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	OIFIX
CUSIP	246118657

Institutional Class shares are available only to certain investors. See the prospectus for more information.

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 (06/30/2026)

	YTD	1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	0.60%	4.00%	4.41%	-0.05%	1.84%	3.69%	08/01/2003
Bloomberg US Aggregate Index	0.62%	3.79%	4.16%	0.08%	1.54%	n/a

		1 year	3 year	5 year	10 year	Lifetime	Inception date
NAV (view definition)	0.97%	4.00%	4.41%	-0.05%	1.84%	3.69%	08/01/2003
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.

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	0.79%
Net	0.79%

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 06/30/2026
Annualized standard deviation, 3 years (view definition)	5.90
SEC 30-day yield with waiver (view definition)	4.16%
SEC 30-day yield without waiver (view definition)	4.16%

Calendar year total returns @ NAV
Year	Annual return
2025	7.63%
2024	1.50%
2023	5.89%
2022	-13.95%
2021	-1.78%
2020	9.19%
2019	8.65%
2018	-0.70%
2017	4.50%
2016	2.96%

Institutional Class shares are available only to certain investors. See the prospectus for more information.

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: 23

(View bio)

Sub-advisors

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.

Institutional Class shares are available only to certain investors. See the prospectus for more information.

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

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

Annual fund operating expenses

Institutional Class shares are available only to certain investors. See the prospectus and the SAI for more information.

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, 2025 through July 30, 2026. 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
06/30/2025	50.93%	49.07%	100%
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%

Total may not equal 100% due to rounding.

Institutional Class shares are available only to certain investors. See the prospectus for more information.

Significant Fund Event

On May 6, 2024, the portfolio management responsibilities of the Fund changed, and Janaki Rao and Andrew Vonthethoff now serve as portfolio managers of the Fund.

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.

IBOR risk is the risk that changes related to the use of the London interbank offered rate (LIBOR) or similar rates (such as EONIA) could have adverse impacts on financial instruments that reference these rates. The abandonment of these rates and transition to alternative rates could affect the value and liquidity of instruments that reference them and could affect investment strategy performance.

The disruptions caused by natural disasters, pandemics, or similar events could prevent the Fund from executing advantageous investment decisions in a timely manner and could negatively impact the Fund’s ability to achieve its investment objective and the value of the Fund’s investments.

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

Not FDIC Insured | No Bank Guarantee | May Lose Value

Fund Finder

Lipper ranking (as of 06/30/2026)

