PGIM Global Total Return Fund (PZTRX)
A:GTRAX
C:PCTRX
R2:PGTOX
R4:PGTSX
R6:PGTQX
Z:PZTRX
$5.36
(
$
)
$
)
1-Day Change
YTD: 9.32%
Overall Morningstar Rating TM
Barron’s Best Fund Families: Ranked #4 for best fund family over the 1-year period ended 12/31/2024, among 48 qualifying fund families based on asset- weighted returns.
MorningStar Rankings
AS OF
07/31/2025
1-Year
27%
39/159
3-Year
25%
36/159
5-Year
68%
88/152
10-Year
19%
20/125
15-Year
2%
2/87
Source: Morningstar. All rights reserved. Used with permission. Class Z shares inception: 03/17/1997. Morningstar rankings are based on total return, do not include the effects of sales charges, and are calculated against all funds in the Morningstar Global Bond category.
Past performance does not guarantee future results.
Objective
Seeks total return of current income and capital appreciation through a diversified portfolio of U.S. and non-U.S. fixed income securities. The Fund may be appropriate for those seeking to add global diversification for a domestic portfolio.
Growth of $10,000
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost. This chart represents historical performance and does not assume the effects of sales charges or varying fees and expenses of other share classes. If shown with sales charges or these other fees and expenses, performance could have been lower. It is not possible to invest directly in an index. Click here to view benchmark index definitions.
FUND INFORMATION
Style:
Global Bond
Total Net Assets:
$2.583 Billion
Dividends (Paid):
Monthly
Dividends (Accrued):
Daily
Capital Gains:
Annually
Fund StatisticS
AS OF
07/31/2025
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 7.80 |
| Duration (years) | 6.70 |
| Standard Deviation (3 year) | 9.37 |
Source: Morningstar. Morningstar Ratings may be calculated based on share class adjusted historical returns. If so, the fund’s independent Morningstar Rating metric uses the fund’s oldest class to determine its hypothetical rating for certain periods. Morningstar Ratings are calculated for managed products with a 3-year minimum history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. Rating is calculated based on a Morningstar Risk-Adjusted Return measure accounting for variation in a managed product's monthly excess performance that emphasizes downward variations more and rewards consistent performance, with no sales load adjustment. In each category, the top 10% receive 5 stars, with 4 stars for the next 22.5%, 3 stars for the next 35%, 2 stars for the next 22.5%, and 1 star for the bottom 10%. Overall Morningstar Rating is derived from a weighted average of the performance associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics: for 36-59 months of total returns, 100% 3-year rating, for 60-119 months of total returns, 60% 5-year rating/40% 3-year rating, and for 120 or more months of total returns, 50% 10-year rating/30% 5-year rating/20% 3-year rating.
Morningstar rankings for 1-, 3-, 5-, 10- and 15-years are Class A: 43/159, 41/159, 106/152, 31/125, and 6/87; Class C: 69/159, 54/159, 139/152, 65/125, and 21/87; Class R2: 52/159, 42/159, 116/152, 49/147, and 17/124; Class R4: 42/159, 40/159, 99/152, 39/147, and 12/124; Class R6: 36/159, 34/159, 79/152, 16/125, and 4/124; Class Z: 39/159, 36/159, 88/152, 20/125, and 2/87.
PGIM Global Total Return Fund (Class Z) Lipper total return ranking for the 1-, 3-, 5-, and 10-year periods as of 12/31/2024 for the Global Income Funds category were: 144/218, 156/206, 149/194, and 69/144, respectively. Lipper Funds category rankings are based on total return, do not take sales charges into account, and are calculated against all funds in each fund’s respective Lipper category.
Class Z Lipper total return ranking for the 1-, 3-, 5-, and 10-year periods as of 6/30/2025: 14/206, 29/201, 130/185, and 33/146, respectively. Past Performance is no guarantee of future results.
Risks of investing in the fund include but are not limited to the following: Fixed Income investments are subject to credit, market, prepayment and interest rate risks, and their value will decline as interest rates rise. High yield (“junk”) bonds are subject to greater credit and market risks. Foreign securities are subject to currency fluctuations and political uncertainty. Emerging market investments are subject to greater volatility and price declines. Investments in currency may result in a decline in the fund’s net asset value due to changes in exchange rates. Mortgage-backed and asset-backed securities tend to increase in value less than other debt securities when interest rates decline, but are subject to a similar risk of decline in market value during periods of rising interest rates. Derivatives may carry market, credit and liquidity risks. There is no guarantee the Fund's objective will be achieved. Risks are more fully explained in the fund's prospectus.
- Monthly & Quarterly Performance
- Prices & Yields
Total Returns (%)
as of
| TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE | |||||||
|---|---|---|---|---|---|---|---|
| Cumulative | Average Annual | ||||||
| Class | Ticker | YTD | 1-Yr | 3-Yr | 5-Yr | 10-Yr | Since Inception |
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
See Daily Returns for the PGIM Global Total Return Fund.
See Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Global Total Return Fund.
See Daily Returns for the PGIM Global Total Return Fund.
See Quarterly SEC Standardized Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Global Total Return Fund.
|
Fund Expenses
|
Maximum Sales Charge (%)
|
|||
|---|---|---|---|---|
|
Class
|
Gross (%)
|
Net (%)
|
Date*
|
|
| A | 0.95 | 0.88 | 02/28/2026 | 3.25 |
| C | 1.79 | 1.63 | 02/28/2026 | 1.00 |
| R2 | 1.31 | 1.08 | 02/28/2026 | — |
| R4 | 0.85 | 0.83 | 02/28/2026 | — |
| R6 | 0.53 | 0.53 | — | — |
| Z | 0.65 | 0.63 | 02/28/2026 | — |
*This date represents the contractual reduction date through which the net expense ratio is in effect.
Total return describes the return to the investor after net operating expenses but before any sales charges are imposed. Morningstar Category Average is unmanaged, is based on the average return of all funds in this category, and does not take into consideration applicable sales charges. Unless noted otherwise, Morningstar Category Average and index returns reflect performance beginning the closest month-end date to the Fund's inception. Benchmark since inception average is based on Class Z inception date. SEC standardized return describes the return to the investor after net operating expense and maximum sales charges are imposed. All returns assume share price changes as well as the compounding effect of reinvested dividends and capital gains. Returns may reflect fee waivers and/or expense reimbursements. Without such, returns would be lower. All returns 1-year or less are cumulative.
Morningstar Global Bond Category Average: Global bond portfolios typically invest 40% or more of their assets in fixed-income instruments issued outside of the U.S. These portfolios invest primarily in investment-grade rated issues, but their strategies can vary. Some follow a conservative approach, sticking with high-quality bonds from developed markets. Others are more adventurous, owning some lower-quality bonds from developed or emerging markets. Some portfolios invest exclusively outside the U.S., while others invest in both U.S. and non-U.S. bonds. Many consistently maintain significant allocations to non-U.S. dollar currencies, while others have the flexibility to make sizeable adjustments between their U.S. dollar and non-U.S. currency exposures.
Bloomberg Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed income markets. The three major components of this index are the U.S. Aggregate, the Pan-European Aggregate, and the Asian-Pacific Aggregate Indices. The index also includes Eurodollar and Euro-Yen corporate bonds, Canadian government, agency and corporate securities.
An investment cannot be made directly in an index or average. All indexes and averages are unmanaged.
Prices
AS OF
08/19/2025
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 5.33 |
0.00
|
0.00 | 5.51 | 158,820,354.86 |
| C | 5.32 |
0.01
|
0.19 | — | 9,737,225.09 |
| R2 | 5.39 |
0.00
|
0.00 | — | 2,582,148.27 |
| R4 | 5.40 |
0.00
|
0.00 | — | 11,861,572.25 |
| R6 | 5.39 |
0.00
|
0.00 | — | 1,480,880,415.71 |
| Z | 5.36 |
0.01
|
0.19 | — | 927,870,220.67 |
NAV (Net Asset Value) is the $U.S. value of a single share of a fund, excluding any sales charges. Change shows the change in $U.S. value over the previous day:
= Gain, 
= Loss, 
= No Change.
See Prices of other PGIM Investments Mutual Funds.
52 Week High/Low
AS OF
08/19/2025
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 5.40 | 09/27/2024 | 4.93 | 01/13/2025 |
| C | 5.39 | 09/27/2024 | 4.92 | 01/13/2025 |
| R2 | 5.47 | 09/27/2024 | 5.00 | 01/13/2025 |
| R4 | 5.47 | 09/27/2024 | 5.00 | 01/13/2025 |
| R6 | 5.47 | 09/27/2024 | 4.99 | 01/13/2025 |
| Z | 5.43 | 09/27/2024 | 4.96 | 01/13/2025 |
For share classes less than one year old, the 52-week high and 52-week low NAVs are calculated from inception to the current date.
Yields
AS OF
07/31/2025
| Class | SEC 30-Day Subsidized Yield (%) | SEC 30-Day Unsubsidized Yield (%) | Offer Distb. Yield (%) | NAV Distb. Yield (%) | SEC-30 Day Sub Taxable Equivalent Yield (%) |
|---|---|---|---|---|---|
| A - View Prospectus | 3.80 | 3.72 | 3.37 | 3.48 | — |
| C - View Prospectus | 3.17 | 2.89 | — | 2.73 | — |
| R2 - View Prospectus | 3.72 | 3.33 | — | 3.28 | — |
| R4 - View Prospectus | 3.98 | 3.93 | — | 3.53 | — |
| R6 - View Prospectus | 4.28 | 4.28 | — | 3.84 | — |
| Z - View Prospectus | 4.18 | 4.16 | — | 3.74 | — |
*The annualized distribution yields for the Fund for the month of February 2020 included a non-recurring income adjustment. Had the income adjustment not occurred, the annualized distribution yields for this period would have been higher.
See Yields of other PGIM Investments Mutual Funds.
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
This material must be preceded or accompanied by a current prospectus or summary prospectus. Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
- Portfolio Summary
- Complete Holdings
Portfolio Attributes
AS OF
07/31/2025
Country Concentration (% of Assets)
|
Country Concentration
|
% of Assets
|
|---|---|
| United States | 34.4% |
| European Union | 5.1% |
| United Kingdom | 4.9% |
| France | 4.5% |
| Italy | 3.8% |
| Mexico | 3.5% |
| Greece | 3.5% |
| China | 3.4% |
| Other | 36.7% |
| Cash/Equiv | 1.9% |
Currency Concentration (% of Assets)
|
Currency Concentration
|
% of Assets
|
|---|---|
| USD | 45.1% |
| EUR | 23.1% |
| Japanese Yen | 8.8% |
| Chinese Offshore Yuan | 7.8% |
| British Pound | 3.9% |
| Canadian Dollar | 2.7% |
| Chinese Yuan | 2.1% |
| Australian Dollar | 1.4% |
| South Korean Won | 1.1% |
| Other | 4.2% |
Sector vs Benchmark
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 6.0% | -22.9 |
| Treas | 5.2% | — |
| Agency | 0.8% | — |
| MBS | 0.0% | — |
| Foreign Govt Related | 18.9% | -15.1 |
| U.S Municipals | 0.4% | 0.1 |
| Bank Loans | 0.3% | 0.3 |
| Non Agency MBS | 2.2% | 2.2 |
| Inv Grade Corp | 21.9% | 2.3 |
| Commercial MBS | 4.8% | 4.2 |
| High Yield | 5.3% | 5.2 |
| ABS | 8.6% | 8.5 |
| Emerging Markets | 31.0% | 14.7 |
| Other | -1.5% | — |
| Cash/Equiv | 1.9% | — |
FUND STATISTICS
AS OF
07/31/2025
|
Fund Statistics
|
Years
|
|---|---|
| Average Maturity (years) | 7.8 |
| Duration (years) | 6.7 |
| Standard Deviation (3 year) | 9.37 |
All data is unaudited and subject to change. Holdings/allocations may vary. This is not a recommendation to buy or sell any security listed. Largest holdings exclude cash, cash equivalents, money market funds and enhanced cash strategies. Totals may not sum due to rounding. Negative holdings reflect outstanding trades at period end.
Fund Holdings
AS OF
07/31/2025
Holdings are unaudited, may vary and are subject to change. Please refer to the Fund's annual report for audited holdings information. This is not a recommendation to buy or sell any security listed.
Value ($): Cash securities are calculated using market value and derivative securities are calculated using notional value.
Source: Bank of New York Mellon. Holdings are provided to Prudential Financial by the custodian bank and Prudential Financial is not responsible for any errors or omissions related to the holdings data.
© 2025, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved.
Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
Investment products are distributed by Prudential Investment Management Services LLC, member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly owned subsidiary of PGIM, Inc. (PGIM), the principal asset management business of Prudential Financial, Inc. (PFI), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. © 2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4072323 Ed. 12/2024
|
Security ID# (CUSIP/SEDOL)
|
Security Description
|
Ticker Symbol
|
Coupon Rate
|
Maturity Date
|
Shares/Notional
|
Value ($)
|
% of Portfolio
|
|---|---|---|---|---|---|---|---|
| BK6L2S8 | Hellenic Republic Government Bond | GGB | 1.88 | 02/04/2035 | 60,000,000.00 | 60,523,099.00 | 2.38 |
| BMF9LG8 | United Kingdom Gilt | UKT | 4.5 | 06/07/2028 | 40,700,000.00 | 54,674,962.00 | 2.15 |
| BYZJJ57 | Colombia Government International Bond | COLOM | 3.88 | 03/22/2026 | 47,879,000.00 | 54,793,051.00 | 2.15 |
| 5831409 | Vietnam Government International Bond | VIETNM | 5.5 | 03/12/2028 | 34,791,756.00 | 33,099,484.00 | 1.30 |
| 912810SE9 | United States Treasury Note/bond | T | 3.38 | 11/15/2048 | 41,310,000.00 | 32,266,982.00 | 1.27 |
| 912810SX7 | United States Treasury Note/bond | T | 2.38 | 05/15/2051 | 45,110,000.00 | 28,179,653.00 | 1.11 |
| 91282CNJ6 | United States Treasury Note/bond | T | 4.0 | 06/30/2032 | 26,455,000.00 | 26,240,053.00 | 1.03 |
| XS22706844 | Capital Four Clo Ii Dac | CFOUR | 3.08 | 01/15/2034 | 22,226,605.00 | 25,501,952.00 | 1.00 |
| XS23013864 | Invesco Euro Clo I Dac | INVSC | 0.8 | 07/15/2031 | 21,127,804.00 | 23,387,621.00 | 0.92 |
| 5666485 | Spain Government International Bond | SPAIN | 5.25 | 04/06/2029 | 16,080,000.00 | 21,642,934.00 | 0.85 |
| B1SPPF3 | Caisse Francaise De Financement Local Sa | CAFFIL | 4.68 | 03/09/2029 | 28,712,000.00 | 21,134,249.00 | 0.83 |
| B01Z2F2 | Republic Of Italy Government Internation | ITALY | 5.25 | 12/07/2034 | 17,018,000.00 | 20,986,763.00 | 0.82 |
| 5552841 | Federal National Mortgage Association | FNMA | 5.38 | 12/07/2028 | 15,000,000.00 | 20,401,467.00 | 0.80 |
| 912810UD8 | United States Treasury Note/bond | T | 4.13 | 08/15/2044 | 21,410,000.00 | 19,386,085.00 | 0.76 |
| 172967MV0 | Citigroup Inc | C | 3.88 | 05/18/2174 | 19,245,000.00 | 19,010,956.00 | 0.75 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.41 | 12/01/2099 | 18,903,837.00 | 18,903,836.00 | 0.74 |
| BMDHPV7 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 15,595,000.00 | 17,797,014.00 | 0.70 |
| XS23206962 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.73 | 03/15/2032 | 15,562,463.00 | 17,729,807.00 | 0.70 |
| 902973BC9 | US Bancorp | USB | 3.7 | 01/15/2174 | 18,150,000.00 | 17,485,224.00 | 0.69 |
| 39810DAA7 | Greystone Commercial Capital Trust Serie | GRYCCT | 7.47 | 05/31/2026 | 19,079,706.00 | 16,980,938.00 | 0.67 |
| CNXS233102 | Credit Suisse Ag/london | CS | 3.55 | 05/27/2031 | 120,000,000.00 | 17,180,084.00 | 0.67 |
| XS22745292 | CIFC European Funding Clo Iii Dac | CIFCE | 3.08 | 01/15/2034 | 15,000,000.00 | 17,118,008.00 | 0.67 |
| BF2F610 | Eskom Holdings Soc Ltd | ESKOM | 6.35 | 08/10/2028 | 16,350,000.00 | 16,608,820.00 | 0.65 |
| BDHBFR8 | Indonesia Government International Bond | INDON | 3.75 | 06/14/2028 | 13,980,000.00 | 16,425,415.00 | 0.64 |
| BYWQJH3 | Petroleos Mexicanos | PEMEX | 4.88 | 02/21/2028 | 14,500,000.00 | 16,418,123.00 | 0.64 |
| B7VT424 | Morgan Stanley | MS | — | 04/02/2032 | 22,400,000.00 | 15,456,000.00 | 0.61 |
| 698299AT1 | Panama Government International Bond | PANAMA | 8.13 | 04/28/2034 | 14,336,000.00 | 15,479,582.00 | 0.61 |
| BKLGVJ2 | Saudi Government International Bond | KSA | 2.0 | 07/09/2039 | 16,656,000.00 | 14,788,089.00 | 0.58 |
| BPLZH85 | Palmer Square European Clo 2025-1 Dac | PLMER | 3.75 | 10/15/2039 | 13,000,000.00 | 14,815,482.00 | 0.58 |
| XS29938708 | Penta Clo 3 Dac | PENTA | 3.29 | 10/17/2038 | 13,000,000.00 | 14,820,777.00 | 0.58 |
| BHNG1P5 | Berkshire Hathaway Inc | BRK | 0.44 | 09/13/2029 | 2,240,000,000.00 | 14,140,164.00 | 0.56 |
| BYQFJ21 | NTPC Ltd | NTPCIN | 2.75 | 02/01/2027 | 12,350,000.00 | 14,050,692.00 | 0.55 |
| CNBZ1NFQ3 | China Government Bond | — | 4.0 | 11/30/2035 | 81,500,000.00 | 13,591,090.00 | 0.53 |
| BP37X58 | Bulgarian Energy Holding Ead | BULENR | 2.45 | 07/22/2028 | 12,200,000.00 | 13,431,031.00 | 0.53 |
| 26863LAN4 | ELP Commercial Mortgage Trust 2021-elp | ELP | 7.12 | 11/15/2038 | 13,487,617.00 | 13,479,187.00 | 0.53 |
| 26951TAA8 | Eagle Funding Luxco Sarl | MEX | 5.5 | 08/17/2030 | 13,210,000.00 | 13,294,544.00 | 0.52 |
| BQ84ZR7 | Volkswagen Bank Gmbh | VW | 4.63 | 05/03/2031 | 11,000,000.00 | 13,286,809.00 | 0.52 |
| BNNRLB6 | Medtronic Inc | MDT | 3.65 | 10/15/2029 | 11,300,000.00 | 13,351,160.00 | 0.52 |
| 902613AH1 | UBS Group Ag | UBS | 1.49 | 08/10/2027 | 13,125,000.00 | 12,705,967.00 | 0.50 |
| B013VW6 | Hellenic Republic Government Internation | GREECE | 5.2 | 07/17/2034 | 10,198,000.00 | 12,746,677.00 | 0.50 |
| B97PWJ3 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 12,546,900.00 | 12,441,129.00 | 0.49 |
| CNBBLZGL3 | China Government Bond | CGB | 3.95 | 06/29/2043 | 71,500,000.00 | 12,542,905.00 | 0.49 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -27,110,000.00 | 12,445,459.00 | 0.49 |
| XS22745304 | CIFC European Funding Clo Iii Dac | CIFCE | 2.0 | 01/15/2034 | 11,500,000.00 | 12,458,937.00 | 0.49 |
| BL3BQN1 | Indonesia Government International Bond | INDON | 0.9 | 02/14/2027 | 10,300,000.00 | 11,463,439.00 | 0.45 |
| 38144GAG6 | Goldman Sachs Group Inc/the | GS | 3.65 | 02/10/2173 | 11,370,000.00 | 11,117,658.00 | 0.44 |
| CNBWVFT55 | China Government Bond | — | 4.1 | 05/21/2045 | 62,000,000.00 | 11,256,556.00 | 0.44 |
| XS23069893 | BNPP Am Euro Clo 2018 Dac | BNPAM | 2.63 | 04/15/2031 | 9,981,413.00 | 11,303,708.00 | 0.44 |
| BD6R3Q2 | Peruvian Government International Bond | PERU | 3.75 | 03/01/2030 | 9,408,000.00 | 11,058,501.00 | 0.43 |
| BJTBTF4 | Philippine Government International Bond | PHILIP | 0.59 | 08/15/2029 | 1,700,000,000.00 | 10,696,021.00 | 0.42 |
| BNKSW19 | Blackstone Property Partners Europe Hold | BPPEHX | 1.0 | 05/04/2028 | 9,850,000.00 | 10,709,354.00 | 0.42 |
| BRBCRN5 | SFIL Sa | SFILFR | 2.88 | 01/22/2031 | 9,100,000.00 | 10,344,889.00 | 0.41 |
| BKV0VH2 | Mexico Government International Bond | MEX | 1.13 | 01/17/2030 | 10,100,000.00 | 10,389,356.00 | 0.41 |
| B8FQRK7 | Petrobras Global Finance Bv | PETBRA | 5.38 | 10/01/2029 | 8,000,000.00 | 10,369,743.00 | 0.41 |
| BKS8XZ1 | HKT Capital No 3 Ltd | HKTGHD | 1.65 | 04/10/2027 | 9,300,000.00 | 10,139,630.00 | 0.40 |
| BKY8924 | WPC Eurobond Bv | WPC | 0.95 | 06/01/2030 | 9,950,000.00 | 10,226,486.00 | 0.40 |
| 037989AL4 | Apidos Clo Xliv Ltd | APID | 5.67 | 10/26/2037 | 10,000,000.00 | 10,030,866.00 | 0.39 |
