	$255,053.35	0.000	07/06/2026	KRP070626
KRW/USD FWD 20260706	-93,128,396.00	-0.01	-$60,193.24	0.000	07/06/2026	KRJ070626
KRW/USD FWD 20260706	-301,375,733.00	-0.01	-$194,793.23	0.000	07/06/2026	KRG070626
KRW/USD FWD 20260715	301,332,794.00	0.00	$194,827.97	0.000	07/15/2026	KRG071526
KRW/USD FWD 20260715	-315,804,334.00	-0.01	-$204,184.60	0.000	07/15/2026	KRP071526
KRW/USD FWD 20260715	149,488,060.00	0.00	$96,652.13	0.000	07/15/2026	KRC071526
KRW/USD FWD 20260715	-1,493,392,307.00	-0.04	-$965,558.99	0.000	07/15/2026	KRA071526
KRW/USD FWD 20260715	156,300,374.00	0.00	$101,056.66	0.000	07/15/2026	KRJ071526
KRW/USD FWD 20260727	1,075,996,600.00	0.02	$695,783.95	0.000	07/27/2026	KRP072726
KUWAIT INTL BOND	1,400,000.00	0.05	$1,397,631.06	4.804	04/20/2033	KUWIB
LAS VEGAS SANDS CORP	1,900,000.00	0.07	$1,923,331.81	5.625	06/15/2028	LVS
LATAM AIRLINES GROUP SA	495,000.00	0.01	$515,666.25	7.875	04/15/2030	LTMCI
LBMLT_06-1	2,110,987.06	0.07	$1,892,367.54	4.363	02/25/2036	LBMLT_06-
LBMLT_06-7	1,949,243.45	0.03	$1,020,480.60	4.073	08/25/2036	LBMLT_06-
LBTY 2026-225L D	4,000,000.00	0.14	$3,936,936.80	5.708	02/10/2031	LBTY 2026
LBTY_26-225L	3,700,000.00	0.13	$3,635,556.73	4.593	02/10/2031	LBTY_26-2
LCH - RFR USD SOFR/3.77500 03/03/26-10Y - MS - 03-03-2036 PAYFIX_C CONTRACT SWCOIR	1,600,000.00	0.00	$30,351.87	0.000	03/03/2036	SWU02NOS8
LCH -RFR USD SOFR/3.74800 03/03/26-10Y - MS - 03-03-2036 PAYFIX_C CONTRACT SWCOIR	300,000.00	0.00	$6,338.86	0.000	03/03/2036	SWU02NMD3
LD CELULOSE SA	355,000.00	0.01	$371,620.00	7.950	01/26/2032	LNZAV
LEBANON (REPUBLIC OF)	465,000.00	0.00	$116,366.16	0.000	03/23/2027	LEBAN
LEIDOS INC	735,000.00	0.02	$744,719.05	5.400	03/15/2032	LDOS
LEIDOS INC	2,855,000.00	0.10	$2,750,955.24	5.000	03/15/2036	LDOS
LEXT 2026-450 A	6,570,000.00	0.24	$6,580,265.63	4.977	03/15/2043	LEXT 2026
LGATE_06-1X	469,228.80	0.02	$615,856.45	3.732	12/01/2060	LGATE_06-
LGATE_08-W1X	174,443.20	0.00	$231,390.18	3.732	01/01/2061	LGATE_08-
LIGHTNING POWER LLC	1,320,834.60	0.04	$1,323,900.26	5.914	08/18/2031	LIGPLL
LLOYDS BANKING GROUP PLC	1,400,000.00	0.05	$1,392,860.70	3.750	03/18/2028	LLOYDS
LLOYDS BANKING GROUP PLC ICE	1,700,000.00	0.00	$10,854.15	0.000	12/20/2030	ICE
LMT_07-10	1,142,998.14	0.01	$280,610.73	6.500	01/25/2038	LMT_07-10
LOGICOR FINANCING SARL	3,400,000.00	0.14	$3,877,059.91	3.250	11/13/2028	LOGICR
LONG GILT SEP 26	21.00	0.09	$2,484,984.69	0.000	09/28/2026	G U6
LONG TERM RECEIVABLES	-1,992,018.35	-0.08	-$1,992,018.35	0.000	-	SECNCAHUS
LSEG US FIN CORP	1,550,000.00	0.05	$1,539,036.08	0.000	09/01/2026	LSELN
LSEG US FIN CORP	3,250,000.00	0.12	$3,226,642.25	0.000	09/02/2026	LSELN
LSEG US FIN CORP	5,100,000.00	0.18	$5,072,691.03	0.000	08/17/2026	LSELN
LYB INTERNATIONAL FINANCE III LLC	3,775,000.00	0.14	$3,786,745.54	5.875	01/15/2036	LYB
MADCMT_25-11MD	6,200,000.00	0.23	$6,145,397.22	4.754	10/15/2042	MADCMT_25
MAGNE 2025-45A D1	750,000.00	0.02	$748,665.00	6.173	04/15/2038	MAGNE_25-
MAGNE 2025-51A A1	10,300,000.00	0.38	$10,312,277.60	4.867	10/25/2038	MAGNE_51-
MALAYSIAN RINGGIT	27.50	n/a	$6.74	0.000	-	MYR
MALT_04-5	6,649.44	0.00	$6,785.42	7.000	06/25/2034	MALT_04-5
MANSD_07-1X	138,704.07	0.00	$183,533.25	3.732	04/15/2047	MANSD_07-
MARCOBRE SAC	490,000.00	0.01	$485,467.50	5.750	01/22/2036	MARSAC
MARM_04-4	17,457.92	0.00	$17,009.22	5.296	05/25/2034	MARM_04-4
MARRIOTT INTERNATIONAL INC	900,000.00	0.03	$828,621.36	3.500	10/15/2032	MAR
MASTR_04-3	435.65	n/a	$449.48	7.000	04/25/2034	MASTR_04-
MAUSER PACKAGING SOLUTIONS HOLDING	2,064,000.00	0.07	$2,111,172.72	7.875	04/15/2030	BWY
MAZOON ASSET COMPANY SAOC	200,000.00	0.00	$201,193.28	5.250	10/09/2031	MAZOON
MCCP 2024-3A A	4,000,000.00	0.14	$4,000,584.00	4.935	01/20/2035	ATLAVE_24
MCLO_21-16R-A1R	1,250,000.00	0.04	$1,250,951.25	4.783	04/15/2034	MCLO_21-1
MCMLT_19-1	2,366,520.92	0.08	$2,319,361.84	3.250	10/25/2069	MCMLT_19-
MDPK 2018-27A D1R	850,000.00	0.03	$830,750.90	6.525	04/20/2038	MDPK_18-2
MEDLINE BORROWER LP & MEDLINE CO-I	1,550,000.00	0.05	$1,541,735.87	5.250	06/15/2033	MEDIND
MEDLINE BORROWER LP & MEDLINE CO-I	2,635,000.00	0.09	$2,623,902.96	5.000	06/15/2031	MEDIND
MELCO RESORTS FINANCE LTD	415,000.00	0.01	$425,143.55	7.625	04/17/2032	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$198,938.46	5.750	07/21/2028	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$194,969.62	5.375	12/04/2029	MPEL
MERCK & CO INC	910,000.00	0.03	$899,031.50	3.850	03/15/2029	MRK
MERCK & CO INC	2,425,000.00	0.08	$2,379,706.09	4.150	03/15/2031	MRK
MERCK & CO INC	2,130,000.00	0.08	$2,157,229.28	5.200	05/22/2036	MRK
META PLATFORMS INC	2,440,000.00	0.09	$2,430,443.74	6.300	05/15/2056	META
META PLATFORMS INC	1,845,000.00	0.06	$1,672,993.60	5.625	11/15/2055	META
METROPOLITAN BANK AND TRUST COMPAN	265,000.00	0.01	$269,920.86	5.375	03/06/2029	MBTPM
MEXICAN PESO	426.17	n/a	$24.37	0.000	-	MXN
MEXICO (UNITED MEXICAN STATES)	250,000.00	0.00	$245,137.50	5.375	03/22/2033	MEX
MEXICO (UNITED MEXICAN STATES) (GO	550,000.00	0.02	$540,237.50	6.125	02/09/2038	MEX
MEXICO (UNITED MEXICAN STATES) (GO	600,000.00	0.02	$606,630.00	5.850	07/02/2032	MEX
MEXICO (UNITED MEXICAN STATES) (GO	900,000.00	0.03	$945,270.00	6.875	05/13/2037	MEX
MF1_25-FL17	1,400,000.00	0.05	$1,400,210.00	4.957	02/21/2040	MF1_25-FL
MGM CHINA HOLDINGS LTD	200,000.00	0.00	$199,256.42	4.750	02/01/2027	MGMCHI
MHP LUX SA	515,000.00	0.02	$537,045.14	10.500	07/28/2029	MHPSA
MIDCONTINENT COMMUNICATIONS	1,625,000.00	0.05	$1,425,935.88	8.000	08/15/2032	MIDCON
MILLICOM INTERNATIONAL CELLULAR S.	401,000.00	0.01	$414,443.12	7.375	04/02/2032	TIGO
MISC CAPITAL TWO (LABUAN) LTD	315,000.00	0.01	$312,646.48	3.750	04/06/2027	MISCMK
MITSUBISHI UFJ FINANCIAL GROUP INC	1,800,000.00	0.06	$1,670,247.00	2.559	02/25/2030	MUFG
MITSUBISHI UFJ FINANCIAL GROUP INC	1,080,000.00	0.04	$1,075,158.90	4.847	04/21/2032	MUFG
MIZUHO FINANCIAL GROUP INC	2,000,000.00	0.06	$1,841,209.40	2.591	05/25/2031	MIZUHO
MIZUHO FINANCIAL GROUP INC	3,100,000.00	0.11	$2,979,985.36	3.261	05/22/2030	MIZUHO
MIZUHO FINANCIAL GROUP INC	1,400,000.00	0.04	$1,237,597.90	2.564	09/13/2031	MIZUHO
MLMI_04-A1	855.07	n/a	$815.02	5.653	02/25/2034	MLMI_04-A
MNEQ HLDGS INC	2,589.00	0.00	$204,963.36	0.000	04/29/2033	2512936D
MOBILIARE SA / MEXICO SA	450,000.00	0.01	$450,630.00	6.750	11/10/2032	MOBLMC
MONG DUONG FIN HLDGS BV	604,737.63	0.02	$597,446.80	5.125	05/07/2029	MONDFI