YTD ranking	260 / 359
1 year	182 / 333
3 years	218 / 305
5 years	199 / 289
10 years	137 / 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 05/31/2026 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
2MM6C 110 PIT	-13.00	-0.01	-$4,468.75	0.000	06/12/2026	2MM6C
2MM6P 108 PIT	-13.00	n/a	-$406.25	0.000	06/12/2026	2MM6P
3MO EURO EURIBOR DEC 26	466.00	4.92	$132,332,177.97	0.000	12/14/2026	ERZ6
ABBOTT LABORATORIES	3,490,000.00	0.12	$3,393,283.03	4.650	03/15/2036	ABT
ABBOTT LABORATORIES	1,715,000.00	0.06	$1,668,817.28	4.300	03/15/2033	ABT
ABBVIE INC	3,000,000.00	0.11	$3,053,656.20	4.950	03/15/2031	ABBV
ABFC_06-HE1	209,843.79	0.00	$116,040.55	4.139	01/25/2037	ABFC_06-H
ABN AMRO BANK NV	3,500,000.00	0.12	$3,322,008.90	2.470	12/13/2029	ABNANV
ABU DHABI (EMIRATE OF)	1,100,000.00	0.04	$1,114,020.60	4.875	04/30/2029	ADGB
ABU DHABI CRUDE OIL PIPELINE LLC	275,000.00	0.00	$245,048.60	4.600	11/02/2047	ADNOUH
ABU DHABI DEVELOPMENTAL HOLDING CO	1,500,000.00	0.05	$1,536,218.10	5.500	05/08/2034	ADQABU
ACCESS BANK PLC	300,000.00	0.01	$300,542.79	6.125	09/21/2026	ACCESS
ACCRUED INCOME -BASE CURRENCY	16,623,516.51	0.61	$16,623,516.51	0.000	-	CASH
ACHV_24-3AL	301,901.99	0.01	$303,540.62	5.010	12/26/2031	ACHV_24-3
ACLO 4A AR	1,232,792.36	0.05	$1,438,207.97	2.973	01/16/2031	ACLO_4A-A
ADANI ELECTRICITY MUMBAI LTD	245,000.00	0.00	$232,078.28	3.949	02/12/2030	ADANEM
ADANI PORTS AND SPECIAL ECONOMIC Z	400,000.00	0.01	$362,869.32	3.100	02/02/2031	ADSEZ
ADANI RENEWABLE ENERGY RJ LTD	585,437.50	0.01	$498,690.65	4.625	10/15/2039	ARENRJ
ADNOC MURBAN RSC LTD	3,600,000.00	0.13	$3,564,705.60	4.250	09/11/2029	ADNOCM
AERCAP IRELAND CAPITAL DAC	1,280,000.00	0.04	$1,254,798.46	4.750	01/15/2033	AER
AEROPUERTO INTL TOCUMEN	200,000.00	0.00	$167,833.00	5.125	08/11/2061	AITOCU
AEROPUERTOS ARGENTINA 2000 SA	502,914.56	0.01	$530,081.90	8.500	08/01/2031	AEROAR
AFRICA FINANCE CORP	540,000.00	0.02	$547,438.82	5.550	10/08/2029	AFRFIN
AFRICAN DEVELOPMENT BANK	525,000.00	0.01	$514,548.04	5.750	12/31/2079	AFDB
AFRICAN DEVELOPMENT BANK	200,000.00	0.00	$196,872.34	5.875	12/31/2079	AFDB
AGL 2022-17A	2,550,000.00	0.09	$2,548,087.50	4.622	01/21/2035	AGL_22-17
AIA GROUP LTD	310,000.00	0.01	$316,848.55	5.375	04/05/2034	AIA
AIA GROUP LTD	1,000,000.00	0.03	$994,509.60	3.900	04/06/2028	AIA
AIMCO 2021-15A D1R	750,000.00	0.02	$753,401.25	6.430	04/17/2038	AIMCO_21-
AIR CANADA	300,000.00	0.01	$299,992.44	3.875	08/15/2026	ACACN
AIRPORT AUTHORITY HONG KONG	200,000.00	0.00	$204,700.54	4.875	07/15/2030	HKAA
AKBANK TAS	625,000.00	0.02	$603,339.06	7.950	12/31/2079	AKBNK
AL JAWAHER ASSETS COMPANY SPC	545,000.00	0.01	$536,505.14	4.662	10/29/2030	OMGRID
AL RAJHI SUKUK LTD	410,000.00	0.01	$406,786.33	5.651	03/16/2036	RJHIAB
ALDAR PROPERTIES PJSC	450,000.00	0.01	$422,266.19	5.875	04/14/2056	ALDAR
ALIBABA GROUP HOLDING LTD	265,000.00	0.00	$198,379.03	2.700	02/09/2041	BABA
AMAZON.COM INC	1,310,000.00	0.04	$1,291,808.42	4.100	11/20/2030	AMZN
AMAZON.COM INC	1,355,000.00	0.05	$1,357,244.29	5.800	03/13/2056	AMZN
AMAZON.COM INC	1,225,000.00	0.04	$1,210,732.67	4.875	03/13/2036	AMZN
AMERICAN AIRLINES 2016-1 CLASS AA	383,740.03	0.01	$377,601.84	3.575	07/15/2029	AAL
AMERICAN AIRLINES 2016-3 PASS THRO	713,620.96	0.02	$690,262.86	3.000	10/15/2028	AAL
AMERICAN AIRLINES 2019-1 CLASS A P	134,884.81	0.00	$126,300.19	3.150	08/15/2033	AAL
AMERICAN AIRLINES INC	807,800.96	0.02	$796,514.12	3.375	05/01/2027	AAL
AMERICAN AIRLINES PASS THROUGH CER	81,231.88	0.00	$72,476.13	2.875	07/11/2034	AAL
AMERICAN ELECTRIC POWER COMPANY IN	1,400,000.00	0.05	$1,389,016.86	6.050	03/15/2056	AEP
AMERICAN EXPRESS COMPANY	1,700,000.00	0.06	$1,720,461.37	5.284	07/26/2035	AXP
AMERICAN MUN PWR OHIO INC	1,500,000.00	0.06	$1,867,185.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORPORATION	2,150,000.00	0.07	$2,116,808.30	3.950	03/15/2029	AMT
AMERICAN TOWER CORPORATION	300,000.00	0.01	$298,730.10	3.650	03/15/2027	AMT
AMERICAN TOWER CORPORATION	1,600,000.00	0.05	$1,416,544.16	2.300	09/15/2031	AMT
AMERICAN TOWER CORPORATION	600,000.00	0.02	$609,752.22	5.200	02/15/2029	AMT
AMGEN INC	3,100,000.00	0.11	$3,056,665.72	2.200	02/21/2027	AMGN
AMGEN INC	1,740,000.00	0.06	$1,706,439.23	4.850	02/19/2036	AMGN
ANGLO AMERICAN CAPITAL PLC	4,585,000.00	0.16	$4,540,656.63	5.670	03/19/2036	AALLN
ANGLOGOLD ASHANTI HOLDINGS PLC	335,000.00	0.01	$350,909.69	6.500	04/15/2040	ANGSJ
ANGOLA (REPUBLIC OF)	200,000.00	0.00	$191,897.50	9.125	11/26/2049	ANGOL
AOA 2025-1301	4,592,000.00	0.17	$4,596,648.02	5.227	08/11/2030	AOA 2025-
AOMT_24-2	880,399.89	0.03	$883,539.04	5.985	01/25/2069	AOMT_24-2
APOLLO DEBT SOLUTIONS BDC	2,755,000.00	0.10	$2,819,808.62	6.700	07/29/2031	APODS
ARDONAGH FINCO BV	2,772,104.83	0.10	$2,732,832.42	6.662	02/18/2031	ARDGRP
ARES CAPITAL CORPORATION	1,495,000.00	0.05	$1,455,599.57	5.100	01/15/2031	ARCC
ARESE 10A AR	220,128.62	0.00	$256,723.87	2.984	10/15/2031	ARESE_10A
ARESE 12A AR	174,366.09	0.00	$203,326.71	3.088	04/20/2032	ARESE-12A
ARGENTINA REPUBLIC OF GOVERNMENT	422,897.76	0.01	$369,485.77	0.750	07/09/2030	ARGENT
ARGENTINA REPUBLIC OF GOVERNMENT	902,150.00	0.02	$696,459.80	4.125	07/09/2035	ARGENT
ARMENIA (REPUBLIC OF)	440,000.00	0.01	$405,447.50	3.600	02/02/2031	ARMEN
ARMT_05-10	13,459.43	0.00	$12,839.43	4.066	01/25/2036	ARMT_05-1
ARMT_06-2	207,197.90	0.00	$177,888.91	4.408	05/25/2036	ARMT_06-2
ARSI_06-M1	1,013,942.09	0.00	$268,100.69	3.999	07/25/2036	ARSI_06-M
ARSI_06-W4	530,997.35	0.00	$123,704.38	4.019	05/25/2036	ARSI_06-W
ASHTEAD CAPITAL INC	2,600,000.00	0.10	$2,704,603.46	5.950	10/15/2033	AHTLN
ASTRAZENECA FINANCE LLC	2,200,000.00	0.07	$2,100,337.58	1.750	05/28/2028	AZN
AT&T INC	2,673,000.00	0.08	$2,265,651.64	2.550	12/01/2033	T
AT&T INC	900,000.00	0.03	$961,492.68	6.300	01/15/2038	T
AT&T INC	1,090,000.00	0.03	$1,037,797.72	5.550	11/01/2045	T
AT&T INC	3,775,000.00	0.13	$3,703,805.39	6.000	04/30/2056	T
AT&T INC	845,000.00	0.03	$836,870.68	5.250	10/30/2036	T
ATCLO 2021-18A A1R	3,400,000.00	0.12	$3,400,435.20	5.396	01/18/2035	04943EAQ4
ATHENE GLOBAL FUNDING	2,500,000.00	0.10	$2,920,365.78	3.024	02/23/2027	ATH
ATHENE HOLDING LTD	1,290,000.00	0.04	$1,249,660.93	6.875	06/28/2055	ATH
AUD/USD FWD 20260602	-2,499,776.00	-0.07	-$1,796,574.00	0.000	06/02/2026	AUD060226
AUD/USD FWD 20260602	2,040,110.00	0.05	$1,466,214.81	0.000	06/02/2026	AUP060226
AUD/USD FWD 20260602	459,666.00	0.01	$330,359.19	0.000	06/02/2026	AUJ060226
AUD/USD FWD 20260702	-459,666.00	-0.02	-$330,161.25	0.000	07/02/2026	AUJ070226
AUD/USD FWD 20260702	-108,110.00	-0.01	-$77,651.45	0.000	07/02/2026	AUP070226
AUDUSD	-70,000.00	-0.01	-$50,223.74	0.000	08/21/2026	AUD
AUSTRALIAN DOLLAR	1,147,988.68	0.03	$825,116.86	0.000	-	AUD
AVIATION CAPITAL GROUP LLC	3,500,000.00	0.12	$3,400,914.65	4.875	01/28/2033	ACGCAP
AVOLON HOLDINGS FUNDING LTD	1,650,000.00	0.05	$1,598,116.74	4.850	04/01/2033	AVOL
AVOLON HOLDINGS FUNDING LTD	51,000.00	0.00	$49,491.07	2.528	11/18/2027	AVOL
AVOLON HOLDINGS FUNDING LTD	2,400,000.00	0.08	$2,342,281.68	4.950	10/15/2032	AVOL
AVOLON HOLDINGS FUNDING LTD	420,000.00	0.01	$425,401.33	5.375	05/30/2030	AVOL
AVOLON HOLDINGS FUNDING LTD	1,030,000.00	0.03	$1,034,407.47	4.950	01/15/2028	AVOL
AXIAN TELECOM HOLDING AND MANAGEME	380,000.00	0.01	$384,987.88	7.250	07/11/2030	AXNTLC
AZERBAIJAN (REPUBLIC OF)	325,000.00	0.01	$305,008.62	3.500	09/01/2032	AZERBJ
AZORRA SOAR TLB FINANCE LTD	694,719.34	0.02	$698,844.58	5.870	10/18/2029	AZORRA
AZUL SECURED FINANCE LLP	475,000.00	0.01	$445,906.25	9.875	02/15/2031	AZUBBZ
AZULE ENERGY FINANCE PLC	570,000.00	0.02	$586,738.73	8.625	01/22/2033	AZURGY
AZULE ENERGY FINANCE PLC	345,000.00	0.01	$352,675.35	8.125	01/23/2030	AZURGY
BAFC_05-E	49,524.68	0.00	$45,850.79	5.197	06/20/2035	BAFC_05-E
BAFC_06-I	40,081.88	0.00	$39,737.24	5.610	12/20/2036	BAFC_06-I
BALLY 2021-18A C1R	850,000.00	0.03	$850,610.30	6.523	04/15/2038	BALLY_21-
BANCO BILBAO VIZCAYA ARGENTARIA SA	1,000,000.00	0.03	$1,000,170.80	5.314	05/08/2031	BBVASM
BANCO DAVIVIENDA SA	490,000.00	0.01	$497,641.06	8.125	07/02/2035	DAVIVI
BANCO DE CREDITO E INVERSIONES	475,000.00	0.01	$510,268.75	8.750	12/31/2079	BCICI
BANCO DEL ESTADO DE CHILE	380,000.00	0.01	$405,165.50	7.950	12/31/2079	BANCO
BANCO MERCANTIL DEL NORTE SA (CAYM	445,000.00	0.01	$444,394.80	7.500	12/31/2079	BANORT
BANCO NACIONAL DE MEXICO SA INTEGR	515,000.00	0.01	$514,562.25	6.697	08/07/2036	BANMEX
BANCO NACIONAL DE PANAMA	935,000.00	0.03	$833,592.99	2.500	08/11/2030	BCONAL
BANCO SANTANDER SA	1,200,000.00	0.04	$1,196,745.12	4.175	03/24/2028	SANTAN
BANCO SANTANDER SA	600,000.00	0.02	$598,062.60	4.600	04/15/2029	SANTAN
BANCO SANTANDER SA	2,600,000.00	0.09	$2,586,072.06	4.867	04/15/2031	SANTAN
BANCOLOMBIA SA	600,000.00	0.02	$631,092.00	8.625	12/24/2034	BCOLO
BANGKOK BANK PCL	440,000.00	0.01	$435,932.02	4.507	11/26/2030	BBLTB
BANGKOK BANK PCL	515,000.00	0.01	$467,992.04	3.466	09/23/2036	BBLTB
BANK GOSPODARSTWA KRAJOWEGO-WARSAW	200,000.00	0.00	$208,164.96	5.750	07/09/2034	BGOSK
BANK HAPOALIM BM	470,000.00	0.01	$469,185.44	5.252	01/14/2033	HAPOAL
BANK LEUMI LE ISRAEL BM	465,000.00	0.01	$481,090.86	7.129	07/18/2033	LUMIIT
BANK MUSCAT SAOG	550,000.00	0.02	$544,548.62	4.846	10/01/2030	BKMBOM
BANK OF AMERICA CORP	2,542,000.00	0.09	$2,581,807.21	6.250	12/31/2079	BAC
BANK OF AMERICA CORP	1,015,000.00	0.03	$1,049,757.66	6.625	12/31/2079	BAC
BANK OF AMERICA CORP	1,000,000.00	0.03	$1,002,522.00	4.623	05/09/2029	BAC
BANK OF AMERICA CORP	5,000,000.00	0.18	$5,081,506.50	5.288	04/25/2034	BAC
BANK OF AMERICA CORP	700,000.00	0.02	$708,892.38	5.202	04/25/2029	BAC
BANK OF AMERICA CORP	3,670,000.00	0.14	$3,761,446.49	6.204	11/10/2028	BAC
BANK OF AMERICA CORP	5,255,000.00	0.19	$5,296,947.51	5.518	10/25/2035	BAC
BANK OF AMERICA CORP	3,060,000.00	0.11	$3,048,697.58	1.734	07/22/2027	BAC
BANK OF AMERICA CORP	6,900,000.00	0.25	$6,790,554.27	3.974	02/07/2030	BAC
BANK OF AMERICA CORP	1,735,000.00	0.06	$1,727,688.54	5.489	04/23/2037	BAC
BANK OF AMERICA CORP	2,700,000.00	0.09	$2,684,244.69	4.695	04/23/2032	BAC
BANK OF GEORGIA JSC	790,000.00	0.02	$790,850.91	6.500	06/03/2031	GEBGG
BANK OF NEW YORK MELLON CORP/THE	1,470,000.00	0.05	$1,487,042.74	4.942	02/11/2031	BNY
BANK_17-BNK5	605,000.00	0.02	$590,664.10	3.896	06/15/2060	BANK_17-B
BANK_17-BNK7	1,120,000.00	0.04	$1,104,083.57	3.435	09/15/2060	BANK_17-B
BANK_19-BN20	8,000,000.00	0.28	$7,562,848.00	3.011	09/15/2061	BANK_19-B
BANK_20-BNK29	5,880,000.00	0.19	$5,190,041.39	1.997	11/15/2053	BANK_20-B
BANK_22-BN39	797,000.00	0.02	$676,647.90	3.377	02/15/2055	BANK_22-B
BANK_22-BNK39	1,353,000.00	0.04	$1,181,009.75	3.239	02/15/2055	BANK_22-B
BANK_22-BNK40	1,800,000.00	0.05	$1,565,952.66	3.389	03/15/2064	BANK_22-B
BANK_24-BN47	3,500,000.00	0.13	$3,657,288.60	5.716	06/15/2057	BANK_24-B
BANQUE FEDERATIVE DU CREDIT MUTUEL	1,750,000.00	0.06	$1,725,907.23	4.541	01/15/2031	BFCM
BARCLAYS PLC	2,000,000.00	0.07	$2,007,637.60	4.942	09/10/2030	BACR
BARCLAYS PLC	3,000,000.00	0.12	$3,356,948.40	7.437	11/02/2033	BACR
BARCLAYS PLC	1,600,000.00	0.06	$1,616,217.28	5.501	08/09/2028	BACR
BARCLAYS PLC	3,000,000.00	0.11	$3,018,594.60	4.972	05/16/2029	BACR
BATH & BODY WORKS INC	3,448,000.00	0.12	$3,453,006.50	6.875	11/01/2035	BBWI
BAYER US FINANCE II LLC	200,000.00	0.00	$198,305.26	4.375	12/15/2028	BAYNGR
BAYER US FINANCE LLC	200,000.00	0.00	$207,236.36	6.250	01/21/2029	BAYNGR
BAYER US FINANCE LLC	800,000.00	0.02	$805,319.36	6.125	11/21/2026	BAYNGR
BAYER US FINANCE LLC	400,000.00	0.01	$427,038.84	6.500	11/21/2033	BAYNGR
BAYER US FINANCE LLC	600,000.00	0.02	$632,279.58	6.375	11/21/2030	BAYNGR
BBVA MEXICO SA INSTITUCION DE BANC	230,000.00	0.00	$247,106.48	8.125	01/08/2039	BBVASM
BCC 2021-7A A1R	3,150,000.00	0.11	$3,151,124.55	4.644	01/22/2035	BCC_21-7A
BDS_25-FL14	600,000.00	0.02	$600,015.00	4.939	10/17/2042	BDS_25-FL
BECTON DICKINSON EURO FINANCE SARL	700,000.00	0.02	$547,635.03	1.336	08/13/2041	BDX
BEIGNET INVESTOR LLC	14,000,000.00	0.53	$14,439,964.00	6.581	05/30/2049	RPLDCI
BERMUDA (GOVERNMENT OF)	400,000.00	0.01	$402,656.00	5.000	07/15/2032	BERMUD
BFLD_25-660F	6,490,000.00	0.24	$6,506,215.91	5.127	11/15/2042	BFLD_25-6
BIDVEST GROUP (UK) PLC	440,000.00	0.01	$443,497.56	6.200	09/17/2032	BVTSJ
BIMBO BAKERIES USA INC	260,000.00	0.01	$277,505.02	6.400	01/15/2034	BIMBOA
BLACK 2019-1A A1R	23,123.53	0.00	$26,967.54	3.263	05/15/2032	BLACK_19-
BLACK HILLS CORPORATION	1,090,000.00	0.04	$1,078,295.80	4.550	01/31/2031	BKH
BLACKSTONE PRIVATE CREDIT FUND	1,075,000.00	0.03	$1,033,171.43	5.050	09/10/2030	BCRED
BLACKSTONE PRIVATE CREDIT FUND	920,000.00	0.03	$910,130.42	5.600	11/22/2029	BCRED
BLKRK LQDTY FED CL INSTNAL	10,675,000.00	0.39	$10,675,000.00	0.000	02/06/2079	TFDXX
BLOCK INC	1,531,000.00	0.05	$1,532,655.01	6.000	08/15/2033	XYZ
BLUE OWL CREDIT INCOME CORP	3,538,000.00	0.13	$3,566,403.77	6.600	09/15/2029	OCINCC
BMAEK_22-B32	2,200,000.00	0.06	$1,662,809.06	3.570	01/15/2055	BMARK_22-
BMARK_20-B17	3,460,000.00	0.11	$3,122,161.45	2.289	03/15/2053	BMARK_20-
BMARK_20-B20	5,250,000.00	0.17	$4,646,852.70	2.034	10/15/2053	BMARK_20-
BMARK_21-B24	6,790,000.00	0.22	$6,095,494.36	2.584	03/15/2054	BMARK_21-
BMARK_22-B32	1,800,000.00	0.05	$1,499,883.12	3.202	01/15/2055	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$775,689.03	3.734	02/15/2032	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$710,198.19	0.000	03/15/2055	BMARK_22-
BMARK_22-B34	2,950,000.00	0.10	$2,726,230.41	3.786	04/15/2055	BMARK_22-
BMARK_22-B35	3,375,000.00	0.12	$3,264,838.99	4.594	05/15/2055	BMARK_22-
BMARK_22-B36	800,000.00	0.02	$771,474.48	4.470	07/15/2055	BMARK_22-
BMO_22-C1	600,000.00	0.02	$553,098.06	3.374	02/15/2055	BMO_22-C1
BMW US CAPITAL LLC	900,000.00	0.03	$905,587.20	4.750	03/21/2028	BMW
BNP PARIBAS SA	600,000.00	0.02	$567,421.74	2.159	09/15/2029	BNP
BNP PARIBAS SA	1,800,000.00	0.06	$1,738,638.90	1.904	09/30/2028	BNP
BNP PARIBAS SA	4,700,000.00	0.16	$4,418,249.10	3.052	01/13/2031	BNP
BNPAM 2018-1A AR	154,323.63	0.00	$179,514.91	2.804	04/15/2031	BNPAM_18-
BNPAM 2019-1A AR	889,918.41	0.03	$1,037,289.80	3.014	07/22/2032	BNPAM_19-
BOAMS_03-D	324.32	n/a	$319.92	6.247	05/25/2033	BOAMS_03-
BOEING CO	400,000.00	0.01	$457,428.36	7.008	05/01/2064	BA
BOEING CO	2,750,000.00	0.10	$2,794,507.65	6.259	05/01/2027	BA
BOEING CO	700,000.00	0.02	$732,427.99	6.298	05/01/2029	BA
BOEING CO	3,835,000.00	0.16	$4,329,366.02	6.858	05/01/2054	BA
BOEING CO	1,100,000.00	0.04	$1,173,707.26	6.388	05/01/2031	BA
BOEING CO/THE	500,000.00	0.02	$545,996.95	6.528	05/01/2034	BA
BOLIVIA PLURINATIONAL STATE OF	410,000.00	0.01	$399,754.10	9.450	05/14/2031	BOLIVI
BOSTON GAS COMPANY	500,000.00	0.01	$467,489.70	3.757	03/16/2032	NGGLN
BPCE SA	5,000,000.00	0.19	$5,112,708.50	5.748	07/19/2033	BPCEGP
BPCE SA	1,160,000.00	0.04	$1,134,052.77	6.347	01/13/2047	BPCEGP
BPCE SA (FXD-FRN)	3,350,000.00	0.12	$3,376,837.86	6.612	10/19/2027	BPCEGP
BRAZIL FEDERATIVE REPUBLIC OF (GOV	300,000.00	0.01	$300,975.00	7.125	05/13/2054	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	75,932,000.00	0.53	$14,394,854.11	0.000	10/01/2026	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	400,000.00	0.01	$413,100.00	6.625	03/15/2035	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	65,075,000.00	0.43	$11,590,740.83	0.000	04/01/2027	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	1,570,000.00	0.05	$1,573,925.00	7.250	01/12/2056	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	210,000.00	0.00	$156,345.00	4.750	01/14/2050	BRAZIL
BRAZIL LETRAS DO TESOURO NACIONAL	64,500,000.00	0.47	$12,642,667.31	0.000	07/01/2026	BLTN
BRAZILIAN REAL	3,607,840.33	0.02	$715,195.67	0.000	-	BRL
BRITISH AIR 18-1 AA PTT	678,474.65	0.02	$662,277.15	3.800	09/20/2031	IAGLN
BRITISH AIRWAYS 2019-1 CLASS AA PA	210,529.43	0.00	$199,729.71	3.300	06/15/2034	IAGLN
BRITISH POUND	1,014,867.09	0.05	$1,366,721.51	0.000	-	GBP
BRL/USD FWD 20260601	-3,856,634.00	-0.03	-$764,089.78	0.000	06/01/2026	BRPW60126
BRL/USD FWD 20260602	-3,759,721.28	-0.03	-$744,751.03	0.000	06/02/2026	BRPT60226
BRL/USD FWD 20260602	3,776,055.77	0.02	$747,986.67	0.000	06/02/2026	BRP060226
BRL/USD FWD 20260702	-21,500,000.00	-0.16	-$4,226,744.88	0.000	07/02/2026	BRJ070226
BRL/USD FWD 20260702	-16,600,000.00	-0.13	-$3,263,440.23	0.000	07/02/2026	BRGT70226
BRL/USD FWD 20260702	-25,620,657.58	-0.19	-$5,036,836.42	0.000	07/02/2026	BRG070226
BRL/USD FWD 20260702	59,925,850.23	0.43	$11,780,989.79	0.000	07/02/2026	BRP070226
BRL/USD FWD 20260804	2,352,120.91	0.01	$458,656.14	0.000	08/04/2026	BRP080426
BRL/USD FWD 20260804	43,339,900.96	0.31	$8,451,143.57	0.000	08/04/2026	BRG080426
BRL/USD FWD 20260902	5,147,006.60	0.03	$996,505.35	0.000	09/02/2026	BRG090226
BRL/USD FWD 20261002	-18,600,000.00	-0.14	-$3,577,205.13	0.000	10/02/2026	BRJ100226
BRL/USD FWD 20261002	-52,232,000.00	-0.38	-$10,045,407.43	0.000	10/02/2026	BRP100226
BRL/USD FWD 20261002	-5,100,000.00	-0.04	-$980,846.57	0.000	10/02/2026	BRA100226
BRL/USD FWD 20270402	-32,675,000.00	-0.23	-$6,041,576.40	0.000	04/02/2027	BRP040227
BRL/USD FWD 20270402	-26,400,000.00	-0.19	-$4,881,334.87	0.000	04/02/2027	BRG040227
BRL/USD FWD 20270402	-6,000,000.00	-0.05	-$1,109,394.29	0.000	04/02/2027	BRJ040227
BROADCOM INC	2,789,000.00	0.08	$2,376,766.28	3.137	11/15/2035	AVGO
BROADCOM INC	395,000.00	0.01	$389,191.49	4.200	10/15/2030	AVGO
BROADCOM INC	1,600,000.00	0.05	$1,462,552.00	3.419	04/15/2033	AVGO
BROADCOM INC	2,900,000.00	0.10	$2,948,702.31	5.050	04/15/2030	AVGO
BROOKFIELD ASSET MANAGEMENT LTD	2,025,000.00	0.07	$2,007,427.46	4.653	11/15/2030	BAMCN
BROOKFIELD CAPITAL FINANCE LLC	3,800,000.00	0.14	$4,017,793.20	6.087	06/14/2033	BNCN
BROOKFIELD CORP	1,215,000.00	0.04	$1,200,832.37	5.330	01/15/2036	BNCN
BSABS_05-FR1	166,878.27	0.00	$164,862.38	4.704	06/25/2035	BSABS_05-
BSABS_07-SD1	90,896.90	0.00	$37,762.74	4.879	10/25/2036	BSABS_07-
BSARM_03-5	9,591.47	0.00	$8,909.08	4.427	08/25/2033	BSARM_03-
BUENOS AIRES CITY OF	184,000.00	0.00	$179,170.00	7.050	05/13/2036	BUEAIR
BUNGE LIMITED FINANCE CORPORATION	2,930,000.00	0.10	$2,900,257.28	4.200	09/17/2029	BG
CAD/USD FWD 20260602	-35,742,014.56	-0.97	-$25,929,746.55	0.000	06/02/2026	CAA060226
CAD/USD FWD 20260602	35,741,981.94	0.96	$25,929,722.88	0.000	06/02/2026	CAP060226
CAD/USD FWD 20260702	-36,063.22	-0.01	-$26,197.61	0.000	07/02/2026	CAA070226
CAD/USD FWD 20260702	-35,696,313.78	-0.97	-$25,931,076.59	0.000	07/02/2026	CAP070226
CAESARS ENTERTAINMENT INC	1,910,000.00	0.06	$1,863,869.87	6.500	02/15/2032	CZR
CAN 10YR BOND SEP 26	59.00	0.19	$5,145,301.56	0.000	09/18/2026	CNU6
CANADA (GOVERNMENT OF)	10,300,000.00	0.27	$7,421,468.83	3.250	12/01/2034	CAN
CANADIAN DOLLAR	437,928.24	0.01	$317,650.05	0.000	-	CAD
CANTOR FITZGERALD LP	2,800,000.00	0.10	$2,924,005.56	7.200	12/12/2028	CANTOR
CANYC 2019-2A AR2	1,350,000.00	0.05	$1,350,936.90	4.683	10/15/2034	CANYC_19-
CANYC 2020-2A AR2	1,900,000.00	0.07	$1,900,186.20	4.703	10/15/2034	CANYC_20-
CAPITAL ONE FINANCIAL CORPORATION	1,300,000.00	0.04	$1,284,927.41	4.722	01/30/2032	COF
CAPST 25-1	500,000.00	0.01	$499,998.35	4.725	08/16/2029	CAPST 202
CARNIVAL CORP	500,000.00	0.01	$491,373.10	4.000	08/01/2028	CCL
CARNIVAL CORPORATION	2,000,000.00	0.07	$2,032,558.40	5.875	06/15/2031	CCL
CAS 2025-R02 1M2	1,620,000.00	0.06	$1,624,541.99	5.212	02/25/2045	CAS_25-R0
CAS 2025-R03 2M1	609,558.42	0.02	$610,251.06	5.212	03/25/2045	CAS 2025-
CAS 2025-R04 1M2	2,870,000.00	0.10	$2,881,155.98	5.112	05/25/2045	CAS 25-R0
CAS 2025-R06 1B1	5,169,444.00	0.19	$5,198,373.24	5.462	09/25/2045	CAS 2025-
CAS 2026-R01 2M2 MTGE	4,560,000.00	0.16	$4,555,761.02	4.962	01/25/2046	CAS 2026-
CAS 2026-R02	2,380,000.00	0.08	$2,386,687.80	5.112	02/25/2046	CAS 2026-
CAS 2026-R032M2 MTGE	1,860,000.00	0.06	$1,864,073.40	5.195	04/25/2046	CAS_26-R0
CAS 25-R05	1,280,000.00	0.04	$1,284,243.20	5.212	07/25/2045	CAS 2025-
CAS_22-R01	1,500,000.00	0.05	$1,503,750.00	5.512	12/25/2041	CAS_22-R0
CAS_22-R02	840,775.34	0.03	$850,629.56	7.072	01/25/2042	CAS_22-R0
CAS_24-R04	128,193.16	0.00	$128,193.20	4.745	05/25/2044	CAS_24-R0
CAS_25-R01	680,000.00	0.02	$681,214.68	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 DUB USD	-290,000.00	-0.02	-$290,000.00	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	2,646,000.00	0.09	$2,646,000.00	0.000	06/14/2065	MSC
CASH COLLATERAL USD ANZ_AU - CSA	-392,404.62	-0.02	-$392,404.62	3.620	12/31/2049	BOANA
CASSA DEPOSITI E PRESTITI SPA	6,600,000.00	0.25	$6,838,894.92	5.875	04/30/2029	CDEP
CBQ FINANCE LTD	550,000.00	0.02	$542,596.67	4.625	09/10/2030	COMQAT
CCO HOLDINGS LLC	2,739,000.00	0.10	$2,753,220.89	6.375	09/01/2029	CHTR
CCO HOLDINGS LLC	1,625,000.00	0.05	$1,358,998.88	4.250	01/15/2034	CHTR
CD_17-CD6	440,000.00	0.01	$418,259.42	3.911	11/13/2050	CD_17-CD6
CD_19-CD8	4,575,000.00	0.16	$4,312,158.02	2.912	08/15/2057	CD_19-CD8
CDS: (BA)	4,100,000.00	0.00	$18,330.04	0.010	12/20/2026	CITI
CDS: (BA)	700,000.00	n/a	$345.56	0.010	06/20/2026	MS
CDS: (GE)	1,200,000.00	0.00	$6,452.81	0.010	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$35,115.78	0.050	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$35,115.78	0.050	12/20/2026	JPM
CDS: (ICE)	600,000.00	n/a	$347.74	0.010	06/20/2026	MS
CDS: (NA.8.AAA)	171,749.96	0.00	$0.00	0.500	10/17/2057	OTC
CDW LLC / CDW FINANCE CORP	1,813,000.00	0.06	$1,738,909.22	3.276	12/01/2028	CDW
CDX ITRAXX MAIN45 5Y ICE	80,000.00	n/a	$2,078.37	0.000	06/20/2031	ICE
CELANESE US HOLDINGS LLC	1,256,000.00	0.04	$1,297,007.14	6.750	04/15/2033	CE
CELANESE US HOLDINGS LLC	151,000.00	0.00	$154,933.44	6.500	04/15/2030	CE
CELESTIAL DYNASTY LTD	535,000.00	0.01	$533,811.71	6.375	08/22/2028	CTFSHK
CENOVUS ENERGY INC	1,700,000.00	0.06	$1,697,960.68	5.400	03/20/2036	CVECN
CF_2019-CF3	800,000.00	0.02	$747,169.52	3.006	01/15/2053	CF_2019-C
CFCRE_16-C7	3,100,000.00	0.11	$3,086,869.33	3.839	12/10/2054	CFCRE_16-
CFII_24-1	1,279,127.82	0.04	$1,290,134.08	5.520	05/15/2036	CFII_24-1
CFOUR 10A A	1,000,000.00	0.04	$1,168,171.76	3.415	10/25/2038	CFOUR
CGCMT_17-C4	635,000.00	0.02	$626,628.99	3.471	10/12/2050	CGCMT_17-
CGMSE 2019-2A A1R	113,320.03	0.00	$132,178.47	3.173	08/15/2032	CGMSE_19-
CGMSE 2025-1A A1	1,000,000.00	0.04	$1,170,184.97	3.206	08/15/2038	XS3065225
CHAOT 2024-2A A3	1,864,231.20	0.07	$1,881,806.43	5.520	06/25/2029	CHAOT_24-
CHARLES SCHWAB CORPORATION (THE)	1,430,000.00	0.05	$1,450,795.78	5.493	05/21/2037	SCHW
CHARTER COMM OPERATING LLC	461,162.50	0.01	$457,572.81	5.877	11/22/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	1,808,375.00	0.06	$1,796,249.85	5.669	12/02/2030	CHTR
CHARTER COMMUNICATIONS OPERATING L	4,000,000.00	0.13	$3,575,372.40	2.800	04/01/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	3,800,000.00	0.14	$3,799,243.42	5.050	03/30/2029	CHTR
CHASE_05-A1	24,473.24	0.00	$21,402.93	4.214	12/25/2035	CHASE_05-
CHASE_24-7	1,821,432.93	0.06	$1,820,803.08	4.912	06/25/2055	CHASE_24-
CHASE_24-RPL1	1,506,440.20	0.04	$1,325,799.49	3.250	03/25/2064	CHASE_24-
CHASE_24-RPL3	2,836,087.12	0.09	$2,501,445.57	3.250	09/25/2064	CHASE_24-
CHENIERE ENERGY INC	1,115,000.00	0.04	$1,098,960.50	5.482	07/30/2036	LNG
CHF/USD FWD 20260602	936,101.47	0.04	$1,199,794.76	0.000	06/02/2026	CHJ060226
CHF/USD FWD 20260602	-934,000.00	-0.05	-$1,197,101.32	0.000	06/02/2026	CHA060226
CHF/USD FWD 20260702	-5,285,782.36	-0.26	-$6,796,825.39	0.000	07/02/2026	CHJ070226
CHICAGO ILL TRANSIT AUTH	1,583,075.69	0.06	$1,759,683.61	6.899	12/01/2040	CHITRN
CHICAGO ILL TRANSIT AUTH	1,583,071.78	0.06	$1,759,679.27	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 II SARL	312,801.60	0.01	$318,213.07	5.580	10/20/2035	CHLMPC
CHILE ELECTRICITY LUX MPC SARL	399,900.00	0.01	$412,836.77	6.010	01/20/2033	CHLELC
CHINESE YUAN	547.16	n/a	$80.84	0.000	-	CNY
CI FINANCIAL CORP	800,000.00	0.03	$943,932.93	4.625	12/12/2031	CIXCN
CIFC 2025-1A D1	850,000.00	0.03	$845,778.90	6.166	04/23/2038	CIFC_25-1
CIKARANG LISTRINDO TBK PT	610,000.00	0.02	$609,636.01	5.650	03/12/2035	CIKLIS
CITIGROUP INC	972,000.00	0.03	$982,010.63	6.750	12/31/2079	C
CITIGROUP INC	2,110,000.00	0.07	$2,087,968.22	4.503	09/11/2031	C
CITIGROUP INC	1,900,000.00	0.07	$1,927,680.72	5.174	02/13/2030	C
CITIGROUP INC	850,000.00	0.03	$881,744.78	7.000	12/31/2079	C
CITIGROUP INC	2,400,000.00	0.08	$2,383,393.68	4.075	04/23/2029	C
CITM_07-1	2,073,681.64	0.07	$2,099,824.54	5.199	10/25/2037	CITM_07-1
CITZN_23-1	1,012,477.50	0.03	$1,015,042.92	5.840	01/18/2028	CITZN_23-
CLEVELAND-CLIFFS INC	1,870,000.00	0.07	$1,892,831.20	7.000	03/15/2032	CLF
CMLTI_24-1	1,950,155.18	0.07	$1,950,786.64	4.962	07/25/2054	CMLTI_24-
CNY/USD FWD 20260602	279,000.00	0.00	$41,105.02	0.000	06/02/2026	CNJ060226
CNY/USD FWD 20260602	-15,517,786.23	-0.09	-$2,286,232.42	0.000	06/02/2026	CND060226
CNY/USD FWD 20260602	-305,000.00	-0.01	-$44,935.59	0.000	06/02/2026	CNPT60226
CNY/USD FWD 20260602	4,433,985.59	0.02	$653,258.23	0.000	06/02/2026	CNP060226
CNY/USD FWD 20260702	-6,219,887.72	-0.04	-$917,626.68	0.000	07/02/2026	CNP070226
CODELCO INTERNATIONAL LTD	400,000.00	0.01	$422,408.00	6.330	01/13/2035	CDEL
COLL - MYC	-400,000.00	-0.02	-$400,000.00	0.000	12/31/2060	MYC
COLOMBIA (REPUBLIC OF)	415,000.00	0.01	$431,807.50	7.500	02/02/2034	COLOM
COLOMBIA (REPUBLIC OF)	700,000.00	0.02	$692,300.00	6.500	01/21/2033	COLOM
COLT_24-3	1,653,705.64	0.06	$1,668,301.41	6.393	06/25/2069	COLT_24-3
COMISION EJECUTIVA HIDROELECTRICA	200,000.00	0.00	$212,000.00	8.650	01/24/2033	CELELS
COMISION FEDERAL DE ELECTRICIDAD C	655,000.00	0.02	$589,460.44	3.348	02/09/2031	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	425,000.00	0.01	$413,142.50	6.500	01/28/2051	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	225,000.00	0.00	$221,006.25	6.045	01/28/2034	CFELEC
COMM_18-HCLV	2,900,000.00	0.10	$2,737,057.12	4.923	09/15/2033	COMM_18-H
CONGO (DEMOCRATIC REPUBLIC OF THE)	200,000.00	0.00	$204,660.48	9.500	04/16/2037	DRCONG
CONNECT FINCO SARL	2,985,000.00	0.11	$3,155,643.50	9.000	09/15/2029	ISATLN
COOPERATIEVE RABOBANK UA	3,000,000.00	0.11	$3,064,836.30	5.447	03/05/2030	RABOBK
COOPERATIEVE RABOBANK UA	1,350,000.00	0.05	$1,349,249.94	3.750	07/21/2026	RABOBK
COREBRIDGE GLOBAL FUNDING	2,600,000.00	0.09	$2,562,667.38	4.550	01/09/2031	CRBG
CORPORACION ANDINA DE FOMENTO	490,000.00	0.01	$507,909.50	6.750	12/31/2079	CAF
CORPORACION NACIONAL DEL COBRE DE	200,000.00	0.00	$164,170.96	4.250	07/17/2042	CDEL
CORPORACION NACIONAL DEL COBRE DE	225,000.00	0.00	$156,352.50	3.700	01/30/2050	CDEL
COSTA RICA (REPUBLIC OF)	200,000.00	0.00	$217,208.00	7.000	04/04/2044	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	750,000.00	0.03	$924,455.70	5.500	11/21/2030	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	500,000.00	0.02	$619,885.06	6.001	01/16/2036	COSTAR
COTE D IVOIRE (REPUBLIC OF)	400,000.00	0.01	$436,385.44	8.075	04/01/2036	IVYCST
COTE D IVOIRE (REPUBLIC OF)	430,000.00	0.01	$429,571.16	6.125	06/15/2033	IVYCST
COX ASSET MEXICO SA DE CV	540,000.00	0.02	$557,550.00	7.750	05/08/2036	COXMEX
CPPIB CAPITAL INC	1,500,000.00	0.04	$1,138,635.62	4.300	06/02/2034	CPPIBC
CROSSCOUNTRY INTERMEDIATE HOLDCO L	3,908,000.00	0.14	$3,851,879.56	6.500	10/01/2030	CROSIN
CROSSM_24-H3	2,204,226.65	0.08	$2,219,950.50	6.272	06/25/2069	CROSSM_24
CROWN CASTLE INTERNATIONAL CORP	5,000,000.00	0.16	$4,456,129.00	2.250	01/15/2031	CCI
CRVNA_24-P2	2,470,173.45	0.09	$2,484,834.92	5.330	07/10/2029	CRVNA_24-
CSMC_05-1R	429,636.78	0.00	$237,178.19	5.750	12/26/2035	CSMC_05-1
CSMC_07-1	131,814.98	0.00	$67,946.19	6.000	02/25/2037	CSMC_07-1
CSMC_07-3	57,196.59	0.00	$44,347.27	3.949	04/25/2037	CSMC_07-3
CSMC_07-3	57,196.58	0.00	$7,630.17	3.051	04/25/2037	CSMC_07-3
CSMC_07-3	25,397.08	0.00	$20,623.56	5.500	04/25/2037	CSMC_07-3
CVS HEALTH CORP	1,310,000.00	0.04	$1,150,325.15	5.050	03/25/2048	CVS
CVS HEALTH CORP	4,400,000.00	0.15	$4,263,771.60	3.750	04/01/2030	CVS
CVS HEALTH CORP	1,460,000.00	0.05	$1,478,299.06	5.450	09/15/2035	CVS
CVS PASS-THROUGH TRUST	44,316.25	0.00	$44,469.82	5.773	01/10/2033	CVSPAS
CWALT_08-2R	780,996.18	0.01	$372,363.12	6.000	08/25/2037	CWALT_08-
CWHL_06-R1	170,969.23	0.00	$163,288.76	4.039	01/25/2036	CWHL_06-R
CWHL_07-4	642,677.45	0.00	$261,165.16	6.000	05/25/2037	CWHL_07-4
CWL_04-3	20,796.11	0.00	$20,245.68	4.099	08/25/2034	CWL_04-3-
CWL_05-3	4,200,000.00	0.14	$3,945,593.82	5.649	08/25/2035	CWL_05-3-
CWL_06-1	11,530.90	0.00	$11,283.24	5.526	07/25/2036	CWL_06-1-
CWL_06-11	14,052.78	0.00	$12,969.25	6.150	09/25/2046	CWL_06-11
CWL_06-26	498,243.49	0.01	$488,444.29	4.139	06/25/2037	CWL_06-26
CWL_07-6	936,519.77	0.02	$791,388.61	4.319	07/25/2035	CWL_07-6-
CXHE_02-A	56.67	n/a	$56.79	5.540	01/25/2032	CXHE_02-A
CYPRIUM CORPORATION	3,565,000.00	0.13	$3,575,138.86	6.125	04/15/2031	VGNT
CYRUS_24-2	8,900,000.00	0.32	$8,638,411.20	4.500	05/20/2049	CYRUS_24-
DAE FUNDING LLC	2,700,000.00	0.09	$2,619,693.90	3.375	03/20/2028	DUBAEE
DANISH KRONE	15,517.92	n/a	$2,421.74	0.000	-	DKK
DANSKE BANK A/S	3,400,000.00	0.12	$3,487,570.06	5.705	03/01/2030	DANBNK
DAVITA INC	945,000.00	0.03	$918,741.85	4.625	06/01/2030	DVA
DAVITA INC	580,000.00	0.02	$539,585.37	3.750	02/15/2031	DVA
DEUTSCHE BANK AG	1,500,000.00	0.05	$1,412,631.30	3.547	09/18/2031	DB
DEUTSCHE BANK AG	679,000.00	0.02	$712,170.24	6.819	11/20/2029	DB
DEUTSCHE BANK AG	1,130,000.00	0.04	$1,133,372.15	7.146	07/13/2027	DB
DEUTSCHE BANK AG	1,290,000.00	0.04	$1,302,313.82	5.297	05/09/2031	DB
DEUTSCHE BANK AG (NEW YORK BRANCH)	700,000.00	0.02	$654,714.83	3.729	01/14/2032	DB
DHAFRAH PV2 ENERGY CO LLC	520,000.00	0.01	$517,220.03	5.794	06/30/2053	DHAENE
DIAMONDBACK ENERGY INC	2,688,000.00	0.10	$2,773,339.70	5.550	04/01/2035	FANG
DIG INTL FIN/DIFL US LLC	635,000.00	0.02	$658,840.44	8.625	08/01/2032	DIGDIF
DILIJAN FINANCE BV	410,000.00	0.01	$411,540.17	6.600	01/22/2031	ARBANK
DISCOVERY COMMUNICATIONS LLC	800,000.00	0.02	$587,000.00	5.050	03/15/2042	WBD
DISCOVERY COMMUNICATIONS LLC	70,000.00	0.00	$47,862.50	5.141	03/15/2052	WBD
DNFRA_21-1A	4,700,000.00	0.17	$4,618,643.00	1.760	04/15/2049	DNFRA_21-
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$667,625.00	4.875	09/23/2032	DOMREP
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$688,100.00	5.750	03/17/2034	DOMREP
DOMINION ENERGY INC	1,295,000.00	0.05	$1,343,751.57	6.875	02/01/2055	D
DOMINION ENERGY INC (NC10.25)	950,000.00	0.03	$956,599.65	6.200	02/15/2056	D
DPABS 2019-1A A2	6,240,000.00	0.22	$5,990,629.01	3.668	10/25/2049	DPABS_19-
DPABS_21-1A	7,196,500.00	0.25	$6,834,850.69	2.662	04/25/2051	DPABS_21-
DRAGON BUYER INC	1,394,409.55	0.04	$1,248,868.05	6.108	09/30/2031	DRABUY
DRSLF 2022-109A DR	850,000.00	0.03	$847,376.90	6.373	04/15/2038	DRSLF_10-
DRYD 2017-27A AR	679,127.48	0.02	$790,470.81	2.864	04/15/2033	DRYD_17-2
DRYD 2017-52A AR	611,218.54	0.02	$712,617.32	3.143	05/15/2034	DRYD-17_5
EAGLE FUNDING LUXCO S. R.L.	3,700,000.00	0.13	$3,725,826.00	5.500	08/17/2030	MEX
ECOBANK TRANSNATIONAL INC	475,000.00	0.01	$477,456.18	8.875	08/19/2036	ETINL
ECOLAB INC	2,735,000.00	0.10	$2,777,618.41	5.150	06/15/2033	ECL
ECOLAB INC	2,780,000.00	0.10	$2,827,680.89	5.350	06/15/2036	ECL
ECOPETROL SA	535,000.00	0.01	$389,561.80	5.875	11/02/2051	ECOPET
ECUADOR REPUBLIC OF (GOVERNMENT)	300,000.00	0.01	$304,800.00	8.750	01/29/2034	ECUA
EDISON INTERNATIONAL	300,000.00	0.01	$296,293.02	5.250	03/15/2032	EIX
EGLXY 2013-3A ARRR	2,254,849.77	0.09	$2,627,087.44	2.781	04/24/2034	EGLXY_13-
EGYPT (ARAB REPUBLIC OF)	359,000.00	0.01	$345,892.95	8.700	03/01/2049	EGYPT
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$192,698.02	8.700	03/01/2049	EGYPT
EL PUERTO DE LIVERPOOL SAB DE CV	470,000.00	0.01	$483,939.21	6.658	01/22/2037	LIVEPL
ELI LILLY AND COMPANY	1,285,000.00	0.04	$1,281,856.12	4.550	10/15/2032	LLY
ELI LILLY AND COMPANY	3,420,000.00	0.12	$3,398,105.16	4.850	05/20/2036	LLY
ELI LILLY AND COMPANY	3,570,000.00	0.13	$3,583,320.38	5.600	05/20/2056	LLY
ELM22 2023-1A D1R	750,000.00	0.02	$755,775.00	6.480	04/17/2038	ELM22_23-
EMBRAER NETHERLANDS FINANCE BV	450,000.00	0.01	$432,787.50	5.400	01/09/2038	EMBRBZ
EMIRATE OF ABU DHABI	1,400,000.00	0.05	$1,405,308.38	4.625	04/20/2033	ADGB
EMLT_04-2	662,360.68	0.02	$659,781.05	6.699	10/25/2034	EMLT_04-2
ENBRIDGE INC	865,000.00	0.03	$872,453.01	4.900	06/20/2030	ENBCN
ENBRIDGE INC	5,000,000.00	0.19	$5,200,197.50	5.700	03/08/2033	ENBCN
ENCORE CAPITAL GROUP INC.	400,000.00	0.01	$425,932.80	8.500	05/15/2030	ECPG
ENERGUATE TRUST 2	520,000.00	0.01	$518,641.60	6.350	09/15/2035	EGUATE
ENERGY TRANSFER LP	2,445,000.00	0.09	$2,467,115.03	6.500	02/15/2056	ET
ENERGY TRANSFER LP	700,000.00	0.02	$705,725.79	4.950	05/15/2028	ET
ENERGY TRANSFER LP	3,000,000.00	0.11	$3,026,791.80	5.500	06/01/2027	ET
ENERGY TRANSFER LP	5,385,000.00	0.20	$5,442,108.46	6.300	01/15/2056	ET
ENERGY TRANSFER LP (NC10.5)	760,000.00	0.02	$774,817.72	6.750	02/15/2056	ET
ENTEGRIS ESCROW CORP	1,230,000.00	0.04	$1,222,909.17	4.750	04/15/2029	ENTG
EPR PROPERTIES	1,700,000.00	0.06	$1,698,904.18	4.500	06/01/2027	EPR
EQUINIX ASIA FINANCING CORPORATION	3,800,000.00	0.13	$3,733,187.26	4.400	03/15/2031	EQIX
ERAC USA FINANCE LLC	3,880,000.00	0.14	$3,896,652.18	4.600	05/01/2028	ENTERP
ESENTIA ENERGY DEVELOPMENT SA	370,000.00	0.01	$370,370.00	6.125	07/30/2033	ESENMX
ESENTIA ENERGY DEVELOPMENT SA	445,000.00	0.01	$440,772.50	6.500	07/30/2038	ESENMX
EUR/USD FWD 20260602	-48,881,393.88	-2.13	-$57,025,786.81	0.000	06/02/2026	EUA060226
EUR/USD FWD 20260602	48,180,393.88	2.09	$56,207,989.42	0.000	06/02/2026	EUP060226
EUR/USD FWD 20260602	701,000.00	0.03	$817,797.39	0.000	06/02/2026	EUJ060226
EUR/USD FWD 20260702	-47,579,393.88	-2.07	-$55,578,995.19	0.000	07/02/2026	EUP070226
EUR/USD FWD 20260702	-376,000.00	-0.02	-$439,217.49	0.000	07/02/2026	EUJ070226
EUR/USD FWD 20260821 JPMM	-3,728,330.23	-0.17	-$4,364,302.58	0.000	08/21/2026	I2101026
EUR/USD FWD 20260828 JPMM	-775,398.43	-0.04	-$907,916.76	0.000	08/28/2026	I2103035
EUR/USD FWD 20260828 JPMM	147,574.94	0.00	$172,796.02	0.000	08/28/2026	BIE7MZ529
EURO	376,715.50	0.01	$439,400.96	0.000	-	EUR
EURO-BOBL FUTURE SEP26	-93.00	-0.47	-$12,493,088.78	0.000	09/08/2026	OEU6
EURO-BOBL JUN 26	-76.00	-0.39	-$10,292,733.50	0.000	06/08/2026	OEM6
EURO-BUND FUTURE SEP26	-44.00	-0.25	-$6,497,314.56	0.000	09/08/2026	RXU6
EURO-BUND JUN 26	-71.00	-0.40	-$10,475,193.46	0.000	06/08/2026	RXM6
EURO-SCHATZ JUN 26	-50.00	-0.24	-$6,182,794.80	0.000	06/08/2026	DUM6
EUROPEAN UNION	9,900,000.00	0.43	$11,608,861.24	2.875	10/05/2029	EU
EURUSD	288,726.07	0.01	$338,070.38	0.000	08/28/2026	EUR
EXTRA SPACE STORAGE LP	2,340,000.00	0.08	$2,368,053.09	5.400	02/01/2034	EXR
F&G GLOBAL FUNDING	1,100,000.00	0.04	$1,116,473.05	5.875	01/16/2030	FG
FAIRFAX FINANCIAL HOLDINGS LTD	1,000,000.00	0.03	$995,672.80	4.625	04/29/2030	FFHCN
FEDEX CORP	1,840,000.00	0.05	$1,402,444.32	3.250	05/15/2041	FDX
FEDEX FREIGHT HOLDING COMPANY INC	3,700,000.00	0.13	$3,646,329.65	4.650	03/15/2031	FDX
FEDEX FREIGHT HOLDING COMPANY INC	1,505,000.00	0.05	$1,477,013.47	4.950	03/15/2033	FDX
FEDEX FREIGHT HOLDING COMPANY INC	1,180,000.00	0.04	$1,151,591.38	5.250	03/15/2036	FDX
FFML_06-FF5	324,798.08	0.01	$321,016.68	4.019	04/25/2036	FFML_06-F
FG A15404	6,488.35	0.00	$6,749.51	6.500	11/01/2033	FGA15404
FG A38713	28,867.67	0.00	$30,029.62	6.500	01/01/2035	FGA38713
FG A71059	4,221.30	0.00	$4,467.84	7.000	01/01/2038	FGA71059
FG G08830	13,288.07	0.00	$12,250.75	3.500	08/01/2048	FGG08830
FG G60765	1,680,477.59	0.05	$1,511,543.55	3.000	11/01/2046	FGG60765
FG Q58277	1,321,389.09	0.04	$1,217,822.71	3.500	09/01/2048	FGQ58277
FG Q58422	34,687.04	0.00	$31,950.66	3.500	09/01/2048	FGQ58422
FH 5/1 CONS 12M SOFR NF ARM	15,466.37	0.00	$15,991.61	6.305	05/01/2037	FH1J1612
FHLMC-2165	5,238.48	0.00	$5,311.34	6.000	06/15/2029	FHLMC-216
FHLMC_3143	406,143.03	0.01	$414,610.87	5.500	02/15/2036	FHLMC_314
FHLMC_3289	114,693.08	0.00	$8,667.36	2.993	03/15/2037	FHLMC_328
FHLMC_4676	287,162.31	0.00	$245,601.25	2.500	07/15/2045	FHLMC_467
FHLMC_5468C	369,331.23	0.01	$370,887.15	4.767	11/25/2054	FHLMC_546
FHLMC_5473E	1,165,203.00	0.04	$1,171,351.31	4.812	11/25/2054	FHLMC_547
FHLMC_5508B	1,002,757.14	0.03	$1,005,014.25	4.612	02/25/2055	FHLMC_550
FHLMC_5560B	2,493,011.65	0.09	$2,515,655.67	4.612	06/25/2055	FHLMC_556
FHLMC_5596A	1,145,737.96	0.04	$1,152,080.08	4.812	11/25/2055	FHLMC_559
FHLMC_5609A	1,190,355.36	0.04	$1,193,229.00	4.744	12/25/2055	FHLMC_560
FHLMC_T-54	7,950.46	0.00	$8,327.90	6.500	02/25/2043	FHLMC_T-5
FHLMC_T-58	2,126.62	n/a	$2,154.46	6.500	09/25/2043	FHLMC_T-5
FHLT_04-B	1,596,798.53	0.05	$1,596,777.93	4.569	05/25/2034	FHLT_04-B
FHMS-K144	4,750,000.00	0.15	$4,256,027.55	2.450	04/25/2032	FHMS-K144
FHMS_K150	2,300,000.00	0.08	$2,197,538.22	3.710	09/25/2032	FHMS_K150
FHMS_K753	1,575,000.00	0.05	$1,573,066.85	4.400	10/25/2030	FHMS_K753
FHMS_KX03	876,774.07	0.03	$869,388.48	3.000	06/25/2027	FHMS_KX03
FIDEICOMISO IRREVOCABLE NO F/1721	445,000.00	0.01	$434,053.00	5.500	11/26/2035	FIBRAP
FIDELITY INST : GOV PT CL I	10,675,000.00	0.39	$10,675,000.00	0.000	06/06/2079	FIGXX
FIEMEX ENERGIA - BANCO ACTINVER	534,873.99	0.02	$545,063.34	7.250	01/31/2041	FIEMEX
FIRST ABU DHABI BANK PJSC	1,000,000.00	0.03	$990,000.00	0.000	06/03/2031	FABUH
FIRST QUANTUM MINERALS LTD	425,000.00	0.01	$420,530.49	6.375	02/15/2036	FMCN
FIRST QUANTUM MINERALS LTD	340,000.00	0.01	$349,409.84	7.250	02/15/2034	FMCN
FISERV INC	3,500,000.00	0.12	$3,367,778.05	3.500	07/01/2029	FISV
FMG RESOURCES (AUGUST 2006) PTY LT	1,885,000.00	0.07	$1,953,425.12	6.125	04/15/2032	FMGAU
FN 190445	7,977,237.10	0.30	$8,289,360.06	6.500	03/01/2055	FN190445
FN 255895	28,255.65	0.00	$27,996.59	4.500	09/01/2035	FN255895
FN 725205	437.75	n/a	$438.44	5.000	03/01/2034	FN725205
FN 725705	4,352.55	0.00	$4,355.10	5.000	08/01/2034	FN725705
FN 747631	798.51	n/a	$829.75	6.500	11/01/2033	FN747631
FN 761558	5,505.07	0.00	$5,532.59	5.500	12/01/2033	FN761558
FN 774996	3,076.94	0.00	$3,063.60	5.000	04/01/2034	FN774996
FN 814578	1,312.28	n/a	$1,319.81	5.000	04/01/2035	FN814578
FN 829473	14,161.33	0.00	$15,029.85	6.500	02/01/2036	FN829473
FN 835751	24,619.87	0.00	$24,394.16	4.500	08/01/2035	FN835751
FN 869926	14,095.29	0.00	$14,781.18	6.500	03/01/2036	FN869926
FN 872891	10,395.29	0.00	$11,036.72	6.500	06/01/2036	FN872891
FN 882694	7,562.09	0.00	$7,933.53	6.500	06/01/2036	FN882694
FN 888482	14,618.99	0.00	$14,400.15	4.500	05/01/2035	FN888482
FN 888657	71,401.67	0.00	$72,213.97	5.500	02/01/2035	FN888657
FN 897160	4,578.37	0.00	$4,746.67	6.000	09/01/2036	FN897160
FN 923096	2,464.51	n/a	$2,460.46	5.500	03/01/2037	FN923096
FN 928988	514.32	n/a	$517.92	5.000	12/01/2037	FN928988
FN 931065	50,312.11	0.00	$49,849.88	4.500	05/01/2039	FN931065
FN 968119	3,249.17	0.00	$3,376.30	6.500	02/01/2038	FN968119
FN 974634	30,742.04	0.00	$31,011.65	5.000	03/01/2038	FN974634
FN 975194	1,811.85	n/a	$1,819.99	5.000	03/01/2038	FN975194
FN 995442	1,663.93	n/a	$1,743.42	6.000	12/01/2038	FN995442
FN AA4369	71,040.50	0.00	$70,387.89	4.500	05/01/2039	FNAA4369
FN AB0513	1,351.33	n/a	$1,420.71	6.500	11/01/2038	FNAB0513
FN AD4168	54,826.65	0.00	$55,349.99	5.000	05/01/2040	FNAD4168
FN AE0478	23,861.72	0.00	$23,197.09	4.000	11/01/2040	FNAE0478
FN AE7116	6,119.35	0.00	$5,948.88	4.000	10/01/2040	FNAE7116
FN AH9410	10,400.93	0.00	$10,305.33	4.500	04/01/2041	FNAH9410
FN AT2127	306,345.04	0.01	$279,296.61	3.000	04/01/2043	FNAT2127
FN BC7891	48,852.31	0.00	$46,678.97	4.000	03/01/2046	FNBC7891
FN BK5438	840,957.92	0.02	$799,233.79	4.000	09/01/2048	FNBK5438
FN BK9609	736,337.25	0.02	$699,454.78	4.000	09/01/2048	FNBK9609
