PGIM Global Total Return Fund (PZTRX)
A:GTRAX
C:PCTRX
R2:PGTOX
R4:PGTSX
R6:PGTQX
Z:PZTRX
$5.42
(
$
)
$
)
1-Day Change
YTD: 11.10%
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
09/30/2025
1-Year
35%
43/154
3-Year
12%
21/154
5-Year
69%
87/147
10-Year
23%
26/124
15-Year
3%
4/83
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:
$2.597 Billion
Dividends (Paid):
Monthly
Dividends (Accrued):
Daily
Capital Gains:
Annually
Fund StatisticS
AS OF
09/30/2025
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 7.80 |
| Duration (years) | 7.00 |
| Standard Deviation (3 year) | 8.09 |
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.
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 9/30/2025: 53/206, 15/201, 143/185, and 52/150, 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
10/27/2025
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 5.39 | 0.01 | 0.19 | 5.57 | 159,594,055.40 |
| C | 5.38 | 0.01 | 0.19 | — | 9,313,367.12 |
| R2 | 5.46 | 0.01 | 0.18 | — | 2,728,605.97 |
| R4 | 5.46 | 0.01 | 0.18 | — | 12,728,093.04 |
| R6 | 5.45 | 0.01 | 0.18 | — | 1,492,323,783.37 |
| Z | 5.42 | 0.01 | 0.18 | — | 929,698,012.78 |
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 $U.S. value over the previous day:
= Gain, 
= Loss, 
= No Change.
See Prices of other PGIM Investments Mutual Funds.
52 Week High/Low
AS OF
10/27/2025
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 5.42 | 09/16/2025 | 4.93 | 01/13/2025 |
| C | 5.41 | 09/16/2025 | 4.92 | 01/13/2025 |
| R2 | 5.49 | 09/16/2025 | 5.00 | 01/13/2025 |
| R4 | 5.49 | 09/16/2025 | 5.00 | 01/13/2025 |
| R6 | 5.48 | 09/17/2025 | 4.99 | 01/13/2025 |
| Z | 5.45 | 09/16/2025 | 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
09/30/2025
| 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 | 3.71 | 3.64 | 3.43 | 3.55 | — |
| C - View Prospectus | 3.09 | 2.81 | — | 2.79 | — |
| R2 - View Prospectus | 3.64 | 3.40 | — | 3.35 | — |
| R4 - View Prospectus | 3.89 | 3.85 | — | 3.60 | — |
| R6 - View Prospectus | 4.20 | 4.20 | — | 3.90 | — |
| Z - View Prospectus | 4.09 | 4.09 | — | 3.80 | — |
*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
09/30/2025
Country Concentration (% of Assets)
|
Country Concentration
|
% of Assets
|
|---|---|
| United States | 35.1% |
| European Union | 5.2% |
| France | 4.7% |
| Italy | 4.0% |
| Mexico | 4.0% |
| Greece | 3.6% |
| China | 3.3% |
| Spain | 3.0% |
| Other | 35.2% |
| Cash/Equiv | 3.8% |
Currency Concentration (% of Assets)
|
Currency Concentration
|
% of Assets
|
|---|---|
| USD | 44.3% |
| EUR | 23.4% |
| Japanese Yen | 8.8% |
| Chinese Offshore Yuan | 7.7% |
| British Pound | 4.1% |
| Canadian Dollar | 2.7% |
| Chinese Yuan | 2.0% |
| Australian Dollar | 1.4% |
| South Korean Won | 1.1% |
| Other | 4.5% |
Sector vs Benchmark
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 7.3% | -21.6 |
| Treas | 6.5% | — |
| Agency | 0.8% | — |
| MBS | 0.0% | — |
| Foreign Govt Related | 17.3% | -16.8 |
| U.S Municipals | 0.4% | 0.1 |
| Bank Loans | 0.4% | 0.4 |
| Inv Grade Corp | 21.4% | 1.7 |
| Non Agency MBS | 2.1% | 2.1 |
| Commercial MBS | 4.7% | 4.1 |
| High Yield | 5.3% | 5.2 |
| ABS | 8.5% | 8.3 |
| Emerging Markets | 30.2% | 14.0 |
| Other | -1.4% | — |
| Cash/Equiv | 3.8% | — |
FUND STATISTICS
AS OF
09/30/2025
|
Fund Statistics
|
Years
|
|---|---|
| Average Maturity (years) | 7.8 |
| Duration (years) | 7.0 |
| Standard Deviation (3 year) | 8.09 |
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
09/30/2025
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
|
|---|---|---|---|---|---|---|---|
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.23 | 12/01/2099 | 63,677,408.00 | 63,677,407.00 | 2.51 |
| BK6L2S8 | Hellenic Republic Government Bond | GGB | 1.88 | 02/04/2035 | 60,000,000.00 | 62,132,916.00 | 2.45 |
| 912810SE9 | United States Treasury Note/bond | T | 3.38 | 11/15/2048 | 41,310,000.00 | 33,177,093.00 | 1.31 |
| 5831409 | Vietnam Government International Bond | VIETNM | 5.5 | 03/12/2028 | 33,797,698.00 | 32,300,460.00 | 1.27 |
| 91282CNX5 | United States Treasury Note/bond | T | 3.63 | 08/31/2030 | 30,000,000.00 | 29,850,000.00 | 1.18 |
| 912810SX7 | United States Treasury Note/bond | T | 2.38 | 05/15/2051 | 45,110,000.00 | 29,018,417.00 | 1.14 |
| 91282CNJ6 | United States Treasury Note/bond | T | 4.0 | 06/30/2032 | 26,455,000.00 | 26,595,542.00 | 1.05 |
| XS22706844 | Capital Four Clo Ii Dac | CFOUR | 3.08 | 01/15/2034 | 22,226,605.00 | 26,098,978.00 | 1.03 |
| XS23013864 | Invesco Euro Clo I Dac | INVSC | 0.8 | 07/15/2031 | 21,127,804.00 | 24,259,269.00 | 0.96 |
| 5666485 | Spain Government International Bond | SPAIN | 5.25 | 04/06/2029 | 16,080,000.00 | 21,930,269.00 | 0.86 |
| B01Z2F2 | Republic Of Italy Government Internation | ITALY | 5.25 | 12/07/2034 | 17,100,000.00 | 21,259,617.00 | 0.84 |
| B1SPPF3 | Caisse Francaise De Financement Local Sa | CAFFIL | 4.68 | 03/09/2029 | 28,712,000.00 | 21,042,584.00 | 0.83 |
| 5552841 | Federal National Mortgage Association | FNMA | 5.38 | 12/07/2028 | 15,000,000.00 | 20,681,973.00 | 0.82 |
| 912810UD8 | United States Treasury Note/bond | T | 4.13 | 08/15/2044 | 21,410,000.00 | 19,874,501.00 | 0.78 |
| 172967MV0 | Citigroup Inc | C | 3.88 | 05/18/2174 | 19,245,000.00 | 19,062,642.00 | 0.75 |
| BMDHPV7 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 15,595,000.00 | 18,297,866.00 | 0.72 |
| 902973BC9 | US Bancorp | USB | 3.7 | 01/15/2174 | 18,150,000.00 | 17,567,697.00 | 0.69 |
| XS22745292 | CIFC European Funding Clo Iii Dac | CIFCE | 3.08 | 01/15/2034 | 15,000,000.00 | 17,622,447.00 | 0.69 |
| BYWQJH3 | Petroleos Mexicanos | PEMEX | 4.88 | 02/21/2028 | 14,500,000.00 | 17,380,201.00 | 0.68 |
| CNXS233102 | Credit Suisse Ag/london | CS | 3.55 | 05/27/2031 | 120,000,000.00 | 17,375,856.00 | 0.68 |
| BDHBFR8 | Indonesia Government International Bond | INDON | 3.75 | 06/14/2028 | 13,980,000.00 | 16,880,010.00 | 0.67 |
| 39810DAA7 | Greystone Commercial Capital Trust Serie | GRYCCT | 7.47 | 05/31/2026 | 19,079,706.00 | 16,980,938.00 | 0.67 |
| BF2F610 | Eskom Holdings | ESKOM | 6.35 | 08/10/2028 | 16,350,000.00 | 16,816,629.00 | 0.66 |
| B7VT424 | Morgan Stanley | MS | — | 04/02/2032 | 22,400,000.00 | 16,100,000.00 | 0.63 |
| 698299AT1 | Panama Government International Bond | PANAMA | 8.13 | 04/28/2034 | 14,336,000.00 | 15,731,609.00 | 0.62 |
| BKLGVJ2 | Saudi Government International Bond | KSA | 2.0 | 07/09/2039 | 16,656,000.00 | 15,379,989.00 | 0.61 |
| BPLZH85 | Palmer Square European Clo 2025-1 Dac | PLMER | 3.75 | 10/15/2039 | 13,000,000.00 | 15,247,387.00 | 0.60 |
| XS29938708 | Penta Clo 3 Dac | PENTA | 3.29 | 10/17/2038 | 13,000,000.00 | 15,270,290.00 | 0.60 |
| XS23206962 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.76 | 03/15/2032 | 12,272,378.00 | 14,386,971.00 | 0.57 |
| BYQFJ21 | NTPC Ltd | NTPCIN | 2.75 | 02/01/2027 | 12,350,000.00 | 14,456,743.00 | 0.57 |
| BHNG1P5 | Berkshire Hathaway Inc | BRK | 0.44 | 09/13/2029 | 2,240,000,000.00 | 14,346,465.00 | 0.57 |
| BQ84ZR7 | Volkswagen Bank Gmbh | VW | 4.63 | 05/03/2031 | 11,000,000.00 | 13,604,703.00 | 0.54 |
| BNNRLB6 | Medtronic Inc | MDT | 3.65 | 10/15/2029 | 11,300,000.00 | 13,687,321.00 | 0.54 |
| CNBZ1NFQ3 | China Government Bond | — | 4.0 | 11/30/2035 | 81,500,000.00 | 13,650,199.00 | 0.54 |
| 26863LAN4 | ELP Commercial Mortgage Trust 2021-elp | ELP | 6.93 | 11/15/2038 | 13,487,617.00 | 13,470,757.00 | 0.53 |
| 26951TAA8 | Eagle Funding Luxco Sarl | MEX | 5.5 | 08/17/2030 | 13,210,000.00 | 13,414,755.00 | 0.53 |
| B013VW6 | Hellenic Republic Government Internation | GREECE | 5.2 | 07/17/2034 | 10,198,000.00 | 13,054,607.00 | 0.51 |
| XS22745304 | CIFC European Funding Clo Iii Dac | CIFCE | 2.0 | 01/15/2034 | 11,500,000.00 | 12,872,074.00 | 0.51 |
| 902613AH1 | UBS Group Ag | UBS | 1.49 | 08/10/2027 | 13,125,000.00 | 12,810,360.00 | 0.50 |
| B97PWJ3 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 12,546,900.00 | 12,482,597.00 | 0.49 |
| CNBBLZGL3 | China Government Bond | CGB | 3.95 | 06/29/2043 | 71,500,000.00 | 12,469,662.00 | 0.49 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -27,110,000.00 | 12,110,605.00 | 0.48 |
| BL3BQN1 | Indonesia Government International Bond | INDON | 0.9 | 02/14/2027 | 10,300,000.00 | 11,810,712.00 | 0.47 |
| XS23069893 | BNPP Am Euro Clo 2018 Dac | BNPAM | 2.63 | 04/15/2031 | 9,981,413.00 | 11,641,236.00 | 0.46 |
| BD6R3Q2 | Peruvian Government International Bond | PERU | 3.75 | 03/01/2030 | 9,408,000.00 | 11,397,536.00 | 0.45 |
| 38144GAG6 | Goldman Sachs Group Inc/the | GS | 3.65 | 02/10/2173 | 11,370,000.00 | 11,139,024.00 | 0.44 |
| CNBWVFT55 | China Government Bond | — | 4.1 | 05/21/2045 | 62,000,000.00 | 11,165,449.00 | 0.44 |
| BNKSW19 | Blackstone Property Partners Europe Hold | BPPEHX | 1.0 | 05/04/2028 | 9,850,000.00 | 10,992,995.00 | 0.43 |
| BMW62K3 | Colombia Government International Bond | COLOM | 3.75 | 09/19/2028 | 9,300,000.00 | 10,891,368.00 | 0.43 |
| BKV0VH2 | Mexico Government International Bond | MEX | 1.13 | 01/17/2030 | 10,100,000.00 | 10,799,586.00 | 0.43 |
| BJTBTF4 | Philippine Government International Bond | PHILIP | 0.59 | 08/15/2029 | 1,700,000,000.00 | 10,852,824.00 | 0.43 |
| BKY8924 | WPC Eurobond Bv | WPC | 0.95 | 06/01/2030 | 9,950,000.00 | 10,571,209.00 | 0.42 |
| B8FQRK7 | Petrobras Global Finance Bv | PETBRA | 5.38 | 10/01/2029 | 8,000,000.00 | 10,624,710.00 | 0.42 |
| BP37X58 | Bulgarian Energy Holding Ead | BULENR | 2.45 | 07/22/2028 | 9,300,000.00 | 10,539,923.00 | 0.42 |
| BRBCRN5 | SFIL Sa | SFILFR | 2.88 | 01/22/2031 | 9,100,000.00 | 10,607,334.00 | 0.42 |
| XS31853693 | Medtronic Inc | MDT | 2.95 | 10/15/2030 | 9,000,000.00 | 10,568,457.00 | 0.42 |
| BKS8XZ1 | HKT Capital No 3 Ltd | HKTGHD | 1.65 | 04/10/2027 | 9,300,000.00 | 10,468,395.00 | 0.41 |
| BKPHV02 | Indonesia Government International Bond | INDON | 1.4 | 10/30/2031 | 9,560,000.00 | 10,024,417.00 | 0.40 |
| 037989AL4 | Apidos Clo Xliv Ltd | APID | 5.67 | 10/26/2037 | 10,000,000.00 | 10,030,532.00 | 0.40 |
| 5703702 | Republic Of Italy Government Internation | ITALY | 4.25 | 06/28/2029 | 7,892,000.00 | 9,682,554.00 | 0.38 |
| BPBS9S8 | British American Tobacco Plc | BATSLN | 3.0 | 12/27/2173 | 8,300,000.00 | 9,698,912.00 | 0.38 |
| BN72D77 | Indonesia Government International Bond | INDON | 1.0 | 07/28/2029 | 8,500,000.00 | 9,271,484.00 | 0.37 |
| BWFY2V5 | Bulgaria Government International Bond | BGARIA | 3.13 | 03/26/2035 | 8,212,000.00 | 9,436,421.00 | 0.37 |
| BYQBH14 | Comision Federal De Electricidad | CFELEC | 5.0 | 09/29/2036 | 9,959,832.00 | 9,292,971.00 | 0.37 |
| XS30455017 | Vantage Data Centers Germany Borrower Lu | VDCDE | 4.29 | 06/28/2050 | 7,900,000.00 | 9,464,204.00 | 0.37 |
| CNBD9N4G4 | China Government Bond | — | 4.4 | 12/12/2046 | 48,500,000.00 | 9,153,300.00 | 0.36 |
| CNBP6SLX2 | Prologis Lp | PLD | 3.25 | 09/11/2029 | 63,660,000.00 | 9,102,490.00 | 0.36 |
| 46507WAB6 | Israel Electric Corp Ltd | ISRELE | 7.75 | 12/15/2027 | 8,650,000.00 | 9,155,592.00 | 0.36 |
| 02315JAA2 | Amazon Conservation Dac | AMCSRV | 6.03 | 01/16/2042 | 9,000,000.00 | 9,219,871.00 | 0.36 |
| 12529WAN6 | CF 2020-p1 Mortgage Trust | CF | 2.84 | 04/01/2052 | 9,086,472.00 | 9,031,496.00 | 0.36 |
| BK80BJ7 | Prologis Yen Finance Llc | PLD | 1.0 | 06/24/2032 | 1,500,000,000.00 | 9,150,442.00 | 0.36 |
| BHZL0J5 | Petrobras Global Finance Bv | PETBRA | 6.63 | 01/16/2034 | 6,800,000.00 | 9,079,016.00 | 0.36 |
| 38141GYB4 | Goldman Sachs Group Inc/the | GS | 2.62 | 04/22/2032 | 9,660,000.00 | 8,756,573.00 | 0.35 |
| 98887HAL8 | ZAIS Clo 3 Ltd | ZCLO3 | 6.77 | 07/15/2031 | 8,500,000.00 | 8,513,940.00 | 0.34 |
| XS28929506 | Realty Income Corp | O | 5.0 | 10/15/2029 | 6,300,000.00 | 8,526,779.00 | 0.34 |
| 904678AW9 | Unicredit Spa | UCGIM | 1.98 | 06/03/2027 | 8,485,000.00 | 8,347,022.00 | 0.33 |
| CNBNG70G1 | Agricultural Development Bank Of China | ADBCH | 3.8 | 10/27/2030 | 55,000,000.00 | 8,404,393.00 | 0.33 |
| BMFN416 | Korea Expressway Corp | HIGHWY | 2.31 | 04/28/2032 | 80,000,000.00 | 8,053,753.00 | 0.32 |
| 29273VAM2 | Energy Transfer Lp | ET | 7.13 | 05/15/2174 | 7,800,000.00 | 8,074,997.00 | 0.32 |
| B0CDLG9 | CITY Of Milan Italy | COMILA | 4.02 | 06/29/2035 | 6,875,000.00 | 8,181,382.00 | 0.32 |
| B5BVX41 | Hamburg Commercial Bank Ag | HCOB | 4.13 | 03/21/2031 | 8,160,000.00 | 7,925,808.00 | 0.31 |
| BKVF4G7 | Perusahaan Perseroan Persero Pt Perusaha | PLNIJ | 1.88 | 11/05/2031 | 7,500,000.00 | 7,889,087.00 | 0.31 |
| 129268AB4 | Caledonia Generating Llc | NEWCAL | 1.95 | 02/28/2034 | 8,897,791.00 | 7,908,470.00 | 0.31 |
| BMG92X1 | Serbia International Bond | SERBIA | 2.13 | 12/01/2030 | 9,015,000.00 | 7,871,266.00 | 0.31 |
| BMXNYY1 | AT&T Inc | T | 3.95 | 04/30/2031 | 6,500,000.00 | 7,932,991.00 | 0.31 |
| BNVSP64 | Hammerson Ireland Finance Dac | HMSOLN | 1.75 | 06/03/2027 | 6,897,000.00 | 7,986,488.00 | 0.31 |
| BS6Z725 | Bpifrance Saca | BPIFRA | 3.38 | 05/25/2034 | 6,800,000.00 | 7,907,411.00 | 0.31 |
| BVMCB29 | Realty Income Corp | O | 3.38 | 06/20/2031 | 6,600,000.00 | 7,756,091.00 | 0.31 |
| CNBMG4LP1 | First Abu Dhabi Bank Pjsc | FABUH | 3.15 | 01/29/2026 | 55,290,000.00 | 7,789,202.00 | 0.31 |
| XS31059830 | American Honda Finance Corp | HNDA | 3.5 | 06/27/2031 | 6,600,000.00 | 7,781,972.00 | 0.31 |
| XS16625256 | Korea Development Bank/the | KDB | 1.83 | 08/10/2027 | 74,000,000.00 | 7,667,194.00 | 0.30 |
| BP6GNS5 | Regie Autonome Des Transports Parisiens | RATPFP | 1.88 | 05/25/2032 | 7,000,000.00 | 7,493,266.00 | 0.30 |
| BJRJGG0 | Spain Government Bond | SPGB | 1.85 | 07/30/2035 | 7,225,000.00 | 7,524,206.00 | 0.30 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 7,890,000.00 | 7,332,507.00 | 0.29 |
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 143,700.00 | 7,400,550.00 | 0.29 |
| BMHTF86 | Power Finance Corp Ltd | POWFIN | 1.84 | 09/21/2028 | 6,419,000.00 | 7,231,235.00 | 0.28 |
| CNXS235779 | Export-import Bank Of India/london | EXIMBK | 3.45 | 06/25/2026 | 50,000,000.00 | 7,066,890.00 | 0.28 |
| SWB8A9ZC7A | SWP: Eur 0.628900 25-nov-2041 - Payfix | — | — | 11/25/2041 | -30,272,000.00 | 6,784,610.00 | 0.27 |
| B3QHNK6 | Hellenic Republic Government Internation | GREECE | 6.14 | 04/14/2028 | 5,400,000.00 | 6,767,811.00 | 0.27 |
| BM8BBN8 | Taurus 2021-4 Uk Dac | TAURS | 5.74 | 08/17/2031 | 5,126,283.00 | 6,912,381.00 | 0.27 |
| BLH9192 | Spain Government Bond | SPGB | 1.0 | 10/31/2050 | 10,600,000.00 | 6,676,431.00 | 0.26 |
| BK4K0P0 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 6,000,000.00 | 6,530,485.00 | 0.26 |
| BKWHP69 | Cyprus Government International Bond | CYPRUS | 1.25 | 01/21/2040 | 7,550,000.00 | 6,562,785.00 | 0.26 |
| BF5L262 | Region Of Lazio Italy | LAZIO | 3.09 | 03/31/2043 | 5,942,383.00 | 6,505,033.00 | 0.26 |
| B19J8B1 | Landsvirkjun | LANDSV | 2.03 | 07/24/2026 | 5,600,000.00 | 6,502,490.00 | 0.26 |
| 71654QAM4 | Petroleos Mexicanos | PEMEX | 9.5 | 09/15/2027 | 6,378,000.00 | 6,698,111.00 | 0.26 |
| 81881JAE2 | Shackleton 2014-v-r Clo Ltd | SHACK | 6.2 | 05/07/2031 | 6,500,000.00 | 6,502,863.00 | 0.26 |
| CNBD9N4H5 | China Government Bond | CGB | 4.15 | 12/12/2031 | 41,500,000.00 | 6,652,353.00 | 0.26 |
| 465410BG2 | Republic Of Italy Government Internation | ITALY | 5.38 | 06/15/2033 | 5,900,000.00 | 6,238,114.00 | 0.25 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 6,950,000.00 | 6,330,668.00 | 0.25 |
| BJVJN87 | Fidelity National Information Services I | FIS | 1.5 | 05/21/2027 | 5,600,000.00 | 6,458,965.00 | 0.25 |
| BM8BFW5 | Taurus 2021-4 Uk Dac | TAURS | 6.09 | 08/17/2031 | 4,635,812.00 | 6,250,688.00 | 0.25 |
| BM9TVJ7 | Totalenergies Se | TTEFP | 1.63 | 01/25/2174 | 5,500,000.00 | 6,220,293.00 | 0.25 |
| XS05325854 | Goldman Sachs Group Inc/the | GS | 5.22 | 08/24/2030 | 5,000,000.00 | 6,240,075.00 | 0.25 |
| BL71HX4 | United Group Bv | ADRBID | 3.63 | 02/15/2028 | 5,275,000.00 | 6,081,637.00 | 0.24 |
| BFD2NF3 | DP World Ltd/united Arab Emirates | DPWDU | 4.25 | 09/25/2030 | 4,740,000.00 | 6,167,644.00 | 0.24 |
| 2040480 | Israel Electric Corp Ltd | ISRELE | 7.88 | 12/15/2026 | 5,889,000.00 | 6,107,128.00 | 0.24 |
| 3137FV5Q1 | Freddie Mac Multifamily Structured Pass | FHMS | 1.47 | 06/01/2030 | 117,130,229.00 | 6,181,934.00 | 0.24 |
| 4653132 | Ontario Electricity Financial Corp | OHYD | — | 04/11/2031 | 10,000,000.00 | 6,052,669.00 | 0.24 |
| BP4DQF6 | MVM Energetika Zrt | MVMHU | 0.88 | 11/18/2027 | 5,430,000.00 | 6,095,097.00 | 0.24 |
| BQWR4G4 | ADIF Alta Velocidad | ADIFAL | 3.25 | 05/31/2029 | 5,000,000.00 | 5,957,417.00 | 0.23 |
| CNBMX6BF0 | QNB Finance Ltd | QNBK | 3.5 | 03/09/2026 | 41,660,000.00 | 5,884,124.00 | 0.23 |
| 62432BAQ6 | Mountain View Clo Ix Ltd | MVW | 6.36 | 07/15/2031 | 5,750,000.00 | 5,761,155.00 | 0.23 |
| 682680BL6 | Oneok Inc | OKE | 6.05 | 09/01/2033 | 5,600,000.00 | 5,937,684.00 | 0.23 |
| 045086AK1 | Ashton Woods Usa Llc / Ashton Woods Fina | ASHWOO | 6.63 | 01/15/2028 | 5,782,000.00 | 5,807,445.00 | 0.23 |
| 00084DBC3 | ABN Amro Bank Nv | ABNANV | 6.58 | 10/13/2026 | 5,800,000.00 | 5,803,766.00 | 0.23 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 6,600,000.00 | 5,948,642.00 | 0.23 |
| BKVBJV5 | Philippine Government International Bond | PHILIP | 0.7 | 02/03/2029 | 5,365,000.00 | 5,857,863.00 | 0.23 |
| B1YXLB9 | Colombia Government International Bond | COLOM | 9.85 | 06/28/2027 | 23,612,000,000.00 | 5,929,409.00 | 0.23 |
| XS22912818 | Henley Clo Iv Dac | HNLY | 2.84 | 04/25/2034 | 5,000,000.00 | 5,870,255.00 | 0.23 |
| XS26249387 | Honeywell International Inc | HON | 3.75 | 05/17/2032 | 4,900,000.00 | 5,880,270.00 | 0.23 |
| BLF8T53 | Hellenic Republic Government Bond | GGB | 1.88 | 01/24/2052 | 7,585,000.00 | 5,684,672.00 | 0.22 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 6,200,000.00 | 5,634,825.00 | 0.22 |
| 30023JCT3 | Evergreen Credit Card Trust | EVGRN | 5.64 | 10/15/2028 | 5,600,000.00 | 5,648,912.00 | 0.22 |
| CNXS144978 | Jpmorgan Chase Financial Co Llc | — | 3.5 | 07/27/2028 | 38,000,000.00 | 5,486,648.00 | 0.22 |