| CURRENCY | Currency | — | — | — | 92,568,535.00 | 9,981,252.00 | 0.39 |
| BKPHV02 | Indonesia Government International Bond | INDON | 1.4 | 10/30/2031 | 9,560,000.00 | 9,689,384.00 | 0.38 |
| 5703702 | Republic Of Italy Government Internation | ITALY | 4.25 | 06/28/2029 | 7,892,000.00 | 9,344,088.00 | 0.37 |
| CNBD9N4G4 | China Government Bond | — | 4.4 | 12/12/2046 | 48,500,000.00 | 9,401,870.00 | 0.37 |
| BPBS9S8 | British American Tobacco Plc | BATSLN | 3.0 | 12/27/2173 | 8,300,000.00 | 9,428,388.00 | 0.37 |
| BWFY2V5 | Bulgaria Government International Bond | BGARIA | 3.13 | 03/26/2035 | 8,212,000.00 | 9,167,703.00 | 0.36 |
| 46507WAB6 | Israel Electric Corp Ltd | ISRELE | 7.75 | 12/15/2027 | 8,650,000.00 | 9,116,927.00 | 0.36 |
| 12529WAN6 | CF 2020-p1 Mortgage Trust | CF | 2.84 | 04/01/2052 | 9,102,671.00 | 9,043,388.00 | 0.36 |
| BK80BJ7 | Prologis Yen Finance Llc | PLD | 1.0 | 06/24/2032 | 1,500,000,000.00 | 9,052,950.00 | 0.36 |
| XS30455017 | Vantage Data Centers Germany Borrower Lu | VDCDE | 4.29 | 06/28/2050 | 7,900,000.00 | 9,083,096.00 | 0.36 |
| 02315JAA2 | Amazon Conservation Dac | AMCSRV | 6.03 | 01/16/2042 | 9,000,000.00 | 9,041,936.00 | 0.35 |
| BYQBH14 | Comision Federal De Electricidad | CFELEC | 5.0 | 09/29/2036 | 9,960,000.00 | 8,864,200.00 | 0.35 |
| BN72D77 | Indonesia Government International Bond | INDON | 1.0 | 07/28/2029 | 8,500,000.00 | 8,999,942.00 | 0.35 |
| CNBP6SLX2 | Prologis Lp | PLD | 3.25 | 09/11/2029 | 63,660,000.00 | 9,025,050.00 | 0.35 |
| 38141GYB4 | Goldman Sachs Group Inc/the | GS | 2.62 | 04/22/2032 | 9,660,000.00 | 8,597,768.00 | 0.34 |
| BHZL0J5 | Petrobras Global Finance Bv | PETBRA | 6.63 | 01/16/2034 | 6,800,000.00 | 8,752,541.00 | 0.34 |
| 98887HAL8 | ZAIS Clo 3 Ltd | ZCLO3 | 6.77 | 07/15/2031 | 8,500,000.00 | 8,532,286.00 | 0.33 |
| 904678AW9 | Unicredit Spa | UCGIM | 1.98 | 06/03/2027 | 8,485,000.00 | 8,294,292.00 | 0.33 |
| CNBNG70G1 | Agricultural Development Bank Of China | ADBCH | 3.8 | 10/27/2030 | 55,000,000.00 | 8,392,037.00 | 0.33 |
| XS28929506 | Realty Income Corp | O | 5.0 | 10/15/2029 | 6,300,000.00 | 8,388,567.00 | 0.33 |
| 129268AB4 | Caledonia Generating Llc | NEWCAL | 1.95 | 02/28/2034 | 9,058,113.00 | 7,937,577.00 | 0.31 |
| 29273VAM2 | Energy Transfer Lp | ET | 7.13 | 05/15/2174 | 7,800,000.00 | 7,979,681.00 | 0.31 |
| B0CDLG9 | CITY Of Milan Italy | COMILA | 4.02 | 06/29/2035 | 6,740,000.00 | 7,816,812.00 | 0.31 |
| B5BVX41 | Hamburg Commercial Bank Ag | HCOB | 4.32 | 03/21/2031 | 8,160,000.00 | 7,936,203.00 | 0.31 |
| CNBMG4LP1 | First Abu Dhabi Bank Pjsc | FABUH | 3.15 | 01/29/2026 | 55,290,000.00 | 7,715,417.00 | 0.30 |
| BNVSP64 | Hammerson Ireland Finance Dac | HMSOLN | 1.75 | 06/03/2027 | 6,897,000.00 | 7,755,941.00 | 0.30 |
| BMFN416 | Korea Expressway Corp | HIGHWY | 2.31 | 04/28/2032 | 80,000,000.00 | 7,714,637.00 | 0.30 |
| BMG92X1 | Serbia International Bond | SERBIA | 2.13 | 12/01/2030 | 9,015,000.00 | 7,702,168.00 | 0.30 |
| BMXNYY1 | AT&T Inc | T | 3.95 | 04/30/2031 | 6,500,000.00 | 7,748,188.00 | 0.30 |
| BVMCB29 | Realty Income Corp | O | 3.38 | 06/20/2031 | 6,600,000.00 | 7,525,593.00 | 0.30 |
| XS31059830 | American Honda Finance Corp | HNDA | 3.5 | 06/27/2031 | 6,600,000.00 | 7,605,130.00 | 0.30 |
| XS24347862 | United Group Bv | ADRBID | 5.25 | 02/01/2030 | 6,500,000.00 | 7,371,142.00 | 0.29 |
| XS16625256 | Korea Development Bank/the | KDB | 1.83 | 08/10/2027 | 74,000,000.00 | 7,358,314.00 | 0.29 |
| BJRJGG0 | Spain Government Bond | SPGB | 1.85 | 07/30/2035 | 7,225,000.00 | 7,297,884.00 | 0.29 |
| BKVF4G7 | Perusahaan Perseroan Persero Pt Perusaha | PLNIJ | 1.88 | 11/05/2031 | 7,500,000.00 | 7,494,474.00 | 0.29 |
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 143,700.00 | 7,396,239.00 | 0.29 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 7,890,000.00 | 7,237,261.00 | 0.28 |
| BM8BBN8 | Taurus 2021-4 Uk Dac | TAURS | 5.99 | 08/17/2031 | 5,126,283.00 | 6,786,612.00 | 0.27 |
| BMHTF86 | Power Finance Corp Ltd | POWFIN | 1.84 | 09/21/2028 | 6,419,000.00 | 6,970,302.00 | 0.27 |
| CNXS235779 | Export-import Bank Of India/london | EXIMBK | 3.45 | 06/25/2026 | 50,000,000.00 | 6,995,711.00 | 0.27 |
| XS27647892 | Fortive Corp | FTV | 3.7 | 02/13/2026 | 6,050,000.00 | 6,944,718.00 | 0.27 |
| CNBD9N4H5 | China Government Bond | CGB | 4.15 | 12/12/2031 | 41,500,000.00 | 6,617,270.00 | 0.26 |
| BMWQ0M1 | Morgan Stanley | MS | 3.96 | 03/21/2035 | 5,600,000.00 | 6,558,412.00 | 0.26 |
| SWB8A9ZC7A | SWP: Eur 0.628900 25-nov-2041 - Payfix | — | — | 11/25/2041 | -30,272,000.00 | 6,508,628.00 | 0.26 |
| BLH9192 | Spain Government Bond | SPGB | 1.0 | 10/31/2050 | 10,600,000.00 | 6,524,980.00 | 0.26 |
| B3QHNK6 | Hellenic Republic Government Internation | GREECE | 6.14 | 04/14/2028 | 5,400,000.00 | 6,715,007.00 | 0.26 |
| 71654QAM4 | Petroleos Mexicanos | PEMEX | 9.5 | 09/15/2027 | 6,378,000.00 | 6,629,931.00 | 0.26 |
| 81881JAE2 | Shackleton 2014-v-r Clo Ltd | SHACK | 6.26 | 05/07/2031 | 6,500,000.00 | 6,517,358.00 | 0.26 |
| 3137FV5Q1 | Freddie Mac Multifamily Structured Pass | FHMS | 1.37 | 06/01/2030 | 117,416,007.00 | 6,339,466.00 | 0.25 |
| B19J8B1 | Landsvirkjun | LANDSV | 2.03 | 07/24/2026 | 5,600,000.00 | 6,320,166.00 | 0.25 |
| BKWHP69 | Cyprus Government International Bond | CYPRUS | 1.25 | 01/21/2040 | 7,550,000.00 | 6,316,821.00 | 0.25 |
| BJVJN87 | Fidelity National Information Services I | FIS | 1.5 | 05/21/2027 | 5,600,000.00 | 6,283,292.00 | 0.25 |
| BK4K0P0 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 6,000,000.00 | 6,312,776.00 | 0.25 |
| BF5L262 | Region Of Lazio Italy | LAZIO | 3.09 | 03/31/2043 | 6,069,713.00 | 6,481,365.00 | 0.25 |
| XS27722664 | American Medical Systems Europe Bv | BSX | 3.38 | 03/08/2029 | 5,400,000.00 | 6,302,121.00 | 0.25 |
| XS05325854 | Goldman Sachs Group Inc/the | GS | 5.22 | 08/24/2030 | 5,000,000.00 | 6,053,495.00 | 0.24 |
| XS29996581 | International Business Machines Corp | IBM | 2.9 | 02/10/2030 | 5,300,000.00 | 6,066,999.00 | 0.24 |
| BFD2NF3 | DP World Ltd/united Arab Emirates | DPWDU | 4.25 | 09/25/2030 | 4,740,000.00 | 6,056,434.00 | 0.24 |
| BM8BFW5 | Taurus 2021-4 Uk Dac | TAURS | 6.34 | 08/17/2031 | 4,635,812.00 | 6,134,553.00 | 0.24 |
| 2040480 | Israel Electric Corp Ltd | ISRELE | 7.88 | 12/15/2026 | 5,889,000.00 | 6,097,117.00 | 0.24 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 6,950,000.00 | 6,232,039.00 | 0.24 |
| 465410BG2 | Republic Of Italy Government Internation | ITALY | 5.38 | 06/15/2033 | 5,900,000.00 | 6,219,519.00 | 0.24 |
| BM9TVJ7 | Totalenergies Se | TTEFP | 1.63 | 01/25/2174 | 5,500,000.00 | 6,034,323.00 | 0.24 |
| BP4DQF6 | MVM Energetika Zrt | MVMHU | 0.88 | 11/18/2027 | 5,430,000.00 | 5,855,896.00 | 0.23 |
| BP6GNS5 | Regie Autonome Des Transports Parisiens | RATPFP | 1.88 | 05/25/2032 | 5,500,000.00 | 5,742,370.00 | 0.23 |
| BQWR4G4 | ADIF Alta Velocidad | ADIFAL | 3.25 | 05/31/2029 | 5,000,000.00 | 5,792,290.00 | 0.23 |
| CNBMX6BF0 | QNB Finance Ltd | QNBK | 3.5 | 03/09/2026 | 41,660,000.00 | 5,826,983.00 | 0.23 |
| 4653132 | Ontario Electricity Financial Corp | OHYD | — | 04/11/2031 | 10,000,000.00 | 5,931,654.00 | 0.23 |
| 62432BAQ6 | Mountain View Clo Ix Ltd | MVW | 6.36 | 07/15/2031 | 5,750,000.00 | 5,767,839.00 | 0.23 |
| 682680BL6 | Oneok Inc | OKE | 6.05 | 09/01/2033 | 5,600,000.00 | 5,875,859.00 | 0.23 |
| 045086AK1 | Ashton Woods Usa Llc / Ashton Woods Fina | ASHWOO | 6.63 | 01/15/2028 | 5,782,000.00 | 5,812,768.00 | 0.23 |
| 00084DBC3 | ABN Amro Bank Nv | ABNANV | 6.58 | 10/13/2026 | 5,800,000.00 | 5,820,160.00 | 0.23 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 6,600,000.00 | 5,842,932.00 | 0.23 |
| BL71HX4 | United Group Bv | ADRBID | 3.63 | 02/15/2028 | 5,275,000.00 | 5,904,851.00 | 0.23 |
| BKVBJV5 | Philippine Government International Bond | PHILIP | 0.7 | 02/03/2029 | 5,365,000.00 | 5,688,266.00 | 0.22 |
| BLF8T53 | Hellenic Republic Government Bond | GGB | 1.88 | 01/24/2052 | 7,585,000.00 | 5,651,143.00 | 0.22 |
| B1YXLB9 | Colombia Government International Bond | COLOM | 9.85 | 06/28/2027 | 23,612,000,000.00 | 5,595,252.00 | 0.22 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 6,200,000.00 | 5,558,921.00 | 0.22 |
| 30023JCT3 | Evergreen Credit Card Trust | EVGRN | 5.64 | 10/15/2028 | 5,600,000.00 | 5,627,131.00 | 0.22 |
| FR001400N7 | Agence Francaise De Developpement Epic | AGFRNC | 3.0 | 01/17/2034 | 5,000,000.00 | 5,569,968.00 | 0.22 |
| XS22912818 | Henley Clo Iv Dac | HNLY | 3.06 | 04/25/2034 | 5,000,000.00 | 5,697,441.00 | 0.22 |
| XS26249387 | Honeywell International Inc | HON | 3.75 | 05/17/2032 | 4,900,000.00 | 5,727,259.00 | 0.22 |
| CNXS144978 | Jpmorgan Chase Financial Co Llc | — | 3.5 | 07/27/2028 | 38,000,000.00 | 5,426,912.00 | 0.21 |
| BS6Z725 | Bpifrance Saca | BPIFRA | 3.38 | 05/25/2034 | 4,800,000.00 | 5,475,771.00 | 0.21 |
| BSF1TT5 | Digicel Intermediate Holdings Ltd / Digi | DIINFL | 11.25 | 05/25/2027 | 5,271,389.00 | 5,275,342.00 | 0.21 |
| BMY8BL1 | Realty Income Corp | O | 4.88 | 07/06/2030 | 4,400,000.00 | 5,408,420.00 | 0.21 |
| 3137FVEE8 | Freddie Mac Multifamily Structured Pass | FHMS | 1.37 | 06/01/2030 | 99,611,902.00 | 5,272,278.00 | 0.21 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 5,357,925.00 | 5,365,965.00 | 0.21 |
| 73015AAA5 | PMT Credit Risk Transfer Trust 2024-1r | PMTCR | 7.85 | 05/25/2033 | 5,306,311.00 | 5,368,815.00 | 0.21 |
| BF7M111 | BANK Gospodarstwa Krajowego | BGOSK | 1.63 | 04/30/2028 | 4,760,000.00 | 5,281,044.00 | 0.21 |
| BGHJ926 | Korea Expressway Corp | HIGHWY | 3.03 | 05/11/2032 | 7,500,000.00 | 5,146,917.00 | 0.20 |
| BD9PPY5 | Philippine Government International Bond | PHILIP | 0.99 | 08/15/2028 | 800,000,000.00 | 5,173,474.00 | 0.20 |
| BDGT2N8 | Egypt Government International Bond | EGYPT | 5.63 | 04/16/2030 | 4,700,000.00 | 4,974,776.00 | 0.20 |
| BLR8KJ2 | Gazprom Pjsc Via Gaz Finance Plc | GAZPRU | 1.54 | 06/30/2027 | 6,000,000.00 | 4,986,149.00 | 0.20 |
| B128DP4 | United Kingdom Gilt | UKT | 4.25 | 12/07/2046 | 4,475,000.00 | 5,117,626.00 | 0.20 |
| B54YZN0 | Repubic Of Italy Government Internationa | ITALYS | — | 02/20/2031 | 5,458,004.00 | 5,185,813.00 | 0.20 |
| 727521AB2 | Plaquemines Port Harbor & Terminal Distr | PLATRN | 12.0 | 12/01/2034 | 4,900,000.00 | 4,989,649.00 | 0.20 |
| 534747AA8 | Linct 2024-1 A1x | — | 4.35 | 08/04/2025 | 5,183,000.00 | 5,183,000.00 | 0.20 |
| 29273VAN0 | Energy Transfer Lp | ET | 6.5 | 11/15/2173 | 5,045,000.00 | 5,069,266.00 | 0.20 |
| 3137F83S0 | Freddie Mac Multifamily Structured Pass | FHMS | 1.02 | 10/01/2030 | 124,431,807.00 | 5,208,304.00 | 0.20 |
| BN12NR3 | Sogecap Sa | SOGESA | 6.5 | 05/16/2044 | 3,900,000.00 | 5,053,302.00 | 0.20 |
| CNBK6RC31 | HSBC Bank Plc | — | 3.12 | 04/04/2026 | 36,800,000.00 | 5,134,044.00 | 0.20 |
| BYT37Z1 | Israel Government International Bond | ISRAEL | 6.88 | 10/21/2034 | 3,435,000.00 | 4,990,321.00 | 0.20 |
| CA74625PAB | BX Commercial Mortgage Trust 2024-pure | BX | 4.66 | 11/15/2041 | 7,100,000.00 | 5,184,188.00 | 0.20 |
| CNBRDWHT9 | HSBC Bank Plc | HSBC | 3.15 | 03/06/2026 | 35,000,000.00 | 4,889,196.00 | 0.19 |
| BS55M65 | TDF Infrastructure Sasu | TDFINF | 4.13 | 10/23/2031 | 4,100,000.00 | 4,731,098.00 | 0.19 |
| 5462575PRU | Chase Bank Usa Na | JPM | — | 03/17/2048 | 15,390,416.00 | 4,789,403.00 | 0.19 |
| 69391NAA9 | PMT Credit Risk Transfer Trust 2024-2r | PMTCR | 7.7 | 03/29/2027 | 4,892,121.00 | 4,941,181.00 | 0.19 |
| 637193BA0 | Power Sector Assets & Liabilities Manage | PSALM | 9.63 | 05/15/2028 | 4,320,000.00 | 4,895,100.00 | 0.19 |
| 89183QAA2 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.17 | 09/25/2064 | 4,905,368.00 | 4,879,724.00 | 0.19 |
| BK91D71 | Logicor Financing Sarl | LOGICR | 1.63 | 07/15/2027 | 4,300,000.00 | 4,801,459.00 | 0.19 |
| XS28390043 | Becton Dickinson & Co | BDX | 3.83 | 06/07/2032 | 4,100,000.00 | 4,793,916.00 | 0.19 |
| BM98V49 | Anchorage Capital Europe Clo 2021-4 Dac | ANCHE | 2.81 | 04/25/2034 | 4,000,000.00 | 4,569,923.00 | 0.18 |
| BDVPQ39 | Prologis Yen Finance Llc | PLD | 0.97 | 09/25/2028 | 700,000,000.00 | 4,507,967.00 | 0.18 |
| BFYN3F5 | Czech Republic Government Bond | CZGB | 2.0 | 10/13/2033 | 115,000,000.00 | 4,498,177.00 | 0.18 |
| BG0QSR2 | Aflac Inc | AFL | 1.16 | 10/18/2030 | 700,000,000.00 | 4,508,746.00 | 0.18 |
| B1HBPY1 | SNCF Reseau | RESFER | 4.7 | 06/01/2035 | 6,400,000.00 | 4,676,489.00 | 0.18 |
| 74446DAP3 | Public Finance Authority | PUBFAC | 9.25 | 09/01/2055 | 5,050,000.00 | 4,664,180.00 | 0.18 |
| 195325AL9 | Colombia Government International Bond | COLOM | 8.38 | 02/15/2027 | 4,568,000.00 | 4,650,954.00 | 0.18 |
| 23636AAZ4 | Danske Bank A/s | DANBNK | 1.62 | 09/11/2026 | 4,645,000.00 | 4,625,674.00 | 0.18 |
| BSHRBG2 | Fortive Corp | FTV | 3.7 | 08/15/2029 | 3,850,000.00 | 4,538,082.00 | 0.18 |
| BSLKGM8 | Metlife Inc | MET | 1.42 | 03/07/2031 | 700,000,000.00 | 4,514,104.00 | 0.18 |
| BMD5K72 | Bpifrance Saca | BPIFRA | 3.38 | 11/25/2032 | 3,900,000.00 | 4,510,764.00 | 0.18 |
| BYZFHY0 | Bpifrance Saca | BPIFRA | 0.63 | 07/22/2031 | 4,500,000.00 | 4,486,572.00 | 0.18 |
| SWB8A5Z42Z | Fswp: Ois 1.100000 08-may-2029 | — | — | 05/08/2029 | -38,880,000.00 | 4,584,098.00 | 0.18 |
| CNB7PG5Z1 | China Development Bank | — | 4.3 | 08/02/2032 | 27,000,000.00 | 4,323,066.00 | 0.17 |
| BMY0LL7 | Mexico Government International Bond | MEX | 1.45 | 10/25/2033 | 4,825,000.00 | 4,358,558.00 | 0.17 |
| BN6M000 | NEW Zealand Government Bond | NZGB | 0.25 | 05/15/2028 | 8,000,000.00 | 4,313,767.00 | 0.17 |
| 25470XAY1 | DISH Dbs Corp | DISH | 7.75 | 07/01/2026 | 4,950,000.00 | 4,399,450.00 | 0.17 |
| 69392AAA6 | PMT Credit Risk Transfer Trust 2024-3r | PMTCR | 7.45 | 09/27/2028 | 4,283,398.00 | 4,324,008.00 | 0.17 |
| 83368RBJ0 | Societe Generale Sa | SOCGEN | 3.34 | 01/21/2033 | 4,915,000.00 | 4,365,364.00 | 0.17 |
| 46652JAV4 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 1.92 | 05/01/2053 | 5,000,000.00 | 4,233,853.00 | 0.17 |
| BDZVF81 | Romanian Government International Bond | ROMANI | 2.5 | 02/08/2030 | 4,150,000.00 | 4,378,413.00 | 0.17 |
| BK92GM0 | Philippine Government International Bond | PHILIP | 0.88 | 05/17/2027 | 4,000,000.00 | 4,442,143.00 | 0.17 |
| BJH82R0 | Mexico Government International Bond | MEX | 2.88 | 04/08/2039 | 5,000,000.00 | 4,398,983.00 | 0.17 |
| BJLC3L9 | Deutsche Bahn Ag | DBHNGR | 1.6 | 10/18/2173 | 4,200,000.00 | 4,408,134.00 | 0.17 |
| XS27191379 | Magyar Export-import Bank Zrt | MAEXIM | 6.0 | 05/16/2029 | 3,600,000.00 | 4,440,066.00 | 0.17 |
| XS16007091 | International Bank For Reconstruction & | IBRD | — | 04/23/2032 | 8,758,000.00 | 4,206,612.00 | 0.17 |
| XS28469838 | Finance Department Government Of Sharjah | SHJGOV | 4.63 | 01/17/2031 | 3,600,000.00 | 4,180,215.00 | 0.16 |
| XS30700321 | Booking Holdings Inc | BKNG | 3.13 | 05/09/2031 | 3,500,000.00 | 4,012,812.00 | 0.16 |
| B8BTTP9 | Autonomous Community Of Catalonia | GENCAT | 5.9 | 05/28/2030 | 3,250,000.00 | 4,041,204.00 | 0.16 |
| BG87FH6 | Perusahaan Perseroan Persero Pt Perusaha | PLNIJ | 2.88 | 10/25/2025 | 3,536,000.00 | 4,035,202.00 | 0.16 |
| 95000U2U6 | Wells Fargo & Co | WFC | 3.35 | 03/02/2033 | 4,410,000.00 | 4,036,905.00 | 0.16 |
| 92564RAA3 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.25 | 12/01/2026 | 4,000,000.00 | 3,967,568.00 | 0.16 |
| BYZK819 | Spain Government Bond | SPGB | 3.45 | 07/30/2066 | 4,200,000.00 | 4,116,764.00 | 0.16 |
| CNBMW3KN3 | China Government Bond | CGB | 4.5 | 05/22/2034 | 24,000,000.00 | 4,078,088.00 | 0.16 |
| ES00000127 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2029 | 3,600,000.00 | 3,710,609.00 | 0.15 |
| SWB8ADC07S | SWP: Ois Sofr 3.135500 14-dec-2054_c | — | — | 12/14/2054 | -140,995,000.00 | 3,841,239.00 | 0.15 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 3,700,000.00 | 3,774,988.00 | 0.15 |
| BJ7HNN0 | Petroleos Mexicanos | PEMEX | 6.84 | 01/23/2030 | 4,050,000.00 | 3,842,842.00 | 0.15 |
| BK9TLM6 | Metlife Inc | MET | 0.77 | 05/23/2029 | 600,000,000.00 | 3,854,924.00 | 0.15 |
| 445587AE8 | HUNT Cos Inc | HUNTCO | 5.25 | 04/15/2029 | 3,975,000.00 | 3,894,859.00 | 0.15 |
| 68269HAD7 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 7.52 | 09/15/2036 | 3,700,000.00 | 3,792,870.00 | 0.15 |
| 251526CE7 | Deutsche Bank Ag/new York Ny | DB | 2.13 | 11/24/2026 | 3,760,000.00 | 3,728,033.00 | 0.15 |
| 059891AA9 | Bangko Sentral Ng Pilipinas Internationa | BSNZPM | 8.6 | 06/15/2027 | 3,560,000.00 | 3,828,815.00 | 0.15 |
| 097023CW3 | Boeing Co/the | BA | 5.81 | 05/01/2050 | 3,760,000.00 | 3,621,700.00 | 0.14 |
| 86773AAB7 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.88 | 10/30/2059 | 3,770,490.00 | 3,573,156.00 | 0.14 |
| BK8KJQ0 | Bioceanico Sovereign Certificate Ltd | PARCRT | — | 06/05/2034 | 4,421,825.00 | 3,502,173.00 | 0.14 |
| BK0P1Q7 | Romanian Government International Bond | ROMANI | 2.12 | 07/16/2031 | 3,600,000.00 | 3,507,478.00 | 0.14 |
| BF02LC9 | Goldman Sachs Group Inc/the | GS | 2.47 | 08/12/2025 | 3,216,000.00 | 3,669,255.00 | 0.14 |
| SWB8A5Z49Y | SWP: Ois Gbp 1.150000 08-may-2033 - Recf | — | — | 05/08/2033 | -14,450,000.00 | 3,491,278.00 | 0.14 |
| SWB8A5Z0B6 | Fswp: Ois 1.100000 08-may-2028 | — | — | 05/08/2028 | -40,655,000.00 | 3,558,366.00 | 0.14 |
| CNBS2HDQ1 | Prologis Lp | PLD | 3.5 | 02/06/2027 | 26,000,000.00 | 3,663,177.00 | 0.14 |
| BZBZDR6 | Societe Nationale Sncf Saca | SNCF | 1.5 | 02/02/2029 | 3,200,000.00 | 3,504,561.00 | 0.14 |
| BS2L7T4 | Carrier Global Corp | CARR | 4.5 | 11/29/2032 | 3,000,000.00 | 3,676,303.00 | 0.14 |
| BQ5HRF1 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.85 | 02/01/2035 | 3,085,000.00 | 3,646,282.00 | 0.14 |
| XS28956239 | Indonesia Government International Bond | INDON | 3.65 | 09/10/2032 | 3,200,000.00 | 3,679,228.00 | 0.14 |
| XS27681827 | Newday Funding | NDFT | 5.87 | 03/15/2032 | 2,600,000.00 | 3,467,034.00 | 0.14 |
| XS26351854 | Slovenia Government International Bond | SLOVEN | 5.0 | 09/19/2033 | 3,200,000.00 | 3,249,504.00 | 0.13 |
| BWWD237 | Petroleos Mexicanos | PEMEX | 2.75 | 04/21/2027 | 3,000,000.00 | 3,318,769.00 | 0.13 |
| BYVTQD8 | Gazprom Pjsc Via Gaz Capital Sa | GAZPRU | 2.5 | 03/21/2026 | 3,500,000.00 | 3,295,215.00 | 0.13 |
| CNBRXM6F8 | HONG Kong Government International Bond | HKINTL | 3.3 | 06/07/2033 | 22,000,000.00 | 3,335,219.00 | 0.13 |
| CNBWVFT22 | China Government Bond | — | 3.6 | 05/21/2030 | 21,500,000.00 | 3,251,827.00 | 0.13 |
| SWB8AD9YU7 | SWP: Eur 1.468200 28-nov-2054_c | — | — | 11/28/2054 | -44,440,000.00 | 3,197,986.00 | 0.13 |
| BD0YTY9 | Republic Of Italy Government Internation | ITALY | 2.46 | 05/11/2026 | 3,000,000.00 | 3,419,798.00 | 0.13 |
| BFWSCD3 | AT&T Inc | T | 5.1 | 11/25/2048 | 4,575,000.00 | 3,245,786.00 | 0.13 |
| BJ686D5 | Altria Group Inc | MO | 3.13 | 06/15/2031 | 2,900,000.00 | 3,262,154.00 | 0.13 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 4,410,000.00 | 3,235,284.00 | 0.13 |
| 90331HLH4 | US Bank Na/cincinnati Oh | USB | 4.3 | 08/09/2047 | 3,414,000.00 | 3,356,699.00 | 0.13 |
| 3137FVNJ7 | Freddie Mac Multifamily Structured Pass | FHMS | 1.11 | 06/01/2030 | 74,746,774.00 | 3,363,888.00 | 0.13 |
| 35564KJP5 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 6.45 | 09/25/2041 | 3,350,000.00 | 3,379,312.00 | 0.13 |
| 05565QDU9 | BP Capital Markets Plc | BPLN | 4.38 | 09/22/2173 | 3,000,000.00 | 2,988,750.00 | 0.12 |
| 11135FBK6 | Broadcom Inc | AVGO | 3.42 | 04/15/2033 | 3,405,000.00 | 3,080,697.00 | 0.12 |
