Seeks total return by investing in a diversified portfolio of bonds from multiple fixed income sectors. The Fund seeks to maintain a weighted average portfolio duration of three years or less and a weighted average maturity of five years or less.
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.
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 3.90 |
| Duration (years) | 1.90 |
| Standard Deviation (3 year) | 1.93 |
Source: Morningstar. Morningstar Ratings may be calculated based on share class adjusted historical returns. If so, the fund’s independent Morningstar Rating metric uses the fund’s oldest class to determine its hypothetical rating for certain periods. Morningstar Ratings are calculated for managed products with a 3-year minimum history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. Rating is calculated based on a Morningstar Risk-Adjusted Return measure accounting for variation in a managed product's monthly excess performance that emphasizes downward variations more and rewards consistent performance, with no sales load adjustment. In each category, the top 10% receive 5 stars, with 4 stars for the next 22.5%, 3 stars for the next 35%, 2 stars for the next 22.5%, and 1 star for the bottom 10%. Overall Morningstar Rating is derived from a weighted average of the performance associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics: for 36-59 months of total returns, 100% 3-year rating, for 60-119 months of total returns, 60% 5-year rating/40% 3-year rating, and for 120 or more months of total returns, 50% 10-year rating/30% 5-year rating/20% 3-year rating.
Morningstar rankings for 1-, 3-, 5-, and 10-years are Class A: 164/228, 138/204, 153/198, and 32/155; Class C: 216/228, 214/215, 196/198, and 137/155; Class R6: 143/228, 63/215, 115/198, and 14/194; Class Z: 146/228, 70/215, 119/198, and 12/155.
Barron’s Information: PGIM Investments ranked 4 out of 48, 8 out of 47, 12 out of 46 firms for the 1-, 5-, and 10-year periods ended 12/31/2024, respectively. PGIM Short Duration Muni Fund (Class Z) Lipper total return ranking for the 1-, 3-, 5-, and 10-year periods as of 12/31/2024 for the Short-Intermediate Municipal Debt Funds category were: 19/79, 42/77, 47/75, and 4/59, 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: 25/177, 10/163, 11/149, and 8/120, respectively. Past performance is no guarantee of future results.
The Morningstar Medalist RatingTM is the summary expression of Morningstar’s forward-looking investment strategies analysis offered via specific vehicles on a Gold, Silver, Bronze, Neutral, and Negative scale. These ratings indicate the investments Morningstar believes are likely to outperform a relevant index or peer group average on a risk-adjusted basis over time. Investments are evaluated on 3 pillars (People, Parent, and Process) which, when coupled with a fee assessment, form the basis for Morningstar’s conviction in those product’s investment merits and determine the assigned rating. Pillar ratings are Low, Below Average, Average, Above Average, and High, and are evaluated qualitatively (either directly to a covered vehicle or indirectly when a covered vehicle’s ratings are mapped to a related uncovered vehicle) or using algorithmic techniques. Vehicles are sorted by expected performance into rating groups defined by their Morningstar Category and active or passive status. Analysts who directly cover a vehicle assign the 3 pillar ratings based on their qualitative assessment, subject to Analyst Rating Committee oversight, and monitor and reevaluate them at least every 14 months. Vehicle ratings are assigned monthly when covered either indirectly by analysts or by algorithm. For more information, please visit www.global.morningstar.com/managerdisclosures/. Ratings are not statements of fact, nor are they credit or risk ratings. The Morningstar Medalist Rating (i) should not be used as the sole basis in evaluating an investment product, (ii) involves unknown risks and uncertainties which may cause expectations not to occur or to differ significantly from what was expected, (iii) are not guaranteed to be based on complete or accurate assumptions or models when determined algorithmically, (iv) involve the risk that the return target will not be met due to issues like unforeseen changes in management, technology, economic development, interest rate development, operating and/or material costs, competitive pressure, supervisory law, exchange rate, tax rates, exchange rate changes, and/or changes in political and social conditions, and (v) should not be considered an offer or solicitation to buy or sell the investment. Changes in underlying factors can mean the rating is subsequently no longer accurate. ‡Source: Morningstar.
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. 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. Floating rate and other loans are subject to the risk that failure to receive scheduled interest or principal payments on a loan would adversely affect the income of the Fund and would likely reduce the value of its assets. Investments in currency may result in a decline in the fund’s net asset value due to changes in exchange rates. Foreign securities are subject to currency fluctuations and political uncertainty. 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.
| TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE | |||||||
|---|---|---|---|---|---|---|---|
| Cumulative | Average Annual | ||||||
| Class | Ticker | YTD | 1-Yr | 3-Yr | 5-Yr | 10-Yr | Since Inception |
See Daily Returns for the PGIM Short Duration Multi-Sector Bond Fund.
See Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Short Duration Multi-Sector Bond Fund.
See Daily Returns for the PGIM Short Duration Multi-Sector Bond Fund.
See Quarterly SEC Standardized Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Short Duration Multi-Sector Bond Fund.
|
Fund Expenses
|
Maximum Sales Charge (%)
|
|||
|---|---|---|---|---|
|
Class
|
Gross (%)
|
Net (%)
|
Date*
|
|
| A | 0.66 | 0.64 | 02/28/2026 | 2.25 |
| C | 1.52 | 1.50 | 02/28/2026 | 1.00 |
| R6 | 0.35 | 0.32 | 02/28/2026 | — |
| Z | 0.45 | 0.39 | 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 Short-Term Bond Category Average: Short-term bond portfolios invest primarily in corporate and other investment-grade U.S. fixed-income issues and typically have durations of 1.0 to 3.5 years. These portfolios are attractive to fairly conservative investors, because they are less sensitive to interest rates than portfolios with longer durations. Morningstar calculates monthly breakpoints using the effective duration of the Morningstar Core Bond Index in determining duration assignment. Short-term is defined as 25% to 75% of the three- year average effective duration of the MCBI.