MONTENEGRO (REPUBLIC OF)	140,000.00	0.00	$162,621.78	4.875	04/01/2032	MONTEN
MORGAN STANLEY	1,200,000.00	0.04	$1,210,421.28	5.652	04/13/2028	MS
MORGAN STANLEY	4,500,000.00	0.16	$4,514,162.85	3.640	04/13/2028	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,226,002.20	5.656	04/18/2030	MS
MORGAN STANLEY	4,400,000.00	0.19	$5,100,002.25	3.790	03/21/2030	MS
MORGAN STANLEY	1,688,000.00	0.06	$1,747,681.10	6.407	11/01/2029	MS
MORGAN STANLEY	1,717,000.00	0.06	$1,753,750.15	6.296	10/18/2028	MS
MORGAN STANLEY	4,100,000.00	0.15	$4,125,430.25	5.123	02/01/2029	MS
MORGAN STANLEY	1,700,000.00	0.06	$1,693,465.71	3.625	01/20/2027	MS
MORGAN STANLEY	1,400,000.00	0.05	$1,397,268.88	4.210	04/20/2028	MS
MORGAN STANLEY	2,000,000.00	0.08	$2,149,999.14	0.495	10/26/2029	MS
MORGAN STANLEY	2,055,000.00	0.07	$2,039,456.19	4.809	04/16/2032	MS
MORGAN STANLEY	1,730,000.00	0.06	$1,722,054.46	5.296	04/10/2037	MS
MOROCCO (KINGDOM OF)	200,000.00	0.00	$144,504.78	4.000	12/15/2050	MOROC
MP16 2019-2AR AR2	8,000,000.00	0.29	$8,000,000.00	4.679	11/16/2034	56607BAZ7
MS INST LIQ GOVT CL INST	7,925,000.00	0.29	$7,925,000.00	0.000	06/06/2079	MVRXX
MSAC_07-H5	2,419,665.17	0.03	$966,354.75	4.103	03/25/2037	MSAC_07-H
MSAC_07-HE1	3,100,578.45	0.06	$1,717,523.57	4.063	11/25/2036	MSAC_07-H
MSC_14-150E	3,700,000.00	0.13	$3,477,291.08	3.912	09/10/2032	MSC_14-15
MSC_19-L3	1,000,000.00	0.03	$945,610.10	3.127	11/15/2052	MSC_19-L3
MUNICIPAL ELEC AUTH GA	1,639,000.00	0.06	$1,761,351.35	6.655	04/01/2057	MELPWR
MUTHOOT FINANCE LTD	505,000.00	0.01	$504,401.12	6.375	03/02/2030	MUTHIN
MUTUAL OF OMAHA COMPANIES GLOBAL F	1,950,000.00	0.07	$1,925,886.30	4.546	01/13/2031	MUTOMA
MV24 CAPITAL BV	403,260.00	0.01	$401,584.62	6.748	06/01/2034	MVFPSO
MXN/USD FWD 20260702	-4,543,141.20	-0.01	-$259,751.20	0.000	07/02/2026	MMX070226
MXN/USD FWD 20260917	-1,759,000.00	-0.01	-$99,920.23	0.000	09/17/2026	MXA091726
MXN/USD FWD 20260917	-1,195,000.00	-0.01	-$67,882.13	0.000	09/17/2026	MXD091726
MXN/USD FWD 20260917	12,417,000.00	0.02	$705,349.32	0.000	09/17/2026	MXG091726
MXN/USD FWD 20260917	194,888,783.25	0.41	$11,070,683.00	0.000	09/17/2026	MXJ091726
MXN/USD FWD 20260917	5,114,880.61	0.01	$290,551.47	0.000	09/17/2026	MXC091726
MXN/USD FWD 20261216	4,678,192.83	0.00	$263,783.79	0.000	12/16/2026	MXJ121626
NANSHAN LIFE PTE LTD	490,000.00	0.01	$479,746.94	5.875	03/17/2041	NSINTW
NATIONAL BANK OF KUWAIT (NEW YORK	9,800,000.00	0.36	$9,716,227.64	0.000	09/18/2026	NBKK
NATIONAL FUEL GAS COMPANY	700,000.00	0.02	$698,259.38	4.750	05/15/2029	NFG
NATIONAL GRID PLC	2,425,000.00	0.09	$2,415,576.94	5.405	06/09/2036	NGGLN
NATIONWIDE BUILDING SOCIETY	5,200,000.00	0.19	$5,173,891.84	4.302	03/08/2029	NWIDE
NATIONWIDE BUILDING SOCIETY	800,000.00	0.02	$791,922.40	2.972	02/16/2028	NWIDE
NATWEST GROUP PLC	500,000.00	0.02	$661,351.39	5.125	12/31/2079	NWG
NATWEST GROUP PLC SNR SE ICE	6,300,000.00	0.00	$148,637.36	1.000	12/20/2030	ICE
NAVOI MINING AND METALLURGICAL COM	315,000.00	0.01	$332,126.99	6.950	10/17/2031	NAVOIM
NBK SPC LTD	400,000.00	0.01	$397,351.32	1.625	09/15/2027	NTBKKK
NC QAZAQGAZ JSC	340,000.00	0.01	$334,754.21	5.625	05/08/2036	KZTGKZ
NCHET_05-1	104,937.89	0.00	$106,243.52	4.483	03/25/2035	NCHET_05-
NEUB 2015-20A D1R3	500,000.00	0.01	$501,319.50	6.323	04/15/2039	NEUB_20-R
NEUB 2021-42A AR	650,000.00	0.02	$649,124.45	4.630	07/16/2035	NEUB_21-4
NEW 5.250% SENIOR NOTES DUE 2035	315,000.00	0.01	$322,297.45	5.250	05/26/2035	BABA
NEW YORK ST URBAN DEV CORP	535,000.00	0.02	$545,801.65	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	1,283,585.68	0.02	$729,012.49	0.000	-	NZD
NEXTERA ENERGY CAPITAL HOLDINGS IN	2,500,000.00	0.08	$2,378,878.00	1.900	06/15/2028	NEE
NGL ENERGY OPERATING LLC	1,050,000.00	0.04	$1,093,567.65	8.375	02/15/2032	NGL
NIGERIA (FEDERAL REPUBLIC OF)	261,000.00	0.01	$283,597.61	8.631	01/13/2036	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	320,000.00	0.01	$323,265.70	7.375	09/28/2033	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	200,000.00	0.00	$203,858.72	7.143	02/23/2030	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	337,000.00	0.01	$352,089.92	7.875	02/16/2032	NGERIA
NISSAN MOTOR ACCEPTANCE COMPANY LL	300,000.00	0.01	$278,651.79	2.450	09/15/2028	NSANY
NISSAN MOTOR ACCEPTANCE COMPANY LL	100,000.00	0.00	$99,488.50	5.688	09/13/2027	NSANY
NISSAN MOTOR CO LTD	1,400,000.00	0.05	$1,378,095.74	4.345	09/17/2027	NSANY
NISSAN MOTOR CO LTD	600,000.00	0.02	$559,094.94	4.810	09/17/2030	NSANY
NMOTR 2024-B A	8,000,000.00	0.30	$8,033,353.60	5.050	02/15/2029	NMOTR_24-
NNSLT_26-A	3,069,089.83	0.11	$3,012,008.14	4.610	02/21/2061	NNSLT_26-
NOK/USD FWD 20260702	290,004.46	0.00	$29,296.97	0.000	07/02/2026	NOA070226
NOK/USD FWD 20260702	1,426,972.52	0.00	$144,156.31	0.000	07/02/2026	NOD070226
NOK/USD FWD 20260702	-1,245,397.33	-0.01	-$125,813.13	0.000	07/02/2026	MNO070226
NOK/USD FWD 20260702	-3,737,606.38	-0.02	-$377,582.29	0.000	07/02/2026	NOJ070226
NOK/USD FWD 20260804	1,245,924.44	0.00	$125,807.04	0.000	08/04/2026	NOP080426
NOK/USD FWD 20260804	3,739,244.63	0.01	$377,569.68	0.000	08/04/2026	NOJ080426
NORTHUMBRIAN WATER FINANCE PLC	700,000.00	0.03	$921,353.69	1.625	10/11/2026	NWGLN
NORWEGIAN KRONER	4,797.96	n/a	$484.72	0.000	-	NOK
NOVA SECURITISATION SARL	625,000.00	0.02	$588,208.63	6.500	02/03/2036	SBSPAB
NOVARTIS CAPITAL CORP	2,325,000.00	0.08	$2,311,500.35	4.900	03/18/2036	NOVNVX
NOVARTIS CAPITAL CORP	945,000.00	0.03	$963,653.36	5.700	03/18/2056	NOVNVX
NOVARTIS CAPITAL CORP	1,350,000.00	0.05	$1,340,432.55	4.400	03/18/2031	NOVNVX
NOVELIS CORP	1,580,000.00	0.05	$1,529,214.53	4.750	01/30/2030	HNDLIN
NRG ENERGY INC	1,760,000.00	0.06	$1,739,465.20	4.734	10/15/2030	NRG
NRG ENERGY INC	1,405,000.00	0.05	$1,381,804.01	5.407	10/15/2035	NRG
NRZT_18-RPL1	67,046.13	0.00	$64,896.99	3.500	12/25/2057	NRZT_18-R
NRZT_19-RPL3	1,418,600.81	0.05	$1,369,742.50	2.750	07/25/2059	NRZT_19-R
NTT FINANCE CORP	400,000.00	0.01	$399,076.32	4.620	07/16/2028	NTT
NTT FINANCE CORP	900,000.00	0.03	$917,153.19	3.620	07/16/2030	NTT
NVIDIA CORPORATION	1,590,000.00	0.05	$1,579,131.40	5.550	06/15/2046	NVDA
NVIDIA CORPORATION	1,925,000.00	0.07	$1,908,863.69	4.950	06/15/2036	NVDA
NVIDIA CORPORATION	1,380,000.00	0.05	$1,375,416.47	4.500	06/15/2031	NVDA
NVIDIA CORPORATION	2,990,000.00	0.11	$2,970,019.92	5.625	06/15/2056	NVDA