| 465410BY3 | Republic Of Italy Government Internation | ITALY | 2.88 | 10/17/2029 | 3,300,000.00 | 3,085,983.00 | 0.12 |
| 356834AA9 | Freeport Terminal Malta Plc | FRETER | 7.25 | 05/15/2028 | 3,000,000.00 | 3,154,828.00 | 0.12 |
| 912810TV0 | United States Treasury Note/bond | T | 4.75 | 11/15/2053 | 3,260,000.00 | 3,182,065.00 | 0.12 |
| BL55FK1 | Hungary Government International Bond | REPHUN | 1.63 | 04/28/2032 | 2,976,000.00 | 2,970,631.00 | 0.12 |
| BZ08Z81 | Ville De Paris | VDP | 1.75 | 05/25/2031 | 2,800,000.00 | 2,973,303.00 | 0.12 |
| BNZHNG3 | Bellis Acquisition Co Plc | ASSDLN | 8.13 | 05/14/2030 | 2,350,000.00 | 2,945,402.00 | 0.12 |
| BPQYJ81 | SELP Finance Sarl | SEGPLP | 3.75 | 08/10/2027 | 2,500,000.00 | 2,906,893.00 | 0.11 |
| BPU5 CURNC | BP Currency Fut Sep25 | BPU5 | — | 09/15/2025 | -121,495,500.00 | 2,827,566.00 | 0.11 |
| CNBMD8435 | QNB Finance Ltd | QNBK | 3.15 | 02/04/2026 | 20,500,000.00 | 2,858,700.00 | 0.11 |
| SWB8A9HG1Y | SWP: Ois Jpy 0.450000 08-jul-2054 | — | — | 07/08/2054 | -1,000,000,000.00 | 2,776,498.00 | 0.11 |
| SWB8AAB90T | SWP: Eur 1.257000 22-mar-2042 - Payfix | — | — | 03/22/2042 | -17,040,000.00 | 2,748,580.00 | 0.11 |
| SWB8A9Z6TT | SWP: Eur 0.564800 24-nov-2041 - Payfix | — | — | 11/24/2041 | -12,485,000.00 | 2,752,302.00 | 0.11 |
| BKSB134 | Societe Des Grands Projets Epic | SOGRPR | — | 11/25/2030 | 2,800,000.00 | 2,750,891.00 | 0.11 |
| BJLD0T9 | Cyprus Government International Bond | CYPRUS | 2.75 | 05/03/2049 | 3,000,000.00 | 2,882,538.00 | 0.11 |
| BD3RMZ7 | Petroleos Mexicanos | PEMEX | 4.75 | 02/26/2029 | 2,500,000.00 | 2,797,366.00 | 0.11 |
| BF1ZKD1 | Wells Fargo & Co | WFC | 4.0 | 04/27/2027 | 4,198,000.00 | 2,691,764.00 | 0.11 |
| BF2BLB3 | Autonomous Community Of Catalonia | GENCAT | 6.35 | 11/30/2041 | 2,100,000.00 | 2,834,644.00 | 0.11 |
| 92840MAC6 | Vistra Corp | VST | 7.0 | 06/15/2174 | 2,650,000.00 | 2,674,740.00 | 0.11 |
| B8ADAMRM6 | International Park Hldgs Bv | — | 7.54 | 12/31/2031 | 2,525,000.00 | 2,856,204.00 | 0.11 |
| 53219LAU3 | Lifepoint Health Inc | RGCARE | 5.38 | 01/15/2029 | 3,000,000.00 | 2,816,784.00 | 0.11 |
| 87724RAB8 | Taylor Morrison Communities Inc | TMHC | 5.75 | 01/15/2028 | 2,723,000.00 | 2,748,620.00 | 0.11 |
| 749414AA6 | RCKT Mortgage Trust 2024-ces7 | RCKT | 5.16 | 10/25/2044 | 2,715,157.00 | 2,699,921.00 | 0.11 |
| 131347CP9 | Calpine Corp | CPN | 4.63 | 02/01/2029 | 2,770,000.00 | 2,722,657.00 | 0.11 |
| 02007G4F7 | ALLY Bank Auto Credit-linked Notes Serie | ABCLN | 6.68 | 09/15/2032 | 2,862,605.00 | 2,879,883.00 | 0.11 |
| 3137FWHV5 | Freddie Mac Multifamily Structured Pass | FHMS | 1.41 | 07/01/2030 | 48,287,747.00 | 2,688,869.00 | 0.11 |
| 200340AW7 | Comerica Inc | CMA | 5.98 | 01/30/2030 | 2,792,000.00 | 2,871,986.00 | 0.11 |
| 05613YAA1 | BXMT 2025-fl5 Ltd | BXMT | 5.99 | 10/18/2042 | 2,600,000.00 | 2,592,930.00 | 0.10 |
| 75049GAB5 | Radnor Re 2021-2 Ltd | RMIR | 8.05 | 11/25/2031 | 2,417,378.00 | 2,453,047.00 | 0.10 |
| 541624AA0 | Region Of Lombardy Italy | LOMBIT | 5.8 | 10/25/2032 | 2,700,000.00 | 2,536,573.00 | 0.10 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 2,286,000.00 | 2,424,128.00 | 0.10 |
| 404280EN5 | HSBC Holdings Plc | HSBC | 5.29 | 11/19/2030 | 2,400,000.00 | 2,451,526.00 | 0.10 |
| B038WG0 | Republic Of Italy Government Internation | ITALY | 5.35 | 01/27/2048 | 2,100,000.00 | 2,595,514.00 | 0.10 |
| BFB5ML3 | Mexico City Airport Trust | MEXCAT | 5.5 | 07/31/2047 | 3,137,000.00 | 2,627,802.00 | 0.10 |
| CNBYSVGC6 | China Government Bond | — | 3.9 | 07/04/2036 | 16,000,000.00 | 2,669,037.00 | 0.10 |
| BP8XNQ2 | Republic Of South Africa Government Inte | SOAF | 3.75 | 07/24/2026 | 2,200,000.00 | 2,524,034.00 | 0.10 |
| BQHN9P1 | Gabon Blue Bond Master Trust Series 2 | GABBMT | 6.1 | 08/01/2038 | 2,550,000.00 | 2,545,180.00 | 0.10 |
| BQPGSG6 | Cassa Depositi E Prestiti Spa | CDEP | 3.38 | 02/11/2032 | 2,200,000.00 | 2,523,346.00 | 0.10 |
| BRJD2V3 | Agence France Locale | AFLBNK | 3.13 | 03/20/2034 | 2,300,000.00 | 2,578,148.00 | 0.10 |
| BNYNN06 | Freeport Indonesia Pt | FRIDPT | 5.32 | 04/14/2032 | 2,490,000.00 | 2,502,450.00 | 0.10 |
| BN7JF49 | Malta Government Bond | MALTA | 1.0 | 04/23/2031 | 2,500,000.00 | 2,457,752.00 | 0.10 |
| BMHRN97 | Blackstone Property Partners Europe Hold | BPPEHX | 1.63 | 04/20/2030 | 2,400,000.00 | 2,522,864.00 | 0.10 |
| BMCJKS6 | LA Poste Sa | FRPTT | 1.38 | 04/21/2032 | 2,400,000.00 | 2,439,109.00 | 0.10 |
| XS31059826 | American Honda Finance Corp | HNDA | 2.85 | 06/27/2028 | 2,300,000.00 | 2,640,351.00 | 0.10 |
| XS22245175 | Asian Infrastructure Investment Bank/the | AIIB | 0.38 | 09/09/2025 | 72,000,000.00 | 2,202,895.00 | 0.09 |
| BMC2PV3 | International Finance Corp | IFC | 7.02 | 04/06/2028 | 44,300,000.00 | 2,241,277.00 | 0.09 |
| BRXC3W4 | Gestion Securite De Stocks Securite Sa | SAGESS | 3.0 | 11/25/2031 | 2,000,000.00 | 2,268,626.00 | 0.09 |
| BQRF098 | Chile Electricity Lux Mpc Ii Sarl | CHLMPC | 5.67 | 10/20/2035 | 2,245,000.00 | 2,279,236.00 | 0.09 |
| BQXLQ25 | Petroleos Mexicanos | PEMEX | 10.0 | 02/07/2033 | 2,000,000.00 | 2,230,219.00 | 0.09 |
| BPMQHX2 | Japan Government Twenty Year Bond | JGB | 1.9 | 06/20/2044 | 377,000,000.00 | 2,282,901.00 | 0.09 |
| BPMQJC5 | Finance Department Government Of Sharjah | SHJGOV | 4.63 | 01/17/2031 | 2,000,000.00 | 2,322,342.00 | 0.09 |
| CNB7N2LX1 | China Development Bank | — | 4.2 | 01/19/2027 | 16,000,000.00 | 2,300,161.00 | 0.09 |
| P60535H9ID | Eur/usd Fwd 20251022 221 | EUR | — | 10/22/2025 | -80,084,619.00 | 2,347,838.00 | 0.09 |
| SWB8A5Z0B3 | Fswp: Ois 1.050000 08-may-2027 | — | — | 05/08/2027 | -38,240,000.00 | 2,249,850.00 | 0.09 |
| 95003EAG1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 7.96 | 05/15/2031 | 2,200,000.00 | 2,194,621.00 | 0.09 |
| 912810UF3 | United States Treasury Note/bond | T | 4.63 | 11/15/2044 | 2,390,000.00 | 2,312,698.00 | 0.09 |
| 912810SF6 | United States Treasury Note/bond | T | 3.0 | 02/15/2049 | 3,000,000.00 | 2,182,031.00 | 0.09 |
| 44644NAJ8 | Huntington Bank Auto Credit-linked Notes | HACLN | 6.95 | 10/20/2032 | 2,221,056.00 | 2,229,593.00 | 0.09 |
| 404119AJ8 | HCA Inc | HCA | 7.5 | 11/06/2033 | 2,000,000.00 | 2,264,906.00 | 0.09 |
| 539439AM1 | Lloyds Banking Group Plc | LLOYDS | 4.58 | 12/10/2025 | 2,250,000.00 | 2,249,210.00 | 0.09 |
| 527298BV4 | Level 3 Financing Inc | LVLT | 11.0 | 11/15/2029 | 1,991,175.00 | 2,261,875.00 | 0.09 |
| 48128KAS0 | Jpmcc Commercial Mortgage Securities Tru | JPMCC | 3.11 | 07/01/2050 | 2,239,765.00 | 2,180,756.00 | 0.09 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 2,375,000.00 | 2,357,711.00 | 0.09 |
| 88731EAJ9 | TIME Warner Cable Enterprises Llc | CHTR | 8.38 | 07/15/2033 | 2,065,000.00 | 2,388,815.00 | 0.09 |
| 62954WAS4 | NTT Finance Corp | NTT | 4.88 | 07/16/2030 | 2,375,000.00 | 2,387,070.00 | 0.09 |
| 706BFMGGCE | Eur/usd Fwd 20251022 0997 | EUR | — | 10/22/2025 | -81,695,765.00 | 2,196,551.00 | 0.09 |
| 165167735 | Expand Energy Corp | EXE | — | — | 23,063.00 | 2,416,541.00 | 0.09 |
| 19767QAS4 | HCA Inc | HCA | 7.75 | 07/15/2036 | 2,000,000.00 | 2,270,357.00 | 0.09 |
| 35564KNS4 | Freddie Mac Stacr Remic Trust 2021-hqa4 | STACR | 6.7 | 12/25/2041 | 2,350,000.00 | 2,384,305.00 | 0.09 |
| 29278NAE3 | Energy Transfer Lp | ET | 6.0 | 06/15/2048 | 2,350,000.00 | 2,252,430.00 | 0.09 |
| 19828TAB2 | Columbia Pipelines Operating Co Llc | CPGX | 6.04 | 11/15/2033 | 2,040,000.00 | 2,144,543.00 | 0.08 |
| 225401AC2 | UBS Group Ag | UBS | 4.28 | 01/09/2028 | 2,075,000.00 | 2,062,597.00 | 0.08 |
| 26982AAC8 | Eagle Re 2021-2 Ltd | EMIR | 7.8 | 04/25/2034 | 1,933,366.00 | 1,947,097.00 | 0.08 |
| 16882LAA0 | Chile Electricity Lux Mpc Ii Sarl | CHLMPC | 5.58 | 10/20/2035 | 2,003,885.00 | 2,023,924.00 | 0.08 |
| 131347CN4 | Calpine Corp | CPN | 5.13 | 03/15/2028 | 2,050,000.00 | 2,039,977.00 | 0.08 |
| 07336HAA0 | Bayview Financing Trust 2023-1f | BVFT | 8.35 | 07/01/2026 | 1,942,359.00 | 1,943,719.00 | 0.08 |
| 071734AJ6 | Bausch Health Cos Inc | BHCCN | 5.25 | 01/30/2030 | 3,250,000.00 | 2,080,000.00 | 0.08 |
| 87470LAD3 | Tallgrass Energy Partners Lp / Tallgrass | TEP | 5.5 | 01/15/2028 | 2,075,000.00 | 2,058,260.00 | 0.08 |
| 845467AR0 | Expand Energy Corp | EXE | 5.38 | 02/01/2029 | 2,000,000.00 | 2,002,525.00 | 0.08 |
| 86765BAV1 | Energy Transfer Lp | ET | 5.4 | 10/01/2047 | 2,200,000.00 | 1,957,508.00 | 0.08 |
| 61692BBV1 | Morgan Stanley Capital I Trust 2020-hr8 | MSC | 0.85 | 07/01/2053 | 54,413,000.00 | 2,115,533.00 | 0.08 |
| 456837BR3 | ING Groep Nv | INTNED | 5.07 | 03/25/2031 | 1,995,000.00 | 2,021,676.00 | 0.08 |
| 38141GXR0 | Goldman Sachs Group Inc/the | GS | 1.99 | 01/27/2032 | 2,450,000.00 | 2,123,810.00 | 0.08 |
| 912810SH2 | United States Treasury Note/bond | T | 2.88 | 05/15/2049 | 3,000,000.00 | 2,124,843.00 | 0.08 |
| B01QMF5 | Republic Of Italy Government Internation | ITALY | 5.2 | 07/31/2034 | 1,635,000.00 | 2,083,904.00 | 0.08 |
| B7KDP57 | Lloyds Bank Plc | LLOYDS | — | 04/02/2032 | 2,800,000.00 | 2,022,804.00 | 0.08 |
| B609TK1 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2033 | 2,100,000.00 | 1,921,797.00 | 0.08 |
| BFXZR05 | Province Of Saskatchewan Canada | SCDA | 3.3 | 06/02/2048 | 3,500,000.00 | 2,048,343.00 | 0.08 |
| BF933R2 | Chile Government International Bond | CHILE | 1.44 | 02/01/2029 | 1,884,000.00 | 2,051,248.00 | 0.08 |
| BG09ZL4 | BPCE Sa | BPCEGP | 0.99 | 07/12/2028 | 300,000,000.00 | 1,943,371.00 | 0.08 |
| BDSHS21 | Province Of Alberta Canada | ALTA | 3.05 | 12/01/2048 | 3,500,000.00 | 1,950,624.00 | 0.08 |
| BD8BY58 | Norway Government Bond | NGB | 1.75 | 02/17/2027 | 22,000,000.00 | 2,067,383.00 | 0.08 |
| BJX7970 | Romanian Government International Bond | ROMANI | 2.12 | 07/16/2031 | 2,000,000.00 | 1,948,599.00 | 0.08 |
| CNXS144977 | Jpmorgan Chase Financial Co Llc | JPM | 3.33 | 08/31/2026 | 14,000,000.00 | 1,969,514.00 | 0.08 |
| BYY7PC1 | Hungary Government Bond | HGB | 3.0 | 10/27/2027 | 800,000,000.00 | 2,124,608.00 | 0.08 |
| BPX1P87 | Region Of Ile De France | IDF | 2.9 | 04/30/2031 | 1,700,000.00 | 1,933,879.00 | 0.08 |
| BYNZXN3 | Japan Government Twenty Year Bond | JGB | 0.6 | 12/20/2036 | 350,000,000.00 | 2,049,305.00 | 0.08 |
| BMFNMQ7 | Verizon Communications Inc | VZ | 4.05 | 03/22/2051 | 3,200,000.00 | 1,932,527.00 | 0.08 |
| BMHMXB4 | Spain Government Bond | SPGB | 1.2 | 10/31/2040 | 2,500,000.00 | 2,038,316.00 | 0.08 |
| BMDWDD0 | P3 Group Sarl | PTHREE | 1.63 | 01/26/2029 | 1,900,000.00 | 2,053,317.00 | 0.08 |
| XS28037530 | CORP Andina De Fomento | CAF | 4.75 | 04/16/2029 | 1,500,000.00 | 1,992,226.00 | 0.08 |
| XS28389732 | GACI First Investment Co | PIFKSA | 5.13 | 06/11/2029 | 1,490,000.00 | 1,992,227.00 | 0.08 |
| XS14127248 | Morgan Stanley | MS | — | 04/05/2032 | 71,000,000.00 | 1,926,729.00 | 0.08 |
| XS18605789 | International Bank For Reconstruction & | IBRD | 6.63 | 07/24/2028 | 33,700,000.00 | 1,670,827.00 | 0.07 |
| XS30991560 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 1,625,000.00 | 1,872,714.00 | 0.07 |
| BMHRNC0 | Blackstone Property Partners Europe Hold | BPPEHX | 1.0 | 10/20/2026 | 1,700,000.00 | 1,905,681.00 | 0.07 |
| BMD1Z20 | Morgan Stanley | MS | 7.5 | 12/15/2027 | 33,300,000.00 | 1,717,734.00 | 0.07 |
| BV9FS19 | Province Of Nova Scotia Canada | NS | 3.45 | 06/01/2045 | 3,000,000.00 | 1,816,582.00 | 0.07 |
| BRXNLK1 | Slovakia Government Bond | SLOVGB | 3.63 | 06/08/2033 | 1,530,000.00 | 1,781,288.00 | 0.07 |
| BQGH653 | Cassa Depositi E Prestiti Spa | CDEP | 4.75 | 10/18/2030 | 1,500,000.00 | 1,843,163.00 | 0.07 |
| BYWDQH3 | Romanian Government International Bond | ROMANI | 3.38 | 02/08/2038 | 2,138,000.00 | 1,863,462.00 | 0.07 |
| BZ06767 | Romanian Government International Bond | ROMANI | 4.13 | 03/11/2039 | 1,786,000.00 | 1,660,487.00 | 0.07 |
| CA891288DP | CITY Of Toronto Canada | TRNT | 3.25 | 06/24/2046 | 3,000,000.00 | 1,714,044.00 | 0.07 |
| CNBS44B11 | SUN Hung Kai Properties Capital Market L | SUNHUN | 3.15 | 07/11/2028 | 13,000,000.00 | 1,831,653.00 | 0.07 |
| CNHK000101 | Barclays Bank Plc | BACR | 3.6 | 04/30/2027 | 12,000,000.00 | 1,703,311.00 | 0.07 |
| CNFR001400 | Societe Generale Sa | SOCGEN | 3.55 | 06/16/2029 | 13,000,000.00 | 1,824,126.00 | 0.07 |
| E6198HM23B | Eur/usd Fwd 20251022 Barcus33 | EUR | — | 10/22/2025 | -81,695,765.00 | 1,770,916.00 | 0.07 |
| F4CBNRABLA | Eur/usd Fwd 20251022 Deutgb22 | EUR | — | 10/22/2025 | -60,871,040.00 | 1,821,381.00 | 0.07 |
| JP548400DJ | Mexico Government International Bond | MEX | 2.0 | 04/20/2038 | 300,000,000.00 | 1,669,893.00 | 0.07 |
| SWB8AA9VYN | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -8,650,000.00 | 1,815,024.00 | 0.07 |
| SWB8ABHZN5 | SWP: Ois Cny 2.600000 11-may-202 | — | — | 05/11/2028 | 434,070,000.00 | 1,781,267.00 | 0.07 |
| BKPC044 | Cooperatieve Rabobank Ua | RABOBK | 3.5 | 12/14/2026 | 2,882,000.00 | 1,820,209.00 | 0.07 |
| BL96P33 | Cyprus Government International Bond | CYPRUS | 2.25 | 04/16/2050 | 2,000,000.00 | 1,678,933.00 | 0.07 |
| BDG6ZK7 | Denmark Government Bond | DGB | 0.5 | 11/15/2027 | 12,110,000.00 | 1,798,390.00 | 0.07 |
| BFZYW83 | PERU Government Bond | PERUGB | 5.94 | 02/12/2029 | 6,000,000.00 | 1,760,818.00 | 0.07 |
| BH3JP07 | Province Of Manitoba Canada | MP | 3.2 | 03/05/2050 | 3,000,000.00 | 1,673,881.00 | 0.07 |
| BF4Z908 | Republic Of Italy Government Internation | ITALY | 4.43 | 03/28/2036 | 1,400,000.00 | 1,671,996.00 | 0.07 |
| B8ADQ6J27 | Doncasters Us Fin Llc | — | — | 04/01/2030 | 1,800,000.00 | 1,818,000.00 | 0.07 |
| B8A5CKF71 | Tfs_l 8-3-al 2.90 16-mar-2023 Private Pl | — | 2.9 | 03/15/2026 | 2,017,711.00 | 1,715,445.00 | 0.07 |
| B0D6628 | Republic Of Austria Government Internati | AUST | 5.38 | 12/01/2034 | 2,213,000.00 | 1,752,594.00 | 0.07 |
| B0S5Z56 | Argentine Republic Government Internatio | ARGENT | 0.67 | 12/31/2038 | 1,637,456,000.00 | 1,720,424.00 | 0.07 |
| 92332YAF8 | Venture Global Lng Inc | VENLNG | 9.0 | 03/30/2173 | 1,755,000.00 | 1,754,754.00 | 0.07 |
| 95003EAC0 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 6.31 | 05/15/2031 | 1,800,000.00 | 1,795,601.00 | 0.07 |
| 95003EAE6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 6.86 | 05/15/2031 | 1,700,000.00 | 1,695,845.00 | 0.07 |
| 91282CEP2 | United States Treasury Note/bond | T | 2.88 | 05/15/2032 | 2,035,000.00 | 1,884,600.00 | 0.07 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 1,800,000.00 | 1,716,555.00 | 0.07 |
| 48666KAX7 | KB Home | KBH | 6.88 | 06/15/2027 | 1,650,000.00 | 1,685,614.00 | 0.07 |
| 71643VAA3 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 1,800,000.00 | 1,705,410.00 | 0.07 |
| 14307PAC9 | Carlyle C17 Clo Ltd | CGMS | 5.6 | 04/30/2031 | 1,846,475.00 | 1,847,603.00 | 0.07 |
| 097793AE3 | Civitas Resources Inc | CIVI | 5.0 | 10/15/2026 | 1,755,000.00 | 1,736,290.00 | 0.07 |
| 16882LAB8 | Chile Electricity Lux Mpc Ii Sarl | CHLMPC | 5.67 | 10/20/2035 | 1,655,000.00 | 1,680,238.00 | 0.07 |
| 17326DAB8 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.11 | 09/01/2050 | 1,738,454.00 | 1,698,048.00 | 0.07 |
| 235825AF3 | DANA Inc | DAN | 5.38 | 11/15/2027 | 1,800,000.00 | 1,798,867.00 | 0.07 |
| 195325EF8 | Colombia Government International Bond | COLOM | 8.0 | 04/20/2033 | 1,600,000.00 | 1,683,200.00 | 0.07 |
| 27034RAA1 | Permian Resources Operating Llc | PR | 8.0 | 04/15/2027 | 1,825,000.00 | 1,865,361.00 | 0.07 |
| 3137FUZE7 | Freddie Mac Multifamily Structured Pass | FHMS | 1.57 | 05/01/2030 | 28,945,623.00 | 1,769,993.00 | 0.07 |
| 20754KAB7 | Connecticut Avenue Securities Trust 2021 | CAS | 6.35 | 11/25/2041 | 1,401,048.00 | 1,411,963.00 | 0.06 |
| 17327CAQ6 | Citigroup Inc | C | 3.06 | 01/25/2033 | 1,595,000.00 | 1,427,767.00 | 0.06 |
| 11120VAL7 | Brixmor Operating Partnership Lp | BRX | 2.5 | 08/16/2031 | 1,880,000.00 | 1,644,302.00 | 0.06 |
| 17324CMJ2 | Citigroup Global Markets Holdings Inc/un | C | 4.1 | 09/21/2027 | 1,500,000.00 | 1,482,196.00 | 0.06 |
| 097751BV2 | Bombardier Inc | BBDBCN | 7.13 | 06/15/2026 | 1,509,000.00 | 1,508,056.00 | 0.06 |
| 11283YAG5 | Brookfield Residential Properties Inc / | BRPCN | 5.0 | 06/15/2029 | 1,675,000.00 | 1,554,065.00 | 0.06 |
| 07556QBT1 | Beazer Homes Usa Inc | BZH | 7.25 | 10/15/2029 | 1,600,000.00 | 1,609,862.00 | 0.06 |
| 03690AAH9 | Antero Midstream Partners Lp / Antero Mi | AM | 5.38 | 06/15/2029 | 1,425,000.00 | 1,411,982.00 | 0.06 |
| 04433LAA0 | Ashland Inc | ASH | 3.38 | 09/01/2031 | 1,600,000.00 | 1,406,371.00 | 0.06 |
| 68327LAD8 | Ontario Teachers' Cadillac Fairview Prop | CFPTCN | 2.5 | 10/15/2031 | 1,775,000.00 | 1,550,551.00 | 0.06 |
| 682413AE9 | ONE 2021-park Mortgage Trust | ONP | 5.56 | 03/15/2036 | 1,500,000.00 | 1,448,270.00 | 0.06 |
| 83368RBD3 | Societe Generale Sa | SOCGEN | 2.89 | 06/09/2032 | 1,685,000.00 | 1,489,777.00 | 0.06 |
| 50205PAA0 | Lhome Mortgage Trust 2024-rtl4 | LHOME | 5.92 | 07/25/2039 | 1,500,000.00 | 1,502,641.00 | 0.06 |
| 513272AE4 | LAMB Weston Holdings Inc | LW | 4.38 | 01/31/2032 | 1,650,000.00 | 1,540,923.00 | 0.06 |
| 604059AG0 | 3M CO | MMM | 4.3 | 12/21/2040 | 1,425,000.00 | 1,411,008.00 | 0.06 |
| 38141GYJ7 | Goldman Sachs Group Inc/the | GS | 2.38 | 07/21/2032 | 1,770,000.00 | 1,545,810.00 | 0.06 |
| BFLQHG6 | Caisse Des Depots Et Consignations | CDCEPS | 3.06 | 10/09/2030 | 1,300,000.00 | 1,484,109.00 | 0.06 |
| BHNG1L1 | Berkshire Hathaway Inc | BRK | 0.97 | 09/13/2039 | 300,000,000.00 | 1,563,283.00 | 0.06 |
| BHPRQP1 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.35 | 03/01/2035 | 1,285,000.00 | 1,464,399.00 | 0.06 |
| BDFFVD0 | SNCF Reseau | RESFER | 1.5 | 05/29/2037 | 1,700,000.00 | 1,519,911.00 | 0.06 |
| BF4NTN5 | DP World Ltd/united Arab Emirates | DPWDU | 2.38 | 09/25/2026 | 1,361,000.00 | 1,546,385.00 | 0.06 |
| BF09HS8 | ADCB Finance Cayman Ltd | ADCBUH | 4.5 | 10/25/2027 | 2,270,000.00 | 1,458,757.00 | 0.06 |
| BL97DB0 | Prologis Yen Finance Llc | PLD | 0.89 | 06/27/2036 | 300,000,000.00 | 1,603,647.00 | 0.06 |
| BL5168168 | Boots Group Bidco Ltd | BOOTFN | 4.75 | 07/22/2032 | 1,200,000.00 | 1,591,572.00 | 0.06 |
| BK60MZ2 | Medtronic Global Holdings Sca | MDT | 1.75 | 07/02/2049 | 2,100,000.00 | 1,525,121.00 | 0.06 |
| BJQSGL3 | Verizon Communications Inc | VZ | 2.5 | 04/08/2031 | 1,400,000.00 | 1,633,696.00 | 0.06 |
| BK0YKQ7 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 4.35 | 04/05/2036 | 1,653,116.00 | 1,556,656.00 | 0.06 |
| SWB8ACMUVN | SWP: Ois Sofr 3.850000 11-may-2055_c | — | — | 05/11/2055 | -47,230,000.00 | 1,566,581.00 | 0.06 |
| BZ07C10 | Province Of British Columbia Canada | BRCOL | 2.8 | 06/18/2048 | 3,000,000.00 | 1,602,192.00 | 0.06 |
| BYQFQK8 | International Finance Corp | IFC | — | 01/27/2037 | 78,000,000.00 | 1,475,942.00 | 0.06 |
| BP4X3Y4 | Republic Of Poland Government Bond | POLGB | 7.5 | 07/25/2028 | 5,000,000.00 | 1,442,395.00 | 0.06 |
| BQ3PV44 | BANK Gospodarstwa Krajowego | BGOSK | 4.0 | 03/13/2032 | 1,200,000.00 | 1,412,043.00 | 0.06 |
| BMD81V2 | First Abu Dhabi Bank Pjsc | FABUH | 0.88 | 12/09/2025 | 1,168,000.00 | 1,518,077.00 | 0.06 |
| BNDSMZ0 | State Of Israel | ISRAEL | 6.25 | 11/21/2027 | 1,500,000.00 | 1,556,718.00 | 0.06 |
| XS12706627 | Morgan Stanley | MS | — | 11/07/2031 | 56,000,000.00 | 1,591,635.00 | 0.06 |
| USG71351AA | Platinum For Belize Blue Investment Co L | BZBLUE | 3.6 | 10/20/2040 | 1,800,000.00 | 1,572,228.00 | 0.06 |