FN BM1055	345,806.96	0.01	$329,422.52	4.000	04/01/2047	FNBM1055
FN BQ9050	2,322,611.05	0.07	$1,893,784.82	2.000	12/01/2050	FNBQ9050
FN BR1317	928,862.32	0.02	$759,254.85	2.000	02/01/2051	FNBR1317
FN BR4034	1,132,508.39	0.03	$925,949.28	2.000	02/01/2051	FNBR4034
FN CA3666	388,087.46	0.01	$368,914.66	4.000	06/01/2049	FNCA3666
FN CA6592	2,518,934.29	0.08	$2,157,903.75	2.500	08/01/2050	FNCA6592
FN CA8526	2,079,235.90	0.06	$1,764,904.29	2.500	01/01/2051	FNCA8526
FN CB1272	1,076,476.18	0.03	$877,439.72	2.000	08/01/2051	FNCB1272
FN CB1381	3,772,132.75	0.12	$3,226,810.98	2.500	08/01/2051	FNCB1381
FN CB3298	51,192.05	0.00	$43,482.10	2.500	04/01/2052	FNCB3298
FN CB4917	4,094,078.07	0.15	$4,136,348.20	5.500	10/01/2052	FNCB4917
FN FA0821	3,319,249.91	0.09	$2,680,545.24	2.000	07/01/2051	FNFA0821
FN FA5159	9,427,756.92	0.30	$8,240,982.39	3.000	03/01/2056	FNFA5159
FN FM3070	1,655,769.15	0.05	$1,581,052.73	4.000	06/01/2048	FNFM3070
FN FM3229	6,719,173.19	0.23	$6,292,836.28	3.500	02/01/2047	FNFM3229
FN FM4386	204,398.29	0.00	$206,344.84	5.000	07/01/2047	FNFM4386
FN FM5301	2,269,700.06	0.06	$1,835,788.34	2.000	12/01/2050	FNFM5301
FN FM5644	802,499.68	0.02	$643,628.18	2.000	02/01/2051	FNFM5644
FN FM5733	766,674.22	0.02	$628,027.93	2.000	01/01/2051	FNFM5733
FN FM8056	2,966,850.78	0.09	$2,632,862.30	3.000	07/01/2051	FNFM8056
FN FM8162	971,704.57	0.03	$830,513.66	2.500	07/01/2051	FNFM8162
FN FM8438	1,550,430.76	0.04	$1,326,382.82	2.500	08/01/2051	FNFM8438
FN FS0396	2,944,167.14	0.08	$2,408,357.28	2.000	01/01/2052	FNFS0396
FN FS0605	4,406,115.94	0.14	$3,761,732.94	2.500	02/01/2052	FNFS0605
FN FS0704	2,207,107.67	0.07	$2,109,210.75	4.000	03/01/2047	FNFS0704
FN FS1346	3,588,681.56	0.12	$3,306,883.21	3.500	08/01/2050	FNFS1346
FN FS1446	2,353,417.90	0.08	$2,354,259.01	5.000	01/01/2051	FNFS1446
FN FS1838	5,827,981.95	0.19	$5,148,622.84	3.000	12/01/2051	FNFS1838
FN FS2660	13,335,111.02	0.41	$11,170,513.13	2.500	02/01/2052	FNFS2660
FN FS3326	1,495,152.65	0.05	$1,374,254.31	2.000	03/01/2037	FNFS3326
FN FS3856	2,719,178.92	0.09	$2,532,291.11	3.500	07/01/2050	FNFS3856
FN FS6112	2,125,233.67	0.07	$1,881,510.17	3.000	06/01/2052	FNFS6112
FN FS7430	5,369,973.64	0.18	$4,953,451.10	3.500	09/01/2052	FNFS7430
FN FS8507	503,968.11	0.01	$472,939.95	3.500	07/01/2047	FNFS8507
FN MA3563	30,254.99	0.00	$28,678.70	4.000	01/01/2049	FNMA3563
FN MA3615	85,072.02	0.00	$80,815.56	4.000	03/01/2049	FNMA3615
FN MA4047	8,726,318.00	0.26	$7,063,013.72	2.000	06/01/2050	FNMA4047
FN MA4281	98,468.84	0.00	$79,287.98	2.000	03/01/2051	FNMA4281
FN MA4305	39,884,674.71	1.19	$32,201,302.94	2.000	04/01/2051	FNMA4305
FN MA4384	3,766,448.56	0.13	$3,547,804.71	2.500	07/01/2036	FNMA4384
FN MA4404	556,708.71	0.01	$525,160.64	2.500	08/01/2036	FNMA4404
FN MA4413	6,720,141.79	0.20	$5,408,311.65	2.000	09/01/2051	FNMA4413
FN MA4563	11,440,555.98	0.35	$9,631,865.86	2.500	03/01/2052	FNMA4563
FN MA4628	1,648,218.70	0.05	$1,552,466.59	2.500	06/01/2037	FNMA4628
FN MA4653	11,071,321.68	0.36	$9,679,830.36	3.000	07/01/2052	FNMA4653
FN MA4732	3,908,212.83	0.13	$3,669,308.47	4.000	09/01/2052	FNMA4732
FN MA4784	8,211,414.13	0.29	$7,923,374.97	4.500	10/01/2052	FNMA4784
FN MA5822	6,650,191.87	0.24	$6,683,440.83	5.500	09/01/2055	FNMA5822
FN MA5823	19,778,052.66	0.75	$20,207,450.01	6.000	09/01/2055	FNMA5823
FNCL 4 8/26	70,500,000.00	2.45	$65,936,189.55	4.000	08/01/2056	01F040685
FNCL 5 7/26	79,400,000.00	2.90	$78,009,761.58	5.000	07/01/2056	01F050676
FNCL 6.5 7/26	188,500,000.00	7.28	$195,504,716.55	6.500	07/01/2056	01F062671
FNMA_01-14	426.07	n/a	$436.21	6.000	05/25/2031	FNMA_01-1
FNMA_04-T1	1,534.85	n/a	$1,564.45	6.500	01/25/2044	FNMA_04-T
FNMA_04-W11	14,666.35	0.00	$14,971.93	6.500	05/25/2044	FNMA_04-W
FNMA_04-W15	7,910.57	0.00	$8,049.47	6.000	08/25/2044	FNMA_04-W
FNMA_07-30	780,566.35	0.02	$638,388.92	0.000	04/25/2037	FNMA_07-3
FNMA_08-24	2,304,666.75	0.08	$2,314,245.18	5.000	04/25/2038	FNMA_08-2
FNMA_09-2C	170,190.50	0.00	$10,009.14	1.973	02/25/2039	FNMA_09-2
FNMA_09-68	58,957.85	0.00	$5,193.73	3.023	09/25/2039	FNMA_09-6
FNMA_17-40B	328,676.18	0.01	$296,036.70	3.500	05/25/2047	FNMA_17-4
FNMA_17-95C	116,909.73	0.00	$115,457.99	4.114	11/25/2047	FNMA_17-9
FNMA_24-38B	1,275,918.14	0.04	$1,280,934.92	4.454	01/25/2051	FNMA_24-3
FNMA_24-46C	336,276.50	0.01	$339,662.70	4.817	07/25/2054	FNMA_24-4
FNMA_99-19	5,731.11	0.00	$5,796.83	6.000	05/25/2029	FNMA_99-1
FNMA_99-T2	2,030.64	n/a	$2,079.54	7.500	01/19/2039	FNMA_99-T
FORD CREDIT AUTO OWNER TRUST FORDO	2,438,252.19	0.09	$2,454,034.51	5.100	04/15/2029	FORDO_24-
FORD MOTOR CREDIT COMPANY LLC	3,500,000.00	0.13	$3,528,009.80	5.800	03/05/2027	F
FORD MOTOR CREDIT COMPANY LLC	1,765,000.00	0.06	$1,831,909.39	6.532	03/19/2032	F
FORD MOTOR CREDIT COMPANY LLC	700,000.00	0.02	$697,799.34	2.700	08/10/2026	F
FORD MOTOR CREDIT COMPANY LLC	2,700,000.00	0.10	$2,692,401.66	5.420	04/09/2031	F
FORD MOTOR CREDIT COMPANY LLC	1,775,000.00	0.06	$1,821,430.98	6.467	05/22/2036	F
FORDF_24-1	4,500,000.00	0.16	$4,544,367.30	5.290	04/15/2029	FORDF_24-
FOUNDRY JV HOLDCO LLC	1,095,000.00	0.04	$1,152,414.46	6.150	01/25/2032	FABSJV
FOUNDRY JV HOLDCO LLC	1,520,000.00	0.05	$1,599,005.50	6.100	01/25/2036	FABSJV
FR QA4676	1,643,395.01	0.05	$1,452,929.31	3.000	11/01/2049	FRQA4676
FR QD3220	2,354,653.97	0.07	$2,008,572.82	2.500	12/01/2051	FRQD3220
FR QF0331	1,510,979.96	0.05	$1,419,773.89	4.000	09/01/2052	FRQF0331
FR QN7406	10,101,134.79	0.34	$9,283,483.28	2.000	08/01/2036	FRQN7406
FR RA5663	171,434.33	0.00	$152,121.57	3.000	08/01/2051	FRRA5663
FR RA6138	5,431,721.18	0.17	$4,645,582.74	2.500	10/01/2051	FRRA6138
FR SB0297	4,120,696.19	0.14	$3,943,158.47	3.000	03/01/2035	FRSB0297
FR SB1226	4,060,108.84	0.13	$3,739,573.80	2.000	01/01/2037	FRSB1226
FR SD2115	4,204,757.31	0.14	$3,963,709.93	4.000	09/01/2052	FRSD2115
FR SD2477	4,113,158.87	0.15	$4,179,672.76	5.500	03/01/2053	FRSD2477
FR SD3719	4,900,198.15	0.18	$4,963,089.25	5.500	09/01/2053	FRSD3719
FR SD7540	758,492.12	0.02	$648,408.37	2.500	05/01/2051	FRSD7540
FR SD7556	3,151,633.48	0.10	$2,787,697.66	3.000	08/01/2052	FRSD7556
FR SD8199	9,520,054.69	0.28	$7,649,187.82	2.000	03/01/2052	FRSD8199
FR SD8212	598,774.64	0.01	$503,811.68	2.500	05/01/2052	FRSD8212
FR SD8257	2,732,266.74	0.09	$2,634,452.68	4.500	10/01/2052	FRSD8257
FR SD8329	8,087,113.95	0.29	$8,001,477.07	5.000	06/01/2053	FRSD8329
FR SD8455	2,553,404.20	0.09	$2,653,310.48	6.500	08/01/2054	FRSD8455
FR SD8492	3,869,801.99	0.14	$3,809,164.51	5.000	01/01/2055	FRSD8492
FR ZS4740	966,139.99	0.03	$915,369.53	4.000	10/01/2047	FRZS4740
FREEPORT INDONESIA PT	335,000.00	0.01	$334,889.01	5.315	04/14/2032	FRIDPT
FREMF_17-K71	470,000.00	0.01	$463,408.91	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	$396,405.41	5.836	09/22/2035	FWDGHD
FWD GROUP HOLDINGS LTD	250,000.00	0.00	$249,848.20	5.252	09/22/2030	FWDGHD
G2 616376	283.53	n/a	$285.94	6.000	04/20/2034	G2616376
G2 786329	2,275,320.18	0.08	$2,330,660.06	5.500	06/20/2049	G2786329
G2 MA6930	15,026,846.47	0.46	$12,353,553.95	2.000	10/20/2050	G2MA6930
G2 MA7472	16,041,738.24	0.51	$13,732,043.96	2.500	07/20/2051	G2MA7472
G2 MA7988	7,706,765.50	0.25	$6,856,652.24	3.000	04/20/2052	G2MA7988
G2 MB0091	7,808,943.60	0.28	$7,721,976.96	5.000	12/20/2054	G2MB0091
G2 MB0205	3,741,873.88	0.14	$3,772,054.34	5.500	02/20/2055	G2MB0205
G2 MB0260	4,936,415.00	0.18	$5,044,476.58	6.000	03/20/2055	G2MB0260
G2 MB0305	5,835,246.21	0.20	$5,431,307.13	4.000	04/20/2055	G2MB0305
G2 MB0310	3,937,859.37	0.15	$4,102,402.04	6.500	04/20/2055	G2MB0310
G2 MB0554	7,072,666.36	0.25	$6,809,993.19	4.500	08/20/2055	G2MB0554
G2 MB0619	9,041,937.93	0.30	$8,149,596.31	3.500	09/20/2055	G2MB0619
G2SF 4 6/26	6,000,000.00	0.20	$5,578,521.00	4.000	06/20/2056	21H040665
GACI FIRST INVESTMENT CO	539,000.00	0.01	$526,523.50	4.875	02/14/2035	PIFKSA
GALAXY PIPELINE ASSETS BIDCO LTD	603,781.04	0.02	$540,975.02	2.160	03/31/2034	ADGLXY
GASR_24-3	199,868.03	0.00	$201,486.68	5.590	10/15/2029	GASR_24-3
GBP/USD FWD 20260602	1,014,000.00	0.05	$1,365,540.47	0.000	06/02/2026	GBP060226
GBP/USD FWD 20260602	-1,014,000.00	-0.06	-$1,365,540.47	0.000	06/02/2026	GBJ060226
GBP/USD FWD 20260702	-146,000.00	-0.01	-$196,605.97	0.000	07/02/2026	GBP070226
GC TREASURY CENTER CO LTD	610,000.00	0.02	$607,791.31	7.125	12/31/2079	PTTGC
GCAT_24-NQM2	1,978,213.33	0.07	$1,991,007.42	6.085	06/25/2059	GCAT_24-N
GE CAPITAL UK FUNDING	300,000.00	0.01	$420,020.04	5.875	01/18/2033	GE
GEDIZ ELEKTRIK DAGITIM AS	510,000.00	0.01	$491,819.98	9.000	10/15/2029	GDZELE
GENERADORA DE GATUN SA	530,000.00	0.02	$543,880.17	6.874	09/30/2044	GATUNP
GENERAL MOTORS FINANCIAL CO INC	3,500,000.00	0.13	$3,624,075.70	5.750	02/08/2031	GM
GENERAL MOTORS FINANCIAL COMPANY I	3,575,000.00	0.13	$3,523,763.46	2.350	02/26/2027	GM
GEORGIA GLOBAL UTILITIES	275,000.00	0.01	$286,350.13	8.875	07/25/2029	CGEOLN
GEORGIA POWER COMPANY	2,100,000.00	0.07	$2,105,044.20	4.700	05/15/2032	SO
GEORGIAN RAILWAY JSC	200,000.00	0.00	$193,162.72	4.000	06/17/2028	GRAIL
GEWMC_06-1	1,486,656.83	0.02	$615,064.42	3.999	08/25/2036	GEWMC_06-
GILDAN ACTIVEWEAR INC.	3,515,000.00	0.12	$3,476,320.24	4.700	10/07/2030	GILCN
GILEAD SCIENCES INC	1,755,000.00	0.06	$1,756,145.84	4.600	05/20/2031	GILD
GLATFELTER CORP	3,455,000.00	0.12	$3,340,060.10	7.250	11/15/2031	MAGN
GLGE 5A A1R	40,835.44	0.00	$47,617.88	2.840	12/15/2031	GLGE_5A-A
GLOBAL MEDICAL RESPONSE INC	1,120,000.00	0.04	$1,164,480.80	7.375	10/01/2032	AIMEGR
GLOBAL PAYMENTS INC	2,150,000.00	0.07	$2,035,262.24	3.200	08/15/2029	GPN
GLP CAPITAL LP	2,600,000.00	0.09	$2,503,774.78	4.000	01/15/2030	GLPI
GMACM_06-J1	9,705.57	0.00	$8,372.43	5.750	04/25/2036	GMACM_06-
GN 785600	3,183,113.40	0.10	$2,860,055.40	3.000	08/15/2045	GN785600
GN 786468	1,346,358.35	0.05	$1,399,745.77	5.500	10/15/2042	GN786468
GN BT0809	274,675.42	0.00	$244,226.47	3.000	03/15/2050	GNBT0809
GN MA8269	1,185,762.98	0.04	$1,179,071.13	5.000	09/20/2052	GNMA8269
GNMA_08-65	152,611.33	n/a	$359.19	2.283	08/20/2038	GNMA_08-6
GNMA_09-2	532,031.58	0.00	$7,686.95	2.103	01/20/2039	GNMA_09-2
GNMA_11-H21	332,343.53	0.01	$333,446.94	4.490	10/20/2061	GNMA_11-H
GNMA_11-H23	276,821.17	0.01	$277,257.91	4.475	10/20/2061	GNMA_11-H
GNMA_12-H08	38,332.77	0.00	$38,350.00	4.375	03/20/2062	GNMA_12-H
GNMA_12-H18	25,650.32	0.00	$25,638.52	4.295	08/20/2062	GNMA_12-H
GNMA_12-H29	643,100.42	0.02	$642,546.07	4.290	10/20/2062	GNMA_12-H
GNMA_13-113	429,730.75	0.01	$396,854.24	3.000	05/20/2043	GNMA_13-1
GNMA_15-H10A	1,684,034.80	0.06	$1,686,140.52	4.375	04/20/2065	GNMA_15-H
GNMA_15-H11	167,762.28	0.00	$167,902.08	4.325	05/20/2065	GNMA_15-H
GNMA_15-H12	743,543.40	0.02	$744,625.55	4.375	05/20/2065	GNMA_15-H
GNMA_15-H20	195,436.29	0.00	$195,730.56	4.375	08/20/2065	GNMA_15-H
GNMA_15-H30	9,649.31	0.00	$9,654.35	4.375	10/20/2065	GNMA_15-H
GNMA_16-H06	181,488.07	0.00	$182,673.37	4.695	07/20/2065	GNMA_16-H
GNMA_17-163	1,594,046.86	0.05	$1,470,676.08	3.500	11/20/2047	GNMA_17-1
GNMA_25-170D	461,544.50	0.01	$463,718.97	4.762	10/20/2055	GNMA_25-1
GNMA_25-204J	981,282.39	0.03	$984,664.48	4.893	12/20/2055	GNMA_25-2
GNRT 2022-10A D1R	600,000.00	0.02	$599,281.20	6.514	01/22/2038	GNRT_22-1
GOLDEN ST TOB SECURITIZATION C	1,700,000.00	0.05	$1,600,839.00	2.587	06/01/2029	GLDGEN
GOLDMAN SACHS FIN SQ GV-FST	10,675,000.00	0.39	$10,675,000.00	0.000	06/06/2079	FGTXX
GOLDMAN SACHS GROUP INC/THE	6,100,000.00	0.22	$6,057,396.99	4.223	05/01/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,400,000.00	0.12	$3,378,873.08	3.615	03/15/2028	GS
GOLDMAN SACHS GROUP INC/THE	9,350,000.00	0.34	$9,279,168.14	1.542	09/10/2027	GS
GOLDMAN SACHS GROUP INC/THE	600,000.00	0.02	$602,598.96	4.937	04/23/2028	GS
GOLDMAN SACHS GROUP INC/THE	2,635,000.00	0.09	$2,674,052.81	5.218	04/23/2031	GS
GOLDMAN SACHS GROUP INC/THE	2,100,000.00	0.07	$2,128,350.21	5.207	01/28/2031	GS
GOLDMAN SACHS GROUP INC/THE	5,195,000.00	0.20	$5,410,058.97	6.484	10/24/2029	GS
GOLDMAN SACHS GROUP INC/THE	6,355,000.00	0.23	$6,414,970.86	5.049	07/23/2030	GS
GOLDMAN SACHS GROUP INC/THE	3,560,000.00	0.12	$3,483,929.21	5.065	01/21/2037	GS
GOLDMAN SACHS GROUP INC/THE	1,800,000.00	0.06	$1,772,584.38	4.516	01/21/2032	GS
GOLDMAN SACHS GROUP INC/THE	3,120,000.00	0.11	$3,043,876.06	5.387	02/02/2041	GS
GOLDMAN SACHS GROUP INC/THE	2,300,000.00	0.08	$2,292,686.23	4.594	04/20/2030	GS
GOLDMAN SACHS GROUP INC/THE	1,385,000.00	0.05	$1,382,499.52	5.094	04/20/2034	GS
GOLDMAN SACHS GROUP INC/THE	1,805,000.00	0.06	$1,807,477.72	4.656	06/03/2029	GS
GOLDMAN SACHS GROUP INC/THE	3,175,000.00	0.11	$3,183,175.31	4.972	06/03/2032	GS
GOVERNMENT OF JAMAICA	950,000.00	0.03	$964,259.50	6.750	12/15/2036	KINAIR
GOVERNMENT OF THE REPUBLIC OF BENI	200,000.00	0.00	$211,595.66	7.960	02/13/2038	BENIN
GOVERNMENT OF THE REPUBLIC OF ECUA	935,000.00	0.03	$963,985.00	9.250	01/29/2039	ECUA
GREENSAIF PIPELINES BIDCO SA RL	550,000.00	0.02	$583,666.60	6.510	02/23/2042	GASBCM
GRUPO AEROMEXICO	5.00	n/a	$8.48	0.000	-	AERO*
GRUPO AEROMEXICO S A B DE C V AMER	45,231.00	0.02	$767,117.76	0.000	-	AERO
GSAMP_06-FM3	660,285.69	0.01	$299,257.85	4.159	11/25/2036	GSAMP_06-
GSAMP_07-SEA1	219,398.61	0.00	$218,110.94	3.999	12/25/2036	GSAMP_07-
GSK CONSUMER HEALTHCARE CAPITAL US	500,000.00	0.01	$485,707.10	3.375	03/24/2029	HLNLN
GSMS_17-GS5	1,280,000.00	0.04	$1,270,319.36	3.674	03/10/2050	GSMS_17-G
GSMS_19-GC39	1,250,000.00	0.04	$1,197,438.00	3.567	05/10/2052	GSMS_19-G
GSMS_19-GC42	5,000,000.00	0.17	$4,725,458.00	3.001	09/01/2052	GSMS_19-G
GSMSCII_17-GS6	1,935,000.00	0.07	$1,912,651.52	3.433	05/10/2050	GSMSCII_1
GSR_07-AR1	298,789.71	0.00	$151,484.92	3.846	03/25/2047	GSR_07-AR
GUATEMALA GOVERNMENT BOND	400,000.00	0.01	$425,404.00	6.550	02/06/2037	GUATEM
HANWHA LIFE INSURANCE CO LTD	420,000.00	0.01	$434,385.00	6.300	06/24/2055	HLINSU
HARVEST FUNDING PLC	1,000,000.00	0.05	$1,346,635.36	4.651	11/15/2069	HRVST
HARVT 16A AR3	720,000.00	0.03	$841,110.54	3.464	10/15/2038	HARVT
HARVT 21A A2R	68,427.76	0.00	$78,853.82	1.040	07/15/2031	HARVT-21A
HASC_06-HE1	19,363.10	0.00	$6,505.75	3.799	10/25/2036	HASC_06-H
HAZINE MUSTESARLIGI VARLIK KIRALAM	200,000.00	0.00	$202,495.28	6.500	04/26/2030	TURKSK
HCA INC	2,000,000.00	0.07	$2,034,900.40	5.250	03/01/2030	HCA
HCA INC	3,400,000.00	0.12	$3,352,319.42	4.125	06/15/2029	HCA
HCA INC	4,500,000.00	0.15	$4,276,703.70	3.500	09/01/2030	HCA
HENNEMAN TRUST	730,000.00	0.02	$764,729.68	6.580	05/15/2055	GL
HERC HLDGS ESCROW INC	420,000.00	0.01	$438,554.34	7.250	06/15/2033	HRI
HILCORP ENERGY I LP	710,000.00	0.02	$699,974.73	6.000	02/01/2031	HILCRP
HILCORP ENERGY I LP	675,000.00	0.02	$665,065.82	6.250	04/15/2032	HILCRP
HILT_16-SFP	2,500,000.00	0.07	$2,062,475.00	2.828	11/05/2035	HILT_16-S
HILTON DOMESTIC OPERATING COMPANY	1,088,890.72	0.04	$1,095,611.35	5.363	11/08/2030	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$643,130.88	3.625	02/15/2032	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$664,040.79	4.000	05/01/2031	HLT
HILTON GRAND VACATIONS BORROWER LL	900,000.00	0.03	$876,182.49	5.000	06/01/2029	HGVLLC
HOLCIM FINANCE (LUXEMBOURG) SA	1,100,000.00	0.04	$1,117,957.25	0.500	04/23/2031	HOLNSW
HONDURAS REPUBLIC OF	200,000.00	0.00	$227,750.00	8.625	11/27/2034	HONDUR
HONEYWELL AEROSPACE INC	2,535,000.00	0.09	$2,508,474.52	4.950	03/16/2036	HONA
HOWDEN UK REFINANCE PLC	3,738,000.00	0.13	$3,707,470.26	7.250	02/15/2031	HWDGRP
HSBC HOLDINGS PLC	500,000.00	0.01	$504,131.85	5.210	08/11/2028	HSBC
HSBC HOLDINGS PLC	3,800,000.00	0.13	$3,679,177.86	2.013	09/22/2028	HSBC
HSBC HOLDINGS PLC	2,700,000.00	0.09	$2,502,367.02	2.848	06/04/2031	HSBC
HSBC HOLDINGS PLC	1,000,000.00	0.03	$898,952.40	2.871	11/22/2032	HSBC
HSBC HOLDINGS PLC	500,000.00	0.02	$674,842.31	5.875	12/31/2079	HSBC
HSBC HOLDINGS PLC	2,790,000.00	0.10	$2,785,910.70	5.208	05/12/2034	HSBC
HSBC HOLDINGS PLC	1,985,000.00	0.07	$1,981,140.76	4.711	05/12/2030	HSBC
HTA GROUP LTD	330,000.00	0.01	$335,501.33	6.750	04/01/2031	HLSTWR
HTA GROUP LTD	365,000.00	0.01	$375,183.14	7.500	06/04/2029	HLSTWR
HUNGARIAN DEVELOPMENT BA	215,000.00	0.00	$222,642.90	6.500	06/29/2028	MAGYAR
HUNGARIAN FORINT	168.16	n/a	$0.55	0.000	-	HUF
HUNGARY (GOVERNMENT)	277,000.00	0.01	$299,372.38	6.750	09/25/2052	REPHUN
HUTAMA KARYA PERSERO PT	454,000.00	0.01	$434,893.95	3.750	05/11/2030	HAKAIJ
HYUNDAI CAPITAL SERVICES INC	330,000.00	0.01	$333,486.05	5.250	01/22/2028	HYUCAP
ICE CDS SELL PROTECTION 5.00 USD 1	275,000.00	0.00	$25,005.54	5.000	06/20/2028	ICE
ICE CDS SELL PROTECTION 5.00 USD 1	240,000.00	0.00	$6,421.89	0.050	12/20/2026	ICE
ICE: (BRITEL)	1,600,000.00	0.00	$36,053.02	0.000	12/20/2028	ICE
ICE: (CDX.NA.IG.36.V1)	1,900,000.00	n/a	$1,076.56	0.010	06/20/2026	ICE
ICE: (CDX.NA.IG.37.V1)	300,000.00	n/a	$1,525.73	0.010	12/20/2026	ICE
ICE: (CDX.NA.IG.46.V1)	3,100,000.00	0.00	$69,472.44	0.000	06/20/2031	ICE
ICE: (GS)	400,000.00	n/a	$203.72	1.000	06/20/2026	ICE
ICON PARENT INC	1,258,675.00	0.04	$1,203,215.26	6.983	11/13/2031	INST
IDR/USD FWD 20260608	9,780,790,516.00	0.02	$548,362.18	0.000	06/08/2026	IDJ060826
IDR/USD FWD 20260608	-9,757,160,000.00	-0.03	-$547,037.33	0.000	06/08/2026	IDA060826
IDR/USD FWD 20260610	19,555,372,743.00	0.04	$1,096,197.27	0.000	06/10/2026	IDD061026
IDR/USD FWD 20260610	10,053,777,549.00	0.02	$563,575.22	0.000	06/10/2026	IDC061026
IDR/USD FWD 20260610	-9,347,725,979.00	-0.02	-$523,996.74	0.000	06/10/2026	IDP061026
IDR/USD FWD 20260610	-797,158,055.00	-0.01	-$44,685.54	0.000	06/10/2026	IDG061026
IDR/USD FWD 20260610	26,103,535,937.00	0.05	$1,463,261.53	0.000	06/10/2026	IDJ061026
IDR/USD FWD 20260618	-2,978,145,000.00	-0.01	-$166,834.12	0.000	06/18/2026	IDA061826
IDR/USD FWD 20260622	-27,784,141,011.00	-0.06	-$1,555,945.18	0.000	06/22/2026	IDP062226
IDR/USD FWD 20260702	-28,185,229,812.00	-0.06	-$1,577,157.83	0.000	07/02/2026	IDP070226
IDR/USD FWD 20260916	11,372,084,149.00	0.02	$632,715.90	0.000	09/16/2026	IDG091626
IDR/USD FWD 20260916	9,287,055,500.00	0.01	$516,709.83	0.000	09/16/2026	IDC091626
IDR/USD FWD 20260916	40,269,328,823.00	0.08	$2,240,490.34	0.000	09/16/2026	IDP091626
IHS HOLDING LTD	605,000.00	0.02	$632,365.84	8.250	11/29/2031	IHS
ILS/USD FWD 20260610	-902,000.00	-0.02	-$319,919.97	0.000	06/10/2026	ILP061026
ILS/USD FWD 20260610	-932,498.71	-0.02	-$330,737.21	0.000	06/10/2026	ILA061026
ILS/USD FWD 20260610	-10,743,483.19	-0.15	-$3,810,482.06	0.000	06/10/2026	ILJ061026
ILS/USD FWD 20260617	-2,858,840.54	-0.04	-$1,014,004.84	0.000	06/17/2026	ILA061726
ILS/USD FWD 20260707	-3,773,283.48	-0.05	-$1,338,573.05	0.000	07/07/2026	ILJ070726
ILS/USD FWD 20260721	-557,281.98	-0.01	-$197,730.26	0.000	07/21/2026	ILA072126
ILS/USD FWD 20260721	-2,753,206.53	-0.04	-$976,870.36	0.000	07/21/2026	ILP072126
ILS/USD FWD 20260721	-3,069,812.51	-0.05	-$1,089,205.92	0.000	07/21/2026	ILC072126
INABS_07-A	880,530.86	0.02	$594,430.18	3.939	04/25/2037	INABS_07-
INDI 2A A	1,100,000.00	0.04	$1,283,818.81	3.404	07/15/2038	INDI_2A-A
INDOFOOD CBP SUKSES MAKMUR TBK PT	500,000.00	0.01	$461,467.45	3.398	06/09/2031	ICBPIJ
INEOS (INEOS FINANCE PLC)	139,292.94	0.00	$132,676.53	6.863	02/19/2030	INEGRP
INEOS STYROLUTION GROUP GMBH	300,000.00	0.01	$346,127.82	2.250	01/16/2027	STYRO
INFRA PARK SAS	1,700,000.00	0.07	$1,936,703.70	1.625	04/19/2028	VPARKI
ING GROEP NV	3,000,000.00	0.10	$2,948,016.90	3.875	12/31/2079	INTNED
INR/USD FWD 20260608	-11,471,400.00	-0.01	-$120,641.70	0.000	06/08/2026	ING060826
INR/USD FWD 20260615	-9,614,500.00	-0.01	-$101,019.40	0.000	06/15/2026	ING061526
INR/USD FWD 20260617	69,301,802.40	0.02	$727,960.08	0.000	06/17/2026	INP061726
INR/USD FWD 20260617	131,113,315.05	0.05	$1,377,240.64	0.000	06/17/2026	INC061726
INR/USD FWD 20260617	125,521,683.48	0.04	$1,318,505.02	0.000	06/17/2026	ING061726
INR/USD FWD 20260622	-202,783,262.53	-0.08	-$2,128,666.54	0.000	06/22/2026	INP062226
INR/USD FWD 20260624	53,650,361.00	0.02	$563,032.19	0.000	06/24/2026	INJ062426
INR/USD FWD 20260624	109,997,749.63	0.04	$1,154,368.27	0.000	06/24/2026	INC062426
INR/USD FWD 20260624	38,485,920.49	0.01	$403,889.40	0.000	06/24/2026	INP062426
INR/USD FWD 20260630	-36,075,288.80	-0.02	-$378,290.30	0.000	06/30/2026	INP063026
INR/USD FWD 20260701	93,149,388.60	0.03	$976,647.22	0.000	07/01/2026	INC070126
INR/USD FWD 20260701	-118,329,417.69	-0.05	-$1,240,653.30	0.000	07/01/2026	INP070126
INR/USD FWD 20260720	163,730,467.44	0.06	$1,712,350.73	0.000	07/20/2026	IND072026
INR/USD FWD 20260720	222,906,928.94	0.08	$2,331,238.94	0.000	07/20/2026	INP072026
INR/USD FWD 20260818	-233,929,311.33	-0.10	-$2,437,685.41	0.000	08/18/2026	INP081826
INR/USD FWD 20260818	231,064,223.39	0.08	$2,407,829.45	0.000	08/18/2026	INC081826
INTERNATIONAL CONTAINER TERMINAL S	245,000.00	0.00	$246,349.68	4.750	06/17/2030	ICTPM
INTESA SANPAOLO SPA	200,000.00	0.00	$239,505.78	7.750	12/31/2079	ISPIM
INTESA SANPAOLO SPA	1,300,000.00	0.04	$1,270,522.24	4.000	09/23/2029	ISPIM
INVSC 1A A1R	80,625.12	0.00	$94,017.63	2.854	07/15/2031	INVSC_1A-
IRB HOLDING CORP	3,408,832.53	0.12	$3,420,668.00	6.121	12/15/2030	ARGIHC
IRON MOUNTAIN INC	661,000.00	0.02	$654,195.67	5.250	07/15/2030	IRM
IRON MOUNTAIN INFORMATION MANAGEME	2,105,000.00	0.07	$2,029,840.55	5.000	07/15/2032	IRM
IRS AUD 4.5 06.18.25 10Y LCH	26,000,000.00	-0.03	-$546,771.79	0.000	06/18/2035	LCH
IRS EUR 1.00000 05/13/22-5Y LCH	4,100,000.00	-0.01	-$74,353.60	1.000	05/13/2027	LCH
IRS EUR 2.22 01.08.25 10Y LCH	80,000.00	-0.01	-$4,927.54	0.000	01/08/2035	LCH
IRS EUR 2.46 04.01.25 10Y LCH	1,100,000.00	-0.01	-$46,534.97	0.000	04/01/2035	LCH
IRS EUR 2.5 09.16.26 5Y LCH	14,900,000.00	-0.01	-$232,514.84	0.000	09/16/2031	LCH
IRS EUR 2.75 09.16.26 10Y LCH	22,450,000.00	-0.03	-$573,503.52	0.000	09/16/2036	LCH
IRS EUR 3.0 09.16.26 30Y LCH	6,790,000.00	0.00	$235,522.05	0.000	09/16/2056	LCH
IRS USD SOFR 1.75 12-21-22 30Y CME	17,000,000.00	0.25	$6,848,009.15	1.750	12/23/2052	CME
IRSA INVERSIONES Y REPRESENTACIONE	430,000.00	0.01	$446,692.60	8.000	03/31/2035	IRSAAR
IRV_25-200P	4,000,000.00	0.15	$4,039,300.00	5.295	03/14/2047	IRV_25-20
ISRAEL (STATE OF)	1,200,000.00	0.04	$1,224,198.12	5.375	02/19/2030	ISRAEL
ISRAEL (STATE OF)	1,400,000.00	0.05	$1,425,188.66	5.375	03/12/2029	ISRAEL
ISRAEL ELECTRIC CORP LTD	310,000.00	0.01	$309,897.86	5.633	01/28/2038	ISRELE
ISRAEL GOVT EM SP CBK CD SWAP	2,200,000.00	0.00	$19,274.02	1.000	06/20/2027	OTC
JAPAN (GOVERNMENT OF) 20YR #191	610,000,000.00	0.11	$3,064,860.77	2.000	12/20/2044	JGB
JAPAN (GOVERNMENT OF) 20YR #192	221,000,000.00	0.04	$1,180,077.42	2.400	03/20/2045	JPB
JAPAN (GOVERNMENT OF) 30YR #85	470,000,000.00	0.07	$2,143,499.83	2.300	12/20/2054	JGB
JAPAN (GOVERNMENT OF) 30YR #86	271,000,000.00	0.04	$1,265,293.41	2.400	03/20/2055	JGB
JAPAN (GOVERNMENT OF) 30YR #90	191,050,000.00	0.04	$1,162,992.06	3.700	03/20/2056	JGB
JAPAN (GOVERNMENT OF) 40YR #17	500,750,000.00	0.07	$2,114,821.01	2.200	03/20/2064	JGB
JAPANESE YEN	90,064,824.00	0.02	$565,502.93	0.000	-	JPY
JAPFA PTE LTD	470,000.00	0.01	$472,799.23	7.950	05/12/2031	JAPSP
JBS NV/USA FOODS/FOOD CO	2,070,000.00	0.07	$2,065,083.75	5.625	03/10/2037	JBS
JEFFERIES FINANCE LLC	688,015.08	0.02	$687,155.06	7.093	10/21/2031	JEFFIN
JEFFERIES FINANCIAL GROUP INC	1,155,000.00	0.04	$1,194,677.37	6.200	04/14/2034	JEF
JEFFERIES FINANCIAL GROUP INC	1,365,000.00	0.05	$1,350,064.99	5.125	04/28/2031	JEF
JEFFERIES GROUP INC	331,000.00	0.01	$337,467.01	6.450	06/08/2027	JEF
JPALT_07-A2A	2,507,840.69	0.04	$1,249,860.65	4.059	06/25/2037	JPALT_07-
JPM_06-A6	127,490.00	0.00	$100,501.63	5.270	10/25/2036	JPM_06-A6
JPMCC_16-JP2	1,250,000.00	0.04	$1,239,496.00	3.056	08/15/2049	JPMCC_16-
JPMDB_16-C2	539,443.24	0.02	$537,642.52	3.144	06/15/2049	JPMDB_16-
JPMDB_16-C4	1,065,000.00	0.03	$1,057,991.34	3.141	12/15/2049	JPMDB_16-
JPMDB_17-C7	2,395,000.00	0.08	$2,359,440.48	3.409	10/15/2050	JPMDB_17-
JPMMT_06-A7	22,598.97	0.00	$18,791.71	4.388	01/25/2037	JPMMT_06-
JPMMT_07-A1	17,925.50	0.00	$17,742.70	5.280	07/25/2035	JPMMT_07-
JPMMT_14-2	21,186.23	0.00	$20,848.05	3.308	06/25/2029	JPMMT_14-
JPMMT_14-2	21,186.23	0.00	$20,856.65	3.308	06/25/2029	JPMMT_14-
JPMMT_15-4	117,372.49	0.00	$108,993.46	3.507	06/25/2045	JPMMT_15-
JPMMT_15-4	274,619.48	0.00	$255,738.29	3.507	06/25/2045	JPMMT_15-
JPMMT_15-5	1,684.02	n/a	$1,680.89	5.216	05/25/2045	JPMMT_15-
JPMMT_15-6	86,126.31	0.00	$83,559.36	3.509	10/25/2045	JPMMT_15-
JPMMT_15-6	83,798.57	0.00	$81,229.69	3.509	10/25/2045	JPMMT_15-
JPMMT_16-4	124,963.33	0.00	$118,170.57	3.763	10/25/2046	JPMMT_16-
JPMMT_16-4	228,002.10	0.00	$214,873.65	3.763	10/25/2046	JPMMT_16-
JPMMT_17-1	649,302.93	0.02	$585,966.81	3.444	01/25/2047	JPMMT_17-
JPMMT_21-13	1,786,349.86	0.05	$1,528,033.31	3.156	04/25/2052	JPMMT_21-
JPMORGAN CHASE & CO	500,000.00	0.01	$453,825.05	2.963	01/25/2033	JPM
JPMORGAN CHASE & CO	1,100,000.00	0.04	$1,089,220.55	2.947	02/24/2028	JPM
JPMORGAN CHASE & CO	6,365,000.00	0.23	$6,310,238.72	1.470	09/22/2027	JPM
JPMORGAN CHASE & CO	5,500,000.00	0.18	$5,078,750.60	2.522	04/22/2031	JPM
JPMORGAN CHASE & CO	1,500,000.00	0.05	$1,495,229.55	4.452	12/05/2029	JPM
JPMORGAN CHASE & CO	1,340,000.00	0.05	$1,354,569.55	5.571	04/22/2028	JPM
JPMORGAN CHASE & CO	2,940,000.00	0.11	$3,153,441.06	6.254	10/23/2034	JPM
JPMORGAN CHASE & CO	1,400,000.00	0.05	$1,407,073.36	4.851	07/25/2028	JPM
JPMORGAN CHASE & CO	1,635,000.00	0.06	$1,662,464.40	5.103	04/22/2031	JPM
JPMORGAN CHASE & CO	2,090,000.00	0.07	$2,107,716.30	6.100	12/31/2079	JPM
JPMORGAN CHASE & CO	1,900,000.00	0.07	$1,890,183.08	4.408	04/23/2030	JPM
JPMORGAN CHASE & CO	2,855,000.00	0.10	$2,832,147.15	4.622	04/23/2032	JPM
JPMORGAN CHASE & CO	3,215,000.00	0.11	$3,196,572.91	5.148	04/23/2037	JPM
JPMORGAN CHASE & CO	4,470,000.00	0.16	$4,398,521.57	5.193	02/05/2037	JPM
JPMORGAN CHASE BANK NA	4,000,000.00	0.14	$4,016,454.00	5.110	12/08/2026	JPM
JPN 10YR BOND (OSE) JUN 26	-17.00	-0.52	-$13,757,762.22	0.000	06/15/2026	JBM6
JPY/USD FWD 20260602	-87,150,267.00	-0.03	-$547,385.92	0.000	06/02/2026	JPP060226
JPY/USD FWD 20260602	462,759,799.00	0.10	$2,906,568.26	0.000	06/02/2026	JPA060226
JPY/USD FWD 20260602 BNYM USD	-375,534,074.00	-0.09	-$2,358,708.39	0.000	06/02/2026	MJP060226
JPY/USD FWD 20260702	374,600,863.00	0.08	$2,358,704.40	0.000	07/02/2026	JPG070226
JPY/USD FWD 20260702	317,357,407.00	0.07	$1,998,266.39	0.000	07/02/2026	JPA070226
JPY/USD FWD 20260702	331,773,384.00	0.07	$2,089,037.74	0.000	07/02/2026	JPP070226
JSC KASPI.KZ	540,000.00	0.02	$548,101.78	6.250	03/26/2030	JSCKSP
JSW HYDRO ENERGY LTD	359,075.00	0.01	$337,033.18	4.125	05/18/2031	HBSPIN
JTI FIN SERIVES NA LLC	8,350,000.00	0.30	$8,289,888.35	0.000	08/06/2026	JTIFI
JUL26 TYU6 C @ 110.75	-15.00	-0.01	-$3,515.63	0.000	06/26/2026	TYN26C
JUL26 TYU6 C @ 111.0	-16.00	-0.01	-$2,750.00	0.000	06/26/2026	TYN26C
JUL26 TYU6 C @ 111.5	-16.00	n/a	-$1,750.00	0.000	06/26/2026	TYN26C
JUL26 TYU6 P @ 108.5	-31.00	-0.01	-$5,328.13	0.000	06/26/2026	TYN26P
JUL26 TYU6 P @ 109.0	-16.00	-0.01	-$4,500.00	0.000	06/26/2026	TYN26P
JYSKE REALKREDIT A/S	0.92	n/a	$0.12	1.500	10/01/2053	JYKRE
KAZAKHSTAN TEMIR ZHOLY FINANCE BV	905,000.00	0.03	$879,753.04	5.250	04/29/2036	KTZKZ
KENYA (REPUBLIC OF)	200,000.00	0.00	$209,598.04	9.500	03/05/2036	KENINT
KEYBANK NATIONAL ASSOCIATION	995,000.00	0.03	$1,013,564.81	5.850	11/15/2027	KEY
KINGDOM OF JORDAN	225,000.00	0.00	$221,636.21	5.750	11/12/2032	JORDAN
KKR & CO INC	3,115,000.00	0.11	$3,035,130.47	5.100	08/07/2035	KKR
KOOKMIN BANK	550,000.00	0.01	$499,345.00	2.500	11/04/2030	CITNAT
KOREA HYDRO & NUCLEAR POWER CO LTD	460,000.00	0.01	$466,145.69	5.000	07/18/2028	KOHNPW
KRW/USD FWD 20260608	-161,655,260.00	-0.01	-$107,216.53	0.000	06/08/2026	KRJ060826
KRW/USD FWD 20260608	161,541,601.00	0.00	$107,141.15	0.000	06/08/2026	KRG060826
KRW/USD FWD 20260615	163,760,851.00	0.00	$108,630.59	0.000	06/15/2026	KRG061526
KRW/USD FWD 20260617	161,622,155.00	0.00	$107,216.84	0.000	06/17/2026	KRJ061726
KRW/USD FWD 20260617	265,522,844.00	0.00	$176,142.43	0.000	06/17/2026	KRP061726
KRW/USD FWD 20260617	-2,085,234,204.00	-0.06	-$1,383,301.78	0.000	06/17/2026	KRD061726
KRW/USD FWD 20260622	-316,518,878.00	-0.01	-$209,996.39	0.000	06/22/2026	KRP062226
KRW/USD FWD 20260629	63,241,305.00	0.00	$41,964.59	0.000	06/29/2026	KRP062926
KRW/USD FWD 20260630	149,719,000.00	0.00	$99,350.22	0.000	06/30/2026	KRA063026
KUWAIT INTL BOND	1,400,000.00	0.05	$1,402,015.90	4.804	04/20/2033	KUWIB
LAS VEGAS SANDS CORP	1,900,000.00	0.07	$1,927,758.43	5.625	06/15/2028	LVS
LATAM AIRLINES GROUP SA	495,000.00	0.01	$516,606.75	7.875	04/15/2030	LTMCI
LBMLT_06-1	2,123,519.63	0.07	$1,901,282.26	4.299	02/25/2036	LBMLT_06-
LBMLT_06-7	1,959,584.04	0.03	$1,028,200.21	4.009	08/25/2036	LBMLT_06-
LBTY 2026-225L D	4,000,000.00	0.14	$3,945,182.00	5.708	02/10/2031	LBTY 2026
LBTY_26-225L	3,700,000.00	0.13	$3,640,338.24	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	$33,149.71	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	$6,869.02	0.000	03/03/2036	SWU02NMD3
LD CELULOSE SA	355,000.00	0.01	$370,642.72	7.950	01/26/2032	LNZAV
LEBANON (REPUBLIC OF)	465,000.00	0.00	$121,288.93	0.000	03/23/2027	LEBAN
LEIDOS INC	735,000.00	0.02	$750,044.35	5.400	03/15/2032	LDOS
LEIDOS INC	2,855,000.00	0.10	$2,767,836.85	5.000	03/15/2036	LDOS
LEXT 2026-450 A	6,570,000.00	0.24	$6,586,425.00	4.977	03/15/2043	LEXT 2026
LGATE_06-1X	516,778.56	0.02	$682,915.50	3.730	12/01/2060	LGATE_06-
LGATE_08-W1X	174,443.20	0.00	$234,558.29	3.730	01/01/2061	LGATE_08-
LIGHTNING POWER LLC	1,324,195.50	0.04	$1,330,195.43	5.894	08/18/2031	LIGPLL
LLOYDS BANKING GROUP PLC	1,400,000.00	0.05	$1,393,700.70	3.750	03/18/2028	LLOYDS
LLOYDS BANKING GROUP PLC ICE	1,700,000.00	0.00	$7,985.52	0.000	12/20/2030	ICE
LMT_07-10	1,142,998.42	0.01	$280,868.09	6.500	01/25/2038	LMT_07-10
LOGICOR FINANCING SARL	3,400,000.00	0.14	$3,955,253.99	3.250	11/13/2028	LOGICR
LONG GILT SEP 26	21.00	0.09	$2,509,629.32	0.000	09/28/2026	G U6
LONG TERM RECEIVABLES	-4,396,466.44	-0.17	-$4,396,466.44	0.000	-	SECNCAHUS
LSEG US FIN CORP	3,250,000.00	0.11	$3,216,248.75	0.000	09/02/2026	LSELN
LYB INTERNATIONAL FINANCE III LLC	3,775,000.00	0.14	$3,829,848.11	5.875	01/15/2036	LYB
MADCMT_25-11MD	6,200,000.00	0.22	$6,167,434.50	4.754	10/15/2042	MADCMT_25
MAGNE 2025-45A D1	750,000.00	0.02	$748,642.50	6.173	04/15/2038	MAGNE_25-
MAGNE 2025-51A A1	10,300,000.00	0.38	$10,312,875.00	4.867	10/25/2038	MAGNE_51-
MALAYSIAN RINGGIT	27.50	n/a	$6.94	0.000	-	MYR
MALT_04-5	6,700.88	0.00	$6,858.05	7.000	06/25/2034	MALT_04-5
MANSD_07-1X	138,704.07	0.00	$186,102.95	3.730	04/15/2047	MANSD_07-
MARCOBRE SAC	490,000.00	0.01	$482,037.50	5.750	01/22/2036	MARSAC
MARM_04-4	17,717.11	0.00	$17,334.76	5.304	05/25/2034	MARM_04-4
MARRIOTT INTERNATIONAL INC	900,000.00	0.03	$830,680.92	3.500	10/15/2032	MAR
MASTR_04-3	442.16	n/a	$457.59	7.000	04/25/2034	MASTR_04-
MAUSER PACKAGING SOLUTIONS HOLDING	2,064,000.00	0.07	$2,086,388.21	7.875	04/15/2030	BWY
MAZOON ASSET COMPANY SAOC	200,000.00	0.00	$202,092.50	5.250	10/09/2031	MAZOON
MCCP 2024-3A A	4,000,000.00	0.14	$4,000,564.00	4.935	01/20/2035	ATLAVE_24
MCLO_21-16R-A1R	1,250,000.00	0.04	$1,250,937.50	4.783	04/15/2034	MCLO_21-1
MCMLT_19-1	2,502,240.07	0.09	$2,452,279.59	3.250	10/25/2069	MCMLT_19-
MDPK 2018-27A D1R	850,000.00	0.03	$830,606.40	6.525	04/20/2038	MDPK_18-2
MEDLINE BORROWER LP & MEDLINE CO-I	1,550,000.00	0.05	$1,551,469.40	5.250	06/15/2033	MEDIND
MEDLINE BORROWER LP & MEDLINE CO-I	2,635,000.00	0.09	$2,633,674.60	5.000	06/15/2031	MEDIND
MELCO RESORTS FINANCE LTD	415,000.00	0.01	$427,797.60	7.625	04/17/2032	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$199,221.18	5.750	07/21/2028	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$195,333.58	5.375	12/04/2029	MPEL
MERCK & CO INC	910,000.00	0.03	$901,024.22	3.850	03/15/2029	MRK
MERCK & CO INC	2,425,000.00	0.08	$2,386,472.33	4.150	03/15/2031	MRK
MERCK & CO INC	2,130,000.00	0.08	$2,157,600.75	5.200	05/22/2036	MRK
META PLATFORMS INC	2,775,000.00	0.10	$2,801,880.32	6.300	05/15/2056	META
META PLATFORMS INC	1,315,000.00	0.04	$1,314,392.47	5.250	05/15/2036	META
META PLATFORMS INC	1,010,000.00	0.03	$931,950.13	5.625	11/15/2055	META
METROPOLITAN BANK AND TRUST COMPAN	265,000.00	0.01	$271,532.83	5.375	03/06/2029	MBTPM
MEXICAN PESO	241.41	n/a	$13.92	0.000	-	MXN
MEXICO (UNITED MEXICAN STATES)	250,000.00	0.00	$245,125.00	5.375	03/22/2033	MEX
MEXICO (UNITED MEXICAN STATES) (GO	600,000.00	0.02	$603,420.00	5.850	07/02/2032	MEX
MEXICO (UNITED MEXICAN STATES) (GO	900,000.00	0.03	$942,570.00	6.875	05/13/2037	MEX
MEXICO (UNITED MEXICAN STATES) (GO	550,000.00	0.02	$539,962.50	6.125	02/09/2038	MEX
MF1_25-FL17	1,400,000.00	0.05	$1,400,221.20	4.945	02/21/2040	MF1_25-FL
MGM CHINA HOLDINGS LTD	200,000.00	0.00	$199,675.50	4.750	02/01/2027	MGMCHI
MHP LUX SA	515,000.00	0.01	$535,442.82	10.500	07/28/2029	MHPSA
MIDCONTINENT COMMUNICATION	1,206,625.00	0.04	$1,204,362.58	6.120	08/08/2031	MIDCON
MIDCONTINENT COMMUNICATIONS	1,625,000.00	0.05	$1,535,692.93	8.000	08/15/2032	MIDCON
MILLICOM INTERNATIONAL CELLULAR S.	401,000.00	0.01	$413,162.33	7.375	04/02/2032	TIGO
MISC CAPITAL TWO (LABUAN) LTD	315,000.00	0.01	$312,775.47	3.750	04/06/2027	MISCMK
MITSUBISHI UFJ FINANCIAL GROUP INC	1,800,000.00	0.06	$1,669,640.94	2.559	02/25/2030	MUFG
MITSUBISHI UFJ FINANCIAL GROUP INC	1,080,000.00	0.04	$1,078,623.43	4.847	04/21/2032	MUFG
MIZUHO FINANCIAL GROUP INC	2,000,000.00	0.06	$1,844,548.20	2.591	05/25/2031	MIZUHO
MIZUHO FINANCIAL GROUP INC	3,100,000.00	0.11	$2,989,142.76	3.261	05/22/2030	MIZUHO
MIZUHO FINANCIAL GROUP INC	1,400,000.00	0.04	$1,241,201.08	2.564	09/13/2031	MIZUHO
MLMI_04-A1	863.52	n/a	$825.98	5.656	02/25/2034	MLMI_04-A
MNEQ HLDGS INC	2,589.00	0.00	$154,045.50	0.000	04/29/2033	2512936D
MOBILIARE SA / MEXICO SA	450,000.00	0.01	$450,976.50	6.750	11/10/2032	MOBLMC
MONG DUONG FIN HLDGS BV	604,737.63	0.02	$599,011.19	5.125	05/07/2029	MONDFI
MONTENEGRO (REPUBLIC OF)	140,000.00	0.00	$165,290.34	4.875	04/01/2032	MONTEN
MORGAN STANLEY	1,717,000.00	0.06	$1,761,480.60	6.296	10/18/2028	MS
MORGAN STANLEY	4,100,000.00	0.15	$4,136,994.71	5.123	02/01/2029	MS
MORGAN STANLEY	1,688,000.00	0.06	$1,755,386.48	6.407	11/01/2029	MS
MORGAN STANLEY	4,400,000.00	0.19	$5,206,169.70	3.790	03/21/2030	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,212,793.68	5.652	04/13/2028	MS
MORGAN STANLEY	4,500,000.00	0.16	$4,514,179.50	3.630	04/13/2028	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,230,522.72	5.656	04/18/2030	MS
MORGAN STANLEY	1,700,000.00	0.06	$1,696,828.82	3.625	01/20/2027	MS
MORGAN STANLEY	1,400,000.00	0.05	$1,398,380.06	4.210	04/20/2028	MS
MORGAN STANLEY	2,000,000.00	0.08	$2,191,412.12	0.495	10/26/2029	MS
MORGAN STANLEY	2,055,000.00	0.07	$2,046,703.35	4.809	04/16/2032	MS
MORGAN STANLEY	1,730,000.00	0.06	$1,725,977.75	5.296	04/10/2037	MS
MOROCCO (KINGDOM OF)	200,000.00	0.00	$141,869.78	4.000	12/15/2050	MOROC
MS INST LIQ GOVT CL INST	10,675,000.00	0.39	$10,675,000.00	0.000	06/06/2079	MVRXX
MSAC_07-H5	2,430,544.91	0.03	$974,274.93	4.039	03/25/2037	MSAC_07-H
MSAC_07-HE1	3,111,919.07	0.06	$1,728,179.05	3.999	11/25/2036	MSAC_07-H
MSC_14-150E	3,700,000.00	0.12	$3,483,634.73	3.912	09/10/2032	MSC_14-15
MSC_19-L3	1,000,000.00	0.03	$947,925.40	3.127	11/15/2052	MSC_19-L3
MUNICIPAL ELEC AUTH GA	1,639,000.00	0.06	$1,756,876.88	6.655	04/01/2057	MELPWR
MUTHOOT FINANCE LTD	505,000.00	0.01	$509,463.39	6.375	03/02/2030	MUTHIN
MUTUAL OF OMAHA COMPANIES GLOBAL F	1,950,000.00	0.07	$1,925,265.62	4.546	01/13/2031	MUTOMA
MV24 CAPITAL BV	416,418.00	0.01	$421,267.15	6.748	06/01/2034	MVFPSO
MXN/USD FWD 20260617	34,078,198.25	0.07	$1,962,460.70	0.000	06/17/2026	MXC061726
MXN/USD FWD 20260617	88,446,983.03	0.18	$5,093,395.10	0.000	06/17/2026	MXG061726
MXN/USD FWD 20260617	14,242,776.09	0.03	$820,198.54	0.000	06/17/2026	MXP061726
MXN/USD FWD 20260617	-158,617,286.37	-0.35	-$9,134,291.31	0.000	06/17/2026	MXJ061726
MXN/USD FWD 20260617	19,218,738.00	0.04	$1,106,749.18	0.000	06/17/2026	MXA061726
MXN/USD FWD 20260917	5,114,880.61	0.01	$292,237.20	0.000	09/17/2026	MXC091726
MXN/USD FWD 20260917	197,324,783.25	0.41	$11,274,093.46	0.000	09/17/2026	MXJ091726
MXN/USD FWD 20261216	4,678,192.83	0.00	$265,252.80	0.000	12/16/2026	MXJ121626
NANSHAN LIFE PTE LTD	490,000.00	0.01	$481,450.04	5.875	03/17/2041	NSINTW
NATIONAL FUEL GAS COMPANY	700,000.00	0.02	$700,684.46	4.750	05/15/2029	NFG
NATIONWIDE BUILDING SOCIETY	800,000.00	0.02	$791,552.00	2.972	02/16/2028	NWIDE
NATIONWIDE BUILDING SOCIETY	5,200,000.00	0.19	$5,172,933.48	4.302	03/08/2029	NWIDE
NATWEST GROUP PLC	500,000.00	0.02	$668,394.82	5.125	12/31/2079	NWG
NATWEST GROUP PLC SNR SE ICE	6,300,000.00	0.00	$149,476.33	1.000	12/20/2030	ICE
NAVOI MINING AND METALLURGICAL COM	315,000.00	0.01	$333,674.15	6.950	10/17/2031	NAVOIM
NBK SPC LTD	400,000.00	0.01	$395,742.00	1.625	09/15/2027	NTBKKK
NC QAZAQGAZ JSC	340,000.00	0.01	$333,646.11	5.625	05/08/2036	KZTGKZ
NCHET_05-1	135,762.17	0.00	$137,025.69	4.419	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	$649,106.25	4.630	07/16/2035	NEUB_21-4
NEW 5.250% SENIOR NOTES DUE 2035	315,000.00	0.01	$327,476.93	5.250	05/26/2035	BABA
NEW BROADCOM INC NOTES DUE 2037	115,000.00	0.00	$111,788.86	4.926	05/15/2037	AVGO
NEW YORK ST URBAN DEV CORP	535,000.00	0.02	$549,803.45	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	350,249.05	0.00	$209,746.64	0.000	-	NZD
NEXTERA ENERGY CAPITAL HOLDINGS IN	2,500,000.00	0.08	$2,379,421.75	1.900	06/15/2028	NEE
NGL ENERGY OPERATING LLC	1,050,000.00	0.04	$1,103,935.88	8.375	02/15/2032	NGL
NIGERIA (FEDERAL REPUBLIC OF)	261,000.00	0.01	$288,098.64	8.631	01/13/2036	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	320,000.00	0.01	$329,949.73	7.375	09/28/2033	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	200,000.00	0.00	$206,860.08	7.143	02/23/2030	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	337,000.00	0.01	$356,780.01	7.875	02/16/2032	NGERIA
NISSAN MOTOR ACCEPTANCE COMPANY LL	300,000.00	0.01	$279,614.67	2.450	09/15/2028	NSANY
NISSAN MOTOR ACCEPTANCE COMPANY LL	100,000.00	0.00	$99,622.31	5.687	09/13/2027	NSANY
NISSAN MOTOR CO LTD	1,400,000.00	0.05	$1,381,953.16	4.345	09/17/2027	NSANY
NISSAN MOTOR CO LTD	600,000.00	0.02	$562,367.16	4.810	09/17/2030	NSANY
NMOTR 2024-B A	8,000,000.00	0.29	$8,049,693.60	5.050	02/15/2029	NMOTR_24-
NNSLT_26-A	3,123,753.85	0.11	$3,068,176.96	4.610	02/21/2061	NNSLT_26-
NOK/USD FWD 20260602	6,581,325.06	0.02	$711,723.39	0.000	06/02/2026	NOJ060226
NOK/USD FWD 20260602	-4,692,962.37	-0.02	-$507,510.42	0.000	06/02/2026	NOD060226
NOK/USD FWD 20260602	-1,889,116.01	-0.01	-$204,294.43	0.000	06/02/2026	MNO060226
NOK/USD FWD 20260702	1,890,004.46	0.00	$204,289.13	0.000	07/02/2026	NOA070226
NOK/USD FWD 20260702	4,695,160.52	0.01	$507,496.29	0.000	07/02/2026	NOD070226
NORTHUMBRIAN WATER FINANCE PLC	700,000.00	0.03	$932,830.54	1.625	10/11/2026	NWGLN
NORWEGIAN KRONER	3,600,094.51	0.01	$389,348.83	0.000	-	NOK
NOVA SECURITISATION SARL	625,000.00	0.02	$593,899.56	6.500	02/03/2036	SBSPAB
NOVARTIS CAPITAL CORP	1,350,000.00	0.05	$1,343,775.15	4.400	03/18/2031	NOVNVX
NOVARTIS CAPITAL CORP	2,325,000.00	0.08	$2,316,784.85	4.900	03/18/2036	NOVNVX
NOVARTIS CAPITAL CORP	945,000.00	0.03	$959,272.24	5.700	03/18/2056	NOVNVX
NOVELIS CORP	1,580,000.00	0.05	$1,525,935.72	4.750	01/30/2030	HNDLIN
NRG ENERGY INC	1,760,000.00	0.06	$1,735,479.15	4.734	10/15/2030	NRG
NRG ENERGY INC	1,405,000.00	0.05	$1,380,501.72	5.407	10/15/2035	NRG
NRZT_18-RPL1	69,039.96	0.00	$66,978.72	3.500	12/25/2057	NRZT_18-R
NRZT_19-RPL3	1,449,266.88	0.05	$1,401,969.77	2.750	07/25/2059	NRZT_19-R