NYC_26-W57	7,705,000.00	0.28	$7,670,826.01	5.353	06/06/2040	NYC_26-W5
NYKREDIT REALKREDIT A/S	0.72	n/a	$0.08	2.000	10/01/2053	NYKRE
NZD/USD FWD 20260702	-11,803,000.00	-0.26	-$6,704,097.13	0.000	07/02/2026	NZA070226
NZD/USD FWD 20260702	898,233.65	0.01	$510,196.19	0.000	07/02/2026	MNZ070226
OAKC 2012-7A D1R4	850,000.00	0.03	$848,460.65	6.142	02/20/2038	OAKC_12-7
OAKCL 2020-1A D1RR	800,000.00	0.02	$799,069.60	6.273	01/15/2038	OAKCL_20-
OBX_24-NQM8	1,531,047.27	0.05	$1,538,818.41	6.233	05/25/2064	OBX_24-NQ
OCP SA	310,000.00	0.01	$309,190.16	7.368	12/31/2079	OCPMR
OCT51 2021-1A AR	2,750,000.00	0.10	$2,749,252.00	4.665	07/20/2034	OCT51_21-
OFFICE CHERIFIEN DES PHO	200,000.00	0.00	$184,814.54	3.750	06/23/2031	OCPMR
OFFICE CHERIFIEN DES PHO	805,000.00	0.02	$652,656.81	5.125	06/23/2051	OCPMR
OIS CAD CAONREPO 2.9 03.31.25 8Y	200,000.00	n/a	$408.78	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3 01.08.25 9Y LCH	2,600,000.00	n/a	$931.01	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.10.25 9Y LCH	3,500,000.00	n/a	$1,253.28	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.13.25 8Y LCH	2,300,000.00	-0.01	-$5,427.22	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3.0 01.23.25 9Y L	5,800,000.00	n/a	$2,076.86	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3.5 3.28.24 8Y LC	16,200,000.00	-0.02	-$376,569.39	0.000	06/01/2032	LCH
OLIN CORP	3,574,000.00	0.13	$3,533,500.50	6.625	04/01/2033	OLN
OMAN SULTANATE OF (GOVERNMENT)	343,000.00	0.01	$376,980.22	6.750	01/17/2048	OMAN
ONEMAIN FINANCE CORP	2,770,000.00	0.10	$2,820,095.45	7.125	09/15/2032	OMF
ONEOK INC	700,000.00	0.02	$714,733.39	5.650	11/01/2028	OKE
ONEOK INC	960,000.00	0.03	$892,008.48	5.700	11/01/2054	OKE
ONEOK INC	1,500,000.00	0.05	$1,487,382.30	4.350	03/15/2029	OKE
OOMLT_05-1	478,451.13	0.01	$455,845.27	4.543	02/25/2035	OOMLT_05-
OOMLT_07-4-2A4	4,127,837.01	0.08	$2,348,247.22	4.073	04/25/2037	OOMLT_07-
ORACLE CORPORATION	420,000.00	0.01	$384,992.33	4.700	09/27/2034	ORCL
ORACLE CORPORATION	670,000.00	0.02	$570,898.76	6.000	08/03/2055	ORCL
ORACLE CORPORATION	3,520,000.00	0.11	$3,083,334.50	5.875	09/26/2045	ORCL
ORACLE CORPORATION	605,000.00	0.02	$569,784.22	6.700	02/04/2056	ORCL
ORACLE CORPORATION	2,575,000.00	0.09	$2,494,676.48	5.991	02/04/2036	ORCL
ORACLE CORPORATION	700,000.00	0.02	$690,175.64	4.550	02/04/2029	ORCL
ORANGE SA	3,135,000.00	0.11	$3,063,661.82	5.413	01/13/2036	ORAFP
ORLEN SA	475,000.00	0.01	$492,185.36	6.000	01/30/2035	PKNPW
ORO USD 10Y C 3.11 L 05.28.27 MYC	2,200,000.00	0.00	$6,599.46	0.000	05/28/2027	MS
ORO USD 10Y C 3.111 L 05.28.27 DUB	14,200,000.00	0.00	$42,694.80	0.000	05/28/2027	DB
ORO USD 10Y C 3.87500 L 07/24/26 - JPM	-2,200,000.00	-0.01	-$3,100.03	0.000	07/24/2026	317UD2UA9
ORO USD 10Y P 4.13500 L 07/24/26 - JPM	-2,200,000.00	-0.01	-$5,136.11	0.000	07/24/2026	317UD2TA1
ORO USD 1Y P 3.757 L 09.18.26 DUB	96,900,000.00	0.01	$358,101.68	0.000	09/18/2026	DB
ORO USD 1Y P 3.757 L 09.18.26 MYC	151,700,000.00	0.02	$560,619.45	0.000	09/18/2026	MS
ORO USD 1Y P 3.757 L 09.18.26 MYC	800,000.00	0.00	$2,956.46	0.000	09/18/2026	MS
OTC EPUT USD VS KRW @ 1350 BOA	-2,044,754.00	n/a	-$0.05	0.000	07/09/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1350 BOA	-455,246.00	n/a	-$0.02	0.000	07/13/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1400 BOA	2,044,754.00	n/a	$0.77	0.000	07/09/2026	PUT USD/K
OVERSEA-CHINESE BANKING CORPORATIO	795,000.00	0.02	$781,989.90	4.550	09/08/2035	OCBCSP
OWL ROCK CAPITAL CORP	500,000.00	0.01	$473,485.40	2.875	06/11/2028	OBDC
PACIFIC GAS AND ELECTRIC CO	700,000.00	0.02	$693,907.76	3.300	03/15/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,300,000.00	0.04	$1,256,836.36	4.400	03/01/2032	PCG
PACIFIC GAS AND ELECTRIC COMPANY	3,200,000.00	0.11	$3,155,602.24	4.200	03/01/2029	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.03	$947,200.76	4.500	07/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.02	$734,426.11	3.500	08/01/2050	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,400,000.00	0.05	$1,363,468.54	2.100	08/01/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	600,000.00	0.01	$450,279.60	3.300	08/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	800,000.00	0.02	$774,443.04	3.000	06/15/2028	PCG
PACIFIC GAS AND ELECTRIC COMPANY	2,083,000.00	0.07	$1,994,205.67	6.000	05/01/2056	PCG
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$177,580.00	3.298	01/19/2033	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$216,998.00	6.853	03/28/2054	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	235,000.00	0.00	$248,747.50	6.400	02/14/2035	PANAMA
PARAGUAY REPUBLIC OF (GOVERNMENT)	403,000.00	0.01	$374,258.04	5.400	03/30/2050	PARGUY
PARAGUAY REPUBLIC OF (GOVERNMENT)	220,000.00	0.00	$204,309.60	5.400	03/30/2050	PARGUY
PATRIMONIO EN FIDEICOMISO DS 093-2	490,000.00	0.01	$484,855.00	5.650	10/16/2032	INRSHM
PEDERNALES ELECTRIC COOPERATIVE IN	423,000.00	0.01	$431,926.48	6.202	11/15/2032	PEDELC
PEN/USD FWD 20260916	17,881.57	0.00	$5,214.64	0.000	09/16/2026	PEC091626
PEN/USD FWD 20261216	-6,211,981.93	-0.07	-$1,805,934.99	0.000	12/16/2026	PEC121626
PEN/USD FWD 20270128	-5,123,075.68	-0.06	-$1,486,951.23	0.000	01/28/2027	PEC012827
PEN/USD FWD 20270507	-7,298,540.17	-0.08	-$2,111,118.86	0.000	05/07/2027	MPE050727
PENNYMAC FINANCIAL SERVICES INC	2,755,000.00	0.10	$2,698,499.36	6.875	05/15/2032	PFSI
PERTAMINA HULU ENERGI PT	600,000.00	0.02	$599,140.26	5.250	05/21/2030	PERHUL
PERU (REPUBLIC OF)	9,100,000.00	0.10	$2,797,294.63	6.850	08/12/2035	PERUGB
PERU (REPUBLIC OF)	700,000.00	0.00	$222,047.25	6.150	08/12/2032	PERU
PERU (REPUBLIC OF)	6,300,000.00	0.07	$2,066,619.93	7.300	08/12/2033	PERUGB
PERU (REPUBLIC OF)	312,000.00	0.01	$293,280.00	2.844	06/20/2030	PERU
PERUSAHAAN LISTRIK NEGARA (PERSERO	200,000.00	0.00	$173,220.30	5.250	05/15/2047	PLNIJ
PERUVIAN NUEVO SOL	647,248.19	0.00	$189,364.60	0.000	-	PEN
PETROBRAS GLOBAL FINANCE BV	560,000.00	0.02	$559,880.27	6.750	01/27/2041	PETBRA
PETROLEOS DE VENEZUELA SA	390,000.00	0.00	$174,447.00	0.000	05/17/2035	PDVSA
PETROLEOS MEXICANOS	600,000.00	0.02	$593,401.38	5.950	01/28/2031	PEMEX
PETROLEOS MEXICANOS	240,000.00	0.00	$224,010.98	7.690	01/23/2050	PEMEX
PETROLEOS MEXICANOS	76,000.00	0.00	$76,720.02	6.700	02/16/2032	PEMEX
PETROLEOS MEXICANOS	200,000.00	0.00	$235,584.34	10.000	02/07/2033	PEMEX