| USU5 COMDT | US Long Bond(cbt) Sep25 | USU5 | — | 09/19/2025 | 59,720,063.00 | 1,320,194.00 | 0.05 |
| SWB8ADY54G | Trswap: Tbond 5 15-may-2045 09/03/2025 J | — | — | 09/03/2025 | 106,145,000.00 | 1,227,542.00 | 0.05 |
| XS14127209 | Morgan Stanley | MS | — | 06/28/2027 | 27,000,000.00 | 1,208,031.00 | 0.05 |
| BNZJFF2 | Hungary Government International Bond | REPHUN | 2.13 | 09/22/2031 | 1,375,000.00 | 1,148,037.00 | 0.05 |
| BNBV217 | Ile-de-france Mobilites | IDFMOB | 0.95 | 02/16/2032 | 1,400,000.00 | 1,392,665.00 | 0.05 |
| BMXMRQ1 | Peruvian Government International Bond | PERU | 1.25 | 03/11/2033 | 1,200,000.00 | 1,147,618.00 | 0.05 |
| BQPB2P8 | Gestion Securite De Stocks Securite Sa | SAGESS | 2.88 | 09/07/2032 | 1,100,000.00 | 1,221,406.00 | 0.05 |
| BQ99CP8 | Svensk Exportkredit Ab | SEK | — | 03/30/2032 | 43,890,000.00 | 1,235,062.00 | 0.05 |
| BQT4FS7 | Italy Buoni Poliennali Del Tesoro | BTPS | 4.1 | 10/10/2028 | 1,000,000.00 | 1,202,368.00 | 0.05 |
| BSHTJW0 | Hungary Government International Bond | REPHUN | 4.5 | 06/16/2034 | 1,200,000.00 | 1,388,475.00 | 0.05 |
| BT3N3W1 | Turkiye Government Bond | TURKGB | 47.33 | 09/06/2028 | 51,999,000.00 | 1,228,411.00 | 0.05 |
| BWB99H9 | Morgan Stanley | MS | 1.88 | 03/06/2030 | 1,100,000.00 | 1,167,397.00 | 0.05 |
| BTWR829 | Romanian Government International Bond | ROMANI | 6.75 | 07/11/2039 | 1,003,000.00 | 1,174,249.00 | 0.05 |
| BYX4CV1 | Banque Federative Du Credit Mutuel Sa | BFCM | 1.0 | 10/15/2025 | 200,000,000.00 | 1,326,361.00 | 0.05 |
| BZ0BJJ9 | Romanian Government International Bond | ROMANI | 2.88 | 05/26/2028 | 1,100,000.00 | 1,235,249.00 | 0.05 |
| CNXS221740 | Nomura International Funding Pte Ltd | NOMURA | 3.13 | 01/07/2031 | 10,000,000.00 | 1,388,758.00 | 0.05 |
| CNBKX7P68 | DBS Group Holdings Ltd | DBSSP | 3.7 | 03/03/2031 | 8,780,000.00 | 1,229,999.00 | 0.05 |
| SWB8ACMA1J | SWP: Ois Sofr 3.420000 10-may-2074 | — | — | 05/10/2074 | -16,430,000.00 | 1,361,586.00 | 0.05 |
| SWB8ABRQ4T | SWP: Ois Jpy 1.101500 31-jul-2053 | — | — | 07/31/2053 | -701,000,000.00 | 1,237,366.00 | 0.05 |
| SWB8ADJNRR | Trswap: Tnote 0.75 31-mar-26 08/12/2025 | — | — | 08/12/2025 | 93,700,000.00 | 1,205,357.00 | 0.05 |
| SWB8A5Z43S | SWP: Ois 1.100000 08-may-2030 - Payfix | — | — | 05/08/2030 | -8,290,000.00 | 1,234,129.00 | 0.05 |
| SWB8A9HFE2 | SWP: Ois Jpy -0.050000 08-jul-2028 - Pay | — | — | 07/08/2028 | -7,080,000,000.00 | 1,279,499.00 | 0.05 |
| SWB8A9HF7V | SWP: Ois Jpy 0.000000 08-jul-2031 - Recf | — | — | 07/08/2031 | -2,945,000,000.00 | 1,203,994.00 | 0.05 |
| BKPFQ56 | Barclays Plc | BACR | 0.65 | 06/09/2027 | 200,000,000.00 | 1,308,602.00 | 0.05 |
| BM91KC9 | Philippine Government International Bond | PHILIP | 1.2 | 04/28/2033 | 1,350,000.00 | 1,299,758.00 | 0.05 |
| BG0RT05 | Goldman Sachs Group Inc/the | GS | 1.0 | 08/16/2032 | 200,000,000.00 | 1,234,098.00 | 0.05 |
| 91282CDY4 | United States Treasury Note/bond | T | 1.88 | 02/15/2032 | 1,415,000.00 | 1,234,366.00 | 0.05 |
| 911365BG8 | United Rentals North America Inc | URI | 4.88 | 01/15/2028 | 1,190,000.00 | 1,182,757.00 | 0.05 |
| B01KHH4 | Israel Electric Corp Ltd | ISRELE | 3.7 | 05/23/2030 | 200,000,000.00 | 1,343,043.00 | 0.05 |
| B8KY7D9 | Kuntarahoitus Oyj | KUNTA | 3.05 | 09/24/2032 | 13,000,000.00 | 1,323,436.00 | 0.05 |
| B8ADX0WW1 | Doncasters Us Finance Llc | — | 10.8 | 04/23/2030 | 1,197,000.00 | 1,208,970.00 | 0.05 |
| B5BHN38 | Autonomous Community Of Catalonia | GENCAT | 5.48 | 05/11/2029 | 1,000,000.00 | 1,236,992.00 | 0.05 |
| 46115HBQ9 | Intesa Sanpaolo Spa | ISPIM | 4.2 | 06/01/2032 | 1,430,000.00 | 1,324,253.00 | 0.05 |
| 46115HCB1 | Intesa Sanpaolo Spa | ISPIM | 7.78 | 06/20/2054 | 1,140,000.00 | 1,300,803.00 | 0.05 |
| 5172368_PR | Morgan Guaranty Trust Co Of New York | JPM | — | 01/21/2027 | 1,174,939.00 | 1,267,116.00 | 0.05 |
| 81881JAC6 | Shackleton 2014-v-r Clo Ltd | SHACK | 5.66 | 05/07/2031 | 1,241,904.00 | 1,242,626.00 | 0.05 |
| 90932LAG2 | United Airlines Inc | UAL | 4.38 | 04/15/2026 | 1,300,000.00 | 1,292,138.00 | 0.05 |
| 68267EAB0 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.95 | 11/14/2028 | 1,300,000.00 | 1,292,297.00 | 0.05 |
| 682691AA8 | Onemain Finance Corp | OMF | 4.0 | 09/15/2030 | 1,500,000.00 | 1,372,238.00 | 0.05 |
| 68269HAC9 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 6.74 | 09/15/2036 | 1,300,000.00 | 1,333,938.00 | 0.05 |
| 749424AA5 | RCKT Mortgage Trust 2024-ces1 | RCKT | 6.03 | 02/01/2044 | 1,237,048.00 | 1,241,499.00 | 0.05 |
| 07556QBR5 | Beazer Homes Usa Inc | BZH | 5.88 | 10/15/2027 | 1,375,000.00 | 1,371,517.00 | 0.05 |
| 071734AL1 | Bausch Health Cos Inc | BHCCN | 5.25 | 02/15/2031 | 2,000,000.00 | 1,210,000.00 | 0.05 |
| 11283YAB6 | Brookfield Residential Properties Inc / | BRPCN | 6.25 | 09/15/2027 | 1,275,000.00 | 1,271,812.00 | 0.05 |
| 11283YAD2 | Brookfield Residential Properties Inc / | BRPCN | 4.88 | 02/15/2030 | 1,370,000.00 | 1,241,932.00 | 0.05 |
| 15135UAW9 | Cenovus Energy Inc | CVECN | 2.65 | 01/15/2032 | 1,340,000.00 | 1,157,427.00 | 0.05 |
| 172967PG0 | Citigroup Inc | C | 5.83 | 02/13/2035 | 1,230,000.00 | 1,250,951.00 | 0.05 |
| 20753YCK6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.45 | 03/25/2042 | 1,200,000.00 | 1,236,839.00 | 0.05 |
| 25470MAG4 | DISH Network Corp | DISH | 11.75 | 11/15/2027 | 1,300,000.00 | 1,353,574.00 | 0.05 |
| 34532JAC8 | FORD Credit Auto Owner Trust 2020-rev2 | FORDR | 1.74 | 04/15/2033 | 1,300,000.00 | 1,290,913.00 | 0.05 |
| 23918KAS7 | Davita Inc | DVA | 4.63 | 06/01/2030 | 1,125,000.00 | 1,073,623.00 | 0.04 |
| 23918KAT5 | Davita Inc | DVA | 3.75 | 02/15/2031 | 1,125,000.00 | 1,020,550.00 | 0.04 |
| 195325AQ8 | Colombia Government International Bond | COLOM | 11.85 | 03/09/2028 | 1,000,000.00 | 1,111,360.00 | 0.04 |
| 20754RAF3 | Connecticut Avenue Securities Trust 2021 | CAS | 7.45 | 10/25/2041 | 1,000,000.00 | 1,022,099.00 | 0.04 |
| 071734AH0 | Bausch Health Cos Inc | BHCCN | 5.0 | 01/30/2028 | 1,090,000.00 | 910,150.00 | 0.04 |
| 06406MAU2 | BANK Of New York Mellon/the | BK | 4.3 | 06/30/2038 | 1,092,000.00 | 1,086,026.00 | 0.04 |
| 706451BD2 | Petroleos Mexicanos | PEMEX | 9.5 | 09/15/2027 | 1,000,000.00 | 1,059,450.00 | 0.04 |
| 90932LAH0 | United Airlines Inc | UAL | 4.63 | 04/15/2029 | 950,000.00 | 927,199.00 | 0.04 |
| 91086QAN8 | Mexico Government International Bond | MEX | 7.5 | 04/08/2033 | 875,400.00 | 968,411.00 | 0.04 |
| 51507KAA4 | Lending Funding Trust 2020-2 | LFT | 2.32 | 04/21/2031 | 1,100,000.00 | 1,072,924.00 | 0.04 |
| 431318BC7 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 8.38 | 11/01/2033 | 1,000,000.00 | 1,044,520.00 | 0.04 |
| 465410CC0 | Republic Of Italy Government Internation | ITALY | 3.88 | 05/06/2051 | 1,492,000.00 | 1,018,101.00 | 0.04 |
| 401494BA6 | Guatemala Government Bond | GUATEM | 6.25 | 08/15/2036 | 1,000,000.00 | 1,004,000.00 | 0.04 |
| B3LGV26 | Sweden Government Bond | SGB | 3.5 | 03/30/2039 | 10,000,000.00 | 1,124,414.00 | 0.04 |
| B6ZC3Q9 | Spain Government Bond Principal Strip | SPGBR | — | 07/30/2041 | 1,700,000.00 | 1,040,666.00 | 0.04 |
| B78J847 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2042 | 922,695.00 | 1,053,802.00 | 0.04 |
| 912810TX6 | United States Treasury Note/bond | T | 4.25 | 02/15/2054 | 1,000,000.00 | 899,062.00 | 0.04 |
| 912810UA4 | United States Treasury Note/bond | T | 4.63 | 05/15/2054 | 1,000,000.00 | 957,031.00 | 0.04 |
| BJ02HS5 | Verizon Communications Inc | VZ | 2.65 | 05/06/2030 | 1,600,000.00 | 935,052.00 | 0.04 |
| BJ5JM08 | Romanian Government International Bond | ROMANI | 3.5 | 04/03/2034 | 1,000,000.00 | 977,152.00 | 0.04 |
| BL9YL84 | Emirates Telecommunications Group Co Pjs | ETISLT | 0.88 | 05/17/2033 | 1,200,000.00 | 1,138,155.00 | 0.04 |
| BLD95F0 | Prologis Yen Finance Llc | PLD | 1.22 | 06/22/2035 | 200,000,000.00 | 1,145,074.00 | 0.04 |
| BKLW996 | Petroleos Mexicanos | PEMEX | 5.95 | 01/28/2031 | 1,050,000.00 | 974,606.00 | 0.04 |
| BKDSJX6 | Regie Autonome Des Transports Parisiens | RATPFP | 0.35 | 06/20/2029 | 1,000,000.00 | 1,042,657.00 | 0.04 |
| SWB8ABHZJS | SWP: Krw 3.150000 10-mar-2034 | — | — | 03/10/2034 | 30,916,085,000.00 | 949,784.00 | 0.04 |
| SWB8ACMA3B | SWP: Ois Sofr 1.950000 11-may-2074 | — | — | 05/11/2074 | -24,840,000.00 | 1,092,617.00 | 0.04 |
| SWB8AC4Q8U | Italy (republic Of) Cds 20331220 | — | 1.0 | 12/20/2033 | 50,000,000.00 | 1,065,264.00 | 0.04 |
| SWB8ACJAXK | SWP: Ois Thb 2.895000 18-apr-2034 | — | — | 04/18/2034 | 260,500,000.00 | 903,546.00 | 0.04 |
| CNBRV06B0 | Emirates Nbd Bank Pjsc | EBIUH | 3.67 | 07/13/2028 | 7,000,000.00 | 1,006,767.00 | 0.04 |
| BZ163Z7 | Romanian Government International Bond | ROMANI | 3.88 | 10/29/2035 | 1,000,000.00 | 973,443.00 | 0.04 |
| CA74814ZCC | Province Of Quebec Canada | Q | — | 10/01/2039 | 2,485,000.00 | 931,713.00 | 0.04 |
| BYYH6C8 | Romanian Government International Bond | ROMANI | 2.38 | 04/19/2027 | 1,000,000.00 | 1,132,395.00 | 0.04 |
| FVU5 COMDT | US 5yr Note (cbt) Sep25 | FVU5 | — | 09/30/2025 | 288,602,563.00 | 989,288.00 | 0.04 |
| BTHXHF8 | American International Group Inc | AIG | 2.14 | 11/27/2034 | 150,000,000.00 | 978,594.00 | 0.04 |
| BT3N3T8 | Turkiye Government Bond | TURKGB | 49.04 | 05/17/2028 | 47,324,000.00 | 1,129,627.00 | 0.04 |
| BYM8162 | Wells Fargo & Co | WFC | 3.7 | 07/27/2026 | 1,458,000.00 | 933,546.00 | 0.04 |
| BN6Q693 | Regiao Autonoma Madeira | GOVMAD | 1.14 | 12/04/2034 | 1,000,000.00 | 895,725.00 | 0.04 |
| BNNH053 | Amazon Conservation Dac | AMCSRV | 6.03 | 01/16/2042 | 970,000.00 | 974,519.00 | 0.04 |
| BMB2V38 | Gazprom Pjsc Via Gaz Finance Plc | GAZPRU | 3.0 | 06/29/2027 | 1,410,000.00 | 1,145,625.00 | 0.04 |
| XS23029223 | European Investment Bank | EIB | 1.0 | 02/25/2028 | 3,985,000.00 | 968,562.00 | 0.04 |
| SWTRE8ADY5 | TRS On Fi Credit Bond Leg Accrual | — | 5.0 | 09/03/2025 | 106,145,000.00 | 972,995.00 | 0.04 |
| SWB8ADYB4A | Trswap: Tbond 2.375 15-feb-42 08/29/2025 | — | — | 08/29/2025 | 56,495,000.00 | 834,637.00 | 0.03 |
| SWB8ADQ5W6 | Scds: (turkey) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 665,034.00 | 0.03 |
| SWB8ADQ7HV | Scds: (turkey) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 665,034.00 | 0.03 |
| XS23038202 | Taurus 2021-1 Uk Dac | TAURS | 6.84 | 05/17/2031 | 545,990.00 | 722,585.00 | 0.03 |
| BMG3ZK1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 698,000.00 | 661,320.00 | 0.03 |
| BN70W96 | Andorra International Bond | ANDRRA | 1.25 | 02/23/2027 | 700,000.00 | 780,408.00 | 0.03 |
| BP0BLS2 | HM Treasury Uk Sovereign Sukuk Plc | UKSUK | 0.33 | 07/22/2026 | 500,000.00 | 638,537.00 | 0.03 |
| BN65PR1 | Jersey International Bond | JERSEY | 3.75 | 06/09/2054 | 834,000.00 | 779,123.00 | 0.03 |
| BWV5ZR9 | Mexico Government International Bond | MEX | 4.0 | 03/15/2115 | 950,000.00 | 721,766.00 | 0.03 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2036 | 862,000.00 | 679,273.00 | 0.03 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2037 | 862,000.00 | 651,052.00 | 0.03 |
| BYSYR11 | Romanian Government International Bond | ROMANI | 2.88 | 05/26/2028 | 700,000.00 | 786,067.00 | 0.03 |
| CA75585RRT | REAL Estate Asset Liquidity Trust | REALT | 2.38 | 02/01/2055 | 1,101,899.00 | 771,834.00 | 0.03 |
| CNHK000094 | Korea Development Bank/the | KDB | 3.0 | 07/31/2026 | 6,000,000.00 | 840,254.00 | 0.03 |
| CNBL6H9N7 | SUN Hung Kai Properties Capital Market L | — | 3.2 | 08/14/2027 | 5,000,000.00 | 703,424.00 | 0.03 |
| CNBLFJXB0 | Morgan Stanley Finance Llc | MS | 3.1 | 03/08/2028 | 5,000,000.00 | 704,292.00 | 0.03 |
| CNBQH7HM6 | Korea Development Bank/the | KDB | 3.05 | 06/26/2026 | 5,000,000.00 | 699,710.00 | 0.03 |
| SWB8ACF43M | Egypt (arab Republic Of) Cds 20300620 | — | 1.0 | 06/20/2030 | -4,700,000.00 | 682,559.00 | 0.03 |
| SWB8ACK3UF | SWP: Ois Thb 2.818000 22-apr-2034 | — | — | 04/22/2034 | 218,530,000.00 | 716,103.00 | 0.03 |
| SWB8ACMSD4 | SWP: Cny 2.027000 15-may-2029 | — | — | 05/15/2029 | 286,750,000.00 | 712,912.00 | 0.03 |
| SWB8ACMVA2 | SWP: Ois Jpy 1.700000 08-jul-2050_c | — | — | 07/08/2050 | -975,000,000.00 | 721,669.00 | 0.03 |
| SWB8ACMVA5 | SWP: Ois Jpy 1.700000 08-jul-2049 | — | — | 07/08/2049 | -940,000,000.00 | 637,111.00 | 0.03 |
| SWB8ABCXMZ | SWP: Eur 2.996000 20-mar-2033 - Recfix | — | — | 03/20/2033 | 19,945,000.00 | 707,085.00 | 0.03 |
| SWB8AD8V5E | SWP: Ois Sofr 3.637500 15-dec-2054_c | — | — | 12/15/2054 | -14,416,000.00 | 826,769.00 | 0.03 |
| SWB8AA9UC1 | Gazprom Pao Cds 20260620 | — | 1.0 | 06/20/2026 | -4,400,000.00 | 725,655.00 | 0.03 |
| SWB8AACE97 | Gazprom Pao Cds 20271220 | — | 1.0 | 12/20/2027 | -3,300,000.00 | 747,254.00 | 0.03 |
| BM93XY8 | Philippine Government International Bond | PHILIP | 1.75 | 04/28/2041 | 1,085,000.00 | 888,793.00 | 0.03 |
| BLPL1M3 | Malta Government Bond | MALTA | 1.2 | 05/13/2037 | 1,000,000.00 | 861,446.00 | 0.03 |
| BGP9616 | Citigroup Global Markets Holdings Inc/un | C | 3.79 | 09/28/2028 | 6,000,000.00 | 775,020.00 | 0.03 |
| BFMKYQ6 | Barclays Plc | BACR | 5.24 | 06/15/2028 | 1,000,000.00 | 653,983.00 | 0.03 |
| BDRVJG5 | Egypt Government International Bond | EGYPT | 4.75 | 04/16/2026 | 700,000.00 | 800,837.00 | 0.03 |
| 912810TG3 | United States Treasury Note/bond | T | 2.88 | 05/15/2052 | 1,000,000.00 | 693,437.00 | 0.03 |
| 912810TJ7 | United States Treasury Note/bond | T | 3.0 | 08/15/2052 | 1,000,000.00 | 710,781.00 | 0.03 |
| 912810TL2 | United States Treasury Note/bond | T | 4.0 | 11/15/2052 | 1,000,000.00 | 861,718.00 | 0.03 |
| 912810TN8 | United States Treasury Note/bond | T | 3.63 | 02/15/2053 | 1,000,000.00 | 804,531.00 | 0.03 |
| 912810TR9 | United States Treasury Note/bond | T | 3.63 | 05/15/2053 | 1,000,000.00 | 803,593.00 | 0.03 |
| 912810TT5 | United States Treasury Note/bond | T | 4.13 | 08/15/2053 | 1,000,000.00 | 880,312.00 | 0.03 |
| 912810UK2 | United States Treasury Note/bond | T | 4.75 | 05/15/2055 | 660,000.00 | 645,459.00 | 0.03 |
| B03Z6J2 | Autonomous Community Of Catalonia | GENCAT | 4.69 | 10/28/2034 | 598,000.00 | 713,023.00 | 0.03 |
| 983133AC3 | WYNN Resorts Finance Llc / Wynn Resorts | WYNFIN | 7.13 | 02/15/2031 | 820,000.00 | 872,003.00 | 0.03 |
| 983793AK6 | XPO Inc | XPO | 7.13 | 02/01/2032 | 735,000.00 | 765,185.00 | 0.03 |
| 92916WAA7 | VOYA Clo 2013-2 Ltd | INGIM | 5.55 | 04/25/2031 | 802,219.00 | 802,743.00 | 0.03 |
| B8X9D66 | Republic Of Poland Government Internatio | POLAND | 3.22 | 08/04/2034 | 100,000,000.00 | 722,350.00 | 0.03 |
| B8ADRJ0H5 | Clubcorp Holdings Inc | — | — | 04/30/2032 | 669,062.00 | 663,575.00 | 0.03 |
| B39GP15 | BANK Of America Corp | BAC | 8.13 | 06/02/2028 | 500,000.00 | 714,801.00 | 0.03 |
| B1VYMP6 | Region Of Umbria Italy | UMBRIA | 2.08 | 03/26/2031 | 653,948.00 | 708,993.00 | 0.03 |
| 35565TBD0 | Freddie Mac Stacr Remic Trust 2020-hqa5 | STACR | 8.35 | 11/25/2050 | 595,000.00 | 657,290.00 | 0.03 |
| 46591HBW9 | Jpmorgan Chase Bank Na - Cacln | CACLN | 28.35 | 09/25/2028 | 732,052.00 | 733,933.00 | 0.03 |
| 46649XAN7 | J.P. Morgan Chase Commercial Mortgage Se | JPMCC | 4.61 | 07/01/2031 | 3,249,000.00 | 738,498.00 | 0.03 |
| 43730VAC2 | HOME Re 2021-2 Ltd | HMIR | 7.15 | 01/25/2034 | 828,345.00 | 832,136.00 | 0.03 |
| 629377CU4 | NRG Energy Inc | NRG | 10.25 | 09/15/2173 | 650,000.00 | 716,963.00 | 0.03 |
| 62954HAY4 | NXP Bv / Nxp Funding Llc / Nxp Usa Inc | NXPI | 3.4 | 05/01/2030 | 725,000.00 | 685,652.00 | 0.03 |
| 90137LAN0 | 20 Times Square Trust 2018-20ts | TSQ | 3.1 | 05/01/2035 | 1,000,000.00 | 865,000.00 | 0.03 |
| 90137LAQ3 | 20 Times Square Trust 2018-20ts | TSQ | 3.1 | 05/01/2035 | 1,000,000.00 | 840,000.00 | 0.03 |
| 88033GDR8 | Tenet Healthcare Corp | THC | 4.38 | 01/15/2030 | 675,000.00 | 649,246.00 | 0.03 |
| 80282YAG1 | Santander Consumer Auto Receivables Trus | SCART | 1.57 | 01/15/2027 | 721,305.00 | 717,069.00 | 0.03 |
| 86773AAA9 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.49 | 10/30/2059 | 914,353.00 | 884,028.00 | 0.03 |
| 83368RBS0 | Societe Generale Sa | SOCGEN | 6.69 | 01/10/2034 | 805,000.00 | 862,359.00 | 0.03 |
| 68622TAA9 | Organon & Co / Organon Foreign Debt Co-i | OGN | 4.13 | 04/30/2028 | 800,000.00 | 756,818.00 | 0.03 |
| 63861CAA7 | Nationstar Mortgage Holdings Inc | COOP | 6.0 | 01/15/2027 | 735,000.00 | 735,762.00 | 0.03 |
| 04364VAK9 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 9.0 | 11/01/2027 | 579,000.00 | 704,478.00 | 0.03 |
| 07132ACC5 | Battalion Clo Viii Ltd | BATLN | 5.66 | 07/18/2030 | 707,470.00 | 708,175.00 | 0.03 |
| 07336MAA9 | Bayview Opportunity Master Fund Vii Trus | BVABS | 6.97 | 07/29/2032 | 795,731.00 | 796,924.00 | 0.03 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 838,283.00 | 828,661.00 | 0.03 |
| 17330RZL2 | Citigroup Global Markets Holdings Inc/un | C | 4.32 | 10/20/2057 | 885,000.00 | 865,177.00 | 0.03 |
| 15135UAX7 | Cenovus Energy Inc | CVECN | 3.75 | 02/15/2052 | 955,000.00 | 644,890.00 | 0.03 |
| 1248EPCK7 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 4.25 | 02/01/2031 | 723,000.00 | 659,766.00 | 0.03 |
| 225401AF5 | UBS Group Ag | UBS | 3.87 | 01/12/2029 | 900,000.00 | 885,620.00 | 0.03 |
| 25381MAA5 | Digicel International Finance Ltd / Difl | DIGDIF | 8.63 | 08/01/2032 | 775,000.00 | 780,657.00 | 0.03 |
| 35564KMH9 | Freddie Mac Stacr Remic Trust 2021-dna7 | STACR | 6.15 | 11/25/2041 | 830,000.00 | 835,967.00 | 0.03 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 6.0 | 01/25/2034 | 553,468.00 | 555,543.00 | 0.02 |
| 3245239 | United Kingdom Gilt | UKT | 4.25 | 03/07/2036 | 300,000.00 | 382,807.00 | 0.02 |
| 3137FLMX9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.71 | 02/01/2029 | 22,433,090.00 | 506,725.00 | 0.02 |
| 3137AYCV1 | Freddie Mac Remics | FHR | 3.5 | 02/01/2043 | 3,501,596.00 | 562,259.00 | 0.02 |
| 21873SAB4 | Coreweave Inc | CRWV | 9.25 | 06/01/2030 | 430,000.00 | 432,185.00 | 0.02 |
| 25470XBD6 | DISH Dbs Corp | DISH | 5.13 | 06/01/2029 | 575,000.00 | 419,407.00 | 0.02 |
| 233104AA6 | DCLI Bidco Llc | DIRCHA | 7.75 | 11/15/2029 | 425,000.00 | 433,526.00 | 0.02 |
| 161175CA0 | Charter Communications Operating Llc / C | CHTR | 3.9 | 06/01/2052 | 695,000.00 | 461,339.00 | 0.02 |
| 185899AQ4 | Cleveland-cliffs Inc | CLF | 6.88 | 11/01/2029 | 635,000.00 | 635,229.00 | 0.02 |
| 185899AR2 | Cleveland-cliffs Inc | CLF | 7.38 | 05/01/2033 | 395,000.00 | 385,207.00 | 0.02 |
| 19416QDD9 | Colgate-palmolive Co | CL | 4.3 | 08/22/2042 | 485,000.00 | 476,914.00 | 0.02 |
| 165167DG9 | Expand Energy Corp | EXE | 5.88 | 02/01/2029 | 600,000.00 | 601,845.00 | 0.02 |
| 097023CP8 | Boeing Co/the | BA | 3.25 | 02/01/2035 | 480,000.00 | 405,194.00 | 0.02 |
| 06050MAZ0 | BANK Of America Corp | BAC | 4.3 | 11/27/2040 | 519,000.00 | 516,109.00 | 0.02 |
| 05971KAG4 | Banco Santander Sa | SANTAN | 2.75 | 12/03/2030 | 600,000.00 | 533,602.00 | 0.02 |
| 67389JAB4 | Oaktown Re Vii Ltd | OMIR | 7.25 | 04/25/2034 | 497,210.00 | 501,905.00 | 0.02 |
| 6427476 | Tunisian Republic | TUNIS | 4.2 | 03/17/2031 | 100,000,000.00 | 571,949.00 | 0.02 |
| 68622TAB7 | Organon & Co / Organon Foreign Debt Co-i | OGN | 5.13 | 04/30/2031 | 525,000.00 | 454,118.00 | 0.02 |
| 74938KAA5 | RCKT Mortgage Trust 2024-ces5 | RCKT | 5.85 | 08/25/2044 | 590,308.00 | 592,765.00 | 0.02 |
| 80287DAE7 | Santander Drive Auto Receivables Trust 2 | SDART | 6.4 | 03/17/2031 | 500,000.00 | 515,034.00 | 0.02 |
| 88033GDB3 | Tenet Healthcare Corp | THC | 5.13 | 11/01/2027 | 455,000.00 | 453,326.00 | 0.02 |