| FR001400N7 | Agence Francaise De Developpement Epic | AGFRNC | 3.0 | 01/17/2034 | 5,000,000.00 | 5,677,841.00 | 0.22 |
| BQHN9P1 | Gabon Blue Bond Master Trust Series 2 | GABBMT | 6.1 | 08/01/2038 | 5,550,000.00 | 5,605,500.00 | 0.22 |
| BMY8BL1 | Realty Income Corp | O | 4.88 | 07/06/2030 | 4,400,000.00 | 5,528,202.00 | 0.22 |
| BN12NR3 | Sogecap Sa | SOGESA | 6.5 | 05/16/2044 | 3,900,000.00 | 5,203,800.00 | 0.21 |
| 73015AAA5 | PMT Credit Risk Transfer Trust 2024-1r | PMTCR | 7.86 | 05/25/2033 | 5,224,601.00 | 5,286,775.00 | 0.21 |
| BMCJKS6 | LA Poste Sa | FRPTT | 1.38 | 04/21/2032 | 5,000,000.00 | 5,226,283.00 | 0.21 |
| BF7M111 | BANK Gospodarstwa Krajowego | BGOSK | 1.63 | 04/30/2028 | 4,760,000.00 | 5,453,348.00 | 0.21 |
| BD9PPY5 | Philippine Government International Bond | PHILIP | 0.99 | 08/15/2028 | 800,000,000.00 | 5,260,844.00 | 0.21 |
| BDGT2N8 | Egypt Government International Bond | EGYPT | 5.63 | 04/16/2030 | 4,700,000.00 | 5,254,217.00 | 0.21 |
| BGHJ926 | Korea Expressway Corp | HIGHWY | 3.03 | 05/11/2032 | 7,500,000.00 | 5,230,580.00 | 0.21 |
| B54YZN0 | Repubic Of Italy Government Internationa | ITALYS | — | 02/20/2031 | 5,458,004.00 | 5,360,465.00 | 0.21 |
| B128DP4 | United Kingdom Gilt | UKT | 4.25 | 12/07/2046 | 4,475,000.00 | 5,129,866.00 | 0.20 |
| BLR8KJ2 | Gazprom Pjsc Via Gaz Finance Plc | GAZPRU | 1.54 | 06/30/2027 | 6,000,000.00 | 5,087,620.00 | 0.20 |
| 727521AB2 | Plaquemines Port Harbor & Terminal Distr | PLATRN | 12.0 | 12/01/2034 | 4,900,000.00 | 5,033,298.00 | 0.20 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 5,013,847.00 | 5,031,187.00 | 0.20 |
| 29273VAN0 | Energy Transfer Lp | ET | 6.5 | 11/15/2173 | 5,045,000.00 | 5,075,597.00 | 0.20 |
| 3137FVEE8 | Freddie Mac Multifamily Structured Pass | FHMS | 1.47 | 06/01/2030 | 99,340,298.00 | 5,137,582.00 | 0.20 |
| 3137F83S0 | Freddie Mac Multifamily Structured Pass | FHMS | 1.11 | 10/01/2030 | 124,249,692.00 | 5,090,410.00 | 0.20 |
| BYT37Z1 | Israel Government International Bond | ISRAEL | 6.88 | 10/21/2034 | 3,517,000.00 | 5,151,202.00 | 0.20 |
| CURRENCY | Currency | — | — | — | 154,333,647.00 | 4,951,877.00 | 0.20 |
| CNBK6RC31 | HSBC Bank Plc | — | 3.12 | 04/04/2026 | 36,800,000.00 | 5,186,318.00 | 0.20 |
| CA74625PAB | BX Commercial Mortgage Trust 2024-pure | BX | 4.66 | 11/15/2041 | 6,810,617.00 | 4,953,017.00 | 0.20 |
| CNBRDWHT9 | HSBC Bank Plc | HSBC | 3.15 | 03/06/2026 | 35,000,000.00 | 4,935,376.00 | 0.19 |
| BS55M65 | TDF Infrastructure Sasu | TDFINF | 4.13 | 10/23/2031 | 4,100,000.00 | 4,857,758.00 | 0.19 |
| 25470XAY1 | DISH Dbs Corp | DISH | 7.75 | 07/01/2026 | 4,950,000.00 | 4,914,077.00 | 0.19 |
| 195325AL9 | Colombia Government International Bond | COLOM | 8.38 | 02/15/2027 | 4,759,000.00 | 4,848,945.00 | 0.19 |
| 74446DAP3 | Public Finance Authority | PUBFAC | 9.25 | 09/01/2055 | 5,050,000.00 | 4,736,464.00 | 0.19 |
| 69391NAA9 | PMT Credit Risk Transfer Trust 2024-2r | PMTCR | 7.69 | 03/29/2027 | 4,816,672.00 | 4,866,831.00 | 0.19 |
| 637193BA0 | Power Sector Assets & Liabilities Manage | PSALM | 9.63 | 05/15/2028 | 4,320,000.00 | 4,901,040.00 | 0.19 |
| 5462575PRU | Chase Bank Usa Na | JPM | — | 03/17/2048 | 15,390,416.00 | 4,927,884.00 | 0.19 |
| BM98V49 | Anchorage Capital Europe Clo 2021-4 Dac | ANCHE | 2.81 | 04/25/2034 | 4,000,000.00 | 4,699,934.00 | 0.19 |
| BK91D71 | Logicor Financing Sarl | LOGICR | 1.63 | 07/15/2027 | 4,300,000.00 | 4,942,398.00 | 0.19 |
| BJH82R0 | Mexico Government International Bond | MEX | 2.88 | 04/08/2039 | 5,000,000.00 | 4,742,061.00 | 0.19 |
| B1HBPY1 | SNCF Reseau | RESFER | 4.7 | 06/01/2035 | 6,400,000.00 | 4,770,683.00 | 0.19 |
| XS28390043 | Becton Dickinson & Co | BDX | 3.83 | 06/07/2032 | 4,100,000.00 | 4,937,268.00 | 0.19 |
| XS27191379 | Magyar Export-import Bank Zrt | MAEXIM | 6.0 | 05/16/2029 | 3,600,000.00 | 4,567,348.00 | 0.18 |
| B60HDM5 | Comision Federal De Electricidad | CFELEC | 3.86 | 12/15/2036 | 5,021,667.00 | 4,611,145.00 | 0.18 |
| BJLC3L9 | Deutsche Bahn Ag | DBHNGR | 1.6 | 10/18/2173 | 4,200,000.00 | 4,589,488.00 | 0.18 |
| BFYN3F5 | Czech Republic Government Bond | CZGB | 2.0 | 10/13/2033 | 115,000,000.00 | 4,636,694.00 | 0.18 |
| BG0QSR2 | Aflac Inc | AFL | 1.16 | 10/18/2030 | 700,000,000.00 | 4,574,041.00 | 0.18 |
| BDVPQ39 | Prologis Yen Finance Llc | PLD | 0.97 | 09/25/2028 | 700,000,000.00 | 4,582,713.00 | 0.18 |
| BDZVF81 | Romanian Government International Bond | ROMANI | 2.5 | 02/08/2030 | 4,150,000.00 | 4,498,966.00 | 0.18 |
| BK92GM0 | Philippine Government International Bond | PHILIP | 0.88 | 05/17/2027 | 4,000,000.00 | 4,569,989.00 | 0.18 |
| BMD5K72 | Bpifrance Saca | BPIFRA | 3.38 | 11/25/2032 | 3,900,000.00 | 4,612,449.00 | 0.18 |
| 83368RBJ0 | Societe Generale Sa | SOCGEN | 3.34 | 01/21/2033 | 4,915,000.00 | 4,468,161.00 | 0.18 |
| 89183QAA2 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.17 | 09/25/2064 | 4,626,338.00 | 4,633,549.00 | 0.18 |
| BSLKGM8 | Metlife Inc | MET | 1.42 | 03/07/2031 | 700,000,000.00 | 4,594,340.00 | 0.18 |
| BSHRBG2 | Fortive Corp | FTV | 3.7 | 08/15/2029 | 3,850,000.00 | 4,620,890.00 | 0.18 |
| BMY0LL7 | Mexico Government International Bond | MEX | 1.45 | 10/25/2033 | 4,825,000.00 | 4,625,641.00 | 0.18 |
| SWB8A5Z42Z | Fswp: Ois 1.100000 08-may-2029 | — | — | 05/08/2029 | -38,880,000.00 | 4,648,351.00 | 0.18 |
| BN6M000 | NEW Zealand Government Bond | NZGB | 0.25 | 05/15/2028 | 8,000,000.00 | 4,325,908.00 | 0.17 |
| CNB7PG5Z1 | China Development Bank | — | 4.3 | 08/02/2032 | 27,000,000.00 | 4,350,298.00 | 0.17 |
| BYZK819 | Spain Government Bond | SPGB | 3.45 | 07/30/2066 | 4,200,000.00 | 4,226,270.00 | 0.17 |
| 69392AAA6 | PMT Credit Risk Transfer Trust 2024-3r | PMTCR | 7.44 | 09/27/2028 | 4,167,812.00 | 4,216,717.00 | 0.17 |
| 46652JAV4 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 1.92 | 05/01/2053 | 5,000,000.00 | 4,315,025.00 | 0.17 |
| B8BTTP9 | Autonomous Community Of Catalonia | GENCAT | 5.9 | 05/28/2030 | 3,250,000.00 | 4,212,236.00 | 0.17 |
| XS28469838 | Finance Department Government Of Sharjah | SHJGOV | 4.63 | 01/17/2031 | 3,600,000.00 | 4,330,923.00 | 0.17 |
| XS16007091 | International Bank For Reconstruction & | IBRD | — | 04/23/2032 | 8,758,000.00 | 4,342,997.00 | 0.17 |
| XS31853711 | Mexico Government International Bond | MEX | 5.13 | 03/19/2038 | 3,600,000.00 | 4,303,207.00 | 0.17 |
| XS30700321 | Booking Holdings Inc | BKNG | 3.13 | 05/09/2031 | 3,500,000.00 | 4,115,790.00 | 0.16 |
| BG87FH6 | Perusahaan Perseroan Persero Pt Perusaha | PLNIJ | 2.88 | 10/25/2025 | 3,536,000.00 | 4,149,365.00 | 0.16 |
| BJ7HNN0 | Petroleos Mexicanos | PEMEX | 6.84 | 01/23/2030 | 4,050,000.00 | 4,120,915.00 | 0.16 |
| 95000U2U6 | Wells Fargo & Co | WFC | 3.35 | 03/02/2033 | 4,410,000.00 | 4,104,306.00 | 0.16 |
| 92564RAA3 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.25 | 12/01/2026 | 4,000,000.00 | 3,984,847.00 | 0.16 |
| CNBMW3KN3 | China Government Bond | CGB | 4.5 | 05/22/2034 | 24,000,000.00 | 4,059,065.00 | 0.16 |
| BPMQJC5 | Finance Department Government Of Sharjah | SHJGOV | 4.63 | 01/17/2031 | 3,400,000.00 | 4,090,316.00 | 0.16 |
| BMW62D6 | Colombia Government International Bond | COLOM | 5.63 | 02/19/2036 | 3,690,000.00 | 4,184,948.00 | 0.16 |
| BQRF098 | Chile Electricity Lux Mpc Ii Sarl | CHLMPC | 5.67 | 10/20/2035 | 3,900,000.00 | 4,017,468.00 | 0.16 |
| SWB8ADC07S | SWP: Ois Sofr 3.135500 14-dec-2054_c | — | — | 12/14/2054 | -140,995,000.00 | 3,978,750.00 | 0.16 |
| BQ5HRF1 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.85 | 02/01/2035 | 3,085,000.00 | 3,740,305.00 | 0.15 |
| BS2L7T4 | Carrier Global Corp | CARR | 4.5 | 11/29/2032 | 3,000,000.00 | 3,752,921.00 | 0.15 |
| CNBS2HDQ1 | Prologis Lp | PLD | 3.5 | 02/06/2027 | 26,000,000.00 | 3,700,054.00 | 0.15 |
| ES00000127 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2029 | 3,600,000.00 | 3,835,371.00 | 0.15 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 3,700,000.00 | 3,784,979.00 | 0.15 |
| BK9TLM6 | Metlife Inc | MET | 0.77 | 05/23/2029 | 600,000,000.00 | 3,918,814.00 | 0.15 |
| BK8KJQ0 | Bioceanico Sovereign Certificate Ltd | PARCRT | — | 06/05/2034 | 4,532,814.00 | 3,708,431.00 | 0.15 |
| 445587AE8 | HUNT Cos Inc | HUNTCO | 5.25 | 04/15/2029 | 3,975,000.00 | 3,873,847.00 | 0.15 |
| 68269HAD7 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 7.52 | 09/15/2036 | 3,700,000.00 | 3,821,711.00 | 0.15 |
| 097023CW3 | Boeing Co/the | BA | 5.81 | 05/01/2050 | 3,760,000.00 | 3,756,747.00 | 0.15 |
| 059891AA9 | Bangko Sentral Ng Pilipinas Internationa | BSNZPM | 8.6 | 06/15/2027 | 3,560,000.00 | 3,828,708.00 | 0.15 |
| 251526CE7 | Deutsche Bank Ag/new York Ny | DB | 2.13 | 11/24/2026 | 3,760,000.00 | 3,744,932.00 | 0.15 |
| XS28956239 | Indonesia Government International Bond | INDON | 3.65 | 09/10/2032 | 3,200,000.00 | 3,783,972.00 | 0.15 |
| XS27647892 | Fortive Corp | FTV | 3.7 | 02/13/2026 | 3,000,800.00 | 3,533,799.00 | 0.14 |
| XS27681827 | Newday Funding | NDFT | 5.62 | 03/15/2032 | 2,600,000.00 | 3,532,525.00 | 0.14 |
| 86773AAB7 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.88 | 10/30/2059 | 3,770,490.00 | 3,628,942.00 | 0.14 |
| BK0P1Q7 | Romanian Government International Bond | ROMANI | 2.12 | 07/16/2031 | 3,600,000.00 | 3,603,159.00 | 0.14 |
| BD0YTY9 | Republic Of Italy Government Internation | ITALY | 2.46 | 05/11/2026 | 3,000,000.00 | 3,518,454.00 | 0.14 |
| BZBZDR6 | Societe Nationale Sncf Saca | SNCF | 1.5 | 02/02/2029 | 3,200,000.00 | 3,606,681.00 | 0.14 |
| BWWD237 | Petroleos Mexicanos | PEMEX | 2.75 | 04/21/2027 | 3,000,000.00 | 3,479,214.00 | 0.14 |
| SWB8AD9YU7 | SWP: Eur 1.468200 28-nov-2054_c | — | — | 11/28/2054 | -44,440,000.00 | 3,628,711.00 | 0.14 |
| BYVTQD8 | Gazprom Pjsc Via Gaz Capital Sa | GAZPRU | 2.5 | 03/21/2026 | 3,500,000.00 | 3,390,069.00 | 0.13 |
| CNBRXM6F8 | HONG Kong Government International Bond | HKINTL | 3.3 | 06/07/2033 | 22,000,000.00 | 3,343,335.00 | 0.13 |
| CNBWVFT22 | China Government Bond | — | 3.6 | 05/21/2030 | 21,500,000.00 | 3,271,872.00 | 0.13 |
| 90331HLH4 | US Bank Na/cincinnati Oh | USB | 3.99 | 08/09/2047 | 3,414,000.00 | 3,396,930.00 | 0.13 |
| 912810TV0 | United States Treasury Note/bond | T | 4.75 | 11/15/2053 | 3,260,000.00 | 3,265,603.00 | 0.13 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 4,410,000.00 | 3,360,887.00 | 0.13 |
| BJ686D5 | Altria Group Inc | MO | 3.13 | 06/15/2031 | 2,900,000.00 | 3,360,006.00 | 0.13 |
| BFWSCD3 | AT&T Inc | T | 5.1 | 11/25/2048 | 4,575,000.00 | 3,255,785.00 | 0.13 |
| 3137FVNJ7 | Freddie Mac Multifamily Structured Pass | FHMS | 1.21 | 06/01/2030 | 74,604,677.00 | 3,301,958.00 | 0.13 |
| 35564KJP5 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 6.46 | 09/25/2041 | 3,350,000.00 | 3,367,788.00 | 0.13 |
| XS26351854 | Slovenia Government International Bond | SLOVEN | 5.0 | 09/19/2033 | 3,200,000.00 | 3,296,128.00 | 0.13 |
| 356834AA9 | Freeport Terminal Malta Plc | FRETER | 7.25 | 05/15/2028 | 3,000,000.00 | 3,162,492.00 | 0.12 |
| 11135FBK6 | Broadcom Inc | AVGO | 3.42 | 04/15/2033 | 3,405,000.00 | 3,148,030.00 | 0.12 |
| 465410BY3 | Republic Of Italy Government Internation | ITALY | 2.88 | 10/17/2029 | 3,300,000.00 | 3,147,621.00 | 0.12 |
| BL55FK1 | Hungary Government International Bond | REPHUN | 1.63 | 04/28/2032 | 2,976,000.00 | 3,088,999.00 | 0.12 |
| B1HMSM3 | Region Of Piemont Italy | PIEMON | 2.1 | 11/27/2036 | 3,000,000.00 | 2,931,731.00 | 0.12 |
| BD3RMZ7 | Petroleos Mexicanos | PEMEX | 4.75 | 02/26/2029 | 2,500,000.00 | 2,952,735.00 | 0.12 |
| BZ08Z81 | Ville De Paris | VDP | 1.75 | 05/25/2031 | 2,800,000.00 | 3,054,506.00 | 0.12 |
| BPQYJ81 | SELP Finance Sarl | SEGPLP | 3.75 | 08/10/2027 | 2,500,000.00 | 2,980,267.00 | 0.12 |
| BNNH053 | Amazon Conservation Dac | AMCSRV | 6.03 | 01/16/2042 | 2,770,000.00 | 2,837,671.00 | 0.11 |
| BMW2PR9 | Colombia Government International Bond | COLOM | 5.0 | 09/19/2032 | 2,450,000.00 | 2,839,029.00 | 0.11 |
| CNBMD8435 | QNB Finance Ltd | QNBK | 3.15 | 02/04/2026 | 20,500,000.00 | 2,889,441.00 | 0.11 |
| SWB8A9HG1Y | SWP: Ois Jpy 0.450000 08-jul-2054 | — | — | 07/08/2054 | -1,000,000,000.00 | 2,882,373.00 | 0.11 |
| SWB8A9Z6TT | SWP: Eur 0.564800 24-nov-2041 - Payfix | — | — | 11/24/2041 | -12,485,000.00 | 2,868,336.00 | 0.11 |
| SWB8AAB90T | SWP: Eur 1.257000 22-mar-2042 - Payfix | — | — | 03/22/2042 | -17,040,000.00 | 2,879,470.00 | 0.11 |
| B8ADAMRM6 | International Park Hldgs Bv | — | 7.29 | 12/31/2031 | 2,525,000.00 | 2,912,597.00 | 0.11 |
| 92840MAC6 | Vistra Corp | VST | 7.0 | 06/15/2174 | 2,650,000.00 | 2,688,917.00 | 0.11 |
| BKSB134 | Societe Des Grands Projets Epic | SOGRPR | — | 11/25/2030 | 2,800,000.00 | 2,836,482.00 | 0.11 |
| BJLD0T9 | Cyprus Government International Bond | CYPRUS | 2.75 | 05/03/2049 | 3,000,000.00 | 2,916,445.00 | 0.11 |
| BF1ZKD1 | Wells Fargo & Co | WFC | 4.0 | 04/27/2027 | 4,198,000.00 | 2,772,853.00 | 0.11 |
| BF2BLB3 | Autonomous Community Of Catalonia | GENCAT | 6.35 | 11/30/2041 | 2,100,000.00 | 2,917,444.00 | 0.11 |
| BFB5ML3 | Mexico City Airport Trust | MEXCAT | 5.5 | 07/31/2047 | 3,137,000.00 | 2,721,347.00 | 0.11 |
| 53219LAU3 | Lifepoint Health Inc | RGCARE | 5.38 | 01/15/2029 | 3,000,000.00 | 2,870,637.00 | 0.11 |
| 87724RAB8 | Taylor Morrison Communities Inc | TMHC | 5.75 | 01/15/2028 | 2,723,000.00 | 2,762,033.00 | 0.11 |
| 131347CP9 | Calpine Corp | CPN | 4.63 | 02/01/2029 | 2,770,000.00 | 2,744,136.00 | 0.11 |
| 200340AW7 | Comerica Inc | CMA | 5.98 | 01/30/2030 | 2,792,000.00 | 2,904,762.00 | 0.11 |
| XS31059826 | American Honda Finance Corp | HNDA | 2.85 | 06/27/2028 | 2,300,000.00 | 2,707,146.00 | 0.11 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 2,286,000.00 | 2,444,876.00 | 0.10 |
| 3137FWHV5 | Freddie Mac Multifamily Structured Pass | FHMS | 1.52 | 07/01/2030 | 48,138,900.00 | 2,622,944.00 | 0.10 |
| 165167735 | Expand Energy Corp | EXE | — | — | 23,063.00 | 2,450,213.00 | 0.10 |
| 05613YAA1 | BXMT 2025-fl5 Ltd | BXMT | 5.77 | 10/18/2042 | 2,600,000.00 | 2,588,349.00 | 0.10 |
| 02007G4F7 | ALLY Bank Auto Credit-linked Notes Serie | ABCLN | 6.68 | 09/15/2032 | 2,632,333.00 | 2,660,084.00 | 0.10 |
| 88731EAJ9 | TIME Warner Cable Enterprises Llc | CHTR | 8.38 | 07/15/2033 | 2,065,000.00 | 2,423,552.00 | 0.10 |
| 62954WAS4 | NTT Finance Corp | NTT | 4.88 | 07/16/2030 | 2,375,000.00 | 2,412,830.00 | 0.10 |
| 749414AA6 | RCKT Mortgage Trust 2024-ces7 | RCKT | 5.16 | 10/25/2044 | 2,533,205.00 | 2,539,244.00 | 0.10 |
| 541624AA0 | Region Of Lombardy Italy | LOMBIT | 5.8 | 10/25/2032 | 2,700,000.00 | 2,535,657.00 | 0.10 |
| 404280EW5 | HSBC Holdings Plc | HSBC | 5.24 | 05/13/2031 | 2,400,000.00 | 2,469,716.00 | 0.10 |
| B038WG0 | Republic Of Italy Government Internation | ITALY | 5.35 | 01/27/2048 | 2,100,000.00 | 2,637,008.00 | 0.10 |
| CNBYSVGC6 | China Government Bond | — | 3.9 | 07/04/2036 | 16,000,000.00 | 2,659,751.00 | 0.10 |
| BMHRN97 | Blackstone Property Partners Europe Hold | BPPEHX | 1.63 | 04/20/2030 | 2,400,000.00 | 2,600,868.00 | 0.10 |
| BN7JF49 | Malta Government Bond | MALTA | 1.0 | 04/23/2031 | 2,500,000.00 | 2,536,727.00 | 0.10 |
| BP8XNQ2 | Republic Of South Africa Government Inte | SOAF | 3.75 | 07/24/2026 | 2,200,000.00 | 2,599,053.00 | 0.10 |
| BNYNN06 | Freeport Indonesia Pt | FRIDPT | 5.32 | 04/14/2032 | 2,490,000.00 | 2,522,370.00 | 0.10 |
| BRJD2V3 | Agence France Locale | AFLBNK | 3.13 | 03/20/2034 | 2,300,000.00 | 2,627,759.00 | 0.10 |
| BQPGSG6 | Cassa Depositi E Prestiti Spa | CDEP | 3.38 | 02/11/2032 | 2,200,000.00 | 2,592,675.00 | 0.10 |
| BRXC3W4 | Gestion Securite De Stocks Securite Sa | SAGESS | 3.0 | 11/25/2031 | 2,000,000.00 | 2,324,197.00 | 0.09 |
| BQXLQ25 | Petroleos Mexicanos | PEMEX | 10.0 | 02/07/2033 | 2,050,000.00 | 2,379,025.00 | 0.09 |
| BYY7PC1 | Hungary Government Bond | HGB | 3.0 | 10/27/2027 | 800,000,000.00 | 2,257,547.00 | 0.09 |
| BPMQHX2 | Japan Government Twenty Year Bond | JGB | 1.9 | 06/20/2044 | 377,000,000.00 | 2,311,703.00 | 0.09 |
| CNB7N2LX1 | China Development Bank | — | 4.2 | 01/19/2027 | 16,000,000.00 | 2,315,414.00 | 0.09 |
| SWB8A5Z49Y | SWP: Ois Gbp 1.150000 08-may-2033 - Recf | — | — | 05/08/2033 | -8,715,000.00 | 2,159,219.00 | 0.09 |
| 95003EAG1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 7.77 | 05/15/2031 | 2,200,000.00 | 2,194,674.00 | 0.09 |
| 912810UF3 | United States Treasury Note/bond | T | 4.63 | 11/15/2044 | 2,390,000.00 | 2,368,340.00 | 0.09 |
| BL5243052 | Avantor Funding Inc | AVTR | 2.5 | 09/29/2032 | 1,850,000.00 | 2,182,852.00 | 0.09 |
| BMC2PV3 | International Finance Corp | IFC | 7.02 | 04/06/2028 | 44,300,000.00 | 2,337,098.00 | 0.09 |
| 404119AJ8 | HCA Inc | HCA | 7.5 | 11/06/2033 | 2,000,000.00 | 2,298,439.00 | 0.09 |
| 48128KAS0 | Jpmcc Commercial Mortgage Securities Tru | JPMCC | 3.11 | 07/01/2050 | 2,239,765.00 | 2,199,654.00 | 0.09 |
| 539439AM1 | Lloyds Banking Group Plc | LLOYDS | 4.58 | 12/10/2025 | 2,250,000.00 | 2,249,555.00 | 0.09 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 2,325,000.00 | 2,328,060.00 | 0.09 |
| 912810SF6 | United States Treasury Note/bond | T | 3.0 | 02/15/2049 | 3,000,000.00 | 2,246,250.00 | 0.09 |
| 912810SH2 | United States Treasury Note/bond | T | 2.88 | 05/15/2049 | 3,000,000.00 | 2,188,125.00 | 0.09 |
| 071734AJ6 | Bausch Health Cos Inc | BHCCN | 5.25 | 01/30/2030 | 3,250,000.00 | 2,283,125.00 | 0.09 |
| 19767QAS4 | HCA Inc | HCA | 7.75 | 07/15/2036 | 2,000,000.00 | 2,343,468.00 | 0.09 |
| 19828TAB2 | Columbia Pipelines Operating Co Llc | CPGX | 6.04 | 11/15/2033 | 2,040,000.00 | 2,177,102.00 | 0.09 |
| 38141GXR0 | Goldman Sachs Group Inc/the | GS | 1.99 | 01/27/2032 | 2,450,000.00 | 2,161,396.00 | 0.09 |
| 35564KNS4 | Freddie Mac Stacr Remic Trust 2021-hqa4 | STACR | 6.71 | 12/25/2041 | 2,350,000.00 | 2,373,500.00 | 0.09 |
| 29278NAE3 | Energy Transfer Lp | ET | 6.0 | 06/15/2048 | 2,350,000.00 | 2,317,207.00 | 0.09 |
| 131347CN4 | Calpine Corp | CPN | 5.13 | 03/15/2028 | 2,050,000.00 | 2,050,551.00 | 0.08 |
| 07336HAA0 | Bayview Financing Trust 2023-1f | BVFT | 8.35 | 07/01/2026 | 1,926,603.00 | 1,933,518.00 | 0.08 |