PETRONAS CAPITAL LTD	430,000.00	0.01	$435,401.06	4.950	01/03/2031	PETMK
PETRONAS CAPITAL LTD	460,000.00	0.01	$410,848.13	2.480	01/28/2032	PETMK
PFIZER INC	825,000.00	0.03	$814,583.22	4.200	11/15/2030	PFE
PFP_24-11	1,740,637.23	0.06	$1,742,139.40	5.470	09/17/2039	PFP_24-11
PHILIP MORRIS INTERNATIONAL INC	1,800,000.00	0.06	$1,791,045.18	4.125	04/28/2028	PM
PHILIP MORRIS INTERNATIONAL INC	1,380,000.00	0.05	$1,351,509.90	4.875	04/29/2036	PM
PHILIPPINES (REPUBLIC OF)	715,000.00	0.02	$715,374.59	5.325	06/24/2036	PHILIP
PHILIPPINES (REPUBLIC OF)	678,000.00	0.02	$664,058.35	5.000	01/13/2037	PHILIP
PILOT_24-1	2,149,691.50	0.08	$2,152,554.46	4.670	11/22/2027	PILOT_24-
PLN/USD FWD 20260702	-602,024.00	-0.01	-$160,035.47	0.000	07/02/2026	MPL070226
PLN/USD FWD 20260710	8,179,304.76	0.08	$2,174,261.69	0.000	07/10/2026	PLJ071026
PLN/USD FWD 20260723	220,000.00	0.00	$58,480.04	0.000	07/23/2026	PLJ072326
PLN/USD FWD 20260723	302,000.00	0.00	$80,277.15	0.000	07/23/2026	PLA072326
PLN/USD FWD 20260723	5,726,638.68	0.05	$1,522,245.73	0.000	07/23/2026	PLD072326
PLN/USD FWD 20260723	10,063,941.88	0.10	$2,675,180.58	0.000	07/23/2026	PLC072326
PLUSPETROL SA	460,000.00	0.01	$478,170.00	8.500	05/30/2032	PLUSPE
PNC BANK NATIONAL ASSOCIATION	2,400,000.00	0.08	$2,372,533.68	4.050	07/26/2028	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,090,000.00	0.04	$1,123,653.75	5.676	01/22/2035	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,645,000.00	0.06	$1,816,781.92	6.875	10/20/2034	PNC
POLAND (REPUBLIC OF)	203,000.00	0.00	$192,557.03	5.500	04/04/2053	POLAND
POLAND (REPUBLIC OF)	200,000.00	0.00	$202,389.18	4.875	02/12/2030	POLAND
POLISH ZLOTY	345.55	n/a	$91.86	0.000	-	PLN
POPULAR INC	1,987,000.00	0.07	$2,048,402.27	7.250	03/13/2028	BPOP
PRIO LUXEMBOURG HOLDING SARL	420,000.00	0.01	$412,125.00	7.000	10/15/2030	PRIOBZ
PRKCM_24-AFC1	386,941.99	0.01	$388,495.14	6.333	03/25/2059	PRKCM_24-
PROLOGIS LP	1,300,000.00	0.03	$923,552.27	4.200	02/15/2033	PLD
PROMIGAS SA ESP	634,000.00	0.02	$645,095.00	7.750	06/24/2056	PROMIG
PRPM_24-RPL1	2,420,386.76	0.08	$2,380,732.84	4.189	12/25/2064	PRPM_24-R
PSTET 2024-1A AR	189,100.35	0.00	$216,047.50	3.253	08/15/2033	PSTET 202
PSTET 2025-1A A	1,224,727.15	0.05	$1,398,459.45	3.054	10/15/2034	PSTET_25-
PSTET 2025-2A A	2,514,539.68	0.10	$2,876,767.64	3.433	02/15/2035	PSTET 202
PSTET_25-3	925,653.83	0.03	$1,057,732.45	3.134	07/15/2035	PSTET_25-
PT SORIK MAR GEO POW	475,983.00	0.01	$479,551.44	7.750	08/05/2031	PTSMGP
PUBLIC FIN AUTH WIS TOLL REV	2,375,000.00	0.09	$2,658,907.50	6.500	12/31/2065	PUBTRN
QATAR (STATE OF)	1,700,000.00	0.06	$1,709,133.93	4.800	04/08/2033	QATAR
QATAR ENERGY	600,000.00	0.02	$597,691.20	4.625	06/23/2029	QPETRO
QNB FINANCE LTD	1,400,000.00	0.05	$1,407,031.47	0.000	04/27/2029	QNBK
QNB FINANSBANK AS	275,000.00	0.01	$298,892.88	10.750	11/15/2033	QNBFB
QTS FAYETTEVILLE I DC1-2 LLC	1,145,000.00	0.04	$1,089,074.31	5.700	04/15/2036	QTSQST
QUEBEC (PROVINCE OF)	11,800,000.00	0.32	$8,802,845.76	4.450	09/01/2034	Q
QUEEN MERGERCO INC	660,000.00	0.02	$681,901.37	6.750	04/30/2032	BECN
RAAC_05-SP2	100,107.69	0.00	$92,733.08	4.363	06/25/2044	RAAC_05-S
RAIZEN FUELS FINANCE SA	565,000.00	0.01	$310,750.00	6.250	07/08/2032	RAIZBZ
RAIZEN FUELS FINANCE SA	465,000.00	0.00	$252,262.50	6.950	03/05/2054	RAIZBZ
RALI_07-QA5	1,711,167.14	0.04	$1,119,144.21	6.157	09/25/2037	RALI_07-Q
RALI_07-QH8	893,780.78	0.02	$704,504.82	4.640	10/25/2037	RALI_07-Q
RCF 2024-3A A	500,000.00	0.01	$500,559.00	5.539	09/15/2042	RCF_3-A
RD MICHIGAN PROP OWNER I	13,800,000.00	0.51	$13,761,971.34	7.500	03/30/2045	RDMICH
REALKREDIT DANMARK A/S	0.95	n/a	$0.11	1.000	10/01/2050	RDKRE
REALKREDIT DANMARK A/S	0.66	n/a	$0.08	1.500	10/01/2053	RDKRE
REALKREDIT DANMARK A/S	1.00	n/a	$0.12	2.000	10/01/2053	RDKRE
REPUBLIC OF ARGENTINA	22,283.10	0.00	$20,400.18	1.000	07/09/2029	ARGENT
REPUBLIC OF PANAMA	300,000.00	0.01	$299,700.00	5.662	02/23/2038	PANAMA
REPUBLIC OF SRI LANKA	0.27	n/a	$0.28	3.100	01/15/2030	SRILAN
REPUBLIC OF SRI LANKA	39,090.66	0.00	$39,342.99	3.600	05/15/2036	SRILAN
REPUBLIC OF SRI LANKA	142,407.07	0.00	$137,220.68	3.350	03/15/2033	SRILAN
REPUBLIC OF SRI LANKA	54,711.60	0.00	$45,780.56	3.600	06/15/2035	SRILAN
REPUBLIC OF SRI LANKA	83,201.56	0.00	$84,201.22	3.600	02/15/2038	SRILAN
REPUBLIC OF SRI LANKA	17,781.50	0.00	$17,206.25	4.000	04/15/2028	SRILAN
REPUBLIC SERVICES INC	2,750,000.00	0.10	$2,731,138.30	5.000	07/15/2036	RSG
REPURCHASE AGREEMENT	272,600,000.00	10.20	$272,600,000.00	3.720	07/01/2026	UTRAKO6E3
REPURCHASE AGREEMENT	38,200,000.00	1.43	$38,200,000.00	3.630	07/01/2026	UTRAKOI67
REPURCHASE AGREEMENT	4,300,000.00	0.16	$4,300,000.00	3.720	07/01/2026	UTPAKO6D7
RESIDEO FUNDING INC	1,350,000.00	0.05	$1,358,434.80	6.500	07/15/2032	REZI
RF USDSOFR 3.569 08.14.24 10Y LCH	100,000.00	0.00	$2,753.28	0.000	08/14/2034	LCH
RFR EUR ESTRON 2.05 11.18.24 5Y LC	2,000,000.00	0.00	$26,673.44	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.05630 5Y LCH	3,200,000.00	0.00	$41,952.87	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.06280 5Y LCH	4,700,000.00	0.00	$60,520.17	0.000	10/05/2029	LCH
RFR GBP SONIO 3.5 03.18.26 5Y LCH	18,900,000.00	-0.03	-$596,531.12	0.000	03/18/2031	LCH
RFR GBP SONIO 4 03.18.26 10Y LCH	4,240,000.00	-0.01	-$145,190.67	0.000	03/18/2036	LCH
RFR JPY MUTK 1.0 3.18.26 2Y LCH	21,420,000,000.00	0.02	$792,865.65	0.000	03/18/2028	LCH
RFR USD SOFR 1.842 9.19.23 30Y LCH	4,800,000.00	0.06	$1,844,380.72	0.000	09/19/2053	LCH
RFR USD SOFR 2.06 10.27.23 30Y LCH	13,680,000.00	0.20	$5,389,151.34	0.000	10/27/2053	LCH
RFR USD SOFR 3.47 09.04.24 10Y LCH	180,000.00	0.00	$6,249.92	0.000	09/04/2034	LCH
RFR USD SOFR 3.5 06.20.24 30Y LCH	8,400,000.00	0.03	$976,253.40	0.000	06/20/2054	LCH
RFR USD SOFR 3.54542 3.1.24 7Y LCH	2,200,000.00	0.00	$32,368.21	0.000	10/31/2030	LCH
RFR USD SOFR 3.5815 03.24.24 7Y LC	3,390,000.00	0.00	$45,019.88	0.000	10/31/2030	LCH
RFR USD SOFR 3.59507 03.01.24 7Y L	15,300,000.00	0.00	$195,003.16	0.000	10/31/2030	LCH
RFR USD SOFR 3.6008 3.1.24 7Y LCH	4,400,000.00	0.00	$55,080.25	0.000	10/31/2030	LCH
RFR USD SOFR 3.60089 3.1.24 7Y LCH	9,800,000.00	0.00	$122,643.78	0.000	10/31/2030	LCH
RFR USD SOFR 3.6233 03.01.24 7Y LC	4,300,000.00	0.00	$49,994.43	0.000	10/31/2030	LCH
RFR USD SOFR 3.6637 03.01.24 7Y LC	2,900,000.00	0.00	$29,064.27	0.000	10/31/2030	LCH
RFR USD SOFR 3.689 03.01.24 7Y LCH	9,900,000.00	0.00	$89,328.36	0.000	10/31/2030	LCH