NTT FINANCE CORP	400,000.00	0.01	$400,354.84	4.620	07/16/2028	NTT
NTT FINANCE CORP	900,000.00	0.03	$919,338.57	3.620	07/16/2030	NTT
NYC_26-W57	7,705,000.00	0.28	$7,697,058.46	5.353	06/06/2040	NYC_26-W5
NYKREDIT REALKREDIT A/S	0.72	n/a	$0.09	2.000	10/01/2053	NYKRE
NZD/USD FWD 20260603	-182,000.00	-0.01	-$109,008.77	0.000	06/03/2026	NZJ060326
NZD/USD FWD 20260603	-11,621,000.00	-0.26	-$6,960,389.57	0.000	06/03/2026	NZP060326
NZD/USD FWD 20260603	11,803,000.00	0.26	$7,069,398.34	0.000	06/03/2026	MNZ060326
NZD/USD FWD 20260702	-11,803,000.00	-0.27	-$7,076,102.36	0.000	07/02/2026	NZA070226
OAKC 2012-7A D1R4	850,000.00	0.03	$848,487.85	6.142	02/20/2038	OAKC_12-7
OAKCL 2020-1A D1RR	800,000.00	0.02	$799,048.80	6.273	01/15/2038	OAKCL_20-
OBX_24-NQM8	1,599,304.34	0.06	$1,611,750.93	6.233	05/25/2064	OBX_24-NQ
OCP SA	310,000.00	0.01	$308,536.65	7.368	12/31/2079	OCPMR
OCT51 2021-1A AR	2,750,000.00	0.10	$2,749,219.00	4.665	07/20/2034	OCT51_21-
OFFICE CHERIFIEN DES PHO	200,000.00	0.00	$184,731.30	3.750	06/23/2031	OCPMR
OFFICE CHERIFIEN DES PHO	805,000.00	0.02	$644,625.32	5.125	06/23/2051	OCPMR
OIS CAD CAONREPO 2.9 03.31.25 8Y	200,000.00	n/a	$907.01	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3 01.08.25 9Y LCH	2,600,000.00	0.00	$8,985.66	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.10.25 9Y LCH	3,500,000.00	0.00	$12,096.08	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.13.25 8Y LCH	2,300,000.00	n/a	-$95.96	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3.0 01.23.25 9Y L	5,800,000.00	0.00	$20,044.94	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3.5 3.28.24 8Y LC	16,200,000.00	-0.02	-$365,962.52	0.000	06/01/2032	LCH
OLIN CORP	3,574,000.00	0.13	$3,552,242.20	6.625	04/01/2033	OLN
OMAN SULTANATE OF (GOVERNMENT)	343,000.00	0.01	$374,700.20	6.750	01/17/2048	OMAN
ONEMAIN FINANCE CORP	2,770,000.00	0.10	$2,794,880.14	7.125	09/15/2032	OMF
ONEOK INC	700,000.00	0.02	$716,792.79	5.650	11/01/2028	OKE
ONEOK INC	960,000.00	0.03	$895,712.35	5.700	11/01/2054	OKE
ONEOK INC	1,500,000.00	0.05	$1,490,992.65	4.350	03/15/2029	OKE
OOMLT_05-1	512,569.71	0.01	$490,917.07	4.479	02/25/2035	OOMLT_05-
OOMLT_07-4-2A4	4,133,864.58	0.08	$2,351,211.13	4.009	04/25/2037	OOMLT_07-
ORACLE CORPORATION	420,000.00	0.01	$390,257.87	4.700	09/27/2034	ORCL
ORACLE CORPORATION	3,520,000.00	0.11	$3,150,132.83	5.875	09/26/2045	ORCL
ORACLE CORPORATION	700,000.00	0.02	$693,096.32	4.550	02/04/2029	ORCL
ORACLE CORPORATION	1,210,000.00	0.04	$1,166,212.40	6.700	02/04/2056	ORCL
ORACLE CORPORATION	2,575,000.00	0.09	$2,530,884.33	5.991	02/04/2036	ORCL
ORANGE SA	1,720,000.00	0.06	$1,686,712.50	4.760	01/13/2031	ORAFP
ORANGE SA	3,135,000.00	0.11	$3,078,702.61	5.413	01/13/2036	ORAFP
ORANGE SA	1,430,000.00	0.05	$1,413,976.28	4.750	01/13/2033	ORAFP
ORLEN SA	475,000.00	0.01	$492,594.57	6.000	01/30/2035	PKNPW
ORO USD 10Y C 3.11000 L 05/28/27 - MYC	2,200,000.00	0.00	$6,584.93	0.000	05/28/2027	MS
ORO USD 10Y C 3.11100 L 05/28/27 - DUB	14,200,000.00	0.00	$42,599.41	0.000	05/28/2027	DB
ORO USD 10Y C 3.82 L 06.01.26 BPS	-1,000,000.00	n/a	-$0.09	0.000	06/01/2026	BNP
ORO USD 10Y C 3.855 L 06.04.26 JPM	-700,000.00	n/a	-$18.74	0.000	06/04/2026	LCH
ORO USD 10Y C 3.87 L 06.08.26 MYC	-700,000.00	n/a	-$134.44	0.000	06/08/2026	MS
ORO USD 10Y C 3.885 L 06.04.26 GLM	-600,000.00	n/a	-$42.52	0.000	06/04/2026	GS
ORO USD 10Y C 4.035 L 06.22.26 MYC	-900,000.00	-0.01	-$4,549.21	0.000	06/22/2026	MS
ORO USD 10Y C 4.054 L 06.22.26 BPS	-700,000.00	-0.01	-$4,102.68	0.000	06/22/2026	BNP
ORO USD 10Y C 4.093 L 06.22.26 MYC	-300,000.00	n/a	-$2,324.38	0.000	06/22/2026	MS
ORO USD 10Y P 4.07 L 06.01.26 BPS	-1,000,000.00	n/a	-$946.38	0.000	06/01/2026	BNP
ORO USD 10Y P 4.105 L 06.04.26 JPM	-700,000.00	n/a	-$633.56	0.000	06/04/2026	JPM
ORO USD 10Y P 4.12 L 06.08.26 MYC	-700,000.00	n/a	-$886.05	0.000	06/08/2026	MS
ORO USD 10Y P 4.155 L 06.04.26 GLM	-600,000.00	n/a	-$187.70	0.000	06/04/2026	GS
ORO USD 10Y P 4.315 L 06.22.26 MYC	-900,000.00	n/a	-$505.16	0.000	06/22/2026	MS
ORO USD 10Y P 4.354 L 06.22.26 BPS	-700,000.00	n/a	-$276.65	0.000	06/22/2026	BNP
ORO USD 10Y P 4.413 L 06.22.26 MYC	-300,000.00	n/a	-$69.92	0.000	06/22/2026	MS
ORO USD 1Y P 3.757 L 09.18.26 DUB	96,900,000.00	0.00	$236,026.26	0.000	09/18/2026	DB
ORO USD 1Y P 3.757 L 09.18.26 MYC	151,700,000.00	0.01	$369,506.54	0.000	09/18/2026	MS
ORO USD 1Y P 3.757 L 09.18.26 MYC	800,000.00	n/a	$1,948.62	0.000	09/18/2026	MS
OTC EPUT USD VS KRW @ 1350 BOA	-2,044,754.00	n/a	-$95.41	0.000	07/09/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1350 BOA	-455,246.00	n/a	-$26.62	0.000	07/13/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1400 BOA	2,044,754.00	n/a	$652.63	0.000	07/09/2026	PUT USD/K
OVERSEA-CHINESE BANKING CORPORATIO	795,000.00	0.02	$786,245.94	4.550	09/08/2035	OCBCSP
OWL ROCK CAPITAL CORP	500,000.00	0.01	$472,050.70	2.875	06/11/2028	OBDC
PACIFIC GAS AND ELECTRIC CO	700,000.00	0.02	$694,440.25	3.300	03/15/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	800,000.00	0.02	$775,361.76	3.000	06/15/2028	PCG
PACIFIC GAS AND ELECTRIC COMPANY	3,200,000.00	0.11	$3,157,570.24	4.200	03/01/2029	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,300,000.00	0.04	$1,261,306.41	4.400	03/01/2032	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.03	$950,492.51	4.500	07/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.02	$735,998.45	3.500	08/01/2050	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,400,000.00	0.05	$1,361,386.32	2.100	08/01/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	600,000.00	0.01	$451,189.50	3.300	08/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	3,458,000.00	0.12	$3,325,034.37	6.000	05/01/2056	PCG
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$178,502.00	3.298	01/19/2033	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$215,386.00	6.853	03/28/2054	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	235,000.00	0.00	$249,534.75	6.400	02/14/2035	PANAMA
PARAGUAY REPUBLIC OF (GOVERNMENT)	403,000.00	0.01	$365,924.00	5.400	03/30/2050	PARGUY
PARAGUAY REPUBLIC OF (GOVERNMENT)	220,000.00	0.00	$199,760.00	5.400	03/30/2050	PARGUY
PATRIMONIO EN FIDEICOMISO DS 093-2	490,000.00	0.01	$482,777.40	5.650	10/16/2032	INRSHM
PEDERNALES ELECTRIC COOPERATIVE IN	423,000.00	0.01	$432,899.72	6.202	11/15/2032	PEDELC
PEN/USD FWD 20260608	9,247.49	0.00	$2,707.49	0.000	06/08/2026	PEC060826
PEN/USD FWD 20260617	6,141,761.62	0.06	$1,797,534.63	0.000	06/17/2026	PEC061726
PEN/USD FWD 20260617	-6,141,785.01	-0.07	-$1,797,541.48	0.000	06/17/2026	PEG061726
PEN/USD FWD 20260916	17,881.57	0.00	$5,208.80	0.000	09/16/2026	PEC091626
PEN/USD FWD 20261216	-6,211,981.93	-0.07	-$1,801,221.87	0.000	12/16/2026	PEC121626
PEN/USD FWD 20270128	-5,123,075.68	-0.06	-$1,482,525.86	0.000	01/28/2027	PEC012827
PEN/USD FWD 20270507	-7,298,540.17	-0.08	-$2,102,969.48	0.000	05/07/2027	MPE050727
PENNYMAC FINANCIAL SERVICES INC	2,755,000.00	0.10	$2,699,922.59	6.875	05/15/2032	PFSI
PERTAMINA HULU ENERGI PT	600,000.00	0.02	$604,417.98	5.250	05/21/2030	PERHUL
PERU (REPUBLIC OF)	9,100,000.00	0.10	$2,776,682.23	6.850	08/12/2035	PERUGB
PERU (REPUBLIC OF)	700,000.00	0.00	$213,628.76	6.150	08/12/2032	PERU
PERU (REPUBLIC OF)	6,300,000.00	0.07	$2,034,368.01	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	$175,242.00	5.250	05/15/2047	PLNIJ
PERUVIAN NUEVO SOL	647,248.19	0.00	$189,586.46	0.000	-	PEN
PETROBRAS GLOBAL FINANCE BV	550,000.00	0.02	$547,250.00	6.250	01/10/2036	PETBRA
PETROLEOS DE VENEZUELA SA	390,000.00	0.00	$184,298.01	0.000	05/17/2035	PDVSA
PETROLEOS MEXICANOS	240,000.00	0.00	$219,779.88	7.690	01/23/2050	PEMEX
PETROLEOS MEXICANOS	600,000.00	0.02	$591,962.88	5.950	01/28/2031	PEMEX
PETROLEOS MEXICANOS	76,000.00	0.00	$76,659.91	6.700	02/16/2032	PEMEX
PETROLEOS MEXICANOS	200,000.00	0.00	$235,089.00	10.000	02/07/2033	PEMEX
PETRONAS CAPITAL LTD	430,000.00	0.01	$438,498.05	4.950	01/03/2031	PETMK
PETRONAS CAPITAL LTD	460,000.00	0.01	$412,775.07	2.480	01/28/2032	PETMK
PFIZER INC	825,000.00	0.03	$817,604.54	4.200	11/15/2030	PFE
PFIZER INC	1,250,000.00	0.04	$1,236,599.75	4.875	11/15/2035	PFE
PFP_24-11	1,740,786.98	0.06	$1,741,718.30	5.493	09/17/2039	PFP_24-11
PHILIP MORRIS INTERNATIONAL INC	1,800,000.00	0.06	$1,792,558.26	4.125	04/28/2028	PM
PHILIP MORRIS INTERNATIONAL INC	1,380,000.00	0.05	$1,355,245.01	4.875	04/29/2036	PM
PHILIPPINES (REPUBLIC OF)	338,000.00	0.01	$328,959.11	5.000	01/13/2037	PHILIP
PILOT_24-1	2,559,459.12	0.09	$2,564,563.19	4.670	11/22/2027	PILOT_24-
PLN/USD FWD 20260610	-965,489.06	-0.01	-$266,206.83	0.000	06/10/2026	PLA061026
PLN/USD FWD 20260610	4,373,335.31	0.04	$1,205,825.90	0.000	06/10/2026	PLP061026
PLN/USD FWD 20260610	4,779,155.93	0.04	$1,317,719.68	0.000	06/10/2026	PLG061026
PLN/USD FWD 20260624	8,256,638.13	0.08	$2,276,475.52	0.000	06/24/2026	PLJ062426
PLN/USD FWD 20260624	6,056,135.42	0.06	$1,669,764.84	0.000	06/24/2026	PLA062426
PLN/USD FWD 20260624	1,005,000.00	0.01	$277,093.15	0.000	06/24/2026	PLP062426
PLUSPETROL SA	460,000.00	0.01	$483,230.00	8.500	05/30/2032	PLUSPE
PNC BANK NATIONAL ASSOCIATION	2,400,000.00	0.08	$2,377,655.52	4.050	07/26/2028	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,645,000.00	0.06	$1,818,506.70	6.875	10/20/2034	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,090,000.00	0.04	$1,125,927.93	5.676	01/22/2035	PNC
POLAND (REPUBLIC OF)	203,000.00	0.00	$188,994.48	5.500	04/04/2053	POLAND
POLAND (REPUBLIC OF)	200,000.00	0.00	$203,880.12	4.875	02/12/2030	POLAND
POLISH ZLOTY	266.02	n/a	$73.35	0.000	-	PLN
POPULAR INC	1,987,000.00	0.07	$2,062,881.54	7.250	03/13/2028	BPOP
PRIO LUXEMBOURG HOLDING SARL	420,000.00	0.01	$419,895.00	7.000	10/15/2030	PRIOBZ
PRKCM_24-AFC1	404,983.75	0.01	$407,036.61	6.333	03/25/2059	PRKCM_24-
PROLOGIS LP	1,300,000.00	0.03	$947,939.65	4.200	02/15/2033	PLD
PRPM_24-RPL1	2,448,840.19	0.08	$2,413,168.18	4.189	12/25/2064	PRPM_24-R
PSTET 2024-1A AR	189,100.35	0.00	$220,192.74	3.253	08/15/2033	PSTET 202
PSTET 2025-1A A	1,224,727.15	0.05	$1,427,511.78	3.054	10/15/2034	PSTET_25-
PSTET 2025-2A A	2,514,539.68	0.10	$2,937,153.21	3.433	02/15/2035	PSTET 202
PSTET_25-3	925,653.83	0.04	$1,079,571.42	3.134	07/15/2035	PSTET_25-
PUBLIC FIN AUTH WIS TOLL REV	2,375,000.00	0.09	$2,637,841.25	6.500	12/31/2065	PUBTRN
QNB FINANCE LTD	1,400,000.00	0.05	$1,407,910.00	0.000	04/27/2029	QNBK
QNB FINANSBANK AS	275,000.00	0.01	$298,734.29	10.750	11/15/2033	QNBFB
QTS FAYETTEVILLE I DC1-2 LLC	1,145,000.00	0.04	$1,114,952.68	5.700	04/15/2036	QTSQST
QUEBEC (PROVINCE OF)	11,800,000.00	0.33	$9,020,689.81	4.450	09/01/2034	Q
QUEEN MERGERCO INC	660,000.00	0.02	$672,936.00	6.750	04/30/2032	BECN
RAAC_05-SP2	105,284.13	0.00	$98,049.18	4.299	06/25/2044	RAAC_05-S
RAIZEN FUELS FINANCE SA	565,000.00	0.01	$324,874.89	6.250	07/08/2032	RAIZBZ
RAIZEN FUELS FINANCE SA	465,000.00	0.00	$266,212.50	6.950	03/05/2054	RAIZBZ
RALI_07-QA5	1,712,286.83	0.04	$1,122,637.57	6.157	09/25/2037	RALI_07-Q
RALI_07-QH8	900,963.92	0.02	$716,752.21	4.662	10/25/2037	RALI_07-Q
RCF 2024-3A A	500,000.00	0.01	$500,402.00	5.539	09/15/2042	RCF_3-A
RD MICHIGAN PROP OWNER I	13,800,000.00	0.51	$13,834,646.28	7.500	03/30/2045	RDMICH
REALKREDIT DANMARK A/S	0.66	n/a	$0.08	1.500	10/01/2053	RDKRE
REALKREDIT DANMARK A/S	0.95	n/a	$0.11	1.000	10/01/2050	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	$20,177.35	1.000	07/09/2029	ARGENT
REPUBLIC OF PANAMA	300,000.00	0.01	$300,450.00	5.662	02/23/2038	PANAMA
REPUBLIC OF SRI LANKA	26,208.27	0.00	$25,835.26	3.100	01/15/2030	SRILAN
REPUBLIC OF SRI LANKA	39,090.66	0.00	$38,024.46	3.600	05/15/2036	SRILAN
REPUBLIC OF SRI LANKA	81,407.07	0.00	$74,990.05	3.350	03/15/2033	SRILAN
REPUBLIC OF SRI LANKA	54,711.60	0.00	$43,712.91	3.600	06/15/2035	SRILAN
REPUBLIC OF SRI LANKA	83,201.56	0.00	$81,107.70	3.600	02/15/2038	SRILAN
REPUBLIC OF SRI LANKA	17,781.50	0.00	$17,096.04	4.000	04/15/2028	SRILAN
REPURCHASE AGREEMENT	310,200,000.00	11.55	$310,200,000.00	3.660	06/01/2026	UTRAK9135
REPURCHASE AGREEMENT	38,100,000.00	1.41	$38,100,000.00	3.650	06/01/2026	UTRAK99M5
REPURCHASE AGREEMENT	307,200,000.00	11.44	$307,200,000.00	3.690	06/02/2026	UTRAK9ES6
REPURCHASE AGREEMENT	11,700,000.00	0.43	$11,700,000.00	3.620	06/01/2026	UTRAK99L7
RESIDEO FUNDING INC	1,350,000.00	0.05	$1,358,926.20	6.500	07/15/2032	REZI
REVERSE REPURCHASE AGREEMENT	-293,223.00	-0.02	-$342,015.31	0.013	01/26/2028	REVERS
RF USDSOFR 3.569 08.14.24 10Y LCH	100,000.00	0.00	$2,843.17	0.000	08/14/2034	LCH
RFR EUR ESTRON 2.05 11.18.24 5Y LC	2,000,000.00	0.00	$29,147.67	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.05630 5Y LCH	3,200,000.00	0.00	$45,877.65	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.06280 5Y LCH	4,700,000.00	0.00	$66,233.22	0.000	10/05/2029	LCH
RFR GBP SONIO 3.5 03.18.26 5Y LCH	18,900,000.00	-0.03	-$681,049.01	0.000	03/18/2031	LCH
RFR GBP SONIO 4 03.18.26 10Y LCH	4,240,000.00	-0.01	-$174,864.72	0.000	03/18/2036	LCH
RFR JPY MUTK 1.0 3.18.26 2Y LCH	21,420,000,000.00	0.02	$751,115.37	0.000	03/18/2028	LCH
RFR USD SOFR 1.842 9.19.23 30Y LCH	4,800,000.00	0.07	$1,886,744.40	0.000	09/19/2053	LCH
RFR USD SOFR 2.06 10.27.23 30Y LCH	13,680,000.00	0.20	$5,509,264.52	0.000	10/27/2053	LCH
RFR USD SOFR 3.40694 7.6.26 Y* LCH	220,000.00	0.00	$3,753.91	0.000	08/31/2030	LCH
RFR USD SOFR 3.47 09.04.24 10Y LCH	180,000.00	0.00	$6,430.18	0.000	09/04/2034	LCH
RFR USD SOFR 3.5 06.20.24 30Y LCH	8,400,000.00	0.03	$1,060,665.44	0.000	06/20/2054	LCH
RFR USD SOFR 3.54542 3.1.24 7Y LCH	2,200,000.00	0.00	$27,957.11	0.000	10/31/2030	LCH
RFR USD SOFR 3.5815 03.24.24 7Y LC	3,390,000.00	0.00	$38,121.03	0.000	10/31/2030	LCH
RFR USD SOFR 3.59507 03.01.24 7Y L	15,300,000.00	0.00	$163,695.30	0.000	10/31/2030	LCH
RFR USD SOFR 3.6008 3.1.24 7Y LCH	4,400,000.00	0.00	$46,055.75	0.000	10/31/2030	LCH
RFR USD SOFR 3.60089 3.1.24 7Y LCH	9,800,000.00	0.00	$102,543.03	0.000	10/31/2030	LCH
RFR USD SOFR 3.6233 03.01.24 7Y LC	4,300,000.00	0.00	$41,094.72	0.000	10/31/2030	LCH
RFR USD SOFR 3.6637 03.01.24 7Y LC	2,900,000.00	0.00	$22,964.67	0.000	10/31/2030	LCH
RFR USD SOFR 3.689 03.01.24 7Y LCH	9,900,000.00	0.00	$68,298.38	0.000	10/31/2030	LCH
RFR USD SOFR 3.74547 03.13.26 10Y	2,900,000.00	0.00	$63,982.84	0.000	02/15/2036	LCH
RFR USD SOFR 3.75 09.02.25 7Y LCH	43,270,000.00	0.01	$323,335.53	0.000	05/15/2032	LCH
RFR USD SOFR 3.75 12.18.24 10Y CME	40,800,000.00	0.02	$703,289.08	0.000	12/18/2034	CME
RFR USD SOFR 3.87 03.05.25 10Y LCH	400,000.00	0.00	$3,678.74	0.000	03/05/2035	LCH
RFR USD SOFR 3.874 03.05.25 10Y LC	1,600,000.00	0.00	$14,242.30	0.000	03/05/2035	LCH
RFR USD SOFR 3.89 03.03.25 10Y LCH	250,000.00	n/a	$1,929.95	0.000	03/03/2035	LCH
RFR USD SOFR 3.899 03.11.25 10Y LC	890,000.00	0.00	$6,328.90	0.000	03/11/2035	LCH
RFR USD SOFR 3.9075 03.04.25 10Y L	300,000.00	n/a	$1,929.08	0.000	03/04/2035	LCH
RFR USD SOFR 3.96 05.22.26 10Y LCH	1,600,000.00	-0.01	-$10,335.09	0.000	05/22/2036	LCH
RFR USD SOFR 3.99798 6.30.26 27Y*	220,000.00	0.00	$9,894.55	0.000	11/15/2053	LCH
RFR USD SOFR 4.0 02.26.25 10Y LCH	800,000.00	n/a	-$354.76	0.000	02/26/2035	LCH
RFR USD SOFR 4.002 05.28.26 10Y LC	2,500,000.00	-0.01	-$7,627.59	0.000	05/28/2036	LCH
RMIR_24-1	74,613.89	0.00	$74,830.12	6.545	09/25/2034	RMIR_24-1
ROGERS COMMUNICATIONS INC	2,075,000.00	0.07	$2,064,703.85	5.300	02/15/2034	RCICN
ROGERS COMMUNICATIONS INC	1,821,000.00	0.07	$1,888,940.42	7.125	04/15/2055	RCICN
ROLLS-ROYCE PLC	1,000,000.00	0.03	$1,013,603.20	5.750	10/15/2027	ROLLS
ROMANIA (REPUBLIC OF)	1,800,000.00	0.07	$1,915,574.92	1.750	07/13/2030	ROMANI
ROMANIA (REPUBLIC OF)	310,000.00	0.01	$335,447.03	7.500	02/10/2037	ROMANI
ROMANIA (REPUBLIC OF)	276,000.00	0.01	$293,822.51	7.125	01/17/2033	ROMANI
ROMANIA (REPUBLIC OF)	137,000.00	0.00	$154,373.53	6.000	09/24/2044	ROMANI
ROMANIAN GOVERNMENT INTERNATIONAL	368,000.00	0.01	$351,899.37	5.750	07/04/2036	ROMANI
ROYAL BANK OF CANADA	1,580,000.00	0.05	$1,552,187.26	6.500	11/24/2085	RY
ROYAL CARIBBEAN CRUISES LTD	5,740,000.00	0.20	$5,591,593.45	5.198	05/15/2033	RCL
RUPUBLIC OF GHANA	79,327.50	0.00	$78,767.67	5.000	07/03/2029	GHANA
RUPUBLIC OF GHANA	389,040.00	0.01	$365,154.38	5.000	07/03/2035	GHANA
SABLE INTERNATIONAL FINANCE LTD	520,000.00	0.01	$515,236.49	7.125	10/15/2032	CWCLN
SAILT_03-BC2	15,777.50	0.00	$16,337.61	5.079	04/25/2033	SAILT_03-
SAMI_05-A5	29,837.24	0.00	$29,065.83	4.227	07/19/2035	SAMI_05-A
SAN DIEGO GAS & ELECTRIC CO	690,000.00	0.02	$691,155.41	5.200	03/15/2036	SRE
SANDS CHINA LTD	1,800,000.00	0.06	$1,822,600.80	5.400	08/08/2028	SANLTD
SANDS CHINA LTD	650,000.00	0.02	$635,446.44	4.375	06/18/2030	SANLTD
SANDS CHINA LTD	200,000.00	0.00	$196,795.90	2.550	03/08/2027	SANLTD
SANDS CHINA LTD	425,000.00	0.01	$390,927.37	3.250	08/08/2031	SANLTD
SANTANDER UK GROUP HOLDINGS PLC	3,350,000.00	0.12	$3,448,910.43	6.534	01/10/2029	SANUK
SANTANDER UK GROUP HOLDINGS PLC	3,200,000.00	0.11	$3,167,900.48	3.823	11/03/2028	SANUK
SANTOS FINANCE LTD.	1,700,000.00	0.05	$1,593,327.38	3.649	04/29/2031	STOAU
SARM_06-1	26,937.82	0.00	$23,253.00	3.867	02/25/2036	SARM_06-1
SASC_06-BC1	710,047.38	0.02	$665,192.27	3.969	03/25/2036	SASC_06-B
SASC_06-BC2	2,417,423.98	0.05	$1,440,393.31	3.854	09/25/2036	SASC_06-B
SASOL FINANCING USA LLC	310,000.00	0.01	$328,068.35	8.750	04/10/2033	SASOL
SAUDI ARABIA (KINGDOM OF)	900,000.00	0.03	$924,487.65	5.375	01/13/2031	KSA
SAUDI ARABIAN OIL CO	400,000.00	0.01	$378,571.04	5.750	07/17/2054	ARAMCO
SAUDI ARABIAN OIL CO	200,000.00	0.00	$176,694.74	4.250	04/16/2039	ARAMCO
SCDS: (MEX)	2,085,000.00	n/a	-$950.82	1.000	06/20/2026	JPM
SCHLUMBERGER INVESTMENT SA	485,000.00	0.01	$484,402.04	4.800	05/07/2033	SLB
SCHLUMBERGER INVESTMENT SA	1,385,000.00	0.05	$1,386,114.23	5.150	05/07/2036	SLB
SDART 2025-4 D	2,805,000.00	0.10	$2,788,975.32	4.950	01/15/2032	SDART_25-
SDART_25-1	1,600,000.00	0.06	$1,617,727.84	5.430	03/17/2031	SDART_25-
SEMT_04-5	34,003.83	0.00	$32,578.46	4.608	06/20/2034	SEMT_04-5
SEMT_07-1	148,543.61	0.00	$97,170.66	3.439	09/20/2046	SEMT_07-1
SEMT_15-1	63,804.43	0.00	$62,273.32	3.919	01/25/2045	SEMT_15-1
SEMT_17-5	2,093,211.51	0.07	$1,970,294.78	3.782	08/25/2047	SEMT_17-5
SERBIA (REPUBLIC OF)	640,000.00	0.02	$658,165.25	6.000	06/12/2034	SERBIA
SFUEL 2025-AA A2	1,520,002.68	0.05	$1,522,411.88	4.630	07/20/2027	SFUEL
SGD/USD FWD 20260602	-14,519,526.42	-0.43	-$11,380,022.16	0.000	06/02/2026	SGP060226
SGD/USD FWD 20260602	1,807,546.14	0.05	$1,416,707.03	0.000	06/02/2026	SGD060226
SGD/USD FWD 20260602	12,711,943.46	0.37	$9,963,286.28	0.000	06/02/2026	SGA060226
SGD/USD FWD 20260702	-12,685,718.93	-0.38	-$9,964,128.76	0.000	07/02/2026	SGA070226
SGD/USD FWD 20260702	-1,803,721.93	-0.06	-$1,416,751.99	0.000	07/02/2026	SGD070226
SGD/USD FWD 20260702	-859,574.69	-0.03	-$675,161.80	0.000	07/02/2026	SGP070226
SHELL:	20,500,000.00	0.54	$14,734,375.00	0.000	12/30/2057	SHELL
SHINHAN BANK	420,000.00	0.01	$437,916.65	5.750	04/15/2034	SHNHAN
SIBANYE-STILLWATER UK FINANCING PL	355,000.00	0.01	$355,723.03	6.250	11/15/2031	SSWSJ
SIERRACOL ENERGY LIMITED	500,000.00	0.01	$505,192.50	9.000	11/14/2030	SIERRA
SINGAPORE DOLLAR	1,821.94	n/a	$1,427.57	0.000	-	SGD
SIRIUS REAL ESTATE LTD	2,400,000.00	0.10	$2,797,174.99	1.125	06/22/2026	SRELN
SIRIUS XM RADIO INC	2,115,000.00	0.07	$1,995,044.18	4.125	07/01/2030	SIRI
SITIOS LATINOAMERICA SAB DE CV	315,000.00	0.01	$324,135.00	6.000	11/25/2029	SILAMX
SLAM_25-1	2,726,887.04	0.10	$2,738,384.69	5.807	05/16/2050	SLAM_25-1
SMBC AVIATION CAPITAL FINANCE DAC	2,090,000.00	0.07	$2,055,081.53	5.250	11/26/2035	SMBCAC
SNB FUNDING LTD	435,000.00	0.01	$436,715.42	6.000	06/24/2035	SNBAB
SOCIETE GENERALE SA	1,890,000.00	0.06	$1,863,019.87	5.439	10/03/2036	SOCGEN
SOFTBANK CORP	2,940,000.00	0.10	$2,920,556.60	5.332	07/09/2035	SOBKCO
SOFTBANK CORP	2,445,000.00	0.09	$2,423,441.70	4.699	07/09/2030	SOBKCO
SOUTH AFRICA (REPUBLIC OF)	200,000.00	0.00	$168,851.66	5.750	09/30/2049	SOAF
SOUTH AFRICA (REPUBLIC OF)	3,000,000.00	0.11	$3,009,988.20	4.850	09/30/2029	SOAF
SOUTH AFRICA (REPUBLIC OF)	761,000.00	0.02	$644,258.03	5.650	09/27/2047	SOAF
SOUTH AFRICA (REPUBLIC OF)	10,700,000.00	0.02	$561,034.20	6.250	03/31/2036	SAGB
SOUTH AFRICA (REPUBLIC OF)	8,000,000.00	0.01	$480,821.59	8.750	02/28/2048	SAGB
SOUTH AFRICA (REPUBLIC OF)	60,900,000.00	0.14	$3,870,963.70	8.875	02/28/2035	SAGB
SOUTH AFRICA (REPUBLIC OF)	6,800,000.00	0.01	$421,204.65	9.000	01/31/2040	SAGB
SOUTH AFRICA (REPUBLIC OF)	268,000.00	0.01	$277,565.51	5.875	06/22/2030	SOAF
SOUTH AFRICAN RAND	33,665.72	n/a	$2,076.21	0.000	-	ZAR
SOUTHERN CAL EDISON	300,000.00	0.01	$299,900.10	4.950	09/15/2031	EIX
SOUTHERN CALIFORNIA EDISON COMPANY	900,000.00	0.03	$911,074.86	5.250	03/15/2030	EIX
SPRINT CAPITAL CORPORATION	3,275,000.00	0.12	$3,451,334.84	6.875	11/15/2028	S
STACR 2025-DNA2	1,115,000.00	0.04	$1,115,702.45	5.112	05/25/2045	STACR 202
STACR 2026 -DNA1	1,840,000.00	0.06	$1,840,557.52	4.912	02/25/2046	STACR 202
STACR 2026 -DNA2	4,300,000.00	0.16	$4,339,136.88	5.712	03/25/2046	STACR 202
STACR 2026 -DNA2	2,050,000.00	0.07	$2,053,992.38	5.212	03/25/2046	STACR 202
STACR 2026-HQA1 M2	1,040,000.00	0.03	$1,040,323.44	5.143	05/25/2046	STACR 202
STACR_21-DNA5	560,888.12	0.02	$562,078.72	5.262	01/25/2034	STACR_21-
STACR_21-HQA2	3,468,581.43	0.13	$3,520,866.83	5.662	12/25/2033	STACR_21-
STACR_22-DNA1	3,000,000.00	0.11	$3,025,216.20	2.550	01/25/2042	STACR_22-
STACR_22-DNA2	1,000,000.00	0.03	$1,018,440.00	3.299	02/25/2042	STACR_22-
STANDARD BUILDING SOLUTIONS INC	329,298.01	0.01	$330,731.11	5.579	09/22/2028	BMCAUS
STANDARD CHARTERED PLC	270,000.00	0.01	$276,991.43	6.301	01/09/2029	STANLN
STANDARD CHARTERED PLC	275,000.00	0.01	$289,776.58	7.625	12/31/2079	STANLN
STANDARD INDUSTRIES INC	1,073,000.00	0.03	$977,459.33	3.375	01/15/2031	BMCAUS
STAR 2025-DNA4 M2	5,500,000.00	0.20	$5,517,677.00	5.162	10/25/2045	STAR 2025
STAR ENERGY GEOTHERMAL WAYANG WIND	268,112.50	0.01	$274,334.75	6.750	04/24/2033	STAREN
STARCR 2025-DNA3 M2	1,290,000.00	0.04	$1,293,561.82	5.112	09/25/2045	STARCR 20
STARWOOD PROPERTY TRUST INC	3,315,000.00	0.12	$3,441,934.67	7.250	04/01/2029	STWD
STATE OF QATAR	2,300,000.00	0.08	$2,327,282.37	4.800	04/08/2033	QATAR
STATE OIL CO OF THE AZERBAIJAN REP	400,000.00	0.01	$429,920.92	6.950	03/18/2030	SOIAZ
STELLANTIS FINANCE US INC	500,000.00	0.01	$502,934.60	5.350	03/17/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	1,400,000.00	0.05	$1,406,845.44	3.630	09/15/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	600,000.00	0.02	$601,621.86	5.400	06/15/2029	STLA
STRA_24-2	655,518.39	0.03	$883,283.62	3.729	06/27/2050	STRA_24-2
SUMISHO AIR LEASE CORP	698,000.00	0.02	$688,135.58	4.125	12/31/2079	SUMIAL
SUMITOMO MITSUI FINANCIAL GROUP IN	2,300,000.00	0.07	$2,020,741.59	2.222	09/17/2031	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	2,000,000.00	0.07	$2,057,681.00	5.454	01/15/2032	SUMIBK
SUMITOMO MITSUI TRUST BANK LTD	2,700,000.00	0.10	$2,722,037.40	5.200	03/07/2027	SUMITR
SUNAC CHINA HOLDINGS LTD	355,870.00	0.00	$55,515.72	0.000	06/23/2026	SUNAC
SVB FINANCIAL TRUS PREF	2,953.00	0.05	$1,417,440.00	0.000	11/07/2029	SVBFTR
SWAP VM MORGAN STANLEY	-15,372,971.96	-0.58	-$15,372,971.96	0.000	12/31/2049	MS
SWAP VM MORGAN STANLEY AUD	883,687.86	0.02	$635,150.65	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY CAD	575,934.56	0.01	$417,752.56	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY EUR	676,127.48	0.02	$788,635.09	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY GBP	750,894.52	0.03	$1,011,229.65	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY JPY	438.61	n/a	$2.76	0.000	12/31/2060	MS
SWAP VM BNP JPY	8,744,333.00	0.00	$54,904.32	0.000	12/31/2060	BNPSEC
SWEDISH KRONA	1,224,942.77	0.00	$132,668.63	0.000	-	SEK
SWEIHAN PV POWER COMPANY PJSC	384,475.90	0.01	$316,242.42	3.625	01/31/2049	SWEHAN
SWISS FRANC	55.09	n/a	$70.58	0.000	-	CHF
SWP: BRL 11.566100 04-JAN-2027 BZD	2,900,000.00	-0.01	-$24,422.75	0.000	01/04/2027	CME
SWP: CAD 2.850000 01-JUN-2033 CAD	300,000.00	n/a	$2,047.02	0.000	06/01/2033	LCH
SWP: EUR 0.650000 12-APR-2027	3,800,000.00	-0.01	-$75,279.14	0.650	04/12/2027	LCH
SWP: EUR 0.700000 12-APR-2027 LCH	1,900,000.00	-0.01	-$36,698.68	0.700	04/12/2027	LCH
SWP: EUR 1.000000 18-MAY-2027	2,000,000.00	-0.01	-$37,372.80	1.000	05/18/2027	LCH
SWP: USD 3.376657 31-OCT-2030 SOF	2,300,000.00	0.00	$17,015.86	0.000	10/31/2030	LCH
SWP: USD 3.750000 18-DEC-2029 SOF	20,260,000.00	0.00	$69,510.09	0.000	12/18/2029	CME
T-MOBILE US INC	1,500,000.00	0.03	$993,811.35	3.300	02/15/2051	TMUS
T-MOBILE USA INC	2,150,000.00	0.07	$2,141,888.48	3.750	04/15/2027	TMUS
T-MOBILE USA INC	1,100,000.00	0.03	$1,070,592.38	3.875	04/15/2030	TMUS
T-MOBILE USA INC	1,665,000.00	0.06	$1,639,325.87	5.875	11/15/2055	TMUS
TAKEOFF MERGER SUB INC	530,000.00	0.01	$529,021.51	5.500	03/24/2036	SUMIAL
TAKEOFF MERGER SUB INC	2,395,000.00	0.08	$2,373,907.24	4.850	03/24/2031	SUMIAL
TAOT_24-B	3,002,903.67	0.11	$3,027,297.76	5.330	01/16/2029	TAOT_24-B
TARGA RESOURCES CORP	300,000.00	0.01	$285,513.96	4.200	02/01/2033	TRGP
TBC BANKI SS	395,000.00	0.01	$424,183.82	10.250	12/31/2079	TBCBGE
TCLO 6A AR	155,042.05	0.00	$180,775.40	3.070	01/12/2032	TCLO_6A-A
TCLO 7A ARE	1,382,060.00	0.06	$1,611,831.67	3.093	02/15/2034	TCLO_7A-A
TCW 2019-2A D1R2	850,000.00	0.03	$828,838.40	6.675	01/20/2038	TCW_19-2A
TD SYNNEX CORP	800,000.00	0.02	$761,994.00	2.375	08/09/2028	SNX
TD SYNNEX CORP	1,200,000.00	0.03	$1,071,900.24	2.650	08/09/2031	SNX
TECPETROL SA	565,000.00	0.02	$579,548.75	7.625	11/03/2030	TECPET
TELECOM ARGENTINA SA	480,000.00	0.01	$511,266.00	9.250	05/28/2033	TECOAR
TELEKOM SERBIA AD	475,000.00	0.01	$477,357.85	7.000	10/28/2029	TELSER
TENNESSEE GAS PIPELINE COMPANY LLC	3,500,000.00	0.12	$3,285,393.65	2.900	03/01/2030	KMI
THAI BAHT	464.26	n/a	$14.27	0.000	-	THB
THB/USD FWD 20260615	3,561,360.00	0.00	$109,578.99	0.000	06/15/2026	THP061526
THB/USD FWD 20260617	27,404,457.89	0.03	$843,347.22	0.000	06/17/2026	THJ061726
THB/USD FWD 20260617	31,427,483.80	0.03	$967,152.18	0.000	06/17/2026	THG061726
THB/USD FWD 20260617	-20,114,556.49	-0.03	-$619,007.15	0.000	06/17/2026	THD061726
THB/USD FWD 20260617	-28,032,022.73	-0.04	-$862,659.96	0.000	06/17/2026	THC061726
THB/USD FWD 20260617	-10,685,362.47	-0.02	-$328,832.29	0.000	06/17/2026	THP061726
THB/USD FWD 20260622	-10,401,280.00	-0.02	-$320,225.95	0.000	06/22/2026	THP062226
THB/USD FWD 20260622	-6,913,320.00	-0.01	-$212,841.54	0.000	06/22/2026	THA062226
THB/USD FWD 20260629	-2,349,549.86	-0.01	-$72,378.71	0.000	06/29/2026	THP062926
THB/USD FWD 20260630	-9,444,577.90	-0.02	-$290,966.93	0.000	06/30/2026	THP063026
THB/USD FWD 20260916	-1,904,818.51	-0.01	-$59,070.75	0.000	09/16/2026	THP091626
THB/USD FWD 20260916	-44,841,481.86	-0.06	-$1,390,589.25	0.000	09/16/2026	THJ091626
THB/USD FWD 20260916	-52,860,681.68	-0.07	-$1,639,274.46	0.000	09/16/2026	THG091626
THREE MONTH SONIA (ICE) MAR 27	186.00	2.23	$60,038,411.06	0.000	06/15/2027	SFIH7
THREE-MONTH SOFR FUTURE JUN 26	169.00	1.51	$40,701,537.50	0.000	09/15/2026	SFRM6
THREE-MONTH SOFR FUTURE MAR 26	169.00	1.51	$40,716,325.00	0.000	06/16/2026	SFRH6
TIKEH 9A AR	1,000,000.00	0.04	$1,167,841.67	3.458	01/20/2037	TIKEH_9A-
TIME WARNER CABLE INC	2,120,000.00	0.08	$2,213,785.41	7.300	07/01/2038	CHTR
TIME WARNER CABLE LLC	3,350,000.00	0.12	$3,348,130.70	6.550	05/01/2037	CHTR
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$286,950.00	2.351	06/01/2028	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$281,886.00	2.551	06/01/2029	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	250,000.00	0.00	$250,000.00	1.820	06/01/2026	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	500,000.00	0.01	$456,075.00	2.951	06/01/2031	TOBGEN
TOYOTA MOTOR CREDIT CORP	1,100,000.00	0.04	$1,101,185.58	4.359	08/07/2026	TOYOTA
TPG OPERATING GROUP II LP	1,355,000.00	0.04	$1,340,782.53	4.875	05/15/2031	TPG
TPMT 2019-4 A1	2,897,804.39	0.10	$2,779,008.61	2.900	07/25/2059	TPMT_19-4
TPMT_17-4	615,000.00	0.02	$566,532.77	3.250	06/25/2057	TPMT_17-4
TPMT_18-1	4,871.58	0.00	$4,854.98	3.000	01/25/2058	TPMT_18-1
TPMT_24-5	2,998,079.54	0.11	$2,999,596.27	4.467	10/25/2064	TPMT_24-5
TRANSPORTADORA DE GAS DEL SUR SA	470,000.00	0.01	$483,221.10	7.750	11/20/2035	TRAGAS
TREASURY (CPI) NOTE	7,519,680.00	0.27	$7,466,539.93	1.750	01/15/2034	TIPS
TREASURY (CPI) NOTE	5,787,980.00	0.21	$5,797,732.75	1.875	07/15/2034	TIPS
TREASURY (CPI) NOTE	30,345,084.00	1.06	$28,574,050.83	0.625	07/15/2032	TIPS
TREASURY (CPI) NOTE	20,508,360.00	0.73	$19,719,280.34	1.125	01/15/2033	TIPS
TREASURY BOND	6,445,000.00	0.24	$6,472,315.84	5.000	05/15/2045	TBOND
TREASURY BOND	7,530,000.00	0.26	$7,249,095.61	4.750	05/15/2055	TBOND
TREASURY BOND	1,490,000.00	0.04	$1,111,912.50	3.125	05/15/2048	TBOND
TREASURY BOND	3,770,000.00	0.10	$2,742,675.00	3.000	08/15/2048	TBOND
TREASURY BOND	900,000.00	0.02	$663,978.51	3.000	05/15/2047	TBOND
TREASURY BOND	700,000.00	0.01	$506,761.71	3.000	02/15/2049	TBOND
TREASURY BOND	850,000.00	0.01	$524,260.71	2.250	08/15/2049	TBOND
TREASURY BOND	10,700,000.00	0.29	$7,887,487.88	2.875	08/15/2045	TBOND
TREASURY BOND	2,200,000.00	0.06	$1,679,390.68	2.875	05/15/2043	TBOND
TREASURY BOND	37,100,000.00	0.96	$25,829,424.39	2.500	02/15/2045	TBOND
TREASURY BOND	1,400,000.00	0.03	$1,058,585.92	2.750	11/15/2042	TBOND
TREASURY BOND	900,000.00	0.02	$684,105.48	2.750	08/15/2042	TBOND
TREASURY BOND	16,000,000.00	0.34	$9,237,812.80	2.000	02/15/2050	TBOND
TREASURY BOND	13,500,000.00	0.26	$6,985,458.90	1.625	11/15/2050	TBOND
TREASURY BOND	52,800,000.00	1.35	$36,430,970.40	1.875	02/15/2041	TBOND
TREASURY BOND	2,700,000.00	0.05	$1,485,738.18	1.875	02/15/2051	TBOND
TREASURY BOND	5,100,000.00	0.10	$2,775,615.33	1.875	11/15/2051	TBOND
TREASURY BOND	2,600,000.00	0.05	$1,550,960.84	2.250	02/15/2052	TBOND
TREASURY BOND	1,800,000.00	0.04	$1,199,812.50	1.750	08/15/2041	TBOND
TREASURY BOND	14,800,000.00	0.52	$14,137,469.12	4.625	02/15/2046	TBOND
TREASURY NOTE	2,700,000.00	0.09	$2,634,187.50	4.125	02/15/2036	TNOTE
TREASURY NOTE	7,940,000.00	0.29	$7,848,813.86	3.875	04/30/2031	TNOTE
TREASURY NOTE	109,320,000.00	4.05	$108,764,862.11	4.375	05/15/2036	TNOTE
TREASURY NOTE	13,200,000.00	0.46	$12,577,382.40	0.500	10/31/2027	TNOTE
TREASURY NOTE	1,000,000.00	0.03	$978,671.90	4.000	02/15/2034	TNOTE
TREASURY NOTE	7,900,000.00	0.29	$7,831,954.93	4.250	11/15/2034	TNOTE
TRNTE 1A AR	1,000,000.00	0.04	$1,166,646.11	3.414	07/15/2039	TRNTE
TRUIST FINANCIAL CORP	1,365,000.00	0.05	$1,364,956.59	6.250	12/31/2079	TFC
TRUST 7401	416,000.00	0.01	$444,589.60	7.700	01/23/2032	NEXTPR
TRY/USD FWD 20260601	-5,076,122.50	-0.01	-$110,331.99	0.000	06/01/2026	TRA060126
TRY/USD FWD 20260601	5,065,471.44	0.00	$110,100.48	0.000	06/01/2026	TRJ060126
TSMC ARIZONA CORP	590,000.00	0.01	$535,689.20	2.500	10/25/2031	TAISEM
TSMC GLOBAL LTD	245,000.00	0.00	$221,217.95	2.250	04/23/2031	TAISEM
TURKCELL ILETISIM HIZMETLERI AS	350,000.00	0.01	$358,447.18	7.450	01/24/2030	TCELLT
TURKEY (REPUBLIC OF)	200,000.00	0.00	$204,663.36	7.125	02/12/2032	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$297,821.73	6.950	09/16/2035	TURKEY
TURKEY (REPUBLIC OF)	200,000.00	0.00	$220,677.40	9.125	07/13/2030	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$313,477.86	7.625	04/26/2029	TURKEY
TURKISH LIRA	30.35	n/a	$0.66	0.000	-	TRY
TURKIYE GARANTI BANKASI AS	500,000.00	0.01	$509,637.90	8.375	02/28/2034	GARAN
TURKIYE IHRACAT KREDI BANKASI AS	200,000.00	0.00	$203,540.24	6.875	07/03/2028	EXCRTU
TWD/USD FWD 20260617	5,792,948.00	0.00	$183,925.07	0.000	06/17/2026	TWP061726
TYN6C 110 PIT	-18.00	-0.01	-$9,000.00	0.000	06/26/2026	TYN26C
TYN6P 108 PIT	-18.00	n/a	-$1,687.50	0.000	06/26/2026	TYN6P
UBS GROUP AG	2,280,000.00	0.08	$2,327,148.12	7.000	12/31/2079	UBS
UBS GROUP AG	3,900,000.00	0.14	$4,013,954.88	5.699	02/08/2035	UBS
UBS GROUP AG	2,000,000.00	0.07	$1,903,114.80	3.126	08/13/2030	UBS
UBS GROUP AG	1,000,000.00	0.04	$1,122,334.84	0.250	11/05/2028	UBS
UBS GROUP AG	2,500,000.00	0.09	$2,442,163.00	4.194	04/01/2031	UBS
UENO BANK SA	510,000.00	0.01	$497,816.10	6.700	03/06/2031	UENOPY
UKRAINE GOVERNMENT	109,247.23	0.00	$75,001.56	4.500	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	13,261.40	0.00	$9,350.94	0.000	02/01/2030	UKRAIN
UKRAINE GOVERNMENT	49,555.76	0.00	$26,505.10	0.000	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	48,554.33	0.00	$32,345.77	4.500	02/01/2036	UKRAIN
UKRAINE GOVERNMENT	84,970.07	0.00	$57,482.91	4.500	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	34,898.42	0.00	$20,201.53	0.000	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	41,878.11	0.00	$24,289.93	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	295,000.00	0.00	$241,979.09	4.000	02/01/2032	UKRAIN
UMBS 30YR TBA(REG A)	184,000,000.00	6.57	$176,456,570.40	4.500	07/13/2026	UM30
UMBS 30YR TBA(REG A)	32,300,000.00	1.22	$32,926,313.15	6.000	07/14/2025	UM30
UMBS 30YR TBA(REG A)	142,400,000.00	5.31	$142,678,036.00	5.500	08/13/2025	UM30
UNICREDIT SPA	600,000.00	0.02	$700,386.75	7.500	12/31/2079	UCGIM
UNION ELECTRIC CO	770,000.00	0.02	$750,546.18	4.800	03/15/2036	AEE
UNITED AIR 2020-1 A PTT	591,192.92	0.02	$599,890.37	5.875	04/15/2029	UAL
UNITED STATES TREASURY	24,300,000.00	0.71	$19,258,223.85	3.625	05/15/2053	TBOND
UNITED TECHNOLOGIES CORPORATION	805,000.00	0.02	$696,402.20	4.625	11/16/2048	RTX
US 10YR NOTE (CBT)SEP26	860.00	3.51	$94,452,191.80	0.000	09/21/2026	TYU620262
US 2YR NOTE SEP 26	406.00	3.12	$83,864,375.00	0.000	09/30/2026	TUU6
US 5YR NOTE SEP 26	2,785.00	11.11	$298,582,467.90	0.000	09/30/2026	FVU6
US BANCORP	1,136,000.00	0.04	$1,139,668.03	4.653	02/01/2029	USB
US BANCORP	720,000.00	0.02	$726,918.84	6.787	10/26/2027	USB
US BANK NATIONAL ASSOCIATION	1,485,000.00	0.05	$1,490,028.21	4.730	05/15/2028	USB
US LONG BOND SEP 26	1,302.00	5.44	$146,108,812.50	0.000	09/21/2026	USU6
US SECURITIZED NET CASH	-1,024,965,799.23	-38.18	-$1,024,965,799.23	0.000	-	US-C
US TREASURY N/B	100,000.00	0.00	$64,265.63	1.375	11/15/2040	T
US ULTRA 10YR NOTE SEP 26	-998.00	-4.17	-$111,853,973.74	0.000	09/21/2026	UXYU6
US ULTRA BOND CBT SEP26	428.00	1.82	$48,965,875.00	0.000	09/21/2026	WNU620262
USD P KRW C @1400.00 EO	455,246.00	n/a	$174.47	0.000	07/13/2026	PUT USD/K
UWM HOLDINGS LLC	890,000.00	0.03	$817,823.40	6.250	03/15/2031	UWMC
VALE OVERSEAS LTD	555,000.00	0.02	$557,164.50	6.000	02/25/2056	VALEBZ
VALERO ENERGY CORPORATION	2,985,000.00	0.11	$2,956,579.52	5.150	03/10/2036	VLO
VEDANTA RESOURCES LTD	410,000.00	0.01	$438,251.79	9.125	10/15/2032	VEDLN
VENEZUELA (BOLVARIAN REPUBLIC OF)	370,000.00	0.00	$168,812.50	0.000	10/13/2019	VENZ
VENTR 2018-32A A1	50,648.66	0.00	$50,640.61	5.037	07/18/2031	VENTR_18-
VENTR 2018-34A AR	591,146.98	0.02	$591,159.39	6.566	10/15/2031	VENTR_18-
VENTR 2021-42A A1A	1,300,000.00	0.04	$1,300,267.80	5.065	04/15/2034	VENTR_21-
VENTURE GLOBAL CALCASIEU PASS LLC	3,870,000.00	0.12	$3,452,671.97	3.875	11/01/2033	VENTGL
VEON MIDCO BV	535,000.00	0.01	$535,845.30	7.450	06/01/2033	VEONHD
VEON MIDCO BV	210,000.00	0.00	$210,270.90	6.950	06/01/2031	VEONHD
VERIZON COMMUNICATIONS INC	1,360,000.00	0.05	$1,381,198.32	6.200	05/14/2056	VZ
VERIZON COMMUNICATIONS INC	537,000.00	0.01	$489,796.25	2.550	03/21/2031	VZ
VERIZON COMMUNICATIONS INC	1,955,000.00	0.07	$1,920,784.37	5.000	01/15/2036	VZ
VERIZON COMMUNICATIONS INC	1,020,000.00	0.03	$1,004,475.80	5.875	11/30/2055	VZ
VERIZON COMMUNICATIONS INC SR NT 4	1,027,000.00	0.03	$999,728.02	4.780	02/15/2035	VZ
VERUS_23-7	2,615,786.42	0.09	$2,628,662.89	7.070	10/25/2068	VERUS_23-
VERUS_24-4	2,150,238.82	0.08	$2,166,676.97	6.218	06/25/2069	VERUS_24-
VFET 2026-1A A3	4,450,000.00	0.16	$4,407,556.79	3.930	05/15/2030	VFET 2026
VICI PROPERTIES LP	145,000.00	0.00	$145,625.85	5.750	02/01/2027	VICI
VICI PROPERTIES LP	715,000.00	0.02	$717,754.61	5.625	04/01/2035	VICI
VICI PROPERTIES LP	1,815,000.00	0.06	$1,815,935.45	4.950	02/15/2030	VICI
VICI PROPERTIES LP	100,000.00	0.00	$100,172.12	4.750	02/15/2028	VICI
VICTRA HOLDINGS LLC	3,000,000.00	0.11	$3,116,043.00	8.750	09/15/2029	VICTRA
VIPER ENERGY PARTNERS LLC	1,300,000.00	0.04	$1,329,945.50	5.700	08/01/2035	VNOM
VIPER ENERGY PARTNERS LLC	1,400,000.00	0.05	$1,398,250.42	4.900	08/01/2030	VNOM
VIRGIN MEDIA BRISTOL LLC	215,000.00	0.00	$194,003.96	6.849	03/31/2031	VMED
VIRGIN MEDIA BRISTOL LLC	400,000.00	0.01	$383,500.00	6.881	01/31/2029	VMED
VIRGIN MEDIA SECURED FINANCE PLC	800,000.00	0.02	$696,669.36	4.500	08/15/2030	VMED
VIRGINIA ELECTRIC AND POWER COMPAN	4,000,000.00	0.15	$4,045,163.20	5.000	04/01/2033	D
VISTRA CORP	2,845,000.00	0.10	$2,868,306.24	7.000	12/31/2079	VST
VISTRA OPERATIONS COMPANY LLC	3,700,000.00	0.15	$4,029,444.30	6.950	10/15/2033	VST
VISTRA OPERATIONS COMPANY LLC	1,890,000.00	0.06	$1,849,733.93	5.350	01/31/2036	VST
VISTRA OPERATIONS COMPANY LLC	1,100,000.00	0.04	$1,081,555.86	4.700	01/31/2031	VST
VMED O2 UK FINANCING I PLC	1,400,000.00	0.04	$1,308,841.38	7.750	04/15/2032	VMED
VMED O2 UK FINANCING I PLC	930,000.00	0.02	$786,075.43	4.750	07/15/2031	VMED
VMED O2 UK FINANCING I PLC	1,290,000.00	0.04	$1,079,539.60	4.250	01/31/2031	VMED
VOLKSWAGEN GROUP OF AMERICA FINANC	400,000.00	0.01	$407,354.96	5.650	09/12/2028	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	600,000.00	0.02	$603,178.20	4.950	03/25/2027	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	2,900,000.00	0.10	$2,918,328.00	5.050	03/27/2028	VW
WAMU_05-AR16	95,864.35	0.00	$90,366.13	4.366	12/25/2035	WAMU_05-A
WAMU_07-HY1	83,305.11	0.00	$72,680.03	3.972	02/25/2037	WAMU_07-H
WAMU_07-HY7	173,459.12	0.00	$161,856.94	4.586	07/25/2037	WAMU_07-H
WARNER BROTHERS DISCOVER	1,400,000.00	0.05	$1,403,938.20	6.363	06/30/2033	WBD
WELLI 2025-4A D1	750,000.00	0.02	$748,641.75	6.225	04/18/2038	WELLI_25-
WELLS FARGO & COMPANY	125,000.00	0.00	$126,879.60	5.150	04/23/2031	WFC
WELLS FARGO & COMPANY	5,310,000.00	0.21	$5,751,227.55	6.491	10/23/2034	WFC
WELLS FARGO & COMPANY	2,200,000.00	0.08	$2,233,208.78	5.198	01/23/2030	WFC
WELLS FARGO & COMPANY	5,000,000.00	0.18	$5,092,149.00	5.389	04/24/2034	WFC
WELLS FARGO & COMPANY	2,900,000.00	0.10	$2,912,434.33	3.630	04/22/2028	WFC
WELLS FARGO & COMPANY	3,800,000.00	0.14	$3,843,648.32	5.707	04/22/2028	WFC
WELLS FARGO & COMPANY	900,000.00	0.03	$899,519.49	3.196	06/17/2027	WFC
WELLS FARGO & COMPANY	2,240,000.00	0.08	$2,238,633.38	4.844	05/20/2032	WFC
WELLS FARGO & COMPANY	965,000.00	0.03	$942,782.90	4.960	01/23/2037	WFC
WELLS FARGO BANK NA	2,100,000.00	0.07	$2,112,389.79	5.254	12/11/2026	WFC
WFCM_16-BNK1	687,473.66	0.02	$686,223.35	2.652	08/15/2049	WFCM_16-B
WFMBS_06-AR11	66,710.12	0.00	$63,350.75	6.005	08/25/2036	WFMBS_06-
WHITE CAP BUYER LLC	2,265,500.00	0.08	$2,253,914.23	6.889	10/19/2029	WHTCAP
WLAKE_25-2	728,541.18	0.02	$729,846.36	4.660	09/15/2028	WLAKE_25-
WOODSIDE FINANCE LTD	400,000.00	0.01	$399,131.68	3.700	09/15/2026	WDSAU
WYNN MACAU LTD	200,000.00	0.00	$199,727.88	5.500	10/01/2027	WYNMAC
WYNN MACAU LTD	685,000.00	0.02	$687,325.51	6.750	02/15/2034	WYNMAC
YAPI VE KREDI BANKASI AS	695,000.00	0.02	$680,339.88	7.550	06/11/2036	YKBNK
YMMT_26-A	2,000,000.00	0.07	$1,990,237.60	4.430	04/15/2031	YMMT_26-A
YPF SA	510,000.00	0.01	$537,017.25	9.500	01/17/2031	YPFDAR
ZAIS 2020-16A A1R2	3,700,000.00	0.13	$3,699,626.30	4.805	10/20/2034	ZAIS_20-1
ZAR/USD FWD 20260624	-51,833,561.79	-0.12	-$3,189,808.31	0.000	06/24/2026	ZAC062426
ZCS BRL 11.49576 06.14.24 01.04.27	196,500,000.00	-0.07	-$1,712,452.53	0.000	01/04/2027	CME