| 89182JAA9 | TOWD Point Mortgage Trust 2024-ces2 | TPMT | 6.13 | 02/25/2064 | 395,259.00 | 397,491.00 | 0.02 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 537,906.00 | 538,834.00 | 0.02 |
| 55903VBW2 | Warnermedia Holdings Inc | WBD | 5.05 | 03/15/2042 | 800,000.00 | 534,771.00 | 0.02 |
| 62954HAX6 | NXP Bv / Nxp Funding Llc / Nxp Usa Inc | NXPI | 3.15 | 05/01/2027 | 575,000.00 | 561,631.00 | 0.02 |
| 57643LDJ2 | Mastr Asset Backed Securities Trust 2004 | MABS | 4.35 | 04/25/2034 | 586,163.00 | 577,952.00 | 0.02 |
| 556227AG1 | Eleven Madison Trust 2015-11md Mortgage | MAD | 3.55 | 09/01/2035 | 500,000.00 | 484,049.00 | 0.02 |
| 51889RAD1 | Laurel Road Prime Student Loan Trust 201 | LRK | — | 10/25/2048 | 1,209,887.00 | 432,046.00 | 0.02 |
| 44182YAB9 | Housing & Urban Development Corp Ltd Aid | AID | 4.68 | 09/15/2030 | 600,000.00 | 599,594.00 | 0.02 |
| 35566CBD6 | Freddie Mac Stacr Remic Trust 2020-dna6 | STACR | 7.35 | 12/25/2050 | 400,000.00 | 426,499.00 | 0.02 |
| 36962GQX5 | General Electric Co | GE | 4.28 | 10/16/2038 | 400,000.00 | 398,076.00 | 0.02 |
| B1RB7L2 | Brazilian Government International Bond | BRAZIL | 10.25 | 01/10/2028 | 2,890,000.00 | 494,286.00 | 0.02 |
| B1VR7D8 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2029 | 438,400.00 | 452,713.00 | 0.02 |
| B39VLH8 | Canadian Government Bond | CAN | 4.0 | 06/01/2041 | 650,000.00 | 490,414.00 | 0.02 |
| B8A9598C3 | Ferrellgas Escrow Llc 3/30/31 Preferred | — | 8.96 | 03/30/2031 | 633,000.00 | 633,000.00 | 0.02 |
| B8AC5MQN3 | Diamond Sports Grp Llc- Cs | — | — | — | 44,198.00 | 593,004.00 | 0.02 |
| B7G9849 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2040 | 377,714.00 | 432,621.00 | 0.02 |
| B6RTL75 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2030 | 501,102.00 | 587,583.00 | 0.02 |
| 92976QHD4 | Wachovia Bank Na | WFC | 4.3 | 11/27/2040 | 511,000.00 | 510,095.00 | 0.02 |
| 949746NG2 | Wells Fargo & Co | WFC | 4.3 | 07/06/2046 | 450,000.00 | 442,780.00 | 0.02 |
| B0XPK78 | Argentine Republic Government Internatio | ARGENT | 4.33 | 12/31/2033 | 436,270,956.00 | 459,270.00 | 0.02 |
| 912833X96 | United States Treasury Strip Coupon | S | — | 11/15/2035 | 800,000.00 | 500,374.00 | 0.02 |
| 912810UH9 | United States Treasury Inflation Indexed | TII | 2.38 | 02/15/2055 | 509,375.00 | 483,627.00 | 0.02 |
| 912810SJ8 | United States Treasury Note/bond | T | 2.25 | 08/15/2049 | 1,000,000.00 | 618,593.00 | 0.02 |
| 912810SK5 | United States Treasury Note/bond | T | 2.38 | 11/15/2049 | 1,000,000.00 | 634,687.00 | 0.02 |
| 912810SL3 | United States Treasury Note/bond | T | 2.0 | 02/15/2050 | 1,000,000.00 | 579,375.00 | 0.02 |
| 912810SN9 | United States Treasury Note/bond | T | 1.25 | 05/15/2050 | 1,000,000.00 | 473,750.00 | 0.02 |
| 912810SP4 | United States Treasury Note/bond | T | 1.38 | 08/15/2050 | 1,000,000.00 | 485,937.00 | 0.02 |
| 912810SS8 | United States Treasury Note/bond | T | 1.63 | 11/15/2050 | 1,000,000.00 | 519,062.00 | 0.02 |
| 912810SU3 | United States Treasury Note/bond | T | 1.88 | 02/15/2051 | 1,000,000.00 | 553,437.00 | 0.02 |
| 912810SY5 | United States Treasury Note/bond | T | 2.25 | 05/15/2041 | 545,000.00 | 392,400.00 | 0.02 |
| 912810SZ2 | United States Treasury Note/bond | T | 2.0 | 08/15/2051 | 1,000,000.00 | 567,812.00 | 0.02 |
| 912810TB4 | United States Treasury Note/bond | T | 1.88 | 11/15/2051 | 1,000,000.00 | 547,812.00 | 0.02 |
| 912810TD0 | United States Treasury Note/bond | T | 2.25 | 02/15/2052 | 1,000,000.00 | 601,718.00 | 0.02 |
| BFY1ZR5 | Petroleos Mexicanos | PEMEX | 5.35 | 02/12/2028 | 407,000.00 | 396,104.00 | 0.02 |
| BG37XZ5 | BANK Gospodarstwa Krajowego | BGOSK | 2.0 | 06/01/2030 | 506,000.00 | 551,993.00 | 0.02 |
| BM962D9 | Denmark Government Bond | DGB | 0.25 | 11/15/2052 | 5,000,000.00 | 395,597.00 | 0.02 |
| BL6KD56 | Andorra International Bond | ANDRRA | 1.25 | 05/06/2031 | 400,000.00 | 407,757.00 | 0.02 |
| BLGXTD5 | Verizon Communications Inc | VZ | 3.0 | 03/23/2031 | 1,000,000.00 | 578,539.00 | 0.02 |
| BLJ1CZ9 | Aflac Inc | AFL | 0.83 | 03/12/2035 | 100,000,000.00 | 571,803.00 | 0.02 |
| BJVQNP5 | Berkshire Hathaway Inc | BRK | 0.79 | 09/13/2034 | 100,000,000.00 | 580,287.00 | 0.02 |
| BJRCFR3 | Autonomous Region Of The Azores | AZORES | 0.49 | 10/01/2027 | 400,000.00 | 435,363.00 | 0.02 |
| BJJJM37 | Rogers Communications Inc | RCICN | 3.25 | 05/01/2029 | 700,000.00 | 498,734.00 | 0.02 |
| BJK16W9 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.85 | 07/01/2034 | 500,000.00 | 593,235.00 | 0.02 |
| BJK1TG4 | Denmark Government Bond | DGB | 0.5 | 11/15/2029 | 4,300,000.00 | 616,053.00 | 0.02 |
| SWB8ABBJCW | SWP: Ois Cad 3.500000 03-dec-2035_c | — | — | 12/03/2035 | 19,975,000.00 | 416,130.00 | 0.02 |
| SWB8A9FGHQ | Japan (government Of) Cds 20280620 | — | 1.0 | 06/20/2028 | 15,000,000.00 | 382,940.00 | 0.02 |
| SWB8A96CLV | SWP: Cny 2.810000 12-apr-2026 - Recfix | — | — | 04/12/2026 | 345,920,000.00 | 425,488.00 | 0.02 |
| SWB8ADC3D1 | SWP: Ois Sofr 3.719000 16-dec-2054_c | — | — | 12/16/2054 | -7,515,000.00 | 422,806.00 | 0.02 |
| SWB8ADK96E | SWP: Ois Eur 2.230870 15-feb-2034_c | — | — | 02/15/2034 | -28,839,500.00 | 443,245.00 | 0.02 |
| SWB8ADJNRN | Trswap: Tnote 2.375 15-may-27 08/12/2025 | — | — | 08/12/2025 | 57,900,000.00 | 421,129.00 | 0.02 |
| SWB8ADLRF1 | SWP: Ois Eur 2.191620 15-feb-2034_c | — | — | 02/15/2034 | -26,060,000.00 | 491,637.00 | 0.02 |
| SWB8ADQ5NE | Scds: (argent) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 511,872.00 | 0.02 |
| SWB8ABHZLM | SWP: Krw 3.200000 10-mar-2035_c | — | — | 03/10/2035 | 12,166,000,000.00 | 432,976.00 | 0.02 |
| SWB8ACMUHF | SWP: Ois Sofr 4.750000 11-may-2026_c | — | — | 05/11/2026 | 139,215,000.00 | 575,592.00 | 0.02 |
| SWB8AC4T0R | SWP: Ois Gbp 4.058780 07-jun-2028 | — | — | 06/07/2028 | 30,750,000.00 | 428,987.00 | 0.02 |
| CNBMW3JT2 | China Government Bond | CGB | 4.29 | 05/22/2029 | 3,500,000.00 | 533,588.00 | 0.02 |
| CNFR001400 | BPCE Sa | BPCEGP | 3.61 | 01/25/2029 | 4,000,000.00 | 564,704.00 | 0.02 |
| CNHK000068 | SUN Hung Kai Properties Capital Market L | — | 3.16 | 01/25/2028 | 4,000,000.00 | 562,662.00 | 0.02 |
| CNBZ1NFP2 | China Government Bond | CGB | 3.31 | 11/30/2025 | 4,000,000.00 | 557,935.00 | 0.02 |
| CNB7SBXC6 | Export-import Bank Of China/the | EXIMCH | 4.15 | 06/18/2027 | 4,000,000.00 | 579,990.00 | 0.02 |
| BZ8VHW0 | Bonos De La Tesoreria De La Republica En | BTPCL | 5.0 | 03/01/2035 | 505,000,000.00 | 496,836.00 | 0.02 |
| BYXM6L3 | Aflac Inc | AFL | 0.93 | 01/25/2027 | 80,000,000.00 | 527,815.00 | 0.02 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2038 | 862,000.00 | 613,109.00 | 0.02 |
| CNXS259701 | Royal Bank Of Canada | RY | 3.65 | 03/10/2026 | 3,000,000.00 | 420,261.00 | 0.02 |
| JP585800EM | Uruguay Government International Bond | URUGUA | 1.32 | 12/09/2036 | 100,000,000.00 | 565,649.00 | 0.02 |
| G2770C100 | Digicel Intl Fin Ltd Common Equity | — | — | — | 59,495.00 | 475,960.00 | 0.02 |
| OEU5 COMDT | Euro-bobl Future Sep25 | OEU5 | — | 09/08/2025 | -105,590,705.00 | 547,865.00 | 0.02 |
| P_51888810 | Laurel Road Prime Student Loan Trust 201 | — | — | 02/25/2043 | 3,430,000.00 | 492,598.00 | 0.02 |
| P_51888JAA | Laurel Road Prime Student Loan Trust 201 | — | 3.58 | 08/25/2043 | 480,939.00 | 465,606.00 | 0.02 |
| PTRAAJOM00 | Autonomous Region Of The Azores | AZORES | 3.72 | 10/17/2028 | 400,000.00 | 466,216.00 | 0.02 |
| SFRU5 COMD | 3 MOnth Sofr Fut Sep25 | SFRU5 | — | 12/16/2025 | -83,554,963.00 | 592,668.00 | 0.02 |
| BRJG676 | Aircraft Finance Co Ltd | EXIMCH | 4.1 | 03/29/2026 | 549,356.00 | 545,126.00 | 0.02 |
| BPGL2Q1 | Autonomous Region Of The Azores | AZORES | 2.16 | 04/06/2032 | 500,000.00 | 528,673.00 | 0.02 |
| BN6V1J3 | Israel Electric Corp Ltd | ISRELE | 3.75 | 02/22/2032 | 600,000.00 | 541,500.00 | 0.02 |
| BMQ5WY0 | Deutsche Bahn Ag | DBHNGR | 1.99 | 07/08/2030 | 1,000,000.00 | 567,903.00 | 0.02 |
| BMTRT97 | Denmark Government Bond | DGB | 1.75 | 11/15/2025 | 3,520,000.00 | 537,675.00 | 0.02 |
| BMVH0W5 | Autonomous Region Of The Azores | AZORES | 1.1 | 09/27/2036 | 600,000.00 | 510,272.00 | 0.02 |
| BMCLZY3 | Aflac Inc | AFL | 0.5 | 12/17/2029 | 100,000,000.00 | 626,737.00 | 0.02 |
| XS26457324 | Hydro-quebec | QHEL | 5.13 | 09/30/2173 | 500,000.00 | 403,787.00 | 0.02 |
| SWB8ADTZ4X | SWP: Brl Di Ois Jan 31 14.34_c | — | — | 01/02/2031 | 106,840,967.00 | 538,560.00 | 0.02 |
| SWB8ADQ7C5 | Scds: (argent) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 511,872.00 | 0.02 |
| UXYU5 COMD | US 10yr Ultra Fut Sep25 | UXYU5 | — | 09/19/2025 | 125,855,953.00 | 595,141.00 | 0.02 |
| SWTRE8ADW3 | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 08/13/2025 | 45,637,000.00 | 467,779.00 | 0.02 |
| TYU5 COMDT | US 10yr Note (cbt)sep25 | TYU5 | — | 09/19/2025 | 55,864,438.00 | 488,567.00 | 0.02 |
| SWB8ADSFG5 | SWP: Ois Jpy 0.609000 11-apr-2028_c | — | — | 04/11/2028 | -6,295,000,000.00 | 290,589.00 | 0.01 |
| SWTRE8ADYB | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 08/29/2025 | 56,495,000.00 | 242,261.00 | 0.01 |
| SWB8ADWXEE | Scds: (pemex) | — | 1.0 | 06/20/2030 | -1,800,000.00 | 183,987.00 | 0.01 |
| SWTRE8ADJN | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 08/12/2025 | 57,900,000.00 | 297,943.00 | 0.01 |
| SWTRE8ADJN | TRS On Fi Credit Bond Leg Accrual | — | 0.75 | 08/12/2025 | 93,700,000.00 | 240,106.00 | 0.01 |
| SWB8ADQ7BY | Scds: (egypt) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 290,450.00 | 0.01 |
| SWB8ADQ7GN | Scds: (colom) | — | 1.0 | 06/20/2030 | -7,000,000.00 | 301,466.00 | 0.01 |
| SWB8ADQ7HB | Scds: (ivycst) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 210,812.00 | 0.01 |
| SWB8ADQ7DD | Scds: (ngeria) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 297,423.00 | 0.01 |
| SWB8ADQ7EP | Scds: (brazil) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 183,053.00 | 0.01 |
| SWB8ADQ7HP | Scds: (soaf) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 327,096.00 | 0.01 |
| XS23030893 | Ecuador Social Bond Sarl | ECUASO | 0.35 | 01/30/2035 | 16,320,000.00 | 283,968.00 | 0.01 |
| XS24186943 | Lsf11 Boson Investments Sarl Compartment | ERLS | 4.05 | 11/25/2060 | 232,087.00 | 258,164.00 | 0.01 |
| TUU5 COMDT | US 2yr Note (cbt) Sep25 | TUU5 | — | 09/30/2025 | -39,534,016.00 | 134,061.00 | 0.01 |
| XS09430017 | Morgan Stanley | MS | 0.5 | 06/26/2043 | 16,700,000.00 | 157,677.00 | 0.01 |
| XS09686043 | Morgan Stanley | MS | 0.5 | 09/25/2043 | 33,900,000.00 | 311,368.00 | 0.01 |
| XS19617918 | Cooperatieve Rabobank Ua | RABOBK | — | 03/11/2039 | 22,000,000.00 | 281,860.00 | 0.01 |
| XS31346027 | Boots Group Finco Lp | BOOTFN | 7.38 | 08/31/2032 | 225,000.00 | 302,321.00 | 0.01 |
| BMD24S2 | Republic Of Poland Government Bond | POLGB | 1.75 | 04/25/2032 | 1,000,000.00 | 217,040.00 | 0.01 |
| BMCD7M1 | Republic Of Poland Government Bond | POLGB | 0.25 | 10/25/2026 | 1,000,000.00 | 254,374.00 | 0.01 |
| BMY71M9 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2042 | 300,000.00 | 178,254.00 | 0.01 |
| BMY71Y1 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2049 | 300,000.00 | 129,599.00 | 0.01 |
| BMY7204 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2048 | 300,000.00 | 135,773.00 | 0.01 |
| BMY7260 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2047 | 300,000.00 | 140,603.00 | 0.01 |
| BMY7282 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2046 | 300,000.00 | 147,464.00 | 0.01 |
| BMY72C6 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2045 | 300,000.00 | 152,131.00 | 0.01 |
| BMY72D7 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2044 | 300,000.00 | 159,724.00 | 0.01 |
| BMY72F9 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2043 | 300,000.00 | 166,852.00 | 0.01 |
| BNT9FB4 | Mexican Udibonos | MUDI | 3.25 | 11/12/2043 | 8,526,136.00 | 358,572.00 | 0.01 |
| BNXFRG7 | African Export-import Bank/the | AFREXI | 3.8 | 05/17/2031 | 300,000.00 | 260,250.00 | 0.01 |
| BPH0XS6 | Italy Buoni Poliennali Del Tesoro | BTPS | 4.2 | 03/01/2034 | 250,000.00 | 304,751.00 | 0.01 |
| BPCVK05 | ADCB Finance Cayman Ltd | ADCBUH | 8.16 | 04/29/2029 | 3,000,000,000.00 | 187,334.00 | 0.01 |
| BPWCC24 | Republic Of Poland Government Bond | POLGB | 6.0 | 10/25/2033 | 1,000,000.00 | 279,497.00 | 0.01 |
| BPP3309 | Republic Of Poland Government Bond | POLGB | 3.75 | 05/25/2027 | 1,000,000.00 | 264,060.00 | 0.01 |
| BQS94C0 | Republic Of Poland Government Bond | POLGB | — | 10/25/2025 | 1,000,000.00 | 264,314.00 | 0.01 |
| BQB74V0 | Denmark I/l Government Bond | DGBI | 0.1 | 11/15/2034 | 1,025,748.00 | 146,635.00 | 0.01 |
| BPXYTR3 | Republic Of Poland Government Bond | POLGB | — | 04/25/2026 | 1,000,000.00 | 258,861.00 | 0.01 |
| BRJH2Z9 | Republic Of Poland Government Bond | POLGB | 5.0 | 10/25/2034 | 1,000,000.00 | 259,568.00 | 0.01 |
| BS2K7W4 | GPS Blue Financing Dac | GPSBLU | 5.65 | 11/09/2041 | 240,000.00 | 234,000.00 | 0.01 |
| BRC2M17 | Republic Of Poland Government Bond | POLGB | 4.75 | 07/25/2029 | 1,000,000.00 | 266,974.00 | 0.01 |
| BYNFS50 | Bonos De La Tesoreria De La Republica | BTUCL | 2.0 | 03/01/2035 | 195,869,750.00 | 192,523.00 | 0.01 |
| BYPB782 | Societe Generale Sa | SOCGEN | 5.0 | 05/19/2027 | 220,000.00 | 140,899.00 | 0.01 |
| BT5F7M3 | Chile Government International Bond | CHILE | 3.88 | 07/09/2031 | 200,000.00 | 234,302.00 | 0.01 |
| LU654GAUHS | Jpy/usd Fwd 20251022 Midlgb22 | JPY | — | 10/22/2025 | -1,469,803,689.00 | 136,017.00 | 0.01 |
| CNXS264176 | Morgan Stanley Finance Llc | — | 3.46 | 08/10/2028 | 2,000,000.00 | 286,492.00 | 0.01 |
| E3PFU97F7N | Sek/usd Fwd 20251022 Citius33 | SEK | — | 10/22/2025 | -86,566,463.00 | 179,856.00 | 0.01 |
| ECU5 CURNC | EURO Fx Curr Fut Sep25 | ECU5 | — | 09/15/2025 | -69,336,025.00 | 181,726.00 | 0.01 |
| BYZT8S3 | BNP Paribas Sa | BNP | 4.63 | 03/09/2027 | 370,000.00 | 236,456.00 | 0.01 |
| BYZTNT9 | Republic Of Poland Government Bond | POLGB | 2.5 | 07/25/2026 | 1,000,000.00 | 262,406.00 | 0.01 |
| CNB898M93 | China Government Bond | CGB | 3.48 | 06/29/2027 | 2,000,000.00 | 287,619.00 | 0.01 |
| CNBN13L38 | QNB Finance Ltd | QNBK | 3.95 | 11/17/2027 | 1,300,000.00 | 186,502.00 | 0.01 |
| CNBN4NP55 | Emirates Nbd Bank Pjsc | EBIUH | 4.05 | 09/24/2025 | 2,400,000.00 | 333,847.00 | 0.01 |
| CNBN6HMJ8 | HSBC Holdings Plc | HSBC | 3.4 | 06/29/2027 | 1,000,000.00 | 140,441.00 | 0.01 |
| SWB8AC7N0Q | Petroleos Mexicanos Cds 20291220 | — | 1.0 | 12/20/2029 | -4,050,000.00 | 355,215.00 | 0.01 |
| SWB8ACK8PR | SWP: Ois Sofr 4.861000 23-apr-2026 | — | — | 04/23/2026 | 71,770,000.00 | 320,964.00 | 0.01 |
| SWB8ACK981 | SWP: Ois Thb 2.855000 23-apr-2034 | — | — | 04/23/2034 | 110,000,000.00 | 370,762.00 | 0.01 |
| SWB8ACKGLK | China Peoples Republic Of (government) C | — | 1.0 | 06/20/2029 | 13,390,000.00 | 338,527.00 | 0.01 |
| SWB8ACMVGC | SWP: Ois Eur 2.650000 11-may-2034 | — | — | 05/11/2034 | 12,390,000.00 | 261,807.00 | 0.01 |
| SWB8ACMVPA | Petroleos Mexicanos Cds 20270920 | — | 1.0 | 09/20/2027 | -4,500,000.00 | 140,312.00 | 0.01 |
| SWB8ACPEX3 | SWP: Krw 3.417500 30-may-2034 | — | — | 05/30/2034 | 8,100,000,000.00 | 377,859.00 | 0.01 |
| SWB8ABRS36 | SWP: Ois Cny 2.515000 31-jul-2030 | — | — | 07/31/2030 | 34,800,000.00 | 219,537.00 | 0.01 |
| SWB8AC39V2 | SWP: Krw 3.610000 24-nov-2033 | — | — | 11/24/2033 | 2,640,000,000.00 | 146,354.00 | 0.01 |
| SWB8AC3RB7 | United Kingdom Of Great Britain And Nort | — | 1.0 | 12/20/2028 | 5,000,000.00 | 147,748.00 | 0.01 |
| SWB8AC4J38 | SWP: Ois Cny 2.400000 06-dec-2028 | — | — | 12/06/2028 | 69,650,000.00 | 275,126.00 | 0.01 |
| SWB8ABFTE7 | SWP: Krw 3.135000 19-apr-2028 - Recfix | — | — | 04/19/2028 | 19,850,000,000.00 | 276,335.00 | 0.01 |
| SWB8ABG29F | SWP: Sar 4.495000 26-apr-2033 - Payfix | — | — | 04/26/2033 | -49,500,000.00 | 222,950.00 | 0.01 |
| SWB8ABQ07S | SWP: Ois Cny 2.4550000 12-jul-2028 | — | — | 07/12/2028 | 75,000,000.00 | 278,986.00 | 0.01 |
| SWB8ADLCBJ | SWP: Ois Eur 2.258100 15-feb-2034_c | — | — | 02/15/2034 | -19,744,800.00 | 255,574.00 | 0.01 |
| SWB8ADQ5NQ | Scds: (ngeria) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 297,423.00 | 0.01 |
| SWB8ADQ5PE | Scds: (brazil) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 183,053.00 | 0.01 |
| SWB8ADQ5RR | Scds: (colom) | — | 1.0 | 06/20/2030 | -7,000,000.00 | 301,466.00 | 0.01 |
| SWB8ADQ5RX | Scds: (ivycst) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 210,812.00 | 0.01 |
| SWB8ADQ5MQ | Scds: (egypt) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 290,450.00 | 0.01 |
| SWB8ADQ5VB | Scds: (soaf) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 327,096.00 | 0.01 |
| SWB8ADBZ90 | SWP: Ois Thb 2.173000 16-dec-2034_c | — | — | 12/16/2034 | 204,200,000.00 | 335,523.00 | 0.01 |
| SWB8ADJC36 | SWP: Ois Sofr 3.926820 15-nov-2052_c | — | — | 11/15/2052 | -7,443,000.00 | 172,430.00 | 0.01 |
| SWB8AD8V5H | SWP: Ois Sofr 3.910500 10-dec-2034_c | — | — | 12/10/2034 | 16,570,000.00 | 143,648.00 | 0.01 |
| SWB8AD7UDY | SWP: Krw 3.000000 08-nov-2039_c | — | — | 11/08/2039 | 11,100,000,000.00 | 329,582.00 | 0.01 |
| SWB8ACVVY1 | SWP: Ois Cny 1.872500 23-jul-2029_c | — | — | 07/23/2029 | 95,000,000.00 | 166,723.00 | 0.01 |
| SWB8A8TXC3 | SWP: Ois Cny 2.660000 05-jan-2026 - Recf | — | — | 01/05/2026 | 192,490,000.00 | 127,492.00 | 0.01 |
| SWB8A9HFJ6 | SWP: Ois Jpy 0.200000 08-jul-2038 - Payf | — | — | 07/08/2038 | -285,000,000.00 | 308,417.00 | 0.01 |
| SWB8A9X0FZ | Greece Republic Of (government) Cds 2029 | — | 1.0 | 12/20/2029 | 5,000,000.00 | 174,060.00 | 0.01 |
| SWB8A9X2BF | SWP: Ois Cny 2.700000 02-nov-2031 - Recf | — | — | 11/02/2031 | 30,000,000.00 | 274,566.00 | 0.01 |
| SWB8A8QZF3 | SWP: Cny 2.855000 09-dec-2025 - Recfix | — | — | 12/09/2025 | 200,000,000.00 | 129,664.00 | 0.01 |
| SFRM5 COMD | 3 MOnth Sofr Fut Jun25 | SFRM5 | — | 09/16/2025 | -83,443,719.00 | 344,832.00 | 0.01 |
| SWB8ABA50P | SWP: Eur 2.960000 24-feb-2043 - Recfix | — | — | 02/24/2043 | 15,130,000.00 | 222,160.00 | 0.01 |
| SWB8AA9DP8 | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -1,000,000.00 | 209,829.00 | 0.01 |
| SWB8AACEDW | Gazprom Pao Cds 20251220 | — | 1.0 | 12/20/2025 | -2,000,000.00 | 128,085.00 | 0.01 |
| BJHC614 | Republic Of Poland Government Bond | POLGB | 2.75 | 10/25/2029 | 1,000,000.00 | 247,086.00 | 0.01 |
| BKF1VJ3 | Credit Agricole Sa | ACAFP | 4.2 | 05/29/2034 | 400,000.00 | 245,805.00 | 0.01 |
| BK8PQ75 | Autonomous Region Of The Azores | AZORES | 1.01 | 06/15/2029 | 300,000.00 | 317,924.00 | 0.01 |
| BM9GGQ0 | Republic Of Poland Government Bond | POLGB | 1.25 | 10/25/2030 | 1,000,000.00 | 223,037.00 | 0.01 |
| BL4938314 | MAIN Street Sports Group | DSPORT | 12.0 | 01/02/2028 | 302,476.00 | 263,154.00 | 0.01 |
| BKRVWW1 | Mexico Government International Bond | MEX | 5.63 | 03/19/2114 | 340,000.00 | 304,920.00 | 0.01 |
| BGLKN34 | Suzano Austria Gmbh | SUZANO | 6.0 | 01/15/2029 | 200,000.00 | 205,262.00 | 0.01 |
| BH6XZY0 | Republic Of South Africa Government Bond | SACPI | 2.5 | 03/31/2046 | 5,394,795.00 | 193,774.00 | 0.01 |
| BFXY4Q7 | Goldman Sachs Group Inc/the | GS | 4.5 | 05/16/2028 | 210,000.00 | 134,757.00 | 0.01 |
| BFB5MM4 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 389,000.00 | 377,524.00 | 0.01 |
| BF4ZW54 | Cassa Del Trentino Spa | CASDEL | 1.16 | 06/17/2026 | 315,852.00 | 356,253.00 | 0.01 |
| BDRZS93 | Republic Of Poland Government Bond | POLGB | 2.75 | 04/25/2028 | 1,000,000.00 | 255,600.00 | 0.01 |