RFR USD SOFR 3.74547 03.13.26 10Y	2,900,000.00	0.00	$58,994.95	0.000	02/15/2036	LCH
RFR USD SOFR 3.75 09.02.25 7Y LCH	43,270,000.00	0.01	$385,733.33	0.000	05/15/2032	LCH
RFR USD SOFR 3.75 12.18.24 10Y CME	40,800,000.00	0.02	$666,332.79	0.000	12/18/2034	CME
RFR USD SOFR 3.87 03.05.25 10Y LCH	400,000.00	0.00	$3,325.42	0.000	03/05/2035	LCH
RFR USD SOFR 3.874 03.05.25 10Y LC	1,600,000.00	0.00	$12,833.69	0.000	03/05/2035	LCH
RFR USD SOFR 3.89 03.03.25 10Y LCH	250,000.00	n/a	$1,712.78	0.000	03/03/2035	LCH
RFR USD SOFR 3.899 03.11.25 10Y LC	890,000.00	0.00	$5,555.29	0.000	03/11/2035	LCH
RFR USD SOFR 3.9075 03.04.25 10Y L	300,000.00	n/a	$1,672.23	0.000	03/04/2035	LCH
RFR USD SOFR 3.96 05.22.26 10Y LCH	1,600,000.00	-0.01	-$7,484.37	0.000	05/22/2036	LCH
RFR USD SOFR 3.99798 6.30.26 27Y*	220,000.00	0.00	$7,606.14	0.000	11/15/2053	LCH
RFR USD SOFR 4.0 02.26.25 10Y LCH	800,000.00	n/a	-$979.97	0.000	02/26/2035	LCH
RFR USD SOFR 4.0 10.05.26 4Y LCH	200,000.00	n/a	-$624.95	0.000	11/30/2030	LCH
RFR USD SOFR 4.002 05.28.26 10Y LC	2,500,000.00	-0.01	-$3,215.89	0.000	05/28/2036	LCH
RIO GRANDE LNG LLC	1,125,000.00	0.04	$1,125,100.69	5.250	06/30/2031	RIOLNG
RMIR_24-1	59,915.57	0.00	$60,065.25	6.545	09/25/2034	RMIR_24-1
ROGERS COMMUNICATIONS INC	2,075,000.00	0.07	$2,057,677.49	5.300	02/15/2034	RCICN
ROGERS COMMUNICATIONS INC	1,821,000.00	0.07	$1,871,748.36	7.125	04/15/2055	RCICN
ROLLS-ROYCE PLC	1,000,000.00	0.03	$1,012,626.70	5.750	10/15/2027	ROLLS
ROMANIA (REPUBLIC OF)	1,800,000.00	0.07	$1,872,640.07	1.750	07/13/2030	ROMANI
ROMANIA (REPUBLIC OF)	310,000.00	0.01	$335,402.02	7.500	02/10/2037	ROMANI
ROMANIA (REPUBLIC OF)	276,000.00	0.01	$293,304.07	7.125	01/17/2033	ROMANI
ROMANIAN GOVERNMENT INTERNATIONAL	368,000.00	0.01	$352,609.28	5.750	07/04/2036	ROMANI
ROYAL BANK OF CANADA	1,580,000.00	0.05	$1,563,732.48	6.500	11/24/2085	RY
ROYAL CARIBBEAN CRUISES LTD	5,740,000.00	0.20	$5,589,167.15	5.198	05/15/2033	RCL
RUPUBLIC OF GHANA	79,327.50	0.00	$78,497.31	5.000	07/03/2029	GHANA
RUPUBLIC OF GHANA	389,040.00	0.01	$361,203.60	5.000	07/03/2035	GHANA
SABLE INTERNATIONAL FINANCE LTD	520,000.00	0.01	$516,726.34	7.125	10/15/2032	CWCLN
SAILT_03-BC2	15,777.50	0.00	$16,342.41	5.143	04/25/2033	SAILT_03-
SAMI_05-A5	29,139.67	0.00	$28,381.67	4.254	07/19/2035	SAMI_05-A
SAN DIEGO GAS & ELECTRIC CO	690,000.00	0.02	$686,989.67	5.200	03/15/2036	SRE
SANDS CHINA LTD	1,800,000.00	0.06	$1,814,110.20	5.400	08/08/2028	SANLTD
SANDS CHINA LTD	650,000.00	0.02	$630,489.60	4.375	06/18/2030	SANLTD
SANDS CHINA LTD	200,000.00	0.00	$196,899.02	2.550	03/08/2027	SANLTD
SANDS CHINA LTD	425,000.00	0.01	$386,781.79	3.250	08/08/2031	SANLTD
SANTANDER UK GROUP HOLDINGS PLC	3,350,000.00	0.12	$3,439,107.32	6.534	01/10/2029	SANUK
SANTANDER UK GROUP HOLDINGS PLC	3,200,000.00	0.11	$3,164,200.00	3.823	11/03/2028	SANUK
SANTOS FINANCE LTD.	1,700,000.00	0.05	$1,590,771.26	3.649	04/29/2031	STOAU
SARM_06-1	26,800.12	0.00	$23,075.96	3.865	02/25/2036	SARM_06-1
SASC_06-BC1	701,815.59	0.02	$659,680.69	4.033	03/25/2036	SASC_06-B
SASC_06-BC2	2,405,255.65	0.05	$1,431,094.16	3.918	09/25/2036	SASC_06-B
SASOL FINANCING USA LLC	310,000.00	0.01	$321,091.80	8.750	04/10/2033	SASOL
SAUDI ARABIA (KINGDOM OF)	900,000.00	0.03	$919,089.45	5.375	01/13/2031	KSA
SAUDI ARABIAN OIL CO	400,000.00	0.01	$379,181.24	5.750	07/17/2054	ARAMCO
SAUDI ARABIAN OIL CO	200,000.00	0.00	$176,526.10	4.250	04/16/2039	ARAMCO
SCHLUMBERGER INVESTMENT SA	485,000.00	0.01	$482,507.15	4.800	05/07/2033	SLB
SCHLUMBERGER INVESTMENT SA	1,385,000.00	0.05	$1,379,345.46	5.150	05/07/2036	SLB
SDART 2025-4 D	2,805,000.00	0.10	$2,790,918.62	4.950	01/15/2032	SDART_25-
SDART_25-1	1,600,000.00	0.06	$1,614,363.36	5.430	03/17/2031	SDART_25-
SEMT_04-5	33,504.18	0.00	$32,070.34	4.732	06/20/2034	SEMT_04-5
SEMT_07-1	148,192.89	0.00	$96,237.23	3.437	09/20/2046	SEMT_07-1
SEMT_15-1	58,990.00	0.00	$57,509.92	3.919	01/25/2045	SEMT_15-1
SEMT_17-5	2,084,281.33	0.07	$1,957,891.55	3.782	08/25/2047	SEMT_17-5
SERBIA (REPUBLIC OF)	640,000.00	0.02	$656,491.84	6.000	06/12/2034	SERBIA
SFUEL 2025-AA A2	1,368,030.74	0.05	$1,369,568.41	4.630	07/20/2027	SFUEL
SGD/USD FWD 20260702	-5,768,375.29	-0.17	-$4,459,256.17	0.000	07/02/2026	SGA070226
SGD/USD FWD 20260702	3,549,170.29	0.10	$2,743,694.49	0.000	07/02/2026	SGD070226
SGD/USD FWD 20260702	2,218,729.47	0.06	$1,715,194.07	0.000	07/02/2026	SGP070226
SGD/USD FWD 20260804	-6,901,417.13	-0.21	-$5,348,179.29	0.000	08/04/2026	SGA080426
SGD/USD FWD 20260804	-3,071,269.97	-0.09	-$2,380,047.77	0.000	08/04/2026	SGP080426
SGD/USD FWD 20260804	-5,340,602.42	-0.16	-$4,138,642.65	0.000	08/04/2026	SGD080426
SHELL:	20,500,000.00	0.52	$14,146,764.45	0.000	12/30/2057	SHELL
SHINHAN BANK	420,000.00	0.01	$433,191.02	5.750	04/15/2034	SHNHAN
SIBANYE-STILLWATER UK FINANCING PL	355,000.00	0.01	$351,510.99	6.250	11/15/2031	SSWSJ
SIERRACOL ENERGY LIMITED	500,000.00	0.01	$491,717.50	9.000	11/14/2030	SIERRA
SINGAPORE DOLLAR	1,785.12	n/a	$1,379.80	0.000	-	SGD
SIRIUS XM RADIO INC	2,115,000.00	0.07	$1,992,053.78	4.125	07/01/2030	SIRI
SLAM_25-1	2,709,593.14	0.10	$2,722,509.50	5.807	05/16/2050	SLAM_25-1
SMBC AVIATION CAPITAL FINANCE DAC	2,090,000.00	0.07	$2,056,577.77	5.250	11/26/2035	SMBCAC
SNB FUNDING LTD	435,000.00	0.01	$438,153.23	6.000	06/24/2035	SNBAB
SOCIETE GENERALE SA	1,890,000.00	0.06	$1,863,723.71	5.439	10/03/2036	SOCGEN
SOCIETE GENERALE SA	1,400,000.00	0.05	$1,399,855.04	4.857	07/07/2029	SOCGEN
SOFTBANK CORP	2,940,000.00	0.10	$2,905,005.77	5.332	07/09/2035	SOBKCO
SOFTBANK CORP	2,445,000.00	0.09	$2,417,192.28	4.699	07/09/2030	SOBKCO
SOUTH AFRICA (REPUBLIC OF)	200,000.00	0.00	$169,528.08	5.750	09/30/2049	SOAF
SOUTH AFRICA (REPUBLIC OF)	3,000,000.00	0.11	$2,979,920.10	4.850	09/30/2029	SOAF
SOUTH AFRICA (REPUBLIC OF)	10,700,000.00	0.02	$560,073.98	6.250	03/31/2036	SAGB
SOUTH AFRICA (REPUBLIC OF)	8,000,000.00	0.01	$480,284.14	8.750	02/28/2048	SAGB
SOUTH AFRICA (REPUBLIC OF)	60,900,000.00	0.14	$3,855,125.97	8.875	02/28/2035	SAGB
SOUTH AFRICA (REPUBLIC OF)	6,800,000.00	0.01	$419,898.36	9.000	01/31/2040	SAGB
SOUTH AFRICA (REPUBLIC OF)	761,000.00	0.02	$646,072.49	5.650	09/27/2047	SOAF
SOUTH AFRICA (REPUBLIC OF)	268,000.00	0.01	$274,555.66	5.875	06/22/2030	SOAF
SOUTH AFRICAN RAND	22,186.22	n/a	$1,354.47	0.000	-	ZAR
SOUTHERN CAL EDISON	300,000.00	0.01	$299,426.97	4.950	09/15/2031	EIX