Bloomberg U.S. Government/Credit 1-3 Year Index is considered representative of the performance of short-term U.S. corporate bonds and U.S. government bonds with maturities from one to three years.
An investment cannot be made directly in an index or average. All indexes and averages are unmanaged.
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 8.95 | N/C 0.00 | 0.00 | 9.16 | 793,999,522.97 |
| C | 8.96 | N/C 0.00 | 0.00 | — | 54,482,019.60 |
| R6 | 8.95 |
|
-0.11 | — | 2,738,970,189.68 |
| Z | 8.98 |
|
-0.11 | — | 3,828,590,911.40 |
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 $U.S. value over the previous day:
= Gain,
= Loss,
= No Change.
See Prices of other PGIM Investments Mutual Funds.
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 8.97 | 10/28/2025 | 8.79 | 04/11/2025 |
| C | 8.98 | 10/28/2025 | 8.79 | 04/11/2025 |
| R6 | 8.98 | 10/21/2025 | 8.79 | 04/11/2025 |
| Z | 9.01 | 09/16/2025 | 8.82 | 04/11/2025 |
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.
| 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 | 4.14 | 4.13 | 4.35 | 4.46 | — |
| C - View Prospectus | 3.42 | 3.41 | — | 3.67 | — |
| R6 - View Prospectus | 4.53 | 4.52 | — | 4.74 | — |
| Z - View Prospectus | 4.46 | 4.42 | — | 4.67 | — |
*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.
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 27.3% | -45.9% |
| Treas | 15.7% | —% |
| Agency | 0.7% | —% |
| MBS | 10.9% | —% |
| Inv Grade Corp | 16.2% | -6.0% |
| Foreign Govt Related | 1.2% | -2.5% |
| Bank Loans | 1.3% | 1.3% |
| Emerging Markets | 3.9% | 3.2% |
| Commercial MBS | 7.4% | 7.4% |
| Non Agency MBS | 7.4% | 7.4% |
| High Yield | 9.0% | 9.0% |
| ABS | 23.1% | 23.1% |
| Cash/Equiv | 3.0% | —% |
| AAA | 43.9% |
|---|---|
| AA | 18.9% |
| A | 7.2% |
| BBB | 10.9% |
| BB | 7.6% |
| B | 2.8% |
| CCC | 0.7% |
| Not Rated | 4.9% |
| Cash/Equiv | 3.1% |
| Average Maturity (years) | 3.9 |
|---|---|
| Duration (years) | 1.9 |
| Standard Deviation (3 year) | 1.93 |
All data is unaudited and subject to change. Holdings/allocations may vary. This is not a recommendation to buy or sell any security listed. Total number of holdings based on issuers. 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.
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.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), 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, Inc., 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. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and 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.
MRU Number
|
Security ID# (CUSIP/SEDOL)
|
Security Description
|
Ticker Symbol
|
Coupon Rate
|
Maturity Date
|
Shares/Notional
|
Value ($)
|
% of Portfolio
|
|---|---|---|---|---|---|---|---|
| 912828V98 | United States Treasury Note/bond | T | 2.25 | 02/15/2027 | 243,000,000.00 | 238,671,562.00 | 3.34 |
| 91282CJP7 | United States Treasury Note/bond | T | 4.38 | 12/15/2026 | 211,905,000.00 | 213,394,957.00 | 2.99 |
| 912828ZN3 | United States Treasury Note/bond | T | 0.5 | 04/30/2027 | 213,615,000.00 | 203,935,570.00 | 2.86 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.12 | 12/01/2099 | 172,577,878.00 | 172,577,877.00 | 2.42 |
| 91282CMP3 | United States Treasury Note/bond | T | 4.13 | 02/28/2027 | 167,090,000.00 | 168,055,989.00 | 2.35 |
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 2,856,750.00 | 147,036,922.00 | 2.06 |