^*Cash balance includes other assets and liabilities.

View full list of quarterly holdings

Quarterly holdings as of 03/31/2026 (all share classes)

SEC description	# Holdings	Portfolio %	Market value	Income rate	Maturity date	Nasdaq symbol/Rating
3MO EURO EURIBOR DEC 26	466.00	4.81	$130,859,211.00	0.000	12/14/2026	ERZ6
ABBOTT LABORATORIES	3,490,000.00	0.12	$3,414,067.72	4.650	03/15/2036	ABT
ABBOTT LABORATORIES	1,715,000.00	0.06	$1,678,893.76	4.300	03/15/2033	ABT
ABBVIE INC	2,405,000.00	0.08	$2,370,626.06	4.125	03/15/2031	ABBV
ABBVIE INC	4,300,000.00	0.16	$4,393,547.79	4.950	03/15/2031	ABBV
ABFC_06-HE1	211,936.83	0.00	$117,872.97	4.233	01/25/2037	ABFC_06-H
ABN AMRO BANK NV	4,000,000.00	0.13	$3,787,426.80	2.470	12/13/2029	ABNANV
ABU DHABI CRUDE OIL PIPELINE LLC	275,000.00	0.00	$239,383.24	4.600	11/02/2047	ADNOUH
ABU DHABI DEVELOPMENTAL HOLDING CO	1,500,000.00	0.05	$1,519,963.35	5.500	05/08/2034	ADQABU
ACCESS BANK PLC	300,000.00	0.01	$299,740.77	6.125	09/21/2026	ACCESS
ACCRUED INCOME -BASE CURRENCY	17,998,252.33	0.66	$17,998,252.33	0.000	-	CASH
ACHV_24-3AL	344,548.62	0.01	$346,529.98	5.010	12/26/2031	ACHV_24-3
ACLO 4A AR	1,854,647.14	0.07	$2,143,335.90	2.746	01/16/2031	ACLO_4A-A
ADANI ELECTRICITY MUMBAI LTD	245,000.00	0.00	$224,251.71	3.949	02/12/2030	ADANEM
ADANI PORTS AND SPECIAL ECONOMIC Z	400,000.00	0.01	$351,685.16	3.100	02/02/2031	ADSEZ
ADNOC MURBAN RSC LTD	3,600,000.00	0.13	$3,547,707.84	4.250	09/11/2029	ADNOCM
AEGEA FINANCE SARL	370,000.00	0.01	$321,466.18	7.625	01/20/2036	AEGEBZ
AERCAP IRELAND CAPITAL DAC	1,280,000.00	0.04	$1,244,567.30	4.750	01/15/2033	AER
AERCAP IRELAND CAPITAL DAC	200,000.00	0.00	$197,828.90	2.450	10/29/2026	AER
AEROPUERTO INTL TOCUMEN	200,000.00	0.00	$160,383.00	5.125	08/11/2061	AITOCU
AEROPUERTOS ARGENTINA 2000 SA	502,914.56	0.01	$525,454.18	8.500	08/01/2031	AEROAR
AFRICA FINANCE CORP	540,000.00	0.02	$544,397.71	5.550	10/08/2029	AFRFIN
AFRICAN DEVELOPMENT BANK	525,000.00	0.01	$513,549.38	5.750	12/31/2079	AFDB
AFRICAN DEVELOPMENT BANK	200,000.00	0.00	$195,871.74	5.875	12/31/2079	AFDB
AGL 2022-17A	2,550,000.00	0.09	$2,545,820.55	4.620	01/21/2035	AGL_22-17
AIA GROUP LTD	310,000.00	0.01	$317,067.94	5.375	04/05/2034	AIA
AIA GROUP LTD	1,000,000.00	0.03	$996,017.10	3.900	04/06/2028	AIA
AIMCO 2021-15A D1R	750,000.00	0.02	$741,424.50	6.418	04/17/2038	AIMCO_21-
AIR CANADA	300,000.00	0.01	$298,675.68	3.875	08/15/2026	ACACN
AIR LEASE CORPORATION	698,000.00	0.02	$681,834.18	4.125	12/31/2079	AL
AIRPORT AUTHORITY HONG KONG	200,000.00	0.00	$206,412.36	4.875	07/15/2030	HKAA
AKBANK TAS	625,000.00	0.02	$596,297.44	7.950	12/31/2079	AKBNK
AL JAWAHER ASSETS COMPANY SPC	745,000.00	0.02	$724,857.96	4.662	10/29/2030	OMGRID
AL RAJHI SUKUK LTD	410,000.00	0.01	$401,330.61	5.651	03/16/2036	RJHIAB
ALBANIA (REPUBLIC OF)	150,000.00	0.00	$170,233.69	4.750	02/14/2035	ALBANI
ALBANIA (REPUBLIC OF)	150,000.00	0.00	$172,522.77	3.500	06/16/2027	ALBANI
ALDAR PROPERTIES PJSC	450,000.00	0.01	$414,013.28	5.875	04/14/2056	ALDAR
ALIBABA GROUP HOLDING LTD	265,000.00	0.00	$194,859.27	2.700	02/09/2041	BABA
AMAZON.COM INC	1,310,000.00	0.04	$1,295,190.84	4.100	11/20/2030	AMZN
AMAZON.COM INC	1,355,000.00	0.04	$1,354,867.89	5.800	03/13/2056	AMZN
AMAZON.COM INC	1,225,000.00	0.04	$1,214,308.94	4.875	03/13/2036	AMZN
AMERICAN AIRLINES 2016-1 CLASS AA	383,740.03	0.01	$378,366.40	3.575	07/15/2029	AAL
AMERICAN AIRLINES 2016-3 PASS THRO	745,782.86	0.02	$723,416.01	3.000	10/15/2028	AAL
AMERICAN AIRLINES 2019-1 CLASS A P	134,884.81	0.00	$125,602.91	3.150	08/15/2033	AAL
AMERICAN AIRLINES INC	41,666.67	0.00	$41,724.17	5.500	04/20/2026	AAL
AMERICAN AIRLINES INC	853,354.50	0.03	$842,562.55	3.375	05/01/2027	AAL
AMERICAN AIRLINES PASS THROUGH CER	81,231.88	0.00	$72,583.69	2.875	07/11/2034	AAL
AMERICAN ELECTRIC POWER COMPANY IN	1,400,000.00	0.05	$1,388,106.72	6.050	03/15/2056	AEP
AMERICAN EXPRESS COMPANY	1,700,000.00	0.06	$1,716,429.82	5.284	07/26/2035	AXP
AMERICAN MUN PWR OHIO INC	1,500,000.00	0.06	$1,873,515.00	8.084	02/15/2050	AMEPWR
AMERICAN TOWER CORPORATION	2,150,000.00	0.07	$2,116,425.60	3.950	03/15/2029	AMT
AMERICAN TOWER CORPORATION	1,600,000.00	0.05	$1,409,413.28	2.300	09/15/2031	AMT
AMERICAN TOWER CORPORATION	600,000.00	0.02	$610,393.62	5.200	02/15/2029	AMT
AMERICAN TOWER CORPORATION	300,000.00	0.01	$297,914.79	3.650	03/15/2027	AMT
AMGEN INC	3,300,000.00	0.11	$3,240,573.27	2.200	02/21/2027	AMGN
AMGEN INC	1,740,000.00	0.06	$1,710,266.18	4.850	02/19/2036	AMGN
ANGLO AMERICAN CAPITAL PLC	4,585,000.00	0.16	$4,485,131.36	5.670	03/19/2036	AALLN
ANGLOGOLD ASHANTI HOLDINGS PLC	335,000.00	0.01	$355,847.08	6.500	04/15/2040	ANGSJ
ANGOLA (REPUBLIC OF)	400,000.00	0.01	$403,871.64	8.250	05/09/2028	ANGOL
ANGOLA (REPUBLIC OF)	200,000.00	0.00	$174,416.24	9.125	11/26/2049	ANGOL
AOA 2025-1301	3,150,000.00	0.11	$3,157,473.06	5.227	08/11/2030	AOA 2025-
AOMT_24-2	939,997.22	0.03	$943,741.79	5.985	01/25/2069	AOMT_24-2
APID 2016-24A A1AL	193,792.77	0.00	$193,742.77	4.879	10/20/2030	APID_16-2
APOLLO DEBT SOLUTIONS BDC	2,755,000.00	0.10	$2,788,785.12	6.700	07/29/2031	APODS
APOLLO GLOBAL MANAGEMENT INC	1,030,000.00	0.03	$1,021,091.22	4.600	01/15/2031	APO
ARDONAGH FINCO BV	2,772,104.83	0.10	$2,717,818.70	6.617	02/18/2031	ARDGRP
ARES CAPITAL CORPORATION	1,495,000.00	0.05	$1,438,350.56	5.100	01/15/2031	ARCC
ARESE 10A AR	412,859.62	0.01	$477,081.63	2.796	10/15/2031	ARESE_10A
ARESE 12A AR	186,497.24	0.00	$215,382.19	2.876	04/20/2032	ARESE-12A
ARGENTINA REPUBLIC OF GOVERNMENT	422,897.76	0.01	$354,599.77	0.750	07/09/2030	ARGENT
ARGENTINA REPUBLIC OF GOVERNMENT	902,150.00	0.02	$651,803.38	4.125	07/09/2035	ARGENT
ARMENIA (REPUBLIC OF)	440,000.00	0.01	$391,811.77	3.600	02/02/2031	ARMEN
ARMT_05-10	13,459.43	0.00	$12,625.78	4.070	01/25/2036	ARMT_05-1
ARMT_06-2	216,011.08	0.00	$186,358.81	4.484	05/25/2036	ARMT_06-2
ARSI_06-M1	1,018,978.17	0.00	$271,364.18	4.093	07/25/2036	ARSI_06-M
ARSI_06-W4	531,760.12	0.00	$124,143.97	4.113	05/25/2036	ARSI_06-W
ASHTEAD CAPITAL INC	2,600,000.00	0.09	$2,680,697.76	5.950	10/15/2033	AHTLN
ASTRAZENECA FINANCE LLC	4,600,000.00	0.16	$4,379,319.14	1.750	05/28/2028	AZN
AT&T INC	2,673,000.00	0.08	$2,263,103.47	2.550	12/01/2033	T
AT&T INC	900,000.00	0.03	$958,593.42	6.300	01/15/2038	T
AT&T INC	1,090,000.00	0.03	$1,032,633.85	5.550	11/01/2045	T
AT&T INC	3,775,000.00	0.13	$3,696,026.25	6.000	04/30/2056	T
ATCLO 2021-18A A1R	3,400,000.00	0.12	$3,396,824.40	5.396	01/18/2035	04943EAQ4
ATHENE GLOBAL FUNDING	2,500,000.00	0.10	$2,892,899.41	3.024	02/23/2027	ATH
ATHENE HOLDING LTD	1,290,000.00	0.04	$1,206,740.18	6.875	06/28/2055	ATH
AUD/USD FWD 20260402	-4,950,776.00	-0.13	-$3,415,695.95	0.000	04/02/2026	AUC040226
AUD/USD FWD 20260402	-699,000.00	-0.02	-$482,262.07	0.000	04/02/2026	AUJ040226
AUD/USD FWD 20260402	3,155,439.68	0.08	$2,177,037.00	0.000	04/02/2026	AUP040226
AUD/USD FWD 20260402	3,894,776.00	0.09	$2,687,128.36	0.000	04/02/2026	AUD040226
AUD/USD FWD 20260504	-3,894,776.00	-0.10	-$2,686,026.23	0.000	05/04/2026	AUD050426
AUD/USD FWD 20260504	-354,000.00	-0.01	-$244,135.55	0.000	05/04/2026	AUA050426
AUDUSD	-20,170,000.00	-0.52	-$13,908,493.06	0.000	05/12/2026	AUD
AUSTRALIAN DOLLAR	192,541.35	0.00	$132,843.90	0.000	-	AUD
AVIATION CAPITAL GROUP LLC	3,500,000.00	0.12	$3,381,815.85	4.875	01/28/2033	ACGCAP
AVOLON HOLDINGS FUNDING LTD	1,650,000.00	0.05	$1,581,459.00	4.850	04/01/2033	AVOL
AVOLON HOLDINGS FUNDING LTD	51,000.00	0.00	$49,287.98	2.528	11/18/2027	AVOL
AVOLON HOLDINGS FUNDING LTD	2,400,000.00	0.08	$2,338,490.16	4.950	10/15/2032	AVOL
AVOLON HOLDINGS FUNDING LTD	420,000.00	0.01	$424,760.57	5.375	05/30/2030	AVOL
AVOLON HOLDINGS FUNDING LTD	1,030,000.00	0.03	$1,033,860.54	4.950	01/15/2028	AVOL
AXIAN TELECOM HOLDING AND MANAGEME	380,000.00	0.01	$375,907.40	7.250	07/11/2030	AXNTLC
AXIS BANK LTD GIFT CITY (GANDHINAG	545,000.00	0.01	$538,584.70	4.100	12/31/2079	AXSBIN
AZERBAIJAN (REPUBLIC OF)	325,000.00	0.01	$299,834.92	3.500	09/01/2032	AZERBJ
AZORRA SOAR TLB FINANCE LTD	694,719.34	0.02	$696,890.34	6.160	10/18/2029	AZORRA
AZUL SECURED FINANCE LLP	475,000.00	0.01	$434,921.88	9.875	02/15/2031	AZUBBZ
AZULE ENERGY FINANCE PLC	570,000.00	0.02	$575,435.81	8.625	01/22/2033	AZURGY
AZULE ENERGY FINANCE PLC	345,000.00	0.01	$349,753.03	8.125	01/23/2030	AZURGY
BAFC_05-E	50,095.28	0.00	$46,203.12	5.288	06/20/2035	BAFC_05-E
BAFC_06-I	40,758.22	0.00	$40,332.45	5.751	12/20/2036	BAFC_06-I
BAITEREK NATIONAL MANAGING HOLDING	476,000.00	0.01	$480,083.98	5.450	05/08/2028	BAINAT
BALLY 2021-18A C1R	850,000.00	0.03	$828,952.30	6.522	04/15/2038	BALLY_21-
BANCO DAVIVIENDA SA	490,000.00	0.01	$497,105.00	8.125	07/02/2035	DAVIVI
BANCO DE CREDITO E INVERSIONES	475,000.00	0.01	$499,730.88	8.750	12/31/2079	BCICI
BANCO DEL ESTADO DE CHILE	380,000.00	0.01	$400,356.60	7.950	12/31/2079	BANCO
BANCO MACRO SA	555,000.00	0.02	$566,266.50	8.000	06/23/2029	BMAAR
BANCO MERCANTIL DEL NORTE SA (CAYM	445,000.00	0.01	$445,250.62	7.500	12/31/2079	BANORT
BANCO SANTANDER SA	1,200,000.00	0.04	$1,194,918.84	4.175	03/24/2028	SANTAN
BANCO SANTANDER SA	800,000.00	0.02	$788,884.32	4.551	11/06/2030	SANTAN
BANCOLOMBIA SA	600,000.00	0.02	$629,757.36	8.625	12/24/2034	BCOLO
BANGKOK BANK PCL	515,000.00	0.01	$463,491.91	3.466	09/23/2036	BBLTB
BANGKOK BANK PCL	440,000.00	0.01	$436,338.58	4.507	11/26/2030	BBLTB
BANK GOSPODARSTWA KRAJOWEGO-WARSAW	200,000.00	0.00	$206,650.74	5.750	07/09/2034	BGOSK
BANK HAPOALIM BM	470,000.00	0.01	$464,573.68	5.252	01/14/2033	HAPOAL
BANK LEUMI LE ISRAEL BM	465,000.00	0.01	$479,063.93	7.129	07/18/2033	LUMIIT
BANK MUSCAT SAOG	550,000.00	0.01	$539,375.05	4.846	10/01/2030	BKMBOM
BANK OF AMERICA CORP	2,845,000.00	0.10	$2,809,998.82	4.456	02/06/2032	BAC
BANK OF AMERICA CORP	5,000,000.00	0.18	$5,062,669.00	5.288	04/25/2034	BAC
BANK OF AMERICA CORP	700,000.00	0.02	$710,069.36	5.202	04/25/2029	BAC
BANK OF AMERICA CORP	1,939,000.00	0.07	$2,000,504.11	5.819	09/15/2029	BAC
BANK OF AMERICA CORP	3,670,000.00	0.13	$3,771,261.17	6.204	11/10/2028	BAC
BANK OF AMERICA CORP	5,255,000.00	0.19	$5,256,725.74	5.518	10/25/2035	BAC
BANK OF AMERICA CORP	2,542,000.00	0.09	$2,558,772.12	6.250	12/31/2079	BAC
BANK OF AMERICA CORP	1,015,000.00	0.03	$1,041,293.58	6.625	12/31/2079	BAC
BANK OF AMERICA CORP	1,300,000.00	0.04	$1,305,791.89	4.623	05/09/2029	BAC
BANK OF AMERICA CORP	3,060,000.00	0.11	$3,034,583.03	1.734	07/22/2027	BAC
BANK OF AMERICA CORP	6,900,000.00	0.25	$6,806,613.33	3.974	02/07/2030	BAC
BANK OF MONTREAL	1,405,000.00	0.05	$1,383,851.52	75.000	01/14/2032	BMO
BANK OF NEW YORK MELLON CORP/THE	1,470,000.00	0.05	$1,489,671.54	4.942	02/11/2031	BK
BANK_17-BNK5	605,000.00	0.02	$589,111.01	3.896	06/15/2060	BANK_17-B
BANK_17-BNK7	1,120,000.00	0.04	$1,102,707.87	3.435	09/15/2060	BANK_17-B
BANK_19-BN20	8,000,000.00	0.27	$7,557,120.80	3.011	09/15/2061	BANK_19-B
BANK_20-BNK29	5,880,000.00	0.19	$5,174,342.38	1.997	11/15/2053	BANK_20-B
BANK_22-BN39	797,000.00	0.02	$680,005.26	3.377	02/15/2055	BANK_22-B
BANK_22-BNK39	1,353,000.00	0.04	$1,185,667.05	3.237	02/15/2055	BANK_22-B
BANK_22-BNK40	1,800,000.00	0.05	$1,572,108.48	3.507	03/15/2064	BANK_22-B
BANK_24-BN47	3,500,000.00	0.13	$3,659,771.50	5.716	06/15/2057	BANK_24-B
BANQUE FEDERATIVE DU CREDIT MUTUEL	1,750,000.00	0.06	$1,726,578.18	4.541	01/15/2031	BFCM
BARCLAYS PLC	2,000,000.00	0.07	$2,010,683.20	4.942	09/10/2030	BACR
BARCLAYS PLC	3,000,000.00	0.12	$3,355,828.80	7.437	11/02/2033	BACR
BARCLAYS PLC	1,600,000.00	0.05	$1,618,787.20	5.501	08/09/2028	BACR
BARCLAYS PLC	3,000,000.00	0.11	$3,018,756.90	4.972	05/16/2029	BACR
BATH & BODY WORKS INC	3,448,000.00	0.12	$3,395,665.22	6.875	11/01/2035	BBWI
BAYER US FINANCE II LLC	200,000.00	0.00	$198,029.46	4.375	12/15/2028	BAYNGR
BAYER US FINANCE LLC	200,000.00	0.00	$207,764.74	6.250	01/21/2029	BAYNGR
BAYER US FINANCE LLC	800,000.00	0.02	$807,395.04	6.125	11/21/2026	BAYNGR
BAYER US FINANCE LLC	400,000.00	0.01	$425,540.48	6.500	11/21/2033	BAYNGR
BAYER US FINANCE LLC	600,000.00	0.02	$631,137.78	6.375	11/21/2030	BAYNGR
BBVA MEXICO SA INSTITUCION DE BANC	230,000.00	0.00	$242,372.14	8.125	01/08/2039	BBVASM
BCC 2021-7A A1R	3,150,000.00	0.11	$3,144,109.50	4.649	01/22/2035	BCC_21-7A
BCCE 2018-2A AR	84,971.71	0.00	$98,186.27	2.766	01/20/2032	BCCE_18-2
BDS_25-FL14	600,000.00	0.02	$600,016.20	4.949	10/17/2042	BDS_25-FL
BECLO 7A AR	370,371.67	0.01	$427,987.07	2.636	10/15/2031	BECLO_7A_
BECTON DICKINSON EURO FINANCE SARL	700,000.00	0.01	$525,590.21	1.336	08/13/2041	BDX
BEIGNET INVESTOR LLC	14,000,000.00	0.53	$14,405,027.00	6.581	05/30/2049	RPLDCI
BERMUDA (GOVERNMENT OF)	400,000.00	0.01	$399,600.00	5.000	07/15/2032	BERMUD
BERMUDA (GOVERNMENT OF)	255,000.00	0.00	$254,745.00	5.000	07/15/2032	BERMUD
BFLD_25-660F	6,490,000.00	0.23	$6,481,904.37	5.173	11/15/2042	BFLD_25-6
BIDVEST GROUP (UK) PLC	440,000.00	0.01	$439,891.72	6.200	09/17/2032	BVTSJ
BIMBO BAKERIES USA INC	260,000.00	0.01	$277,409.60	6.400	01/15/2034	BIMBOA
BLACK 2019-1A A1R	60,765.58	0.00	$70,214.90	2.964	05/15/2032	BLACK_19-
BLACK HILLS CORPORATION	1,090,000.00	0.03	$1,078,850.06	4.550	01/31/2031	BKH
BLACKSTONE PRIVATE CREDIT FUND	990,000.00	0.03	$941,037.87	5.350	03/12/2031	BCRED
BLACKSTONE PRIVATE CREDIT FUND	1,075,000.00	0.03	$1,014,164.03	5.050	09/10/2030	BCRED
BLACKSTONE PRIVATE CREDIT FUND	920,000.00	0.03	$895,389.54	5.600	11/22/2029	BCRED
BLKRK LQDTY FED CL INSTNAL	2,550,000.00	0.09	$2,550,000.00	0.000	02/06/2079	TFDXX
BLOCK INC	1,531,000.00	0.05	$1,507,290.17	6.000	08/15/2033	XYZ
BLUE OWL CREDIT INCOME CORP	1,419,000.00	0.05	$1,368,984.22	5.800	03/15/2030	OCINCC
BLUE OWL CREDIT INCOME CORP	3,538,000.00	0.12	$3,526,298.42	6.600	09/15/2029	OCINCC
BMAEK_22-B32	2,200,000.00	0.06	$1,666,088.38	3.570	01/15/2055	BMARK_22-
BMARK_20-B17	3,460,000.00	0.11	$3,123,667.24	2.289	03/15/2053	BMARK_20-
BMARK_20-B20	5,250,000.00	0.17	$4,636,300.73	2.034	10/15/2053	BMARK_20-
BMARK_21-B24	6,790,000.00	0.22	$6,086,816.06	2.584	03/15/2054	BMARK_21-
BMARK_22-B32	1,800,000.00	0.05	$1,503,878.58	3.202	01/15/2055	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$778,610.52	3.734	02/15/2032	BMARK_22-
BMARK_22-B33	900,000.00	0.02	$712,473.75	0.000	03/15/2055	BMARK_22-
BMARK_22-B34	2,950,000.00	0.10	$2,725,001.14	3.786	04/15/2055	BMARK_22-
BMARK_22-B35	3,375,000.00	0.12	$3,263,064.41	4.594	05/15/2055	BMARK_22-
BMARK_22-B36	800,000.00	0.02	$774,150.00	4.470	07/15/2055	BMARK_22-
BMO_22-C1	600,000.00	0.02	$553,954.14	3.374	02/15/2055	BMO_22-C1
BMW US CAPITAL LLC	900,000.00	0.03	$905,241.60	4.750	03/21/2028	BMW
BNP PARIBAS SA	600,000.00	0.02	$565,372.32	2.159	09/15/2029	BNP
BNP PARIBAS SA	1,800,000.00	0.06	$1,730,781.90	1.904	09/30/2028	BNP
BNP PARIBAS SA	4,700,000.00	0.16	$4,413,066.88	3.052	01/13/2031	BNP
BNPAM 2018-1A AR	215,055.84	0.00	$247,900.90	2.616	04/15/2031	BNPAM_18-
BNPAM 2019-1A AR	979,866.59	0.04	$1,128,580.79	2.847	07/22/2032	BNPAM_19-
BOAMS_03-D	330.53	n/a	$325.37	6.403	05/25/2033	BOAMS_03-
BOEING CO	400,000.00	0.01	$442,621.28	7.008	05/01/2064	BA
BOEING CO	2,750,000.00	0.10	$2,798,253.70	6.259	05/01/2027	BA
BOEING CO	700,000.00	0.02	$735,082.25	6.298	05/01/2029	BA
BOEING CO	3,835,000.00	0.15	$4,224,158.16	6.858	05/01/2054	BA
BOEING CO	1,100,000.00	0.04	$1,173,442.82	6.388	05/01/2031	BA
BOEING CO/THE	500,000.00	0.02	$544,879.85	6.528	05/01/2034	BA
BOSTON GAS COMPANY	500,000.00	0.01	$469,071.80	3.757	03/16/2032	NGGLN
BPCE SA	5,000,000.00	0.18	$5,106,135.50	5.748	07/19/2033	BPCEGP
BPCE SA	1,160,000.00	0.04	$1,110,957.98	6.347	01/13/2047	BPCEGP
BPCE SA (FXD-FRN)	3,350,000.00	0.12	$3,387,543.45	6.612	10/19/2027	BPCEGP
BRAZIL FEDERATIVE REPUBLIC OF (GOV	300,000.00	0.01	$295,332.00	7.125	05/13/2054	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	66,500,000.00	0.44	$12,009,301.61	0.000	10/01/2026	BLTN
BRAZIL FEDERATIVE REPUBLIC OF (GOV	400,000.00	0.01	$409,560.00	6.625	03/15/2035	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	1,570,000.00	0.05	$1,543,388.50	7.250	01/12/2056	BRAZIL
BRAZIL FEDERATIVE REPUBLIC OF (GOV	210,000.00	0.00	$152,124.00	4.750	01/14/2050	BRAZIL
BRAZIL LETRAS DO TESOURO NACIONAL	132,700,000.00	0.91	$24,774,858.54	0.000	07/01/2026	BLTN
BRAZILIAN REAL	3,607,840.31	0.02	$696,514.44	0.000	-	BRL
BRITISH AIR 18-1 AA PTT	678,474.65	0.02	$662,074.76	3.800	09/20/2031	IAGLN
BRITISH AIRWAYS 2019-1 CLASS AA PA	210,529.43	0.00	$199,114.97	3.300	06/15/2034	IAGLN
BRITISH POUND	871,248.54	0.04	$1,153,184.57	0.000	-	GBP
BRL/USD FWD 20260402	3,465.35	n/a	$668.77	0.000	04/02/2026	BRJ040226
BRL/USD FWD 20260402	4,847,360.30	0.03	$935,475.54	0.000	04/02/2026	BRG040226
BRL/USD FWD 20260402	-4,850,825.65	-0.04	-$936,144.31	0.000	04/02/2026	BRGT40226
BRL/USD FWD 20260505	3,880,386.84	0.02	$743,859.57	0.000	05/05/2026	BRP050526
BRL/USD FWD 20260602	774,960.83	0.00	$147,544.00	0.000	06/02/2026	BRA060226
BRL/USD FWD 20260602	33,885,938.89	0.23	$6,451,509.14	0.000	06/02/2026	BRG060226
BRL/USD FWD 20260602	15,332,057.25	0.10	$2,919,054.65	0.000	06/02/2026	BRP060226
BRL/USD FWD 20260702	-26,900,000.00	-0.19	-$5,084,556.75	0.000	07/02/2026	BRJ070226
BRL/USD FWD 20260702	-16,600,000.00	-0.12	-$3,137,681.86	0.000	07/02/2026	BRGT70226
BRL/USD FWD 20260702	21,125,850.23	0.14	$3,993,144.40	0.000	07/02/2026	BRP070226
BRL/USD FWD 20260702	-56,328,097.78	-0.40	-$10,646,966.90	0.000	07/02/2026	BRG070226
BRL/USD FWD 20261002	-18,600,000.00	-0.13	-$3,438,750.34	0.000	10/02/2026	BRJ100226
BRL/USD FWD 20261002	-5,100,000.00	-0.04	-$942,883.16	0.000	10/02/2026	BRA100226
BRL/USD FWD 20261002	-42,800,000.00	-0.30	-$7,912,823.36	0.000	10/02/2026	BRP100226
BROADCOM INC	395,000.00	0.01	$390,542.46	4.200	10/15/2030	AVGO
BROADCOM INC	1,600,000.00	0.05	$1,463,678.40	3.419	04/15/2033	AVGO
BROADCOM INC	2,900,000.00	0.10	$2,956,552.32	5.050	04/15/2030	AVGO
BROADCOM INC	2,789,000.00	0.08	$2,370,705.50	3.137	11/15/2035	AVGO
BROOKFIELD ASSET MANAGEMENT LTD	2,025,000.00	0.07	$2,008,112.11	4.653	11/15/2030	BAMCN
BROOKFIELD CAPITAL FINANCE LLC	3,800,000.00	0.14	$3,965,542.82	6.087	06/14/2033	BNCN
BROOKFIELD CORP	3,495,000.00	0.12	$3,423,666.35	5.330	01/15/2036	BNCN
BSABS_05-FR1	172,704.69	0.00	$170,605.12	4.798	06/25/2035	BSABS_05-
BSABS_07-SD1	90,896.90	0.00	$37,850.61	4.888	10/25/2036	BSABS_07-
BSARM_03-5	9,690.54	0.00	$8,983.45	4.509	08/25/2033	BSARM_03-
BUNGE LIMITED FINANCE CORPORATION	2,930,000.00	0.10	$2,902,902.77	4.200	09/17/2029	BG
BURGAN BANK KPSC	495,000.00	0.01	$481,897.55	2.750	12/15/2031	BGBKKK
CAD/USD FWD 20260402	1,664,345.56	0.04	$1,196,531.49	0.000	04/02/2026	CAA040226
CAD/USD FWD 20260402	-3,127,537.50	-0.09	-$2,248,449.60	0.000	04/02/2026	CAC040226
CAD/USD FWD 20260402	1,440,000.00	0.03	$1,035,244.96	0.000	04/02/2026	CAP040226
CAD/USD FWD 20260504	-35,843,014.30	-0.96	-$25,804,530.63	0.000	05/04/2026	CAA050426
CAESARS ENTERTAINMENT INC	1,910,000.00	0.06	$1,889,291.97	6.500	02/15/2032	CZR
CAN 10YR BOND JUN 26	59.00	0.18	$5,089,921.64	0.000	06/19/2026	CNM6
CANADA (GOVERNMENT OF)	10,300,000.00	0.26	$7,327,875.06	3.250	12/01/2034	CAN
CANADIAN DOLLAR	530,772.85	0.01	$381,549.03	0.000	-	CAD
CANADIAN PACIFIC RAILWAY COMPANY	1,355,000.00	0.04	$1,298,032.82	5.500	03/15/2056	CP
CANTOR FITZGERALD LP	2,800,000.00	0.10	$2,910,190.36	7.200	12/12/2028	CANTOR
CANYC 2019-2A AR2	1,350,000.00	0.04	$1,347,355.35	4.682	10/15/2034	CANYC_19-
CANYC 2020-2A AR2	1,900,000.00	0.06	$1,894,744.60	4.702	10/15/2034	CANYC_20-
CAPITAL ONE FINANCIAL CORPORATION	1,300,000.00	0.04	$1,280,644.43	4.722	01/30/2032	COF
CAPST 25-1	500,000.00	0.01	$499,129.80	4.773	08/16/2029	CAPST 202
CARGILL INC	1,175,000.00	0.04	$1,158,328.75	4.125	10/23/2030	CARGIL
CARNIVAL CORP	500,000.00	0.01	$488,443.90	4.000	08/01/2028	CCL
CARNIVAL CORPORATION	2,000,000.00	0.07	$2,025,842.00	5.875	06/15/2031	CCL
CAS 2025-R02 1M2	1,620,000.00	0.05	$1,621,463.35	5.262	02/25/2045	CAS_25-R0
CAS 2025-R03 2M1	912,431.63	0.03	$914,617.36	5.262	03/25/2045	CAS 2025-
CAS 2025-R04 1M2	2,870,000.00	0.10	$2,878,995.15	5.162	05/25/2045	CAS 25-R0
CAS 2025-R06 1B1	5,169,444.00	0.19	$5,231,337.24	5.512	09/25/2045	CAS 2025-
CAS 2026-R01 2M2 MTGE	4,560,000.00	0.16	$4,559,869.13	5.012	01/25/2046	CAS 2026-
CAS 2026-R02	2,380,000.00	0.08	$2,390,407.98	5.162	02/25/2046	CAS 2026-
CAS 25-R05	1,280,000.00	0.04	$1,283,954.94	5.262	07/25/2045	CAS 2025-
CAS_22-R01	1,500,000.00	0.05	$1,505,117.10	5.972	12/25/2041	CAS_22-R0
CAS_22-R02	868,647.84	0.03	$877,742.58	7.072	01/25/2042	CAS_22-R0
CAS_24-R04	771,209.50	0.02	$770,735.51	4.762	05/25/2044	CAS_24-R0
CAS_25-R01	680,000.00	0.02	$679,591.05	5.851	01/25/2045	CAS_25-R0
CASH COLLATERAL BOA USD	-570,000.00	-0.03	-$570,000.00	0.090	12/31/2049	BOA
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	-1,790,000.00	-0.07	-$1,790,000.00	0.000	12/31/2060	TEST
CASH COLLATERAL ISDA DUB USD	-220,000.00	-0.01	-$220,000.00	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	2,683,000.00	0.09	$2,683,000.00	0.000	06/14/2065	MSC
CASSA DEPOSITI E PRESTITI SPA	6,600,000.00	0.25	$6,888,853.62	5.875	04/30/2029	CDEP
CATERPILLAR FINANCIAL SERVICES COR	1,055,000.00	0.03	$1,045,561.23	4.150	01/08/2031	CAT
CBQ FINANCE LTD	550,000.00	0.01	$537,384.11	4.625	09/10/2030	COMQAT
CCO HOLDINGS LLC	2,739,000.00	0.10	$2,749,158.95	6.375	09/01/2029	CHTR
CCO HOLDINGS LLC	1,625,000.00	0.05	$1,391,688.35	4.250	01/15/2034	CHTR
CD_17-CD6	440,000.00	0.01	$416,580.52	3.911	11/13/2050	CD_17-CD6
CD_19-CD8	4,575,000.00	0.15	$4,290,887.93	2.912	08/15/2057	CD_19-CD8
CDS: (BA)	700,000.00	n/a	$1,227.51	0.010	06/20/2026	MS
CDS: (BA)	4,100,000.00	0.00	$21,965.52	0.010	12/20/2026	CITI
CDS: (CDX.NA.HY.45.V2)	19,592,100.00	0.03	$1,031,750.57	0.000	12/20/2030	ICE
CDS: (GE)	1,200,000.00	0.00	$8,168.87	0.010	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$44,279.41	0.050	12/20/2026	JPM
CDS: (HOTGR)	1,100,000.00	0.00	$44,279.41	0.050	12/20/2026	JPM
CDS: (ICE)	600,000.00	n/a	$1,269.25	0.010	06/20/2026	MS
CDS: (NA.8.AAA)	178,431.17	0.00	$0.00	0.500	10/17/2057	OTC
CDW LLC / CDW FINANCE CORP	4,143,000.00	0.14	$3,982,303.39	3.276	12/01/2028	CDW
CDX ITRAXX MAIN44 5Y ICE	90,000.00	n/a	$1,524.07	0.000	12/20/2030	ICE
CELANESE US HOLDINGS LLC	1,256,000.00	0.04	$1,289,400.68	6.750	04/15/2033	CE
CELANESE US HOLDINGS LLC	151,000.00	0.00	$154,196.37	6.500	04/15/2030	CE
CELESTIAL DYNASTY LTD	535,000.00	0.01	$527,814.63	6.375	08/22/2028	CTFSHK
CENOVUS ENERGY INC	1,700,000.00	0.06	$1,692,142.43	5.400	03/20/2036	CVECN
CF_19-CF1	2,340,000.00	0.08	$2,280,709.08	3.786	05/17/2052	CF_19-CF1
CF_19-CF2	4,000,000.00	0.13	$3,770,748.80	2.874	11/15/2052	CF_19-CF2
CF_2019-CF3	800,000.00	0.02	$748,461.76	3.006	01/15/2053	CF_2019-C
CFCRE_16-C7	3,100,000.00	0.11	$3,081,372.41	3.839	12/10/2054	CFCRE_16-
CFII_24-1	1,482,016.44	0.05	$1,496,804.00	5.520	05/15/2036	CFII_24-1
CFOUR 10A A	1,000,000.00	0.04	$1,155,515.96	3.279	10/25/2038	CFOUR
CGCMT_17-C4	635,000.00	0.02	$625,527.13	3.471	10/12/2050	CGCMT_17-
CGMSE 2017-3A A1R	231,847.96	0.00	$267,915.01	2.716	01/15/2031	CGMSE_17-
CGMSE 2019-2A A1R	210,004.06	0.00	$242,669.60	2.874	08/15/2032	CGMSE_19-
CGMSE 2025-1A A1	1,000,000.00	0.04	$1,154,434.08	3.206	08/15/2038	XS3065225
CHAOT 2024-2A A3	2,157,181.73	0.08	$2,179,330.16	5.520	06/25/2029	CHAOT_24-
CHARTER COMM OPERATING LLC	461,162.50	0.01	$461,882.84	5.923	11/22/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	1,808,375.00	0.06	$1,809,181.54	5.669	12/02/2030	CHTR
CHARTER COMMUNICATIONS OPERATING L	4,000,000.00	0.13	$3,592,202.00	2.800	04/01/2031	CHTR
CHARTER COMMUNICATIONS OPERATING L	3,800,000.00	0.14	$3,819,985.34	5.050	03/30/2029	CHTR
CHASE_05-A1	26,234.80	0.00	$23,050.36	4.333	12/25/2035	CHASE_05-
CHASE_24-7	2,040,362.45	0.07	$2,052,109.84	4.962	06/25/2055	CHASE_24-
CHASE_24-RPL1	1,529,537.73	0.04	$1,350,476.89	3.250	03/25/2064	CHASE_24-
CHASE_24-RPL3	2,877,836.17	0.09	$2,553,868.37	3.250	09/25/2064	CHASE_24-
CHENIERE ENERGY INC	1,115,000.00	0.04	$1,104,045.79	5.482	07/30/2036	LNG
CHF/USD FWD 20260402	607,441.11	0.02	$759,848.21	0.000	04/02/2026	CHJ040226
CHF/USD FWD 20260402	-1,167,067.71	-0.06	-$1,459,885.23	0.000	04/02/2026	CHP040226
CHF/USD FWD 20260402	-176,000.00	-0.01	-$220,158.44	0.000	04/02/2026	CHG040226
CHF/USD FWD 20260504	-1,690,451.60	-0.08	-$2,122,495.63	0.000	05/04/2026	CHJ050426
CHICAGO ILL TRANSIT AUTH	1,583,075.69	0.06	$1,769,087.08	6.899	12/01/2040	CHITRN
CHICAGO ILL TRANSIT AUTH	1,583,071.78	0.06	$1,769,082.71	6.899	12/01/2040	CHITRN
CHILE (REPUBLIC OF)	246,000.00	0.00	$218,192.16	2.550	01/27/2032	CHILE
CHILE ELECTRICITY LUX MPC II SARL	312,801.60	0.01	$314,613.47	5.580	10/20/2035	CHLMPC
CHILE ELECTRICITY LUX MPC SARL	399,900.00	0.01	$413,640.56	6.010	01/20/2033	CHLELC
CHINESE YUAN	811.48	n/a	$117.47	0.000	-	CNY
CI FINANCIAL CORP	800,000.00	0.03	$926,161.50	4.625	12/12/2031	CIXCN
CIFC 2025-1A D1	850,000.00	0.03	$832,134.70	6.171	04/23/2038	CIFC_25-1
CIKARANG LISTRINDO TBK PT	610,000.00	0.02	$604,451.93	5.650	03/12/2035	CIKLIS
CITIGROUP INC	1,215,000.00	0.04	$1,241,056.65	6.020	01/24/2036	C
CITIGROUP INC	972,000.00	0.03	$972,087.09	6.750	12/31/2079	C
CITIGROUP INC	2,110,000.00	0.07	$2,086,516.12	4.503	09/11/2031	C
CITIGROUP INC	850,000.00	0.03	$875,297.70	7.000	12/31/2079	C
CITIGROUP INC	1,900,000.00	0.07	$1,929,544.81	5.174	02/13/2030	C
CITIGROUP INC	2,400,000.00	0.08	$2,382,740.64	4.075	04/23/2029	C
CITIGROUP INC	1,000,000.00	0.03	$994,615.70	3.200	10/21/2026	C
CITIGROUP INC	890,000.00	0.03	$891,272.88	6.625	12/31/2079	C
CITM_07-1	2,166,594.57	0.08	$2,196,195.02	5.293	10/25/2037	CITM_07-1
CITZN_23-1	1,792,442.72	0.06	$1,799,321.40	5.840	01/18/2028	CITZN_23-
CLEVELAND-CLIFFS INC	1,870,000.00	0.06	$1,811,660.30	7.000	03/15/2032	CLF
CMLTI_24-1	2,156,840.24	0.07	$2,166,713.82	5.017	07/25/2054	CMLTI_24-
CNY/USD FWD 20260402	-269,884.95	-0.01	-$39,083.34	0.000	04/02/2026	CND040226
CNY/USD FWD 20260402	-1,365,167.93	-0.01	-$197,696.52	0.000	04/02/2026	CNJ040226
CNY/USD FWD 20260402	-10,698,934.08	-0.06	-$1,549,364.03	0.000	04/02/2026	CNP040226
CNY/USD FWD 20260402	2,201,000.00	0.01	$318,737.38	0.000	04/02/2026	CNG040226
CNY/USD FWD 20260402	1,684,000.00	0.00	$243,868.13	0.000	04/02/2026	CNC040226
CNY/USD FWD 20260402	-1,491,000.00	-0.01	-$215,918.87	0.000	04/02/2026	CNA040226
CNY/USD FWD 20260507	-153,456.37	-0.01	-$22,283.65	0.000	05/07/2026	CNJ050726
CNY/USD FWD 20260507	-145,849.12	-0.01	-$21,178.99	0.000	05/07/2026	CND050726
CODELCO INTERNATIONAL LTD	400,000.00	0.01	$417,880.00	6.330	01/13/2035	CDEL
COLL - MYC	-400,000.00	-0.02	-$400,000.00	0.000	12/31/2060	MYC
COLOMBIA (REPUBLIC OF)	415,000.00	0.01	$425,221.45	7.500	02/02/2034	COLOM
COLOMBIA (REPUBLIC OF)	700,000.00	0.02	$686,350.00	6.500	01/21/2033	COLOM
COLT_24-3	1,804,318.17	0.06	$1,821,209.29	6.393	06/25/2069	COLT_24-3
COMISION EJECUTIVA HIDROELECTRICA	200,000.00	0.00	$205,300.00	8.650	01/24/2033	CELELS
COMISION FEDERAL DE ELECTRICIDAD C	655,000.00	0.02	$587,233.05	3.348	02/09/2031	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	425,000.00	0.01	$410,125.00	6.500	01/28/2051	CFELEC
COMISION FEDERAL DE ELECTRICIDAD C	225,000.00	0.00	$218,328.75	6.045	01/28/2034	CFELEC
COMM_18-HCLV	2,900,000.00	0.10	$2,730,099.15	4.969	09/15/2033	COMM_18-H
CONNECT FINCO SARL	2,985,000.00	0.11	$3,139,593.15	9.000	09/15/2029	ISATLN
CONSTELLATION ENERGY GENERATION LL	860,000.00	0.03	$853,491.86	3.900	01/08/2028	CEG
COOPERATIEVE RABOBANK UA	3,300,000.00	0.12	$3,375,561.09	5.447	03/05/2030	RABOBK
COOPERATIEVE RABOBANK UA	1,350,000.00	0.04	$1,347,133.82	3.750	07/21/2026	RABOBK
COREBRIDGE GLOBAL FUNDING	2,600,000.00	0.09	$2,568,322.12	4.550	01/09/2031	CRBG
CORPORACION ANDINA DE FOMENTO	200,000.00	0.00	$204,941.98	5.000	01/24/2029	CAF
CORPORACION ANDINA DE FOMENTO	490,000.00	0.01	$501,637.50	6.750	12/31/2079	CAF
CORPORACION NACIONAL DEL COBRE DE	200,000.00	0.00	$160,689.58	4.250	07/17/2042	CDEL
CORPORACION NACIONAL DEL COBRE DE	225,000.00	0.00	$153,340.43	3.700	01/30/2050	CDEL
COSTA RICA (REPUBLIC OF)	200,000.00	0.00	$211,542.00	7.000	04/04/2044	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	750,000.00	0.03	$892,163.96	5.500	11/21/2030	COSTAR
COSTA RICA GOVERNMENT INTERNATIONA	500,000.00	0.02	$599,852.40	6.001	01/16/2036	COSTAR
COTE D IVOIRE (REPUBLIC OF)	430,000.00	0.01	$406,152.54	6.125	06/15/2033	IVYCST
COTE D IVOIRE (REPUBLIC OF)	400,000.00	0.01	$407,807.40	8.075	04/01/2036	IVYCST
CPPIB CAPITAL INC	1,500,000.00	0.04	$1,119,268.92	4.300	06/02/2034	CPPIBC
CROSSCOUNTRY INTERMEDIATE HOLDCO L	3,908,000.00	0.13	$3,729,750.65	6.500	10/01/2030	CROSIN
CROSSM_24-H3	2,379,404.12	0.08	$2,397,257.03	6.272	06/25/2069	CROSSM_24
CROWN CASTLE INTERNATIONAL CORP	5,000,000.00	0.16	$4,417,792.00	2.250	01/15/2031	CCI
CRVNA_24-P2	2,934,800.03	0.10	$2,954,089.59	5.330	07/10/2029	CRVNA_24-
CSMC_05-1R	437,800.64	0.00	$244,294.25	5.750	12/26/2035	CSMC_05-1
CSMC_07-1	133,060.06	0.00	$69,139.79	6.000	02/25/2037	CSMC_07-1
CSMC_07-3	57,636.23	0.00	$44,082.28	4.038	04/25/2037	CSMC_07-3
CSMC_07-3	57,636.22	0.00	$8,087.80	2.962	04/25/2037	CSMC_07-3
CSMC_07-3	25,592.29	0.00	$20,674.13	5.500	04/25/2037	CSMC_07-3
CVS HEALTH CORP	1,310,000.00	0.04	$1,124,723.16	5.050	03/25/2048	CVS
CVS HEALTH CORP	4,400,000.00	0.15	$4,252,850.36	3.750	04/01/2030	CVS
CVS HEALTH CORP	1,460,000.00	0.05	$1,466,202.66	5.450	09/15/2035	CVS
CVS PASS-THROUGH TRUST	45,220.70	0.00	$45,866.14	5.773	01/10/2033	CVSPAS
CWALT_08-2R	781,002.77	0.01	$345,454.63	6.000	08/25/2037	CWALT_08-
CWHL_06-R1	180,749.15	0.00	$171,408.43	4.133	01/25/2036	CWHL_06-R
CWHL_07-4	644,824.28	0.00	$249,096.65	6.000	05/25/2037	CWHL_07-4
CWL_04-3	20,796.11	0.00	$20,319.62	4.193	08/25/2034	CWL_04-3-
CWL_05-3	4,200,000.00	0.14	$4,000,249.26	5.743	08/25/2035	CWL_05-3-
CWL_06-1	12,357.99	0.00	$12,158.17	5.526	07/25/2036	CWL_06-1-
CWL_06-11	14,626.58	0.00	$13,563.67	6.150	09/25/2046	CWL_06-11
CWL_06-26	566,032.52	0.02	$557,535.86	4.233	06/25/2037	CWL_06-26
CWL_07-6	936,513.39	0.02	$792,579.24	4.413	07/25/2035	CWL_07-6-
CXHE_02-A	59.41	n/a	$59.31	5.540	01/25/2032	CXHE_02-A
CYPRIUM CORPORATION	3,565,000.00	0.12	$3,523,351.89	6.125	04/15/2031	VGNT
CYRUS_24-2	8,900,000.00	0.31	$8,651,357.14	4.500	05/20/2049	CYRUS_24-