SOUTHERN CALIFORNIA EDISON COMPANY	900,000.00	0.03	$910,279.89	5.250	03/15/2030	EIX
SPACE EXPLORATION TECHNOLOGIES COR	4,030,000.00	0.15	$4,020,536.75	5.350	07/15/2031	SPCX
SPACE EXPLORATION TECHNOLOGIES COR	5,025,000.00	0.18	$4,996,495.69	5.650	07/15/2033	SPCX
SPACE EXPLORATION TECHNOLOGIES COR	3,265,000.00	0.12	$3,223,644.86	5.875	07/15/2036	SPCX
SPRINT CAPITAL CORPORATION	3,275,000.00	0.12	$3,431,518.80	6.875	11/15/2028	S
STACR 2025-DNA2	1,115,000.00	0.04	$1,115,971.50	5.112	05/25/2045	STACR 202
STACR 2026 -DNA1	1,840,000.00	0.06	$1,838,884.96	4.912	02/25/2046	STACR 202
STACR 2026 -DNA2	4,300,000.00	0.16	$4,363,676.55	5.712	03/25/2046	STACR 202
STACR 2026 -DNA2	2,050,000.00	0.07	$2,054,819.76	5.212	03/25/2046	STACR 202
STACR 2026-HQA1 M2	1,040,000.00	0.03	$1,039,870.42	5.143	05/25/2046	STACR 202
STACR_21-DNA5	501,438.06	0.01	$502,036.13	5.262	01/25/2034	STACR_21-
STACR_21-HQA2	3,408,798.83	0.12	$3,461,224.11	5.662	12/25/2033	STACR_21-
STACR_22-DNA1	3,000,000.00	0.11	$3,025,320.00	2.550	01/25/2042	STACR_22-
STACR_22-DNA2	1,000,000.00	0.03	$1,017,500.00	3.299	02/25/2042	STACR_22-
STANDARD BUILDING SOLUTIONS INC	325,134.95	0.01	$325,863.25	5.643	09/22/2028	BMCAUS
STANDARD CHARTERED PLC	275,000.00	0.01	$290,106.30	7.625	12/31/2079	STANLN
STANDARD CHARTERED PLC	270,000.00	0.01	$276,090.50	6.301	01/09/2029	STANLN
STANDARD INDUSTRIES INC	1,073,000.00	0.03	$966,428.89	3.375	01/15/2031	BMCAUS
STAR 2025-DNA4 M2	5,500,000.00	0.20	$5,512,211.10	5.162	10/25/2045	STAR 2025
STARCR 2025-DNA3 M2	1,290,000.00	0.04	$1,294,312.60	5.112	09/25/2045	STARCR 20
STARWOOD PROPERTY TRUST INC	3,315,000.00	0.12	$3,426,791.75	7.250	04/01/2029	STWD
STATE OIL CO OF THE AZERBAIJAN REP	400,000.00	0.01	$426,666.52	6.950	03/18/2030	SOIAZ
STELLANTIS FINANCE US INC	500,000.00	0.01	$501,512.55	5.350	03/17/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	1,400,000.00	0.05	$1,406,577.06	3.640	09/15/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	600,000.00	0.02	$597,966.60	5.400	06/15/2029	STLA
STRA_24-2	613,308.38	0.03	$814,429.17	3.732	06/27/2050	STRA_24-2
SUMISHO AIR LEASE CORP	698,000.00	0.02	$683,862.22	4.125	12/31/2079	SUMIAL
SUMITOMO MITSUI FINANCIAL GROUP IN	2,300,000.00	0.07	$2,014,309.64	2.222	09/17/2031	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	2,000,000.00	0.07	$2,048,314.80	5.454	01/15/2032	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	1,900,000.00	0.07	$1,893,810.16	4.934	07/07/2032	SUMIBK
SUMITOMO MITSUI TRUST BANK LTD	2,700,000.00	0.10	$2,715,172.92	5.200	03/07/2027	SUMITR
SUNAC CHINA HOLDINGS LTD	408,203.17	0.00	$32,269.64	0.190	-	1918
SVB FINANCIAL TRUS PREF	2,953.00	0.05	$1,358,380.00	0.000	11/07/2029	SVBFTR
SWAP VM MORGAN STANLEY	-14,465,467.18	-0.55	-$14,465,467.18	0.000	12/31/2049	MS
SWAP VM MORGAN STANLEY AUD	636,756.31	0.01	$440,858.23	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY CAD	692,729.84	0.01	$488,439.87	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY EUR	652,169.96	0.02	$745,169.40	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY GBP	589,397.73	0.02	$781,806.62	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY JPY	438.61	n/a	$2.70	0.000	12/31/2060	MS
SWAP VM BNP JPY	8,714,819.00	0.00	$53,598.34	0.000	12/31/2060	BNPSEC
SWEDISH KRONA	1,224,942.77	0.00	$126,330.30	0.000	-	SEK
SWEIHAN PV POWER COMPANY PJSC	384,475.90	0.01	$315,326.56	3.625	01/31/2049	SWEHAN
SWISS FRANC	527.49	n/a	$652.83	0.000	-	CHF
SWP: CAD 2.850000 01-JUN-2033 CAD	300,000.00	n/a	$1,273.70	0.000	06/01/2033	LCH
SWP: EUR 0.650000 12-APR-2027	3,800,000.00	-0.01	-$66,274.38	0.650	04/12/2027	LCH
SWP: EUR 0.700000 12-APR-2027 LCH	1,900,000.00	-0.01	-$32,306.87	0.700	04/12/2027	LCH
SWP: EUR 1.000000 18-MAY-2027	2,000,000.00	-0.01	-$33,200.01	1.000	05/18/2027	LCH
SWP: USD 3.376657 31-OCT-2030 SOF	2,300,000.00	0.00	$21,878.04	0.000	10/31/2030	LCH
SWP: USD 3.750000 18-DEC-2029 SOF	20,260,000.00	0.00	$122,261.78	0.000	12/18/2029	CME
T-MOBILE US INC	1,500,000.00	0.03	$979,161.60	3.300	02/15/2051	TMUS
T-MOBILE USA INC	2,150,000.00	0.08	$2,139,228.50	3.750	04/15/2027	TMUS
T-MOBILE USA INC	1,100,000.00	0.03	$1,066,109.99	3.875	04/15/2030	TMUS
T-MOBILE USA INC	1,665,000.00	0.06	$1,622,495.05	5.875	11/15/2055	TMUS
TAKEOFF MERGER SUB INC	2,395,000.00	0.08	$2,370,635.90	4.850	03/24/2031	SUMIAL
TAKEOFF MERGER SUB INC	530,000.00	0.01	$528,205.37	5.500	03/24/2036	SUMIAL
TAOT_24-B	2,792,397.51	0.10	$2,810,340.62	5.330	01/16/2029	TAOT_24-B
TARGA RESOURCES CORP	300,000.00	0.01	$284,435.70	4.200	02/01/2033	TRGP
TBC BANKI SS	395,000.00	0.01	$426,509.47	10.250	12/31/2079	TBCBGE
TCLO 6A AR	155,042.05	0.00	$177,091.52	3.070	01/12/2032	TCLO_6A-A
TCLO 7A ARE	1,382,060.00	0.05	$1,578,901.73	3.093	02/15/2034	TCLO_7A-A
TCW 2019-2A D1R2	850,000.00	0.03	$829,002.45	6.675	01/20/2038	TCW_19-2A
TD SYNNEX CORP	800,000.00	0.02	$761,056.32	2.375	08/09/2028	SNX
TD SYNNEX CORP	1,200,000.00	0.04	$1,069,950.72	2.650	08/09/2031	SNX
TEACHERS INSUR & ANNUITY	1,056,000.00	0.04	$1,169,446.82	6.850	12/16/2039	TIAAGL
TEACHERS INSURANCE AND ANNUITY ASS	349,000.00	0.01	$352,432.14	6.050	06/15/2056	TIAAGL
TELECOM ARGENTINA SA	460,000.00	0.01	$491,393.16	9.250	05/28/2033	TECOAR
TELEKOM SERBIA AD	475,000.00	0.01	$475,374.59	7.000	10/28/2029	TELSER
TENNESSEE GAS PIPELINE COMPANY LLC	3,500,000.00	0.12	$3,280,086.95	2.900	03/01/2030	KMI
THAI BAHT	464.26	n/a	$13.98	0.000	-	THB
THB/USD FWD 20260702	3,990,480.00	0.00	$120,140.13	0.000	07/02/2026	MTH070226
THB/USD FWD 20260702	-3,991,440.00	-0.01	-$120,169.03	0.000	07/02/2026	MTHT70226
THB/USD FWD 20260706	14,026,623.22	0.01	$422,429.58	0.000	07/06/2026	THJ070626
THB/USD FWD 20260706	-14,026,623.22	-0.02	-$422,429.58	0.000	07/06/2026	THP070626
THB/USD FWD 20260916	-31,879,119.51	-0.04	-$965,975.38	0.000	09/16/2026	THP091626
THB/USD FWD 20260916	-58,838,289.43	-0.07	-$1,782,870.41	0.000	09/16/2026	THJ091626
THB/USD FWD 20260916	-56,047,990.54	-0.07	-$1,698,321.03	0.000	09/16/2026	THG091626
THB/USD FWD 20260916	-15,270,624.00	-0.02	-$462,718.14	0.000	09/16/2026	THA091626
THB/USD FWD 20260916	-9,444,577.90	-0.02	-$286,181.99	0.000	09/16/2026	THC091626
THREE MONTH SONIA (ICE) MAR 27	186.00	2.21	$59,181,888.04	0.000	06/15/2027	SFIH7
THREE-MONTH SOFR FUTURE JUN 26	169.00	1.52	$40,685,693.75	0.000	09/15/2026	SFRM6