| 91282CDK4 | United States Treasury Note/bond | T | 1.25 | 11/30/2026 | 134,030,000.00 | 130,579,774.00 | 1.83 |
| 3132DWNK5 | Freddie Mac Pool | FR | 5.5 | 01/01/2055 | 74,528,154.00 | 75,306,773.00 | 1.06 |
| 69344A750 | PGIM Corporate Bond 0-5 Year Etf | PCS | — | — | 1,425,000.00 | 71,970,480.00 | 1.01 |
| 91282CJT9 | United States Treasury Note/bond | T | 4.0 | 01/15/2027 | 63,305,000.00 | 63,534,975.00 | 0.89 |
| 91282CFH9 | United States Treasury Note/bond | T | 3.13 | 08/31/2027 | 55,050,000.00 | 54,579,064.00 | 0.76 |
| 3140XMSD9 | Fannie Mae Pool | FN | 2.5 | 08/01/2036 | 52,780,842.00 | 49,840,212.00 | 0.70 |
| XS27937125 | Harvest Clo Xxxii Dac | HARVT | 3.52 | 07/25/2037 | 36,250,000.00 | 41,896,160.00 | 0.59 |
| BW5YXL2 | Monument Clo 1 Dac | MNMNT | 3.63 | 05/15/2037 | 35,000,000.00 | 40,463,390.00 | 0.57 |
| 55822EAJ8 | Madison Park Funding Lix Ltd | MDPK | 5.38 | 04/18/2037 | 40,250,000.00 | 40,398,828.00 | 0.57 |
| 097023DG7 | Boeing Co/the | BA | 2.2 | 02/04/2026 | 40,513,000.00 | 40,285,657.00 | 0.56 |
| 3140XLKV9 | Fannie Mae Pool | FN | 2.0 | 12/01/2036 | 39,296,707.00 | 36,384,067.00 | 0.51 |
| BW5YYG4 | ICG Euro Clo 2023-1 Dac | ICGE | 3.25 | 10/19/2038 | 31,000,000.00 | 35,650,276.00 | 0.50 |
| 29004FAA9 | Elmwood Clo 40 Ltd | ELM40 | 5.12 | 03/22/2038 | 35,000,000.00 | 35,058,257.00 | 0.49 |
| 31418FE37 | Fannie Mae Pool | FN | 5.5 | 12/01/2054 | 33,067,952.00 | 33,415,114.00 | 0.47 |
| XS30040074 | TORO European Clo 10 Dac | TCLO | 3.28 | 04/15/2038 | 27,500,000.00 | 31,637,236.00 | 0.44 |
| 076912AA2 | Beignet Investor Llc | RPLDCI | 6.58 | 05/30/2049 | 28,545,000.00 | 30,485,544.00 | 0.43 |
| 75888KAL8 | Regatta Viii Funding Ltd | REGT8 | 5.43 | 04/17/2037 | 29,000,000.00 | 29,087,000.00 | 0.41 |
| XS30254325 | Rockford Tower Europe Clo 2025-1 Dac | RFTE | 3.29 | 10/25/2037 | 25,260,000.00 | 29,057,736.00 | 0.41 |
| XS29301141 | Avoca Clo Xi Dac | AVOCA | 3.32 | 10/15/2038 | 25,000,000.00 | 28,816,250.00 | 0.40 |
| 31418FCG0 | Fannie Mae Pool | FN | 5.5 | 09/01/2054 | 27,554,574.00 | 27,859,702.00 | 0.39 |
| 3132DWFH1 | Freddie Mac Pool | FR | 5.5 | 11/01/2052 | 26,563,947.00 | 26,989,448.00 | 0.38 |
| XS27989846 | Nassau Euro Clo Iv Dac | NGCE | 3.49 | 07/20/2038 | 23,800,000.00 | 27,457,079.00 | 0.38 |
| 36180ACA9 | Ginnie Mae Ii Pool | G2 | 5.5 | 10/20/2054 | 26,502,398.00 | 26,746,899.00 | 0.37 |
| XS30851109 | Monument Clo 3 Dac | MNMNT | 3.37 | 04/15/2038 | 22,000,000.00 | 25,364,309.00 | 0.36 |
| XS30685614 | Henley Clo Xiv Dac | HNLY | 3.26 | 03/25/2038 | 21,500,000.00 | 24,752,211.00 | 0.35 |
| 87190CBG4 | TCW Clo 2020-1 Ltd | TCW | 4.93 | 04/20/2034 | 25,000,000.00 | 24,984,525.00 | 0.35 |
| 88676NAQ0 | Tikehau Us Clo Iii Ltd | TKO | 5.75 | 01/20/2036 | 25,000,000.00 | 25,059,200.00 | 0.35 |
| 92331DBJ6 | Venture 28a Clo Ltd | VENTR | 4.99 | 10/20/2034 | 25,000,000.00 | 24,990,977.00 | 0.35 |
| 55821AAS7 | Madison Park Funding Xxviii Ltd | MDPK | 5.6 | 01/15/2038 | 25,000,000.00 | 25,024,652.00 | 0.35 |
| 830867AB3 | Delta Air Lines Inc / Skymiles Ip Ltd | DAL | 4.75 | 10/20/2028 | 23,783,000.00 | 23,944,248.00 | 0.34 |
| 17327CAT0 | Citigroup Inc | C | 4.54 | 09/19/2030 | 24,120,000.00 | 24,259,877.00 | 0.34 |
| 3140XMD78 | Fannie Mae Pool | FN | 4.0 | 03/01/2048 | 24,411,305.00 | 23,888,632.00 | 0.33 |
| 251526DB2 | Deutsche Bank Ag/new York Ny | DB | 4.95 | 08/04/2031 | 23,485,000.00 | 23,677,072.00 | 0.33 |
| 67121QAA3 | OFSI Bsl Xv Clo Ltd | OFSBS | 5.12 | 03/31/2038 | 23,450,000.00 | 23,480,360.00 | 0.33 |