| BDHDCF1 | Republic Of Poland Government Bond | POLGB | 2.5 | 07/25/2027 | 1,000,000.00 | 257,677.00 | 0.01 |
| BD6T7G6 | QNB Finance Ltd | QNBK | 4.9 | 02/01/2028 | 250,000.00 | 161,621.00 | 0.01 |
| BBDRPJ8 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2041 | 436,000.00 | 268,150.00 | 0.01 |
| BBG014163V | Sfrz5p 96 Pit | SFRZ5P 96 | — | 12/12/2025 | 970,000.00 | 167,325.00 | 0.01 |
| 912833XP0 | United States Treasury Strip Coupon | S | — | 08/15/2029 | 345,000.00 | 293,533.00 | 0.01 |
| 912834JB5 | United States Treasury Strip Coupon | S | — | 08/15/2040 | 800,000.00 | 380,296.00 | 0.01 |
| B00NY17 | United Kingdom Gilt | UKT | 4.75 | 12/07/2038 | 100,000.00 | 130,599.00 | 0.01 |
| 95000FAX4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.91 | 07/01/2048 | 24,000,000.00 | 142,452.00 | 0.01 |
| 95000HBK7 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.97 | 10/01/2049 | 20,910,000.00 | 195,228.00 | 0.01 |
| B7RN0G6 | United Kingdom Inflation-linked Gilt | UKTI | 0.13 | 03/22/2044 | 166,197.00 | 150,827.00 | 0.01 |
| B7KJD73 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2038 | 268,268.00 | 296,932.00 | 0.01 |
| B762644 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2031 | 169,091.00 | 197,713.00 | 0.01 |
| B7860W0 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2032 | 158,339.00 | 184,364.00 | 0.01 |
| B7J99D2 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2039 | 318,913.00 | 349,895.00 | 0.01 |
| B7JR3H8 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2036 | 131,108.00 | 147,974.00 | 0.01 |
| B7JVY99 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2035 | 199,408.00 | 226,881.00 | 0.01 |
| B8AD2HEC2 | Codere Group Topco S.a. A1 Equity | — | — | — | 5,833.00 | 133,132.00 | 0.01 |
| B8AD2HEJ7 | Codere Group Topco S.a. A2 Equity | — | — | — | 8,212.00 | 187,430.00 | 0.01 |
| B3DZR12 | Republic Of Poland Government Bond | POLGB | 5.75 | 04/25/2029 | 1,000,000.00 | 276,330.00 | 0.01 |
| B3FNDZ0 | Denmark Government Bond | DGB | 4.5 | 11/15/2039 | 1,800,000.00 | 331,610.00 | 0.01 |
| B3KJDS6 | United Kingdom Gilt | UKT | 4.25 | 09/07/2039 | 180,000.00 | 220,812.00 | 0.01 |
| B4TTTF3 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2037 | 157,019.00 | 175,695.00 | 0.01 |
| B4ZBYW5 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2029 | 194,141.00 | 227,646.00 | 0.01 |
| B66QMY1 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2041 | 300,072.00 | 342,529.00 | 0.01 |
| B606K21 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2037 | 168,000.00 | 127,620.00 | 0.01 |
| B609GB1 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2035 | 168,000.00 | 139,616.00 | 0.01 |
| B3MTSW3 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2036 | 168,000.00 | 133,136.00 | 0.01 |
| 39571MAD0 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.67 | 06/25/2059 | 146,089.00 | 148,530.00 | 0.01 |
| 527298CB7 | Level 3 Financing Inc | LVLT | 4.88 | 06/15/2029 | 200,000.00 | 188,025.00 | 0.01 |
| 479281AA5 | Johnsonville Aeroderivative Combustion T | JACTGL | 5.08 | 10/01/2054 | 273,300.00 | 258,239.00 | 0.01 |
| 55903VBU6 | Warnermedia Holdings Inc | WBD | 5.14 | 03/15/2052 | 388,000.00 | 240,103.00 | 0.01 |
| 88033GDH0 | Tenet Healthcare Corp | THC | 4.63 | 06/15/2028 | 275,000.00 | 270,349.00 | 0.01 |
| 79546VAQ9 | Sally Holdings Llc / Sally Capital Inc | SBH | 6.75 | 03/01/2032 | 285,000.00 | 292,655.00 | 0.01 |
| 80282Y205 | Santander Consumer Auto Receivables Trus | SCART | — | 08/15/2028 | 6,000.00 | 372,438.00 | 0.01 |
| 87724RAJ1 | Taylor Morrison Communities Inc | TMHC | 5.13 | 08/01/2030 | 150,000.00 | 147,859.00 | 0.01 |
| 71656MBQ1 | Petroleos Mexicanos | PEMEX | 6.5 | 03/13/2027 | 194,000.00 | 194,076.00 | 0.01 |
| 698299BW3 | Panama Government International Bond | PANAMA | 6.88 | 01/31/2036 | 300,000.00 | 301,050.00 | 0.01 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 5.22 | 01/25/2048 | 336,128.00 | 329,438.00 | 0.01 |
| 651229BE5 | Newell Brands Inc | NWL | 6.63 | 05/15/2032 | 185,000.00 | 176,986.00 | 0.01 |
| 651229BF2 | Newell Brands Inc | NWL | 6.38 | 05/15/2030 | 365,000.00 | 354,782.00 | 0.01 |
| 67112MAA3 | OZLM Xx Ltd | OZLM | 5.64 | 04/20/2031 | 364,928.00 | 365,187.00 | 0.01 |
| 63861CAD1 | Nationstar Mortgage Holdings Inc | COOP | 5.13 | 12/15/2030 | 225,000.00 | 226,385.00 | 0.01 |
| 071734AD9 | Bausch Health Cos Inc | BHCCN | 7.0 | 01/15/2028 | 375,000.00 | 327,656.00 | 0.01 |
| 071734AN7 | Bausch Health Cos Inc | BHCCN | 4.88 | 06/01/2028 | 300,000.00 | 265,500.00 | 0.01 |
| 161546GB6 | Chase Funding Trust Series 2003-4 | CFAB | 4.35 | 05/25/2033 | 250,727.00 | 247,726.00 | 0.01 |
| 097751BX8 | Bombardier Inc | BBDBCN | 6.0 | 02/15/2028 | 150,000.00 | 150,562.00 | 0.01 |
| 20754XAC7 | Connecticut Avenue Securities Trust 2024 | CAS | 6.05 | 07/25/2044 | 250,000.00 | 250,995.00 | 0.01 |
| 20754KAF8 | Connecticut Avenue Securities Trust 2021 | CAS | 7.65 | 11/25/2041 | 260,000.00 | 266,244.00 | 0.01 |
| 20754LAF6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.5 | 12/25/2041 | 340,000.00 | 348,702.00 | 0.01 |
| 25470XBB0 | DISH Dbs Corp | DISH | 7.38 | 07/01/2028 | 475,000.00 | 364,492.00 | 0.01 |
| 26982EAA4 | Eagle Re 2023-1 Ltd | EMIR | 6.35 | 09/26/2033 | 323,235.00 | 323,965.00 | 0.01 |
| 3137BEWS9 | Freddie Mac Multifamily Structured Pass | FHMS | 2.08 | 02/01/2032 | 5,134,329.00 | 313,241.00 | 0.01 |
| 3137BSP98 | Freddie Mac Multifamily Structured Pass | FHMS | 0.9 | 08/01/2026 | 37,284,191.00 | 263,338.00 | 0.01 |
| 29445FAR9 | Equifirst Mortgage Loan Trust 2004-1 | EMLT | 4.35 | 01/25/2034 | 310,759.00 | 304,381.00 | 0.01 |
| 345397XL2 | FORD Motor Credit Co Llc | F | 4.13 | 08/04/2025 | 200,000.00 | 200,000.00 | 0.01 |
| 315293308 | Ferrellgas Partners Lp | FGPRB | — | — | 2,731.00 | 361,036.00 | 0.01 |
| 35564KLU1 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 7.75 | 10/25/2041 | 320,000.00 | 328,436.00 | 0.01 |
| 35564KKK4 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 7.7 | 09/25/2041 | 150,000.00 | 153,209.00 | 0.01 |
| 35564KWT2 | Freddie Mac Stacr Remic Trust 2022-dna4 | STACR | 7.7 | 05/25/2042 | 300,000.00 | 311,999.00 | 0.01 |
| 35564KQC6 | Freddie Mac Stacr Remic Trust 2022-dna1 | STACR | 6.85 | 01/25/2042 | 100,000.00 | 101,834.00 | 0.00 |
| 35564KKY4 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 5.85 | 10/25/2041 | 89,764.00 | 90,161.00 | 0.00 |
| 2QIP46HJNL | Hkd/usd Fwd 20260702 Midlgb22 | HKD | — | 07/02/2026 | -77,280,000.00 | 370.00 | 0.00 |
| 3136A85Q9 | Fannie Mae Remics | FNR | 3.5 | 09/01/2027 | 259,959.00 | 2,251.00 | 0.00 |
| 29429EAG6 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 1.31 | 07/01/2049 | 9,100,000.00 | 82,378.00 | 0.00 |
| 3137BMTY2 | Freddie Mac Multifamily Structured Pass | FHMS | 0.61 | 11/01/2025 | 3,806,714.00 | 4,550.00 | 0.00 |
| 3137BN6H2 | Freddie Mac Multifamily Structured Pass | FHMS | 0.88 | 12/01/2025 | 37,349,306.00 | 77,122.00 | 0.00 |
| 3137BNGU2 | Freddie Mac Multifamily Structured Pass | FHMS | 1.18 | 01/01/2026 | 24,874,277.00 | 86,828.00 | 0.00 |
| 260543BY8 | DOW Chemical Co/the | DOW | 9.4 | 05/15/2039 | 88,000.00 | 113,096.00 | 0.00 |
| 25381HAD0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 351,194.00 | 35.00 | 0.00 |
| 25381HAM0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 236,373.00 | 0.00 | 0.00 |
| 20754RAB2 | Connecticut Avenue Securities Trust 2021 | CAS | 5.9 | 10/25/2041 | 87,468.00 | 87,739.00 | 0.00 |
| 195325BB0 | Colombia Government International Bond | COLOM | 10.38 | 01/28/2033 | 19,000.00 | 22,510.00 | 0.00 |
| 1O9DAVS0BV | Myr/usd Fwd 20250917 Barcus33 | MYR | — | 09/17/2025 | 23,243,098.00 | -70,197.00 | 0.00 |
| 0F0721204V | Sgd/usd Fwd 20250917 00187 | SGD | — | 09/17/2025 | 7,532,454.00 | -68,557.00 | 0.00 |
| 12591QAA0 | COMM 2014-ubs4 Mortgage Trust | COMM | 0.21 | 08/01/2047 | 50,000,000.00 | 108,525.00 | 0.00 |
| 17290XAZ3 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 0.68 | 04/01/2049 | 33,868,000.00 | 64,542.00 | 0.00 |
| 173080201 | Citigroup Capital Xiii | C | 10.94 | 10/30/2040 | 4,000.00 | 117,880.00 | 0.00 |
| 17322MBC9 | Citigroup Commercial Mortgage Trust 2014 | CGCMT | — | 05/01/2047 | 6,762,264.00 | 67.00 | 0.00 |
| 071734AM9 | Bausch Health Cos Inc | BHCCN | 5.0 | 02/15/2029 | 175,000.00 | 120,926.00 | 0.00 |
| 071734AK3 | Bausch Health Cos Inc | BHCCN | 6.25 | 02/15/2029 | 25,000.00 | 17,691.00 | 0.00 |
| 097751BT7 | Bombardier Inc | BBDBCN | 7.88 | 04/15/2027 | 80,000.00 | 80,200.00 | 0.00 |
| 06849UAD7 | Barrick Pd Australia Finance Pty Ltd | ABXCN | 5.95 | 10/15/2039 | 50,000.00 | 51,358.00 | 0.00 |
| 03072SCJ2 | Ameriquest Mort Sec Inc Ass Bk Pas Thr C | AMSI | 4.35 | 08/25/2032 | 82,935.00 | 82,300.00 | 0.00 |
| 03072SCW3 | Asset-backed Pass Through Certificates 2 | AMSI | 4.35 | 08/25/2032 | 54,401.00 | 56,254.00 | 0.00 |
| 674599DF9 | Occidental Petroleum Corp | OXY | 6.45 | 09/15/2036 | 35,000.00 | 35,633.00 | 0.00 |
| 6OO9R72I4J | Thb/usd Fwd 20250917 Midlgb22 | THB | — | 09/17/2025 | 183,378,622.00 | -16,997.00 | 0.00 |
| 71656MBK4 | Petroleos Mexicanos | PEMEX | 6.88 | 08/04/2026 | 30,000.00 | 29,952.00 | 0.00 |
| 71656MBM0 | Petroleos Mexicanos | PEMEX | 6.75 | 09/21/2047 | 28,000.00 | 21,689.00 | 0.00 |
| 841215AA4 | Southaven Combined Cycle Generation Llc | SCCGLL | 3.85 | 08/15/2033 | 9,004.00 | 8,626.00 | 0.00 |
| 88732JAJ7 | TIME Warner Cable Llc | CHTR | 6.55 | 05/01/2037 | 20,000.00 | 20,569.00 | 0.00 |
| 89156HAA5 | TOTE Shipholdings Llc | TOTSHP | 3.4 | 10/16/2040 | 79,000.00 | 69,278.00 | 0.00 |
| 61746WWR7 | Morgan Stanley Dean Witter Capital I Inc | MSDWC | 4.35 | 02/25/2033 | 28,898.00 | 28,975.00 | 0.00 |
| 50SEO5MOJH | Dkk/usd Fwd 20251022 Citius33 | DKK | — | 10/22/2025 | 9,828,152.00 | -39,151.00 | 0.00 |
| 513272AD6 | LAMB Weston Holdings Inc | LW | 4.13 | 01/31/2030 | 75,000.00 | 71,266.00 | 0.00 |
| 53079EBJ2 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 10/15/2050 | 90,000.00 | 66,637.00 | 0.00 |
| 5204692 | Svensk Exportkredit Ab | SEK | — | 06/25/2027 | 1,400,000.00 | 66,217.00 | 0.00 |
| 50077LAZ9 | Kraft Heinz Foods Co | KHC | 4.88 | 10/01/2049 | 15,000.00 | 12,530.00 | 0.00 |
| 37E30MCHFB | Cny/usd Fwd 20250917 00187 | CNY | — | 09/17/2025 | 353,761,163.00 | -109,305.00 | 0.00 |
| 36250HAH6 | GS Mortgage Securities Trust 2014-gc26 | GSMS | 0.18 | 11/01/2047 | 53,867,975.00 | 538.00 | 0.00 |
| 36253BAX1 | GS Mortgage Securities Trust 2014-gc22 | GSMS | 0.18 | 06/01/2047 | 35,000,000.00 | 58,618.00 | 0.00 |
| 36253GAH5 | GS Mortgage Securities Trust 2014-gc24 | GSMS | 0.02 | 09/01/2047 | 83,262,000.00 | 832.00 | 0.00 |
| 4230881 | Citigroup Inc | C | 6.5 | 08/16/2030 | 7,000.00 | 9,742.00 | 0.00 |
| 46591HCH1 | Jpmorgan Chase Bank Na - Cacln | CACLN | 3.69 | 02/26/2029 | 125,660.00 | 125,504.00 | 0.00 |
| B59KVC4 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2028 | 64,434.00 | 75,458.00 | 0.00 |
| B5QO3F0AA2 | Cad/usd Fwd 20251022 Barcus33 | CAD | — | 10/22/2025 | 7,629,324.00 | -80,760.00 | 0.00 |
| B646050 | United Kingdom Gilt | UKT | 4.25 | 12/07/2040 | 100,000.00 | 120,909.00 | 0.00 |
| B6RNH57 | United Kingdom Gilt | UKT | 3.75 | 07/22/2052 | 100,000.00 | 102,041.00 | 0.00 |
| B72YVH2 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2027 | 99,255.00 | 115,263.00 | 0.00 |
| B54QLM7 | United Kingdom Gilt | UKT | 4.0 | 01/22/2060 | 100,000.00 | 104,415.00 | 0.00 |
| B1VWPJ5 | United Kingdom Gilt | UKT | 4.5 | 12/07/2042 | 100,000.00 | 122,141.00 | 0.00 |
| B1XLML1 | State Of North Rhine-westphalia Germany | NRW | 7.5 | 06/08/2027 | 500,000.00 | 25,745.00 | 0.00 |
| B39R370 | United Kingdom Gilt | UKT | 4.25 | 12/07/2049 | 100,000.00 | 112,580.00 | 0.00 |
| B8AD2JA99 | Codere Group Topco S.a. Warrants | — | — | — | 21 | 191.00 | 0.00 |
| B8AD9KJQ2 | Diamond Sports Grp Llc- Warrants | — | — | — | 82,206.00 | 15,816.00 | 0.00 |
| B8ACA1AA8 | Digicel Intl Fin Ltd | — | — | — | 3,857.00 | 45,811.00 | 0.00 |
| B8AA6NFD8 | Tfs_18-3 | — | — | 04/16/2040 | 1 | 1.00 | 0.00 |
| B8AE3VDG0 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 43,635.00 | 43,276.00 | 0.00 |
| B8AE3VHV3 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 72,724.00 | 72,127.00 | 0.00 |
| B8B6206 | Argentine Republic Government Internatio | ARGENT | 0.67 | 12/31/2038 | 70,829,000.00 | 84,649.00 | 0.00 |
| B7K5490 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2033 | 45,724.00 | 52,853.00 | 0.00 |
| B7FH8S8 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2034 | 95,151.00 | 109,346.00 | 0.00 |
| B7M1R08 | Romania Government Bond | ROMGB | 5.8 | 07/26/2027 | 500,000.00 | 109,593.00 | 0.00 |
| B7J7VJ6 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2026 | 51,852.00 | 59,558.00 | 0.00 |
| B84Z9V0 | United Kingdom Gilt | UKT | 3.25 | 01/22/2044 | 100,000.00 | 101,118.00 | 0.00 |
| ALJFEVTCSJ | Cop/usd Fwd 20250917 Citius33 | COP | — | 09/17/2025 | -11,877,278,549.00 | 42,777.00 | 0.00 |
| ARARGE03G7 | Argentine Republic Government Internatio | ARGENT | 4.33 | 12/31/2033 | 54,518,934.00 | 57,393.00 | 0.00 |
| ARARGE03G7 | Argentine Republic Government Internatio | ARGENT | 0.67 | 12/31/2038 | 1,812,000.00 | 2,165.00 | 0.00 |
| B06YGN0 | United Kingdom Gilt | UKT | 4.25 | 12/07/2055 | 100,000.00 | 110,181.00 | 0.00 |
| 9128337P9 | United States Treasury Strip Coupon | S | — | 05/15/2031 | 85,000.00 | 66,846.00 | 0.00 |
| 912810SQ2 | United States Treasury Note/bond | T | 1.13 | 08/15/2040 | 160,000.00 | 97,825.00 | 0.00 |
| BBG0175Y61 | Sfrz5p 95.625 Pit | SFRZ5P 95. | — | 12/12/2025 | -970,000.00 | -12,125.00 | 0.00 |
| BBJNQY2 | United Kingdom Gilt | UKT | 3.5 | 07/22/2068 | 100,000.00 | 93,010.00 | 0.00 |
| BD0XH20 | United Kingdom Gilt | UKT | 1.75 | 07/22/2057 | 100,000.00 | 60,286.00 | 0.00 |
| BBG014163M | Sfrz5c 96.25 Pit | SFRZ5C 96. | — | 12/12/2025 | -970,000.00 | -65,475.00 | 0.00 |
| BBG014163M | Sfrz5c 97 Pit | SFRZ5C 97 | — | 12/12/2025 | 970,000.00 | 16,975.00 | 0.00 |
| BBG014163P | Sfrz5c 99.75 Pit | SFRZ5C 99. | — | 12/12/2025 | -125,000.00 | -312.00 | 0.00 |
| BBG014163Q | Sfrz5c 100 Pit | SFRZ5C 100 | — | 12/12/2025 | -75,000.00 | -187.00 | 0.00 |
| BDCHBW8 | United Kingdom Gilt | UKT | 1.5 | 07/22/2047 | 100,000.00 | 67,502.00 | 0.00 |
| BFM4TT6 | Romania Government Bond | ROMGB | 5.0 | 02/12/2029 | 500,000.00 | 104,342.00 | 0.00 |
| BFMCN65 | United Kingdom Gilt | UKT | 1.63 | 10/22/2071 | 100,000.00 | 51,918.00 | 0.00 |
| BFWFPP7 | United Kingdom Gilt | UKT | 1.75 | 01/22/2049 | 100,000.00 | 69,496.00 | 0.00 |
| BM974T2 | Romania Government Bond | ROMGB | 4.15 | 01/26/2028 | 500,000.00 | 104,834.00 | 0.00 |
| BLKQJX0 | Romania Government Bond | ROMGB | 4.75 | 10/11/2034 | 500,000.00 | 94,230.00 | 0.00 |
| BLNPNT8 | Romania Government Bond | ROMGB | 4.15 | 10/24/2030 | 500,000.00 | 97,159.00 | 0.00 |
| BLPK733 | United Kingdom Gilt | UKT | 1.13 | 01/31/2039 | 100,000.00 | 83,638.00 | 0.00 |
| BLH3815 | United Kingdom Gilt | UKT | 1.25 | 07/31/2051 | 100,000.00 | 56,574.00 | 0.00 |
| BL6N0P4 | Romania Government Bond | ROMGB | 3.25 | 06/24/2026 | 500,000.00 | 108,877.00 | 0.00 |
| BKPC8Y0 | MFB Magyar Fejlesztesi Bank Zrt | MAGYAR | 0.38 | 06/09/2026 | 100,000.00 | 111,980.00 | 0.00 |
| BJQWYH7 | United Kingdom Gilt | UKT | 1.25 | 10/22/2041 | 100,000.00 | 76,725.00 | 0.00 |
| BK26F00 | Romania Government Bond | ROMGB | 4.85 | 04/22/2026 | 500,000.00 | 110,711.00 | 0.00 |
| SWB8AAEFKE | Finland (republic Of) Cds 20270620 | — | 0.25 | 06/20/2027 | 2,000,000.00 | 7,259.00 | 0.00 |
| SWB8AAGYP2 | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -600,000.00 | 125,897.00 | 0.00 |
| SWB8AALJ5V | SWP: Ois Thb 1.020000 28-apr-2030 - Recf | — | — | 04/28/2030 | 173,600,000.00 | -66,242.00 | 0.00 |
| SWB8AALJ6T | SWP: Ois Thb 0.990000 25-jun-2030 - Recf | — | — | 06/25/2030 | 72,900,000.00 | -32,670.00 | 0.00 |
| SWB8AALJA8 | SWP: Ois Thb 1.027500 03-jul-2030 - Recf | — | — | 07/03/2030 | 200,200,000.00 | -79,433.00 | 0.00 |
| SWB8AALJEU | SWP: Ois Thb 1.320000 17-aug-2031 - Recf | — | — | 08/17/2031 | 115,500,000.00 | -7,027.00 | 0.00 |
| SWB8AALRR6 | SWP: Ois Thb 2.645000 29-may-2030 - Recf | — | — | 05/29/2030 | 23,000,000.00 | 44,559.00 | 0.00 |
| SWB8AAWB2C | United Kingdom Of Great Britain And Nort | — | 1.0 | 12/20/2027 | 1,000,000.00 | 22,200.00 | 0.00 |
| SWB8AB9G53 | SWP: Twd 1.390000 17-feb-2028 - Payfix | — | — | 02/17/2028 | -564,000,000.00 | 86,378.00 | 0.00 |
| SWB8AB9SKC | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -4,305,000.00 | -73,764.00 | 0.00 |
| SWB8ABA50H | SWP: Eur 2.910000 24-feb-2043 - Payfix | — | — | 02/24/2043 | -15,130,000.00 | -70,650.00 | 0.00 |
| SWB8ABBJCT | SWP: Ois Cad 3.500000 03-dec-2034 | — | — | 12/03/2034 | -1,845,000.00 | -41,005.00 | 0.00 |
| SWB8ABBJE1 | SWP: Ois Cad 3.450000 03-dec-2048 | — | — | 12/03/2048 | 3,410,000.00 | -382.00 | 0.00 |
| SWB8ABBJE8 | SWP: Ois Cad 3.400000 03-dec-2049 | — | — | 12/03/2049 | 2,765,000.00 | -13,898.00 | 0.00 |
| SWB8ABBJF2 | SWP: Ois Cad 3.250000 03-dec-2054 | — | — | 12/03/2054 | -415,000.00 | 7,571.00 | 0.00 |
| SWB8AA9USR | Estonia (republic Of) Cds 20261220 | — | 1.0 | 12/20/2026 | 3,150,000.00 | 37,760.00 | 0.00 |
| SWB8A9ZB8X | SWP: Ois Jpy 0.484000 06-apr-2032 - Recf | — | — | 04/06/2032 | 200,000,000.00 | -59,270.00 | 0.00 |
| SWB8AA54RM | Mexico (united Mexican States) (governme | — | 1.0 | 12/20/2026 | 4,000,000.00 | 30,210.00 | 0.00 |
| SWB8AA0LYQ | SWP: Ois Jpy 0.327500 21-sep-2031 - Recf | — | — | 09/21/2031 | 190,000,000.00 | -61,129.00 | 0.00 |
| SWB8AA2PV6 | SWP: Cny 2.460000 22-dec-2026 - Recfix | — | — | 12/22/2026 | 6,300,000.00 | 11,460.00 | 0.00 |
| SWB8A9ZB0J | SWP: Ois Jpy 0.491250 07-apr-2032 - Recf | — | — | 04/07/2032 | 159,520,000.00 | -46,808.00 | 0.00 |
| SWB8A9ZAYK | SWP: Ois Jpy 1.061250 09-sep-2029 - Recf | — | — | 09/09/2029 | 200,000,000.00 | 2,022.00 | 0.00 |
| SWB8A9YS6D | SWP: Ois Jpy 1.287500 02-apr-2029 - Recf | — | — | 04/02/2029 | 50,000,000.00 | 3,482.00 | 0.00 |
| SWB8A9YP7N | SWP: Ois Jpy 1.063750 29-sep-2029 - Recf | — | — | 09/29/2029 | 655,000,000.00 | 6,619.00 | 0.00 |
| SWB8A9YP8G | SWP: Ois Jpy 0.047000 02-jul-2030 - Recf | — | — | 07/02/2030 | 300,000,000.00 | -97,871.00 | 0.00 |
| SWB8A9YP8P | SWP: Ois Jpy 1.042500 28-aug-2029 - Recf | — | — | 08/28/2029 | 100,000,000.00 | 562.00 | 0.00 |
| SWB8A9YRZZ | SWP: Ois Jpy 1.260000 20-feb-2029 - Recf | — | — | 02/20/2029 | 135,000,000.00 | 8,476.00 | 0.00 |
| SWB8A9YS1J | SWP: Ois Jpy 2.390000 14-nov-2032 - Recf | — | — | 11/14/2032 | 160,000,000.00 | 87,495.00 | 0.00 |
| SWB8A9YS2L | SWP: Ois Jpy 1.070000 18-aug-2029 - Recf | — | — | 08/18/2029 | 100,000,000.00 | 1,319.00 | 0.00 |
| SWB8A9YMU2 | SWP: Ois Jpy 0.451250 07-jun-2032 - Recf | — | — | 06/07/2032 | 140,000,000.00 | -45,176.00 | 0.00 |
| SWB8A9YMWX | SWP: Ois Chf 0.032500 17-oct-2031 - Recf | — | — | 10/17/2031 | 800,000.00 | -18,927.00 | 0.00 |
| SWB8A9YNCV | SWP: Ois Jpy 0.318750 01-apr-2031 - Recf | — | — | 04/01/2031 | 200,000,000.00 | -58,097.00 | 0.00 |
| SWB8A9YNEG | SWP: Ois Jpy 0.316250 08-sep-2031 - Recf | — | — | 09/08/2031 | 120,000,000.00 | -38,794.00 | 0.00 |
| SWB8A9YNF6 | SWP: Ois Jpy 0.217250 30-aug-2031 - Recf | — | — | 08/30/2031 | 130,000,000.00 | -46,791.00 | 0.00 |
| SWB8A9YN1S | SWP: Ois Jpy 0.071250 07-jul-2031 - Recf | — | — | 07/07/2031 | 150,000,000.00 | -60,608.00 | 0.00 |