TIKEH 9A AR	1,000,000.00	0.04	$1,143,976.83	3.458	01/20/2037	TIKEH_9A-
TIME WARNER CABLE INC	2,120,000.00	0.08	$2,181,467.92	7.300	07/01/2038	CHTR
TIME WARNER CABLE LLC	3,350,000.00	0.12	$3,322,522.63	6.550	05/01/2037	CHTR
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$286,062.00	2.351	06/01/2028	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$280,314.00	2.551	06/01/2029	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	500,000.00	0.01	$453,035.00	2.951	06/01/2031	TOBGEN
TOYOTA MOTOR CREDIT CORP	1,100,000.00	0.04	$1,100,493.68	4.389	08/07/2026	TOYOTA
TPG OPERATING GROUP II LP	1,355,000.00	0.05	$1,337,218.06	4.875	05/15/2031	TPG
TPMT 2019-4 A1	2,847,192.50	0.10	$2,724,538.01	2.900	07/25/2059	TPMT_19-4
TPMT_17-4	615,000.00	0.02	$565,891.02	3.250	06/25/2057	TPMT_17-4
TPMT_18-1	329.29	n/a	$328.30	3.000	01/25/2058	TPMT_18-1
TPMT_24-5	2,946,709.11	0.11	$2,940,765.60	4.467	10/25/2064	TPMT_24-5
TRANSPORTADORA DE GAS DEL SUR SA	470,000.00	0.01	$482,925.00	7.750	11/20/2035	TRAGAS
TREASURY (CPI) NOTE	7,583,660.00	0.27	$7,411,817.30	1.750	01/15/2034	TIPS
TREASURY (CPI) NOTE	5,837,205.00	0.21	$5,754,855.46	1.875	07/15/2034	TIPS
TREASURY (CPI) NOTE	20,682,630.00	0.73	$19,569,366.76	1.125	01/15/2033	TIPS
TREASURY (CPI) NOTE	30,603,006.00	1.06	$28,351,037.90	0.625	07/15/2032	TIPS
TREASURY BOND	33,965,000.00	0.69	$18,672,788.60	1.875	11/15/2051	TBOND
TREASURY BOND	2,600,000.00	0.05	$1,566,144.58	2.250	02/15/2052	TBOND
TREASURY BOND	1,800,000.00	0.04	$1,207,089.90	1.750	08/15/2041	TBOND
TREASURY BOND	850,000.00	0.01	$528,892.61	2.250	08/15/2049	TBOND
TREASURY BOND	16,000,000.00	0.34	$9,327,500.80	2.000	02/15/2050	TBOND
TREASURY BOND	13,500,000.00	0.26	$7,059,550.95	1.625	11/15/2050	TBOND
TREASURY BOND	52,800,000.00	1.37	$36,651,658.56	1.875	02/15/2041	TBOND
TREASURY BOND	2,700,000.00	0.05	$1,501,400.34	1.875	02/15/2051	TBOND
TREASURY BOND	1,490,000.00	0.04	$1,119,886.38	3.125	05/15/2048	TBOND
TREASURY BOND	900,000.00	0.02	$668,320.29	3.000	05/15/2047	TBOND
TREASURY BOND	3,770,000.00	0.10	$2,763,144.97	3.000	08/15/2048	TBOND
TREASURY BOND	700,000.00	0.01	$510,562.50	3.000	02/15/2049	TBOND
TREASURY BOND	37,100,000.00	0.97	$26,030,866.26	2.500	02/15/2045	TBOND
TREASURY BOND	10,700,000.00	0.29	$7,943,078.66	2.875	08/15/2045	TBOND
TREASURY BOND	2,200,000.00	0.06	$1,689,187.50	2.875	05/15/2043	TBOND
TREASURY BOND	1,400,000.00	0.03	$1,064,437.50	2.750	11/15/2042	TBOND
TREASURY BOND	900,000.00	0.02	$687,796.92	2.750	08/15/2042	TBOND
TREASURY BOND	6,445,000.00	0.24	$6,501,645.75	5.000	05/15/2045	TBOND
TREASURY BOND	7,530,000.00	0.27	$7,305,570.61	4.750	05/15/2055	TBOND
TREASURY BOND	14,800,000.00	0.53	$14,210,313.24	4.625	02/15/2046	TBOND
TREASURY NOTE	2,700,000.00	0.09	$2,634,609.51	4.125	02/15/2036	TNOTE
TREASURY NOTE	103,985,000.00	3.87	$103,440,700.92	4.375	05/15/2036	TNOTE
TREASURY NOTE	7,760,000.00	0.28	$7,732,718.94	4.125	05/31/2031	TNOTE
TREASURY NOTE	1,000,000.00	0.03	$977,148.40	4.000	02/15/2034	TNOTE
TREASURY NOTE	7,900,000.00	0.29	$7,823,622.80	4.250	11/15/2034	TNOTE
TREASURY NOTE	13,200,000.00	0.47	$12,581,507.40	0.500	10/31/2027	TNOTE
TRNTE 1A AR	1,000,000.00	0.04	$1,143,372.40	3.414	07/15/2039	TRNTE
TRUST 7401	416,000.00	0.01	$444,454.40	7.700	01/23/2032	NEXTPR
TSMC ARIZONA CORP	590,000.00	0.01	$533,446.73	2.500	10/25/2031	TAISEM
TSMC GLOBAL LTD	245,000.00	0.00	$221,252.20	2.250	04/23/2031	TAISEM
TURKCELL ILETISIM HIZMETLERI AS	350,000.00	0.01	$359,466.07	7.450	01/24/2030	TCELLT
TURKEY (REPUBLIC OF)	200,000.00	0.00	$205,274.06	7.125	02/12/2032	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$301,158.06	6.950	09/16/2035	TURKEY
TURKEY (REPUBLIC OF)	200,000.00	0.00	$220,464.16	9.125	07/13/2030	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$313,638.39	7.625	04/26/2029	TURKEY
TURKIYE GARANTI BANKASI AS	500,000.00	0.01	$511,767.60	8.375	02/28/2034	GARAN
TURKIYE IHRACAT KREDI BANKASI AS	200,000.00	0.00	$203,172.56	6.875	07/03/2028	EXCRTU
TWD/USD FWD 20260715	4,267,043.00	0.00	$133,883.26	0.000	07/15/2026	TWP071526
TWD/USD FWD 20260715	1,528,357.00	0.00	$47,953.92	0.000	07/15/2026	TWC071526
TYQ6C 110.75 PIT	-3.00	n/a	-$515.63	0.000	07/24/2026	Z97PPRQA5
TYQ6C 111 PIT	-60.00	-0.01	-$7,500.00	0.000	07/24/2026	Z97JX5388
TYQ6P 108 PIT	-14.00	n/a	-$875.00	0.000	07/24/2026	Z97JX61X3
TYQ6P 108.5 PIT	-28.00	-0.01	-$3,062.50	0.000	07/24/2026	Z97JX1494
TYQ6P 109.25 PIT	-3.00	n/a	-$750.00	0.000	07/24/2026	TYQ6P
TYQ6P 109.5 PIT	-18.00	-0.01	-$5,906.25	0.000	07/24/2026	Z97JWVMY4
UBS GROUP AG	2,250,000.00	0.08	$2,257,204.95	6.875	12/31/2079	UBS
UBS GROUP AG	2,280,000.00	0.08	$2,327,672.52	7.000	12/31/2079	UBS
UBS GROUP AG	3,900,000.00	0.14	$4,005,459.12	5.699	02/08/2035	UBS
UBS GROUP AG	1,000,000.00	0.04	$1,102,185.20	0.250	11/05/2028	UBS
UBS GROUP AG	2,000,000.00	0.07	$1,899,342.40	3.126	08/13/2030	UBS
UBS GROUP AG	2,500,000.00	0.09	$2,441,126.00	4.194	04/01/2031	UBS
UENO BANK SA	510,000.00	0.01	$497,173.50	6.700	03/06/2031	UENOPY
UKRAINE GOVERNMENT	84,970.07	0.00	$58,959.37	4.500	02/01/2035	UKRAIN
UKRAINE GOVERNMENT	109,247.23	0.00	$76,882.80	4.500	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	13,261.40	0.00	$9,533.80	0.000	02/01/2030	UKRAIN
UKRAINE GOVERNMENT	49,555.76	0.00	$28,044.71	0.000	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	48,554.33	0.00	$33,404.78	4.500	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	41,878.11	0.00	$25,242.51	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	34,898.42	0.00	$21,002.88	0.000	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	57,000.00	0.00	$34,357.40	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	295,000.00	0.00	$244,460.33	4.000	02/01/2032	UKRAIN
UMBS 30YR TBA(REG A)	188,500,000.00	7.29	$194,779,425.10	6.500	08/13/2026	UM30
UMBS 30YR TBA(REG A)	142,400,000.00	5.34	$142,654,753.60	5.500	08/13/2025	UM30
UMBS 30YR TBA(REG A)	32,300,000.00	1.23	$33,018,636.24	6.000	07/14/2025	UM30
UNION ELECTRIC CO	770,000.00	0.02	$749,428.99	4.800	03/15/2036	AEE
UNITED AIR 2020-1 A PTT	591,192.92	0.02	$598,154.10	5.875	04/15/2029	UAL
UNITED STATES TREASURY	24,300,000.00	0.72	$19,425,762.63	3.625	05/15/2053	TBOND
UNITED TECHNOLOGIES CORPORATION	805,000.00	0.02	$698,765.44	4.625	11/16/2048	RTX
US 10YR NOTE SEP 26	1,107.00	4.55	$121,648,927.41	0.000	09/21/2026	TYU6
US 2YR NOTE SEP 26	744.00	5.74	$153,362,812.57	0.000	09/30/2026	TUU6