| 87470LAD3 | Tallgrass Energy Partners Lp / Tallgrass | TEP | 5.5 | 01/15/2028 | 2,075,000.00 | 2,065,329.00 | 0.08 |
| 845467AR0 | Expand Energy Corp | EXE | 5.38 | 02/01/2029 | 2,000,000.00 | 2,003,874.00 | 0.08 |
| 86765BAV1 | Energy Transfer Lp | ET | 5.4 | 10/01/2047 | 2,200,000.00 | 2,016,730.00 | 0.08 |
| 75049GAB5 | Radnor Re 2021-2 Ltd | RMIR | 8.06 | 11/25/2031 | 1,970,922.00 | 1,996,791.00 | 0.08 |
| 61692BBV1 | Morgan Stanley Capital I Trust 2020-hr8 | MSC | 0.98 | 07/01/2053 | 54,413,000.00 | 2,061,490.00 | 0.08 |
| 44644NAJ8 | Huntington Bank Auto Credit-linked Notes | HACLN | 6.99 | 10/20/2032 | 2,029,998.00 | 2,036,789.00 | 0.08 |
| 456837BR3 | ING Groep Nv | INTNED | 5.07 | 03/25/2031 | 1,995,000.00 | 2,041,504.00 | 0.08 |
| BJX7970 | Romanian Government International Bond | ROMANI | 2.12 | 07/16/2031 | 2,000,000.00 | 2,001,755.00 | 0.08 |
| BF933R2 | Chile Government International Bond | CHILE | 1.44 | 02/01/2029 | 1,884,000.00 | 2,114,641.00 | 0.08 |
| BD8BY58 | Norway Government Bond | NGB | 1.75 | 02/17/2027 | 22,000,000.00 | 2,141,606.00 | 0.08 |
| BDSHS21 | Province Of Alberta Canada | ALTA | 3.05 | 12/01/2048 | 3,500,000.00 | 1,999,932.00 | 0.08 |
| BFXZR05 | Province Of Saskatchewan Canada | SCDA | 3.3 | 06/02/2048 | 3,500,000.00 | 2,095,533.00 | 0.08 |
| BG09ZL4 | BPCE Sa | BPCEGP | 0.99 | 07/12/2028 | 300,000,000.00 | 1,978,267.00 | 0.08 |
| 91282CEP2 | United States Treasury Note/bond | T | 2.88 | 05/15/2032 | 2,035,000.00 | 1,913,217.00 | 0.08 |
| B01QMF5 | Republic Of Italy Government Internation | ITALY | 5.2 | 07/31/2034 | 1,635,000.00 | 2,134,499.00 | 0.08 |
| B7KDP57 | Lloyds Bank Plc | LLOYDS | — | 04/02/2032 | 2,800,000.00 | 2,074,912.00 | 0.08 |
| B609TK1 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2033 | 2,100,000.00 | 1,984,756.00 | 0.08 |
| CNXS144977 | Jpmorgan Chase Financial Co Llc | JPM | 3.33 | 08/31/2026 | 14,000,000.00 | 1,988,510.00 | 0.08 |
| BMHRNC0 | Blackstone Property Partners Europe Hold | BPPEHX | 1.0 | 10/20/2026 | 1,700,000.00 | 1,965,667.00 | 0.08 |
| BMHMXB4 | Spain Government Bond | SPGB | 1.2 | 10/31/2040 | 2,500,000.00 | 2,102,717.00 | 0.08 |
| BMFNMQ7 | Verizon Communications Inc | VZ | 4.05 | 03/22/2051 | 3,200,000.00 | 1,939,429.00 | 0.08 |
| BMDWDD0 | P3 Group Sarl | PTHREE | 1.63 | 01/26/2029 | 1,900,000.00 | 2,124,246.00 | 0.08 |
| BYWDQH3 | Romanian Government International Bond | ROMANI | 3.38 | 02/08/2038 | 2,138,000.00 | 1,914,743.00 | 0.08 |
| BYNZXN3 | Japan Government Twenty Year Bond | JGB | 0.6 | 12/20/2036 | 350,000,000.00 | 2,077,592.00 | 0.08 |
| BW5YYK8 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 1,625,000.00 | 1,936,210.00 | 0.08 |
| BQGCZ84 | Chile Electricity Lux Mpc Ii Sarl | CHLMPC | 5.58 | 10/20/2035 | 2,003,885.00 | 2,053,982.00 | 0.08 |
| BPX1P87 | Region Of Ile De France | IDF | 2.9 | 04/30/2031 | 1,700,000.00 | 1,987,206.00 | 0.08 |
| XS30909334 | Bulgarian Energy Holding Ead | BULENR | 4.25 | 06/19/2030 | 1,800,000.00 | 2,108,006.00 | 0.08 |
| XS28037530 | CORP Andina De Fomento | CAF | 4.75 | 04/16/2029 | 1,500,000.00 | 2,024,904.00 | 0.08 |
| XS28389732 | GACI First Investment Co | PIFKSA | 5.13 | 06/11/2029 | 1,490,000.00 | 2,033,769.00 | 0.08 |
| XS14127248 | Morgan Stanley | MS | — | 04/05/2032 | 71,000,000.00 | 2,081,690.00 | 0.08 |
| XS18605789 | International Bank For Reconstruction & | IBRD | 6.63 | 07/24/2028 | 33,700,000.00 | 1,743,846.00 | 0.07 |
| XS12706627 | Morgan Stanley | MS | — | 11/07/2031 | 56,000,000.00 | 1,715,783.00 | 0.07 |
| BQGH653 | Cassa Depositi E Prestiti Spa | CDEP | 4.75 | 10/18/2030 | 1,500,000.00 | 1,891,658.00 | 0.07 |
| BRXNLK1 | Slovakia Government Bond | SLOVGB | 3.63 | 06/08/2033 | 1,530,000.00 | 1,838,172.00 | 0.07 |
| BV9FS19 | Province Of Nova Scotia Canada | NS | 3.45 | 06/01/2045 | 3,000,000.00 | 1,859,791.00 | 0.07 |
| BPCVK05 | ADCB Finance Cayman Ltd | ADCBUH | 8.16 | 04/29/2029 | 30,000,000,000.00 | 1,872,399.00 | 0.07 |
| CNHK000101 | Barclays Bank Plc | BACR | 3.6 | 04/30/2027 | 12,000,000.00 | 1,719,483.00 | 0.07 |
| JP548400DJ | Mexico Government International Bond | MEX | 2.0 | 04/20/2038 | 300,000,000.00 | 1,688,812.00 | 0.07 |
| CA891288DP | CITY Of Toronto Canada | TRNT | 3.25 | 06/24/2046 | 3,000,000.00 | 1,766,697.00 | 0.07 |
| BZ06767 | Romanian Government International Bond | ROMANI | 4.13 | 03/11/2039 | 1,786,000.00 | 1,689,286.00 | 0.07 |
| CNFR001400 | Societe Generale Sa | SOCGEN | 3.55 | 06/16/2029 | 13,000,000.00 | 1,842,817.00 | 0.07 |
| CNBS44B11 | SUN Hung Kai Properties Capital Market L | SUNHUN | 3.15 | 07/11/2028 | 13,000,000.00 | 1,850,378.00 | 0.07 |
| SWB8AA9VYN | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -8,650,000.00 | 1,724,987.00 | 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 | 1,945,903.00 | 1,724,863.00 | 0.07 |
| B0D6628 | Republic Of Austria Government Internati | AUST | 5.38 | 12/01/2034 | 2,213,000.00 | 1,762,862.00 | 0.07 |
| B0S5Z56 | Argentine Republic Government Internatio | ARGENT | 0.67 | 12/31/2038 | 1,637,456,000.00 | 1,826,961.00 | 0.07 |
| 92332YAF8 | Venture Global Lng Inc | VENLNG | 9.0 | 03/30/2173 | 1,755,000.00 | 1,737,576.00 | 0.07 |
| 95003EAC0 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 6.12 | 05/15/2031 | 1,800,000.00 | 1,795,645.00 | 0.07 |
| 95003EAE6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 6.67 | 05/15/2031 | 1,700,000.00 | 1,695,887.00 | 0.07 |
| BH3JP07 | Province Of Manitoba Canada | MP | 3.2 | 03/05/2050 | 3,000,000.00 | 1,722,323.00 | 0.07 |
| BFZYW83 | PERU Government Bond | PERUGB | 5.94 | 02/12/2029 | 6,000,000.00 | 1,812,143.00 | 0.07 |
| BJQSGL3 | Verizon Communications Inc | VZ | 2.5 | 04/08/2031 | 1,400,000.00 | 1,663,506.00 | 0.07 |
| BDG6ZK7 | Denmark Government Bond | DGB | 0.5 | 11/15/2027 | 12,110,000.00 | 1,853,087.00 | 0.07 |
| BF4Z908 | Republic Of Italy Government Internation | ITALY | 4.43 | 03/28/2036 | 1,400,000.00 | 1,714,687.00 | 0.07 |
| BKPC044 | Cooperatieve Rabobank Ua | RABOBK | 3.5 | 12/14/2026 | 2,882,000.00 | 1,875,186.00 | 0.07 |
| BMD1Z20 | Morgan Stanley | MS | 7.5 | 12/15/2027 | 33,300,000.00 | 1,791,510.00 | 0.07 |
| BL96P33 | Cyprus Government International Bond | CYPRUS | 2.25 | 04/16/2050 | 2,000,000.00 | 1,728,671.00 | 0.07 |
| 48666KAX7 | KB Home | KBH | 6.88 | 06/15/2027 | 1,650,000.00 | 1,686,443.00 | 0.07 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 1,800,000.00 | 1,736,994.00 | 0.07 |
| 527298CN1 | Level 3 Financing Inc | LVLT | 7.0 | 03/31/2034 | 1,800,000.00 | 1,830,882.00 | 0.07 |
| 097793AE3 | Civitas Resources Inc | CIVI | 5.0 | 10/15/2026 | 1,755,000.00 | 1,748,978.00 | 0.07 |
| 11120VAL7 | Brixmor Operating Partnership Lp | BRX | 2.5 | 08/16/2031 | 1,880,000.00 | 1,670,681.00 | 0.07 |
| 195325EF8 | Colombia Government International Bond | COLOM | 8.0 | 04/20/2033 | 1,600,000.00 | 1,744,000.00 | 0.07 |
| 17326DAB8 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.11 | 09/01/2050 | 1,731,340.00 | 1,698,343.00 | 0.07 |
| 235825AF3 | DANA Inc | DAN | 5.38 | 11/15/2027 | 1,800,000.00 | 1,799,016.00 | 0.07 |
| 3137FUZE7 | Freddie Mac Multifamily Structured Pass | FHMS | 1.67 | 05/01/2030 | 28,873,228.00 | 1,751,987.00 | 0.07 |
| 27034RAA1 | Permian Resources Operating Llc | PR | 8.0 | 04/15/2027 | 1,825,000.00 | 1,855,460.00 | 0.07 |
| 26982AAC8 | Eagle Re 2021-2 Ltd | EMIR | 7.81 | 04/25/2034 | 1,565,787.00 | 1,574,143.00 | 0.06 |
| 17327CAQ6 | Citigroup Inc | C | 3.06 | 01/25/2033 | 1,595,000.00 | 1,452,983.00 | 0.06 |
| 17324CMJ2 | Citigroup Global Markets Holdings Inc/un | C | 3.89 | 09/21/2027 | 1,500,000.00 | 1,489,748.00 | 0.06 |
| 11283YAG5 | Brookfield Residential Properties Inc / | BRPCN | 5.0 | 06/15/2029 | 1,675,000.00 | 1,599,759.00 | 0.06 |
| 097751BV2 | Bombardier Inc | BBDBCN | 7.13 | 06/15/2026 | 1,509,000.00 | 1,508,056.00 | 0.06 |
| 07556QBT1 | Beazer Homes Usa Inc | BZH | 7.25 | 10/15/2029 | 1,600,000.00 | 1,627,104.00 | 0.06 |
| 03690AAH9 | Antero Midstream Partners Lp / Antero Mi | AM | 5.38 | 06/15/2029 | 1,425,000.00 | 1,419,701.00 | 0.06 |
| 04433LAA0 | Ashland Inc | ASH | 3.38 | 09/01/2031 | 1,600,000.00 | 1,418,542.00 | 0.06 |
| 604059AG0 | 3M CO | MMM | 3.99 | 12/21/2040 | 1,425,000.00 | 1,423,071.00 | 0.06 |
| 50205PAA0 | Lhome Mortgage Trust 2024-rtl4 | LHOME | 5.92 | 07/25/2039 | 1,500,000.00 | 1,509,902.00 | 0.06 |
| 513272AE4 | LAMB Weston Holdings Inc | LW | 4.38 | 01/31/2032 | 1,650,000.00 | 1,559,134.00 | 0.06 |
| 38141GYJ7 | Goldman Sachs Group Inc/the | GS | 2.38 | 07/21/2032 | 1,770,000.00 | 1,578,801.00 | 0.06 |
| 71643VAA3 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 1,800,000.00 | 1,614,762.00 | 0.06 |
| 68327LAD8 | Ontario Teachers' Cadillac Fairview Prop | CFPTCN | 2.5 | 10/15/2031 | 1,775,000.00 | 1,581,476.00 | 0.06 |
| 682413AE9 | ONE 2021-park Mortgage Trust | ONP | 5.36 | 03/15/2036 | 1,500,000.00 | 1,430,089.00 | 0.06 |
| 83368RBD3 | Societe Generale Sa | SOCGEN | 2.89 | 06/09/2032 | 1,685,000.00 | 1,509,870.00 | 0.06 |
| BL97DB0 | Prologis Yen Finance Llc | PLD | 0.89 | 06/27/2036 | 300,000,000.00 | 1,618,425.00 | 0.06 |
| BL5168168 | Boots Group Bidco Ltd | BOOTFN | 5.52 | 07/22/2032 | 1,200,000.00 | 1,626,272.00 | 0.06 |
| BMD81V2 | First Abu Dhabi Bank Pjsc | FABUH | 0.88 | 12/09/2025 | 1,168,000.00 | 1,557,734.00 | 0.06 |
| BK0YKQ7 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 4.35 | 04/05/2036 | 1,653,116.00 | 1,593,421.00 | 0.06 |
| BK60MZ2 | Medtronic Global Holdings Sca | MDT | 1.75 | 07/02/2049 | 2,100,000.00 | 1,545,230.00 | 0.06 |
| BF4NTN5 | DP World Ltd/united Arab Emirates | DPWDU | 2.38 | 09/25/2026 | 1,361,000.00 | 1,592,888.00 | 0.06 |
| BFLQHG6 | Caisse Des Depots Et Consignations | CDCEPS | 3.06 | 10/09/2030 | 1,300,000.00 | 1,523,259.00 | 0.06 |
| BDFFVD0 | SNCF Reseau | RESFER | 1.5 | 05/29/2037 | 1,700,000.00 | 1,544,795.00 | 0.06 |
| BF09HS8 | ADCB Finance Cayman Ltd | ADCBUH | 4.5 | 10/25/2027 | 2,270,000.00 | 1,499,798.00 | 0.06 |
| BHPRQP1 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.35 | 03/01/2035 | 1,285,000.00 | 1,503,387.00 | 0.06 |
| BHNG1L1 | Berkshire Hathaway Inc | BRK | 0.97 | 09/13/2039 | 300,000,000.00 | 1,576,081.00 | 0.06 |
| SWB8ABHZN5 | SWP: Ois Cny 2.600000 11-may-202 | — | — | 05/11/2028 | 434,070,000.00 | 1,582,747.00 | 0.06 |
| SWB8A9HFE2 | SWP: Ois Jpy -0.050000 08-jul-2028 - Pay | — | — | 07/08/2028 | -7,080,000,000.00 | 1,427,200.00 | 0.06 |
| BZ07C10 | Province Of British Columbia Canada | BRCOL | 2.8 | 06/18/2048 | 3,000,000.00 | 1,638,321.00 | 0.06 |
| BYZFHY0 | Bpifrance Saca | BPIFRA | 0.63 | 07/22/2031 | 1,500,000.00 | 1,536,488.00 | 0.06 |
| CNXS221740 | Nomura International Funding Pte Ltd | NOMURA | 3.13 | 01/07/2031 | 10,000,000.00 | 1,404,810.00 | 0.06 |
| BNZHNG3 | Bellis Acquisition Co Plc | ASSDLN | 8.13 | 05/14/2030 | 1,213,000.00 | 1,555,913.00 | 0.06 |
| BP4X3Y4 | Republic Of Poland Government Bond | POLGB | 7.5 | 07/25/2028 | 5,000,000.00 | 1,485,889.00 | 0.06 |
| BNBV217 | Ile-de-france Mobilites | IDFMOB | 0.95 | 02/16/2032 | 1,400,000.00 | 1,434,634.00 | 0.06 |
| BNDSMZ0 | State Of Israel | ISRAEL | 6.25 | 11/21/2027 | 1,500,000.00 | 1,561,406.00 | 0.06 |
| BSHTJW0 | Hungary Government International Bond | REPHUN | 4.5 | 06/16/2034 | 1,200,000.00 | 1,443,644.00 | 0.06 |
| BYQFQK8 | International Finance Corp | IFC | — | 01/27/2037 | 78,000,000.00 | 1,598,119.00 | 0.06 |
| BQ0G6D4 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 1,230,000.00 | 1,462,132.00 | 0.06 |
| BQ3PV44 | BANK Gospodarstwa Krajowego | BGOSK | 4.0 | 03/13/2032 | 1,200,000.00 | 1,465,172.00 | 0.06 |
| USG71351AA | Platinum For Belize Blue Investment Co L | BZBLUE | 3.6 | 10/20/2040 | 1,800,000.00 | 1,606,752.00 | 0.06 |
| XS14127209 | Morgan Stanley | MS | — | 06/28/2027 | 27,000,000.00 | 1,273,979.00 | 0.05 |
| XS31853708 | Mexico Government International Bond | MEX | 3.5 | 09/19/2029 | 1,020,000.00 | 1,203,518.00 | 0.05 |
| XS31853709 | Mexico Government International Bond | MEX | 4.5 | 03/19/2034 | 1,070,000.00 | 1,275,077.00 | 0.05 |
| BQ99CP8 | Svensk Exportkredit Ab | SEK | — | 03/30/2032 | 43,890,000.00 | 1,322,391.00 | 0.05 |
| BQPB2P8 | Gestion Securite De Stocks Securite Sa | SAGESS | 2.88 | 09/07/2032 | 1,100,000.00 | 1,250,476.00 | 0.05 |
| BRXWFK6 | Empresa De Transporte De Pasajeros Metro | BMETR | 1.69 | 10/30/2031 | 1,000,000.00 | 1,288,380.00 | 0.05 |
| BQT4FS7 | Italy Buoni Poliennali Del Tesoro | BTPS | 4.1 | 10/10/2028 | 1,000,000.00 | 1,235,570.00 | 0.05 |
| BYYH6C8 | Romanian Government International Bond | ROMANI | 2.38 | 04/19/2027 | 1,000,000.00 | 1,166,183.00 | 0.05 |
| BWB99H9 | Morgan Stanley | MS | 1.88 | 03/06/2030 | 1,100,000.00 | 1,204,113.00 | 0.05 |
| BT3N3W1 | Turkiye Government Bond | TURKGB | 46.96 | 09/06/2028 | 57,276,000.00 | 1,342,451.00 | 0.05 |
| BTWR829 | Romanian Government International Bond | ROMANI | 6.75 | 07/11/2039 | 1,003,000.00 | 1,200,652.00 | 0.05 |
| BMXMRQ1 | Peruvian Government International Bond | PERU | 1.25 | 03/11/2033 | 1,200,000.00 | 1,197,094.00 | 0.05 |
| BNZJFF2 | Hungary Government International Bond | REPHUN | 2.13 | 09/22/2031 | 1,375,000.00 | 1,180,295.00 | 0.05 |
| BYX4CV1 | Banque Federative Du Credit Mutuel Sa | BFCM | 1.0 | 10/15/2025 | 200,000,000.00 | 1,352,467.00 | 0.05 |
| BZ0BJJ9 | Romanian Government International Bond | ROMANI | 2.88 | 05/26/2028 | 1,100,000.00 | 1,269,926.00 | 0.05 |
| CNBKX7P68 | DBS Group Holdings Ltd | DBSSP | 3.7 | 03/03/2031 | 8,780,000.00 | 1,240,880.00 | 0.05 |
| SWB8A9HF7V | SWP: Ois Jpy 0.000000 08-jul-2031 - Recf | — | — | 07/08/2031 | -2,945,000,000.00 | 1,368,714.00 | 0.05 |
| SWB8A5Z43S | SWP: Ois 1.100000 08-may-2030 - Payfix | — | — | 05/08/2030 | -8,290,000.00 | 1,260,682.00 | 0.05 |
| SWB8ABRQ4T | SWP: Ois Jpy 1.101500 31-jul-2053 | — | — | 07/31/2053 | -701,000,000.00 | 1,309,429.00 | 0.05 |
| SWB8ACMA3B | SWP: Ois Sofr 1.950000 11-may-2074 | — | — | 05/11/2074 | -24,840,000.00 | 1,149,629.00 | 0.05 |
| BG0RT05 | Goldman Sachs Group Inc/the | GS | 1.0 | 08/16/2032 | 200,000,000.00 | 1,247,780.00 | 0.05 |
| BKPFQ56 | Barclays Plc | BACR | 0.65 | 06/09/2027 | 200,000,000.00 | 1,339,121.00 | 0.05 |
| BMB2V38 | Gazprom Pjsc Via Gaz Finance Plc | GAZPRU | 3.0 | 06/29/2027 | 1,410,000.00 | 1,145,625.00 | 0.05 |
| BM91KC9 | Philippine Government International Bond | PHILIP | 1.2 | 04/28/2033 | 1,350,000.00 | 1,336,603.00 | 0.05 |
| BL9YL84 | Emirates Telecommunications Group Co Pjs | ETISLT | 0.88 | 05/17/2033 | 1,200,000.00 | 1,174,467.00 | 0.05 |
| BLD95F0 | Prologis Yen Finance Llc | PLD | 1.22 | 06/22/2035 | 200,000,000.00 | 1,154,011.00 | 0.05 |
| B01KHH4 | Israel Electric Corp Ltd | ISRELE | 3.7 | 05/23/2030 | 200,000,000.00 | 1,368,666.00 | 0.05 |
| 91282CDY4 | United States Treasury Note/bond | T | 1.88 | 02/15/2032 | 1,415,000.00 | 1,255,480.00 | 0.05 |
| 911365BG8 | United Rentals North America Inc | URI | 4.88 | 01/15/2028 | 1,190,000.00 | 1,186,983.00 | 0.05 |
| B8ADX0WW1 | Doncasters Us Finance Llc | — | 10.8 | 04/23/2030 | 1,194,000.00 | 1,205,940.00 | 0.05 |
| B8KY7D9 | Kuntarahoitus Oyj | KUNTA | 3.05 | 09/24/2032 | 13,000,000.00 | 1,377,940.00 | 0.05 |
| B5BHN38 | Autonomous Community Of Catalonia | GENCAT | 5.48 | 05/11/2029 | 1,000,000.00 | 1,367,967.00 | 0.05 |
| B3LGV26 | Sweden Government Bond | SGB | 3.5 | 03/30/2039 | 10,000,000.00 | 1,144,685.00 | 0.05 |
| 90932LAG2 | United Airlines Inc | UAL | 4.38 | 04/15/2026 | 1,300,000.00 | 1,297,739.00 | 0.05 |
| 68267EAB0 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.95 | 11/14/2028 | 1,300,000.00 | 1,296,103.00 | 0.05 |
| 682691AA8 | Onemain Finance Corp | OMF | 4.0 | 09/15/2030 | 1,500,000.00 | 1,394,391.00 | 0.05 |
| 68269HAC9 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 6.74 | 09/15/2036 | 1,300,000.00 | 1,343,535.00 | 0.05 |
| 749424AA5 | RCKT Mortgage Trust 2024-ces1 | RCKT | 6.03 | 02/01/2044 | 1,141,463.00 | 1,153,024.00 | 0.05 |
| 46115HBQ9 | Intesa Sanpaolo Spa | ISPIM | 4.2 | 06/01/2032 | 1,430,000.00 | 1,349,890.00 | 0.05 |
| 46115HCB1 | Intesa Sanpaolo Spa | ISPIM | 7.78 | 06/20/2054 | 1,140,000.00 | 1,363,631.00 | 0.05 |
| 5172368_PR | Morgan Guaranty Trust Co Of New York | JPM | — | 01/21/2027 | 1,174,939.00 | 1,321,983.00 | 0.05 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 1,275,000.00 | 1,236,082.00 | 0.05 |
| 07556QBR5 | Beazer Homes Usa Inc | BZH | 5.88 | 10/15/2027 | 1,375,000.00 | 1,373,749.00 | 0.05 |
| 071734AL1 | Bausch Health Cos Inc | BHCCN | 5.25 | 02/15/2031 | 2,000,000.00 | 1,310,000.00 | 0.05 |
| 11283YAB6 | Brookfield Residential Properties Inc / | BRPCN | 6.25 | 09/15/2027 | 1,275,000.00 | 1,271,659.00 | 0.05 |
| 11283YAD2 | Brookfield Residential Properties Inc / | BRPCN | 4.88 | 02/15/2030 | 1,370,000.00 | 1,284,059.00 | 0.05 |
| 15135UAW9 | Cenovus Energy Inc | CVECN | 2.65 | 01/15/2032 | 1,340,000.00 | 1,183,397.00 | 0.05 |
| 172967PG0 | Citigroup Inc | C | 5.83 | 02/13/2035 | 1,230,000.00 | 1,276,810.00 | 0.05 |
| 25470MAG4 | DISH Network Corp | DISH | 11.75 | 11/15/2027 | 1,300,000.00 | 1,375,968.00 | 0.05 |
| 20753YCK6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.46 | 03/25/2042 | 1,200,000.00 | 1,232,808.00 | 0.05 |
| 20754KAB7 | Connecticut Avenue Securities Trust 2021 | CAS | 6.36 | 11/25/2041 | 1,342,979.00 | 1,359,134.00 | 0.05 |
| 34532JAC8 | FORD Credit Auto Owner Trust 2020-rev2 | FORDR | 1.74 | 04/15/2033 | 1,300,000.00 | 1,298,312.00 | 0.05 |
| 20754RAF3 | Connecticut Avenue Securities Trust 2021 | CAS | 7.46 | 10/25/2041 | 1,000,000.00 | 1,018,867.00 | 0.04 |
| 23918KAS7 | Davita Inc | DVA | 4.63 | 06/01/2030 | 1,125,000.00 | 1,077,593.00 | 0.04 |
| 23918KAT5 | Davita Inc | DVA | 3.75 | 02/15/2031 | 1,125,000.00 | 1,030,531.00 | 0.04 |
| 225401AF5 | UBS Group Ag | UBS | 3.87 | 01/12/2029 | 900,000.00 | 890,477.00 | 0.04 |
| 225401AP3 | UBS Group Ag | UBS | 4.19 | 04/01/2031 | 1,025,000.00 | 1,012,463.00 | 0.04 |
| 195325AQ8 | Colombia Government International Bond | COLOM | 11.85 | 03/09/2028 | 1,000,000.00 | 1,117,400.00 | 0.04 |
| 071734AH0 | Bausch Health Cos Inc | BHCCN | 5.0 | 01/30/2028 | 1,090,000.00 | 934,675.00 | 0.04 |