DAE FUNDING LLC	2,700,000.00	0.09	$2,600,629.47	3.375	03/20/2028	DUBAEE
DANISH KRONE	15,517.92	n/a	$2,400.22	0.000	-	DKK
DANSKE BANK A/S	3,400,000.00	0.12	$3,497,662.96	5.705	03/01/2030	DANBNK
DAVITA INC	580,000.00	0.01	$532,165.37	3.750	02/15/2031	DVA
DAVITA INC	945,000.00	0.03	$909,184.69	4.625	06/01/2030	DVA
DBJPM_16-C1	135,696.55	0.00	$135,487.10	3.276	05/10/2049	DBJPM_16-
DEUTSCHE BANK AG	1,500,000.00	0.05	$1,410,638.55	3.547	09/18/2031	DB
DEUTSCHE BANK AG	1,130,000.00	0.04	$1,137,691.12	7.146	07/13/2027	DB
DEUTSCHE BANK AG	679,000.00	0.02	$713,052.60	6.819	11/20/2029	DB
DEUTSCHE BANK AG	1,290,000.00	0.04	$1,303,673.74	5.297	05/09/2031	DB
DEUTSCHE BANK AG (NEW YORK BRANCH)	700,000.00	0.02	$650,755.84	3.729	01/14/2032	DB
DEUTSCHE BANK NY	3,400,000.00	0.12	$3,388,148.28	4.950	08/04/2031	DB
DHAFRAH PV2 ENERGY CO LLC	520,000.00	0.01	$505,554.50	5.794	06/30/2053	DHAENE
DIAMONDBACK ENERGY INC	2,688,000.00	0.10	$2,744,153.13	5.550	04/01/2035	FANG
DIG INTL FIN/DIFL US LLC	635,000.00	0.02	$646,605.26	8.625	08/01/2032	DIGDIF
DILIJAN FINANCE BV	410,000.00	0.01	$404,460.65	6.600	01/22/2031	ARBANK
DNFRA_21-1A	4,700,000.00	0.16	$4,594,618.01	1.760	04/15/2049	DNFRA_21-
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$646,730.00	4.875	09/23/2032	DOMREP
DOMINICAN REPUBLIC (GOVERNMENT)	700,000.00	0.02	$668,150.00	5.750	03/17/2034	DOMREP
DOMINION ENERGY INC	1,295,000.00	0.04	$1,333,695.25	6.875	02/01/2055	D
DOMINION ENERGY INC (NC10.25)	950,000.00	0.03	$941,995.59	6.200	02/15/2056	D
DPABS 2019-1A A2	6,240,000.00	0.22	$5,991,890.11	3.668	10/25/2049	DPABS_19-
DPABS_21-1A	7,196,500.00	0.25	$6,809,521.17	2.662	04/25/2051	DPABS_21-
DRAGON BUYER INC	1,394,409.55	0.04	$1,331,661.12	6.181	09/30/2031	DRABUY
DRSLF 2017-54A AR	50,161.35	0.00	$50,148.41	4.818	10/19/2029	DRSLF_17-
DRSLF 2022-109A DR	850,000.00	0.03	$820,272.10	6.372	04/15/2038	DRSLF_10-
DRYD 2017-27A AR	781,690.63	0.03	$902,872.00	2.676	04/15/2033	DRYD_17-2
DRYD 2017-52A AR	853,212.99	0.03	$985,368.69	2.844	05/15/2034	DRYD-17_5
EAGLE FUNDING LUXCO S. R.L.	3,700,000.00	0.13	$3,724,050.00	5.500	08/17/2030	MEX
EATON CORPORATION	415,000.00	0.01	$409,431.12	4.500	03/06/2033	ETN
EATON CORPORATION	885,000.00	0.03	$874,095.12	4.800	03/06/2036	ETN
ECOPETROL SA	535,000.00	0.01	$377,196.51	5.875	11/02/2051	ECOPET
ECUADOR REPUBLIC OF (GOVERNMENT)	500,000.00	0.01	$491,250.00	8.750	01/29/2034	ECUA
EDISON INTERNATIONAL	300,000.00	0.01	$297,191.19	5.250	03/15/2032	EIX
EGLXY 2013-3A ARRR	3,422,316.23	0.14	$3,949,584.55	2.650	04/24/2034	EGLXY_13-
EGYPT (ARAB REPUBLIC OF)	200,000.00	0.00	$175,672.70	8.700	03/01/2049	EGYPT
EGYPT (ARAB REPUBLIC OF)	359,000.00	0.01	$315,332.50	8.700	03/01/2049	EGYPT
EL PUERTO DE LIVERPOOL SAB DE CV	470,000.00	0.01	$482,925.00	6.658	01/22/2037	LIVEPL
ELI LILLY AND COMPANY	1,775,000.00	0.06	$1,738,494.11	5.600	02/12/2065	LLY
ELI LILLY AND COMPANY	567,000.00	0.02	$567,428.20	4.550	10/15/2032	LLY
ELI LILLY AND COMPANY	1,160,000.00	0.04	$1,159,876.46	4.900	10/15/2035	LLY
ELM22 2023-1A D1R	750,000.00	0.02	$743,826.75	6.468	04/17/2038	ELM22_23-
EMBRAER NETHERLANDS FINANCE BV	450,000.00	0.01	$430,483.50	5.400	01/09/2038	EMBRBZ
EMLT_04-2	662,360.68	0.02	$636,989.82	6.793	10/25/2034	EMLT_04-2
ENBRIDGE INC	585,000.00	0.02	$584,243.13	5.750	07/15/2080	ENBCN
ENBRIDGE INC	1,360,000.00	0.05	$1,390,843.85	5.550	06/20/2035	ENBCN
ENBRIDGE INC	865,000.00	0.03	$874,390.01	4.900	06/20/2030	ENBCN
ENBRIDGE INC	5,000,000.00	0.19	$5,181,310.00	5.700	03/08/2033	ENBCN
ENCORE CAPITAL GROUP INC.	400,000.00	0.01	$423,179.60	8.500	05/15/2030	ECPG
ENERGUATE TRUST 2	520,000.00	0.01	$510,045.12	6.350	09/15/2035	EGUATE
ENERGY TRANSFER LP	2,445,000.00	0.08	$2,417,160.99	6.500	02/15/2056	ET
ENERGY TRANSFER LP	2,655,000.00	0.10	$2,760,009.23	6.100	12/01/2028	ET
ENERGY TRANSFER LP	3,200,000.00	0.11	$3,230,323.20	5.500	06/01/2027	ET
ENERGY TRANSFER LP	700,000.00	0.02	$706,359.08	4.950	05/15/2028	ET
ENERGY TRANSFER LP	5,385,000.00	0.19	$5,307,534.08	6.300	01/15/2056	ET
ENERGY TRANSFER LP (NC10.5)	2,660,000.00	0.09	$2,655,974.09	6.750	02/15/2056	ET
ENTEGRIS ESCROW CORP	1,230,000.00	0.04	$1,216,711.33	4.750	04/15/2029	ENTG
EPR PROPERTIES	1,700,000.00	0.06	$1,693,272.42	4.500	06/01/2027	EPR
EQUINIX ASIA FINANCING CORPORATION	3,800,000.00	0.13	$3,721,420.94	4.400	03/15/2031	EQIX
ERAC USA FINANCE COMPANY	750,000.00	0.02	$748,901.48	0.000	04/13/2026	ENTERP
ERAC USA FINANCE COMPANY	5,050,000.00	0.18	$5,036,679.11	0.000	04/23/2026	ENTERP
ERAC USA FINANCE LLC	700,000.00	0.02	$698,649.84	0.000	04/17/2026	ERACPP
ERAC USA FINANCE LLC	3,880,000.00	0.14	$3,899,725.92	4.600	05/01/2028	ENTERP
EUR/USD FWD 20260402	53,608,393.88	2.28	$61,969,035.11	0.000	04/02/2026	EUA040226
EUR/USD FWD 20260402	-53,426,068.66	-2.28	-$61,758,274.87	0.000	04/02/2026	EUP040226
EUR/USD FWD 20260504	-53,608,393.88	-2.29	-$62,068,475.94	0.000	05/04/2026	EUA050426
EURO	523,173.91	0.02	$604,710.56	0.000	-	EUR
EURO-BOBL JUN 26	-163.00	-0.81	-$21,747,421.78	0.000	06/08/2026	OEM6
EURO-BUND JUN 26	-116.00	-0.62	-$16,812,115.65	0.000	06/08/2026	RXM6
EURO-SCHATZ JUN 26	-50.00	-0.23	-$6,111,556.88	0.000	06/08/2026	DUM6
EUROPEAN HY CORP REV REPO	-292,527.00	-0.02	-$338,117.33	0.650	01/26/2028	REHAIPBL9
EUROPEAN UNION	9,900,000.00	0.42	$11,442,291.36	2.875	10/05/2029	EU
EURUSD	-3,728,330.23	-0.16	-$4,318,212.19	0.000	05/12/2026	EUR
EURUSD	288,726.07	0.01	$334,552.93	0.000	05/22/2026	EUR
EURUSD	-1,331,617.10	-0.06	-$1,542,972.54	0.000	05/22/2026	EUR
EXPORT-IMPORT BANK OF KOREA	200,000.00	0.00	$208,231.52	5.125	01/11/2033	EIBKOR
EXTRA SPACE STORAGE LP	2,340,000.00	0.08	$2,360,175.71	5.400	02/01/2034	EXR
F&G GLOBAL FUNDING	1,100,000.00	0.04	$1,115,126.98	5.875	01/16/2030	FG
FAIRFAX FINANCIAL HOLDINGS LTD	1,000,000.00	0.03	$996,392.50	4.625	04/29/2030	FFHCN
FEDEX CORP	1,840,000.00	0.05	$1,387,672.06	3.250	05/15/2041	FDX
FEDEX FREIGHT HOLDING COMPANY INC	1,180,000.00	0.04	$1,142,080.94	5.250	03/15/2036	FDX
FEDEX FREIGHT HOLDING COMPANY INC	3,700,000.00	0.13	$3,638,246.26	4.650	03/15/2031	FDX
FEDEX FREIGHT HOLDING COMPANY INC	1,505,000.00	0.05	$1,468,376.88	4.950	03/15/2033	FDX
FFML_06-FF5	358,980.69	0.01	$355,117.20	4.113	04/25/2036	FFML_06-F
FG A15404	6,625.42	0.00	$6,856.95	6.500	11/01/2033	FGA15404
FG A38713	29,505.47	0.00	$30,536.54	6.500	01/01/2035	FGA38713
FG A71059	4,265.98	0.00	$4,484.44	7.000	01/01/2038	FGA71059
FG G08830	13,539.66	0.00	$12,586.65	3.500	08/01/2048	FGG08830
FG G60765	1,708,409.02	0.05	$1,544,965.36	3.000	11/01/2046	FGG60765
FG Q58277	1,370,903.76	0.04	$1,274,125.36	3.500	09/01/2048	FGQ58277
FG Q58422	34,837.78	0.00	$32,357.05	3.500	09/01/2048	FGQ58422
FH 5/1 CONS 12M SOFR NF ARM	15,615.59	0.00	$16,152.26	7.180	05/01/2037	FH1J1612
FHLMC-2165	5,763.38	0.00	$5,849.15	6.000	06/15/2029	FHLMC-216
FHLMC_3143	419,609.35	0.01	$430,444.67	5.500	02/15/2036	FHLMC_314
FHLMC_3289	116,204.28	0.00	$9,430.98	2.977	03/15/2037	FHLMC_328
FHLMC_4676	289,272.90	0.00	$248,553.81	2.500	07/15/2045	FHLMC_467
FHLMC_5468C	391,179.07	0.01	$392,356.28	4.767	11/25/2054	FHLMC_546
FHLMC_5473E	1,228,799.53	0.04	$1,233,533.73	4.812	11/25/2054	FHLMC_547
FHLMC_5508B	1,111,366.93	0.04	$1,113,029.65	4.667	02/25/2055	FHLMC_550
FHLMC_5560B	2,710,524.74	0.10	$2,734,068.09	4.667	06/25/2055	FHLMC_556
FHLMC_5596A	1,195,800.23	0.04	$1,200,596.58	4.812	11/25/2055	FHLMC_559
FHLMC_5609A	1,218,114.40	0.04	$1,217,389.26	4.744	12/25/2055	FHLMC_560
FHLMC_T-54	8,019.59	0.00	$8,426.32	6.500	02/25/2043	FHLMC_T-5
FHLMC_T-58	2,180.91	n/a	$2,218.78	6.500	09/25/2043	FHLMC_T-5
FHLT_04-B	1,612,818.70	0.05	$1,608,273.78	4.663	05/25/2034	FHLT_04-B
FHMS-K144	4,750,000.00	0.15	$4,273,572.15	2.450	04/25/2032	FHMS-K144
FHMS_K150	2,300,000.00	0.08	$2,208,542.11	3.710	09/25/2032	FHMS_K150
FHMS_K753	1,575,000.00	0.05	$1,582,697.34	4.400	10/25/2030	FHMS_K753
FHMS_KX03	880,849.32	0.03	$872,567.57	3.000	06/25/2027	FHMS_KX03
FIDEICOMISO IRREVOCABLE NO F/1721	645,000.00	0.02	$623,825.94	5.500	11/26/2035	FIBRAP
FIDELITY INST : GOV PT CL I	2,550,000.00	0.09	$2,550,000.00	0.000	06/06/2079	FIGXX
FIEMEX ENERGIA - BANCO ACTINVER	534,873.99	0.01	$536,344.89	7.250	01/31/2041	FIEMEX
FIRST ABU DHABI BANK PJSC	325,000.00	0.01	$325,000.00	4.500	12/31/2079	FABUH
FIRST QUANTUM MINERALS LTD	340,000.00	0.01	$346,409.68	7.250	02/15/2034	FMCN
FIRST QUANTUM MINERALS LTD	425,000.00	0.01	$409,184.39	6.375	02/15/2036	FMCN
FISERV INC	3,500,000.00	0.12	$3,353,701.75	3.500	07/01/2029	FISV
FMG RESOURCES (AUGUST 2006) PTY LT	1,885,000.00	0.07	$1,927,841.53	6.125	04/15/2032	FMGAU
FN 190445	8,986,248.56	0.34	$9,290,316.25	6.500	03/01/2055	FN190445
FN 255895	28,774.84	0.00	$28,478.09	4.500	09/01/2035	FN255895
FN 725205	456.30	n/a	$459.68	5.000	03/01/2034	FN725205
FN 725705	4,499.84	0.00	$4,530.13	5.000	08/01/2034	FN725705
FN 747631	812.40	n/a	$839.89	6.500	11/01/2033	FN747631
FN 761558	5,623.29	0.00	$5,651.63	5.500	12/01/2033	FN761558
FN 774996	3,135.32	0.00	$3,136.13	5.000	04/01/2034	FN774996
FN 814578	1,331.84	n/a	$1,339.79	5.000	04/01/2035	FN814578
FN 829473	14,377.14	0.00	$15,197.19	6.500	02/01/2036	FN829473
FN 835751	25,813.34	0.00	$25,547.16	4.500	08/01/2035	FN835751
FN 869926	14,263.38	0.00	$14,897.34	6.500	03/01/2036	FN869926
FN 872891	10,559.69	0.00	$11,165.93	6.500	06/01/2036	FN872891
FN 882694	7,650.12	0.00	$7,993.30	6.500	06/01/2036	FN882694
FN 888482	15,293.47	0.00	$15,160.12	4.500	05/01/2035	FN888482
FN 888657	74,108.95	0.00	$75,401.08	5.500	02/01/2035	FN888657
FN 897160	4,691.28	0.00	$4,864.04	6.000	09/01/2036	FN897160
FN 923096	2,491.77	n/a	$2,504.74	5.500	03/01/2037	FN923096
FN 928988	525.42	n/a	$529.74	5.000	12/01/2037	FN928988
FN 931065	52,475.29	0.00	$51,933.03	4.500	05/01/2039	FN931065
FN 968119	3,317.91	0.00	$3,430.18	6.500	02/01/2038	FN968119
FN 974634	31,251.15	0.00	$31,560.70	5.000	03/01/2038	FN974634
FN 975194	1,831.36	n/a	$1,842.05	5.000	03/01/2038	FN975194
FN 995442	1,703.89	n/a	$1,787.45	6.000	12/01/2038	FN995442
FN AA4369	74,547.90	0.00	$73,777.66	4.500	05/01/2039	FNAA4369
FN AB0513	1,367.50	n/a	$1,431.92	6.500	11/01/2038	FNAB0513
FN AD4168	55,393.14	0.00	$55,982.82	5.000	05/01/2040	FNAD4168
FN AE0478	24,364.15	0.00	$23,546.61	4.000	11/01/2040	FNAE0478
FN AE7116	6,394.82	0.00	$6,176.26	4.000	10/01/2040	FNAE7116
FN AH9410	10,530.65	0.00	$10,421.79	4.500	04/01/2041	FNAH9410
FN AT2127	310,799.76	0.01	$284,532.92	3.000	04/01/2043	FNAT2127
FN BC7891	49,144.28	0.00	$47,254.80	4.000	03/01/2046	FNBC7891
FN BK5438	845,186.24	0.02	$809,409.08	4.000	09/01/2048	FNBK5438
FN BK9609	739,753.08	0.02	$708,089.65	4.000	09/01/2048	FNBK9609
FN BM1055	353,733.10	0.01	$339,628.28	4.000	04/01/2047	FNBM1055
FN BQ9050	2,391,309.96	0.07	$1,963,952.50	2.000	12/01/2050	FNBQ9050
FN BR1317	947,040.96	0.02	$779,235.53	2.000	02/01/2051	FNBR1317
FN BR4034	1,139,996.81	0.03	$937,718.28	2.000	02/01/2051	FNBR4034
FN CA3666	391,486.44	0.01	$375,410.01	4.000	06/01/2049	FNCA3666
FN CA6592	2,561,000.12	0.08	$2,201,386.02	2.500	08/01/2050	FNCA6592
FN CA8526	2,152,026.88	0.06	$1,835,188.48	2.500	01/01/2051	FNCA8526
FN CB1272	1,089,334.95	0.03	$893,137.99	2.000	08/01/2051	FNCB1272
FN CB1381	3,826,450.62	0.12	$3,286,328.37	2.500	08/01/2051	FNCB1381
FN CB3298	51,928.28	0.00	$44,259.94	2.500	04/01/2052	FNCB3298
FN CB4917	4,201,788.39	0.15	$4,248,230.76	5.500	10/01/2052	FNCB4917
FN FA0821	3,354,478.64	0.10	$2,727,129.08	2.000	07/01/2051	FNFA0821
FN FA3106	9,443,175.02	0.29	$8,027,678.02	2.500	03/01/2051	FNFA3106
FN FM3070	1,679,856.88	0.05	$1,616,251.45	4.000	06/01/2048	FNFM3070
FN FM3229	6,864,473.40	0.23	$6,464,631.55	3.500	02/01/2047	FNFM3229
FN FM4386	209,552.51	0.00	$211,776.93	5.000	07/01/2047	FNFM4386
FN FM5301	2,297,197.65	0.06	$1,870,447.70	2.000	12/01/2050	FNFM5301
FN FM5644	818,449.21	0.02	$660,671.60	2.000	02/01/2051	FNFM5644
FN FM5733	777,068.59	0.02	$640,746.98	2.000	01/01/2051	FNFM5733
FN FM8056	3,021,105.80	0.09	$2,691,302.25	3.000	07/01/2051	FNFM8056
FN FM8162	985,565.76	0.03	$845,644.59	2.500	07/01/2051	FNFM8162
FN FM8438	1,568,805.14	0.04	$1,347,365.63	2.500	08/01/2051	FNFM8438
FN FS0396	3,000,332.39	0.09	$2,465,690.56	2.000	01/01/2052	FNFS0396
FN FS0605	4,473,701.88	0.14	$3,830,909.21	2.500	02/01/2052	FNFS0605
FN FS0704	2,239,894.71	0.07	$2,153,531.76	4.000	03/01/2047	FNFS0704
FN FS1346	3,628,086.98	0.12	$3,370,422.42	3.500	08/01/2050	FNFS1346
FN FS1446	2,402,971.20	0.08	$2,409,414.29	5.000	01/01/2051	FNFS1446
FN FS1838	5,924,260.90	0.19	$5,262,586.12	3.000	12/01/2051	FNFS1838
FN FS2660	13,477,087.46	0.41	$11,355,054.00	2.500	02/01/2052	FNFS2660
FN FS3856	2,748,666.62	0.09	$2,580,888.83	3.500	07/01/2050	FNFS3856
FN FS6112	2,160,025.75	0.07	$1,921,072.25	3.000	06/01/2052	FNFS6112
FN FS7430	5,460,581.08	0.18	$5,077,688.96	3.500	09/01/2052	FNFS7430
FN FS8507	513,911.36	0.01	$484,947.93	3.500	07/01/2047	FNFS8507
FN MA3563	30,988.87	0.00	$29,600.13	4.000	01/01/2049	FNMA3563
FN MA3615	86,524.03	0.00	$82,823.45	4.000	03/01/2049	FNMA3615
FN MA4047	8,836,138.38	0.26	$7,203,816.45	2.000	06/01/2050	FNMA4047
FN MA4281	99,697.21	0.00	$81,051.85	2.000	03/01/2051	FNMA4281
FN MA4305	46,705,175.12	1.39	$37,948,547.94	2.000	04/01/2051	FNMA4305
FN MA4384	3,877,821.10	0.13	$3,666,902.14	2.500	07/01/2036	FNMA4384
FN MA4404	571,659.54	0.01	$540,567.78	2.500	08/01/2036	FNMA4404
FN MA4413	6,805,199.33	0.20	$5,518,633.52	2.000	09/01/2051	FNMA4413
FN MA4563	11,597,669.43	0.36	$9,814,492.96	2.500	03/01/2052	FNMA4563
FN MA4628	1,689,593.39	0.05	$1,597,333.99	2.500	06/01/2037	FNMA4628
FN MA4653	11,213,192.50	0.36	$9,869,975.38	3.000	07/01/2052	FNMA4653
FN MA4732	3,961,845.06	0.13	$3,754,943.64	4.000	09/01/2052	FNMA4732
FN MA4784	8,367,384.98	0.29	$8,116,174.33	4.500	10/01/2052	FNMA4784
FN MA5822	7,014,278.29	0.25	$7,049,625.34	5.500	09/01/2055	FNMA5822
FN MA5823	21,880,950.62	0.82	$22,304,723.37	6.000	09/01/2055	FNMA5823
FN MA5997	14,048,808.57	0.51	$13,861,293.50	5.000	03/01/2056	FNMA5997
FNCL 4 6/26	33,000,000.00	1.14	$31,065,381.60	4.000	06/01/2056	01F040669
FNCL 4.5 6/26	184,000,000.00	6.52	$177,259,160.00	4.500	06/01/2056	01F042665
FNCL 5 5/26	79,400,000.00	2.87	$78,208,507.72	5.000	05/01/2056	01F050650
FNCL 6.5 6/26	188,500,000.00	7.17	$194,805,155.35	6.500	06/01/2056	01F062663
FNMA_01-14	474.58	n/a	$486.62	6.000	05/25/2031	FNMA_01-1
FNMA_04-T1	1,591.67	n/a	$1,627.95	6.500	01/25/2044	FNMA_04-T
FNMA_04-W11	14,893.18	0.00	$15,263.95	6.500	05/25/2044	FNMA_04-W
FNMA_04-W15	8,194.83	0.00	$8,360.60	6.000	08/25/2044	FNMA_04-W
FNMA_07-30	800,888.13	0.02	$657,103.64	0.000	04/25/2037	FNMA_07-3
FNMA_08-24	2,382,846.00	0.08	$2,404,533.71	5.000	04/25/2038	FNMA_08-2
FNMA_09-2C	172,235.50	0.00	$11,112.89	1.918	02/25/2039	FNMA_09-2
FNMA_09-68	60,633.09	0.00	$5,722.91	2.968	09/25/2039	FNMA_09-6
FNMA_17-40B	345,176.18	0.01	$311,891.32	3.500	05/25/2047	FNMA_17-4
FNMA_17-95C	119,989.58	0.00	$118,548.93	4.133	11/25/2047	FNMA_17-9
FNMA_24-38B	1,315,325.08	0.04	$1,319,994.09	4.481	01/25/2051	FNMA_24-3
FNMA_24-46C	352,847.20	0.01	$355,258.77	4.817	07/25/2054	FNMA_24-4
FNMA_99-19	6,359.31	0.00	$6,440.46	6.000	05/25/2029	FNMA_99-1
FNMA_99-T2	2,030.64	n/a	$2,084.79	7.500	01/19/2039	FNMA_99-T
FORD CREDIT AUTO OWNER TRUST FORDO	2,796,581.07	0.10	$2,818,300.72	5.100	04/15/2029	FORDO_24-
FORD MOTOR CREDIT COMPANY LLC	3,500,000.00	0.12	$3,520,136.20	5.800	03/05/2027	F
FORD MOTOR CREDIT COMPANY LLC	1,765,000.00	0.06	$1,812,150.74	6.532	03/19/2032	F
FORD MOTOR CREDIT COMPANY LLC	700,000.00	0.02	$694,903.37	2.700	08/10/2026	F
FORD MOTOR CREDIT COMPANY LLC	2,700,000.00	0.09	$2,652,343.11	5.420	04/09/2031	F
FORDF_24-1	6,500,000.00	0.24	$6,575,223.20	5.290	04/15/2029	FORDF_24-
FOUNDRY JV HOLDCO LLC	1,095,000.00	0.04	$1,143,980.77	6.150	01/25/2032	FABSJV
FOUNDRY JV HOLDCO LLC	1,520,000.00	0.05	$1,567,484.50	6.100	01/25/2036	FABSJV
FR QA4676	1,669,839.06	0.05	$1,484,432.99	3.000	11/01/2049	FRQA4676
FR QD3220	2,402,835.62	0.07	$2,068,894.81	2.500	12/01/2051	FRQD3220
FR QF0331	1,531,651.08	0.05	$1,450,294.83	4.000	09/01/2052	FRQF0331
FR QN7406	10,304,355.13	0.34	$9,485,641.14	2.000	08/01/2036	FRQN7406
FR RA5663	174,903.82	0.00	$155,819.54	3.000	08/01/2051	FRRA5663
FR RA6138	5,520,014.05	0.17	$4,737,533.84	2.500	10/01/2051	FRRA6138
FR SB0297	4,226,127.08	0.14	$4,068,183.19	3.000	03/01/2035	FRSB0297
FR SB1226	4,192,018.36	0.14	$3,867,313.42	2.000	01/01/2037	FRSB1226
FR SD2115	4,301,152.38	0.15	$4,090,005.80	4.000	09/01/2052	FRSD2115
FR SD2477	4,187,557.63	0.15	$4,262,106.21	5.500	03/01/2053	FRSD2477
FR SD3719	4,935,574.37	0.18	$5,007,026.68	5.500	09/01/2053	FRSD3719
FR SD7540	768,727.21	0.02	$659,660.50	2.500	05/01/2051	FRSD7540
FR SD7556	3,198,821.91	0.10	$2,848,399.93	3.000	08/01/2052	FRSD7556
FR SD8199	4,440,943.05	0.13	$3,597,345.51	2.000	03/01/2052	FRSD8199
FR SD8212	606,276.54	0.01	$512,868.73	2.500	05/01/2052	FRSD8212
FR SD8257	2,776,798.78	0.09	$2,691,429.99	4.500	10/01/2052	FRSD8257
FR SD8329	8,291,688.09	0.30	$8,216,558.76	5.000	06/01/2053	FRSD8329
FR SD8492	3,965,861.64	0.14	$3,914,153.55	5.000	01/01/2055	FRSD8492
FR ZS4740	987,685.11	0.03	$942,971.22	4.000	10/01/2047	FRZS4740
FREEPORT INDONESIA PT	335,000.00	0.01	$333,443.82	5.315	04/14/2032	FRIDPT
FREMF_17-K71	470,000.00	0.01	$461,477.40	3.753	11/25/2050	FREMF_17-
FSWP: USD 3.600000 20-APR-2036 SOF	-200,000.00	n/a	-$102.02	0.000	04/20/2036	LCH
FSWP: USD 3.900000 20-APR-2036 SOF	-200,000.00	n/a	-$1,022.94	0.000	04/20/2036	LCH
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	$392,549.34	5.836	09/22/2035	FWDGHD
FWD GROUP HOLDINGS LTD	250,000.00	0.00	$249,166.50	5.252	09/22/2030	FWDGHD
G2 616376	290.68	n/a	$294.68	6.000	04/20/2034	G2616376
G2 786329	2,320,208.96	0.08	$2,375,488.63	5.500	06/20/2049	G2786329
G2 MA6930	15,186,751.08	0.46	$12,560,108.32	2.000	10/20/2050	G2MA6930
G2 MA7472	16,192,215.80	0.51	$13,939,034.97	2.500	07/20/2051	G2MA7472
G2 MA7988	8,198,902.34	0.26	$7,324,887.87	3.000	04/20/2052	G2MA7988
G2 MB0091	8,001,411.73	0.29	$7,934,446.31	5.000	12/20/2054	G2MB0091
G2 MB0205	3,982,236.97	0.14	$4,012,949.18	5.500	02/20/2055	G2MB0205
G2 MB0260	5,584,493.01	0.20	$5,686,288.27	6.000	03/20/2055	G2MB0260
G2 MB0305	5,860,520.74	0.20	$5,493,839.68	4.000	04/20/2055	G2MB0305
G2 MB0310	2,605,453.82	0.09	$2,707,645.45	6.500	04/20/2055	G2MB0310
G2 MB0554	7,104,148.30	0.25	$6,867,773.39	4.500	08/20/2055	G2MB0554
G2 MB0619	9,079,147.56	0.30	$8,331,027.62	3.500	09/20/2055	G2MB0619
G2SF 4 4/26	6,000,000.00	0.20	$5,619,457.20	4.000	04/20/2056	21H040640
GACI FIRST INVESTMENT CO	539,000.00	0.01	$519,105.13	4.875	02/14/2035	PIFKSA
GALAXY PIPELINE ASSETS BIDCO LTD	639,758.84	0.02	$568,129.71	2.160	03/31/2034	ADGLXY
GASR_24-3	231,459.49	0.00	$233,398.91	5.590	10/15/2029	GASR_24-3
GBP/USD FWD 20260402	282,000.00	0.01	$373,253.43	0.000	04/02/2026	GBJ040226
GBP/USD FWD 20260402	-99,403.49	-0.01	-$131,569.83	0.000	04/02/2026	GBP040226
GBP/USD FWD 20260402 BNYM USD	63,000.00	0.00	$83,386.40	0.000	04/02/2026	MGB040226
GBP/USD FWD 20260505	-63,000.00	-0.01	-$83,382.13	0.000	05/05/2026	GBG050526
GC TREASURY CENTER CO LTD	610,000.00	0.02	$593,737.64	7.125	12/31/2079	PTTGC
GCAT_24-NQM2	2,165,376.27	0.08	$2,180,130.93	6.085	06/25/2059	GCAT_24-N
GE CAPITAL UK FUNDING	300,000.00	0.01	$409,394.80	5.875	01/18/2033	GE
GEDIZ ELEKTRIK DAGITIM AS	510,000.00	0.01	$484,210.07	9.000	10/15/2029	GDZELE
GENERAL MOTORS FINANCIAL CO INC	478,000.00	0.01	$489,370.23	5.600	06/18/2031	GM
GENERAL MOTORS FINANCIAL CO INC	4,100,000.00	0.15	$4,231,884.29	5.750	02/08/2031	GM
GENERAL MOTORS FINANCIAL COMPANY I	3,575,000.00	0.12	$3,507,406.40	2.350	02/26/2027	GM
GEORGIA GLOBAL UTILITIES	275,000.00	0.01	$285,685.57	8.875	07/25/2029	CGEOLN
GEORGIA POWER COMPANY	3,200,000.00	0.11	$3,203,263.36	4.700	05/15/2032	SO
GEORGIAN RAILWAY JSC	200,000.00	0.00	$189,894.18	4.000	06/17/2028	GRAIL
GEWMC_06-1	1,496,292.02	0.02	$625,187.32	4.093	08/25/2036	GEWMC_06-
GILDAN ACTIVEWEAR INC.	3,515,000.00	0.12	$3,479,153.33	4.700	10/07/2030	GILCN
GLATFELTER CORP	3,455,000.00	0.11	$3,201,765.78	7.250	11/15/2031	MAGN
GLGE 5A A1R	40,835.44	0.00	$47,180.72	2.840	12/15/2031	GLGE_5A-A
GLOBAL MEDICAL RESPONSE INC	1,120,000.00	0.04	$1,164,010.40	7.375	10/01/2032	AIMEGR
GLOBAL PAYMENTS INC	2,150,000.00	0.07	$2,028,490.39	3.200	08/15/2029	GPN
GLP CAPITAL LP	2,600,000.00	0.09	$2,497,016.08	4.000	01/15/2030	GLPI
GLP CAPITAL LP	2,050,000.00	0.07	$1,995,722.56	5.625	03/01/2036	GLPI
GMACM_06-J1	10,474.02	0.00	$9,046.11	5.750	04/25/2036	GMACM_06-
GN 785600	3,224,993.03	0.10	$2,909,535.50	3.000	08/15/2045	GN785600
GN 786468	1,374,248.17	0.05	$1,428,669.77	5.500	10/15/2042	GN786468
GN BT0809	275,968.68	0.00	$246,354.73	3.000	03/15/2050	GNBT0809
GN MA8269	1,214,614.00	0.04	$1,209,475.82	5.000	09/20/2052	GNMA8269
GNMA_08-65	156,183.77	n/a	$356.90	2.218	08/20/2038	GNMA_08-6
GNMA_09-2	544,095.95	0.00	$9,486.69	2.038	01/20/2039	GNMA_09-2
GNMA_11-H21	345,103.23	0.01	$346,221.30	4.180	10/20/2061	GNMA_11-H
GNMA_11-H23	328,361.47	0.01	$329,082.19	4.497	10/20/2061	GNMA_11-H
GNMA_12-H08	39,220.95	0.00	$39,265.80	4.397	03/20/2062	GNMA_12-H
GNMA_12-H18	27,304.67	0.00	$27,306.55	4.317	08/20/2062	GNMA_12-H
GNMA_12-H29	674,358.60	0.02	$674,427.72	4.312	10/20/2062	GNMA_12-H
GNMA_13-113	439,353.50	0.01	$407,924.35	3.000	05/20/2043	GNMA_13-1
GNMA_15-H10A	1,939,318.20	0.07	$1,939,353.30	4.397	04/20/2065	GNMA_15-H
GNMA_15-H11	180,781.03	0.00	$180,737.44	4.347	05/20/2065	GNMA_15-H
GNMA_15-H12	796,898.32	0.02	$797,351.91	4.397	05/20/2065	GNMA_15-H
GNMA_15-H20	210,502.64	0.00	$210,598.08	4.397	08/20/2065	GNMA_15-H
GNMA_15-H30	11,034.95	0.00	$11,048.76	4.397	10/20/2065	GNMA_15-H
GNMA_16-H06	194,551.78	0.00	$195,590.92	4.717	07/20/2065	GNMA_16-H
GNMA_17-163	1,702,299.41	0.05	$1,578,343.75	3.500	11/20/2047	GNMA_17-1
GNMA_25-170D	485,515.51	0.01	$487,135.00	4.762	10/20/2055	GNMA_25-1
GNMA_25-204J	986,924.02	0.03	$989,333.99	4.893	12/20/2055	GNMA_25-2
GNRT 2022-10A D1R	600,000.00	0.02	$584,329.20	6.519	01/22/2038	GNRT_22-1
GOLDEN ST TOB SECURITIZATION C	1,700,000.00	0.05	$1,606,398.00	2.587	06/01/2029	GLDGEN
GOLDMAN SACHS FIN SQ GV-FST	2,550,000.00	0.09	$2,550,000.00	0.000	06/06/2079	FGTXX
GOLDMAN SACHS GROUP INC/THE	6,100,000.00	0.22	$6,066,382.29	4.223	05/01/2029	GS
GOLDMAN SACHS GROUP INC/THE	9,350,000.00	0.33	$9,229,506.55	1.542	09/10/2027	GS
GOLDMAN SACHS GROUP INC/THE	2,100,000.00	0.07	$2,134,293.63	5.207	01/28/2031	GS
GOLDMAN SACHS GROUP INC/THE	2,635,000.00	0.09	$2,680,062.19	5.218	04/23/2031	GS
GOLDMAN SACHS GROUP INC/THE	600,000.00	0.02	$603,032.10	4.937	04/23/2028	GS
GOLDMAN SACHS GROUP INC/THE	3,400,000.00	0.12	$3,373,395.68	3.615	03/15/2028	GS
GOLDMAN SACHS GROUP INC/THE	5,195,000.00	0.20	$5,435,495.77	6.484	10/24/2029	GS
GOLDMAN SACHS GROUP INC/THE	6,355,000.00	0.23	$6,432,572.31	5.049	07/23/2030	GS
GOLDMAN SACHS GROUP INC/THE	3,560,000.00	0.12	$3,481,839.13	5.065	01/21/2037	GS
GOLDMAN SACHS GROUP INC/THE	1,800,000.00	0.06	$1,773,093.78	4.516	01/21/2032	GS
GOLDMAN SACHS GROUP INC/THE	2,170,000.00	0.07	$2,128,175.85	4.369	10/21/2031	GS
GOLDMAN SACHS GROUP INC/THE	3,120,000.00	0.11	$3,015,532.73	5.387	02/02/2041	GS
GOVERNMENT OF JAMAICA	950,000.00	0.03	$945,250.00	6.750	12/15/2036	KINAIR
GOVERNMENT OF THE REPUBLIC OF BENI	200,000.00	0.00	$196,592.92	7.960	02/13/2038	BENIN
GOVERNMENT OF THE REPUBLIC OF ECUA	935,000.00	0.03	$918,637.50	9.250	01/29/2039	ECUA
GREENSAIF PIPELINES BIDCO SA RL	550,000.00	0.02	$570,202.11	6.510	02/23/2042	GASBCM
GRUPO AEROMEXICO	452,315.00	0.02	$639,746.99	0.000	-	AERO*
GSAMP_06-FM3	668,474.72	0.01	$306,687.51	4.253	11/25/2036	GSAMP_06-
GSAMP_07-SEA1	238,117.64	0.00	$237,423.79	4.093	12/25/2036	GSAMP_07-
GSK CONSUMER HEALTHCARE CAPITAL US	500,000.00	0.01	$486,627.70	3.375	03/24/2029	HLNLN
GSMS_17-GS5	1,280,000.00	0.04	$1,267,032.45	3.674	03/10/2050	GSMS_17-G
GSMS_19-GC39	1,250,000.00	0.04	$1,203,544.63	3.567	05/10/2052	GSMS_19-G
GSMS_19-GC42	5,000,000.00	0.17	$4,718,874.50	3.001	09/01/2052	GSMS_19-G
GSMSCII_17-GS6	1,935,000.00	0.07	$1,911,968.28	3.433	05/10/2050	GSMSCII_1
GSR_07-AR1	306,496.85	0.00	$160,089.53	3.961	03/25/2047	GSR_07-AR
GUATEMALA GOVERNMENT BOND	400,000.00	0.01	$418,200.00	6.550	02/06/2037	GUATEM
HANWHA LIFE INSURANCE CO LTD	420,000.00	0.01	$429,933.00	6.300	06/24/2055	HLINSU
HARVT 16A AR3	720,000.00	0.03	$831,993.96	0.125	10/15/2038	HARVT
HARVT 21A A2R	84,426.47	0.00	$96,095.59	1.040	07/15/2031	HARVT-21A
HASBRO INC	680,000.00	0.02	$671,757.38	4.650	03/12/2031	HAS
HASC_06-HE1	19,403.63	0.00	$6,526.86	3.893	10/25/2036	HASC_06-H
HAZINE MUSTESARLIGI VARLIK KIRALAM	200,000.00	0.00	$199,811.78	6.500	04/26/2030	TURKSK
HCA INC	2,000,000.00	0.07	$2,042,370.60	5.250	03/01/2030	HCA
HCA INC	3,400,000.00	0.12	$3,353,762.38	4.125	06/15/2029	HCA
HCA INC	4,500,000.00	0.15	$4,274,770.50	3.500	09/01/2030	HCA
HENNEMAN TRUST	730,000.00	0.02	$734,181.66	6.580	05/15/2055	GL
HERC HLDGS ESCROW INC	420,000.00	0.01	$430,748.64	7.250	06/15/2033	HRI
HILCORP ENERGY I LP	675,000.00	0.02	$653,763.49	6.250	04/15/2032	HILCRP
HILCORP ENERGY I LP	710,000.00	0.02	$690,565.03	6.000	02/01/2031	HILCRP
HILT_16-SFP	2,500,000.00	0.07	$2,124,725.00	2.828	11/05/2035	HILT_16-S
HILTON DOMESTIC OPERATING COMPANY	1,088,890.72	0.04	$1,092,236.88	5.407	11/08/2030	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$636,755.07	3.625	02/15/2032	HLT
HILTON DOMESTIC OPERATING COMPANY	700,000.00	0.02	$657,529.95	4.000	05/01/2031	HLT
HILTON GRAND VACATIONS BORROWER LL	900,000.00	0.03	$855,098.91	5.000	06/01/2029	HGVLLC
HOLCIM FINANCE (LUXEMBOURG) SA	1,100,000.00	0.04	$1,088,672.21	0.500	04/23/2031	HOLNSW
HONDURAS REPUBLIC OF	200,000.00	0.00	$224,908.00	8.625	11/27/2034	HONDUR
HONEYWELL AEROSPACE INC	2,535,000.00	0.09	$2,516,212.61	4.950	03/16/2036	HONA
HOUSTON TEX HOTEL OCCUPANCY TA	305,000.00	0.01	$321,399.85	5.500	09/01/2058	HOUFAC
HOUSTON TEX HOTEL OCCUPANCY TA	430,000.00	0.01	$456,741.70	5.500	09/01/2058	HOUFAC
HOWDEN UK REFINANCE PLC	3,738,000.00	0.13	$3,772,374.65	7.250	02/15/2031	HWDGRP
HSBC HOLDINGS PLC	1,800,000.00	0.06	$1,844,734.68	5.546	03/04/2030	HSBC
HSBC HOLDINGS PLC	500,000.00	0.01	$504,159.30	5.210	08/11/2028	HSBC
HSBC HOLDINGS PLC	3,800,000.00	0.13	$3,663,979.38	2.013	09/22/2028	HSBC
HSBC HOLDINGS PLC	2,700,000.00	0.09	$2,495,905.38	2.848	06/04/2031	HSBC
HSBC HOLDINGS PLC	500,000.00	0.02	$660,561.77	5.875	12/31/2079	HSBC
HSBC HOLDINGS PLC	1,000,000.00	0.03	$895,121.80	2.871	11/22/2032	HSBC
HSBC HOLDINGS PLC	1,030,000.00	0.03	$1,019,288.93	6.750	12/31/2079	HSBC
HSBC HOLDINGS PLC	1,040,000.00	0.03	$1,030,223.27	7.000	12/31/2079	HSBC
HTA GROUP LTD	330,000.00	0.01	$326,553.68	6.750	04/01/2031	HLSTWR
HTA GROUP LTD	365,000.00	0.01	$371,887.29	7.500	06/04/2029	HLSTWR
HUNGARIAN DEVELOPMENT BA	215,000.00	0.00	$219,299.83	6.500	06/29/2028	MAGYAR
HUNGARIAN FORINT	168.16	n/a	$0.51	0.000	-	HUF
HUNGARY (GOVERNMENT)	277,000.00	0.01	$286,444.84	6.750	09/25/2052	REPHUN
HUNTINGTON BANCSHARES INC	1,360,000.00	0.04	$1,327,869.32	5.605	01/28/2041	HBAN
HUNTINGTON BANCSHARES INC	945,000.00	0.03	$931,496.52	4.623	01/28/2032	HBAN
HUTAMA KARYA PERSERO PT	454,000.00	0.01	$430,571.47	3.750	05/11/2030	HAKAIJ
HYUNDAI CAPITAL SERVICES INC	330,000.00	0.01	$334,347.32	5.250	01/22/2028	HYUCAP
ICE CDS SELL PROTECTION 5.00 USD 1	275,000.00	0.00	$26,083.13	5.000	06/20/2028	ICE
ICE CDS SELL PROTECTION 5.00 USD 1	240,000.00	0.00	$8,121.57	0.050	12/20/2026	ICE
ICE: (BRITEL)	1,600,000.00	0.00	$34,432.72	0.000	12/20/2028	ICE
ICE: (CDX.NA.IG.36.V1)	1,900,000.00	0.00	$3,337.47	0.010	06/20/2026	ICE
ICE: (CDX.NA.IG.37.V1)	300,000.00	n/a	$1,698.55	0.010	12/20/2026	ICE
ICE: (CDX.NA.IG.46.V1)	3,100,000.00	0.00	$53,508.87	0.000	06/20/2031	ICE
ICE: (GS)	400,000.00	n/a	$627.84	1.000	06/20/2026	ICE
ICON PARENT INC	1,258,675.00	0.04	$1,209,508.64	6.983	11/13/2031	INST
IDR/USD FWD 20260410	-6,625,106,662.00	-0.02	-$390,371.09	0.000	04/10/2026	IDP041026
IDR/USD FWD 20260410	6,621,615,000.00	0.01	$390,165.35	0.000	04/10/2026	IDD041026
IDR/USD FWD 20260413	10,805,677,087.00	0.02	$636,653.87	0.000	04/13/2026	IDP041326
IDR/USD FWD 20260416	12,051,117,377.00	0.02	$709,978.73	0.000	04/16/2026	IDP041626
IDR/USD FWD 20260417	4,068,480,000.00	0.00	$239,684.02	0.000	04/17/2026	IDP041726
IDR/USD FWD 20260427	44,348,111,628.00	0.09	$2,611,985.76	0.000	04/27/2026	IDP042726
IDR/USD FWD 20260504	16,288,847,136.00	0.03	$959,130.37	0.000	05/04/2026	IDP050426
IDR/USD FWD 20260610	3,527,004,800.00	0.00	$207,348.09	0.000	06/10/2026	IDC061026
IDR/USD FWD 20260610	6,984,922,351.00	0.01	$410,634.62	0.000	06/10/2026	IDP061026
IDR/USD FWD 20260610	16,258,901,801.00	0.03	$955,839.98	0.000	06/10/2026	IDG061026
IDR/USD FWD 20260610	1,349,344,000.00	0.00	$79,326.20	0.000	06/10/2026	IDJ061026
IHS HOLDING LTD	605,000.00	0.02	$621,188.23	8.250	11/29/2031	IHS
ILS/USD FWD 20260403	-1,042,074.33	-0.02	-$331,485.09	0.000	04/03/2026	MIL040326
ILS/USD FWD 20260406	-2,628,430.73	-0.04	-$836,278.88	0.000	04/06/2026	ILD040626
ILS/USD FWD 20260406	-1,076,773.76	-0.02	-$342,593.45	0.000	04/06/2026	ILP040626
ILS/USD FWD 20260406	1,175,000.00	0.01	$373,845.76	0.000	04/06/2026	ILA040626
ILS/USD FWD 20260413	-2,814,644.96	-0.04	-$895,780.14	0.000	04/13/2026	ILG041326
ILS/USD FWD 20260413	-2,618,458.07	-0.04	-$833,342.31	0.000	04/13/2026	ILD041326
ILS/USD FWD 20260505	-1,522,061.79	-0.02	-$484,756.21	0.000	05/05/2026	ILP050526
ILS/USD FWD 20260610	-932,498.71	-0.02	-$297,226.88	0.000	06/10/2026	ILA061026
ILS/USD FWD 20260610	-9,700,483.19	-0.12	-$3,091,955.36	0.000	06/10/2026	ILJ061026
ILS/USD FWD 20260610	-902,000.00	-0.02	-$287,505.65	0.000	06/10/2026	ILP061026
ILS/USD FWD 20260617	-2,858,840.54	-0.04	-$911,376.13	0.000	06/17/2026	ILA061726
INABS_07-A	884,989.56	0.02	$600,256.29	4.033	04/25/2037	INABS_07-
INDI 2A A	1,100,000.00	0.04	$1,270,813.27	3.216	07/15/2038	INDI_2A-A
INDOFOOD CBP SUKSES MAKMUR TBK PT	500,000.00	0.01	$459,895.75	3.398	06/09/2031	ICBPIJ
INDUSTRIAL SUBORDINATED TRUST	490,000.00	0.01	$490,612.50	6.550	04/15/2036	BANGUA
INEOS (INEOS FINANCE PLC)	139,292.94	0.00	$122,171.47	6.930	02/19/2030	INEGRP
INEOS STYROLUTION GROUP GMBH	300,000.00	0.01	$339,690.79	2.250	01/16/2027	STYRO