| BP8XNQ2 | Republic Of South Africa Government Inte | SOAF | 3.75 | 07/24/2026 | 20,000,000.00 | 23,200,078.00 | 0.33 |
| XS30294358 | Sound Point Euro Clo Iv Funding Dac | SNDPE | 3.19 | 04/15/2039 | 19,600,000.00 | 22,548,231.00 | 0.32 |
| 69344A206 | PGIM Active High Yield Bond Etf | PHYL | — | — | 651,370.00 | 23,175,744.00 | 0.32 |
| 571676AY1 | MARS Inc | MARS | 4.8 | 03/01/2030 | 22,515,000.00 | 23,004,408.00 | 0.32 |
| 55376CAB9 | MSWF Commercial Mortgage Trust 2023-1 | MSWF | 6.45 | 05/15/2056 | 21,000,000.00 | 21,879,811.00 | 0.31 |
| 3137HLZC9 | Freddie Mac Remics | FHR | 4.2 | 06/25/2055 | 21,586,558.00 | 21,872,750.00 | 0.31 |
| 14686BAN7 | Carval Clo Vii-c Ltd | CARVL | 5.32 | 07/20/2037 | 22,000,000.00 | 22,061,600.00 | 0.31 |
| XS23370823 | ST Paul's Clo V Dac | SPAUL | 2.74 | 02/20/2030 | 19,117,195.00 | 21,969,339.00 | 0.31 |
| XS31482068 | Aurium Clo Viii Dac | ACLO | 3.86 | 10/16/2038 | 18,218,000.00 | 20,953,892.00 | 0.29 |
| 3140XLNA2 | Fannie Mae Pool | FN | 1.5 | 06/01/2036 | 23,262,267.00 | 20,984,516.00 | 0.29 |
| 3132DWMY6 | Freddie Mac Pool | FR | 5.5 | 11/01/2054 | 20,798,912.00 | 21,016,200.00 | 0.29 |
| 29001VAU3 | Elmwood Clo Vi Ltd | ELMW6 | 5.26 | 07/18/2037 | 20,250,000.00 | 20,294,068.00 | 0.28 |
| 36179WT24 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/20/2051 | 21,680,385.00 | 19,971,212.00 | 0.28 |
| 37148EAS3 | Generate Clo 8 Ltd | GNRT | 5.63 | 01/20/2038 | 20,000,000.00 | 20,007,520.00 | 0.28 |
| 38182HAA0 | Golub Capital Partners Clo 69m | GCBSL | 0.01 | 10/25/2037 | 20,000,000.00 | 20,005,460.00 | 0.28 |
| 44333QAA6 | HPS Loan Management 2025-26 Ltd | HLM | 5.6 | 07/20/2038 | 20,000,000.00 | 20,046,940.00 | 0.28 |
| XS23206968 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 3.66 | 03/15/2032 | 17,450,000.00 | 20,119,929.00 | 0.28 |
| XS30063906 | Ravensdale Park Clo Dac | RAVPK | 3.24 | 04/25/2038 | 16,500,000.00 | 19,026,378.00 | 0.27 |
| 31418ECR9 | Fannie Mae Pool | FN | 3.0 | 04/01/2052 | 21,568,333.00 | 19,236,898.00 | 0.27 |
| 92556VAD8 | Viatris Inc | VTRS | 2.7 | 06/22/2030 | 20,736,000.00 | 18,750,639.00 | 0.26 |
| 95000U3L5 | Wells Fargo & Co | WFC | 5.71 | 04/22/2028 | 17,850,000.00 | 18,238,360.00 | 0.26 |
| XS28645211 | Rockford Tower Europe Clo 2024-1 Dac | RFTE | 3.31 | 07/15/2038 | 16,000,000.00 | 18,435,152.00 | 0.26 |
| XS30140099 | Contego Clo V Dac | CONTE | 3.23 | 10/15/2037 | 15,200,000.00 | 17,540,563.00 | 0.25 |
| 55822GAQ7 | Madison Park Funding Lvii Ltd | MDPK | 5.14 | 07/27/2034 | 18,000,000.00 | 18,012,488.00 | 0.25 |
| 31417FY51 | Fannie Mae Pool | FN | 3.0 | 03/01/2043 | 19,501,229.00 | 18,063,345.00 | 0.25 |
| 29005DAA3 | Elmwood Clo 42 Ltd | ELM42 | 5.63 | 03/31/2038 | 17,500,000.00 | 17,542,595.00 | 0.25 |
| 3133ENFJ4 | Federal Farm Credit Banks Funding Corp | FFCB | 2.15 | 12/01/2031 | 20,000,000.00 | 17,982,197.00 | 0.25 |
| 12516LAG0 | CBAM 2018-5 Ltd | CBAMR | 5.81 | 10/17/2038 | 17,500,000.00 | 17,507,693.00 | 0.25 |
| 17332HAA3 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 17,862,606.00 | 16,898,684.00 | 0.24 |
| 05593VAA1 | BX Trust 2025-roic | BX | 5.18 | 03/15/2030 | 17,491,779.00 | 17,453,516.00 | 0.24 |
| 05377RGY4 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.49 | 06/20/2029 | 16,800,000.00 | 17,254,747.00 | 0.24 |
| 52476AAA1 | Legacy Mortgage Asset Trust 2025-pr1 | LMAT | 6.0 | 01/25/2061 | 17,387,196.00 | 17,377,740.00 | 0.24 |
| 951913AA0 | Wcore Commercial Mortgage Trust 2024-cor | WCORE | 5.52 | 11/15/2041 | 17,390,000.00 | 17,390,000.00 | 0.24 |