| 06406MAU2 | BANK Of New York Mellon/the | BK | 3.99 | 06/30/2038 | 1,092,000.00 | 1,080,047.00 | 0.04 |
| 431318BC7 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 8.38 | 11/01/2033 | 1,000,000.00 | 1,049,718.00 | 0.04 |
| 401494BA6 | Guatemala Government Bond | GUATEM | 6.25 | 08/15/2036 | 1,000,000.00 | 1,033,000.00 | 0.04 |
| 51507KAA4 | Lending Funding Trust 2020-2 | LFT | 2.32 | 04/21/2031 | 1,100,000.00 | 1,080,938.00 | 0.04 |
| 465410CC0 | Republic Of Italy Government Internation | ITALY | 3.88 | 05/06/2051 | 1,492,000.00 | 1,069,916.00 | 0.04 |
| 706451BD2 | Petroleos Mexicanos | PEMEX | 9.5 | 09/15/2027 | 1,000,000.00 | 1,065,000.00 | 0.04 |
| 90932LAH0 | United Airlines Inc | UAL | 4.63 | 04/15/2029 | 950,000.00 | 935,892.00 | 0.04 |
| 91086QAN8 | Mexico Government International Bond | MEX | 7.5 | 04/08/2033 | 875,400.00 | 997,737.00 | 0.04 |
| 86773AAA9 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.49 | 10/30/2059 | 914,353.00 | 894,212.00 | 0.04 |
| B6ZC3Q9 | Spain Government Bond Principal Strip | SPGBR | — | 07/30/2041 | 1,700,000.00 | 1,075,990.00 | 0.04 |
| B78J847 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2042 | 922,695.00 | 1,084,584.00 | 0.04 |
| 912810TX6 | United States Treasury Note/bond | T | 4.25 | 02/15/2054 | 1,000,000.00 | 923,125.00 | 0.04 |
| 912810UA4 | United States Treasury Note/bond | T | 4.63 | 05/15/2054 | 1,000,000.00 | 982,500.00 | 0.04 |
| 912810TT5 | United States Treasury Note/bond | T | 4.13 | 08/15/2053 | 1,000,000.00 | 903,906.00 | 0.04 |
| BLPL1M3 | Malta Government Bond | MALTA | 1.2 | 05/13/2037 | 1,000,000.00 | 888,274.00 | 0.04 |
| BM93XY8 | Philippine Government International Bond | PHILIP | 1.75 | 04/28/2041 | 1,085,000.00 | 933,090.00 | 0.04 |
| BKLW996 | Petroleos Mexicanos | PEMEX | 5.95 | 01/28/2031 | 1,050,000.00 | 1,027,362.00 | 0.04 |
| BKDSJX6 | Regie Autonome Des Transports Parisiens | RATPFP | 0.35 | 06/20/2029 | 1,000,000.00 | 1,074,842.00 | 0.04 |
| BJ02HS5 | Verizon Communications Inc | VZ | 2.65 | 05/06/2030 | 1,600,000.00 | 965,565.00 | 0.04 |
| BJ5JM08 | Romanian Government International Bond | ROMANI | 3.5 | 04/03/2034 | 1,000,000.00 | 1,000,167.00 | 0.04 |
| SWB8ACMA1J | SWP: Ois Sofr 3.420000 10-may-2074 | — | — | 05/10/2074 | -16,430,000.00 | 1,090,995.00 | 0.04 |
| SWB8ACJAXK | SWP: Ois Thb 2.895000 18-apr-2034 | — | — | 04/18/2034 | 260,500,000.00 | 1,007,650.00 | 0.04 |
| CA74814ZCC | Province Of Quebec Canada | Q | — | 10/01/2039 | 2,485,000.00 | 968,269.00 | 0.04 |
| BZ163Z7 | Romanian Government International Bond | ROMANI | 3.88 | 10/29/2035 | 1,000,000.00 | 994,420.00 | 0.04 |
| CNBRV06B0 | Emirates Nbd Bank Pjsc | EBIUH | 3.67 | 07/13/2028 | 7,000,000.00 | 1,017,239.00 | 0.04 |
| G2770C100 | Digicel Intl Fin Ltd Common Equity | — | — | — | 59,495.00 | 991,603.00 | 0.04 |
| SWB8A5Z0B3 | Fswp: Ois 1.050000 08-may-2027 | — | — | 05/08/2027 | -20,000,000.00 | 1,127,439.00 | 0.04 |
| BN6Q693 | Regiao Autonoma Madeira | GOVMAD | 1.14 | 12/04/2034 | 1,000,000.00 | 923,843.00 | 0.04 |
| BTHXHF8 | American International Group Inc | AIG | 2.14 | 11/27/2034 | 150,000,000.00 | 983,097.00 | 0.04 |
| BT3N3T8 | Turkiye Government Bond | TURKGB | 48.48 | 05/17/2028 | 47,324,000.00 | 1,118,868.00 | 0.04 |
| BYM8162 | Wells Fargo & Co | WFC | 3.7 | 07/27/2026 | 1,458,000.00 | 962,272.00 | 0.04 |
| XS23029223 | European Investment Bank | EIB | 1.0 | 02/25/2028 | 3,985,000.00 | 1,006,016.00 | 0.04 |
| USZ5 COMDT | US Long Bond(cbt) Dec25 | USZ5 | — | 12/19/2025 | 46,404,313.00 | 998,603.00 | 0.04 |
| UXYZ5 COMD | US 10yr Ultra Fut Dec25 | UXYZ5 | — | 12/19/2025 | 80,554,688.00 | 907,013.00 | 0.04 |
| SWB8AEG8GE | Scds: (italy) | — | 1.0 | 06/20/2035 | 50,000,000.00 | 1,075,614.00 | 0.04 |
| XS23038202 | Taurus 2021-1 Uk Dac | TAURS | 6.59 | 05/17/2031 | 545,990.00 | 736,241.00 | 0.03 |
| SWB8ADQ7C5 | Scds: (argent) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 853,164.00 | 0.03 |
| SWB8ADTZ4X | SWP: Brl Di Ois Jan 31 14.34_c | — | — | 01/02/2031 | 106,840,967.00 | 874,409.00 | 0.03 |
| SWB8AE9JDX | 7Y Rtr 9.050000 11-aug-2028 | — | — | 08/11/2028 | 250,000,000.00 | 672,643.00 | 0.03 |
| SWB8AE9PDX | Trswap: Tbond 2.25 15-aug-49 11/13/2025 | — | — | 11/13/2025 | 45,637,000.00 | 771,519.00 | 0.03 |
| SWB8AECC9G | Trswap: Tbond 2.375 15-feb-42 12/02/2025 | — | — | 12/02/2025 | 56,495,000.00 | 805,207.00 | 0.03 |
| BWV5ZR9 | Mexico Government International Bond | MEX | 4.0 | 03/15/2115 | 950,000.00 | 784,228.00 | 0.03 |
| BYSYR11 | Romanian Government International Bond | ROMANI | 2.88 | 05/26/2028 | 700,000.00 | 808,135.00 | 0.03 |
| BN65PR1 | Jersey International Bond | JERSEY | 3.75 | 06/09/2054 | 834,000.00 | 776,773.00 | 0.03 |
| BN70W96 | Andorra International Bond | ANDRRA | 1.25 | 02/23/2027 | 700,000.00 | 804,514.00 | 0.03 |
| BMG3ZK1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 931,000.00 | 835,190.00 | 0.03 |
| BMDZW32 | Global Payments Inc | GPN | 4.88 | 03/17/2031 | 700,000.00 | 862,463.00 | 0.03 |
| CNBQH7HM6 | Korea Development Bank/the | KDB | 3.05 | 06/26/2026 | 5,000,000.00 | 706,893.00 | 0.03 |
| CNHK000094 | Korea Development Bank/the | KDB | 3.0 | 07/31/2026 | 6,000,000.00 | 848,629.00 | 0.03 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2036 | 862,000.00 | 699,800.00 | 0.03 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2037 | 862,000.00 | 666,975.00 | 0.03 |
| CA75585RRT | REAL Estate Asset Liquidity Trust | REALT | 2.38 | 02/01/2055 | 1,085,686.00 | 757,793.00 | 0.03 |
| CNBL6H9N7 | SUN Hung Kai Properties Capital Market L | — | 3.2 | 08/14/2027 | 5,000,000.00 | 710,556.00 | 0.03 |
| CNBLFJXB0 | Morgan Stanley Finance Llc | MS | 3.1 | 03/08/2028 | 5,000,000.00 | 712,018.00 | 0.03 |
| SWB8ACK3UF | SWP: Ois Thb 2.818000 22-apr-2034 | — | — | 04/22/2034 | 218,530,000.00 | 803,727.00 | 0.03 |
| SWB8ABHZJS | SWP: Krw 3.150000 10-mar-2034 | — | — | 03/10/2034 | 30,916,085,000.00 | 699,033.00 | 0.03 |
| SWB8AD8V5E | SWP: Ois Sofr 3.637500 15-dec-2054_c | — | — | 12/15/2054 | -14,416,000.00 | 788,918.00 | 0.03 |
| SWB8ACMUHF | SWP: Ois Sofr 4.750000 11-may-2026_c | — | — | 05/11/2026 | 139,215,000.00 | 749,653.00 | 0.03 |
| SWB8ACMVA2 | SWP: Ois Jpy 1.700000 08-jul-2050_c | — | — | 07/08/2050 | -975,000,000.00 | 817,708.00 | 0.03 |
| SWB8ACMVA5 | SWP: Ois Jpy 1.700000 08-jul-2049 | — | — | 07/08/2049 | -940,000,000.00 | 727,816.00 | 0.03 |
| SWB8ADQ5NE | Scds: (argent) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 853,164.00 | 0.03 |
| SWB8ABBJCW | SWP: Ois Cad 3.500000 03-dec-2035_c | — | — | 12/03/2035 | 19,975,000.00 | 782,767.00 | 0.03 |
| SWB8ABCXMZ | SWP: Eur 2.996000 20-mar-2033 - Recfix | — | — | 03/20/2033 | 19,945,000.00 | 730,089.00 | 0.03 |
| SWB8AACE97 | Gazprom Pao Cds 20271220 | — | 1.0 | 12/20/2027 | -3,300,000.00 | 713,735.00 | 0.03 |
| BJK1TG4 | Denmark Government Bond | DGB | 0.5 | 11/15/2029 | 4,300,000.00 | 635,604.00 | 0.03 |
| BGP9616 | Citigroup Global Markets Holdings Inc/un | C | 3.79 | 09/28/2028 | 6,000,000.00 | 777,406.00 | 0.03 |
| BDRVJG5 | Egypt Government International Bond | EGYPT | 4.75 | 04/16/2026 | 700,000.00 | 822,985.00 | 0.03 |
| BFMKYQ6 | Barclays Plc | BACR | 5.24 | 06/15/2028 | 1,000,000.00 | 672,974.00 | 0.03 |
| BMCLZY3 | Aflac Inc | AFL | 0.5 | 12/17/2029 | 100,000,000.00 | 637,603.00 | 0.03 |
| 912810UK2 | United States Treasury Note/bond | T | 4.75 | 05/15/2055 | 660,000.00 | 662,062.00 | 0.03 |
| 92916WAA7 | VOYA Clo 2013-2 Ltd | INGIM | 5.55 | 04/25/2031 | 802,219.00 | 802,796.00 | 0.03 |
| 912810TG3 | United States Treasury Note/bond | T | 2.88 | 05/15/2052 | 1,000,000.00 | 713,437.00 | 0.03 |
| 912810TJ7 | United States Treasury Note/bond | T | 3.0 | 08/15/2052 | 1,000,000.00 | 731,406.00 | 0.03 |
| 912810TL2 | United States Treasury Note/bond | T | 4.0 | 11/15/2052 | 1,000,000.00 | 884,843.00 | 0.03 |
| 912810TN8 | United States Treasury Note/bond | T | 3.63 | 02/15/2053 | 1,000,000.00 | 826,718.00 | 0.03 |
| 912810TR9 | United States Treasury Note/bond | T | 3.63 | 05/15/2053 | 1,000,000.00 | 825,937.00 | 0.03 |
| 983133AC3 | WYNN Resorts Finance Llc / Wynn Resorts | WYNFIN | 7.13 | 02/15/2031 | 820,000.00 | 884,423.00 | 0.03 |
| 983793AK6 | XPO Inc | XPO | 7.13 | 02/01/2032 | 735,000.00 | 771,803.00 | 0.03 |
| B03Z6J2 | Autonomous Community Of Catalonia | GENCAT | 4.69 | 10/28/2034 | 598,000.00 | 742,890.00 | 0.03 |
| B39GP15 | BANK Of America Corp | BAC | 8.13 | 06/02/2028 | 500,000.00 | 724,564.00 | 0.03 |
| B1VYMP6 | Region Of Umbria Italy | UMBRIA | 2.1 | 03/26/2031 | 599,448.00 | 658,164.00 | 0.03 |
| B8X9D66 | Republic Of Poland Government Internatio | POLAND | 3.22 | 08/04/2034 | 100,000,000.00 | 732,954.00 | 0.03 |
| B8ADRJ0H5 | Clubcorp Holdings Inc | — | 9.33 | 04/30/2032 | 669,062.00 | 663,575.00 | 0.03 |
| 83368RBS0 | Societe Generale Sa | SOCGEN | 6.69 | 01/10/2034 | 805,000.00 | 876,117.00 | 0.03 |
| 88033GDR8 | Tenet Healthcare Corp | THC | 4.38 | 01/15/2030 | 675,000.00 | 656,685.00 | 0.03 |
| 90137LAN0 | 20 Times Square Trust 2018-20ts | TSQ | 3.2 | 05/01/2035 | 1,000,000.00 | 865,000.00 | 0.03 |
| 90137LAQ3 | 20 Times Square Trust 2018-20ts | TSQ | 3.2 | 05/01/2035 | 1,000,000.00 | 840,000.00 | 0.03 |
| 912810SJ8 | United States Treasury Note/bond | T | 2.25 | 08/15/2049 | 1,000,000.00 | 638,281.00 | 0.03 |
| 912810SK5 | United States Treasury Note/bond | T | 2.38 | 11/15/2049 | 1,000,000.00 | 654,218.00 | 0.03 |
| 68622TAA9 | Organon & Co / Organon Foreign Debt Co-i | OGN | 4.13 | 04/30/2028 | 800,000.00 | 772,962.00 | 0.03 |
| 81881JAC6 | Shackleton 2014-v-r Clo Ltd | SHACK | 5.6 | 05/07/2031 | 639,154.00 | 639,533.00 | 0.03 |
| 46649XAN7 | J.P. Morgan Chase Commercial Mortgage Se | JPMCC | 4.77 | 07/01/2031 | 3,249,000.00 | 749,658.00 | 0.03 |
| 62954HAY4 | NXP Bv / Nxp Funding Llc / Nxp Usa Inc | NXPI | 3.4 | 05/01/2030 | 725,000.00 | 696,000.00 | 0.03 |
| 629377CU4 | NRG Energy Inc | NRG | 10.25 | 09/15/2174 | 650,000.00 | 709,650.00 | 0.03 |
| 63861CAA7 | Nationstar Mortgage Holdings Inc | COOP | 6.0 | 01/15/2027 | 735,000.00 | 735,000.00 | 0.03 |
| 04364VAK9 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 9.0 | 11/01/2027 | 579,000.00 | 697,293.00 | 0.03 |
| 07336MAA9 | Bayview Opportunity Master Fund Vii Trus | BVABS | 6.97 | 07/29/2032 | 703,660.00 | 703,762.00 | 0.03 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 818,661.00 | 813,048.00 | 0.03 |
| 17330RZL2 | Citigroup Global Markets Holdings Inc/un | C | 4.13 | 10/20/2057 | 885,000.00 | 866,484.00 | 0.03 |
| 185899AQ4 | Cleveland-cliffs Inc | CLF | 6.88 | 11/01/2029 | 635,000.00 | 647,565.00 | 0.03 |
| 15135UAX7 | Cenovus Energy Inc | CVECN | 3.75 | 02/15/2052 | 955,000.00 | 675,587.00 | 0.03 |
| 1248EPCK7 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 4.25 | 02/01/2031 | 723,000.00 | 666,094.00 | 0.03 |
| 25381MAA5 | Digicel International Finance Ltd / Difl | DIGDIF | 8.63 | 08/01/2032 | 775,000.00 | 795,111.00 | 0.03 |
| 35565TBD0 | Freddie Mac Stacr Remic Trust 2020-hqa5 | STACR | 8.36 | 11/25/2050 | 595,000.00 | 658,218.00 | 0.03 |
| 35564KMH9 | Freddie Mac Stacr Remic Trust 2021-dna7 | STACR | 6.16 | 11/25/2041 | 830,000.00 | 837,005.00 | 0.03 |
| 35566CBD6 | Freddie Mac Stacr Remic Trust 2020-dna6 | STACR | 7.36 | 12/25/2050 | 400,000.00 | 427,352.00 | 0.02 |
| 36962GQX5 | General Electric Co | GE | 4.03 | 10/16/2038 | 400,000.00 | 399,670.00 | 0.02 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 6.01 | 01/25/2034 | 490,015.00 | 491,538.00 | 0.02 |
| 315293308 | Ferrellgas Partners Lp | FGPRB | — | — | 2,731.00 | 406,499.00 | 0.02 |
| 3245239 | United Kingdom Gilt | UKT | 4.25 | 03/07/2036 | 300,000.00 | 385,547.00 | 0.02 |
| 3137FLMX9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.85 | 02/01/2029 | 22,390,922.00 | 490,824.00 | 0.02 |
| 3137AYCV1 | Freddie Mac Remics | FHR | 3.5 | 02/01/2043 | 3,422,599.00 | 547,321.00 | 0.02 |
| 233104AA6 | DCLI Bidco Llc | DIRCHA | 7.75 | 11/15/2029 | 425,000.00 | 441,702.00 | 0.02 |
| 21873SAB4 | Coreweave Inc | CRWV | 9.25 | 06/01/2030 | 430,000.00 | 444,080.00 | 0.02 |
| 25470XBB0 | DISH Dbs Corp | DISH | 7.38 | 07/01/2028 | 475,000.00 | 437,617.00 | 0.02 |
| 25470XBD6 | DISH Dbs Corp | DISH | 5.13 | 06/01/2029 | 575,000.00 | 491,701.00 | 0.02 |
| 161175CA0 | Charter Communications Operating Llc / C | CHTR | 3.9 | 06/01/2052 | 695,000.00 | 470,211.00 | 0.02 |
| 165167DG9 | Expand Energy Corp | EXE | 5.88 | 02/01/2029 | 600,000.00 | 602,419.00 | 0.02 |
| 185899AR2 | Cleveland-cliffs Inc | CLF | 7.38 | 05/01/2033 | 395,000.00 | 403,156.00 | 0.02 |
| 097023CP8 | Boeing Co/the | BA | 3.25 | 02/01/2035 | 480,000.00 | 416,493.00 | 0.02 |
| 06050MAZ0 | BANK Of America Corp | BAC | 3.99 | 11/27/2040 | 519,000.00 | 517,979.00 | 0.02 |
| 05971KAG4 | Banco Santander Sa | SANTAN | 2.75 | 12/03/2030 | 600,000.00 | 544,047.00 | 0.02 |
| 67389JAB4 | Oaktown Re Vii Ltd | OMIR | 7.26 | 04/25/2034 | 422,444.00 | 426,125.00 | 0.02 |
| 6427476 | Tunisian Republic | TUNIS | 4.2 | 03/17/2031 | 100,000,000.00 | 588,294.00 | 0.02 |
| 62954HAX6 | NXP Bv / Nxp Funding Llc / Nxp Usa Inc | NXPI | 3.15 | 05/01/2027 | 575,000.00 | 566,306.00 | 0.02 |
| 51889RAD1 | Laurel Road Prime Student Loan Trust 201 | LRK | — | 10/25/2048 | 1,158,314.00 | 455,166.00 | 0.02 |
| 556227AG1 | Eleven Madison Trust 2015-11md Mortgage | MAD | 3.67 | 09/01/2035 | 500,000.00 | 497,070.00 | 0.02 |
| 57643LDJ2 | Mastr Asset Backed Securities Trust 2004 | MABS | 4.13 | 04/25/2034 | 531,120.00 | 530,911.00 | 0.02 |
| 46591HBW9 | Jpmorgan Chase Bank Na - Cacln | CACLN | 28.35 | 09/25/2028 | 565,342.00 | 566,758.00 | 0.02 |
| 43730VAC2 | HOME Re 2021-2 Ltd | HMIR | 7.16 | 01/25/2034 | 404,934.00 | 405,980.00 | 0.02 |
| 44182YAB9 | Housing & Urban Development Corp Ltd Aid | AID | 4.68 | 09/15/2030 | 600,000.00 | 600,434.00 | 0.02 |
| 80287DAE7 | Santander Drive Auto Receivables Trust 2 | SDART | 6.4 | 03/17/2031 | 500,000.00 | 516,855.00 | 0.02 |
| 80282Y205 | Santander Consumer Auto Receivables Trus | SCART | — | 08/15/2028 | 6,000.00 | 384,492.00 | 0.02 |
| 74938KAA5 | RCKT Mortgage Trust 2024-ces5 | RCKT | 5.85 | 08/25/2044 | 553,062.00 | 558,913.00 | 0.02 |
| 68622TAB7 | Organon & Co / Organon Foreign Debt Co-i | OGN | 5.13 | 04/30/2031 | 525,000.00 | 459,357.00 | 0.02 |
| 912810SL3 | United States Treasury Note/bond | T | 2.0 | 02/15/2050 | 1,000,000.00 | 597,968.00 | 0.02 |
| 912810SN9 | United States Treasury Note/bond | T | 1.25 | 05/15/2050 | 1,000,000.00 | 490,625.00 | 0.02 |
| 912810SP4 | United States Treasury Note/bond | T | 1.38 | 08/15/2050 | 1,000,000.00 | 502,812.00 | 0.02 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 500,551.00 | 504,070.00 | 0.02 |
| 88033GDB3 | Tenet Healthcare Corp | THC | 5.13 | 11/01/2027 | 455,000.00 | 454,512.00 | 0.02 |
| B8A9598C3 | Ferrellgas Escrow Llc 3/30/31 Preferred | — | 8.96 | 03/30/2031 | 633,000.00 | 633,000.00 | 0.02 |
| B7G9849 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2040 | 377,714.00 | 452,527.00 | 0.02 |
| B6RTL75 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2030 | 501,102.00 | 604,909.00 | 0.02 |
| B8AC5MQN3 | Diamond Sports Grp Llc- Cs | — | — | — | 44,198.00 | 453,029.00 | 0.02 |
| B39VLH8 | Canadian Government Bond | CAN | 4.0 | 06/01/2041 | 650,000.00 | 498,023.00 | 0.02 |
| B0XPK78 | Argentine Republic Government Internatio | ARGENT | 4.33 | 12/31/2033 | 441,332,942.00 | 492,409.00 | 0.02 |
| B1VR7D8 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2029 | 438,400.00 | 467,850.00 | 0.02 |
| B1RB7L2 | Brazilian Government International Bond | BRAZIL | 10.25 | 01/10/2028 | 2,890,000.00 | 549,736.00 | 0.02 |
| 912810SS8 | United States Treasury Note/bond | T | 1.63 | 11/15/2050 | 1,000,000.00 | 536,562.00 | 0.02 |
| 912810SU3 | United States Treasury Note/bond | T | 1.88 | 02/15/2051 | 1,000,000.00 | 571,093.00 | 0.02 |
| 912810SY5 | United States Treasury Note/bond | T | 2.25 | 05/15/2041 | 545,000.00 | 403,725.00 | 0.02 |
| 912810SZ2 | United States Treasury Note/bond | T | 2.0 | 08/15/2051 | 1,000,000.00 | 585,781.00 | 0.02 |
| 912810TB4 | United States Treasury Note/bond | T | 1.88 | 11/15/2051 | 1,000,000.00 | 565,781.00 | 0.02 |
| 912810TD0 | United States Treasury Note/bond | T | 2.25 | 02/15/2052 | 1,000,000.00 | 620,156.00 | 0.02 |
| 92976QHD4 | Wachovia Bank Na | WFC | 3.99 | 11/27/2040 | 511,000.00 | 510,869.00 | 0.02 |
| 949746NG2 | Wells Fargo & Co | WFC | 3.99 | 07/06/2046 | 450,000.00 | 443,272.00 | 0.02 |
| 912834JB5 | United States Treasury Strip Coupon | S | — | 08/15/2040 | 800,000.00 | 396,058.00 | 0.02 |
| 912833X96 | United States Treasury Strip Coupon | S | — | 11/15/2035 | 800,000.00 | 515,687.00 | 0.02 |
| 912810UH9 | United States Treasury Inflation Indexed | TII | 2.38 | 02/15/2055 | 511,880.00 | 500,062.00 | 0.02 |
| BM962D9 | Denmark Government Bond | DGB | 0.25 | 11/15/2052 | 5,000,000.00 | 401,569.00 | 0.02 |
| BLGXTD5 | Verizon Communications Inc | VZ | 3.0 | 03/23/2031 | 1,000,000.00 | 598,657.00 | 0.02 |
| BLJ1CZ9 | Aflac Inc | AFL | 0.83 | 03/12/2035 | 100,000,000.00 | 588,374.00 | 0.02 |
| BL6KD56 | Andorra International Bond | ANDRRA | 1.25 | 05/06/2031 | 400,000.00 | 420,844.00 | 0.02 |
| BJVQNP5 | Berkshire Hathaway Inc | BRK | 0.79 | 09/13/2034 | 100,000,000.00 | 585,449.00 | 0.02 |
| BFB5MM4 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 389,000.00 | 381,220.00 | 0.02 |
| BG37XZ5 | BANK Gospodarstwa Krajowego | BGOSK | 2.0 | 06/01/2030 | 506,000.00 | 569,302.00 | 0.02 |
| BFY1ZR5 | Petroleos Mexicanos | PEMEX | 5.35 | 02/12/2028 | 407,000.00 | 405,673.00 | 0.02 |
| BJRCFR3 | Autonomous Region Of The Azores | AZORES | 0.49 | 10/01/2027 | 400,000.00 | 449,642.00 | 0.02 |
| BJJJM37 | Rogers Communications Inc | RCICN | 3.25 | 05/01/2029 | 700,000.00 | 501,735.00 | 0.02 |
| BJK16W9 | Italy Buoni Poliennali Del Tesoro | BTPS | 3.85 | 07/01/2034 | 500,000.00 | 608,658.00 | 0.02 |
| SWB8ADBZ90 | SWP: Ois Thb 2.173000 16-dec-2034_c | — | — | 12/16/2034 | 204,200,000.00 | 424,170.00 | 0.02 |
| SWB8ADK96E | SWP: Ois Eur 2.230870 15-feb-2034_c | — | — | 02/15/2034 | -28,839,500.00 | 431,946.00 | 0.02 |