INFRA PARK SAS	1,700,000.00	0.06	$1,898,737.14	1.625	04/19/2028	VPARKI
ING GROEP NV	3,000,000.00	0.10	$2,899,973.10	3.875	12/31/2079	INTNED
ING GROEP NV	4,000,000.00	0.14	$4,064,452.40	5.550	03/19/2035	INTNED
INR/USD FWD 20260407	327,259,808.75	0.12	$3,491,076.65	0.000	04/07/2026	INC040726
INR/USD FWD 20260407	-60,649,061.46	-0.03	-$646,979.91	0.000	04/07/2026	INJ040726
INR/USD FWD 20260407	-189,994,846.55	-0.08	-$2,026,788.97	0.000	04/07/2026	IND040726
INR/USD FWD 20260407	-7,269,709.85	-0.01	-$77,550.35	0.000	04/07/2026	ING040726
INR/USD FWD 20260407	-69,539,053.50	-0.03	-$741,814.79	0.000	04/07/2026	INA040726
INR/USD FWD 20260410	-228,382,948.90	-0.09	-$2,434,640.83	0.000	04/10/2026	INC041026
INR/USD FWD 20260410	227,880,718.00	0.08	$2,429,286.87	0.000	04/10/2026	INA041026
INR/USD FWD 20260424	531,614,003.91	0.20	$5,649,257.21	0.000	04/24/2026	INC042426
INR/USD FWD 20260424	69,663,468.42	0.02	$740,286.84	0.000	04/24/2026	INA042426
INR/USD FWD 20260424	197,539,637.45	0.07	$2,099,177.62	0.000	04/24/2026	IND042426
INR/USD FWD 20260424	231,599,521.79	0.09	$2,461,118.89	0.000	04/24/2026	INP042426
INR/USD FWD 20260424	110,223,885.72	0.04	$1,171,306.77	0.000	04/24/2026	INJ042426
INR/USD FWD 20260506	-109,554,044.50	-0.05	-$1,161,468.17	0.000	05/06/2026	INP050626
INR/USD FWD 20260506	-69,252,960.40	-0.03	-$734,204.83	0.000	05/06/2026	ING050626
INR/USD FWD 20260818	-233,929,311.33	-0.10	-$2,446,021.17	0.000	08/18/2026	INP081826
INR/USD FWD 20260818	231,064,223.39	0.08	$2,416,063.12	0.000	08/18/2026	INC081826
INTERNATIONAL CONTAINER TERMINAL S	245,000.00	0.00	$245,765.38	4.750	06/17/2030	ICTPM
INTESA SANPAOLO SPA	200,000.00	0.00	$236,207.19	7.750	12/31/2079	ISPIM
INTESA SANPAOLO SPA	1,300,000.00	0.04	$1,272,477.31	4.000	09/23/2029	ISPIM
INVSC 1A A1R	104,219.29	0.00	$120,327.91	2.666	07/15/2031	INVSC_1A-
IRB HOLDING CORP	3,408,832.53	0.12	$3,403,388.62	6.161	12/15/2030	ARGIHC
IRO EUR 5Y C 2.54 L 04.16.26 MYC	-1,200,000.00	n/a	-$145.87	0.000	04/16/2026	MS
IRO EUR 5Y P 2.92 L 04.16.26 MYC	-1,200,000.00	-0.01	-$4,250.95	0.000	04/16/2026	MS
IRON MOUNTAIN INC	661,000.00	0.02	$642,579.38	5.250	07/15/2030	IRM
IRON MOUNTAIN INFORMATION MANAGEME	2,105,000.00	0.07	$1,988,679.81	5.000	07/15/2032	IRM
IRS AUD 4.5 06.18.25 10Y LCH	26,000,000.00	-0.03	-$689,270.72	0.000	06/18/2035	LCH
IRS EUR 1.00000 05/13/22-5Y LCH	4,100,000.00	-0.01	-$90,377.06	1.000	05/13/2027	LCH
IRS EUR 2.22 01.08.25 10Y LCH	80,000.00	-0.01	-$5,669.36	0.000	01/08/2035	LCH
IRS EUR 2.46 04.01.25 10Y LCH	1,100,000.00	-0.01	-$57,102.85	0.000	04/01/2035	LCH
IRS EUR 2.5 09.16.26 5Y LCH	14,900,000.00	-0.02	-$344,340.13	0.000	09/16/2031	LCH
IRS EUR 2.75 09.16.26 10Y LCH	22,450,000.00	-0.03	-$804,087.19	0.000	09/16/2036	LCH
IRS EUR 3.0 09.16.26 30Y LCH	6,790,000.00	0.00	$162,397.25	0.000	09/16/2056	LCH
IRS USD SOFR 1.75 12-21-22 30Y CME	17,000,000.00	0.24	$6,641,231.36	1.750	12/23/2052	CME
IRSA INVERSIONES Y REPRESENTACIONE	430,000.00	0.01	$438,062.50	8.000	03/31/2035	IRSAAR
IRV_25-200P	4,000,000.00	0.14	$4,031,435.20	5.295	03/14/2047	IRV_25-20
ISRAEL (STATE OF)	1,200,000.00	0.04	$1,219,228.44	5.375	02/19/2030	ISRAEL
ISRAEL (STATE OF)	1,400,000.00	0.05	$1,422,281.84	5.375	03/12/2029	ISRAEL
ISRAEL ELECTRIC CORP LTD	310,000.00	0.01	$306,683.00	5.633	01/28/2038	ISRELE
ISRAEL GOVT EM SP CBK CD SWAP	2,200,000.00	0.00	$16,211.23	1.000	06/20/2027	OTC
ISRAELI SHEKEL	36.25	n/a	$11.53	0.000	-	ILS
JAPAN (GOVERNMENT OF) 20YR #191	610,000,000.00	0.11	$3,196,883.53	2.000	12/20/2044	JGB
JAPAN (GOVERNMENT OF) 20YR #192	221,000,000.00	0.04	$1,231,364.29	2.400	03/20/2045	JPB
JAPAN (GOVERNMENT OF) 30YR #85	470,000,000.00	0.08	$2,240,040.64	2.300	12/20/2054	JGB
JAPAN (GOVERNMENT OF) 30YR #86	271,000,000.00	0.04	$1,320,336.32	2.400	03/20/2055	JGB
JAPAN (GOVERNMENT OF) 40YR #17	722,000,000.00	0.11	$3,131,684.38	2.200	03/20/2064	JGB
JAPANESE YEN	161,029,854.00	0.03	$1,014,648.90	0.000	-	JPY
JBS NV/USA FOODS/FOOD CO	1,665,000.00	0.06	$1,634,282.08	6.250	03/01/2056	JBS
JBS NV/USA FOODS/FOOD CO	1,730,000.00	0.06	$1,736,496.15	5.625	03/10/2037	JBS
JEFFERIES FINANCE LLC	689,761.31	0.02	$680,564.72	7.093	10/21/2031	JEFFIN
JEFFERIES FINANCIAL GROUP INC	1,155,000.00	0.04	$1,178,514.65	6.200	04/14/2034	JEF
JEFFERIES GROUP INC	880,000.00	0.03	$858,392.66	6.500	01/20/2043	JEF
JEFFERIES GROUP INC	331,000.00	0.01	$337,194.90	6.450	06/08/2027	JEF
JEFFERIES GROUP LLC	2,925,000.00	0.09	$2,547,106.09	2.625	10/15/2031	JEF
JPALT_07-A2A	2,537,998.04	0.04	$1,282,256.00	4.153	06/25/2037	JPALT_07-
JPM_06-A6	128,099.09	0.00	$101,038.70	5.297	10/25/2036	JPM_06-A6
JPMCC_13-LC11	14,042.68	0.00	$13,656.51	3.499	04/15/2046	JPMCC_13-
JPMCC_16-JP2	1,250,000.00	0.04	$1,223,305.25	3.056	08/15/2049	JPMCC_16-
JPMDB_16-C2	933,281.78	0.03	$930,723.00	3.144	06/15/2049	JPMDB_16-
JPMDB_16-C4	1,065,000.00	0.03	$1,053,358.70	3.141	12/15/2049	JPMDB_16-
JPMDB_17-C7	2,395,000.00	0.08	$2,355,876.96	3.409	10/15/2050	JPMDB_17-
JPMMT_06-A7	22,996.15	0.00	$19,097.13	4.391	01/25/2037	JPMMT_06-
JPMMT_07-A1	19,749.63	0.00	$19,159.29	5.094	07/25/2035	JPMMT_07-
JPMMT_14-2	21,186.23	0.00	$20,708.30	3.370	06/25/2029	JPMMT_14-
JPMMT_14-2	21,186.23	0.00	$20,729.88	3.370	06/25/2029	JPMMT_14-
JPMMT_15-4	120,634.41	0.00	$112,004.57	3.507	06/25/2045	JPMMT_15-
JPMMT_15-4	282,251.47	0.00	$262,818.12	3.507	06/25/2045	JPMMT_15-
JPMMT_15-5	4,838.07	0.00	$4,812.98	5.217	05/25/2045	JPMMT_15-
JPMMT_15-6	87,759.35	0.00	$85,131.01	3.509	10/25/2045	JPMMT_15-
JPMMT_15-6	85,387.47	0.00	$82,756.06	3.509	10/25/2045	JPMMT_15-
JPMMT_16-4	129,474.05	0.00	$122,500.85	3.779	10/25/2046	JPMMT_16-
JPMMT_16-4	236,232.15	0.00	$222,731.79	3.779	10/25/2046	JPMMT_16-
JPMMT_17-1	657,551.54	0.02	$593,269.17	3.447	01/25/2047	JPMMT_17-
JPMMT_21-13	1,794,399.73	0.05	$1,527,573.39	3.156	04/25/2052	JPMMT_21-
JPMORGAN CHASE & CO	6,365,000.00	0.23	$6,278,392.72	1.470	09/22/2027	JPM
JPMORGAN CHASE & CO	500,000.00	0.01	$453,791.80	2.963	01/25/2033	JPM
JPMORGAN CHASE & CO	5,500,000.00	0.18	$5,083,917.30	2.522	04/22/2031	JPM
JPMORGAN CHASE & CO	900,000.00	0.03	$893,034.00	4.005	04/23/2029	JPM
JPMORGAN CHASE & CO	1,500,000.00	0.05	$1,502,067.30	4.452	12/05/2029	JPM
JPMORGAN CHASE & CO	1,340,000.00	0.04	$1,356,619.89	5.571	04/22/2028	JPM
JPMORGAN CHASE & CO	1,400,000.00	0.05	$1,407,177.66	4.851	07/25/2028	JPM
JPMORGAN CHASE & CO	1,100,000.00	0.03	$1,086,316.77	2.947	02/24/2028	JPM
JPMORGAN CHASE & CO	2,940,000.00	0.11	$3,162,083.78	6.254	10/23/2034	JPM
JPMORGAN CHASE & CO	1,635,000.00	0.06	$1,664,992.60	5.103	04/22/2031	JPM
JPMORGAN CHASE & CO	434,000.00	0.01	$442,039.29	5.140	01/24/2031	JPM
JPMORGAN CHASE & CO	725,000.00	0.02	$709,692.06	4.898	01/22/2037	JPM
JPMORGAN CHASE & CO	3,380,000.00	0.12	$3,322,674.19	5.193	02/05/2037	JPM
JPMORGAN CHASE BANK NA	4,000,000.00	0.14	$4,022,904.00	5.110	12/08/2026	JPM
JPN 10YR BOND (OSE) JUN 26	-17.00	-0.52	-$13,958,413.41	0.000	06/15/2026	JBM6
JPY/USD FWD 20260402	-167,023,666.00	-0.04	-$1,052,594.13	0.000	04/02/2026	JPA040226
JPY/USD FWD 20260402	166,600,000.00	0.03	$1,049,924.15	0.000	04/02/2026	JPJ040226
JPY/USD FWD 20260402 BNYM USD	105,987,757.00	0.02	$667,941.81	0.000	04/02/2026	MJP040226
JPY/USD FWD 20260507	-561,601,657.00	-0.14	-$3,550,987.64	0.000	05/07/2026	JPA050726
JSC KASPI.KZ	540,000.00	0.02	$544,540.86	6.250	03/26/2030	JSCKSP
JSW HYDRO ENERGY LTD	368,350.00	0.01	$337,421.68	4.125	05/18/2031	HBSPIN
JTI FIN SERVICES NA LLC	6,750,000.00	0.24	$6,726,059.78	0.000	05/04/2026	JTIFIS
JUBIL 2016-17A A1RR	587,974.99	0.02	$679,105.94	2.666	04/15/2031	JUBIL_16-
JUBIL 2016-17A A2RR	209,991.07	0.00	$242,474.49	2.666	04/15/2031	JUBIL_16-
JYSKE REALKREDIT A/S	0.92	n/a	$0.11	1.500	10/01/2053	JYKRE
KAZTRANSGAZ AO	630,000.00	0.02	$625,665.60	4.375	09/26/2027	KZTGKZ
KENYA (REPUBLIC OF)	200,000.00	0.00	$196,228.30	9.500	03/05/2036	KENINT
KEYBANK NATIONAL ASSOCIATION	995,000.00	0.03	$1,016,148.53	5.850	11/15/2027	KEY
KINGDOM OF JORDAN	225,000.00	0.00	$216,966.35	5.750	11/12/2032	JORDAN
KKR & CO INC	4,155,000.00	0.14	$4,021,346.53	5.100	08/07/2035	KKR
KOOKMIN BANK	550,000.00	0.01	$498,991.35	2.500	11/04/2030	CITNAT
KOREA DEVELOPMENT BANK	200,000.00	0.00	$204,870.10	5.198	02/03/2030	KDB
KOREA HYDRO & NUCLEAR POWER CO LTD	460,000.00	0.01	$467,131.38	5.000	07/18/2028	KOHNPW
KRW/USD FWD 20260410	-415,548,000.00	-0.02	-$276,317.98	0.000	04/10/2026	KRA041026
KRW/USD FWD 20260413	-624,663.00	n/a	-$415.40	0.000	04/13/2026	KRP041326
KRW/USD FWD 20260415	142,348,085.00	0.00	$94,667.13	0.000	04/15/2026	KRP041526
KRW/USD FWD 20260415	-1,546,779,244.00	-0.04	-$1,028,669.65	0.000	04/15/2026	KRJ041526
KRW/USD FWD 20260415	-218,211,522.00	-0.01	-$145,119.33	0.000	04/15/2026	KRA041526
KRW/USD FWD 20260416	167,628,470.00	0.00	$111,482.65	0.000	04/16/2026	KRP041626
KRW/USD FWD 20260417	59,728,000.00	0.00	$39,723.68	0.000	04/17/2026	KRP041726
KRW/USD FWD 20260420	105,358,698.00	0.00	$70,077.34	0.000	04/20/2026	KRP042026
KRW/USD FWD 20260423	104,500,900.00	0.00	$69,512.53	0.000	04/23/2026	KRA042326
KRW/USD FWD 20260427	-297,586,239.00	-0.01	-$197,971.93	0.000	04/27/2026	KRP042726
KRW/USD FWD 20260427	-195,133,900.00	-0.01	-$129,814.59	0.000	04/27/2026	KRJ042726
LAS VEGAS SANDS CORP	1,900,000.00	0.07	$1,925,119.33	5.625	06/15/2028	LVS
LATAM AIRLINES GROUP SA	495,000.00	0.01	$500,568.75	7.875	04/15/2030	LTMCI
LBMLT_06-1	2,149,417.78	0.07	$1,927,948.87	4.393	02/25/2036	LBMLT_06-
LBMLT_06-7	1,972,693.87	0.03	$1,020,157.92	4.103	08/25/2036	LBMLT_06-
LBTY 2026-225L D	4,000,000.00	0.14	$3,916,813.60	5.708	02/10/2031	LBTY 2026
LBTY_26-225L	3,700,000.00	0.13	$3,651,769.02	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	$12,112.78	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	$2,940.24	0.000	03/03/2036	SWU02NMD3
LD CELULOSE SA	555,000.00	0.02	$570,711.94	7.950	01/26/2032	LNZAV
LEBANON (REPUBLIC OF)	465,000.00	0.00	$110,767.65	0.000	03/23/2027	LEBAN
LEIDOS INC	735,000.00	0.02	$750,307.92	5.400	03/15/2032	LDOS
LEIDOS INC	2,855,000.00	0.10	$2,761,299.47	5.000	03/15/2036	LDOS
LEXT 2026-450 A	6,570,000.00	0.24	$6,541,256.25	5.023	03/15/2043	LEXT 2026
LGATE_06-1X	516,778.56	0.02	$673,014.04	3.728	12/01/2060	LGATE_06-
LGATE_08-W1X	190,220.80	0.00	$249,787.72	3.728	01/01/2061	LGATE_08-
LIGHTNING POWER LLC	1,324,195.50	0.04	$1,328,333.61	5.921	08/18/2031	LIGPLL
LLOYDS BANKING GROUP PLC	1,400,000.00	0.05	$1,390,934.02	3.750	03/18/2028	LLOYDS
LLOYDS BANKING GROUP PLC	3,600,000.00	0.13	$3,626,964.36	5.462	01/05/2028	LLOYDS
LLOYDS BANKING GROUP PLC ICE	1,700,000.00	-0.01	-$25,473.25	0.000	12/20/2030	ICE
LMT_07-10	1,142,980.33	0.01	$279,686.60	6.500	01/25/2038	LMT_07-10
LOGICOR FINANCING SARL	3,400,000.00	0.14	$3,903,812.47	3.250	11/13/2028	LOGICR
LONG GILT JUN 26	21.00	0.08	$2,440,175.72	0.000	06/26/2026	G M6
LONG TERM RECEIVABLES	-722,519.32	-0.03	-$722,519.32	0.000	-	SECNCAHUS
LOWES COMPANIES INC	1,365,000.00	0.04	$1,340,314.11	4.250	03/15/2031	LOW
MADCMT_25-11MD	6,200,000.00	0.22	$6,171,750.32	4.754	10/15/2042	MADCMT_25
MAGNE 2025-45A D1	750,000.00	0.02	$739,061.25	6.172	04/15/2038	MAGNE_25-
MAGNE 2025-51A A1	10,300,000.00	0.37	$10,274,013.10	5.092	10/25/2038	MAGNE_51-
MALAYSIAN RINGGIT	27.50	n/a	$6.79	0.000	-	MYR
MALT_04-5	6,804.99	0.00	$6,987.78	7.000	06/25/2034	MALT_04-5
MANSD_07-1X	178,745.78	0.00	$235,525.40	3.728	04/15/2047	MANSD_07-
MARCOBRE SAC	490,000.00	0.01	$473,712.40	5.750	01/22/2036	MARSAC
MARM_04-4	18,109.92	0.00	$17,702.92	5.377	05/25/2034	MARM_04-4
MARRIOTT INTERNATIONAL INC	900,000.00	0.03	$828,093.42	3.500	10/15/2032	MAR
MARRIOTT INTERNATIONAL INC	720,000.00	0.02	$695,969.78	4.500	05/01/2033	MAR
MARRIOTT INTERNATIONAL INC	1,000,000.00	0.03	$951,110.50	5.100	05/01/2038	MAR
MASTR_04-3	452.16	n/a	$467.47	7.000	04/25/2034	MASTR_04-
MAUSER PACKAGING SOLUTIONS HOLDING	2,064,000.00	0.07	$2,065,475.76	7.875	04/15/2030	BWY
MAY26 TYM6 C @ 113.0	-11.00	n/a	-$1,546.88	0.000	04/24/2026	TYK26C
MAZOON ASSET COMPANY SAOC	200,000.00	0.00	$200,065.56	5.250	10/09/2031	MAZOON
MCCP 2024-3A A	4,000,000.00	0.14	$3,997,980.00	4.928	01/20/2035	ATLAVE_24
MCLO_21-16R-A1R	1,250,000.00	0.04	$1,248,860.00	4.782	04/15/2034	MCLO_21-1
MCMLT_19-1	2,683,239.98	0.09	$2,630,590.25	3.250	10/25/2069	MCMLT_19-
MDPK 2018-27A D1R	850,000.00	0.03	$822,278.10	6.518	04/20/2038	MDPK_18-2
MELCO RESORTS FINANCE LTD	415,000.00	0.01	$421,484.54	7.625	04/17/2032	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$195,880.06	5.750	07/21/2028	MPEL
MELCO RESORTS FINANCE LTD	200,000.00	0.00	$192,265.56	5.375	12/04/2029	MPEL
MERCK & CO INC	910,000.00	0.03	$903,577.04	3.850	03/15/2029	MRK
MERCK & CO INC	2,425,000.00	0.08	$2,398,698.21	4.150	03/15/2031	MRK
MERCK & CO INC	718,000.00	0.02	$713,332.07	4.450	12/04/2032	MRK
METROPOLITAN BANK AND TRUST COMPAN	265,000.00	0.00	$270,910.69	5.375	03/06/2029	MBTPM
MEXICAN PESO	354.36	n/a	$19.77	0.000	-	MXN
MEXICO (UNITED MEXICAN STATES)	250,000.00	0.00	$245,000.00	5.375	03/22/2033	MEX
MEXICO (UNITED MEXICAN STATES) (GO	550,000.00	0.01	$536,662.50	6.125	02/09/2038	MEX
MEXICO (UNITED MEXICAN STATES) (GO	900,000.00	0.03	$945,000.00	6.875	05/13/2037	MEX
MEXICO (UNITED MEXICAN STATES) (GO	600,000.00	0.02	$602,910.00	5.850	07/02/2032	MEX
MF1 2024-FL14 A	900,000.00	0.03	$900,774.00	5.410	03/19/2039	MF1_24-FL
MF1_25-FL17	1,400,000.00	0.05	$1,400,242.20	5.000	02/21/2040	MF1_25-FL
MGM CHINA HOLDINGS LTD	200,000.00	0.00	$197,801.06	4.750	02/01/2027	MGMCHI
MHP LUX SA	515,000.00	0.01	$519,289.95	10.500	07/28/2029	MHPSA
MIDCONTINENT COMMUNICATION	1,206,625.00	0.04	$1,201,346.02	6.165	08/08/2031	MIDCON
MIDCONTINENT COMMUNICATIONS	1,625,000.00	0.05	$1,515,531.39	8.000	08/15/2032	MIDCON
MILLICOM INTERNATIONAL CELLULAR S.	401,000.00	0.01	$406,364.98	7.375	04/02/2032	TIGO
MISC CAPITAL TWO (LABUAN) LTD	315,000.00	0.01	$312,256.04	3.750	04/06/2027	MISCMK
MITSUBISHI UFJ FINANCIAL GROUP INC	1,800,000.00	0.06	$1,667,578.86	2.559	02/25/2030	MUFG
MIZUHO FINANCIAL GROUP INC	2,000,000.00	0.06	$1,837,864.00	2.591	05/25/2031	MIZUHO
MIZUHO FINANCIAL GROUP INC	1,400,000.00	0.04	$1,233,824.76	2.564	09/13/2031	MIZUHO
MIZUHO FINANCIAL GROUP INC	3,100,000.00	0.10	$2,984,902.27	3.261	05/22/2030	MIZUHO
MLMI_04-A1	932.00	n/a	$890.59	5.844	02/25/2034	MLMI_04-A
MNEQ HLDGS INC	2,589.00	0.00	$157,066.86	0.000	04/29/2033	2512936D
MOBILIARE SA / MEXICO SA	450,000.00	0.01	$448,980.75	6.750	11/10/2032	MOBLMC
MONG DUONG FIN HLDGS BV	735,814.03	0.02	$724,471.09	5.125	05/07/2029	MONDFI
MONTENEGRO (REPUBLIC OF)	140,000.00	0.00	$160,830.21	4.875	04/01/2032	MONTEN
MORGAN STANLEY	315,000.00	0.01	$319,767.65	5.192	04/17/2031	MS
MORGAN STANLEY	1,400,000.00	0.05	$1,396,396.96	4.210	04/20/2028	MS
MORGAN STANLEY	1,717,000.00	0.06	$1,762,386.83	6.296	10/18/2028	MS
MORGAN STANLEY	1,688,000.00	0.06	$1,762,015.93	6.407	11/01/2029	MS
MORGAN STANLEY	4,100,000.00	0.15	$4,146,263.99	5.123	02/01/2029	MS
MORGAN STANLEY	4,400,000.00	0.18	$5,117,935.48	3.790	03/21/2030	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,214,527.56	5.652	04/13/2028	MS
MORGAN STANLEY	4,500,000.00	0.16	$4,516,829.10	3.650	04/13/2028	MS
MORGAN STANLEY	1,200,000.00	0.04	$1,234,652.76	5.656	04/18/2030	MS
MORGAN STANLEY	2,000,000.00	0.07	$2,144,199.37	0.495	10/26/2029	MS
MORGAN STANLEY	4,000,000.00	0.14	$3,984,129.20	3.625	01/20/2027	MS
MORGAN STANLEY	1,910,000.00	0.06	$1,878,437.44	4.493	01/16/2032	MS
MORGAN STANLEY	1,695,000.00	0.06	$1,688,115.42	5.900	03/13/2047	MS
MOROCCO (KINGDOM OF)	200,000.00	0.00	$137,689.86	4.000	12/15/2050	MOROC
MS INST LIQ GOVT CL INST	2,550,000.00	0.09	$2,550,000.00	0.000	06/06/2079	MVRXX
MSAC_07-H5	2,439,214.50	0.03	$978,669.45	4.133	03/25/2037	MSAC_07-H
MSAC_07-HE1	3,130,034.37	0.06	$1,836,611.83	4.093	11/25/2036	MSAC_07-H
MSC_14-150E	3,700,000.00	0.12	$3,423,970.01	3.912	09/10/2032	MSC_14-15
MSC_19-L3	1,000,000.00	0.03	$947,824.30	3.127	11/15/2052	MSC_19-L3
MUNICIPAL ELEC AUTH GA	1,663,000.00	0.06	$1,796,289.45	6.655	04/01/2057	MELPWR
MUTHOOT FINANCE LTD	705,000.00	0.02	$696,811.92	6.375	03/02/2030	MUTHIN
MUTUAL OF OMAHA COMPANIES GLOBAL F	1,950,000.00	0.07	$1,927,903.97	4.546	01/13/2031	MUTOMA
MV24 CAPITAL BV	416,418.00	0.01	$415,880.99	6.748	06/01/2034	MVFPSO
MXN/USD FWD 20260406	-6,127,320.20	-0.02	-$341,697.54	0.000	04/06/2026	MMX040626
MXN/USD FWD 20260409	3,267,291.14	0.00	$182,158.70	0.000	04/09/2026	MXJ040926
MXN/USD FWD 20260410	8,971,000.00	0.01	$500,111.13	0.000	04/10/2026	MXG041026
MXN/USD FWD 20260413	7,111,000.00	0.01	$396,321.01	0.000	04/13/2026	MXG041326
MXN/USD FWD 20260415	12,010,000.00	0.02	$669,247.26	0.000	04/15/2026	MXG041526
MXN/USD FWD 20260420	64,421,119.51	0.13	$3,588,309.29	0.000	04/20/2026	MXJ042026
MXN/USD FWD 20260617	88,446,983.03	0.18	$4,901,171.56	0.000	06/17/2026	MXG061726
MXN/USD FWD 20260617	21,555,198.25	0.04	$1,194,452.55	0.000	06/17/2026	MXC061726
MXN/USD FWD 20260617	14,242,776.09	0.02	$789,244.43	0.000	06/17/2026	MXP061726
MXN/USD FWD 20260617	-21,590,000.00	-0.05	-$1,196,381.04	0.000	06/17/2026	MXA061726
MXN/USD FWD 20260617	-7,090,000.00	-0.02	-$392,882.89	0.000	06/17/2026	MXJ061726
MXN/USD FWD 20260917	5,114,880.61	0.01	$281,135.31	0.000	09/17/2026	MXC091726
NATIONWIDE BUILDING SOCIETY	800,000.00	0.02	$789,008.56	2.972	02/16/2028	NWIDE
NATIONWIDE BUILDING SOCIETY	5,200,000.00	0.19	$5,167,387.16	4.302	03/08/2029	NWIDE
NATWEST GROUP PLC	500,000.00	0.02	$651,811.78	5.125	12/31/2079	NWG
NATWEST GROUP PLC SNR SE ICE	6,300,000.00	0.00	$79,730.02	1.000	12/20/2030	ICE
NBK SPC LTD	400,000.00	0.01	$394,276.32	1.625	09/15/2027	NTBKKK
NCHET_05-1	148,524.34	0.00	$149,940.28	4.513	03/25/2035	NCHET_05-
NEUB 2015-20A D1R3	500,000.00	0.01	$488,529.00	6.322	04/15/2039	NEUB_20-R
NEUB 2021-42A AR	650,000.00	0.02	$649,252.50	4.621	07/16/2035	NEUB_21-4
NEW 5.250% SENIOR NOTES DUE 2035	315,000.00	0.01	$323,755.14	5.250	05/26/2035	BABA
NEW BROADCOM INC NOTES DUE 2037	115,000.00	0.00	$111,616.88	4.926	05/15/2037	AVGO
NEW YORK ST URBAN DEV CORP	535,000.00	0.02	$547,540.40	5.770	03/15/2039	NYSDEV
NEW ZEALAND DOLLAR	1,257,170.70	0.02	$722,433.14	0.000	-	NZD
NEXTERA ENERGY CAPITAL HOLDINGS IN	4,500,000.00	0.15	$4,268,056.50	1.900	06/15/2028	NEE
NGL ENERGY OPERATING LLC	1,050,000.00	0.03	$1,082,837.70	8.375	02/15/2032	NGL
NIGERIA (FEDERAL REPUBLIC OF)	320,000.00	0.01	$314,282.14	7.375	09/28/2033	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	200,000.00	0.00	$201,871.64	7.143	02/23/2030	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	337,000.00	0.01	$341,709.98	7.875	02/16/2032	NGERIA
NIGERIA (FEDERAL REPUBLIC OF)	261,000.00	0.01	$272,126.93	8.631	01/13/2036	NGERIA
NISSAN MOTOR ACCEPTANCE COMPANY LL	300,000.00	0.01	$274,402.41	2.450	09/15/2028	NSANY
NISSAN MOTOR ACCEPTANCE COMPANY LL	100,000.00	0.00	$99,209.84	5.694	09/13/2027	NSANY
NISSAN MOTOR CO LTD	1,400,000.00	0.05	$1,362,942.42	4.345	09/17/2027	NSANY
NISSAN MOTOR CO LTD	600,000.00	0.02	$545,362.32	4.810	09/17/2030	NSANY
NK KAZMUNAYGAZ AO	395,000.00	0.01	$354,914.89	3.500	04/14/2033	KZOKZ
NMOTR 2024-B A	8,000,000.00	0.29	$8,054,845.60	5.050	02/15/2029	NMOTR_24-
NNSLT_26-A	3,260,822.35	0.11	$3,216,796.36	4.610	02/21/2061	NNSLT_26-
NOK/USD FWD 20260407	-8,295.28	n/a	-$856.69	0.000	04/07/2026	NOJ040726
NOK/USD FWD 20260504	-1,741,895.06	-0.01	-$179,863.56	0.000	05/04/2026	NOJ050426
NORDEA BANK ABP	1,020,000.00	0.03	$1,017,583.21	6.750	12/31/2079	NDAFH
NORTH MACEDONIA REPUBLIC OF (GOVER	377,000.00	0.01	$419,373.03	3.875	01/21/2030	MACEDO
NORTHUMBRIAN WATER FINANCE PLC	700,000.00	0.03	$910,880.63	1.625	10/11/2026	NWGLN
NORWEGIAN KRONER	3,869,260.95	0.01	$399,597.33	0.000	-	NOK
NOVA SECURITISATION SARL	625,000.00	0.02	$595,315.75	6.500	02/03/2036	SBSPAB
NOVARTIS CAPITAL CORP	1,350,000.00	0.04	$1,350,007.97	4.400	03/18/2031	NOVNVX
NOVARTIS CAPITAL CORP	2,325,000.00	0.08	$2,320,342.33	4.900	03/18/2036	NOVNVX
NOVARTIS CAPITAL CORP	945,000.00	0.03	$952,420.14	5.700	03/18/2056	NOVNVX
NOVARTIS CAPITAL CORP	1,295,000.00	0.04	$1,289,877.24	4.600	03/18/2033	NOVNVX
NOVELIS CORP	1,580,000.00	0.05	$1,495,885.22	4.750	01/30/2030	HNDLIN
NRG ENERGY INC	1,760,000.00	0.06	$1,744,646.64	4.734	10/15/2030	NRG
NRG ENERGY INC	1,405,000.00	0.05	$1,379,063.42	5.407	10/15/2035	NRG
NRZT_18-RPL1	72,103.93	0.00	$70,162.54	3.500	12/25/2057	NRZT_18-R
NRZT_19-RPL3	1,519,528.77	0.05	$1,472,328.86	2.750	07/25/2059	NRZT_19-R
NTT FINANCE CORP	400,000.00	0.01	$401,585.96	4.620	07/16/2028	NTT
NTT FINANCE CORP	900,000.00	0.03	$913,796.64	3.650	07/16/2030	NTT
NXP BV/NXP FUNDING LLC/NXP USA	3,250,000.00	0.11	$3,245,886.80	3.875	06/18/2026	NXPI
NYKREDIT REALKREDIT A/S	0.72	n/a	$0.08	2.000	10/01/2053	NYKRE
NZD/USD FWD 20260402	-10,975,000.00	-0.24	-$6,307,194.46	0.000	04/02/2026	NZG040226
NZD/USD FWD 20260402	-1,887,000.00	-0.04	-$1,084,435.17	0.000	04/02/2026	NZC040226
NZD/USD FWD 20260402 BNYM USD	304,584.52	0.00	$175,040.89	0.000	04/02/2026	MNZ040226
OAKC 2012-7A D1R4	850,000.00	0.03	$834,932.05	6.156	02/20/2038	OAKC_12-7
OAKCL 2020-1A D1RR	800,000.00	0.02	$776,439.20	6.272	01/15/2038	OAKCL_20-
OBX_24-NQM8	1,771,133.02	0.06	$1,785,934.91	6.233	05/25/2064	OBX_24-NQ
OCT51 2021-1A AR	2,750,000.00	0.10	$2,745,088.50	4.658	07/20/2034	OCT51_21-
OFFICE CHERIFIEN DES PHO	200,000.00	0.00	$203,248.88	6.100	04/30/2030	OCPMR
OFFICE CHERIFIEN DES PHO	200,000.00	0.00	$181,889.20	3.750	06/23/2031	OCPMR
OFFICE CHERIFIEN DES PHO	1,005,000.00	0.02	$785,234.14	5.125	06/23/2051	OCPMR
OIS CAD CAONREPO 2.9 03.31.25 8Y	200,000.00	n/a	$1,298.12	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3 01.08.25 9Y LCH	2,600,000.00	0.00	$14,477.81	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.10.25 9Y LCH	3,500,000.00	0.00	$19,489.36	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3 01.13.25 8Y LCH	2,300,000.00	0.00	$4,295.70	0.000	06/01/2033	LCH
OIS CAD CAONREPO 3.0 01.23.25 9Y L	5,800,000.00	0.00	$32,296.66	0.000	06/01/2034	LCH
OIS CAD CAONREPO 3.5 3.28.24 8Y LC	16,200,000.00	-0.02	-$345,420.66	0.000	06/01/2032	LCH
OLIN CORP	3,574,000.00	0.12	$3,500,646.87	6.625	04/01/2033	OLN
OMAN SULTANATE OF (GOVERNMENT)	343,000.00	0.01	$357,422.02	6.750	01/17/2048	OMAN
ONEMAIN FINANCE CORP	2,770,000.00	0.10	$2,731,514.73	7.125	09/15/2032	OMF
ONEOK INC	960,000.00	0.03	$876,594.82	5.700	11/01/2054	OKE
ONEOK INC	700,000.00	0.02	$718,845.19	5.650	11/01/2028	OKE
ONEOK INC	1,500,000.00	0.05	$1,491,317.10	4.350	03/15/2029	OKE
OOMLT_05-1	523,836.99	0.01	$504,641.51	4.573	02/25/2035	OOMLT_05-
OOMLT_07-4-2A4	4,151,014.98	0.08	$2,374,113.66	4.103	04/25/2037	OOMLT_07-
ORACLE CORPORATION	420,000.00	0.01	$383,489.69	4.700	09/27/2034	ORCL
ORACLE CORPORATION	700,000.00	0.02	$691,291.44	4.550	02/04/2029	ORCL
ORACLE CORPORATION	1,210,000.00	0.04	$1,123,880.79	6.700	02/04/2056	ORCL
ORACLE CORPORATION	2,575,000.00	0.09	$2,476,948.38	5.991	02/04/2036	ORCL
ORACLE CORPORATION	3,520,000.00	0.11	$3,039,104.64	5.875	09/26/2045	ORCL
ORANGE SA	1,720,000.00	0.06	$1,687,786.81	4.760	01/13/2031	ORAFP
ORANGE SA	3,135,000.00	0.11	$3,080,459.78	5.413	01/13/2036	ORAFP
ORANGE SA	1,430,000.00	0.05	$1,414,530.40	4.750	01/13/2033	ORAFP
ORLEN SA	475,000.00	0.01	$484,839.63	6.000	01/30/2035	PKNPW
ORO USD 10Y C 3.62 L 04.20.26 BOA	-1,000,000.00	n/a	-$965.02	0.000	04/20/2026	BAC
ORO USD 10Y C 3.695 L 04.27.26 GLM	-2,000,000.00	-0.01	-$5,353.61	0.000	04/27/2026	GS
ORO USD 10Y P 3.9 L 04.20.26 BOA	-1,000,000.00	-0.01	-$5,856.09	0.000	04/20/2026	BAC
ORO USD 10Y P 4.055 L 04.27.26 GLM	-2,000,000.00	-0.01	-$5,760.29	0.000	04/27/2026	GS
ORO USD 1Y P 3.757 L 09.18.26 DUB	96,900,000.00	0.00	$218,932.51	0.000	09/18/2026	DB
ORO USD 1Y P 3.757 L 09.18.26 MYC	151,700,000.00	0.01	$342,745.74	0.000	09/18/2026	MS
ORO USD 1Y P 3.757 L 09.18.26 MYC	800,000.00	n/a	$1,807.49	0.000	09/18/2026	MS
OTC ECAL USD VS JPY @ 157.7 CBK	-6,522,200.00	-0.01	-$75,794.50	0.000	04/24/2026	CALL USD/
OTC EPUT USD VS KRW @ 1350 BOA	-455,246.00	n/a	-$402.08	0.000	07/13/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1350 BOA	-2,044,754.00	n/a	-$1,633.60	0.000	07/09/2026	PUT USD/K
OTC EPUT USD VS KRW @ 1400 BOA	2,044,754.00	0.00	$6,095.79	0.000	07/09/2026	PUT USD/K
OVERSEA-CHINESE BANKING CORPORATIO	795,000.00	0.02	$785,467.31	4.550	09/08/2035	OCBCSP
OWL ROCK CAPITAL CORP	500,000.00	0.01	$464,919.45	2.875	06/11/2028	OBDC
PACIFIC GAS AND ELECTRIC CO	700,000.00	0.02	$691,843.67	3.300	03/15/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	800,000.00	0.02	$774,437.60	3.000	06/15/2028	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.02	$727,911.91	3.500	08/01/2050	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,400,000.00	0.04	$1,357,375.74	2.100	08/01/2027	PCG
PACIFIC GAS AND ELECTRIC COMPANY	600,000.00	0.01	$449,093.88	3.300	08/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,100,000.00	0.03	$939,215.86	4.500	07/01/2040	PCG
PACIFIC GAS AND ELECTRIC COMPANY	1,300,000.00	0.04	$1,254,027.84	4.400	03/01/2032	PCG
PACIFIC GAS AND ELECTRIC COMPANY	3,200,000.00	0.11	$3,162,994.56	4.200	03/01/2029	PCG
PANAMA REPUBLIC OF (GOVERNMENT)	235,000.00	0.00	$244,475.20	6.400	02/14/2035	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$205,954.00	6.853	03/28/2054	PANAMA
PANAMA REPUBLIC OF (GOVERNMENT)	200,000.00	0.00	$174,930.00	3.298	01/19/2033	PANAMA
PARAGUAY REPUBLIC OF (GOVERNMENT)	403,000.00	0.01	$359,476.00	5.400	03/30/2050	PARGUY
PARAGUAY REPUBLIC OF (GOVERNMENT)	220,000.00	0.00	$196,240.00	5.400	03/30/2050	PARGUY
PATRIMONIO EN FIDEICOMISO DS 093-2	490,000.00	0.01	$477,015.00	5.650	10/16/2032	INRSHM
PEDERNALES ELECTRIC COOPERATIVE IN	423,000.00	0.01	$436,034.45	6.202	11/15/2032	PEDELC
PEN/USD FWD 20260410	-7,146,472.26	-0.08	-$2,052,325.00	0.000	04/10/2026	PEC041026
PEN/USD FWD 20260617	-6,141,785.01	-0.07	-$1,757,537.48	0.000	06/17/2026	PEG061726
PEN/USD FWD 20270128	-5,123,075.68	-0.06	-$1,449,709.62	0.000	01/28/2027	PEC012827
PENNYMAC FINANCIAL SERVICES INC	2,755,000.00	0.09	$2,661,377.66	6.875	05/15/2032	PFSI
PERTAMINA HULU ENERGI PT	600,000.00	0.02	$601,994.76	5.250	05/21/2030	PERHUL
PERU (REPUBLIC OF)	9,100,000.00	0.09	$2,664,353.96	6.850	08/12/2035	PERUGB
PERU (REPUBLIC OF)	700,000.00	0.00	$210,660.79	6.150	08/12/2032	PERU
PERU (REPUBLIC OF)	6,300,000.00	0.07	$1,982,738.21	7.300	08/12/2033	PERUGB
PERU (REPUBLIC OF)	312,000.00	0.01	$290,581.20	2.844	06/20/2030	PERU
PERUSAHAAN LISTRIK NEGARA (PERSERO	415,000.00	0.01	$359,558.49	5.250	05/15/2047	PLNIJ
PERUVIAN NUEVO SOL	647,248.19	0.00	$185,996.20	0.000	-	PEN
PETROBRAS GLOBAL FINANCE BV	550,000.00	0.01	$537,949.50	6.250	01/10/2036	PETBRA
PETROLEOS DE VENEZUELA SA	390,000.00	0.00	$162,942.00	0.000	05/17/2035	PDVSA
PETROLEOS MEXICANOS	600,000.00	0.02	$574,108.80	5.950	01/28/2031	PEMEX
PETROLEOS MEXICANOS	240,000.00	0.00	$207,989.45	7.690	01/23/2050	PEMEX
PETROLEOS MEXICANOS	200,000.00	0.00	$227,989.00	10.000	02/07/2033	PEMEX
PETROLEOS MEXICANOS	76,000.00	0.00	$74,442.78	6.700	02/16/2032	PEMEX
PETRONAS CAPITAL LTD	430,000.00	0.01	$439,615.62	4.950	01/03/2031	PETMK
PETRONAS CAPITAL LTD	200,000.00	0.00	$179,107.68	2.480	01/28/2032	PETMK
PFIZER INC	825,000.00	0.03	$819,495.60	4.200	11/15/2030	PFE
PFIZER INC	1,250,000.00	0.04	$1,237,989.25	4.875	11/15/2035	PFE
PFP_24-11	1,742,286.31	0.06	$1,744,946.78	5.501	09/17/2039	PFP_24-11
PHILIP MORRIS INTERNATIONAL INC	3,100,000.00	0.11	$3,095,309.08	4.125	04/28/2028	PM
PILOT_24-1	3,458,534.61	0.12	$3,464,848.16	4.670	11/22/2027	PILOT_24-
PLN/USD FWD 20260402	-894,909.84	-0.01	-$241,072.02	0.000	04/02/2026	MPL040226
PLN/USD FWD 20260415	795,000.00	0.00	$214,153.40	0.000	04/15/2026	PLA041526
PLN/USD FWD 20260415	1,923,500.10	0.01	$518,143.52	0.000	04/15/2026	PLP041526
PLN/USD FWD 20260415	1,093,000.00	0.01	$294,427.26	0.000	04/15/2026	PLC041526
PLN/USD FWD 20260415	-2,519,000.00	-0.03	-$678,556.51	0.000	04/15/2026	PLJ041526
PLN/USD FWD 20260422	22,501,308.77	0.22	$6,061,213.50	0.000	04/22/2026	PLD042226
PLUSPETROL SA	460,000.00	0.01	$478,377.00	8.500	05/30/2032	PLUSPE
PNC BANK NATIONAL ASSOCIATION	2,400,000.00	0.08	$2,379,030.00	4.050	07/26/2028	PNC
PNC FINANCIAL SERVICES GROUP INC	980,000.00	0.03	$1,000,833.72	5.575	01/29/2036	PNC
PNC FINANCIAL SERVICES GROUP INC (	845,000.00	0.03	$850,378.85	4.899	05/13/2031	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,090,000.00	0.04	$1,121,646.84	5.676	01/22/2035	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,645,000.00	0.06	$1,817,887.36	6.875	10/20/2034	PNC
PNC FINANCIAL SERVICES GROUP INC (	1,005,000.00	0.03	$984,986.43	5.423	01/25/2041	PNC
POLAND (REPUBLIC OF)	203,000.00	0.00	$188,565.46	5.500	04/04/2053	POLAND
POLAND (REPUBLIC OF)	200,000.00	0.00	$204,548.24	4.875	02/12/2030	POLAND
POLISH ZLOTY	115.81	n/a	$31.20	0.000	-	PLN
POPULAR INC	1,987,000.00	0.07	$2,059,827.52	7.250	03/13/2028	BPOP
PRIO LUXEMBOURG HOLDING SARL	420,000.00	0.01	$409,080.00	7.000	10/15/2030	PRIOBZ
PRKCM_24-AFC1	448,585.56	0.01	$451,776.26	6.333	03/25/2059	PRKCM_24-
PROLOGIS LP	1,300,000.00	0.03	$931,475.09	4.200	02/15/2033	PLD
PROSUS NV	395,000.00	0.01	$354,088.47	3.061	07/13/2031	PRXNA
PRPM_24-RPL1	2,492,736.07	0.09	$2,455,075.07	4.189	12/25/2064	PRPM_24-R
PSTET 2024-1A AR	238,388.41	0.01	$275,457.67	2.954	08/15/2033	PSTET 202
PSTET 2025-1A A	1,335,181.62	0.05	$1,542,874.60	2.866	10/15/2034	PSTET_25-
PSTET 2025-2A A	2,715,107.97	0.11	$3,140,058.91	3.134	02/15/2035	PSTET 202
PSTET_25-3	1,000,000.00	0.04	$1,159,665.46	3.047	07/15/2035	PSTET_25-
PUBLIC FIN AUTH WIS TOLL REV	2,375,000.00	0.09	$2,593,452.50	6.500	12/31/2065	PUBTRN
QNB FINANSBANK AS	275,000.00	0.01	$298,741.55	10.750	11/15/2033	QNBFB
QUEBEC (PROVINCE OF)	11,800,000.00	0.32	$8,864,293.01	4.450	09/01/2034	Q
QUEEN MERGERCO INC	660,000.00	0.02	$673,771.56	6.750	04/30/2032	BECN
RAAC_05-SP2	106,718.43	0.00	$99,109.36	4.393	06/25/2044	RAAC_05-S
RAIZEN FUELS FINANCE SA	565,000.00	0.01	$313,575.00	6.250	07/08/2032	RAIZBZ
RAIZEN FUELS FINANCE SA	465,000.00	0.00	$245,868.75	6.950	03/05/2054	RAIZBZ
RALI_07-QA5	1,710,346.20	0.04	$1,127,059.82	6.159	09/25/2037	RALI_07-Q
RALI_07-QH8	902,231.72	0.02	$718,077.84	4.753	10/25/2037	RALI_07-Q