| 91282CPA3 | United States Treasury Note/bond | T | 3.63 | 09/30/2030 | 17,500,000.00 | 17,437,109.00 | 0.24 |
| 91282CFB2 | United States Treasury Note/bond | T | 2.75 | 07/31/2027 | 17,310,000.00 | 17,055,759.00 | 0.24 |
| XS30910403 | Tikehau Clo Xi Dac | TIKEH | 3.4 | 01/15/2038 | 15,000,000.00 | 17,296,700.00 | 0.24 |
| BMYBGT3 | BANK Negara Indonesia Persero Tbk Pt | BBNIIJ | 3.75 | 03/30/2026 | 17,155,000.00 | 17,017,416.00 | 0.24 |
| XS24439063 | ST Pauls Clo | SPAUL | 2.94 | 07/20/2035 | 14,000,000.00 | 16,087,281.00 | 0.23 |
| XS23664198 | TORO European Clo 2 Dac | TCLO | 3.06 | 07/25/2034 | 13,500,000.00 | 15,536,890.00 | 0.22 |
| 928668CP5 | Volkswagen Group Of America Finance Llc | VW | 5.05 | 03/27/2028 | 15,570,000.00 | 15,785,333.00 | 0.22 |
| 958667AC1 | Western Midstream Operating Lp | WES | 4.05 | 02/01/2030 | 16,330,000.00 | 15,928,031.00 | 0.22 |
| 694308KW6 | Pacific Gas And Electric Co | PCG | 5.0 | 06/04/2028 | 15,520,000.00 | 15,740,270.00 | 0.22 |
| 67443AAA9 | OBRA Clo 1 Ltd | OBRAC | 5.36 | 01/20/2038 | 16,000,000.00 | 16,052,123.00 | 0.22 |
| 61776NVG5 | Morgan Stanley Private Bank Na | MS | 4.73 | 07/18/2031 | 15,295,000.00 | 15,531,118.00 | 0.22 |
| 64966TGS7 | NEW York City Housing Development Corp | NYCMFH | 5.46 | 12/15/2031 | 15,150,000.00 | 15,487,312.00 | 0.22 |
| 08163TAC6 | Benchmark 2023-v2 Mortgage Trust | BMARK | 5.81 | 05/15/2055 | 15,500,000.00 | 16,001,062.00 | 0.22 |
| 08163VAC1 | Benchmark 2023-v3 Mortgage Trust | BMARK | 6.36 | 07/15/2056 | 15,000,000.00 | 15,696,205.00 | 0.22 |
| 31418EDE7 | Fannie Mae Pool | FN | 3.5 | 05/01/2052 | 16,705,854.00 | 15,427,815.00 | 0.22 |
| 31418FF44 | Fannie Mae Pool | FN | 5.5 | 01/01/2055 | 15,758,423.00 | 15,923,056.00 | 0.22 |
| 362954AR0 | GS Mortgage-backed Securities Trust 2025 | GSMBS | 3.7 | 01/01/2064 | 16,853,555.00 | 15,139,205.00 | 0.21 |
| 36179VVX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 10/20/2050 | 18,059,377.00 | 15,026,416.00 | 0.21 |
| 3132CW6E9 | Freddie Mac Pool | FR | 1.5 | 02/01/2036 | 16,729,786.00 | 15,091,725.00 | 0.21 |
| 25470XAY1 | DISH Dbs Corp | DISH | 7.75 | 07/01/2026 | 14,875,000.00 | 14,722,069.00 | 0.21 |
| 07133PAL3 | Battalion Clo 17 Ltd | BATLN | 5.18 | 03/09/2034 | 15,000,000.00 | 15,010,135.00 | 0.21 |
| 05685BAQ9 | BAIN Capital Credit Clo 2022-4 Ltd | BCC | 5.27 | 10/16/2037 | 15,000,000.00 | 15,041,250.00 | 0.21 |
| 03331GAQ1 | Anchorage Capital Clo 24 Ltd | ANCHC | 5.33 | 07/15/2037 | 15,000,000.00 | 15,038,131.00 | 0.21 |
| 66860JAN8 | Northwoods Capital Xi-b Ltd | WOODS | 5.33 | 07/19/2037 | 15,000,000.00 | 15,043,014.00 | 0.21 |
| 70018AAJ9 | PARK Avenue Institutional Advisers Clo L | PAIA | 5.35 | 10/15/2034 | 15,000,000.00 | 15,008,484.00 | 0.21 |
| 55955XAA4 | Magnetite Xlii Ltd | MAGNE | 5.17 | 01/25/2038 | 15,000,000.00 | 15,030,165.00 | 0.21 |
| 41283LBB0 | Harley-davidson Financial Services Inc | HOG | 5.95 | 06/11/2029 | 14,455,000.00 | 15,083,647.00 | 0.21 |
| B97PWJ3 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 15,226,200.00 | 15,185,546.00 | 0.21 |
| 748949AA2 | RCKT Mortgage Trust 2025-ces6 | RCKT | 5.47 | 06/25/2055 | 14,668,625.00 | 14,799,157.00 | 0.21 |
| XS31716496 | Anchorage Capital Europe Clo 6 Dac | ANCHE | 3.39 | 10/22/2038 | 13,000,000.00 | 14,975,429.00 | 0.21 |
| XS31482066 | Aurium Clo Viii Dac | ACLO | 3.33 | 10/16/2038 | 13,000,000.00 | 15,000,577.00 | 0.21 |