| SWB8ADLRF1 | SWP: Ois Eur 2.191620 15-feb-2034_c | — | — | 02/15/2034 | -26,060,000.00 | 482,342.00 | 0.02 |
| SWB8ADQ5W6 | Scds: (turkey) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 518,768.00 | 0.02 |
| SWB8ACMSD4 | SWP: Cny 2.027000 15-may-2029 | — | — | 05/15/2029 | 286,750,000.00 | 577,487.00 | 0.02 |
| SWB8AD8V5H | SWP: Ois Sofr 3.910500 10-dec-2034_c | — | — | 12/10/2034 | 16,570,000.00 | 387,208.00 | 0.02 |
| SWB8ACK8PR | SWP: Ois Sofr 4.861000 23-apr-2026 | — | — | 04/23/2026 | 71,770,000.00 | 387,281.00 | 0.02 |
| SWB8ACK981 | SWP: Ois Thb 2.855000 23-apr-2034 | — | — | 04/23/2034 | 110,000,000.00 | 414,840.00 | 0.02 |
| SWB8ACF43M | Egypt (arab Republic Of) Cds 20300620 | — | 1.0 | 06/20/2030 | -4,700,000.00 | 525,114.00 | 0.02 |
| CNB7SBXC6 | Export-import Bank Of China/the | EXIMCH | 4.15 | 06/18/2027 | 4,000,000.00 | 583,662.00 | 0.02 |
| CNBMW3JT2 | China Government Bond | CGB | 4.29 | 05/22/2029 | 3,500,000.00 | 536,614.00 | 0.02 |
| BZ8VHW0 | Bonos De La Tesoreria De La Republica En | BTPCL | 5.0 | 03/01/2035 | 505,000,000.00 | 503,534.00 | 0.02 |
| BYXM6L3 | Aflac Inc | AFL | 0.93 | 01/25/2027 | 80,000,000.00 | 537,959.00 | 0.02 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2038 | 862,000.00 | 632,904.00 | 0.02 |
| CNBZ1NFP2 | China Government Bond | CGB | 3.31 | 11/30/2025 | 4,000,000.00 | 562,973.00 | 0.02 |
| CNFR001400 | BPCE Sa | BPCEGP | 3.61 | 01/25/2029 | 4,000,000.00 | 570,234.00 | 0.02 |
| CNHK000068 | SUN Hung Kai Properties Capital Market L | — | 3.16 | 01/25/2028 | 4,000,000.00 | 569,407.00 | 0.02 |
| PTRAAJOM00 | Autonomous Region Of The Azores | AZORES | 3.72 | 10/17/2028 | 400,000.00 | 480,158.00 | 0.02 |
| P_51888810 | Laurel Road Prime Student Loan Trust 201 | — | — | 02/25/2043 | 3,430,000.00 | 475,401.00 | 0.02 |
| P_51888JAA | Laurel Road Prime Student Loan Trust 201 | — | 3.58 | 08/25/2043 | 466,336.00 | 454,096.00 | 0.02 |
| JP585800EM | Uruguay Government International Bond | URUGUA | 1.32 | 12/09/2036 | 100,000,000.00 | 573,215.00 | 0.02 |
| CNXS259701 | Royal Bank Of Canada | RY | 3.65 | 03/10/2026 | 3,000,000.00 | 424,044.00 | 0.02 |
| BMQ5WY0 | Deutsche Bahn Ag | DBHNGR | 1.99 | 07/08/2030 | 1,000,000.00 | 583,689.00 | 0.02 |
| BMTRT97 | Denmark Government Bond | DGB | 1.75 | 11/15/2025 | 3,520,000.00 | 552,984.00 | 0.02 |
| BMVH0W5 | Autonomous Region Of The Azores | AZORES | 1.1 | 09/27/2036 | 600,000.00 | 524,647.00 | 0.02 |
| BN6V1J3 | Israel Electric Corp Ltd | ISRELE | 3.75 | 02/22/2032 | 600,000.00 | 556,350.00 | 0.02 |
| BPGL2Q1 | Autonomous Region Of The Azores | AZORES | 2.16 | 04/06/2032 | 500,000.00 | 545,563.00 | 0.02 |
| BNT9FB4 | Mexican Udibonos | MUDI | 3.25 | 11/12/2043 | 8,551,666.00 | 389,944.00 | 0.02 |
| SWB8AE7JUV | SWP: Nzd 4.067500 31-jul-2035_c | — | — | 07/31/2035 | 21,660,000.00 | 404,113.00 | 0.02 |
| SWB8ADSFG5 | SWP: Ois Jpy 0.609000 11-apr-2028_c | — | — | 04/11/2028 | -6,295,000,000.00 | 433,649.00 | 0.02 |
| SWB8ADQ7HV | Scds: (turkey) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 518,768.00 | 0.02 |
| XS24347862 | United Group Bv | ADRBID | 5.25 | 02/01/2030 | 350,000.00 | 405,781.00 | 0.02 |
| XS26457324 | Hydro-quebec | QHEL | 4.87 | 09/30/2174 | 500,000.00 | 392,709.00 | 0.02 |
| TYZ5 COMDT | US 10yr Note (cbt)dec25 | TYZ5 | — | 12/19/2025 | 113,850,000.00 | 494,452.00 | 0.02 |
| SWTRE8AE9J | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 11/13/2025 | 57,900,000.00 | 190,989.00 | 0.01 |
| SWTRE8AE9P | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 11/13/2025 | 45,637,000.00 | 134,058.00 | 0.01 |
| SWTRE8AECC | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 12/02/2025 | 56,495,000.00 | 175,173.00 | 0.01 |
| XS09430017 | Morgan Stanley | MS | 0.5 | 06/26/2043 | 16,700,000.00 | 175,589.00 | 0.01 |
| XS09686043 | Morgan Stanley | MS | 0.5 | 09/25/2043 | 33,900,000.00 | 347,664.00 | 0.01 |
| SWB8AEHP3D | 2Y Rtp 3.600000 28-sep-2026 | — | — | 09/28/2026 | 68,470,000.00 | 208,226.00 | 0.01 |
| XS24186943 | Lsf11 Boson Investments Sarl Compartment | ERLS | 4.03 | 11/25/2060 | 197,550.00 | 226,559.00 | 0.01 |
| XS23030893 | Ecuador Social Bond Sarl | ECUASO | 0.35 | 01/30/2035 | 16,160,000.00 | 281,184.00 | 0.01 |
| XS19617918 | Cooperatieve Rabobank Ua | RABOBK | — | 03/11/2039 | 22,000,000.00 | 306,443.00 | 0.01 |
| SWB8ADQ7HP | Scds: (soaf) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 192,721.00 | 0.01 |
| SWB8AE3MAG | SWP: Ois Chf 0.518990 04-jul-2035_c | — | — | 07/04/2035 | 19,925,000.00 | 188,728.00 | 0.01 |
| SWB8AE9J9Q | Trswap: Tnote 2.375 15-may-27 11/13/2025 | — | — | 11/13/2025 | 57,900,000.00 | 219,991.00 | 0.01 |
| SWB8AEEB9N | SWP: Ois Sofr 3.897000 17-sep-2055_c | — | — | 09/17/2055 | -36,892,000.00 | 238,874.00 | 0.01 |
| BPZ5 CURNC | BP Currency Fut Dec25 | BPZ5 | — | 12/15/2025 | -67,255,000.00 | 283,692.00 | 0.01 |
| BPXYTR3 | Republic Of Poland Government Bond | POLGB | — | 04/25/2026 | 1,000,000.00 | 269,386.00 | 0.01 |
| BQB74V0 | Denmark I/l Government Bond | DGBI | 0.1 | 11/15/2034 | 1,043,640.00 | 151,561.00 | 0.01 |
| BQS94C0 | Republic Of Poland Government Bond | POLGB | — | 10/25/2025 | 1,000,000.00 | 274,375.00 | 0.01 |
| BRXXZR6 | Boots Group Finco Lp | BOOTFN | 7.38 | 08/31/2032 | 225,000.00 | 307,696.00 | 0.01 |
| BS2K7W4 | GPS Blue Financing Dac | GPSBLU | 5.65 | 11/09/2041 | 240,000.00 | 238,368.00 | 0.01 |
| BRJG676 | Aircraft Finance Co Ltd | EXIMCH | 4.1 | 03/29/2026 | 366,237.00 | 364,632.00 | 0.01 |
| BRJH2Z9 | Republic Of Poland Government Bond | POLGB | 5.0 | 10/25/2034 | 1,000,000.00 | 267,874.00 | 0.01 |
| BRC2M17 | Republic Of Poland Government Bond | POLGB | 4.75 | 07/25/2029 | 1,000,000.00 | 275,971.00 | 0.01 |
| BYPB782 | Societe Generale Sa | SOCGEN | 5.0 | 05/19/2027 | 220,000.00 | 144,060.00 | 0.01 |
| BYNFS50 | Bonos De La Tesoreria De La Republica | BTUCL | 2.0 | 03/01/2035 | 197,428,250.00 | 199,279.00 | 0.01 |
| BT5F7M3 | Chile Government International Bond | CHILE | 3.88 | 07/09/2031 | 200,000.00 | 241,531.00 | 0.01 |
| BPH0XS6 | Italy Buoni Poliennali Del Tesoro | BTPS | 4.2 | 03/01/2034 | 250,000.00 | 312,540.00 | 0.01 |
| BPWCC24 | Republic Of Poland Government Bond | POLGB | 6.0 | 10/25/2033 | 1,000,000.00 | 288,313.00 | 0.01 |
| BPP3309 | Republic Of Poland Government Bond | POLGB | 3.75 | 05/25/2027 | 1,000,000.00 | 273,093.00 | 0.01 |
| BNXFRG7 | African Export-import Bank/the | AFREXI | 3.8 | 05/17/2031 | 300,000.00 | 270,657.00 | 0.01 |
| BMCD7M1 | Republic Of Poland Government Bond | POLGB | 0.25 | 10/25/2026 | 1,000,000.00 | 264,892.00 | 0.01 |
| BMY71M9 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2042 | 300,000.00 | 180,882.00 | 0.01 |
| BMY71Y1 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2049 | 300,000.00 | 134,095.00 | 0.01 |
| BMY7204 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2048 | 300,000.00 | 139,677.00 | 0.01 |
| BMY7260 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2047 | 300,000.00 | 143,349.00 | 0.01 |
| BMY7282 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2046 | 300,000.00 | 151,956.00 | 0.01 |
| BMY72C6 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2045 | 300,000.00 | 156,880.00 | 0.01 |
| BMY72D7 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2044 | 300,000.00 | 165,023.00 | 0.01 |
| BMY72F9 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2043 | 300,000.00 | 171,606.00 | 0.01 |
| CNXS264176 | Morgan Stanley Finance Llc | — | 3.46 | 08/10/2028 | 2,000,000.00 | 289,453.00 | 0.01 |
| JYZ5 CURNC | JPN Yen Curr Fut Dec25 | JYZ5 | — | 12/15/2025 | 159,873,475.00 | 268,073.00 | 0.01 |
| OEZ5 COMDT | Euro-bobl Future Dec25 | OEZ5 | — | 12/08/2025 | -108,300,512.00 | 157,262.00 | 0.01 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2050 | 300,000.00 | 127,202.00 | 0.01 |
| BYZT8S3 | BNP Paribas Sa | BNP | 4.63 | 03/09/2027 | 370,000.00 | 243,367.00 | 0.01 |
| BYZTNT9 | Republic Of Poland Government Bond | POLGB | 2.5 | 07/25/2026 | 1,000,000.00 | 272,383.00 | 0.01 |
| CNB898M93 | China Government Bond | CGB | 3.48 | 06/29/2027 | 2,000,000.00 | 289,735.00 | 0.01 |
| CNBN13L38 | QNB Finance Ltd | QNBK | 3.95 | 11/17/2027 | 1,300,000.00 | 188,388.00 | 0.01 |
| CNBN6HMJ8 | HSBC Holdings Plc | HSBC | 3.4 | 06/29/2027 | 1,000,000.00 | 141,943.00 | 0.01 |
| SWB8AC3RB7 | United Kingdom Of Great Britain And Nort | — | 1.0 | 12/20/2028 | 5,000,000.00 | 134,398.00 | 0.01 |
| SWB8AC4J38 | SWP: Ois Cny 2.400000 06-dec-2028 | — | — | 12/06/2028 | 69,650,000.00 | 241,688.00 | 0.01 |
| SWB8AC4T0R | SWP: Ois Gbp 4.058780 07-jun-2028 | — | — | 06/07/2028 | 30,750,000.00 | 300,240.00 | 0.01 |
| SWB8AC7N0Q | Petroleos Mexicanos Cds 20291220 | — | 1.0 | 12/20/2029 | -4,050,000.00 | 214,224.00 | 0.01 |
| SWB8ACKGLK | China Peoples Republic Of (government) C | — | 1.0 | 06/20/2029 | 13,390,000.00 | 331,457.00 | 0.01 |
| SWB8ABHZLM | SWP: Krw 3.200000 10-mar-2035_c | — | — | 03/10/2035 | 12,166,000,000.00 | 325,331.00 | 0.01 |
| SWB8ABRS36 | SWP: Ois Cny 2.515000 31-jul-2030 | — | — | 07/31/2030 | 34,800,000.00 | 195,803.00 | 0.01 |
| SWB8ABQ07S | SWP: Ois Cny 2.4550000 12-jul-2028 | — | — | 07/12/2028 | 75,000,000.00 | 243,317.00 | 0.01 |
| SWB8AD7UDY | SWP: Krw 3.000000 08-nov-2039_c | — | — | 11/08/2039 | 11,100,000,000.00 | 188,831.00 | 0.01 |
| SWB8ACMUVN | SWP: Ois Sofr 3.850000 11-may-2055_c | — | — | 05/11/2055 | -23,230,000.00 | 357,682.00 | 0.01 |
| SWB8ACMVGC | SWP: Ois Eur 2.650000 11-may-2034 | — | — | 05/11/2034 | 12,390,000.00 | 271,208.00 | 0.01 |
| SWB8ACPEX3 | SWP: Krw 3.417500 30-may-2034 | — | — | 05/30/2034 | 8,100,000,000.00 | 307,245.00 | 0.01 |
| SWB8ACQLXS | Kazakhstan (republic Of) Cds 20290620 | — | 1.0 | 06/20/2029 | 10,000,000.00 | 128,037.00 | 0.01 |
| SWB8ADQ5RR | Scds: (colom) | — | 1.0 | 06/20/2030 | -7,000,000.00 | 223,584.00 | 0.01 |
| SWB8ADQ5RX | Scds: (ivycst) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 173,890.00 | 0.01 |
| SWB8ADQ5NQ | Scds: (ngeria) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 232,803.00 | 0.01 |
| SWB8ADQ7DD | Scds: (ngeria) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 232,803.00 | 0.01 |
| SWB8ADQ5VB | Scds: (soaf) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 192,721.00 | 0.01 |
| SWB8ADQ5MQ | Scds: (egypt) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 223,453.00 | 0.01 |
| SWB8ADQ7BY | Scds: (egypt) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 223,453.00 | 0.01 |
| SWB8ADQ7GN | Scds: (colom) | — | 1.0 | 06/20/2030 | -7,000,000.00 | 223,584.00 | 0.01 |
| SWB8ADQ7HB | Scds: (ivycst) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 173,890.00 | 0.01 |
| SWB8ADLCBJ | SWP: Ois Eur 2.258100 15-feb-2034_c | — | — | 02/15/2034 | -19,744,800.00 | 247,357.00 | 0.01 |
| SWB8ADC3D1 | SWP: Ois Sofr 3.719000 16-dec-2054_c | — | — | 12/16/2054 | -7,515,000.00 | 290,419.00 | 0.01 |
| SWB8ABA50P | SWP: Eur 2.960000 24-feb-2043 - Recfix | — | — | 02/24/2043 | 15,130,000.00 | 175,122.00 | 0.01 |
| SWB8AA9DP8 | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -1,000,000.00 | 199,420.00 | 0.01 |
| SWB8AA9UC1 | Gazprom Pao Cds 20260620 | — | 1.0 | 06/20/2026 | -4,400,000.00 | 350,206.00 | 0.01 |
| SWB8ABFTE7 | SWP: Krw 3.135000 19-apr-2028 - Recfix | — | — | 04/19/2028 | 19,850,000,000.00 | 219,473.00 | 0.01 |
| SWB8ABG29F | SWP: Sar 4.495000 26-apr-2033 - Payfix | — | — | 04/26/2033 | -49,500,000.00 | 151,330.00 | 0.01 |
| SWB8A96CLV | SWP: Cny 2.810000 12-apr-2026 - Recfix | — | — | 04/12/2026 | 345,920,000.00 | 312,674.00 | 0.01 |
| SWB8A9FGHQ | Japan (government Of) Cds 20280620 | — | 1.0 | 06/20/2028 | 15,000,000.00 | 364,596.00 | 0.01 |
| SWB8A9HFJ6 | SWP: Ois Jpy 0.200000 08-jul-2038 - Payf | — | — | 07/08/2038 | -285,000,000.00 | 332,894.00 | 0.01 |
| SWB8A9X0FZ | Greece Republic Of (government) Cds 2029 | — | 1.0 | 12/20/2029 | 5,000,000.00 | 180,406.00 | 0.01 |
| SWB8A9X2BF | SWP: Ois Cny 2.700000 02-nov-2031 - Recf | — | — | 11/02/2031 | 30,000,000.00 | 246,515.00 | 0.01 |
| BJHC614 | Republic Of Poland Government Bond | POLGB | 2.75 | 10/25/2029 | 1,000,000.00 | 256,085.00 | 0.01 |
| BFXY4Q7 | Goldman Sachs Group Inc/the | GS | 4.5 | 05/16/2028 | 210,000.00 | 139,121.00 | 0.01 |
| BH6XZY0 | Republic Of South Africa Government Bond | SACPI | 2.5 | 03/31/2046 | 5,459,533.00 | 214,888.00 | 0.01 |
| BGLKN34 | Suzano Austria Gmbh | SUZANO | 6.0 | 01/15/2029 | 200,000.00 | 207,384.00 | 0.01 |
| BF4ZW54 | Cassa Del Trentino Spa | CASDEL | 1.16 | 06/17/2026 | 315,852.00 | 367,344.00 | 0.01 |
| BDRZS93 | Republic Of Poland Government Bond | POLGB | 2.75 | 04/25/2028 | 1,000,000.00 | 264,930.00 | 0.01 |
| BDHDCF1 | Republic Of Poland Government Bond | POLGB | 2.5 | 07/25/2027 | 1,000,000.00 | 266,630.00 | 0.01 |
| BD6T7G6 | QNB Finance Ltd | QNBK | 4.9 | 02/01/2028 | 250,000.00 | 165,807.00 | 0.01 |
| BKF1VJ3 | Credit Agricole Sa | ACAFP | 4.2 | 05/29/2034 | 400,000.00 | 253,430.00 | 0.01 |
| BK8PQ75 | Autonomous Region Of The Azores | AZORES | 1.01 | 06/15/2029 | 300,000.00 | 328,898.00 | 0.01 |
| BKRVWW1 | Mexico Government International Bond | MEX | 5.63 | 03/19/2114 | 340,000.00 | 330,146.00 | 0.01 |
| BL4938314 | Diamond Sports Net Llc | DSPORT | 10.32 | 01/02/2028 | 314,071.00 | 273,241.00 | 0.01 |
| BM9GGQ0 | Republic Of Poland Government Bond | POLGB | 1.25 | 10/25/2030 | 1,000,000.00 | 231,315.00 | 0.01 |
| BMD24S2 | Republic Of Poland Government Bond | POLGB | 1.75 | 04/25/2032 | 1,000,000.00 | 225,182.00 | 0.01 |
| 912833XP0 | United States Treasury Strip Coupon | S | — | 08/15/2029 | 345,000.00 | 298,488.00 | 0.01 |
| 95000HBK7 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.12 | 10/01/2049 | 20,910,000.00 | 161,260.00 | 0.01 |
| B00NY17 | United Kingdom Gilt | UKT | 4.75 | 12/07/2038 | 100,000.00 | 131,250.00 | 0.01 |
| B3DZR12 | Republic Of Poland Government Bond | POLGB | 5.75 | 04/25/2029 | 1,000,000.00 | 285,268.00 | 0.01 |
| B3FNDZ0 | Denmark Government Bond | DGB | 4.5 | 11/15/2039 | 1,800,000.00 | 342,357.00 | 0.01 |
| B3KJDS6 | United Kingdom Gilt | UKT | 4.25 | 09/07/2039 | 180,000.00 | 222,238.00 | 0.01 |
| B3MTSW3 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2036 | 168,000.00 | 137,868.00 | 0.01 |
| B4TTTF3 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2037 | 157,019.00 | 180,200.00 | 0.01 |
| B4ZBYW5 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2029 | 194,141.00 | 234,244.00 | 0.01 |
| B762644 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2031 | 169,091.00 | 203,484.00 | 0.01 |
| B7860W0 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2032 | 158,339.00 | 189,541.00 | 0.01 |
| B66QMY1 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2041 | 300,072.00 | 351,772.00 | 0.01 |
| B606K21 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2037 | 168,000.00 | 132,058.00 | 0.01 |
| B609GB1 | Spain Government Bond Coupon Strip | SPGBS | — | 01/31/2035 | 168,000.00 | 144,573.00 | 0.01 |
| B7RN0G6 | United Kingdom Inflation-linked Gilt | UKTI | 0.13 | 03/22/2044 | 167,559.00 | 151,775.00 | 0.01 |
| B7KJD73 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2038 | 268,268.00 | 305,322.00 | 0.01 |
| B7J99D2 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2039 | 318,913.00 | 360,079.00 | 0.01 |
| B7JR3H8 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2036 | 131,108.00 | 151,941.00 | 0.01 |
| B7JVY99 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2035 | 199,408.00 | 232,967.00 | 0.01 |
| BBDRPJ8 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2041 | 436,000.00 | 277,223.00 | 0.01 |
| 88033GDH0 | Tenet Healthcare Corp | THC | 4.63 | 06/15/2028 | 275,000.00 | 272,581.00 | 0.01 |
| 87724RAJ1 | Taylor Morrison Communities Inc | TMHC | 5.13 | 08/01/2030 | 150,000.00 | 149,609.00 | 0.01 |
| 89182JAA9 | TOWD Point Mortgage Trust 2024-ces2 | TPMT | 6.13 | 02/25/2064 | 369,249.00 | 373,070.00 | 0.01 |
| 698299BW3 | Panama Government International Bond | PANAMA | 6.88 | 01/31/2036 | 300,000.00 | 319,800.00 | 0.01 |
| 71656MBQ1 | Petroleos Mexicanos | PEMEX | 6.5 | 03/13/2027 | 194,000.00 | 196,425.00 | 0.01 |
| 80282YAG1 | Santander Consumer Auto Receivables Trus | SCART | 1.57 | 01/15/2027 | 341,447.00 | 340,438.00 | 0.01 |
| 79546VAQ9 | Sally Holdings Llc / Sally Capital Inc | SBH | 6.75 | 03/01/2032 | 285,000.00 | 296,066.00 | 0.01 |
| 39571MAD0 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.67 | 06/25/2059 | 135,284.00 | 138,332.00 | 0.01 |
| 479281AA5 | Johnsonville Aeroderivative Combustion T | JACTGL | 5.08 | 10/01/2054 | 273,300.00 | 263,067.00 | 0.01 |
| 4BVIIL9CA5 | Aud/usd Fwd 20251022 Barcus33 | AUD | — | 10/22/2025 | 32,682,589.00 | 293,346.00 | 0.01 |
| 527298CB7 | Level 3 Financing Inc | LVLT | 4.88 | 06/15/2029 | 200,000.00 | 189,570.00 | 0.01 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 5.02 | 01/25/2048 | 320,760.00 | 315,092.00 | 0.01 |
| 651229BE5 | Newell Brands Inc | NWL | 6.63 | 05/15/2032 | 185,000.00 | 182,566.00 | 0.01 |
| 651229BF2 | Newell Brands Inc | NWL | 6.38 | 05/15/2030 | 365,000.00 | 361,746.00 | 0.01 |
| 67112MAA3 | OZLM Xx Ltd | OZLM | 5.64 | 04/20/2031 | 364,928.00 | 365,011.00 | 0.01 |
| 63861CAD1 | Nationstar Mortgage Holdings Inc | COOP | 5.13 | 12/15/2030 | 225,000.00 | 227,164.00 | 0.01 |
| 097751BX8 | Bombardier Inc | BBDBCN | 6.0 | 02/15/2028 | 150,000.00 | 150,091.00 | 0.01 |
| 071734AM9 | Bausch Health Cos Inc | BHCCN | 5.0 | 02/15/2029 | 175,000.00 | 131,250.00 | 0.01 |
| 071734AN7 | Bausch Health Cos Inc | BHCCN | 4.88 | 06/01/2028 | 300,000.00 | 268,875.00 | 0.01 |
| 071734AD9 | Bausch Health Cos Inc | BHCCN | 7.0 | 01/15/2028 | 375,000.00 | 333,750.00 | 0.01 |
| 161546GB6 | Chase Funding Trust Series 2003-4 | CFAB | 4.13 | 05/25/2033 | 244,903.00 | 243,075.00 | 0.01 |
| 26982EAA4 | Eagle Re 2023-1 Ltd | EMIR | 6.36 | 09/26/2033 | 253,182.00 | 253,643.00 | 0.01 |
| 29445FAR9 | Equifirst Mortgage Loan Trust 2004-1 | EMLT | 4.13 | 01/25/2034 | 303,520.00 | 298,880.00 | 0.01 |
| 20754XAC7 | Connecticut Avenue Securities Trust 2024 | CAS | 6.06 | 07/25/2044 | 250,000.00 | 251,055.00 | 0.01 |