| SWB8A51JSE | CDS 1.0 06/20/2028 | — | 1.0 | 06/20/2028 | 1,000,000.00 | 13,707.00 | 0.00 |
| SWB8A5U821 | RECV Irs Nzd 2.95 28-11-28-2028 | — | — | 11/28/2028 | 6,450,000.00 | -45,247.00 | 0.00 |
| SWB8A780EF | SWP: Myr 3.245000 19-nov-2029 - Recfix | — | — | 11/19/2029 | 11,700,000.00 | 16,458.00 | 0.00 |
| SWB8A7HH9H | SWP: Myr 3.060000 04-feb-2030 - Recfix | — | — | 02/04/2030 | 17,800,000.00 | -7,184.00 | 0.00 |
| SWB8A7J4DX | SWP: Ois 3.085000 11-feb-2030 - Recfix | — | — | 02/11/2030 | 634,000,000.00 | -49,873.00 | 0.00 |
| SWB8A85RD8 | SWP: Ois Clp 2.030000 13-jul-2030 - Recf | — | — | 07/13/2030 | 800,000,000.00 | -101,252.00 | 0.00 |
| SWB8A88ZLJ | SWP: Cny 2.555000 06-aug-2025 - Recfix | — | — | 08/06/2025 | 48,542,000.00 | 1,108.00 | 0.00 |
| SWB8A88ZMM | SWP: Krw 0.830000 06-aug-2025 - Recfix | — | — | 08/06/2025 | 18,824,000,000.00 | -4,168.00 | 0.00 |
| SWB8A8BUD5 | SWP: Ois Cny 2.735000 01-sep-2025 - Recf | — | — | 09/01/2025 | 129,600,000.00 | 18,724.00 | 0.00 |
| SWB8A6C43C | SWP: Cny 3.120000 02-apr-2026 | — | — | 04/02/2026 | 10,000,000.00 | 14,622.00 | 0.00 |
| SWB8A6RGAF | SWP: Myr 3.527500 11-jul-2029 | — | — | 07/11/2029 | 3,160,000.00 | 12,360.00 | 0.00 |
| SWB8A6XWX6 | Scds: (italy) | — | 1.0 | 06/20/2026 | 4,200,000.00 | 38,775.00 | 0.00 |
| SWB8A9XA3N | SWP: Ois Chf 0.125000 05-nov-2031 - Recf | — | — | 11/05/2031 | 4,000,000.00 | -44,545.00 | 0.00 |
| SWB8A9YMK8 | SWP: Ois Chf 0.260000 31-jan-2029 - Recf | — | — | 01/31/2029 | 14,500,000.00 | 87,732.00 | 0.00 |
| SWB8A9YMKY | SWP: Ois Chf 0.687000 03-apr-2033 - Recf | — | — | 04/03/2033 | 700,000.00 | 15,709.00 | 0.00 |
| SWB8A9YMM3 | SWP: Ois Jpy 0.353750 06-may-2031 - Recf | — | — | 05/06/2031 | 215,000,000.00 | -61,121.00 | 0.00 |
| SWB8A9YMPN | SWP: Ois Jpy 0.223000 15-aug-2031 - Recf | — | — | 08/15/2031 | 256,500,000.00 | -90,954.00 | 0.00 |
| SWB8A9YMPR | SWP: Ois Jpy 0.270000 14-oct-2031 - Recf | — | — | 10/14/2031 | 350,000,000.00 | -122,212.00 | 0.00 |
| SWB8A9YMR3 | SWP: Ois Jpy 0.462500 21-sep-2032 - Recf | — | — | 09/21/2032 | 71,000,000.00 | -24,075.00 | 0.00 |
| SWB8A9YMRE | SWP: Ois Jpy 0.942000 04-oct-2047 - Recf | — | — | 10/04/2047 | 26,000,000.00 | -40,199.00 | 0.00 |
| SWB8A9MD3E | SWP: Myr 2.605000 12-aug-2026 - Recfix | — | — | 08/12/2026 | 45,900,000.00 | -58,040.00 | 0.00 |
| SWB8A9U5V5 | Qatar (state Of) Cds 20261220 | — | 1.0 | 12/20/2026 | 4,000,000.00 | 53,292.00 | 0.00 |
| SWB8A9UR6N | Panama Republic Of (government) Cds 2026 | — | 1.0 | 12/20/2026 | 4,200,000.00 | 8,404.00 | 0.00 |
| SWB8A9USJK | SWP: Ois Cny 2.675000 14-oct-2031 - Recf | — | — | 10/14/2031 | 5,000,000.00 | 44,385.00 | 0.00 |
| SWB8A9V1TB | SWP: Ois Eur 1.100000 11-may-2039 - Recf | — | — | 05/11/2039 | 365,000.00 | -75,867.00 | 0.00 |
| SWB8A8VG71 | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 1,000,000.00 | 3,700.00 | 0.00 |
| SWB8A91986 | SWP: Cny 2.840000 03-mar-2026 - Recfix | — | — | 03/03/2026 | 40,000,000.00 | 42,124.00 | 0.00 |
| SWB8A92USZ | Catalonia Autonomous Community Of Cds 20 | — | 1.0 | 12/20/2025 | 4,900,000.00 | 19,294.00 | 0.00 |
| SWB8A94G5Y | SWP: Cny 2.875000 23-mar-2026 - Recfix | — | — | 03/23/2026 | 50,000,000.00 | 59,037.00 | 0.00 |
| SWB8A9D6DD | South Africa (republic Of) Cds 20260620 | — | 1.0 | 06/20/2026 | -1,000,000.00 | -5,505.00 | 0.00 |
| SWB8A96B5M | Serbia (republic Of) Cds 20251220 | — | 5.0 | 12/20/2025 | 4,500,000.00 | 107,532.00 | 0.00 |
| SWB8A96CLE | SWP: Myr 2.625000 09-apr-2026 - Recfix | — | — | 04/09/2026 | 23,575,000.00 | -22,741.00 | 0.00 |
| SWB8A8LDUL | SWP: Ois Cny 2.587500 02-nov-2025 - Recf | — | — | 11/02/2025 | 225,740,000.00 | 86,240.00 | 0.00 |
| SWB8ACX1VG | CDS: (gs_24-pc-a Jul 24) | — | 1.65 | 08/02/2027 | 6,999,841.00 | 18,181.00 | 0.00 |
| SWB8ACYEX4 | SWP: Ois Sofr 4.395000 19-aug-2025 | — | — | 08/19/2025 | 282,225,000.00 | -19,730.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 13,898.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 13,649.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 13,942.00 | 0.00 |
| SWB8AD56YV | Italy (republic Of) Cds 20341220 | — | 1.0 | 12/20/2034 | 1,380,000.00 | 24,041.00 | 0.00 |
| SWB8AD57K0 | Italy (republic Of) Cds 20341220 | — | 1.0 | 12/20/2034 | 1,380,000.00 | 24,041.00 | 0.00 |
| SWB8AD57MY | Lincoln National Corporation Cds 2029122 | — | 1.0 | 12/20/2029 | 7,100,000.00 | 8,145.00 | 0.00 |
| SWB8AD80KV | SWP: Ois Sofr 4.200000 12-nov-2025_c | — | — | 11/12/2025 | -118,435,000.00 | 85,100.00 | 0.00 |
| SWB8AD9AP0 | SWP: Mxn 9.424700 10-dec-2025_c | — | — | 12/10/2025 | 170,735,000.00 | 45,971.00 | 0.00 |
| SWB8ADJCRS | Scds: (paclif) | — | 2.5 | 08/20/2035 | 800,000.00 | -5,912.00 | 0.00 |
| SWB8ADJFDZ | 3Y Rtp 1.015000 07-aug-2025 | — | — | 08/07/2025 | 6,662,700,000.00 | 426.00 | 0.00 |
| SWB8ADJFE0 | 3Y Rtp 1.515000 07-aug-2025 | — | — | 08/07/2025 | 6,662,700,000.00 | 0.00 | 0.00 |
| SWB8ADJFE1 | 3Y Rtp 1.265000 07-aug-2025 | — | — | 08/07/2025 | -13,325,400,000.00 | 0.00 | 0.00 |
| SWB8ADJMWT | Scds: (soaf) 1.00000 20 Dec, 2028 | — | 1.0 | 12/20/2028 | -3,000,000.00 | 30,321.00 | 0.00 |
| SWB8ADHGES | CDS: (cmbx.na.18.aaa) 0.5.00000 17 Dec, | — | 0.5 | 12/17/2057 | 10,000,000.00 | 9,081.00 | 0.00 |
| SWB8ADHXEE | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 1,000,000.00 | 908.00 | 0.00 |
| SWB8ADE9U7 | Scds: (ngb) 0.00000 20 Dec 2025 | — | — | 12/20/2025 | 15,000,000.00 | -2,286.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 30,000,000.00 | -4,572.00 | 0.00 |
| SWB8ADBSGN | SWP: Ois Cny 1.496000 12-dec-2029_c | — | — | 12/12/2029 | 60,000,000.00 | -20,194.00 | 0.00 |
| SWB8ADKUZF | CDS: (cmbx.na.16.aaa) | — | 0.5 | 04/17/2065 | 10,950,000.00 | -93,874.00 | 0.00 |
| SWB8ADLCBE | SWP: Ois Eur 2.100960 11-oct-2029_c | — | — | 10/11/2029 | -18,515,000.00 | -21,396.00 | 0.00 |
| SWB8ADJS6A | SWP: Ois Ils 3.950000 08-jul-2030_c | — | — | 07/08/2030 | 21,840,000.00 | -19,804.00 | 0.00 |
| SWB8ADK4DQ | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 15,560,000.00 | 12,618.00 | 0.00 |
| SWB8ADM4QR | SWP: Myr 3.625000 28-feb-2032_c | — | — | 02/28/2032 | 17,745,000.00 | 110,520.00 | 0.00 |
| SWB8ADMBEQ | SWP: Ois Cny 1.765300 04-mar-2026_c | — | — | 03/04/2026 | -260,000,000.00 | -45,357.00 | 0.00 |
| SWB8ADN3WF | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 9,000,000.00 | 7,298.00 | 0.00 |
| SWB8ADPKMS | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec, | — | 0.5 | 12/15/2056 | 5,000,000.00 | -69,812.00 | 0.00 |
| SWB8ADPW5S | Scds: (bmo) | — | 1.25 | 11/20/2029 | 665,000.00 | -910.00 | 0.00 |
| SWB8ADPW5V | Scds: (cm) | — | 1.1 | 06/20/2028 | 535,000.00 | 2,141.00 | 0.00 |
| SWB8ADQ1J2 | Scds: (softbk) | — | 1.0 | 06/22/2026 | 2,240,000.00 | 2,125.00 | 0.00 |
| SWB8ADQ5VE | Scds: (philip) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -57,770.00 | 0.00 |
| SWB8ADQ5RF | Scds: (chile) | — | 1.0 | 06/20/2030 | -6,000,000.00 | -125,984.00 | 0.00 |
| SWB8ADQ5S8 | Scds: (indon) | — | 1.0 | 06/20/2030 | -8,000,000.00 | -107,549.00 | 0.00 |
| SWB8ADQ5TL | Scds: (panama) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,928.00 | 0.00 |
| SWB8ADQ5UK | Scds: (peru) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -34,547.00 | 0.00 |
| SWB8ADQ5PH | Scds: (bhrain) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,670.00 | 0.00 |
| SWB8ADQ5PP | Scds: (moroc) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,430.00 | 0.00 |
| SWB8ADQ5PS | Scds: (ksa) | — | 1.0 | 06/20/2030 | -5,000,000.00 | -93,720.00 | 0.00 |
| SWB8ADQ5R7 | Scds: (malays) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -81,818.00 | 0.00 |
| SWB8ADQ5LB | Scds: (adgb) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -65,496.00 | 0.00 |
| SWB8ADQ5NM | Scds: (domrep) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 56,684.00 | 0.00 |
| SWB8ABQVA9 | SWP: Dkk 3.200000 10-jul-2035_c | — | — | 07/10/2035 | 9,925,000.00 | 51,168.00 | 0.00 |
| SWB8ABM75W | SWP: Ois Cny 2.365000 15-jun-2028 - Payf | — | — | 06/15/2028 | -1,000,000.00 | -3,310.00 | 0.00 |
| SWB8ABM76C | SWP: Ois Cny 2.410000 15-jun-2028 - Recf | — | — | 06/15/2028 | 1,000,000.00 | 3,459.00 | 0.00 |
| SWB8ABHZJL | SWP: Krw 3.150000 10-mar-2033 | — | — | 03/10/2033 | 1,067,160,000.00 | 30,604.00 | 0.00 |
| SWB8ABCYKP | Switzerland (confederation Of) Cds 20271 | — | 0.25 | 12/20/2027 | -5,000,000.00 | -23,913.00 | 0.00 |
| SWB8ABCZU2 | Australia (commonwealth Of) Cds 20271220 | — | 1.0 | 12/20/2027 | 5,000,000.00 | 112,959.00 | 0.00 |
| SWB8ABDC09 | Italy (republic Of) Cds 20300620 | — | 1.0 | 06/20/2030 | 1,200,000.00 | 34,033.00 | 0.00 |
| SWB8AC39X8 | SWP: Ois Cny 2.495000 24-nov-2030 | — | — | 11/24/2030 | 16,100,000.00 | 104,781.00 | 0.00 |
| SWB8AC278S | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 5,000,000.00 | 21,236.00 | 0.00 |
| SWB8AC278V | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | -5,000,000.00 | -18,502.00 | 0.00 |
| SWB8AC278Y | Estonia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | -10,000,000.00 | -45,798.00 | 0.00 |
| SWB8AC2791 | Estonia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 10,000,000.00 | 53,328.00 | 0.00 |
| SWB8ACQLXS | Kazakhstan (republic Of) Cds 20290620 | — | 1.0 | 06/20/2029 | 10,000,000.00 | 74,657.00 | 0.00 |
| SWB8ACRACE | Scds: (brazil) | — | 0.94 | 06/20/2029 | 33,000,000.00 | -39,364.00 | 0.00 |
| SWB8ACMUJM | SWP: Ois Jpy 0.500000 08-jul-2027_c | — | — | 07/08/2027 | 2,140,000,000.00 | -80,662.00 | 0.00 |
| SWB8ACGVYZ | Petroleos Mexicanos Cds 20290620 | — | 1.0 | 06/20/2029 | -1,000,000.00 | 72,317.00 | 0.00 |
| SWB8ACL1MR | SWP: Ois Sofr 4.027000 30-apr-2054 | — | — | 04/30/2054 | -7,710,000.00 | 34,453.00 | 0.00 |
| SWB8AC7SBB | Petroleos Mexicanos Cds 20301220 | — | 1.0 | 12/20/2030 | -1,000,000.00 | 116,686.00 | 0.00 |
| SWB8ACF36D | Cyprus (republic Of) Cds 20281220 | — | 1.0 | 12/20/2028 | 1,000,000.00 | 21,967.00 | 0.00 |
| SWB8ACFGVF | SWP: Ois Eur 2.560000 20-mar-2034 | — | — | 03/20/2034 | -4,290,000.00 | -58,070.00 | 0.00 |
| CNBSLK7P8 | China Government Bond | — | 2.39 | 03/15/2029 | 500,000.00 | 71,294.00 | 0.00 |
| CA135087M4 | Canadian Government Real Return Bond | CANRRB | 0.25 | 12/01/2054 | 235,268.00 | 111,764.00 | 0.00 |
| BZ0D4B2 | Deutsche Bundesrepublik Inflation Linked | DBRI | 0.1 | 04/15/2046 | 129,796.00 | 119,454.00 | 0.00 |
| BZ0W0D3 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 5.88 | 07/05/2034 | 77,898.00 | 79,154.00 | 0.00 |
| BYYMZX7 | United Kingdom Gilt | UKT | 2.5 | 07/22/2065 | 100,000.00 | 71,776.00 | 0.00 |
| BYZ38V8 | AT&T Inc | T | 4.85 | 05/25/2047 | 150,000.00 | 103,118.00 | 0.00 |
| BYVQH36 | Romania Government Bond | ROMGB | 3.65 | 09/24/2031 | 500,000.00 | 92,467.00 | 0.00 |
| E8LVH0D2GV | Cnh/usd Fwd 20250917 Midlgb22 | CNH | — | 09/17/2025 | 162,727,371.00 | -115,368.00 | 0.00 |
| EA0P8B2JSU | Cnh/usd Fwd 20250917 955 | CNH | — | 09/17/2025 | 8,205,945.00 | -7,519.00 | 0.00 |
| FXB8AE31PZ | USD C Hkd P @7.850000 Eo | — | — | 07/31/2025 | -20,000,000.00 | 0.00 | 0.00 |
| CQJHT5UVLH | Myr/usd Fwd 20250917 Mslngb2x | MYR | — | 09/17/2025 | 23,243,097.00 | -63,249.00 | 0.00 |
| DUU5 COMDT | Euro-schatz Fut Sep25 | DUU5 | — | 09/08/2025 | -19,546,474.00 | 48,819.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2050 | 300,000.00 | 124,105.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2051 | 300,000.00 | 118,408.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2052 | 300,000.00 | 110,842.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2053 | 300,000.00 | 105,316.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2054 | 300,000.00 | 95,669.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2055 | 300,000.00 | 90,139.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2056 | 300,000.00 | 86,895.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2057 | 300,000.00 | 82,193.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2058 | 300,000.00 | 80,738.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2059 | 300,000.00 | 75,685.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2060 | 300,000.00 | 73,993.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2061 | 300,000.00 | 68,607.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2062 | 300,000.00 | 62,667.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2063 | 300,000.00 | 58,815.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2064 | 300,000.00 | 58,344.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2065 | 300,000.00 | 53,682.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2066 | 300,000.00 | 52,031.00 | 0.00 |
| KNE74Q3RJM | Cad/usd Fwd 20251022 Bnpafrpp | CAD | — | 10/22/2025 | -707,701.00 | 6,765.00 | 0.00 |
| L8NFH15L4D | Clp/usd Fwd 20250917 Citius33 | CLP | — | 09/17/2025 | 1,149,859,200.00 | -45,314.00 | 0.00 |
| FDVE09LL4V | Ils/usd Fwd 20250917 Barcus33 | ILS | — | 09/17/2025 | 10,106,965.00 | 82,231.00 | 0.00 |
| Q0AVOTNDI2 | Idr/usd Fwd 20250917 Midlgb22 | IDR | — | 09/17/2025 | 164,734,000,000.00 | -118,509.00 | 0.00 |
| QHJTQVHDIK | Pln/usd Fwd 20251022 Barcus33 | PLN | — | 10/22/2025 | 3,336,486.00 | -24,602.00 | 0.00 |
| RO0DU3PR9N | Romania Government Bond | ROMGB | 7.9 | 02/24/2038 | 500,000.00 | 118,650.00 | 0.00 |
| RO1JS63DR5 | Romania Government Bond | ROMGB | 7.35 | 04/28/2031 | 500,000.00 | 112,392.00 | 0.00 |
| RXU5 COMDT | Euro-bund Future Sep25 | RXU5 | — | 09/08/2025 | -1,332,123.00 | -4,961.00 | 0.00 |
| PL00001177 | Republic Of Poland Government Bond | POLGB | 1.75 | 08/25/2031 | 416,760.00 | 105,577.00 | 0.00 |
| SWB8A152HJ | RECV Recfix 1.57 12/14/32 | — | — | 12/14/2032 | 35,000,000.00 | 6,227.00 | 0.00 |
| SWB8A3978Z | RECV Krw 1.87% 01/27/31 | — | — | 01/27/2031 | 520,000,000.00 | -12,586.00 | 0.00 |
| SWB8A3MDAC | RECV Irs 0.58 08/29/26 | — | — | 08/29/2026 | 5,000,000.00 | -13,173.00 | 0.00 |
| SWB8A3Q0CC | CDS 1% 12/20/26 | — | 1.0 | 12/20/2026 | 2,000,000.00 | 27,570.00 | 0.00 |
| SWB8A3Q8BD | RECV Irs 1.45% 10/17/28 | — | — | 10/17/2028 | 1,280,000,000.00 | -27,981.00 | 0.00 |
| SWB8A3RUM7 | RECV Irs1.52 102826 | — | — | 10/28/2026 | 1,485,000,000.00 | -11,415.00 | 0.00 |
| SWB8A446AC | CDS 1.0 12/20/2026 | — | 1.0 | 12/20/2026 | 1,000,000.00 | 2,092.00 | 0.00 |
| SWB8A44GM9 | RECV Irs1.123dkk 03152027 | — | — | 03/15/2027 | 13,000,000.00 | -34,033.00 | 0.00 |
| SWB8A48C6T | RECV Krw Irs 1.88 4/26/17 | — | — | 04/26/2027 | 2,040,000,000.00 | -12,638.00 | 0.00 |
| SWB8A4BHJP | CDS 1 06/20/2027 | — | 1.0 | 06/20/2027 | 2,800,000.00 | 50,439.00 | 0.00 |
| SWB8A4CF0S | RECV Irsdkk 0.987 22jun20 | — | — | 06/22/2027 | 1,865,000.00 | -6,293.00 | 0.00 |
| BRDYBT3 | French Republic Government Bond Oat | FRTR | 0.55 | 03/01/2039 | 105,599.00 | 104,871.00 | 0.00 |
| BRBTX61 | Romania Government Bond | ROMGB | 7.2 | 05/31/2027 | 500,000.00 | 112,340.00 | 0.00 |
| BT3MW32 | Romania Government Bond | ROMGB | 7.1 | 07/31/2034 | 500,000.00 | 111,464.00 | 0.00 |
| BPXZNX0 | French Republic Government Bond Oat | FRTR | 0.1 | 07/25/2038 | 119,805.00 | 113,473.00 | 0.00 |
| BPYTLG0 | Romania Government Bond | ROMGB | 7.2 | 10/28/2026 | 500,000.00 | 112,588.00 | 0.00 |
| BQQ9K35 | Romania Government Bond | ROMGB | 8.75 | 10/30/2028 | 500,000.00 | 116,750.00 | 0.00 |
| BQTY7W5 | Spain Government Inflation Linked Bond | SPGBEI | 1.15 | 11/30/2036 | 103,251.00 | 113,887.00 | 0.00 |
| BPX3CC6 | Italy Buoni Poliennali Del Tesoro | BTPS | 1.8 | 05/15/2036 | 103,418.00 | 117,794.00 | 0.00 |
| BPBR684 | Romania Government Bond | ROMGB | 8.25 | 09/29/2032 | 500,000.00 | 117,931.00 | 0.00 |
| BP0TT71 | United Group Bv | ADRBID | 4.63 | 08/15/2028 | 100,000.00 | 113,867.00 | 0.00 |
| BNNW650 | Romania Government Bond | ROMGB | 6.3 | 04/25/2029 | 500,000.00 | 108,489.00 | 0.00 |
| BNNWHN5 | Romania Government Bond | ROMGB | 3.5 | 11/25/2025 | 500,000.00 | 111,207.00 | 0.00 |
| BNKC1P8 | Romania Government Bond | ROMGB | 8.0 | 04/29/2030 | 500,000.00 | 115,168.00 | 0.00 |
| BNNGP77 | United Kingdom Gilt | UKT | 0.88 | 01/31/2046 | 100,000.00 | 59,991.00 | 0.00 |
| BMZ57J1 | Romania Government Bond | ROMGB | 2.5 | 10/25/2027 | 500,000.00 | 101,740.00 | 0.00 |
| BMWYKX6 | Romania Government Bond | ROMGB | 4.25 | 04/28/2036 | 500,000.00 | 88,276.00 | 0.00 |
| BN48C48 | Romania Government Bond | ROMGB | 7.2 | 10/30/2033 | 500,000.00 | 111,812.00 | 0.00 |
| BMDZ1G8 | Petroleos Mexicanos | PEMEX | 6.88 | 10/16/2025 | 100,000.00 | 99,875.00 | 0.00 |
| BMH2ZN0 | United Group Bv | ADRBID | 4.0 | 11/15/2027 | 63,636.00 | 72,214.00 | 0.00 |
| BMCN431 | Romania Government Bond | ROMGB | 6.7 | 02/25/2032 | 500,000.00 | 108,665.00 | 0.00 |
| BMC89N1 | Romania Government Bond | ROMGB | 4.85 | 07/25/2029 | 500,000.00 | 102,912.00 | 0.00 |
| BMDH0M3 | French Republic Government Bond Oat | FRTR | 0.5 | 05/25/2072 | 100,000.00 | 30,073.00 | 0.00 |
| BMDKQH9 | Slovenia Government Bond | SLOREP | — | 02/12/2031 | 100,000.00 | 98,878.00 | 0.00 |
| XS12463459 | Goldman Sachs Group Inc/the | GS | 1.3 | 03/22/2030 | 10,000,000.00 | 64,797.00 | 0.00 |
| XS12706635 | Morgan Stanley | MS | — | 10/05/2026 | 2,000,000,000.00 | 111,420.00 | 0.00 |
| XS26221867 | International Bank For Reconstruction & | IBRD | 4.32 | 05/31/2026 | 4,000.00 | 3,971.00 | 0.00 |
| SWB8ADQ7HS | Scds: (philip) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -57,770.00 | 0.00 |
| SWB8ADQQNQ | 10Y Rtr 3.207500 25-sep-2025 | — | — | 09/25/2025 | -13,050,000.00 | -6,827.00 | 0.00 |
| SWB8ADQQR4 | 10Y Rtr 3.532500 25-sep-2025 | — | — | 09/25/2025 | 6,525,000.00 | 18,021.00 | 0.00 |
| SWB8ADQ7J2 | Scds: (oman) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,331.00 | 0.00 |
| SWB8ADQ7J9 | Scds: (mex) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 24,815.00 | 0.00 |
| SWB8ADQXVH | Scds: (pemex) | — | 3.8 | 12/22/2025 | 2,000,000.00 | 38,687.00 | 0.00 |
| SWB8ADQXWN | Scds: (pemex) | — | 2.8 | 12/22/2025 | -2,000,000.00 | -13,139.00 | 0.00 |
| SWB8ADRZFU | CDS: (cmbx.na.17.aaa) | — | 0.5 | 12/15/2056 | 3,500,000.00 | -48,868.00 | 0.00 |
| SWB8ADU3SU | Israel Gap Option 04/24/2026 | — | — | 04/26/2026 | -5,000,000.00 | -8,394.00 | 0.00 |
| SWB8ADU9YG | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 10,000,000.00 | 8,109.00 | 0.00 |
| SWB8ADUTEY | SWP: Brl Di Ois Jan 31 13.94_c | — | — | 01/02/2031 | 10,456,527.00 | 30,991.00 | 0.00 |
| SWB8ADUTF3 | SWP: Brl Di Ois Jan 31 13.7875_c | — | — | 01/02/2031 | -10,456,527.00 | -15,283.00 | 0.00 |
| SWB8ADW3MT | Trswap: Tbond 2.25 15-aug-49 08/13/2025 | — | — | 08/13/2025 | 45,637,000.00 | -111,295.00 | 0.00 |
| SWB8ADQ7F2 | Scds: (bhrain) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,670.00 | 0.00 |
| SWB8ADQ7G7 | Scds: (moroc) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,430.00 | 0.00 |
| SWB8ADQ7GA | Scds: (ksa) | — | 1.0 | 06/20/2030 | -5,000,000.00 | -93,720.00 | 0.00 |
| SWB8ADQ7GD | Scds: (malays) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -81,818.00 | 0.00 |
| SWB8ADQ5W9 | Scds: (oman) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,331.00 | 0.00 |
| SWB8ADQ5WF | Scds: (mex) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 24,815.00 | 0.00 |
| SWB8ADQ7BT | Scds: (adgb) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -65,496.00 | 0.00 |
| SWB8ADQ7HE | Scds: (indon) | — | 1.0 | 06/20/2030 | -8,000,000.00 | -107,549.00 | 0.00 |
| SWB8ADQ7HH | Scds: (panama) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,928.00 | 0.00 |
| SWB8ADQ7HL | Scds: (peru) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -34,547.00 | 0.00 |