| 88675YAA2 | Tikehau Us Clo V Ltd | TKO | 5.85 | 01/15/2036 | 14,000,000.00 | 14,037,641.00 | 0.20 |
| 92564RAJ4 | VICI Properties Lp / Vici Note Co Inc | VICI | 5.75 | 02/01/2027 | 13,940,000.00 | 14,106,238.00 | 0.20 |
| 43762AAC9 | Homes 2025-afc3 Trust | HOMES | 4.93 | 08/01/2060 | 14,462,317.00 | 14,444,509.00 | 0.20 |
| 487836BW7 | Kellanova | K | 4.3 | 05/15/2028 | 13,929,000.00 | 14,024,297.00 | 0.20 |
| 669985AA1 | NRTH Commercial Mortgage Trust 2025-park | NRTH | 5.54 | 10/15/2040 | 14,400,000.00 | 14,404,500.00 | 0.20 |
| 66860GAY0 | Northwoods Capital Xv Ltd | WOODS | 5.55 | 06/20/2034 | 14,000,000.00 | 13,965,877.00 | 0.20 |
| 67578CAL8 | Octagon 70 Alto Ltd | OCT70 | 5.02 | 10/20/2036 | 14,250,000.00 | 14,264,036.00 | 0.20 |
| 00833BAA6 | Affirm Master Trust | AFRMT | 4.99 | 02/15/2033 | 14,100,000.00 | 14,198,247.00 | 0.20 |
| 12595XAS2 | Csail 2018-cx12 Commercial Mortgage Trus | CSAIL | 3.96 | 08/01/2051 | 14,323,531.00 | 14,203,528.00 | 0.20 |
| 11135FBX8 | Broadcom Inc | AVGO | 5.05 | 07/12/2029 | 13,793,000.00 | 14,205,562.00 | 0.20 |
| 28622EAW8 | Elevation Clo 2021-13 Ltd | AWPT | 5.5 | 07/15/2034 | 14,000,000.00 | 13,962,333.00 | 0.20 |
| 3136BWRC2 | Fannie Mae Remics | FNR | 4.2 | 07/25/2055 | 14,354,394.00 | 14,544,711.00 | 0.20 |
| 36179XDD5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/20/2052 | 15,313,677.00 | 14,627,316.00 | 0.20 |
| 05964HBA2 | Banco Santander Sa | SANTAN | 5.55 | 03/14/2028 | 13,600,000.00 | 13,820,242.00 | 0.19 |
| 055986AC7 | BMO 2023-5c1 Mortgage Trust | BMO | 6.53 | 08/01/2056 | 13,000,000.00 | 13,622,623.00 | 0.19 |
| 57064FAA7 | Market Street Clo Ltd Ii | MKTST | 0.01 | 03/20/2038 | 13,500,000.00 | 13,503,685.00 | 0.19 |
| 832248BC1 | Smithfield Foods Inc | SFD | 3.0 | 10/15/2030 | 15,130,000.00 | 13,871,182.00 | 0.19 |
| BMHFP39 | Romanian Government International Bond | ROMANI | 6.63 | 09/27/2029 | 10,500,000.00 | 13,261,670.00 | 0.19 |
| BMW62K3 | Colombia Government International Bond | COLOM | 3.75 | 09/19/2028 | 11,680,000.00 | 13,408,090.00 | 0.19 |
| BW5YY64 | Henley Clo Xi Dac | HNLY | 3.27 | 04/25/2039 | 12,000,000.00 | 13,878,541.00 | 0.19 |
| CURRENCY | Currency | — | — | — | 15,389,387.00 | 13,791,256.00 | 0.19 |
| BL5016946 | Zegona Holdco Ltd | ZEGLN | 4.83 | 07/17/2029 | 10,925,000.00 | 12,639,923.00 | 0.18 |
| 95000U3G6 | Wells Fargo & Co | WFC | 6.3 | 10/23/2029 | 11,845,000.00 | 12,526,687.00 | 0.18 |
| 68269JAE1 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 5.5 | 06/14/2038 | 12,200,000.00 | 12,500,634.00 | 0.18 |
| 62916TAA7 | NLT 2025-inv1 Trust | NLT | 5.51 | 02/01/2070 | 12,631,577.00 | 12,779,676.00 | 0.18 |
| 00973RAF0 | AKER Bp Asa | AKERBP | 3.75 | 01/15/2030 | 13,595,000.00 | 13,100,169.00 | 0.18 |
| 12433HAA2 | BX Commercial Mortgage Trust 2025-bcat | BX | 5.41 | 08/15/2042 | 13,032,674.00 | 13,040,795.00 | 0.18 |
| 36179W7M4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/20/2052 | 13,322,490.00 | 12,731,673.00 | 0.18 |
| 345397B77 | FORD Motor Credit Co Llc | F | 2.7 | 08/10/2026 | 12,800,000.00 | 12,611,298.00 | 0.18 |
| 3132DVL52 | Freddie Mac Pool | FR | 2.5 | 11/01/2051 | 15,140,281.00 | 13,142,856.00 | 0.18 |
| 29278GBD9 | ENEL Finance International Nv | ENELIM | 5.13 | 06/26/2029 | 12,260,000.00 | 12,564,576.00 | 0.18 |
| 29273VAN0 | Energy Transfer Lp | ET | 6.5 | 11/15/2173 | 12,515,000.00 | 12,571,428.00 | 0.18 |
| 22535WAP2 | Credit Agricole Sa | ACAFP | 5.23 | 01/09/2029 | 12,850,000.00 | 13,076,644.00 | 0.18 |