| 20754KAF8 | Connecticut Avenue Securities Trust 2021 | CAS | 7.66 | 11/25/2041 | 260,000.00 | 265,119.00 | 0.01 |
| 20754LAF6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.51 | 12/25/2041 | 340,000.00 | 348,180.00 | 0.01 |
| 3137BEWS9 | Freddie Mac Multifamily Structured Pass | FHMS | 2.08 | 02/01/2032 | 5,102,415.00 | 308,605.00 | 0.01 |
| 3137BSP98 | Freddie Mac Multifamily Structured Pass | FHMS | 1.02 | 08/01/2026 | 37,128,192.00 | 208,976.00 | 0.01 |
| 35564KWT2 | Freddie Mac Stacr Remic Trust 2022-dna4 | STACR | 7.71 | 05/25/2042 | 300,000.00 | 311,343.00 | 0.01 |
| 35564KLU1 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 7.76 | 10/25/2041 | 320,000.00 | 327,197.00 | 0.01 |
| 35564KKK4 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 7.71 | 09/25/2041 | 150,000.00 | 152,578.00 | 0.01 |
| 35564KKY4 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 5.86 | 10/25/2041 | 85,598.00 | 85,825.00 | 0.00 |
| 35564KQC6 | Freddie Mac Stacr Remic Trust 2022-dna1 | STACR | 6.86 | 01/25/2042 | 100,000.00 | 101,636.00 | 0.00 |
| 36250HAH6 | GS Mortgage Securities Trust 2014-gc26 | GSMS | 0.33 | 11/01/2047 | 52,818,618.00 | 258.00 | 0.00 |
| 36253BAX1 | GS Mortgage Securities Trust 2014-gc22 | GSMS | 0.33 | 06/01/2047 | 35,000,000.00 | 39,487.00 | 0.00 |
| 36253GAH5 | GS Mortgage Securities Trust 2014-gc24 | GSMS | 0.02 | 09/01/2047 | 83,262,000.00 | 49.00 | 0.00 |
| 3137BMTY2 | Freddie Mac Multifamily Structured Pass | FHMS | 0.82 | 11/01/2025 | 2,441,883.00 | 369.00 | 0.00 |
| 3137BN6H2 | Freddie Mac Multifamily Structured Pass | FHMS | 1.02 | 12/01/2025 | 27,798,457.00 | 35,142.00 | 0.00 |
| 3137BNGU2 | Freddie Mac Multifamily Structured Pass | FHMS | 1.31 | 01/01/2026 | 24,175,314.00 | 39,915.00 | 0.00 |
| 34V0P76EPU | Myr/usd Fwd 20251217 Barcus33 | MYR | — | 12/17/2025 | 46,486,195.00 | 21,722.00 | 0.00 |
| 20754RAB2 | Connecticut Avenue Securities Trust 2021 | CAS | 5.91 | 10/25/2041 | 79,909.00 | 80,059.00 | 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 |
| 2QIP46HJNL | Hkd/usd Fwd 20260702 Midlgb22 | HKD | — | 07/02/2026 | -77,280,000.00 | 19,214.00 | 0.00 |
| 3136A85Q9 | Fannie Mae Remics | FNR | 3.5 | 09/01/2027 | 181,535.00 | 1,126.00 | 0.00 |
| 29429EAG6 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 1.46 | 07/01/2049 | 9,100,000.00 | 62,518.00 | 0.00 |
| 260543BY8 | DOW Chemical Co/the | DOW | 9.4 | 05/15/2039 | 88,000.00 | 114,887.00 | 0.00 |
| 12591QAA0 | COMM 2014-ubs4 Mortgage Trust | COMM | 0.3 | 08/01/2047 | 50,000,000.00 | 113,330.00 | 0.00 |
| 173080201 | Citigroup Capital Xiii | C | 10.94 | 10/30/2040 | 4,000.00 | 120,680.00 | 0.00 |
| 17322MBC9 | Citigroup Commercial Mortgage Trust 2014 | CGCMT | 0.08 | 05/01/2047 | 2,441,565.00 | 24.00 | 0.00 |
| 17290XAZ3 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 0.81 | 04/01/2049 | 33,868,000.00 | 24,320.00 | 0.00 |
| 195325BB0 | Colombia Government International Bond | COLOM | 10.38 | 01/28/2033 | 19,000.00 | 23,241.00 | 0.00 |
| 071734AK3 | Bausch Health Cos Inc | BHCCN | 6.25 | 02/15/2029 | 25,000.00 | 19,920.00 | 0.00 |
| 097751BT7 | Bombardier Inc | BBDBCN | 7.88 | 04/15/2027 | 80,000.00 | 80,172.00 | 0.00 |
| 06849UAD7 | Barrick Pd Australia Finance Pty Ltd | ABXCN | 5.95 | 10/15/2039 | 50,000.00 | 53,055.00 | 0.00 |
| 03072SCJ2 | Ameriquest Mort Sec Inc Ass Bk Pas Thr C | AMSI | 4.13 | 08/25/2032 | 81,291.00 | 80,829.00 | 0.00 |
| 03072SCW3 | Asset-backed Pass Through Certificates 2 | AMSI | 4.13 | 08/25/2032 | 50,979.00 | 51,665.00 | 0.00 |
| 674599DF9 | Occidental Petroleum Corp | OXY | 6.45 | 09/15/2036 | 35,000.00 | 37,131.00 | 0.00 |
| 61746WWR7 | Morgan Stanley Dean Witter Capital I Inc | MSDWC | 4.13 | 02/25/2033 | 26,285.00 | 26,409.00 | 0.00 |
| 5204692 | Svensk Exportkredit Ab | SEK | — | 06/25/2027 | 1,400,000.00 | 71,136.00 | 0.00 |
| 53079EBJ2 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 10/15/2050 | 90,000.00 | 68,858.00 | 0.00 |
| 5MLTKRCS87 | Jpy/usd Fwd 20251022 00187 | JPY | — | 10/22/2025 | 449,660,778.00 | -13,744.00 | 0.00 |
| 50077LAZ9 | Kraft Heinz Foods Co | KHC | 4.88 | 10/01/2049 | 15,000.00 | 13,118.00 | 0.00 |
| 50SEO5MOJH | Dkk/usd Fwd 20251022 Citius33 | DKK | — | 10/22/2025 | 9,828,152.00 | -3,077.00 | 0.00 |
| 513272AD6 | LAMB Weston Holdings Inc | LW | 4.13 | 01/31/2030 | 75,000.00 | 72,033.00 | 0.00 |
| 39KPR96F16 | Gbp/usd Fwd 20251022 Barcus33 | GBP | — | 10/22/2025 | 14,455,930.00 | 98,002.00 | 0.00 |
| 4230881 | Citigroup Inc | C | 6.5 | 08/16/2030 | 7,000.00 | 9,932.00 | 0.00 |
| 71656MBK4 | Petroleos Mexicanos | PEMEX | 6.88 | 08/04/2026 | 30,000.00 | 30,385.00 | 0.00 |
| 71656MBM0 | Petroleos Mexicanos | PEMEX | 6.75 | 09/21/2047 | 28,000.00 | 23,108.00 | 0.00 |
| 706BFMGGCE | Eur/usd Fwd 20251022 0997 | EUR | — | 10/22/2025 | -81,695,765.00 | -104,478.00 | 0.00 |
| 6NSEFTM63L | Sgd/usd Fwd 20251217 Barcus33 | SGD | — | 12/17/2025 | 7,532,454.00 | -36,028.00 | 0.00 |
| 912810SQ2 | United States Treasury Note/bond | T | 1.13 | 08/15/2040 | 160,000.00 | 100,825.00 | 0.00 |
| 88732JAJ7 | TIME Warner Cable Llc | CHTR | 6.55 | 05/01/2037 | 20,000.00 | 20,778.00 | 0.00 |
| 89156HAA5 | TOTE Shipholdings Llc | TOTSHP | 3.4 | 10/16/2040 | 79,000.00 | 70,208.00 | 0.00 |
| 841215AA4 | Southaven Combined Cycle Generation Llc | SCCGLL | 3.85 | 08/15/2033 | 8,551.00 | 8,223.00 | 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 |
| BBJNQY2 | United Kingdom Gilt | UKT | 3.5 | 07/22/2068 | 100,000.00 | 92,394.00 | 0.00 |
| BD0XH20 | United Kingdom Gilt | UKT | 1.75 | 07/22/2057 | 100,000.00 | 59,702.00 | 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 | 71,842.00 | 0.00 |
| B7K5490 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2033 | 45,724.00 | 54,310.00 | 0.00 |
| B7M1R08 | Romania Government Bond | ROMGB | 5.8 | 07/26/2027 | 500,000.00 | 112,798.00 | 0.00 |
| B7J7VJ6 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2026 | 51,852.00 | 61,150.00 | 0.00 |
| B84Z9V0 | United Kingdom Gilt | UKT | 3.25 | 01/22/2044 | 100,000.00 | 101,461.00 | 0.00 |
| B8ACA1AA8 | Digicel Intl Fin Ltd | — | — | — | 3,857.00 | 46,677.00 | 0.00 |
| B8AD2HEC2 | Codere Group Topco S.a. A1 Equity | — | — | — | 1,804.00 | 31,769.00 | 0.00 |
| B8AD2HEJ7 | Codere Group Topco S.a. A2 Equity | — | — | — | 4,839.00 | 85,218.00 | 0.00 |
| B8AD2JA99 | Codere Group Topco S.a. Warrants | — | — | — | 21 | 123.00 | 0.00 |
| B8AD9KJQ2 | Diamond Sports Grp Llc- Warrants | — | — | — | 82,206.00 | 0.00 | 0.00 |
| B5QO3F0AA2 | Cad/usd Fwd 20251022 Barcus33 | CAD | — | 10/22/2025 | 7,629,324.00 | -121,370.00 | 0.00 |
| B646050 | United Kingdom Gilt | UKT | 4.25 | 12/07/2040 | 100,000.00 | 121,401.00 | 0.00 |
| B6RNH57 | United Kingdom Gilt | UKT | 3.75 | 07/22/2052 | 100,000.00 | 101,744.00 | 0.00 |
| B72YVH2 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2027 | 99,255.00 | 118,511.00 | 0.00 |
| B7FH8S8 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2034 | 95,151.00 | 112,270.00 | 0.00 |
| B54QLM7 | United Kingdom Gilt | UKT | 4.0 | 01/22/2060 | 100,000.00 | 104,120.00 | 0.00 |
| B59KVC4 | Hellenic Republic Government Bond | GGB | 4.3 | 02/24/2028 | 64,434.00 | 77,517.00 | 0.00 |
| B1XLML1 | State Of North Rhine-westphalia Germany | NRW | 7.5 | 06/08/2027 | 500,000.00 | 26,762.00 | 0.00 |
| B39R370 | United Kingdom Gilt | UKT | 4.25 | 12/07/2049 | 100,000.00 | 112,747.00 | 0.00 |
| 9F7HSNSM0Q | Chf/usd Fwd 20251022 5 | CHF | — | 10/22/2025 | -955,050.00 | -13,172.00 | 0.00 |
| ARARGE03G7 | Argentine Republic Government Internatio | ARGENT | 4.33 | 12/31/2033 | 55,151,509.00 | 61,534.00 | 0.00 |
| ARARGE03G7 | Argentine Republic Government Internatio | ARGENT | 0.67 | 12/31/2038 | 1,812,000.00 | 1,837.00 | 0.00 |
| AVO3PNQ8Q1 | Hkd/usd Fwd 20260702 Citius33 | HKD | — | 07/02/2026 | 77,362,000.00 | -8,624.00 | 0.00 |
| B1VWPJ5 | United Kingdom Gilt | UKT | 4.5 | 12/07/2042 | 100,000.00 | 122,711.00 | 0.00 |
| B06YGN0 | United Kingdom Gilt | UKT | 4.25 | 12/07/2055 | 100,000.00 | 110,066.00 | 0.00 |
| 95000FAX4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.08 | 07/01/2048 | 24,000,000.00 | 106,164.00 | 0.00 |
| 9128337P9 | United States Treasury Strip Coupon | S | — | 05/15/2031 | 85,000.00 | 68,286.00 | 0.00 |
| BMDH0M3 | French Republic Government Bond Oat | FRTR | 0.5 | 05/25/2072 | 100,000.00 | 29,873.00 | 0.00 |
| BMCN431 | Romania Government Bond | ROMGB | 6.7 | 02/25/2032 | 500,000.00 | 111,403.00 | 0.00 |
| BMC89N1 | Romania Government Bond | ROMGB | 4.85 | 07/25/2029 | 500,000.00 | 105,965.00 | 0.00 |
| BM974T2 | Romania Government Bond | ROMGB | 4.15 | 01/26/2028 | 500,000.00 | 107,984.00 | 0.00 |
| BL6N0P4 | Romania Government Bond | ROMGB | 3.25 | 06/24/2026 | 500,000.00 | 112,655.00 | 0.00 |
| BLKQJX0 | Romania Government Bond | ROMGB | 4.75 | 10/11/2034 | 500,000.00 | 96,452.00 | 0.00 |
| BLNPNT8 | Romania Government Bond | ROMGB | 4.15 | 10/24/2030 | 500,000.00 | 100,212.00 | 0.00 |
| BLPK733 | United Kingdom Gilt | UKT | 1.13 | 01/31/2039 | 100,000.00 | 84,427.00 | 0.00 |
| BLH3815 | United Kingdom Gilt | UKT | 1.25 | 07/31/2051 | 100,000.00 | 56,158.00 | 0.00 |
| BKPC8Y0 | MFB Magyar Fejlesztesi Bank Zrt | MAGYAR | 0.38 | 06/09/2026 | 100,000.00 | 115,350.00 | 0.00 |
| BK26F00 | Romania Government Bond | ROMGB | 4.85 | 04/22/2026 | 500,000.00 | 114,244.00 | 0.00 |
| BDCHBW8 | United Kingdom Gilt | UKT | 1.5 | 07/22/2047 | 100,000.00 | 67,360.00 | 0.00 |
| BFWFPP7 | United Kingdom Gilt | UKT | 1.75 | 01/22/2049 | 100,000.00 | 69,126.00 | 0.00 |
| BFM4TT6 | Romania Government Bond | ROMGB | 5.0 | 02/12/2029 | 500,000.00 | 107,458.00 | 0.00 |
| BFMCN65 | United Kingdom Gilt | UKT | 1.63 | 10/22/2071 | 100,000.00 | 51,813.00 | 0.00 |
| BJQWYH7 | United Kingdom Gilt | UKT | 1.25 | 10/22/2041 | 100,000.00 | 77,511.00 | 0.00 |
| SWB8A9XA3N | SWP: Ois Chf 0.125000 05-nov-2031 - Recf | — | — | 11/05/2031 | 4,000,000.00 | -31,182.00 | 0.00 |
| SWB8A9YMK8 | SWP: Ois Chf 0.260000 31-jan-2029 - Recf | — | — | 01/31/2029 | 14,500,000.00 | 96,675.00 | 0.00 |
| SWB8A9YMKY | SWP: Ois Chf 0.687000 03-apr-2033 - Recf | — | — | 04/03/2033 | 700,000.00 | 19,325.00 | 0.00 |
| SWB8A9MD3E | SWP: Myr 2.605000 12-aug-2026 - Recfix | — | — | 08/12/2026 | 45,900,000.00 | -57,919.00 | 0.00 |
| SWB8A9U5V5 | Qatar (state Of) Cds 20261220 | — | 1.0 | 12/20/2026 | 4,000,000.00 | 44,446.00 | 0.00 |
| SWB8A9UR6N | Panama Republic Of (government) Cds 2026 | — | 1.0 | 12/20/2026 | 4,200,000.00 | 20,724.00 | 0.00 |
| SWB8A9USJK | SWP: Ois Cny 2.675000 14-oct-2031 - Recf | — | — | 10/14/2031 | 5,000,000.00 | 39,808.00 | 0.00 |
| SWB8A9V1TB | SWP: Ois Eur 1.100000 11-may-2039 - Recf | — | — | 05/11/2039 | 365,000.00 | -77,721.00 | 0.00 |
| SWB8A9YMR3 | SWP: Ois Jpy 0.462500 21-sep-2032 - Recf | — | — | 09/21/2032 | 71,000,000.00 | -28,907.00 | 0.00 |
| SWB8A9YMRE | SWP: Ois Jpy 0.942000 04-oct-2047 - Recf | — | — | 10/04/2047 | 26,000,000.00 | -42,619.00 | 0.00 |
| SWB8A9YMU2 | SWP: Ois Jpy 0.451250 07-jun-2032 - Recf | — | — | 06/07/2032 | 140,000,000.00 | -54,371.00 | 0.00 |
| SWB8A9YMWX | SWP: Ois Chf 0.032500 17-oct-2031 - Recf | — | — | 10/17/2031 | 800,000.00 | -16,242.00 | 0.00 |
| SWB8A9YMM3 | SWP: Ois Jpy 0.353750 06-may-2031 - Recf | — | — | 05/06/2031 | 215,000,000.00 | -73,124.00 | 0.00 |
| SWB8A9YMPN | SWP: Ois Jpy 0.223000 15-aug-2031 - Recf | — | — | 08/15/2031 | 256,500,000.00 | -105,766.00 | 0.00 |
| SWB8A9YN1S | SWP: Ois Jpy 0.071250 07-jul-2031 - Recf | — | — | 07/07/2031 | 150,000,000.00 | -69,010.00 | 0.00 |
| SWB8A9YNCV | SWP: Ois Jpy 0.318750 01-apr-2031 - Recf | — | — | 04/01/2031 | 200,000,000.00 | -69,040.00 | 0.00 |
| SWB8A9YNEG | SWP: Ois Jpy 0.316250 08-sep-2031 - Recf | — | — | 09/08/2031 | 120,000,000.00 | -45,847.00 | 0.00 |
| SWB8A9YNF6 | SWP: Ois Jpy 0.217250 30-aug-2031 - Recf | — | — | 08/30/2031 | 130,000,000.00 | -54,338.00 | 0.00 |
| SWB8A9D6DD | South Africa (republic Of) Cds 20260620 | — | 1.0 | 06/20/2026 | -1,000,000.00 | -5,597.00 | 0.00 |
| SWB8A9DE30 | South Africa (republic Of) Cds 20310620 | — | 1.0 | 06/20/2031 | 3,000,000.00 | -122,922.00 | 0.00 |
| SWB8A96B5M | Serbia (republic Of) Cds 20251220 | — | 5.0 | 12/20/2025 | 4,500,000.00 | 54,930.00 | 0.00 |
| SWB8A96CLE | SWP: Myr 2.625000 09-apr-2026 - Recfix | — | — | 04/09/2026 | 23,575,000.00 | -17,696.00 | 0.00 |
| SWB8A8TXC3 | SWP: Ois Cny 2.660000 05-jan-2026 - Recf | — | — | 01/05/2026 | 192,490,000.00 | 75,377.00 | 0.00 |
| SWB8A8VG71 | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 1,000,000.00 | 2,078.00 | 0.00 |
| SWB8A91986 | SWP: Cny 2.840000 03-mar-2026 - Recfix | — | — | 03/03/2026 | 40,000,000.00 | 28,922.00 | 0.00 |
| SWB8A780EF | SWP: Myr 3.245000 19-nov-2029 - Recfix | — | — | 11/19/2029 | 11,700,000.00 | 4,075.00 | 0.00 |
| SWB8A92USZ | Catalonia Autonomous Community Of Cds 20 | — | 1.0 | 12/20/2025 | 4,900,000.00 | 8,932.00 | 0.00 |
| SWB8A94G5Y | SWP: Cny 2.875000 23-mar-2026 - Recfix | — | — | 03/23/2026 | 50,000,000.00 | 41,643.00 | 0.00 |
| SWB8A5U821 | RECV Irs Nzd 2.95 28-11-28-2028 | — | — | 11/28/2028 | 6,450,000.00 | 13,843.00 | 0.00 |
| SWB8A6C43C | SWP: Cny 3.120000 02-apr-2026 | — | — | 04/02/2026 | 10,000,000.00 | 10,625.00 | 0.00 |
| SWB8A6RGAF | SWP: Myr 3.527500 11-jul-2029 | — | — | 07/11/2029 | 3,160,000.00 | 8,948.00 | 0.00 |
| SWB8A6XWX6 | Scds: (italy) | — | 1.0 | 06/20/2026 | 4,200,000.00 | 29,426.00 | 0.00 |
| SWB8A7HH9H | SWP: Myr 3.060000 04-feb-2030 - Recfix | — | — | 02/04/2030 | 17,800,000.00 | -26,805.00 | 0.00 |
| SWB8A7J4DX | SWP: Ois 3.085000 11-feb-2030 - Recfix | — | — | 02/11/2030 | 634,000,000.00 | -45,743.00 | 0.00 |
| SWB8A85RD8 | SWP: Ois Clp 2.030000 13-jul-2030 - Recf | — | — | 07/13/2030 | 800,000,000.00 | -105,226.00 | 0.00 |
| SWB8A8LDUL | SWP: Ois Cny 2.587500 02-nov-2025 - Recf | — | — | 11/02/2025 | 225,740,000.00 | 30,814.00 | 0.00 |
| SWB8A8QZF3 | SWP: Cny 2.855000 09-dec-2025 - Recfix | — | — | 12/09/2025 | 200,000,000.00 | 65,430.00 | 0.00 |
| SWB8ABHZJL | SWP: Krw 3.150000 10-mar-2033 | — | — | 03/10/2033 | 1,067,160,000.00 | 22,580.00 | 0.00 |
| SWB8ABM75W | SWP: Ois Cny 2.365000 15-jun-2028 - Payf | — | — | 06/15/2028 | -1,000,000.00 | -2,890.00 | 0.00 |
| SWB8ABM76C | SWP: Ois Cny 2.410000 15-jun-2028 - Recf | — | — | 06/15/2028 | 1,000,000.00 | 3,001.00 | 0.00 |
| SWB8ABCYKP | Switzerland (confederation Of) Cds 20271 | — | 0.25 | 12/20/2027 | -5,000,000.00 | -22,092.00 | 0.00 |
| SWB8ABCZU2 | Australia (commonwealth Of) Cds 20271220 | — | 1.0 | 12/20/2027 | 5,000,000.00 | 103,070.00 | 0.00 |
| SWB8ABDC09 | Italy (republic Of) Cds 20300620 | — | 1.0 | 06/20/2030 | 1,200,000.00 | 34,205.00 | 0.00 |
| SWB8ABBJE1 | SWP: Ois Cad 3.450000 03-dec-2048 | — | — | 12/03/2048 | 3,410,000.00 | 88,968.00 | 0.00 |
| SWB8ABBJE8 | SWP: Ois Cad 3.400000 03-dec-2049 | — | — | 12/03/2049 | 2,765,000.00 | 58,781.00 | 0.00 |
| SWB8ABBJF2 | SWP: Ois Cad 3.250000 03-dec-2054 | — | — | 12/03/2054 | -415,000.00 | -3,445.00 | 0.00 |
| SWB8AA9USR | Estonia (republic Of) Cds 20261220 | — | 1.0 | 12/20/2026 | 3,150,000.00 | 33,034.00 | 0.00 |
| SWB8ABB7K4 | Italy (republic Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -4,935,000.00 | -123,087.00 | 0.00 |
| SWB8ABBJCT | SWP: Ois Cad 3.500000 03-dec-2034 | — | — | 12/03/2034 | -1,845,000.00 | -72,570.00 | 0.00 |
| SWB8AACEDW | Gazprom Pao Cds 20251220 | — | 1.0 | 12/20/2025 | -2,000,000.00 | 57,601.00 | 0.00 |
| SWB8AAEFKE | Finland (republic Of) Cds 20270620 | — | 0.25 | 06/20/2027 | 2,000,000.00 | 6,544.00 | 0.00 |
| SWB8AAGYP2 | Gazprom Pao Cds 20270620 | — | 1.0 | 06/20/2027 | -600,000.00 | 119,652.00 | 0.00 |
| SWB8AALJ5V | SWP: Ois Thb 1.020000 28-apr-2030 - Recf | — | — | 04/28/2030 | 173,600,000.00 | -21,526.00 | 0.00 |
| SWB8AALJ6T | SWP: Ois Thb 0.990000 25-jun-2030 - Recf | — | — | 06/25/2030 | 72,900,000.00 | -13,308.00 | 0.00 |
| SWB8AALJA8 | SWP: Ois Thb 1.027500 03-jul-2030 - Recf | — | — | 07/03/2030 | 200,200,000.00 | -26,299.00 | 0.00 |
| SWB8AALJEU | SWP: Ois Thb 1.320000 17-aug-2031 - Recf | — | — | 08/17/2031 | 115,500,000.00 | 27,891.00 | 0.00 |
| SWB8AALRR6 | SWP: Ois Thb 2.645000 29-may-2030 - Recf | — | — | 05/29/2030 | 23,000,000.00 | 49,437.00 | 0.00 |
| SWB8AAWB2C | United Kingdom Of Great Britain And Nort | — | 1.0 | 12/20/2027 | 1,000,000.00 | 19,544.00 | 0.00 |
| SWB8AB9G53 | SWP: Twd 1.390000 17-feb-2028 - Payfix | — | — | 02/17/2028 | -564,000,000.00 | 114,365.00 | 0.00 |
| SWB8AB9SKC | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -4,305,000.00 | -66,288.00 | 0.00 |
| SWB8ABA50H | SWP: Eur 2.910000 24-feb-2043 - Payfix | — | — | 02/24/2043 | -15,130,000.00 | -21,306.00 | 0.00 |
| SWB8A9ZAYK | SWP: Ois Jpy 1.061250 09-sep-2029 - Recf | — | — | 09/09/2029 | 200,000,000.00 | -6,575.00 | 0.00 |
| SWB8A9ZB0J | SWP: Ois Jpy 0.491250 07-apr-2032 - Recf | — | — | 04/07/2032 | 159,520,000.00 | -57,098.00 | 0.00 |
| SWB8AA0LYQ | SWP: Ois Jpy 0.327500 21-sep-2031 - Recf | — | — | 09/21/2031 | 190,000,000.00 | -72,370.00 | 0.00 |
| SWB8AA2PV6 | SWP: Cny 2.460000 22-dec-2026 - Recfix | — | — | 12/22/2026 | 6,300,000.00 | 9,608.00 | 0.00 |
| SWB8A9ZB8X | SWP: Ois Jpy 0.484000 06-apr-2032 - Recf | — | — | 04/06/2032 | 200,000,000.00 | -72,159.00 | 0.00 |
| SWB8AA54RM | Mexico (united Mexican States) (governme | — | 1.0 | 12/20/2026 | 4,000,000.00 | 35,205.00 | 0.00 |
| SWB8A9YP7N | SWP: Ois Jpy 1.063750 29-sep-2029 - Recf | — | — | 09/29/2029 | 655,000,000.00 | -21,901.00 | 0.00 |
| SWB8A9YP8G | SWP: Ois Jpy 0.047000 02-jul-2030 - Recf | — | — | 07/02/2030 | 300,000,000.00 | -111,499.00 | 0.00 |
| SWB8A9YP8P | SWP: Ois Jpy 1.042500 28-aug-2029 - Recf | — | — | 08/28/2029 | 100,000,000.00 | -3,685.00 | 0.00 |
| SWB8A9YRZZ | SWP: Ois Jpy 1.260000 20-feb-2029 - Recf | — | — | 02/20/2029 | 135,000,000.00 | 3,343.00 | 0.00 |
| SWB8A9YS1J | SWP: Ois Jpy 2.390000 14-nov-2032 - Recf | — | — | 11/14/2032 | 160,000,000.00 | 75,139.00 | 0.00 |
| SWB8A9YS2L | SWP: Ois Jpy 1.070000 18-aug-2029 - Recf | — | — | 08/18/2029 | 100,000,000.00 | -2,921.00 | 0.00 |
| SWB8A9YS6D | SWP: Ois Jpy 1.287500 02-apr-2029 - Recf | — | — | 04/02/2029 | 50,000,000.00 | 1,506.00 | 0.00 |