US 5YR NOTE SEP 26	2,547.00	10.20	$272,648,403.36	0.000	09/30/2026	FVU6
US BANCORP	1,136,000.00	0.04	$1,136,994.34	4.653	02/01/2029	USB
US BANCORP	720,000.00	0.02	$725,322.17	6.787	10/26/2027	USB
US BANK NATIONAL ASSOCIATION	1,485,000.00	0.05	$1,488,597.86	4.730	05/15/2028	USB
US LONG BOND SEP 26	1,201.00	5.10	$136,313,500.00	0.000	09/21/2026	USU6
US SECURITIZED NET CASH	-706,195,352.87	-26.44	-$706,195,352.87	0.000	-	US-C
US TREASURY N/B	100,000.00	0.00	$64,681.64	1.375	11/15/2040	T
US ULTRA 10YR NOTE SEP 26	-1,443.00	-6.08	-$162,292,406.25	0.000	09/21/2026	UXYU6
US ULTRA T-BOND SEP 26	506.00	2.20	$58,775,062.50	0.000	09/21/2026	WNU6
USD P KRW C @1400.00 EO	455,246.00	n/a	$0.40	0.000	07/13/2026	PUT USD/K
UWM HOLDINGS LLC	890,000.00	0.02	$793,882.94	6.250	03/15/2031	UWMC
VALE OVERSEAS LTD	555,000.00	0.02	$555,832.50	6.000	02/25/2056	VALEBZ
VALERO ENERGY CORPORATION	2,985,000.00	0.11	$2,939,454.57	5.150	03/10/2036	VLO
VEDANTA RESOURCES LTD	680,000.00	0.02	$676,626.04	7.000	07/13/2032	VEDLN
VENEZUELA (BOLVARIAN REPUBLIC OF)	370,000.00	0.00	$164,557.50	0.000	10/13/2019	VENZ
VENTR 2018-32A A1	50,648.66	0.00	$50,637.16	5.037	07/18/2031	VENTR_18-
VENTR 2018-34A AR	591,146.98	0.02	$591,093.78	6.566	10/15/2031	VENTR_18-
VENTR 2021-42A A1A	1,300,000.00	0.04	$1,300,292.50	5.065	04/15/2034	VENTR_21-
VENTURE GLOBAL CALCASIEU PASS LLC	3,870,000.00	0.12	$3,451,745.88	3.875	11/01/2033	VENTGL
VEON MIDCO BV	535,000.00	0.01	$534,083.60	7.450	06/01/2033	VEONHD
VEON MIDCO BV	210,000.00	0.00	$209,801.89	6.950	06/01/2031	VEONHD
VERIZON COMMUNICATIONS INC	1,360,000.00	0.05	$1,375,433.28	6.200	05/14/2056	VZ
VERIZON COMMUNICATIONS INC	537,000.00	0.01	$487,641.16	2.550	03/21/2031	VZ
VERIZON COMMUNICATIONS INC	1,020,000.00	0.03	$990,259.96	5.875	11/30/2055	VZ
VERIZON COMMUNICATIONS INC SR NT 4	1,027,000.00	0.03	$993,860.05	4.780	02/15/2035	VZ
VERUS_23-7	2,550,744.84	0.09	$2,557,337.24	7.070	10/25/2068	VERUS_23-
VERUS_24-4	2,089,460.59	0.07	$2,100,004.63	6.218	06/25/2069	VERUS_24-
VFET 2026-1A A3	4,450,000.00	0.16	$4,396,456.71	3.930	05/15/2030	VFET 2026
VICI PROPERTIES LP	715,000.00	0.02	$715,611.11	5.625	04/01/2035	VICI
VICI PROPERTIES LP	1,815,000.00	0.06	$1,810,448.16	4.950	02/15/2030	VICI
VICI PROPERTIES LP	100,000.00	0.00	$99,997.52	4.750	02/15/2028	VICI
VICI PROPERTIES LP	145,000.00	0.00	$145,388.54	5.750	02/01/2027	VICI
VICTRA HOLDINGS LLC	3,000,000.00	0.11	$3,096,459.00	8.750	09/15/2029	VICTRA
VIPER ENERGY PARTNERS LLC	1,300,000.00	0.04	$1,321,359.00	5.700	08/01/2035	VNOM
VIPER ENERGY PARTNERS LLC	1,400,000.00	0.05	$1,396,105.90	4.900	08/01/2030	VNOM
VIRGIN MEDIA BRISTOL LLC	215,000.00	0.00	$191,645.63	6.849	03/31/2031	VMED
VIRGIN MEDIA BRISTOL LLC	400,000.00	0.01	$384,062.40	6.881	01/31/2029	VMED
VIRGIN MEDIA SECURED FINANCE PLC	800,000.00	0.02	$679,974.40	4.500	08/15/2030	VMED
VISTRA OPERATIONS COMPANY LLC	3,700,000.00	0.15	$4,027,938.40	6.950	10/15/2033	VST
VISTRA OPERATIONS COMPANY LLC	1,890,000.00	0.06	$1,853,067.13	5.350	01/31/2036	VST
VISTRA OPERATIONS COMPANY LLC	1,100,000.00	0.04	$1,079,547.15	4.700	01/31/2031	VST
VMED O2 UK FINANCING I PLC	1,400,000.00	0.04	$1,266,147.40	7.750	04/15/2032	VMED
VMED O2 UK FINANCING I PLC	1,290,000.00	0.03	$1,061,976.76	4.250	01/31/2031	VMED
VMED O2 UK FINANCING I PLC	930,000.00	0.02	$765,012.23	4.750	07/15/2031	VMED
VOLCAN COMPANIA MINERA SAA	471,000.00	0.01	$488,167.95	8.500	10/28/2032	VOLCAN
VOLKSWAGEN GROUP OF AMERICA FINANC	600,000.00	0.02	$602,017.92	4.950	03/25/2027	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	2,900,000.00	0.10	$2,913,081.03	5.050	03/27/2028	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	400,000.00	0.01	$406,069.36	5.650	09/12/2028	VW
WAMU_05-AR16	95,458.37	0.00	$90,001.44	4.340	12/25/2035	WAMU_05-A
WAMU_07-HY1	83,061.96	0.00	$72,492.30	3.971	02/25/2037	WAMU_07-H
WAMU_07-HY7	173,012.08	0.00	$161,397.55	4.513	07/25/2037	WAMU_07-H
WARNER BROTHERS DISCOVER	1,373,076.92	0.05	$1,375,162.62	6.363	06/30/2033	WBD
WELLI 2025-4A D1	750,000.00	0.02	$748,658.25	6.225	04/18/2038	WELLI_25-
WELLS FARGO & COMPANY	125,000.00	0.00	$126,333.75	5.150	04/23/2031	WFC
WELLS FARGO & COMPANY	965,000.00	0.03	$942,463.78	4.960	01/23/2037	WFC
WELLS FARGO & COMPANY	5,000,000.00	0.19	$5,077,808.00	5.389	04/24/2034	WFC
WELLS FARGO & COMPANY	5,310,000.00	0.21	$5,733,327.54	6.491	10/23/2034	WFC
WELLS FARGO & COMPANY	2,200,000.00	0.08	$2,224,991.34	5.198	01/23/2030	WFC
WELLS FARGO & COMPANY	2,900,000.00	0.10	$2,912,646.03	3.640	04/22/2028	WFC
WELLS FARGO & COMPANY	3,800,000.00	0.14	$3,834,696.66	5.707	04/22/2028	WFC
WELLS FARGO & COMPANY	2,240,000.00	0.08	$2,232,907.71	4.844	05/20/2032	WFC
WELLS FARGO BANK NA	2,100,000.00	0.07	$2,109,256.38	5.254	12/11/2026	WFC
WESTERN MIDSTREAM OPERATING LP	1,115,000.00	0.04	$1,103,702.37	5.500	12/15/2035	WES
WESTERN MIDSTREAM OPERATING LP	1,420,000.00	0.05	$1,423,091.91	5.700	07/01/2036	WES
WFCM_16-BNK1	250,305.88	0.00	$249,864.32	2.652	08/15/2049	WFCM_16-B
WFMBS_06-AR11	64,067.28	0.00	$60,813.86	6.025	08/25/2036	WFMBS_06-
WLAKE_25-2	618,779.12	0.02	$619,539.04	4.660	09/15/2028	WLAKE_25-
WOODSIDE FINANCE LTD	400,000.00	0.01	$399,241.28	3.700	09/15/2026	WDSAU
WYNN MACAU LTD	200,000.00	0.00	$199,475.60	5.500	10/01/2027	WYNMAC
WYNN MACAU LTD	685,000.00	0.02	$681,004.46	6.750	02/15/2034	WYNMAC
YAPI VE KREDI BANKASI AS	695,000.00	0.02	$685,573.92	7.550	06/11/2036	YKBNK
YMMT_26-A	2,000,000.00	0.07	$1,987,045.80	4.430	04/15/2031	YMMT_26-A
ZAIS 2020-16A A1R2	3,700,000.00	0.13	$3,699,652.20	4.805	10/20/2034	ZAIS_20-1
ZAR/USD FWD 20260721	-13,990,317.12	-0.04	-$852,538.32	0.000	07/21/2026	ZAD072126
ZAR/USD FWD 20260721	-8,883,178.30	-0.03	-$541,320.82	0.000	07/21/2026	ZAP072126
ZAR/USD FWD 20260721	-29,058,627.64	-0.07	-$1,770,767.12	0.000	07/21/2026	ZAG072126
ZCS BRL 11.49576 06.14.24 01.04.27	196,500,000.00	-0.07	-$1,681,970.58	0.000	01/04/2027	CME
ZCS BRL 11.5661 06/18/24-01/04/27 CME CONTRACT SWCOIR	2,900,000.00	-0.01	-$23,982.93	0.000	01/04/2027	I2113163

^*Cash balance includes other assets and liabilities.

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Bloomberg US Aggregate Index (view definition)

Lipper Core Plus Bond Funds Average (view definition)

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Optimum Fixed Income Fund

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