RCF 2024-3A A	500,000.00	0.01	$500,571.00	5.539	09/15/2042	RCF_3-A
REALKREDIT DANMARK A/S	0.95	n/a	$0.11	1.000	10/01/2050	RDKRE
REALKREDIT DANMARK A/S	1.00	n/a	$0.12	2.000	10/01/2053	RDKRE
REALKREDIT DANMARK A/S	0.66	n/a	$0.08	1.500	10/01/2053	RDKRE
REPUBLIC OF ARGENTINA	22,283.10	0.00	$19,587.96	1.000	07/09/2029	ARGENT
REPUBLIC OF PANAMA	300,000.00	0.01	$288,555.00	5.662	02/23/2038	PANAMA
REPUBLIC OF SRI LANKA	26,208.27	0.00	$24,112.20	3.100	01/15/2030	SRILAN
REPUBLIC OF SRI LANKA	39,090.66	0.00	$34,947.33	3.600	05/15/2036	SRILAN
REPUBLIC OF SRI LANKA	81,407.07	0.00	$68,144.23	3.350	03/15/2033	SRILAN
REPUBLIC OF SRI LANKA	54,711.60	0.00	$41,445.84	3.600	06/15/2035	SRILAN
REPUBLIC OF SRI LANKA	83,201.56	0.00	$73,715.63	3.600	02/15/2038	SRILAN
REPUBLIC OF SRI LANKA	24,491.50	0.00	$23,414.72	4.000	04/15/2028	SRILAN
REPURCHASE AGREEMENT	17,400,000.00	0.64	$17,400,000.00	3.740	04/01/2026	UTRAJKDA3
REPURCHASE AGREEMENT	284,200,000.00	10.46	$284,200,000.00	3.740	04/01/2026	UTPAJKDB3
REPURCHASE AGREEMENT	-293,223.00	-0.02	-$338,921.80	0.250	03/30/2028	REHAJK619
REPURCHASE AGREEMENT	294,500,000.00	10.84	$294,500,000.00	3.710	04/02/2026	UTPAJKV07
REPURCHASE AGREEMENT	49,700,000.00	1.82	$49,700,000.00	3.690	04/01/2026	UTRAJKMM7
RESIDEO FUNDING INC	1,350,000.00	0.04	$1,331,810.91	6.500	07/15/2032	REZI
RF USDSOFR 3.569 08.14.24 10Y LCH	100,000.00	n/a	$1,617.57	0.000	08/14/2034	LCH
RFR EUR ESTRON 2.05 11.18.24 5Y LC	2,000,000.00	0.00	$40,899.59	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.05630 5Y LCH	3,200,000.00	0.00	$64,655.20	0.000	10/05/2029	LCH
RFR EUR ESTRON 2.06280 5Y LCH	4,700,000.00	0.00	$93,774.05	0.000	10/05/2029	LCH
RFR GBP SONIO 3.5 03.18.26 5Y LCH	18,900,000.00	-0.03	-$779,557.77	0.000	03/18/2031	LCH
RFR GBP SONIO 4 03.18.26 10Y LCH	4,240,000.00	-0.01	-$194,627.91	0.000	03/18/2036	LCH
RFR JPY MUTK 1.0 3.18.26 2Y LCH	21,420,000,000.00	0.03	$914,104.50	0.000	03/18/2028	LCH
RFR USD SOFR 1.842 9.19.23 30Y LCH	4,800,000.00	0.06	$1,826,162.87	0.000	09/19/2053	LCH
RFR USD SOFR 2.06 10.27.23 30Y LCH	13,680,000.00	0.19	$5,339,504.75	0.000	10/27/2053	LCH
RFR USD SOFR 3.40694 7.6.26 Y* LCH	220,000.00	n/a	$1,568.99	0.000	08/31/2030	LCH
RFR USD SOFR 3.47 09.04.24 10Y LCH	180,000.00	0.00	$4,250.17	0.000	09/04/2034	LCH
RFR USD SOFR 3.5 06.20.24 30Y LCH	8,400,000.00	0.03	$910,944.90	0.000	06/20/2054	LCH
RFR USD SOFR 3.54542 3.1.24 7Y LCH	2,200,000.00	0.00	$6,438.56	0.000	10/31/2030	LCH
RFR USD SOFR 3.5815 03.24.24 7Y LC	3,390,000.00	0.00	$4,764.27	0.000	10/31/2030	LCH
RFR USD SOFR 3.59507 03.01.24 7Y L	15,300,000.00	0.00	$12,812.36	0.000	10/31/2030	LCH
RFR USD SOFR 3.6008 3.1.24 7Y LCH	4,400,000.00	n/a	$2,623.71	0.000	10/31/2030	LCH
RFR USD SOFR 3.60089 3.1.24 7Y LCH	9,800,000.00	0.00	$5,806.60	0.000	10/31/2030	LCH
RFR USD SOFR 3.6233 03.01.24 7Y LC	4,300,000.00	n/a	-$1,507.04	0.000	10/31/2030	LCH
RFR USD SOFR 3.6637 03.01.24 7Y LC	2,900,000.00	-0.01	-$5,957.07	0.000	10/31/2030	LCH
RFR USD SOFR 3.689 03.01.24 7Y LCH	9,900,000.00	-0.01	-$30,839.00	0.000	10/31/2030	LCH
RFR USD SOFR 3.74547 03.13.26 10Y	2,900,000.00	0.00	$25,989.82	0.000	02/15/2036	LCH
RFR USD SOFR 3.75 09.02.25 7Y LCH	43,270,000.00	-0.01	-$159,344.74	0.000	05/15/2032	LCH
RFR USD SOFR 3.75 12.18.24 10Y CME	40,800,000.00	0.00	$182,664.27	0.000	12/18/2034	CME
RFR USD SOFR 3.87 03.05.25 10Y LCH	400,000.00	n/a	-$1,546.74	0.000	03/05/2035	LCH
RFR USD SOFR 3.874 03.05.25 10Y LC	1,600,000.00	-0.01	-$6,671.61	0.000	03/05/2035	LCH
RFR USD SOFR 3.89 03.03.25 10Y LCH	250,000.00	n/a	-$1,345.34	0.000	03/03/2035	LCH
RFR USD SOFR 3.899 03.11.25 10Y LC	890,000.00	-0.01	-$5,352.18	0.000	03/11/2035	LCH
RFR USD SOFR 3.9075 03.04.25 10Y L	300,000.00	n/a	-$2,010.95	0.000	03/04/2035	LCH
RFR USD SOFR 3.99798 6.30.26 27Y*	220,000.00	0.00	$5,770.93	0.000	11/15/2053	LCH
RFR USD SOFR 4.0 02.26.25 10Y LCH	800,000.00	-0.01	-$10,994.45	0.000	02/26/2035	LCH
RMIR_24-1	135,652.21	0.00	$136,249.64	6.562	09/25/2034	RMIR_24-1
ROGERS COMMUNICATIONS INC	2,075,000.00	0.07	$2,066,712.66	5.300	02/15/2034	RCICN
ROGERS COMMUNICATIONS INC	1,821,000.00	0.06	$1,864,573.98	7.125	04/15/2055	RCICN
ROLLS-ROYCE PLC	1,000,000.00	0.03	$1,016,105.60	5.750	10/15/2027	ROLLS
ROMANIA (REPUBLIC OF)	1,800,000.00	0.06	$1,841,369.52	1.750	07/13/2030	ROMANI
ROMANIA (REPUBLIC OF)	276,000.00	0.01	$288,967.56	7.125	01/17/2033	ROMANI
ROMANIA (REPUBLIC OF)	137,000.00	0.00	$145,885.28	6.000	09/24/2044	ROMANI
ROMANIAN GOVERNMENT INTERNATIONAL	368,000.00	0.01	$342,187.52	5.750	07/04/2036	ROMANI
ROYAL BANK OF CANADA	1,580,000.00	0.05	$1,527,852.26	6.500	11/24/2085	RY
ROYAL BANK OF SCOTLAND GROUP PLC	5,000,000.00	0.18	$4,999,803.00	4.800	04/05/2026	NWG
ROYAL CARIBBEAN CRUISES LTD	5,740,000.00	0.20	$5,543,966.37	5.198	05/15/2033	RCL
RUPUBLIC OF GHANA	79,327.50	0.00	$75,833.19	5.000	07/03/2029	GHANA
RUPUBLIC OF GHANA	120,040.00	0.00	$102,685.46	5.000	07/03/2035	GHANA
RXK6C 128	-7.00	n/a	-$1,588.11	0.000	04/24/2026	RXK6C
RXK6P 125.5	-7.00	-0.01	-$4,514.77	0.000	04/24/2026	RXK6P
SAAVI ENERGIA SARL	540,000.00	0.02	$567,351.00	8.875	02/10/2035	SAAVIE
SABLE INTERNATIONAL FINANCE LTD	520,000.00	0.01	$514,157.23	7.125	10/15/2032	CWCLN
SAILT_03-BC2	15,777.50	0.00	$16,308.28	5.173	04/25/2033	SAILT_03-
SALESFORCE INC	3,090,000.00	0.11	$3,086,354.42	4.900	09/15/2031	CRM
SAMI_05-A5	33,051.64	0.00	$32,113.44	4.281	07/19/2035	SAMI_05-A
SAN DIEGO GAS & ELECTRIC CO	690,000.00	0.02	$688,479.31	5.200	03/15/2036	SRE
SANDS CHINA LTD	1,800,000.00	0.06	$1,814,612.40	5.400	08/08/2028	SANLTD
SANDS CHINA LTD	650,000.00	0.02	$627,626.42	4.375	06/18/2030	SANLTD
SANDS CHINA LTD	200,000.00	0.00	$195,330.44	2.550	03/08/2027	SANLTD
SANDS CHINA LTD	425,000.00	0.01	$384,955.35	3.250	08/08/2031	SANLTD
SANTANDER UK GROUP HOLDINGS PLC	3,350,000.00	0.12	$3,457,506.53	6.534	01/10/2029	SANUK
SANTANDER UK GROUP HOLDINGS PLC	3,200,000.00	0.11	$3,159,922.56	3.823	11/03/2028	SANUK
SANTOS FINANCE LTD.	1,700,000.00	0.05	$1,592,076.52	3.649	04/29/2031	STOAU
SARM_06-1	27,212.30	0.00	$23,420.33	3.871	02/25/2036	SARM_06-1
SASC_06-BC1	718,129.72	0.02	$673,751.74	4.063	03/25/2036	SASC_06-B
SASC_06-BC2	2,446,557.82	0.05	$1,475,837.56	3.948	09/25/2036	SASC_06-B
SASOL FINANCING USA LLC	305,000.00	0.01	$317,629.14	8.750	05/03/2029	SASOL
SASOL FINANCING USA LLC	310,000.00	0.01	$310,000.00	8.750	04/10/2033	SASOL
SAUDI ARABIA (KINGDOM OF)	900,000.00	0.03	$920,228.04	5.375	01/13/2031	KSA
SAUDI ARABIAN OIL CO	400,000.00	0.01	$368,633.08	5.750	07/17/2054	ARAMCO
SAUDI ARABIAN OIL CO	200,000.00	0.00	$172,378.58	4.250	04/16/2039	ARAMCO
SCDS: (MEX)	2,085,000.00	-0.01	-$3,116.00	1.000	06/20/2026	JPM
SCOTIABANK PERU SA	495,000.00	0.01	$505,073.25	6.100	10/01/2035	BNSPE
SDART 2025-4 D	2,805,000.00	0.10	$2,784,769.78	4.950	01/15/2032	SDART_25-
SDART_25-1	1,600,000.00	0.05	$1,617,148.48	5.430	03/17/2031	SDART_25-
SEK/USD FWD 20260402	7,306,196.93	0.02	$771,864.26	0.000	04/02/2026	SEC040226
SEK/USD FWD 20260402	-6,085,000.00	-0.03	-$642,850.73	0.000	04/02/2026	SEJ040226
SEMT_04-5	34,892.67	0.00	$33,350.80	4.608	06/20/2034	SEMT_04-5
SEMT_07-1	149,296.23	0.00	$97,400.23	3.538	09/20/2046	SEMT_07-1
SEMT_15-1	72,233.87	0.00	$70,361.58	3.931	01/25/2045	SEMT_15-1
SEMT_17-5	2,114,522.75	0.07	$1,992,651.60	3.782	08/25/2047	SEMT_17-5
SERBIA (REPUBLIC OF)	640,000.00	0.02	$641,765.50	6.000	06/12/2034	SERBIA
SFUEL 2025-AA A2	1,977,756.43	0.07	$1,980,960.99	4.630	07/20/2027	SFUEL
SGD/USD FWD 20260402	-3,159,000.00	-0.10	-$2,457,377.34	0.000	04/02/2026	SGG040226
SGD/USD FWD 20260402	47,551.82	0.00	$36,990.43	0.000	04/02/2026	SGP040226
SGD/USD FWD 20260402	15,362,612.25	0.44	$11,950,533.49	0.000	04/02/2026	SGD040226
SGD/USD FWD 20260402	-5,151.13	-0.01	-$4,007.05	0.000	04/02/2026	SGA040226
SGD/USD FWD 20260402	-12,245,996.45	-0.36	-$9,526,126.70	0.000	04/02/2026	SGJ040226
SGD/USD FWD 20260504	-15,328,216.55	-0.45	-$11,952,644.05	0.000	05/04/2026	SGD050426
SGD/USD FWD 20260504	-47,445.47	-0.01	-$36,997.05	0.000	05/04/2026	SGP050426
SGD/USD FWD 20260504	-35,367.90	-0.01	-$27,579.20	0.000	05/04/2026	SGJ050426
SHELL:	20,500,000.00	0.52	$14,143,975.00	0.000	12/30/2057	SHELL
SHINHAN BANK	420,000.00	0.01	$434,791.39	5.750	04/15/2034	SHNHAN
SIERRACOL ENERGY LIMITED	500,000.00	0.01	$498,102.50	9.000	11/14/2030	SIERRA
SIMON PROPERTY GROUP LP	770,000.00	0.02	$687,114.74	2.650	02/01/2032	SPG
SINGAPORE DOLLAR	473.37	n/a	$368.18	0.000	-	SGD
SIRIUS REAL ESTATE LTD	2,400,000.00	0.10	$2,761,670.42	1.125	06/22/2026	SRELN
SIRIUS XM RADIO INC	2,115,000.00	0.07	$1,981,717.35	4.125	07/01/2030	SIRI
SITIOS LATINOAMERICA SAB DE CV	315,000.00	0.01	$317,992.50	6.000	11/25/2029	SILAMX
SKYMILES IP LTD	137,636.42	0.00	$138,410.62	5.171	10/20/2028	DAL
SLAM_25-1	2,755,562.83	0.10	$2,785,807.89	5.807	05/16/2050	SLAM_25-1
SMBC AVIATION CAPITAL FINANCE DAC	2,090,000.00	0.07	$2,041,924.36	5.250	11/26/2035	SMBCAC
SNB FUNDING LTD	435,000.00	0.01	$431,936.77	6.000	06/24/2035	SNBAB
SOCIETE GENERALE SA	1,890,000.00	0.06	$1,850,233.27	5.439	10/03/2036	SOCGEN
SOFTBANK CORP	2,940,000.00	0.10	$2,896,128.73	5.332	07/09/2035	SOBKCO
SOFTBANK CORP	2,445,000.00	0.08	$2,431,565.95	4.699	07/09/2030	SOBKCO
SOUTH AFRICA (REPUBLIC OF)	200,000.00	0.00	$154,887.36	5.750	09/30/2049	SOAF
SOUTH AFRICA (REPUBLIC OF)	3,000,000.00	0.10	$2,943,819.30	4.850	09/30/2029	SOAF
SOUTH AFRICA (REPUBLIC OF)	10,700,000.00	0.01	$508,221.98	6.250	03/31/2036	SAGB
SOUTH AFRICA (REPUBLIC OF)	8,000,000.00	0.01	$428,124.89	8.750	02/28/2048	SAGB
SOUTH AFRICA (REPUBLIC OF)	60,900,000.00	0.13	$3,539,154.07	8.875	02/28/2035	SAGB
SOUTH AFRICA (REPUBLIC OF)	6,800,000.00	0.01	$377,804.28	9.000	01/31/2040	SAGB
SOUTH AFRICA (REPUBLIC OF)	761,000.00	0.02	$596,164.96	5.650	09/27/2047	SOAF
SOUTH AFRICA (REPUBLIC OF)	268,000.00	0.00	$269,995.39	5.875	06/22/2030	SOAF
SOUTH AFRICAN RAND	332,221.99	0.00	$19,633.42	0.000	-	ZAR
SOUTHERN CALIFORNIA EDISON COMPANY	900,000.00	0.03	$914,259.15	5.250	03/15/2030	EIX
SOUTHERN CALIFORNIA GAS COMPANY	2,600,000.00	0.09	$2,566,287.62	2.950	04/15/2027	SRE
SPEAK 2018-5A A1R	1,800,000.00	0.06	$1,799,890.20	5.218	04/25/2037	SPEAK_5A-
SPRINT CAPITAL CORPORATION	3,275,000.00	0.12	$3,463,358.68	6.875	11/15/2028	S
STACR 2025-DNA2	1,115,000.00	0.04	$1,115,702.45	5.162	05/25/2045	STACR 202
STACR 2026 -DNA1	1,840,000.00	0.06	$1,842,030.26	4.962	02/25/2046	STACR 202
STACR 2026 -DNA2	4,300,000.00	0.15	$4,291,937.50	5.465	03/25/2046	STACR 202
STACR_21-DNA5	671,500.58	0.02	$671,499.10	5.722	01/25/2034	STACR_21-
STACR_21-HQA2	3,582,755.08	0.13	$3,636,163.57	5.712	12/25/2033	STACR_21-
STACR_22-DNA1	3,000,000.00	0.11	$3,022,500.00	2.550	01/25/2042	STACR_22-
STACR_22-DNA2	1,000,000.00	0.03	$1,020,633.30	3.299	02/25/2042	STACR_22-
STANDARD BUILDING SOLUTIONS INC	329,298.01	0.01	$329,486.70	5.678	09/22/2028	BMCAUS
STANDARD CHARTERED PLC	270,000.00	0.01	$277,405.05	6.301	01/09/2029	STANLN
STANDARD CHARTERED PLC	275,000.00	0.01	$280,949.02	7.625	12/31/2079	STANLN
STANDARD CHARTERED PLC	1,100,000.00	0.04	$1,109,918.81	5.005	10/15/2030	STANLN
STANDARD INDUSTRIES INC	1,073,000.00	0.03	$962,487.97	3.375	01/15/2031	BMCAUS
STAR 2025-DNA4 M2	5,500,000.00	0.20	$5,496,590.00	5.212	10/25/2045	STAR 2025
STAR ENERGY GEOTHERMAL WAYANG WIND	283,687.50	0.01	$285,175.58	6.750	04/24/2033	STAREN
STARCR 2025-DNA3 M2	1,290,000.00	0.04	$1,292,962.10	5.162	09/25/2045	STARCR 20
STARWOOD PROPERTY TRUST INC	3,315,000.00	0.12	$3,417,363.89	7.250	04/01/2029	STWD
STATE OIL CO OF THE AZERBAIJAN REP	400,000.00	0.01	$429,927.48	6.950	03/18/2030	SOIAZ
STELLANTIS FINANCE US INC	500,000.00	0.01	$503,747.80	5.350	03/17/2028	STLA
STELLANTIS FINANCIAL SERVICES US C	1,400,000.00	0.05	$1,403,253.04	3.650	09/15/2028	STLA
STRA_24-2	655,518.39	0.03	$868,601.15	3.728	06/27/2050	STRA_24-2
SUMITOMO MITSUI FINANCIAL GROUP IN	2,000,000.00	0.07	$2,063,616.40	5.454	01/15/2032	SUMIBK
SUMITOMO MITSUI FINANCIAL GROUP IN	2,300,000.00	0.07	$2,014,817.25	2.222	09/17/2031	SUMIBK
SUMITOMO MITSUI TRUST BANK LTD	2,700,000.00	0.10	$2,724,752.52	5.200	03/07/2027	SUMITR
SUNAC CHINA HOLDINGS LTD	355,870.00	0.00	$56,049.53	0.000	06/23/2026	SUNAC
SUNAC CHINA HOLDINGS LTD	262,944.00	0.00	$67,773.82	0.000	06/23/2028	SUNAC
SVB FINANCIAL TRUS PREF	2,953.00	0.05	$1,395,292.50	0.000	11/07/2029	SVBFTR
SWAP COLLATERAL JPM USD	1,381,925.81	0.05	$1,381,925.81	0.000	12/31/2060	JPM
SWAP VARIATION MAARGIN JPM USD	-888,430.21	-0.04	-$888,430.21	0.000	12/31/2060	MSWA
SWAP VM MORGAN STANLEY	-12,866,718.18	-0.48	-$12,866,718.18	0.000	12/31/2049	MS
SWAP VM MORGAN STANLEY AUD	1,422,195.14	0.03	$981,243.54	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY CAD	503,133.03	0.01	$361,679.99	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY EUR	1,220,002.39	0.05	$1,410,139.76	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY GBP	871,777.85	0.04	$1,153,885.16	0.000	12/31/2060	MS
SWAP VM MORGAN STANLEY JPY	438.61	n/a	$2.77	0.000	12/31/2060	MS
SWAP VM BNP JPY	8,807,368.98	0.00	$55,495.23	0.000	12/31/2060	VMBNPJPY
SWAP VM BNP USD	-30.56	n/a	-$30.56	0.000	12/31/2060	VMBNPUSD
SWEDISH KRONA	3,745.84	n/a	$395.69	0.000	-	SEK
SWEIHAN PV POWER COMPANY PJSC	384,475.90	0.01	$307,484.79	3.625	01/31/2049	SWEHAN
SWISS FRANC	527.59	n/a	$659.82	0.000	-	CHF
SWP: CAD 2.850000 01-JUN-2033 CAD	300,000.00	n/a	$2,640.61	0.000	06/01/2033	LCH
SWP: EUR 0.650000 12-APR-2027	3,800,000.00	-0.01	-$92,331.55	0.650	04/12/2027	LCH
SWP: EUR 0.700000 12-APR-2027 LCH	1,900,000.00	-0.01	-$45,062.63	0.700	04/12/2027	LCH
SWP: EUR 1.000000 18-MAY-2027	2,000,000.00	-0.01	-$44,678.23	1.000	05/18/2027	LCH
SWP: USD 3.376657 31-OCT-2030 SOF	2,300,000.00	-0.01	-$5,970.05	0.000	10/31/2030	LCH
SWP: USD 3.750000 18-DEC-2029 SOF	20,260,000.00	-0.01	-$111,928.14	0.000	12/18/2029	CME
SYSCO CORPORATION	900,000.00	0.03	$907,395.93	5.100	09/23/2030	SYY
T-MOBILE US INC	1,500,000.00	0.03	$982,603.65	3.300	02/15/2051	TMUS
T-MOBILE USA INC	2,150,000.00	0.07	$2,137,097.85	3.750	04/15/2027	TMUS
T-MOBILE USA INC	1,100,000.00	0.03	$1,071,556.42	3.875	04/15/2030	TMUS
T-MOBILE USA INC	1,665,000.00	0.05	$1,624,752.12	5.875	11/15/2055	TMUS
TAKEOFF MERGER SUB INC	530,000.00	0.01	$522,370.86	5.500	03/24/2036	SUMIAL
TAKEOFF MERGER SUB INC	2,395,000.00	0.08	$2,365,974.76	4.850	03/24/2031	SUMIAL
TAOT_24-B	3,475,118.71	0.12	$3,505,666.05	5.330	01/16/2029	TAOT_24-B
TARGA RESOURCES CORP	300,000.00	0.01	$284,168.16	4.200	02/01/2033	TRGP
TBC BANKI SS	395,000.00	0.01	$420,490.93	10.250	12/31/2079	TBCBGE
TCLO 6A AR	190,895.33	0.00	$220,306.13	2.951	01/12/2032	TCLO_6A-A
TCLO 7A ARE	1,480,915.82	0.06	$1,710,321.50	2.794	02/15/2034	TCLO_7A-A
TCW 2019-2A D1R2	850,000.00	0.02	$813,105.75	6.668	01/20/2038	TCW_19-2A
TD SYNNEX CORP	800,000.00	0.02	$759,673.92	2.375	08/09/2028	SNX
TD SYNNEX CORP	1,200,000.00	0.03	$1,066,809.36	2.650	08/09/2031	SNX
TECPETROL SA	565,000.00	0.02	$572,373.25	7.625	11/03/2030	TECPET
TELEKOM SERBIA AD	475,000.00	0.01	$468,873.21	7.000	10/28/2029	TELSER
TENNESSEE GAS PIPELINE COMPANY LLC	3,500,000.00	0.12	$3,280,505.20	2.900	03/01/2030	KMI
TEXAS WTR DEV BRD REV	3,030,000.00	0.11	$3,002,033.10	4.750	10/15/2055	TXSWTR
THAI BAHT	464.26	n/a	$14.08	0.000	-	THB
THAIOIL TREASURY CENTER CO LTD	410,000.00	0.01	$395,792.68	6.100	12/31/2079	TOPTB
THB/USD FWD 20260416	-44,225,523.29	-0.05	-$1,342,739.63	0.000	04/16/2026	THP041626
THB/USD FWD 20260416	15,561,557.85	0.01	$472,467.45	0.000	04/16/2026	THD041626
THB/USD FWD 20260416	17,918,188.85	0.02	$544,017.58	0.000	04/16/2026	THG041626
THB/USD FWD 20260417	7,798,856.43	0.00	$236,803.53	0.000	04/17/2026	THD041726
THB/USD FWD 20260417	-7,775,753.28	-0.01	-$236,102.02	0.000	04/17/2026	THP041726
THB/USD FWD 20260420	-24,085,213.86	-0.03	-$731,514.61	0.000	04/20/2026	THG042026
THB/USD FWD 20260420	-21,168,882.91	-0.03	-$642,939.99	0.000	04/20/2026	THP042026
THB/USD FWD 20260420	-9,552.21	n/a	-$290.12	0.000	04/20/2026	THC042026
THB/USD FWD 20260423	-9,545,536.47	-0.02	-$289,993.41	0.000	04/23/2026	THP042326
THB/USD FWD 20260505	6,286,516.42	0.00	$191,173.95	0.000	05/05/2026	THP050526
THB/USD FWD 20260617	-9,871,357.90	-0.02	-$301,245.34	0.000	06/17/2026	THC061726
THB/USD FWD 20260617	-23,313,087.91	-0.03	-$711,448.13	0.000	06/17/2026	THD061726
THB/USD FWD 20260617	-17,886,360.82	-0.03	-$545,840.08	0.000	06/17/2026	THG061726
THREE MONTH SONIA (ICE) MAR 27	186.00	2.16	$58,863,933.36	0.000	06/15/2027	SFIH7
THREE-MONTH SOFR FUTURE JUN 26	169.00	1.49	$40,701,537.50	0.000	09/15/2026	SFRM6
THREE-MONTH SOFR FUTURE MAR 26	169.00	1.49	$40,697,312.50	0.000	06/16/2026	SFRH6
TIKEH 9A AR	1,000,000.00	0.04	$1,156,074.23	3.246	01/20/2037	TIKEH_9A-
TIME WARNER CABLE INC	2,120,000.00	0.08	$2,219,866.63	7.300	07/01/2038	CHTR
TIME WARNER CABLE LLC	4,700,000.00	0.17	$4,742,187.67	6.550	05/01/2037	CHTR
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$287,046.00	2.351	06/01/2028	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	300,000.00	0.01	$282,654.00	2.551	06/01/2029	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	250,000.00	0.00	$248,980.00	1.820	06/01/2026	TOBGEN
TOBACCO SETTLEMENT FIN AUTH WE	500,000.00	0.01	$457,245.00	2.951	06/01/2031	TOBGEN
TOYOTA MOTOR CREDIT CORP	1,100,000.00	0.04	$1,101,366.20	4.435	08/07/2026	TOYOTA
TPG OPERATING GROUP II LP	1,355,000.00	0.04	$1,329,618.95	4.875	05/15/2031	TPG
TPMT 2019-4 A1	3,001,635.93	0.10	$2,885,027.78	2.900	07/25/2059	TPMT_19-4
TPMT_17-4	615,000.00	0.02	$565,759.29	3.250	06/25/2057	TPMT_17-4
TPMT_18-1	12,413.77	0.00	$12,353.67	3.000	01/25/2058	TPMT_18-1
TPMT_24-5	3,134,647.76	0.11	$3,107,424.28	4.608	10/25/2064	TPMT_24-5
TRANSPORTADORA DE GAS DEL SUR SA	470,000.00	0.01	$477,858.40	7.750	11/20/2035	TRAGAS
TREASURY (CPI) NOTE	7,406,770.00	0.27	$7,378,322.08	1.750	01/15/2034	TIPS
TREASURY (CPI) NOTE	5,701,025.00	0.21	$5,731,218.20	1.875	07/15/2034	TIPS
TREASURY (CPI) NOTE	36,605,688.00	1.27	$34,549,539.18	0.625	07/15/2032	TIPS
TREASURY (CPI) NOTE	20,200,150.00	0.71	$19,462,337.50	1.125	01/15/2033	TIPS
TREASURY BOND	6,445,000.00	0.24	$6,530,597.98	5.000	05/15/2045	TBOND
TREASURY BOND	7,530,000.00	0.27	$7,334,396.20	4.750	05/15/2055	TBOND
TREASURY BOND	1,490,000.00	0.04	$1,121,748.88	3.125	05/15/2048	TBOND
TREASURY BOND	900,000.00	0.02	$669,164.04	3.000	05/15/2047	TBOND
TREASURY BOND	3,770,000.00	0.10	$2,767,857.47	3.000	08/15/2048	TBOND
TREASURY BOND	700,000.00	0.01	$511,464.87	3.000	02/15/2049	TBOND
TREASURY BOND	10,700,000.00	0.29	$7,947,675.38	2.875	08/15/2045	TBOND
TREASURY BOND	2,200,000.00	0.06	$1,690,390.68	2.875	05/15/2043	TBOND
TREASURY BOND	37,100,000.00	0.95	$26,029,419.36	2.500	02/15/2045	TBOND
TREASURY BOND	1,400,000.00	0.03	$1,065,367.24	2.750	11/15/2042	TBOND
TREASURY BOND	900,000.00	0.02	$688,570.29	2.750	08/15/2042	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	$9,318,750.40	2.000	02/15/2050	TBOND
TREASURY BOND	13,500,000.00	0.25	$7,046,366.85	1.625	11/15/2050	TBOND
TREASURY BOND	52,800,000.00	1.34	$36,598,029.60	1.875	02/15/2041	TBOND
TREASURY BOND	2,700,000.00	0.05	$1,499,765.76	1.875	02/15/2051	TBOND
TREASURY BOND	5,100,000.00	0.10	$2,803,206.84	1.875	11/15/2051	TBOND
TREASURY BOND	2,600,000.00	0.05	$1,567,769.58	2.250	02/15/2052	TBOND
TREASURY BOND	1,800,000.00	0.04	$1,203,996.06	1.750	08/15/2041	TBOND
TREASURY BOND	14,800,000.00	0.52	$14,269,280.88	4.625	02/15/2046	TBOND
TREASURY NOTE	127,315,000.00	4.61	$125,335,646.43	4.125	02/15/2036	TNOTE
TREASURY NOTE	9,775,000.00	0.35	$9,654,148.74	3.625	09/30/2030	TNOTE
TREASURY NOTE	13,200,000.00	0.46	$12,529,945.56	0.500	10/31/2027	TNOTE
TREASURY NOTE	7,900,000.00	0.29	$7,899,228.17	4.250	11/15/2034	TNOTE
TREASURY NOTE	1,000,000.00	0.03	$986,562.50	4.000	02/15/2034	TNOTE
TRNTE 1A AR	1,000,000.00	0.04	$1,154,675.66	3.226	07/15/2039	TRNTE
TRUST 7401	416,000.00	0.01	$445,407.04	7.700	01/23/2032	NEXTPR
TRY/USD FWD 20260410	4,853,985.98	0.00	$107,931.95	0.000	04/10/2026	TRJ041026
TRY/USD FWD 20260417	-4,891,824.37	-0.01	-$107,681.90	0.000	04/17/2026	TRJ041726
TSMC ARIZONA CORP	590,000.00	0.01	$535,741.54	2.500	10/25/2031	TAISEM
TSMC GLOBAL LTD	245,000.00	0.00	$222,010.18	2.250	04/23/2031	TAISEM
TSYMP 2017-1A AR	49,751.07	0.00	$49,738.68	4.864	07/15/2030	TSYMP_17-
TURKCELL ILETISIM HIZMETLERI AS	350,000.00	0.01	$354,810.47	7.450	01/24/2030	TCELLT
TURKEY (REPUBLIC OF)	200,000.00	0.00	$200,456.84	7.125	02/12/2032	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$287,988.90	6.950	09/16/2035	TURKEY
TURKEY (REPUBLIC OF)	200,000.00	0.00	$218,471.08	9.125	07/13/2030	TURKEY
TURKEY (REPUBLIC OF)	300,000.00	0.01	$310,282.23	7.625	04/26/2029	TURKEY
TURKIYE GARANTI BANKASI AS	500,000.00	0.01	$504,270.85	8.375	02/28/2034	GARAN
TURKIYE IHRACAT KREDI BANKASI AS	200,000.00	0.00	$202,729.40	6.875	07/03/2028	EXCRTU
TWD/USD FWD 20260413	5,744,665.00	0.00	$179,450.81	0.000	04/13/2026	TWJ041326
TWD/USD FWD 20260413	6,090,083.00	0.00	$190,240.91	0.000	04/13/2026	TWP041326
TWD/USD FWD 20260413	-3,113,601.00	-0.01	-$97,262.10	0.000	04/13/2026	TWC041326
TWD/USD FWD 20260416	3,353,593.00	0.00	$104,720.53	0.000	04/16/2026	TWP041626
TWD/USD FWD 20260417	963,660.00	0.00	$30,087.93	0.000	04/17/2026	TWP041726
TWD/USD FWD 20260420	15,219,893.00	0.01	$475,029.81	0.000	04/20/2026	TWP042026
TWD/USD FWD 20260423	14,994,034.00	0.01	$467,809.09	0.000	04/23/2026	TWA042326
TWD/USD FWD 20260427	31,067,622.00	0.03	$968,826.81	0.000	04/27/2026	TWP042726
TWD/USD FWD 20260504	-41,142,768.00	-0.05	-$1,282,305.38	0.000	05/04/2026	TWP050426
TYK6P 110 PIT	-11.00	-0.01	-$3,953.13	0.000	04/24/2026	TYK6P
UBS GROUP AG	1,890,000.00	0.06	$1,828,468.59	5.010	03/23/2037	UBS
UBS GROUP AG	1,920,000.00	0.06	$1,889,178.82	4.844	11/06/2033	UBS
UBS GROUP AG	2,280,000.00	0.08	$2,259,874.90	7.000	12/31/2079	UBS
UBS GROUP AG	3,900,000.00	0.14	$3,999,253.44	5.699	02/08/2035	UBS
UBS GROUP AG	1,000,000.00	0.04	$1,101,623.40	0.250	11/05/2028	UBS
UBS GROUP AG	2,500,000.00	0.09	$2,446,673.00	4.194	04/01/2031	UBS
UBS GROUP AG	2,000,000.00	0.07	$1,902,660.60	3.126	08/13/2030	UBS
UENO BANK SA	510,000.00	0.01	$505,476.30	6.700	03/06/2031	UENOPY
UKRAINE GOVERNMENT	84,970.07	0.00	$44,761.70	4.500	02/01/2035	UKRAIN
UKRAINE GOVERNMENT	109,247.23	0.00	$58,495.69	4.500	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	13,261.40	0.00	$7,799.42	0.000	02/01/2030	UKRAIN
UKRAINE GOVERNMENT	49,555.76	0.00	$21,307.50	0.000	02/01/2034	UKRAIN
UKRAINE GOVERNMENT	48,554.33	0.00	$25,100.72	4.500	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	41,878.11	0.00	$19,547.13	0.000	02/01/2035	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	34,898.42	0.00	$16,292.30	0.000	02/01/2036	UKRAIN
UKRAINE REPUBLIC OF (GOVERNMENT)	295,000.00	0.00	$213,377.28	4.000	02/01/2032	UKRAIN
UMBS 30YR TBA(REG A)	142,400,000.00	5.26	$143,055,880.16	5.500	04/13/2026	UM30
UMBS 30YR TBA(REG A)	32,300,000.00	1.21	$32,885,182.33	6.000	05/13/2026	UM30
UMBS 30YR TBA(REG A)	37,500,000.00	1.30	$35,354,306.25	4.000	05/13/2024	UM30
UNICREDIT SPA	600,000.00	0.02	$696,928.83	7.500	12/31/2079	UCGIM
UNION ELECTRIC CO	770,000.00	0.02	$752,110.82	4.800	03/15/2036	AEE
UNION ELECTRIC CO	1,100,000.00	0.03	$1,062,387.04	5.550	03/15/2056	AEE
UNITED AIR 2020-1 A PTT	618,651.88	0.02	$628,986.71	5.875	04/15/2029	UAL
UNITED STATES TREASURY	24,300,000.00	0.71	$19,490,308.29	3.625	05/15/2053	TBOND
UNITED TECHNOLOGIES CORPORATION	805,000.00	0.02	$685,818.22	4.625	11/16/2048	RTX
UNITEDHEALTH GROUP INC	600,000.00	0.02	$596,414.04	3.700	05/15/2027	UNH
US 10YR NOTE JUN 26	576.00	2.35	$63,963,002.88	0.000	06/18/2026	TYM6
US 2YR NOTE JUN 26	406.00	3.10	$84,222,796.91	0.000	06/30/2026	TUM6
US 5YR NOTE JUN 26	2,785.00	11.09	$301,280,436.65	0.000	06/30/2026	FVM6
US BANCORP	3,400,000.00	0.10	$2,940,697.06	2.491	11/03/2036	USB
US BANCORP	1,136,000.00	0.04	$1,141,590.14	4.653	02/01/2029	USB
US BANCORP	720,000.00	0.02	$729,659.88	6.787	10/26/2027	USB
US BANK NATIONAL ASSOCIATION	1,485,000.00	0.05	$1,490,726.90	4.730	05/15/2028	USB
US LONG BOND JUN 26	1,302.00	5.45	$148,265,250.00	0.000	06/18/2026	USM6
US SECURITIZED NET CASH	-1,008,859,984.80	-37.15	-$1,008,859,984.80	0.000	-	US-C
US TREASURY N/B	100,000.00	0.00	$64,447.27	1.375	11/15/2040	T
US ULTRA 10YR NOTE JUN 26	-1,455.00	-6.09	-$165,165,241.65	0.000	06/18/2026	UXYM6
US ULTRA T-BOND JUN 26	464.00	1.99	$54,085,000.00	0.000	06/18/2026	WNM6
USD P KRW C @1400.00 EO	455,246.00	n/a	$1,452.50	0.000	07/13/2026	PUT USD/K
UWM HOLDINGS LLC	890,000.00	0.02	$811,257.70	6.250	03/15/2031	UWMC
VALE OVERSEAS LTD	555,000.00	0.02	$546,675.00	6.000	02/25/2056	VALEBZ
VALERO ENERGY CORPORATION	5,180,000.00	0.18	$5,108,260.63	5.150	03/10/2036	VLO
VEDANTA RESOURCES LTD	410,000.00	0.01	$412,834.37	9.125	10/15/2032	VEDLN
VENEZUELA (BOLVARIAN REPUBLIC OF)	370,000.00	0.00	$152,625.00	0.000	10/13/2019	VENZ
VENTR 2018-32A A1	83,609.08	0.00	$83,598.55	5.029	07/18/2031	VENTR_18-
VENTR 2018-34A AR	855,715.60	0.03	$855,716.46	6.566	10/15/2031	VENTR_18-
VENTR 2021-42A A1A	1,300,000.00	0.04	$1,299,902.50	5.064	04/15/2034	VENTR_21-
VENTURE GLOBAL CALCASIEU PASS LLC	3,870,000.00	0.12	$3,431,340.53	3.875	11/01/2033	VENTGL
VERIZON COMMUNICATIONS INC	537,000.00	0.01	$487,650.08	2.550	03/21/2031	VZ
VERIZON COMMUNICATIONS INC	1,955,000.00	0.07	$1,915,245.86	5.000	01/15/2036	VZ
VERIZON COMMUNICATIONS INC	3,230,000.00	0.11	$3,191,215.13	4.750	01/15/2033	VZ
VERIZON COMMUNICATIONS INC	1,555,000.00	0.05	$1,513,610.72	5.875	11/30/2055	VZ
VERIZON COMMUNICATIONS INC SR NT 4	1,027,000.00	0.03	$994,383.92	4.780	02/15/2035	VZ
VERUS_23-7	2,947,944.94	0.10	$2,968,064.37	7.070	10/25/2068	VERUS_23-
VERUS_24-4	2,270,556.59	0.08	$2,288,856.59	6.218	06/25/2069	VERUS_24-
VFET 2026-1A A3	4,450,000.00	0.16	$4,421,140.86	3.930	05/15/2030	VFET 2026
VICI PROPERTIES LP	1,815,000.00	0.06	$1,812,791.87	4.950	02/15/2030	VICI
VICI PROPERTIES LP	100,000.00	0.00	$100,128.16	4.750	02/15/2028	VICI
VICI PROPERTIES LP	145,000.00	0.00	$145,858.75	5.750	02/01/2027	VICI
VICI PROPERTIES LP	715,000.00	0.02	$711,993.64	5.625	04/01/2035	VICI
VICTRA HOLDINGS LLC	3,000,000.00	0.11	$3,116,019.00	8.750	09/15/2029	VICTRA
VIPER ENERGY PARTNERS LLC	1,300,000.00	0.04	$1,310,926.50	5.700	08/01/2035	VNOM
VIPER ENERGY PARTNERS LLC	1,400,000.00	0.05	$1,401,694.00	4.900	08/01/2030	VNOM
VIRGIN MEDIA BRISTOL LLC	215,000.00	0.00	$196,778.75	6.964	03/31/2031	VMED
VIRGIN MEDIA SECURED FINANCE PLC	800,000.00	0.02	$710,102.88	4.500	08/15/2030	VMED
VIRGINIA ELECTRIC AND POWER COMPAN	4,000,000.00	0.14	$4,025,630.80	5.000	04/01/2033	D
VISTRA CORP	2,845,000.00	0.10	$2,850,638.79	7.000	12/31/2079	VST
VISTRA OPERATIONS CO LLC	492,939.35	0.01	$493,589.54	5.417	12/20/2030	VST
VISTRA OPERATIONS COMPANY LLC	3,900,000.00	0.15	$4,246,468.20	6.950	10/15/2033	VST
VISTRA OPERATIONS COMPANY LLC	1,100,000.00	0.03	$1,082,910.84	4.700	01/31/2031	VST
VISTRA OPERATIONS COMPANY LLC	1,890,000.00	0.06	$1,850,052.02	5.350	01/31/2036	VST
VMED O2 UK FINANCING I PLC	1,800,000.00	0.06	$1,727,632.62	7.750	04/15/2032	VMED
VMED O2 UK FINANCING I PLC	930,000.00	0.02	$801,131.11	4.750	07/15/2031	VMED
VMED O2 UK FINANCING I PLC	1,290,000.00	0.04	$1,109,031.19	4.250	01/31/2031	VMED
VOLKSWAGEN GROUP OF AMERICA FINANC	400,000.00	0.01	$407,839.16	5.650	09/12/2028	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	600,000.00	0.02	$602,566.98	4.950	03/25/2027	VW
VOLKSWAGEN GROUP OF AMERICA FINANC	2,900,000.00	0.10	$2,919,305.30	5.050	03/27/2028	VW
VOYA 2014-4A A1RA	45,856.92	0.00	$45,845.59	5.029	07/14/2031	VOYA_14-4
WAMU_05-AR16	97,851.90	0.00	$90,456.65	4.391	12/25/2035	WAMU_05-A
WAMU_07-HY1	83,757.38	0.00	$72,808.12	3.974	02/25/2037	WAMU_07-H
WAMU_07-HY7	174,414.80	0.00	$160,025.68	4.621	07/25/2037	WAMU_07-H
WARNERMEDIA HLDG	70,000.00	0.00	$42,612.50	5.141	03/15/2052	WBD
WARNERMEDIA HOLDINGS INC	800,000.00	0.01	$529,044.56	5.050	03/15/2042	WBD
WELLI 2025-4A D1	750,000.00	0.02	$735,158.25	6.218	04/18/2038	WELLI_25-
WELLS FARGO & COMPANY	125,000.00	0.00	$127,158.85	5.150	04/23/2031	WFC
WELLS FARGO & COMPANY	1,500,000.00	0.05	$1,624,618.65	6.491	10/23/2034	WFC
WELLS FARGO & COMPANY	5,000,000.00	0.18	$5,076,523.00	5.389	04/24/2034	WFC
WELLS FARGO & COMPANY	2,200,000.00	0.08	$2,234,783.98	5.198	01/23/2030	WFC
WELLS FARGO & COMPANY	2,900,000.00	0.10	$2,911,025.80	3.650	04/22/2028	WFC
WELLS FARGO & COMPANY	3,800,000.00	0.14	$3,849,602.92	5.707	04/22/2028	WFC
WELLS FARGO & COMPANY	5,300,000.00	0.19	$5,250,863.70	3.584	05/22/2028	WFC
WELLS FARGO & COMPANY	900,000.00	0.03	$897,465.78	3.196	06/17/2027	WFC
WELLS FARGO & COMPANY	965,000.00	0.03	$940,406.98	4.960	01/23/2037	WFC
WELLS FARGO BANK NA	2,100,000.00	0.07	$2,115,500.73	5.254	12/11/2026	WFC
WESTLAKE AUTOMOBILE RECEIVABLE	137,064.78	0.00	$137,110.89	4.820	09/15/2027	WLAKE_24-
WFCM_16-BNK1	1,220,000.00	0.04	$1,212,978.29	2.652	08/15/2049	WFCM_16-B
WFMBS_06-AR11	67,758.97	0.00	$64,214.88	6.173	08/25/2036	WFMBS_06-
WHITE CAP BUYER LLC	2,271,250.00	0.08	$2,188,349.38	6.917	10/19/2029	WHTCAP
WINDFALL MINING GROUP INC	560,000.00	0.02	$569,621.30	5.854	05/13/2032	GFISJ
WLAKE_25-2	991,915.91	0.03	$993,722.78	4.660	09/15/2028	WLAKE_25-
WOODSIDE FINANCE LTD	400,000.00	0.01	$398,593.68	3.700	09/15/2026	WDSAU
WYNN MACAU LTD	200,000.00	0.00	$198,168.88	5.500	10/01/2027	WYNMAC
WYNN MACAU LTD	685,000.00	0.02	$669,124.17	6.750	02/15/2034	WYNMAC
YAPI VE KREDI BANKASI AS	695,000.00	0.02	$669,549.59	7.550	06/11/2036	YKBNK
YPF SA	510,000.00	0.01	$537,157.50	9.500	01/17/2031	YPFDAR
ZAIS 2020-16A A1R2	3,700,000.00	0.13	$3,696,018.80	4.798	10/20/2034	ZAIS_20-1
ZAR/USD FWD 20260402	-5,841,248.17	-0.02	-$345,149.50	0.000	04/02/2026	MZA040226
ZAR/USD FWD 20260420	-21,722,170.21	-0.05	-$1,281,701.73	0.000	04/20/2026	ZAA042026
ZAR/USD FWD 20260420	-10,834,000.00	-0.03	-$639,252.73	0.000	04/20/2026	ZAC042026
ZAR/USD FWD 20260420	-9,737,476.88	-0.03	-$574,553.14	0.000	04/20/2026	ZAJ042026
ZCS BRL 11.49576 06.14.24 01.04.27	196,500,000.00	-0.06	-$1,611,096.11	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	-$22,964.10	0.000	01/04/2027	I2093885

^*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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