| 216926AA3 | Coopr Residential Mortgage Trust 2025-ce | COOPR | 4.84 | 09/01/2060 | 12,388,548.00 | 12,358,810.00 | 0.17 |
| 278768AC0 | Echostar Corp | SATS | 10.75 | 11/30/2029 | 11,275,000.00 | 12,415,021.00 | 0.17 |
| 36179XDE3 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/20/2052 | 12,044,948.00 | 11,845,924.00 | 0.17 |
| 36272JAA1 | GS Mortgage Securities Corp Trust 2024-r | GSMS | 5.2 | 08/10/2041 | 12,200,000.00 | 12,383,757.00 | 0.17 |
| 05526DCB9 | BAT Capital Corp | BATSLN | 5.35 | 08/15/2032 | 11,635,000.00 | 12,026,559.00 | 0.17 |
| 055985AB1 | BMO 2023-c6 Mortgage Trust | BMO | 6.64 | 09/15/2056 | 11,792,225.00 | 12,394,294.00 | 0.17 |
| 67121UAA4 | OBX 2025-nqm13 Trust | OBX | 5.44 | 05/25/2065 | 12,065,653.00 | 12,150,779.00 | 0.17 |
| BLF8481 | Lorca Telecom Bondco Sa | LORCAT | 4.0 | 09/18/2027 | 10,550,000.00 | 12,149,634.00 | 0.17 |
| XS30193018 | NGC Euro Clo 5 Dac | NGCE | 3.23 | 01/15/2039 | 10,000,000.00 | 11,480,428.00 | 0.16 |
| 61779JAA7 | Morgan Stanley Residential Mortgage Loan | MSRM | 4.91 | 09/01/2070 | 11,141,696.00 | 11,109,723.00 | 0.16 |
| 92212WAF7 | VAR Energi Asa | VARNO | 5.88 | 05/22/2030 | 10,840,000.00 | 11,281,903.00 | 0.16 |
| 83368RCC4 | Societe Generale Sa | SOCGEN | 5.5 | 04/13/2029 | 11,465,000.00 | 11,731,139.00 | 0.16 |
| 055988AB5 | BMO 2023-c5 Mortgage Trust | BMO | 6.52 | 06/01/2056 | 10,792,000.00 | 11,083,578.00 | 0.16 |
| 06738ECT0 | Barclays Plc | BACR | 4.84 | 09/10/2028 | 11,045,000.00 | 11,151,745.00 | 0.16 |
| 049919AA1 | ATLX 2024-rpl2 Trust | ATLX | 3.85 | 04/25/2063 | 11,708,354.00 | 11,360,613.00 | 0.16 |
| 36362HAA6 | Gallatin Clo Xi 2024-1 Ltd | GALL | 5.36 | 10/20/2037 | 11,500,000.00 | 11,538,078.00 | 0.16 |
| 36179WXL7 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2052 | 12,393,163.00 | 11,408,709.00 | 0.16 |
| 36179Y5L4 | Ginnie Mae Ii Pool | G2 | 5.5 | 08/20/2054 | 10,693,310.00 | 10,796,167.00 | 0.15 |
| 35906ABF4 | Frontier Communications Holdings Llc | FYBR | 5.0 | 05/01/2028 | 10,871,000.00 | 10,858,771.00 | 0.15 |
| 38237EAA2 | Goodleap Home Improvement Solutions Trus | GDLP | 5.38 | 02/20/2049 | 10,558,813.00 | 10,693,158.00 | 0.15 |
| 3132DWE74 | Freddie Mac Pool | FR | 5.0 | 10/01/2052 | 10,471,527.00 | 10,468,488.00 | 0.15 |
| 3132DWET6 | Freddie Mac Pool | FR | 5.0 | 09/01/2052 | 11,057,326.00 | 11,054,118.00 | 0.15 |
| 05613UAE1 | BX Trust 2025-dime | BX | 5.78 | 02/15/2030 | 10,550,000.00 | 10,536,871.00 | 0.15 |
| 06211CAG0 | Bank5 2023-5yr2 | BANK5 | 6.66 | 07/01/2056 | 10,000,000.00 | 10,525,949.00 | 0.15 |
| 12434DAQ5 | BX Trust 2021-lgcy | BX | 6.1 | 10/15/2036 | 11,000,000.00 | 10,945,000.00 | 0.15 |
| 17327CBC6 | Citigroup Inc | C | 6.88 | 11/15/2173 | 10,441,000.00 | 10,739,033.00 | 0.15 |
| 62954WAP0 | NTT Finance Corp | NTT | 4.57 | 07/16/2027 | 10,450,000.00 | 10,524,131.00 | 0.15 |
| 59170JAX6 | Metronet Infrastructure Issuer Llc | MNET | 5.4 | 08/20/2055 | 10,700,000.00 | 10,826,700.00 | 0.15 |
| 67121VAA2 | NYMT Loan Trust 2025-cp1 | NYMT | 3.75 | 11/25/2069 | 11,230,456.00 | 10,781,281.00 | 0.15 |
| 47109LAG9 | Japan International Cooperation Agency | JICA | 4.0 | 05/23/2028 | 10,760,000.00 | 10,800,029.00 | 0.15 |
| 514887AB4 | Rheinland-pfalz Bank | LBBW | 6.88 | 02/23/2028 | 10,000,000.00 | 10,492,724.00 | 0.15 |
| XS28097803 | SONA Fios Clo Ii Dac | FIOS | 3.59 | 02/15/2037 | 9,400,000.00 | 10,857,435.00 | 0.15 |
| XS28702152 | Signal Harmonic Clo Iii Dac | SHCLO | 3.41 | 11/15/2038 | 9,000,000.00 | 10,404,691.00 | 0.15 |