| SWB8ADE9U7 | Scds: (ngb) 0.00000 20 Dec 2025 | — | — | 12/20/2025 | 15,000,000.00 | -1,099.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 30,000,000.00 | -2,199.00 | 0.00 |
| SWB8ADBSGN | SWP: Ois Cny 1.496000 12-dec-2029_c | — | — | 12/12/2029 | 60,000,000.00 | -47,431.00 | 0.00 |
| SWB8ADBVDY | SWP: Chf 0.370500 13-dec-2034_c | — | — | 12/13/2034 | 12,200,000.00 | -57,013.00 | 0.00 |
| SWB8ADHGES | CDS: (cmbx.na.18.aaa) 0.5.00000 17 Dec 2 | — | 0.5 | 12/17/2057 | 10,000,000.00 | 9,721.00 | 0.00 |
| SWB8ADHXEE | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 1,000,000.00 | 972.00 | 0.00 |
| SWB8ADJC36 | SWP: Ois Sofr 3.926820 15-nov-2052_c | — | — | 11/15/2052 | -7,443,000.00 | 37,237.00 | 0.00 |
| SWB8ADJCRS | Scds: (paclif) | — | 2.5 | 08/20/2035 | 800,000.00 | -11,294.00 | 0.00 |
| SWB8ADJMWT | Scds: (soaf) 1.00000 20 Dec 2028 | — | 1.0 | 12/20/2028 | -3,000,000.00 | -1,905.00 | 0.00 |
| SWB8ADJS6A | SWP: Ois Ils 3.950000 08-jul-2030_c | — | — | 07/08/2030 | 21,840,000.00 | 34,255.00 | 0.00 |
| SWB8ADK4DQ | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 15,560,000.00 | 13,613.00 | 0.00 |
| SWB8ADQ5LB | Scds: (adgb) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -63,530.00 | 0.00 |
| SWB8ADQ5NM | Scds: (domrep) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 26,513.00 | 0.00 |
| SWB8ADKUZF | CDS: (cmbx.na.16.aaa) | — | 0.5 | 04/17/2065 | 10,949,278.00 | -92,127.00 | 0.00 |
| SWB8ADLCBE | SWP: Ois Eur 2.100960 11-oct-2029_c | — | — | 10/11/2029 | -18,515,000.00 | -9,457.00 | 0.00 |
| SWB8ADM4QR | SWP: Myr 3.625000 28-feb-2032_c | — | — | 02/28/2032 | 17,745,000.00 | 83,680.00 | 0.00 |
| SWB8ADMBEQ | SWP: Ois Cny 1.765300 04-mar-2026_c | — | — | 03/04/2026 | -260,000,000.00 | -23,075.00 | 0.00 |
| SWB8ADN3WF | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 9,000,000.00 | 7,874.00 | 0.00 |
| SWB8ADPKMS | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec 2 | — | 0.5 | 12/15/2056 | 5,000,000.00 | -66,467.00 | 0.00 |
| SWB8ADPW5S | Scds: (bmo) | — | 1.25 | 11/20/2029 | 665,000.00 | 688.00 | 0.00 |
| SWB8ADPW5V | Scds: (cm) | — | 1.1 | 06/20/2028 | 535,000.00 | 1,530.00 | 0.00 |
| SWB8ADQ1J2 | Scds: (softbk) | — | 1.0 | 06/22/2026 | 2,240,000.00 | 2,603.00 | 0.00 |
| SWB8ADQ7HE | Scds: (indon) | — | 1.0 | 06/20/2030 | -8,000,000.00 | -84,841.00 | 0.00 |
| SWB8ADQ7HH | Scds: (panama) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 24,717.00 | 0.00 |
| SWB8ADQ7HL | Scds: (peru) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -47,659.00 | 0.00 |
| SWB8ADQ5VE | Scds: (philip) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -59,148.00 | 0.00 |
| SWB8ADQ7EP | Scds: (brazil) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 90,288.00 | 0.00 |
| SWB8ADQ7F2 | Scds: (bhrain) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 43,908.00 | 0.00 |
| SWB8ADQ7G7 | Scds: (moroc) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -29,053.00 | 0.00 |
| SWB8ADQ7GA | Scds: (ksa) | — | 1.0 | 06/20/2030 | -5,000,000.00 | -80,620.00 | 0.00 |
| SWB8ADQ7GD | Scds: (malays) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -79,883.00 | 0.00 |
| SWB8ADQ5PE | Scds: (brazil) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 90,288.00 | 0.00 |
| SWB8ADQ5PH | Scds: (bhrain) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 43,908.00 | 0.00 |
| SWB8ADQ5PP | Scds: (moroc) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -29,053.00 | 0.00 |
| SWB8ADQ5PS | Scds: (ksa) | — | 1.0 | 06/20/2030 | -5,000,000.00 | -80,620.00 | 0.00 |
| SWB8ADQ5R7 | Scds: (malays) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -79,883.00 | 0.00 |
| SWB8ADQ5S8 | Scds: (indon) | — | 1.0 | 06/20/2030 | -8,000,000.00 | -84,841.00 | 0.00 |
| SWB8ADQ5TL | Scds: (panama) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 24,717.00 | 0.00 |
| SWB8ADQ5UK | Scds: (peru) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -47,659.00 | 0.00 |
| SWB8ADQ5W9 | Scds: (oman) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -29,630.00 | 0.00 |
| SWB8ADQ5WF | Scds: (mex) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -69,209.00 | 0.00 |
| SWB8ADQ7BT | Scds: (adgb) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -63,530.00 | 0.00 |
| SWB8ACRACE | Scds: (brazil) | — | 0.94 | 06/20/2029 | 33,000,000.00 | -5,531.00 | 0.00 |
| SWB8ACMVPA | Petroleos Mexicanos Cds 20270920 | — | 1.0 | 09/20/2027 | -4,500,000.00 | 59,286.00 | 0.00 |
| SWB8ACMUJM | SWP: Ois Jpy 0.500000 08-jul-2027_c | — | — | 07/08/2027 | 2,140,000,000.00 | -106,676.00 | 0.00 |
| SWB8ACMUJZ | SWP: Ois Sofr 4.000000 11-may-2045_c | — | — | 05/11/2045 | 21,865,000.00 | 113,162.00 | 0.00 |
| SWB8AD7UE1 | SWP: Krw 2.840000 08-nov-2044_c | — | — | 11/08/2044 | -8,800,000,000.00 | -101,164.00 | 0.00 |
| SWB8AD80KV | SWP: Ois Sofr 4.200000 12-nov-2025_c | — | — | 11/12/2025 | -118,435,000.00 | 7,984.00 | 0.00 |
| SWB8AD9AP0 | SWP: Mxn 9.424700 10-dec-2025_c | — | — | 12/10/2025 | 170,735,000.00 | 30,085.00 | 0.00 |
| SWB8ACVVY1 | SWP: Ois Cny 1.872500 23-jul-2029_c | — | — | 07/23/2029 | 95,000,000.00 | 122,459.00 | 0.00 |
| SWB8ACX1VG | CDS: (gs_24-pc-a Jul 24) | — | 1.65 | 08/02/2027 | 6,999,841.00 | 9,360.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 6,584.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 6,406.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 3,340,000.00 | 6,620.00 | 0.00 |
| SWB8AD56YV | Italy (republic Of) Cds 20341220 | — | 1.0 | 12/20/2034 | 1,380,000.00 | 31,536.00 | 0.00 |
| SWB8AD57K0 | Italy (republic Of) Cds 20341220 | — | 1.0 | 12/20/2034 | 1,380,000.00 | 31,536.00 | 0.00 |
| SWB8AD57MY | Lincoln National Corporation Cds 2029122 | — | 1.0 | 12/20/2029 | 7,100,000.00 | 50,045.00 | 0.00 |
| SWB8ABQVA9 | SWP: Dkk 3.200000 10-jul-2035_c | — | — | 07/10/2035 | 9,925,000.00 | 55,248.00 | 0.00 |
| SWB8ABHZM3 | SWP: Ois Cny 2.700000 11-may-2030_c | — | — | 05/11/2030 | 106,665,000.00 | -95,958.00 | 0.00 |
| SWB8AC278S | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 5,000,000.00 | 11,929.00 | 0.00 |
| SWB8AC278V | Serbia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | -5,000,000.00 | -10,114.00 | 0.00 |
| SWB8AC278Y | Estonia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | -10,000,000.00 | -21,859.00 | 0.00 |
| SWB8AC2791 | Estonia (republic Of) Cds 20251220 | — | 1.0 | 12/20/2025 | 10,000,000.00 | 26,200.00 | 0.00 |
| SWB8AC39V2 | SWP: Krw 3.610000 24-nov-2033 | — | — | 11/24/2033 | 2,640,000,000.00 | 123,129.00 | 0.00 |
| SWB8AC39X8 | SWP: Ois Cny 2.495000 24-nov-2030 | — | — | 11/24/2030 | 16,100,000.00 | 93,178.00 | 0.00 |
| SWB8ACGVYZ | Petroleos Mexicanos Cds 20290620 | — | 1.0 | 06/20/2029 | -1,000,000.00 | 43,685.00 | 0.00 |
| SWB8ACL1MR | SWP: Ois Sofr 4.027000 30-apr-2054 | — | — | 04/30/2054 | -7,710,000.00 | -106,315.00 | 0.00 |
| SWB8AC7SBB | Petroleos Mexicanos Cds 20301220 | — | 1.0 | 12/20/2030 | -1,000,000.00 | 80,946.00 | 0.00 |
| SWB8ACF36D | Cyprus (republic Of) Cds 20281220 | — | 1.0 | 12/20/2028 | 1,000,000.00 | 21,409.00 | 0.00 |
| SWB8ACFGVF | SWP: Ois Eur 2.560000 20-mar-2034 | — | — | 03/20/2034 | -4,290,000.00 | -61,017.00 | 0.00 |
| CA135087M4 | Canadian Government Real Return Bond | CANRRB | 0.25 | 12/01/2054 | 236,128.00 | 115,050.00 | 0.00 |
| BZ0D4B2 | Deutsche Bundesrepublik Inflation Linked | DBRI | 0.1 | 04/15/2046 | 130,212.00 | 119,905.00 | 0.00 |
| BZ0W0D3 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 5.88 | 07/05/2034 | 77,898.00 | 80,527.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2051 | 300,000.00 | 120,769.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2052 | 300,000.00 | 115,174.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2053 | 300,000.00 | 107,555.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2054 | 300,000.00 | 99,134.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2055 | 300,000.00 | 94,071.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2056 | 300,000.00 | 85,578.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2057 | 300,000.00 | 83,013.00 | 0.00 |
| ES00000129 | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2058 | 300,000.00 | 83,087.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2059 | 300,000.00 | 78,769.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2060 | 300,000.00 | 73,580.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2061 | 300,000.00 | 69,639.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2062 | 300,000.00 | 65,073.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2063 | 300,000.00 | 62,618.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2064 | 300,000.00 | 59,381.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2065 | 300,000.00 | 56,486.00 | 0.00 |
| ES0000012A | Spain Government Bond Coupon Strip | SPGBS | — | 07/30/2066 | 300,000.00 | 55,640.00 | 0.00 |
| F4CBNRABLA | Eur/usd Fwd 20251022 Deutgb22 | EUR | — | 10/22/2025 | -60,871,040.00 | 106,897.00 | 0.00 |
| FCN79RSKAA | Thb/usd Fwd 20251217 Midlgb22 | THB | — | 12/17/2025 | 183,378,622.00 | -121,009.00 | 0.00 |
| CNBSLK7P8 | China Government Bond | — | 2.39 | 03/15/2029 | 500,000.00 | 71,993.00 | 0.00 |
| H70PAO6M5K | Cop/usd Fwd 20251217 5 | COP | — | 12/17/2025 | -7,756,456,757.00 | -21,188.00 | 0.00 |
| IGUOO1RTDK | Eur/usd Fwd 20251022 Bnpafrpp | EUR | — | 10/22/2025 | 3,571,853.00 | 26,037.00 | 0.00 |
| SWB8A48C6T | RECV Krw Irs 1.88 4/26/17 | — | — | 04/26/2027 | 2,040,000,000.00 | -13,456.00 | 0.00 |
| SWB8A4BHJP | CDS 1 06/20/2027 | — | 1.0 | 06/20/2027 | 2,800,000.00 | 44,759.00 | 0.00 |
| SWB8A4CF0S | RECV Irsdkk 0.987 22jun20 | — | — | 06/22/2027 | 1,865,000.00 | -6,116.00 | 0.00 |
| SWB8A51JSE | CDS 1.0 06/20/2028 | — | 1.0 | 06/20/2028 | 1,000,000.00 | 16,828.00 | 0.00 |
| QHJTQVHDIK | Pln/usd Fwd 20251022 Barcus33 | PLN | — | 10/22/2025 | 3,336,486.00 | 3,897.00 | 0.00 |
| QKREMCG34F | Cnh/usd Fwd 20251217 Midlgb22 | CNH | — | 12/17/2025 | 193,802,810.00 | -72,468.00 | 0.00 |
| QSIBSL36OS | Ils/usd Fwd 20251217 Midlgb22 | ILS | — | 12/17/2025 | 10,106,965.00 | 49,371.00 | 0.00 |
| RO0DU3PR9N | Romania Government Bond | ROMGB | 7.9 | 02/24/2038 | 500,000.00 | 120,765.00 | 0.00 |
| RO1JS63DR5 | Romania Government Bond | ROMGB | 7.35 | 04/28/2031 | 500,000.00 | 115,343.00 | 0.00 |
| RXZ5 COMDT | Euro-bund Future Dec25 | RXZ5 | — | 12/08/2025 | 17,811,818.00 | -2,315.00 | 0.00 |
| SE0P0AJTH4 | Gbp/usd Fwd 20251022 00187 | GBP | — | 10/22/2025 | 8,377,911.00 | 116,094.00 | 0.00 |
| SL5BF2KIHC | Clp/usd Fwd 20251217 Citius33 | CLP | — | 12/17/2025 | 1,149,859,200.00 | 9,950.00 | 0.00 |
| SWB8A152HJ | RECV Recfix 1.57 12/14/32 | — | — | 12/14/2032 | 35,000,000.00 | 3,591.00 | 0.00 |
| SWB8A3978Z | RECV Krw 1.87% 01/27/31 | — | — | 01/27/2031 | 520,000,000.00 | -14,493.00 | 0.00 |
| SWB8A3MDAC | RECV Irs 0.58 08/29/26 | — | — | 08/29/2026 | 5,000,000.00 | -11,470.00 | 0.00 |
| SWB8A3Q0CC | CDS 1% 12/20/26 | — | 1.0 | 12/20/2026 | 2,000,000.00 | 23,438.00 | 0.00 |
| SWB8A3Q8BD | RECV Irs 1.45% 10/17/28 | — | — | 10/17/2028 | 1,280,000,000.00 | -29,115.00 | 0.00 |
| SWB8A3RUM7 | RECV Irs1.52 102826 | — | — | 10/28/2026 | 1,485,000,000.00 | -10,802.00 | 0.00 |
| SWB8A446AC | CDS 1.0 12/20/2026 | — | 1.0 | 12/20/2026 | 1,000,000.00 | 3,055.00 | 0.00 |
| SWB8A44GM9 | RECV Irs1.123dkk 03152027 | — | — | 03/15/2027 | 13,000,000.00 | -31,737.00 | 0.00 |
| KMM5PIP3TE | Eur/usd Fwd 20251022 5 | EUR | — | 10/22/2025 | 1,625,161.00 | 10,126.00 | 0.00 |
| KNE74Q3RJM | Cad/usd Fwd 20251022 Bnpafrpp | CAD | — | 10/22/2025 | -707,701.00 | 10,532.00 | 0.00 |
| L54T2TK5BE | Jpy/usd Fwd 20251022 Mslngb2x | JPY | — | 10/22/2025 | 1,187,500,000.00 | 107,302.00 | 0.00 |
| LU654GAUHS | Jpy/usd Fwd 20251022 Midlgb22 | JPY | — | 10/22/2025 | -1,469,803,689.00 | 10,242.00 | 0.00 |
| NPQSSADT7N | Cad/usd Fwd 20251022 57918 | CAD | — | 10/22/2025 | 769,988.00 | -4,314.00 | 0.00 |
| P60535H9ID | Eur/usd Fwd 20251022 221 | EUR | — | 10/22/2025 | -80,084,619.00 | 92,187.00 | 0.00 |
| PL00001177 | Republic Of Poland Government Bond | POLGB | 1.75 | 08/25/2031 | 418,428.00 | 109,615.00 | 0.00 |
| PNEL17G98B | Eur/usd Fwd 20251022 00187 | EUR | — | 10/22/2025 | -2,724,001.00 | 32,447.00 | 0.00 |
| FUD7HGF476 | Cop/usd Fwd 20251217 Mslngb2x | COP | — | 12/17/2025 | -4,120,821,792.00 | -2,738.00 | 0.00 |
| FVZ5 COMDT | US 5yr Note (cbt) Dec25 | FVZ5 | — | 12/31/2025 | 219,810,165.00 | 121,912.00 | 0.00 |
| G157677UC7 | Chf/usd Fwd 20251022 Barcus33 | CHF | — | 10/22/2025 | 8,701,407.00 | -95,200.00 | 0.00 |
| D131IJV65T | Cny/usd Fwd 20251217 Bnpafrpp | CNY | — | 12/17/2025 | 353,761,163.00 | -90,372.00 | 0.00 |
| DKNV45LV6U | Mxn/usd Fwd 20251217 Deutgb22 | MXN | — | 12/17/2025 | -106,061,195.00 | -111,645.00 | 0.00 |
| DUZ5 COMDT | Euro-schatz Fut Dec25 | DUZ5 | — | 12/08/2025 | -14,695,185.00 | 21,237.00 | 0.00 |
| EB9TD9K7N4 | Jpy/usd Fwd 20251022 5 | JPY | — | 10/22/2025 | -295,036,600.00 | 70.00 | 0.00 |
| BMWYKX6 | Romania Government Bond | ROMGB | 4.25 | 04/28/2036 | 500,000.00 | 89,941.00 | 0.00 |
| BN48C48 | Romania Government Bond | ROMGB | 7.2 | 10/30/2033 | 500,000.00 | 114,832.00 | 0.00 |
| BMZ57J1 | Romania Government Bond | ROMGB | 2.5 | 10/25/2027 | 500,000.00 | 105,360.00 | 0.00 |
| BMDZ1G8 | Petroleos Mexicanos | PEMEX | 6.88 | 10/16/2025 | 100,000.00 | 99,680.00 | 0.00 |
| BMDKQH9 | Slovenia Government Bond | SLOREP | — | 02/12/2031 | 100,000.00 | 102,419.00 | 0.00 |
| BNNW650 | Romania Government Bond | ROMGB | 6.3 | 04/25/2029 | 500,000.00 | 111,524.00 | 0.00 |
| BNNWHN5 | Romania Government Bond | ROMGB | 3.5 | 11/25/2025 | 500,000.00 | 114,932.00 | 0.00 |
| BNNGP77 | United Kingdom Gilt | UKT | 0.88 | 01/31/2046 | 100,000.00 | 59,931.00 | 0.00 |
| BNKC1P8 | Romania Government Bond | ROMGB | 8.0 | 04/29/2030 | 500,000.00 | 118,117.00 | 0.00 |
| BPBR684 | Romania Government Bond | ROMGB | 8.25 | 09/29/2032 | 500,000.00 | 120,869.00 | 0.00 |
| BU8NE26NOR | Eur/usd Fwd 20251022 Midlgb22 | EUR | — | 10/22/2025 | -6,715,359.00 | -50,941.00 | 0.00 |
| BT3MW32 | Romania Government Bond | ROMGB | 7.1 | 07/31/2034 | 500,000.00 | 113,847.00 | 0.00 |
| BYYMZX7 | United Kingdom Gilt | UKT | 2.5 | 07/22/2065 | 100,000.00 | 71,212.00 | 0.00 |
| BYZ38V8 | AT&T Inc | T | 4.85 | 05/25/2047 | 150,000.00 | 103,163.00 | 0.00 |
| BYVQH36 | Romania Government Bond | ROMGB | 3.65 | 09/24/2031 | 500,000.00 | 95,318.00 | 0.00 |
| BRDYBT3 | French Republic Government Bond Oat | FRTR | 0.55 | 03/01/2039 | 106,233.00 | 104,295.00 | 0.00 |
| BRIFRHV351 | Eur/usd Fwd 20251022 Mslngb2x | EUR | — | 10/22/2025 | 3,905,162.00 | 30,358.00 | 0.00 |
| BQTY7W5 | Spain Government Inflation Linked Bond | SPGBEI | 1.15 | 11/30/2036 | 103,582.00 | 117,029.00 | 0.00 |
| BRBTX61 | Romania Government Bond | ROMGB | 7.2 | 05/31/2027 | 500,000.00 | 115,556.00 | 0.00 |
| BQQ9K35 | Romania Government Bond | ROMGB | 8.75 | 10/30/2028 | 500,000.00 | 119,673.00 | 0.00 |
| BPXZNX0 | French Republic Government Bond Oat | FRTR | 0.1 | 07/25/2038 | 120,189.00 | 114,323.00 | 0.00 |
| BPYTLG0 | Romania Government Bond | ROMGB | 7.2 | 10/28/2026 | 500,000.00 | 115,815.00 | 0.00 |
| BPX3CC6 | Italy Buoni Poliennali Del Tesoro | BTPS | 1.8 | 05/15/2036 | 103,749.00 | 121,109.00 | 0.00 |
| SWB8AEEDSQ | FWD: Tbond 4.875 15-aug-2045 912810un6 - | — | — | 12/10/2025 | 48,236,233.00 | 0.00 | 0.00 |
| SWB8AEERCX | SWP: Ois Sgd 1.680000 15-sep-2035_c | — | — | 09/15/2035 | 2,690,000.00 | -20,284.00 | 0.00 |
| SWB8AEEX4W | Cdx.na.ig.44.v1 5yr Rtr @ 45.00000 | — | — | 10/15/2025 | -50,000,000.00 | -6,452.00 | 0.00 |
| SWB8AEF0ZV | 30Y Rtp 4.045000 31-oct-2025 | — | — | 10/31/2025 | 7,935,000.00 | 60,758.00 | 0.00 |
| SWB8AEF10G | 30Y Rtp 4.167000 31-oct-2025 | — | — | 10/31/2025 | -15,870,000.00 | -50,478.00 | 0.00 |
| SWB8AEF7KV | SWP: Ois Sgd 1.680000 17-sep-2035_c | — | — | 09/17/2035 | 5,540,000.00 | -41,773.00 | 0.00 |
| SWB8AEG33G | CMS 2y 30y Single Look | — | — | 12/17/2025 | 102,345,000.00 | 49,078.00 | 0.00 |
| SWB8AEG366 | CMS 2y 30y Single Look | — | — | 12/17/2025 | -204,690,000.00 | -39,501.00 | 0.00 |
| SWB8AECLJY | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 5,000,000.00 | 12,527.00 | 0.00 |
| SWB8AECWFM | FWD: Tbond 5.000 15-may-2045 912810ul0 - | — | — | 12/03/2025 | 110,186,852.00 | 0.00 | 0.00 |
| SWB8AED3NP | Scds: (googl) | — | 1.0 | 06/20/2030 | 3,120,000.00 | 92,159.00 | 0.00 |
| SWB8AED7GP | FWD: Ukt 4.25 07-dec-2049 Gb00b39r3707 - | — | — | 12/04/2025 | 2,797,538.00 | 0.00 | 0.00 |
| SWB8AEDA0E | Scds: (ksa) | — | 1.0 | 03/20/2026 | 305,000.00 | 1,144.00 | 0.00 |
| SWB8AEDA0Z | Scds: (ksa) | — | 1.0 | 06/22/2026 | 305,000.00 | 1,691.00 | 0.00 |
| SWB8AE9J9T | Trswap: Tnote 2.25 15-nov-27 11/13/2025 | — | — | 11/13/2025 | 27,400,000.00 | 114,625.00 | 0.00 |
| SWB8AECA1E | SWP: Ois Jpy 2.484930 01-sep-2055_c | — | — | 09/01/2055 | 1,385,000,000.00 | 60,879.00 | 0.00 |
| SWB8AECA48 | Scds: (bacr) | — | 1.0 | 06/22/2026 | 2,120,000.00 | 13,986.00 | 0.00 |
| SWB8AECAQY | Scds: (bac) | — | 1.0 | 12/22/2025 | 7,110,000.00 | 14,094.00 | 0.00 |
| SWB8AECBBD | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 2,375,000.00 | 6,018.00 | 0.00 |
| SWB8AE9QDR | Scds: (orcl) | — | 1.0 | 06/20/2030 | 1,380,000.00 | 28,655.00 | 0.00 |
| SWB8AE9YD2 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 49,665,000.00 | 633.00 | 0.00 |
| SWB8AE9ZK0 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 24,833,000.00 | 319.00 | 0.00 |
| SWB8AEA22P | SWP: Ois Thb 1.167500 18-aug-2026_c | — | — | 08/18/2026 | -1,378,430,000.00 | -26,400.00 | 0.00 |
| SWB8AEA4KP | 2Y Rtp 3.535000 14-nov-2025 | — | — | 11/14/2025 | 66,175,000.00 | 34,854.00 | 0.00 |
| SWB8AEA4L0 | 2Y Rtp 3.680000 14-nov-2025 | — | — | 11/14/2025 | -132,350,000.00 | -19,012.00 | 0.00 |
| SWB8AEC423 | Scds: (usa) | — | 0.25 | 06/21/2027 | 1,300,000.00 | -359.00 | 0.00 |
| SWB8AE6ZRR | Usisss30 Index Floor | — | — | 01/27/2026 | -10,000,000.00 | -20,470.00 | 0.00 |
| SWB8AE70S4 | Usisss30 Index Cap | — | — | 01/27/2026 | -10,000,000.00 | -32,093.00 | 0.00 |
| SWB8AE7F2P | 10Y Rtp 4.127000 28-oct-2025 | — | — | 10/28/2025 | 16,075,000.00 | 2,233.00 | 0.00 |
| SWB8AE7F2T | 10Y Rtp 4.320500 28-oct-2025 | — | — | 10/28/2025 | -32,150,000.00 | -674.00 | 0.00 |