| SWB8ADQ7GK | Scds: (chile) | — | 1.0 | 06/20/2030 | -6,000,000.00 | -125,984.00 | 0.00 |
| SWB8ADQ7CV | Scds: (domrep) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 56,684.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 1,300,000.00 | 10,277.00 | 0.00 |
| SWX8A3QV1V | RECV Irs 0.6725 10/21/2026 | — | — | 10/21/2026 | 1,300,000.00 | -3,644.00 | 0.00 |
| TRT020529T | Turkiye Government Bond | TURKGB | 2.48 | 05/02/2029 | 4,437,813.00 | 99,836.00 | 0.00 |
| UMTU5 COMD | Micro Ult 10yr Futsep25 | UMTU5 | — | 08/28/2025 | -294,003.00 | -3,478.00 | 0.00 |
| USU55632AT | Warnermedia Holdings Inc | WBD | 4.05 | 03/15/2029 | 30,000.00 | 28,226.00 | 0.00 |
| SWB8ADZ1BN | 1Y Rtp 2.05 03-dec-2025 | — | — | 12/03/2025 | 71,970,000.00 | 42,753.00 | 0.00 |
| SWB8ADZ2FK | 1Y Rtp 2.201250 03-dec-2025 | — | — | 12/03/2025 | -143,940,000.00 | -28,411.00 | 0.00 |
| SWB8AE231J | Scds: (pemex) | — | 1.0 | 12/22/2025 | -3,000,000.00 | 7,727.00 | 0.00 |
| SWB8AE2LCN | 5Y Rtr 3.285000 25-sep-2025 | — | — | 09/25/2025 | 15,200,000.00 | 29,559.00 | 0.00 |
| SWB8AE2LCP | 5Y Rtr 3.035000 25-sep-2025 | — | — | 09/25/2025 | -30,400,000.00 | -19,645.00 | 0.00 |
| SWB8AE3GRR | Scds: (panama) | — | 1.0 | 06/20/2028 | -2,810,000.00 | 13,902.00 | 0.00 |
| SWB8AE3GS3 | Scds: (panama) | — | 1.0 | 06/20/2028 | 2,810,000.00 | -13,902.00 | 0.00 |
| SWB8AE3MAG | SWP: Ois Chf 0.518990 04-jul-2035_c | — | — | 07/04/2035 | 19,925,000.00 | 12,418.00 | 0.00 |
| SWB8AE4JXX | Cdx.na.ig.44.v1 5yr Rtr @ 45.00000 | — | — | 09/17/2025 | -100,000,000.00 | -12,667.00 | 0.00 |
| SWB8AE6ZRR | Usisss30 Index Floor | — | — | 01/27/2026 | -10,000,000.00 | -20,634.00 | 0.00 |
| SWB8AE70S4 | Usisss30 Index Cap | — | — | 01/27/2026 | -10,000,000.00 | -45,817.00 | 0.00 |
| SWB8AE7F2P | 10Y Rtp 4.127000 28-oct-2025 | — | — | 10/28/2025 | 16,075,000.00 | 75,674.00 | 0.00 |
| SWB8AE7F2T | 10Y Rtp 4.320500 28-oct-2025 | — | — | 10/28/2025 | -32,150,000.00 | -71,385.00 | 0.00 |
| SWB8AE7JUV | SWP: Nzd 4.067500 31-jul-2035_c | — | — | 07/31/2035 | 21,660,000.00 | 21,054.00 | 0.00 |
| SWB8AE7JXF | SWP: Ois Sofr 3.868500 01-aug-2035_c | — | — | 08/01/2035 | -16,030,000.00 | -54,066.00 | 0.00 |
| SWB8AE7K1M | SWP: Myr 3.060000 29-jul-2027_c | — | — | 07/29/2027 | 3,000,000.00 | 116.00 | 0.00 |
| SWB8AE7K3C | SWP: Myr 3.330000 29-jul-2035_c | — | — | 07/29/2035 | 13,700,000.00 | 2,124.00 | 0.00 |
| WNU5 COMDT | US Ultra Bond Cbt Sep25 | WNU5 | — | 09/19/2025 | -21,702,813.00 | -182,620.00 | -0.01 |
| SWB8ADQ7GG | Scds: (china) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -246,624.00 | -0.01 |
| SWB8ADQVJH | SWP: Ois Sofr 3.841000 28-mar-2032_c | — | — | 03/28/2032 | -21,040,000.00 | -216,970.00 | -0.01 |
| SWB8A3SC16 | RECV Irs 1.00131 070442 | — | — | 07/04/2042 | 1,235,000.00 | -357,934.00 | -0.01 |
| DAJ94LF8OI | Mxn/usd Fwd 20250917 Midlgb22 | MXN | — | 09/17/2025 | -106,061,195.00 | -134,105.00 | -0.01 |
| G157677UC7 | Chf/usd Fwd 20251022 Barcus33 | CHF | — | 10/22/2025 | 8,701,407.00 | -231,229.00 | -0.01 |
| SWB8ACJUU7 | Comision Federal De Electricidad Cfe Cds | — | 1.0 | 06/20/2029 | 4,540,000.00 | -176,557.00 | -0.01 |
| SWB8ACKGLN | Scds: (icbc) | — | 1.0 | 06/29/2029 | -6,695,000.00 | -182,063.00 | -0.01 |
| SWB8ACKGLR | China Development Bank Cds 20290620 | — | 1.0 | 06/20/2029 | -6,695,000.00 | -166,528.00 | -0.01 |
| SWB8ACMUJZ | SWP: Ois Sofr 4.000000 11-may-2045_c | — | — | 05/11/2045 | 21,865,000.00 | -284,869.00 | -0.01 |
| SWB8ACMUUQ | SWP: Ois Jpy 1.400000 08-jul-2040_c | — | — | 07/08/2040 | 765,000,000.00 | -226,032.00 | -0.01 |
| SWB8ACSWQ1 | France (republic Of) Cds 20340620 | — | 0.25 | 06/20/2034 | 6,850,000.00 | -171,993.00 | -0.01 |
| SWB8ABWDCU | SWP: Bma 3.290000 22-sep-2028 | — | — | 09/22/2028 | -10,000,000.00 | -262,304.00 | -0.01 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -50,180,000.00 | -378,801.00 | -0.01 |
| SWB8ABQ07P | SWP: Ois Cny 2.410000 12-jul-2028 | — | — | 07/12/2028 | -75,000,000.00 | -267,465.00 | -0.01 |
| SWB8ABQVBH | SWP: Sek 3.150000 10-jul-2032 | — | — | 07/10/2032 | -60,000,000.00 | -233,317.00 | -0.01 |
| SWB8ADQ5RC | Scds: (china) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -246,624.00 | -0.01 |
| SWB8ADC3CY | SWP: Ois Sofr 3.805000 16-dec-2049_c | — | — | 12/16/2049 | 8,440,000.00 | -373,693.00 | -0.01 |
| SWB8ADBVDY | SWP: Chf 0.370500 13-dec-2034_c | — | — | 12/13/2034 | 12,200,000.00 | -153,120.00 | -0.01 |
| SWB8ADFE25 | SWP: Ois Sofr 4.129500 15-jan-2055_c | — | — | 01/15/2055 | -21,200,000.00 | -304,812.00 | -0.01 |
| SWB8ADGUAV | Scds: (frtr) 0.25.00000 20 Dec, 2034 | — | 0.25 | 12/20/2034 | 9,995,000.00 | -279,623.00 | -0.01 |
| SWB8ADJ1MG | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec, | — | 0.5 | 12/15/2056 | 16,065,000.00 | -224,975.00 | -0.01 |
| SWB8ADJ2KR | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec, | — | 0.5 | 12/15/2056 | 25,000,000.00 | -350,102.00 | -0.01 |
| SWB8ACPES5 | SWP: Krw 2.967500 30-may-2054 | — | — | 05/30/2054 | -3,330,000,000.00 | -309,668.00 | -0.01 |
| SWB8AD7UE1 | SWP: Krw 2.840000 08-nov-2044_c | — | — | 11/08/2044 | -8,800,000,000.00 | -290,166.00 | -0.01 |
| SWB8A9HFCG | SWP: Ois Jpy 0.100000 08-jul-2033 - Recf | — | — | 07/08/2033 | 530,000,000.00 | -293,322.00 | -0.01 |
| SWB8A9DE30 | South Africa (republic Of) Cds 20310620 | — | 1.0 | 06/20/2031 | 3,000,000.00 | -175,866.00 | -0.01 |
| SWB8A94RUS | SWP: Pln 1.675000 26-mar-2031 - Recfix | — | — | 03/26/2031 | 10,000,000.00 | -339,940.00 | -0.01 |
| SWB8A957KA | SWP: Huf 2.460000 31-mar-2031 - Recfix | — | — | 03/31/2031 | 500,000,000.00 | -267,126.00 | -0.01 |
| SWB8A64C88 | RECV Irs 2.083 07feb29 | — | — | 02/07/2029 | 36,000,000.00 | -207,036.00 | -0.01 |
| SWB8A8TX5B | SWP: Krw 1.257500 05-jan-2031 - Recfix | — | — | 01/05/2031 | 5,000,000,000.00 | -232,751.00 | -0.01 |
| SWB8A4NP2G | RECV Irs 1.302 Eur 301020 | — | — | 10/30/2032 | 3,050,000.00 | -281,058.00 | -0.01 |
| SWB8A5GZ0S | SWP: Krw 2.042500 10-sep-2028 | — | — | 09/10/2028 | 20,447,900,000.00 | -168,974.00 | -0.01 |
| SWB8A9YP5V | SWP: Ois Jpy 0.008760 02-jun-2026 - Recf | — | — | 06/02/2026 | 5,000,000,000.00 | -189,678.00 | -0.01 |
| SWB8A9YP7A | SWP: Ois Jpy -0.032500 04-jan-2027 - Rec | — | — | 01/04/2027 | 2,000,000,000.00 | -155,240.00 | -0.01 |
| SWB8A9YP3J | SWP: Ois Jpy 0.020000 06-may-2027 - Recf | — | — | 05/06/2027 | 2,100,000,000.00 | -198,462.00 | -0.01 |
| SWB8A9MC8W | SWP: Krw 1.630000 13-aug-2031 - Recfix | — | — | 08/13/2031 | 4,000,000,000.00 | -148,203.00 | -0.01 |
| SWB8A9YS2H | SWP: Ois Jpy 0.026250 05-aug-2031 - Recf | — | — | 08/05/2031 | 700,000,000.00 | -299,960.00 | -0.01 |
| SWB8A9YS72 | SWP: Ois Jpy 0.029000 02-mar-2026 - Recf | — | — | 03/02/2026 | 9,000,000,000.00 | -215,252.00 | -0.01 |
| SWB8A9YS2U | SWP: Ois Jpy 0.560000 15-apr-2046 - Recf | — | — | 04/15/2046 | 110,291,400.00 | -202,765.00 | -0.01 |
| SWB8A9YS3L | SWP: Ois Jpy 0.011250 12-nov-2028 - Recf | — | — | 11/12/2028 | 1,800,000,000.00 | -371,595.00 | -0.01 |
| SWB8AA3S5D | Cswap: Cnh/usd 10-jan-2027 - Reccnh | — | — | 01/10/2027 | 10,000,000.00 | -160,689.00 | -0.01 |
| SWB8A9YRZU | SWP: Ois Jpy 0.820000 09-may-2043 - Recf | — | — | 05/09/2043 | 166,000,000.00 | -199,975.00 | -0.01 |
| SWB8ABCXMW | SWP: Eur 2.982000 20-mar-2038 - Payfix | — | — | 03/20/2038 | -14,280,000.00 | -344,644.00 | -0.01 |
| SWB8ABB7K4 | Italy (republic Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -4,935,000.00 | -131,927.00 | -0.01 |
| 39KPR96F16 | Gbp/usd Fwd 20251022 Barcus33 | GBP | — | 10/22/2025 | 14,455,930.00 | -239,925.00 | -0.01 |
| 4BVIIL9CA5 | Aud/usd Fwd 20251022 Barcus33 | AUD | — | 10/22/2025 | 32,682,589.00 | -302,987.00 | -0.01 |
| SWB8A9ZB2Y | SWP: Ois Jpy 0.756500 04-jan-2038 - Recf | — | — | 01/04/2038 | 900,000,000.00 | -571,553.00 | -0.02 |
| SWB8A9ZB4R | SWP: Ois Jpy 0.655000 06-apr-2038 - Recf | — | — | 04/06/2038 | 675,000,000.00 | -499,879.00 | -0.02 |
| SWB8A9ZB70 | SWP: Ois Jpy 0.656250 28-mar-2038 - Recf | — | — | 03/28/2038 | 800,000,000.00 | -589,699.00 | -0.02 |
| SWB8A9ZAYR | SWP: Ois Jpy 0.016000 29-may-2032 - Recf | — | — | 05/29/2032 | 800,000,000.00 | -409,346.00 | -0.02 |
| SWB8A9ZAWQ | SWP: Ois Jpy 0.822000 10-aug-2038 - Recf | — | — | 08/10/2038 | 600,000,000.00 | -388,386.00 | -0.02 |
| SWB8A9YS2Q | SWP: Ois Jpy 0.067700 22-mar-2029 - Recf | — | — | 03/22/2029 | 2,500,000,000.00 | -550,316.00 | -0.02 |
| SWB8A9KR8C | SWP: Ois Sgd 1.120000 29-jul-2031 - Recf | — | — | 07/29/2031 | 17,215,000.00 | -481,289.00 | -0.02 |
| SWB8A9YNBG | SWP: Ois Jpy 0.022500 19-may-2032 - Recf | — | — | 05/19/2032 | 1,200,000,000.00 | -606,698.00 | -0.02 |
| SWB8A5W8L3 | SWP: Aud 2.700000 03-dec-2029 | — | — | 12/03/2029 | 18,000,000.00 | -448,203.00 | -0.02 |
| SWB8A5ADZ6 | RECV Irs Aud 2.987000 10j | — | — | 07/10/2033 | 10,000,000.00 | -456,425.00 | -0.02 |
| SWB8A7HH5G | SWP: Krw 1.319000 05-feb-2030 - Recfix | — | — | 02/05/2030 | 11,000,000,000.00 | -398,219.00 | -0.02 |
| SWB8A72U1C | SWP: Nok 1.660000 07-oct-2029 | — | — | 10/07/2029 | 48,000,000.00 | -399,087.00 | -0.02 |
| SWB8AD9T8S | France (republic Of) Cds 20341220 | — | 0.25 | 12/20/2034 | 20,315,000.00 | -568,340.00 | -0.02 |
| SWB8ABRQ4Q | SWP: Ois Jpy 0.267500 31-jul-2028 | — | — | 07/31/2028 | 3,674,000,000.00 | -451,460.00 | -0.02 |
| SWB8ABG29C | SWP: Ois Sofr 3.070000 26-apr-2033 - Rec | — | — | 04/26/2033 | 13,000,000.00 | -382,650.00 | -0.02 |
| SWB8ABUV6V | SWP: Ois Sofr 4.027000 05-sep-2028 | — | — | 09/05/2028 | -32,215,000.00 | -408,054.00 | -0.02 |
| SWB8AC1HGJ | SWP: Ois Sofr 4.223000 07-nov-2028 | — | — | 11/07/2028 | -30,430,000.00 | -591,746.00 | -0.02 |
| SWB8ACMY34 | SWP: Ois Sofr 4.142500 17-may-2029 | — | — | 05/17/2029 | -30,780,000.00 | -611,738.00 | -0.02 |
| SWB8ACMVFD | SWP: Ois Sofr 3.850000 10-may-2054 | — | — | 05/10/2054 | 15,125,000.00 | -521,222.00 | -0.02 |
| SWB8ACMV8A | SWP: Ois Jpy 1.750000 08-jul-2055_c | — | — | 07/08/2055 | 570,000,000.00 | -536,657.00 | -0.02 |
| SWB8ACMUJF | SWP: Ois Eur 2.650000 11-may-2031 | — | — | 05/11/2031 | -17,280,000.00 | -475,792.00 | -0.02 |
| SWB8A42MHB | RECV Irs Eur1.18 2232032 | — | — | 02/23/2032 | 6,400,000.00 | -575,587.00 | -0.02 |
| SWB8A45QGS | RECV Irs 1.1695 Eur 03292 | — | — | 03/29/2032 | 4,680,000.00 | -432,412.00 | -0.02 |
| SWB8A46SS1 | RECV Irs 1.1 Eur 11052032 | — | — | 05/11/2032 | 4,150,000.00 | -410,972.00 | -0.02 |
| SWB8ADTZ51 | SWP: Brl Di Ois Jan 31 14.19_c | — | — | 01/02/2031 | -106,840,967.00 | -583,625.00 | -0.02 |
| SWB8A3HH3R | RECV Eur 0.785 6/28/2032 | — | — | 06/28/2032 | 7,000,000.00 | -867,014.00 | -0.03 |
| CA1VISVUOO | Krw/usd Fwd 20250917 00187 | KRW | — | 09/17/2025 | 38,793,377,157.00 | -852,593.00 | -0.03 |
| SWB8ACK8PU | SWP: Ois Eur 3.075500 23-apr-2026 | — | — | 04/23/2026 | -65,650,000.00 | -657,082.00 | -0.03 |
| SWB8ABXN7M | SWP: Ois Sofr 4.395500 28-sep-2028 | — | — | 09/28/2028 | -27,150,000.00 | -648,707.00 | -0.03 |
| SWB8A4CZBL | RECV Irs Usd 1.45 11may49 | — | — | 05/11/2049 | 3,000,000.00 | -848,167.00 | -0.03 |
| SWB8A5Z2E1 | SWP: Ois Gbp 1.200000 08-may-2037 - Recf | — | — | 05/08/2037 | 2,120,000.00 | -772,320.00 | -0.03 |
| SWB8A9YN0X | SWP: Ois Jpy 0.650000 03-dec-2039 - Recf | — | — | 12/03/2039 | 969,000,000.00 | -911,826.00 | -0.04 |
| SWB8A9ZB2M | SWP: Ois Jpy 0.887500 24-nov-2047 - Recf | — | — | 11/24/2047 | 560,000,000.00 | -911,186.00 | -0.04 |
| SWB8ABS8VX | SWP: Ois Sofr 3.770770 15-aug-2039 | — | — | 08/15/2039 | 38,155,000.00 | -911,379.00 | -0.04 |
| SWB8ACFHYH | SWP: Ois Chf 1.258000 20-mar-2034 | — | — | 03/20/2034 | -11,630,000.00 | -1,024,575.00 | -0.04 |
| SWB8A9YP4F | SWP: Ois Jpy 0.186250 29-may-2050 - Recf | — | — | 05/29/2050 | 500,000,000.00 | -1,398,464.00 | -0.05 |
| SWB8A5Z2GL | SWP: Ois Gbp 1.250000 08-may-2052 - Recf | — | — | 05/08/2052 | 1,800,000.00 | -1,218,734.00 | -0.05 |
| SWB8A5Z49U | SWP: Ois Gbp 1.150000 08-may-2032 - Recf | — | — | 05/08/2032 | 6,355,000.00 | -1,329,843.00 | -0.05 |
| SWB8A94P5M | Fswp: Aud 2.101000 26-mar-2036 - Recfix | — | — | 03/26/2036 | 10,000,000.00 | -1,193,593.00 | -0.05 |
| SWB8A9YMSL | SWP: Ois Jpy 0.334000 26-aug-2050 - Recf | — | — | 08/26/2050 | 500,000,000.00 | -1,314,451.00 | -0.05 |
| SWB8A9YMT5 | SWP: Ois Jpy 0.495750 12-apr-2046 - Recf | — | — | 04/12/2046 | 775,000,000.00 | -1,481,482.00 | -0.06 |
| SWB8AA9VY0 | Gazprom Pao Cds 20261220 | — | 1.0 | 12/20/2026 | 8,600,000.00 | -1,618,425.00 | -0.06 |
| SWB8A4CPJD | RECV Irs 1.0 Eur 05112033 | — | — | 05/11/2033 | 14,225,000.00 | -1,782,781.00 | -0.07 |
| SWB8A9YRZN | SWP: Ois Jpy 0.600000 03-dec-2038 - Recf | — | — | 12/03/2038 | 2,430,385,000.00 | -2,093,162.00 | -0.08 |
| SWB8A5Z2F0 | SWP: Ois Gbp 1.250000 08-may-2042 - Recf | — | — | 05/08/2042 | 4,100,000.00 | -2,030,866.00 | -0.08 |
| SWB8ACMV8L | SWP: Ois Jpy 1.750000 08-jul-2054 | — | — | 07/08/2054 | 2,145,000,000.00 | -1,914,563.00 | -0.08 |
| SWB8ADQ4UG | CDS: (cdx.em.43.v1) | — | 1.0 | 06/20/2030 | 100,000,000.00 | -2,190,400.00 | -0.09 |
| SWB8A5Z2FY | SWP: Ois 1.250000 08-may-2049 | — | — | 05/08/2049 | 3,440,000.00 | -2,182,048.00 | -0.09 |
| SWB8ADQ7JE | CDS: (cdx.em.43.v1) | — | 1.0 | 06/20/2030 | 100,000,000.00 | -2,190,400.00 | -0.09 |
| SWB8A5Z2J2 | SWP: Ois Gbp 1.250000 08-may-2054 | — | — | 05/08/2054 | 3,700,000.00 | -2,590,980.00 | -0.10 |
| SWB8A9YP52 | SWP: Ois Jpy 0.338330 16-dec-2050 - Recf | — | — | 12/16/2050 | 1,000,000,000.00 | -2,656,981.00 | -0.10 |
| SWB8A9Z6TP | SWP: Eur 0.600300 24-nov-2041 - Recfix | — | — | 11/24/2041 | 12,485,000.00 | -2,741,426.00 | -0.11 |
| SWB8AAB90K | SWP: Eur 1.310000 22-mar-2042 - Recfix | — | — | 03/22/2042 | 17,040,000.00 | -2,712,587.00 | -0.11 |
| SWB8AA4MVS | SWP: Eur 0.536000 17-feb-2042 - Recfix | — | — | 02/17/2042 | 8,450,000.00 | -3,005,870.00 | -0.12 |
| SWB8A8CNWZ | LCH Irs Rec Swp: Ois Gbp 0.327500 03-sep | — | — | 09/03/2050 | 3,540,000.00 | -2,965,207.00 | -0.12 |
| SWB8A9YMLX | SWP: Ois Jpy 0.466750 08-feb-2051 - Recf | — | — | 02/08/2051 | 1,200,000,000.00 | -3,000,586.00 | -0.12 |
| SWB8A9V1Y0 | SWP: Ois Eur -0.191180 15-aug-2030 - Rec | — | — | 08/15/2030 | 27,230,000.00 | -3,497,798.00 | -0.14 |
| SWB8A9YMZP | SWP: Ois Jpy 0.520100 30-mar-2051 - Recf | — | — | 03/30/2051 | 1,650,000,000.00 | -4,030,592.00 | -0.16 |
| SWB8A9YN0A | SWP: Ois Jpy 0.332500 23-oct-2045 - Recf | — | — | 10/23/2045 | 2,000,000,000.00 | -4,079,153.00 | -0.16 |
| SWB8A5Z2FL | SWP: Ois 1.250000 08-may-2046 - Recfix | — | — | 05/08/2046 | 9,725,000.00 | -5,659,080.00 | -0.22 |
| SWB8A91X4F | SWP: Eur 0.425000 09-mar-2046 - Recfix | — | — | 03/09/2046 | 14,270,000.00 | -6,309,230.00 | -0.25 |
| SWB8A9ZC0D | SWP: Eur 0.662900 25-nov-2041 - Recfix | — | — | 11/25/2041 | 30,272,000.00 | -6,486,167.00 | -0.25 |
| JYU5 CURNC | JPN Yen Curr Fut Sep25 | JYU5 | — | 09/15/2025 | 164,316,900.00 | -9,317,934.00 | -0.37 |
| SWB8A9KCAT | SWP: Ois Sofr 1.350000 11-may-2049 | — | — | 05/11/2049 | 29,415,000.00 | -12,333,509.00 | -0.48 |
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ABOUT
PGIM Fixed Income is the largest public fixed income asset management unit of PGIM, a registered investment advisor, and is responsible for Fund management. It is one of the most experienced fixed income managers in the United States, with $862 billion in assets under management as of March 31, 2025. Institutional assets include both external and proprietary portfolios. Asset class breakdown is based on company estimates. PGIM Fixed Income offers a disciplined investment and risk management process, in-depth sector expertise, and one of the most sophisticated research organizations in the industry. PGIM Fixed Income or one of its predecessors has been managing proprietary fixed income portfolios since 1875 and accounts for institutional clients since 1928. PGIM Limited is also a subadvisor on this fund. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States.
Robert Tipp, Matthew Angelucci, Brett Bailey, and Gregory Peters of PGIM Fixed Income are primarily responsible for management of the PGIM Global Total Return Fund.
Gregory Peters
Managing Director and Co-Chief Investment Officer of PGIM Fixed Income
Gregory Peters is a Managing Director and Co-Chief Investment Officer of PGIM Fixed Income.
Robert Tipp, CFA
Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income
Robert Tipp, CFA, is a Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income.
Matthew Angelucci, CFA
Principal and Portfolio Manager on the Multi-Sector Team at PGIM Fixed Income
Matthew Angelucci, CFA, is a Principal and portfolio manager on the Multi-Sector Team at PGIM Fixed Income.
Brett Bailey, CFA
Principal and Portfolio Manager for PGIM Fixed Income's Global Bond Team
|PGIM Fixed Income
Brett Bailey, CFA, is a Principal and portfolio manager for PGIM Fixed Income's Global Bond Team.
Average Maturity is the average time to maturity for a bond. Duration measures investment risk that takes into account both a bond's interest payments and its value to maturity. Standard deviation depicts how widely returns vary around its average and is used to understand the range of returns most likely for a given fund. A higher standard deviation generally implies greater volatility. Due to data availability, statistics may not be as of the current reporting period.
Enhanced cash strategies are variations on traditional money market vehicles. They are designed to provide liquidity and principal preservation, but with more of an emphasis on seeking returns that are superior to those of traditional money market offerings.
Source: Benchmarks - Lipper Inc.; Statistics - Morningstar Inc.; All other data from PGIM, Inc.
© 2025 Morningstar, Inc. All rights reserved. The information contained herein (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance does not guarantee future results.
BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). Bloomberg or Bloomberg’s licensors own all proprietary rights in the Bloomberg Indices. Bloomberg neither approves nor endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results obtained therefrom and, to the maximum extend allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Class R shares are closed to new investors. Class R2 shares and Class R4 shares are only offered for sale to group retirement plans available through a retirement recordkeeper or third party administrator. Class R6 and Z shares may be available to group retirement plans and institutional investors through certain retirement, mutual fund wrap and asset allocation programs. They may also be available to institutional investors. Class Z shares may be available through fee- or commission-based retail brokerage programs of certain financial intermediaries. Class A, C, and Z shares are generally closed to new retirement plans. Please see the prospectus for additional information about fees, expenses, and investor eligibility.
Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
Investment products are distributed by Prudential Investment Management Services LLC, member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly owned subsidiary of PGIM, Inc. (PGIM), the principal asset management business of Prudential Financial, Inc. (PFI), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. © 2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4406529 Ed. 04/2025
Fund Literature
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