| SWB8ADQXVH | Scds: (pemex) | — | 3.8 | 12/22/2025 | 2,000,000.00 | 19,368.00 | 0.00 |
| SWB8ADQXWN | Scds: (pemex) | — | 2.8 | 12/22/2025 | -2,000,000.00 | -8,712.00 | 0.00 |
| SWB8ADRZFU | CDS: (cmbx.na.17.aaa) | — | 0.5 | 12/15/2056 | 3,500,000.00 | -46,526.00 | 0.00 |
| SWB8AE7K1M | SWP: Myr 3.060000 29-jul-2027_c | — | — | 07/29/2027 | 3,000,000.00 | -1,432.00 | 0.00 |
| SWB8AE7K3C | SWP: Myr 3.330000 29-jul-2035_c | — | — | 07/29/2035 | 13,700,000.00 | -28,623.00 | 0.00 |
| SWB8AE8KGV | Scds: (usa) | — | 0.25 | 12/22/2025 | 6,650,000.00 | 2,227.00 | 0.00 |
| SWB8AE8M6E | 1Y Rtr 2.810000 04-feb-2026 | — | — | 02/04/2026 | 132,825,000.00 | 57,747.00 | 0.00 |
| SWB8AE8M6J | 1Y Rtr 2.370000 04-feb-2026 | — | — | 02/04/2026 | -265,650,000.00 | -42,327.00 | 0.00 |
| SWB8ADQ7HS | Scds: (philip) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -59,148.00 | 0.00 |
| SWB8ADQ7CV | Scds: (domrep) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 26,513.00 | 0.00 |
| SWB8ADQ7J2 | Scds: (oman) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -29,630.00 | 0.00 |
| SWB8ADQ7J9 | Scds: (mex) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -69,209.00 | 0.00 |
| SWB8ADU3SU | Israel Gap Option 04/24/2026 | — | — | 04/26/2026 | -5,000,000.00 | -6,544.00 | 0.00 |
| SWB8ADU9YG | CDS: (cmbx.na.18.aaa) | — | 0.5 | 12/17/2057 | 10,000,000.00 | 8,749.00 | 0.00 |
| SWB8ADUTEY | SWP: Brl Di Ois Jan 31 13.94_c | — | — | 01/02/2031 | 10,456,527.00 | 42,799.00 | 0.00 |
| SWB8ADUTF3 | SWP: Brl Di Ois Jan 31 13.7875_c | — | — | 01/02/2031 | -10,456,527.00 | -47,066.00 | 0.00 |
| SWB8ADWXEE | Scds: (pemex) | — | 1.0 | 06/20/2030 | -1,800,000.00 | 121,027.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 1,300,000.00 | 8,317.00 | 0.00 |
| SWB8ADZ1BN | 1Y Rtp 2.05 03-dec-2025 | — | — | 12/03/2025 | 71,970,000.00 | 29,379.00 | 0.00 |
| SWB8ADZ2FK | 1Y Rtp 2.201250 03-dec-2025 | — | — | 12/03/2025 | -143,940,000.00 | -4,556.00 | 0.00 |
| SWB8AE3GRR | Scds: (panama) | — | 1.0 | 06/20/2028 | -2,810,000.00 | -12,618.00 | 0.00 |
| SWB8AE3GS3 | Scds: (panama) | — | 1.0 | 06/20/2028 | 2,810,000.00 | -20,972.00 | 0.00 |
| SWB8AEHP3X | 2Y Rtp 4.120000 28-sep-2026 | — | — | 09/28/2026 | -68,470,000.00 | -76,145.00 | 0.00 |
| XS12706635 | Morgan Stanley | MS | — | 10/05/2026 | 2,000,000,000.00 | 112,139.00 | 0.00 |
| XS26221867 | International Bank For Reconstruction & | IBRD | 4.13 | 05/31/2026 | 4,000.00 | 3,999.00 | 0.00 |
| SWB8AEE659 | SWP: Ois Sgd 1.720000 11-sep-2035_c | — | — | 09/11/2035 | 1,850,000.00 | -8,603.00 | 0.00 |
| SWB8AEHN74 | Scds: (brazil) | — | 1.0 | 06/22/2026 | 1,200,000.00 | 5,316.00 | 0.00 |
| SWB8AEGWX4 | 1Y Rtr 2.750000 23-sep-2027 | — | — | 09/23/2027 | -42,370,000.00 | -107,169.00 | 0.00 |
| SWB8AEH1KF | Cdx.na.ig.45.v1 5yr Rtp @ 67.50000 | — | — | 11/19/2025 | -59,640,000.00 | -22,735.00 | 0.00 |
| SWB8AEH8AS | Scds: (c) | — | 1.0 | 12/21/2026 | 1,050,000.00 | 8,951.00 | 0.00 |
| SWB8AEH8UX | 1Y Rtr 2.750000 24-sep-2027 | — | — | 09/24/2027 | -42,370,000.00 | -107,214.00 | 0.00 |
| SWB8AEG933 | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 265,000.00 | 671.00 | 0.00 |
| SWB8AEGABV | Cdx.na.ig.44.v1 5yr Rtp @ 65.00000 | — | — | 11/19/2025 | -267,440,000.00 | -76,577.00 | 0.00 |
| SWB8AEGBTM | Scds: (bnp) | — | 1.0 | 12/22/2025 | 9,665,000.00 | 23,924.00 | 0.00 |
| SWB8AEGL59 | Scds: (panama) | — | 1.0 | 06/20/2028 | 1,200,000.00 | -8,956.00 | 0.00 |
| SWB8AEGL6H | Scds: (panama) | — | 1.0 | 06/20/2028 | -1,200,000.00 | -5,388.00 | 0.00 |
| SWB8AEGW48 | SWP: Ois Sgd 1.710000 25-sep-2035_c | — | — | 09/25/2035 | 3,800,000.00 | -20,790.00 | 0.00 |
| XS12463459 | Goldman Sachs Group Inc/the | GS | 1.3 | 03/22/2030 | 10,000,000.00 | 65,655.00 | 0.00 |
| WNZ5 COMDT | US Ultra Bond Cbt Dec25 | WNZ5 | — | 12/19/2025 | 12,846,688.00 | 30,711.00 | 0.00 |
| USU55632AT | Warnermedia Holdings Inc | WBD | 4.05 | 03/15/2029 | 30,000.00 | 28,950.00 | 0.00 |
| SWX8A3QV1V | RECV Irs 0.6725 10/21/2026 | — | — | 10/21/2026 | 1,300,000.00 | -3,286.00 | 0.00 |
| TRT020529T | Turkiye Government Bond | TURKGB | 2.48 | 05/02/2029 | 4,591,383.00 | 100,409.00 | 0.00 |
| TUZ5 COMDT | US 2yr Note (cbt) Dec25 | TUZ5 | — | 12/31/2025 | -198,186,915.00 | -107,645.00 | 0.00 |
| SWTRE8AE9J | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 11/13/2025 | 27,400,000.00 | 85,625.00 | 0.00 |
| U1TETFEU5S | Gbp/usd Fwd 20251022 955 | GBP | — | 10/22/2025 | -2,703,111.00 | -56,074.00 | 0.00 |
| UBZ5 COMDT | Euro-buxl 30y Bnd Dec25 | UBZ5 | — | 12/08/2025 | -1,209,647.00 | -9,729.00 | 0.00 |
| SWB8AEGWX3 | 1Y Rtp 2.750000 23-sep-2027 | — | — | 09/23/2027 | -42,370,000.00 | -293,904.00 | -0.01 |
| SWB8AEH8V6 | 1Y Rtp 2.750000 24-sep-2027 | — | — | 09/24/2027 | -42,370,000.00 | -294,095.00 | -0.01 |
| SWB8AEHP3R | 2Y Rtp 3.860000 28-sep-2026 | — | — | 09/28/2026 | -68,470,000.00 | -127,199.00 | -0.01 |
| SWB8AE7JXF | SWP: Ois Sofr 3.868500 01-aug-2035_c | — | — | 08/01/2035 | -16,030,000.00 | -294,973.00 | -0.01 |
| SWB8AEC55A | Scds: (frtr) | — | 0.25 | 06/20/2035 | 6,565,000.00 | -237,141.00 | -0.01 |
| SWB8AECJES | Scds: (frtr) | — | 0.25 | 06/20/2035 | 8,255,000.00 | -298,187.00 | -0.01 |
| SWB8AEDT1S | 1Y Rtp 2.877500 08-sep-2026 | — | — | 09/08/2026 | -81,840,000.00 | -367,462.00 | -0.01 |
| SWB8AEDT1U | 1Y Rtr 2.877500 08-sep-2026 | — | — | 09/08/2026 | -81,840,000.00 | -164,491.00 | -0.01 |
| FTABRAB1B5 | Idr/usd Fwd 20251217 Citius33 | IDR | — | 12/17/2025 | 164,734,000,000.00 | -139,166.00 | -0.01 |
| E3PFU97F7N | Sek/usd Fwd 20251022 Citius33 | SEK | — | 10/22/2025 | -86,566,463.00 | -138,018.00 | -0.01 |
| GOTCVUOKCE | Eur/usd Fwd 20251022 Citius33 | EUR | — | 10/22/2025 | 30,909,339.00 | -163,078.00 | -0.01 |
| O0P5SCRM8A | Eur/usd Fwd 20251022 955 | EUR | — | 10/22/2025 | -12,112,907.00 | -195,457.00 | -0.01 |
| SWB8A3SC16 | RECV Irs 1.00131 070442 | — | — | 07/04/2042 | 1,235,000.00 | -369,128.00 | -0.01 |
| SWB8A4NP2G | RECV Irs 1.302 Eur 301020 | — | — | 10/30/2032 | 3,050,000.00 | -282,130.00 | -0.01 |
| SWB8A5GZ0S | SWP: Krw 2.042500 10-sep-2028 | — | — | 09/10/2028 | 20,447,900,000.00 | -201,493.00 | -0.01 |
| SWB8ACJUU7 | Comision Federal De Electricidad Cfe Cds | — | 1.0 | 06/20/2029 | 4,540,000.00 | -156,039.00 | -0.01 |
| SWB8ACKGLN | Scds: (icbc) | — | 1.0 | 06/29/2029 | -6,695,000.00 | -175,705.00 | -0.01 |
| SWB8ACKGLR | China Development Bank Cds 20290620 | — | 1.0 | 06/20/2029 | -6,695,000.00 | -166,214.00 | -0.01 |
| SWB8ABWDCU | SWP: Bma 3.290000 22-sep-2028 | — | — | 09/22/2028 | -10,000,000.00 | -227,118.00 | -0.01 |
| SWB8ABQVBH | SWP: Sek 3.150000 10-jul-2032 | — | — | 07/10/2032 | -60,000,000.00 | -254,241.00 | -0.01 |
| SWB8ACPES5 | SWP: Krw 2.967500 30-may-2054 | — | — | 05/30/2054 | -3,330,000,000.00 | -201,136.00 | -0.01 |
| SWB8ACMUUQ | SWP: Ois Jpy 1.400000 08-jul-2040_c | — | — | 07/08/2040 | 765,000,000.00 | -292,426.00 | -0.01 |
| SWB8ACMVFD | SWP: Ois Sofr 3.850000 10-may-2054 | — | — | 05/10/2054 | 15,125,000.00 | -251,147.00 | -0.01 |
| SWB8ACSWQ1 | France (republic Of) Cds 20340620 | — | 0.25 | 06/20/2034 | 6,850,000.00 | -200,800.00 | -0.01 |
| SWB8ADQ5RC | Scds: (china) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -256,069.00 | -0.01 |
| SWB8ADQ5RF | Scds: (chile) | — | 1.0 | 06/20/2030 | -6,000,000.00 | -141,211.00 | -0.01 |
| SWB8ADQ7GG | Scds: (china) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -256,069.00 | -0.01 |
| SWB8ADQ7GK | Scds: (chile) | — | 1.0 | 06/20/2030 | -6,000,000.00 | -141,211.00 | -0.01 |
| SWB8ADGUAV | Scds: (frtr) 0.25.00000 20 Dec 2034 | — | 0.25 | 12/20/2034 | 9,995,000.00 | -327,651.00 | -0.01 |
| SWB8ADJ1MG | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec 2 | — | 0.5 | 12/15/2056 | 16,065,000.00 | -213,781.00 | -0.01 |
| SWB8ADJ2KR | CDS: (cmbx.na.17.aaa) 0.5.00000 15 Dec 2 | — | 0.5 | 12/15/2056 | 25,000,000.00 | -332,682.00 | -0.01 |
| SWB8ADC3CY | SWP: Ois Sofr 3.805000 16-dec-2049_c | — | — | 12/16/2049 | 8,440,000.00 | -220,732.00 | -0.01 |
| SWB8A9YS72 | SWP: Ois Jpy 0.029000 02-mar-2026 - Recf | — | — | 03/02/2026 | 9,000,000,000.00 | -170,247.00 | -0.01 |
| SWB8A9YS2U | SWP: Ois Jpy 0.560000 15-apr-2046 - Recf | — | — | 04/15/2046 | 110,291,400.00 | -212,647.00 | -0.01 |
| SWB8A9YS2H | SWP: Ois Jpy 0.026250 05-aug-2031 - Recf | — | — | 08/05/2031 | 700,000,000.00 | -339,528.00 | -0.01 |
| SWB8A9YP5V | SWP: Ois Jpy 0.008760 02-jun-2026 - Recf | — | — | 06/02/2026 | 5,000,000,000.00 | -169,033.00 | -0.01 |
| SWB8A9YP7A | SWP: Ois Jpy -0.032500 04-jan-2027 - Rec | — | — | 01/04/2027 | 2,000,000,000.00 | -156,734.00 | -0.01 |
| SWB8A9YRZU | SWP: Ois Jpy 0.820000 09-may-2043 - Recf | — | — | 05/09/2043 | 166,000,000.00 | -213,690.00 | -0.01 |
| SWB8AA3S5D | Cswap: Cnh/usd 10-jan-2027 - Reccnh | — | — | 01/10/2027 | 10,000,000.00 | -145,640.00 | -0.01 |
| SWB8ABCXMW | SWP: Eur 2.982000 20-mar-2038 - Payfix | — | — | 03/20/2038 | -14,280,000.00 | -351,434.00 | -0.01 |
| SWB8ABQ07P | SWP: Ois Cny 2.410000 12-jul-2028 | — | — | 07/12/2028 | -75,000,000.00 | -234,827.00 | -0.01 |
| SWB8ABG29C | SWP: Ois Sofr 3.070000 26-apr-2033 - Rec | — | — | 04/26/2033 | 13,000,000.00 | -298,930.00 | -0.01 |
| SWB8A8TX5B | SWP: Krw 1.257500 05-jan-2031 - Recfix | — | — | 01/05/2031 | 5,000,000,000.00 | -246,192.00 | -0.01 |
| SWB8A64C88 | RECV Irs 2.083 07feb29 | — | — | 02/07/2029 | 36,000,000.00 | -226,509.00 | -0.01 |
| SWB8A94RUS | SWP: Pln 1.675000 26-mar-2031 - Recfix | — | — | 03/26/2031 | 10,000,000.00 | -330,189.00 | -0.01 |
| SWB8A957KA | SWP: Huf 2.460000 31-mar-2031 - Recfix | — | — | 03/31/2031 | 500,000,000.00 | -264,199.00 | -0.01 |
| SWB8A9YP3J | SWP: Ois Jpy 0.020000 06-may-2027 - Recf | — | — | 05/06/2027 | 2,100,000,000.00 | -209,215.00 | -0.01 |
| SWB8A9YMPR | SWP: Ois Jpy 0.270000 14-oct-2031 - Recf | — | — | 10/14/2031 | 350,000,000.00 | -143,005.00 | -0.01 |
| SWB8A9HFCG | SWP: Ois Jpy 0.100000 08-jul-2033 - Recf | — | — | 07/08/2033 | 530,000,000.00 | -331,871.00 | -0.01 |
| SWB8A9KR8C | SWP: Ois Sgd 1.120000 29-jul-2031 - Recf | — | — | 07/29/2031 | 17,215,000.00 | -331,355.00 | -0.01 |
| SWB8A9MC8W | SWP: Krw 1.630000 13-aug-2031 - Recfix | — | — | 08/13/2031 | 4,000,000,000.00 | -162,468.00 | -0.01 |
| 6C91L5LQ61 | Krw/usd Fwd 20251217 00187 | KRW | — | 12/17/2025 | 38,793,377,157.00 | -336,263.00 | -0.01 |
| SWB8A7HH5G | SWP: Krw 1.319000 05-feb-2030 - Recfix | — | — | 02/05/2030 | 11,000,000,000.00 | -418,532.00 | -0.02 |
| SWB8A5W8L3 | SWP: Aud 2.700000 03-dec-2029 | — | — | 12/03/2029 | 18,000,000.00 | -522,579.00 | -0.02 |
| SWB8A72U1C | SWP: Nok 1.660000 07-oct-2029 | — | — | 10/07/2029 | 48,000,000.00 | -427,283.00 | -0.02 |
| SWB8A9ZB4R | SWP: Ois Jpy 0.655000 06-apr-2038 - Recf | — | — | 04/06/2038 | 675,000,000.00 | -558,349.00 | -0.02 |
| SWB8A9ZAYR | SWP: Ois Jpy 0.016000 29-may-2032 - Recf | — | — | 05/29/2032 | 800,000,000.00 | -460,230.00 | -0.02 |
| SWB8A9ZAWQ | SWP: Ois Jpy 0.822000 10-aug-2038 - Recf | — | — | 08/10/2038 | 600,000,000.00 | -440,428.00 | -0.02 |
| SWB8A9YS2Q | SWP: Ois Jpy 0.067700 22-mar-2029 - Recf | — | — | 03/22/2029 | 2,500,000,000.00 | -627,135.00 | -0.02 |
| SWB8A9YS3L | SWP: Ois Jpy 0.011250 12-nov-2028 - Recf | — | — | 11/12/2028 | 1,800,000,000.00 | -417,752.00 | -0.02 |
| SWB8ACMV8A | SWP: Ois Jpy 1.750000 08-jul-2055_c | — | — | 07/08/2055 | 570,000,000.00 | -594,469.00 | -0.02 |
| SWB8ACMUJF | SWP: Ois Eur 2.650000 11-may-2031 | — | — | 05/11/2031 | -17,280,000.00 | -472,804.00 | -0.02 |
| SWB8ABRQ4Q | SWP: Ois Jpy 0.267500 31-jul-2028 | — | — | 07/31/2028 | 3,674,000,000.00 | -539,970.00 | -0.02 |
| SWB8ABUV6V | SWP: Ois Sofr 4.027000 05-sep-2028 | — | — | 09/05/2028 | -32,215,000.00 | -615,546.00 | -0.02 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -50,180,000.00 | -510,425.00 | -0.02 |
| SWB8ACK8PU | SWP: Ois Eur 3.075500 23-apr-2026 | — | — | 04/23/2026 | -65,650,000.00 | -492,718.00 | -0.02 |
| SWB8A5ADZ6 | RECV Irs Aud 2.987000 10j | — | — | 07/10/2033 | 10,000,000.00 | -509,553.00 | -0.02 |
| SWB8A42MHB | RECV Irs Eur1.18 2232032 | — | — | 02/23/2032 | 6,400,000.00 | -574,720.00 | -0.02 |
| SWB8A45QGS | RECV Irs 1.1695 Eur 03292 | — | — | 03/29/2032 | 4,680,000.00 | -432,004.00 | -0.02 |
| SWB8A46SS1 | RECV Irs 1.1 Eur 11052032 | — | — | 05/11/2032 | 4,150,000.00 | -412,205.00 | -0.02 |
| E6198HM23B | Eur/usd Fwd 20251022 Barcus33 | EUR | — | 10/22/2025 | -81,695,765.00 | -530,113.00 | -0.02 |
| ECZ5 CURNC | EURO Fx Curr Fut Dec25 | ECZ5 | — | 12/15/2025 | -71,341,600.00 | -436,408.00 | -0.02 |
| SWB8ADQVJH | SWP: Ois Sofr 3.841000 28-mar-2032_c | — | — | 03/28/2032 | -21,040,000.00 | -464,544.00 | -0.02 |
| SWB8A3HH3R | RECV Eur 0.785 6/28/2032 | — | — | 06/28/2032 | 7,000,000.00 | -871,001.00 | -0.03 |
| SWB8A5Z2E1 | SWP: Ois Gbp 1.200000 08-may-2037 - Recf | — | — | 05/08/2037 | 2,120,000.00 | -793,809.00 | -0.03 |
| SWB8ABXN7M | SWP: Ois Sofr 4.395500 28-sep-2028 | — | — | 09/28/2028 | -27,150,000.00 | -815,686.00 | -0.03 |
| SWB8AC1HGJ | SWP: Ois Sofr 4.223000 07-nov-2028 | — | — | 11/07/2028 | -30,430,000.00 | -789,955.00 | -0.03 |
| SWB8ACMY34 | SWP: Ois Sofr 4.142500 17-may-2029 | — | — | 05/17/2029 | -30,780,000.00 | -837,002.00 | -0.03 |
| SWB8AD9T8S | France (republic Of) Cds 20341220 | — | 0.25 | 12/20/2034 | 20,315,000.00 | -665,956.00 | -0.03 |
| SWB8ADFE25 | SWP: Ois Sofr 4.129500 15-jan-2055_c | — | — | 01/15/2055 | -21,200,000.00 | -697,569.00 | -0.03 |
| SWB8A9ZB70 | SWP: Ois Jpy 0.656250 28-mar-2038 - Recf | — | — | 03/28/2038 | 800,000,000.00 | -659,003.00 | -0.03 |
| SWB8A9ZB2Y | SWP: Ois Jpy 0.756500 04-jan-2038 - Recf | — | — | 01/04/2038 | 900,000,000.00 | -649,724.00 | -0.03 |
| SWB8A9YNBG | SWP: Ois Jpy 0.022500 19-may-2032 - Recf | — | — | 05/19/2032 | 1,200,000,000.00 | -682,728.00 | -0.03 |
| SWB8A9ZB2M | SWP: Ois Jpy 0.887500 24-nov-2047 - Recf | — | — | 11/24/2047 | 560,000,000.00 | -963,654.00 | -0.04 |
| SWB8A9YN0X | SWP: Ois Jpy 0.650000 03-dec-2039 - Recf | — | — | 12/03/2039 | 969,000,000.00 | -995,005.00 | -0.04 |
| SWB8ACFHYH | SWP: Ois Chf 1.258000 20-mar-2034 | — | — | 03/20/2034 | -11,630,000.00 | -1,104,579.00 | -0.04 |
| SWB8A4CZBL | RECV Irs Usd 1.45 11may49 | — | — | 05/11/2049 | 3,000,000.00 | -893,808.00 | -0.04 |
| SWB8ADTZ51 | SWP: Brl Di Ois Jan 31 14.19_c | — | — | 01/02/2031 | -106,840,967.00 | -945,690.00 | -0.04 |
| SWB8A9YMSL | SWP: Ois Jpy 0.334000 26-aug-2050 - Recf | — | — | 08/26/2050 | 500,000,000.00 | -1,365,964.00 | -0.05 |
| SWB8A5Z2GL | SWP: Ois Gbp 1.250000 08-may-2052 - Recf | — | — | 05/08/2052 | 1,800,000.00 | -1,260,411.00 | -0.05 |
| SWB8A94P5M | Fswp: Aud 2.101000 26-mar-2036 - Recfix | — | — | 03/26/2036 | 10,000,000.00 | -1,257,364.00 | -0.05 |
| SWB8A9YMT5 | SWP: Ois Jpy 0.495750 12-apr-2046 - Recf | — | — | 04/12/2046 | 775,000,000.00 | -1,550,995.00 | -0.06 |
| SWB8A9YP4F | SWP: Ois Jpy 0.186250 29-may-2050 - Recf | — | — | 05/29/2050 | 500,000,000.00 | -1,449,978.00 | -0.06 |
| SWB8AA9VY0 | Gazprom Pao Cds 20261220 | — | 1.0 | 12/20/2026 | 8,600,000.00 | -1,562,331.00 | -0.06 |
| SWB8ADQ4UG | CDS: (cdx.em.43.v1) | — | 1.0 | 06/20/2030 | 100,000,000.00 | -1,521,405.00 | -0.06 |
| SWB8ADQ7JE | CDS: (cdx.em.43.v1) | — | 1.0 | 06/20/2030 | 100,000,000.00 | -1,521,405.00 | -0.06 |
| SWB8A4CPJD | RECV Irs 1.0 Eur 05112033 | — | — | 05/11/2033 | 14,225,000.00 | -1,791,371.00 | -0.07 |
| SWB8A5Z2F0 | SWP: Ois Gbp 1.250000 08-may-2042 - Recf | — | — | 05/08/2042 | 4,100,000.00 | -2,093,121.00 | -0.08 |
| SWB8ACMV8L | SWP: Ois Jpy 1.750000 08-jul-2054 | — | — | 07/08/2054 | 2,145,000,000.00 | -2,130,472.00 | -0.08 |
| SWB8A9YRZN | SWP: Ois Jpy 0.600000 03-dec-2038 - Recf | — | — | 12/03/2038 | 2,430,385,000.00 | -2,302,725.00 | -0.09 |
| SWB8A5Z2FY | SWP: Ois 1.250000 08-may-2049 | — | — | 05/08/2049 | 3,440,000.00 | -2,254,555.00 | -0.09 |
| SWB8A5Z2J2 | SWP: Ois Gbp 1.250000 08-may-2054 | — | — | 05/08/2054 | 3,700,000.00 | -2,681,255.00 | -0.11 |
| SWB8A9YP52 | SWP: Ois Jpy 0.338330 16-dec-2050 - Recf | — | — | 12/16/2050 | 1,000,000,000.00 | -2,760,559.00 | -0.11 |
| SWB8A9Z6TP | SWP: Eur 0.600300 24-nov-2041 - Recfix | — | — | 11/24/2041 | 12,485,000.00 | -2,852,512.00 | -0.11 |
| SWB8AAB90K | SWP: Eur 1.310000 22-mar-2042 - Recfix | — | — | 03/22/2042 | 17,040,000.00 | -2,836,615.00 | -0.11 |
| SWB8AA4MVS | SWP: Eur 0.536000 17-feb-2042 - Recfix | — | — | 02/17/2042 | 8,450,000.00 | -3,088,691.00 | -0.12 |
| SWB8A9YMLX | SWP: Ois Jpy 0.466750 08-feb-2051 - Recf | — | — | 02/08/2051 | 1,200,000,000.00 | -3,124,634.00 | -0.12 |
| SWB8A9V1Y0 | SWP: Ois Eur -0.191180 15-aug-2030 - Rec | — | — | 08/15/2030 | 27,230,000.00 | -3,491,533.00 | -0.14 |
| SWB8A9YMZP | SWP: Ois Jpy 0.520100 30-mar-2051 - Recf | — | — | 03/30/2051 | 1,650,000,000.00 | -4,201,162.00 | -0.17 |
| SWB8A9YN0A | SWP: Ois Jpy 0.332500 23-oct-2045 - Recf | — | — | 10/23/2045 | 2,000,000,000.00 | -4,257,218.00 | -0.17 |
| SWB8A5Z2FL | SWP: Ois 1.250000 08-may-2046 - Recfix | — | — | 05/08/2046 | 9,725,000.00 | -5,842,788.00 | -0.23 |
| SWB8A91X4F | SWP: Eur 0.425000 09-mar-2046 - Recfix | — | — | 03/09/2046 | 14,270,000.00 | -6,524,872.00 | -0.26 |
| SWB8A9ZC0D | SWP: Eur 0.662900 25-nov-2041 - Recfix | — | — | 11/25/2041 | 30,272,000.00 | -6,750,282.00 | -0.27 |
| SWB8A9KCAT | SWP: Ois Sofr 1.350000 11-may-2049 | — | — | 05/11/2049 | 29,415,000.00 | -11,924,280.00 | -0.47 |
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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
Managing Director and Multi-Sector senior portfolio manager
Matthew Angelucci, CFA, is a Managing Director and senior portfolio manager on the Multi-Sector Team responsible for Global Bond Strategies.
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.
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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.
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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.
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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
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