| XS31194532 | SONA Fios Clo V Dac | FIOS | 3.37 | 08/25/2038 | 9,000,000.00 | 10,378,787.00 | 0.15 |
| BL4417558 | CLUE Opco Llc | FWRD | 8.81 | 12/19/2030 | 11,378,000.00 | 10,996,358.00 | 0.15 |
| BHXDDW7 | Salus European Loan Conduit No 33 Dac | EURO | 6.16 | 01/23/2032 | 7,845,747.00 | 10,339,321.00 | 0.14 |
| BMDWSJ1 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 8,950,000.00 | 10,325,888.00 | 0.14 |
| BW5YW59 | Avoca Capital Clo X Ltd | AVOCA | 3.38 | 04/15/2035 | 8,500,000.00 | 9,738,935.00 | 0.14 |
| 47109LAA2 | Japan International Cooperation Agency | JICA | 2.13 | 10/20/2026 | 10,000,000.00 | 9,830,276.00 | 0.14 |
| 565923BC2 | Marble Point Clo Xxv Ltd | MP25 | 5.07 | 10/20/2036 | 10,000,000.00 | 10,014,130.00 | 0.14 |
| 67449BAA1 | OBX 2025-nqm11 Trust | OBX | 5.42 | 05/25/2065 | 10,242,532.00 | 10,301,661.00 | 0.14 |
| 67121CAA4 | OBX 2025-he1 Trust | OBX | 5.78 | 02/25/2055 | 9,711,853.00 | 9,755,884.00 | 0.14 |
| 682684AA3 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.36 | 04/16/2035 | 9,700,000.00 | 9,978,334.00 | 0.14 |
| 61772TBC7 | Morgan Stanley Capital I Trust 2021-l7 | MSC | 2.32 | 10/01/2054 | 11,000,000.00 | 9,843,418.00 | 0.14 |
| 61778XAA7 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.44 | 07/25/2070 | 10,129,634.00 | 10,191,695.00 | 0.14 |
| 82811RAY3 | Silver Rock Clo I Ltd | SLVRK | 5.3 | 10/20/2037 | 10,000,000.00 | 10,027,990.00 | 0.14 |
| 89183MAA1 | TOWD Point Mortgage Trust 2025-fix1 | TPMT | 4.97 | 09/01/2065 | 9,755,451.00 | 9,737,549.00 | 0.14 |
| 92212WAD2 | VAR Energi Asa | VARNO | 7.5 | 01/15/2028 | 9,108,000.00 | 9,642,830.00 | 0.14 |
| 969457CK4 | Williams Cos Inc/the | WMB | 5.3 | 08/15/2028 | 9,500,000.00 | 9,778,624.00 | 0.14 |
| BGT0PW9 | Nigeria Government International Bond | NGERIA | 7.63 | 11/21/2025 | 10,200,000.00 | 10,194,696.00 | 0.14 |
| 173106AA3 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.1 | 02/01/2063 | 10,174,685.00 | 9,774,311.00 | 0.14 |
| 12595EAC9 | COMM 2017-cor2 Mortgage Trust | COMM | 3.24 | 09/01/2050 | 9,977,745.00 | 9,817,570.00 | 0.14 |
| 097023DB8 | Boeing Co/the | BA | 3.25 | 02/01/2028 | 9,944,000.00 | 9,736,955.00 | 0.14 |
| 05556CAC4 | Bbcms Mortgage Trust 2025-5c36 | BBCMS | 5.52 | 08/01/2058 | 9,350,000.00 | 9,761,415.00 | 0.14 |
| 05583JAN2 | BPCE Sa | BPCEGP | 5.98 | 01/18/2027 | 10,000,000.00 | 10,023,328.00 | 0.14 |
| 06738EDD4 | Barclays Plc | BACR | 4.48 | 11/11/2029 | 9,645,000.00 | 9,654,424.00 | 0.14 |
| 3132E0VA7 | Freddie Mac Pool | FR | 3.5 | 09/01/2046 | 10,624,414.00 | 10,102,774.00 | 0.14 |
| 29001LBA8 | Elmwood Clo Ii Ltd | ELMW2 | 5.58 | 10/20/2037 | 10,000,000.00 | 10,020,840.00 | 0.14 |
| 19689CAA9 | COLT 2025-7 Mortgage Loan Trust | COLT | 5.47 | 06/25/2070 | 9,825,615.00 | 9,890,903.00 | 0.14 |
| 36180AAF0 | Ginnie Mae Ii Pool | G2 | 5.5 | 09/01/2054 | 9,761,182.00 | 9,856,034.00 | 0.14 |
| 38141GA46 | Goldman Sachs Group Inc/the | GS | 6.48 | 10/24/2029 | 8,600,000.00 | 9,136,563.00 | 0.13 |
| 345397E58 | FORD Motor Credit Co Llc | F | 5.8 | 03/08/2029 | 9,230,000.00 | 9,386,651.00 | 0.13 |
| 267954AA3 | EFMT 2025-ces4 | EFMT | 5.43 | 06/25/2060 | 8,874,341.00 | 8,929,512.00 | 0.13 |
| 3133ENGR5 | Federal Farm Credit Banks Funding Corp | FFCB | 2.2 | 12/09/2031 | 10,000,000.00 | 9,002,739.00 | 0.13 |
| 06541CBF2 | BANK 2021-bnk33 | BANK | 2.27 | 05/01/2064 | 10,400,000.00 | 9,387,894.00 | 0.13 |
| 08162XBE3 | Benchmark 2020-b20 Mortgage Trust | BMARK | 1.95 | 10/01/2053 | 10,000,000.00 | 9,342,802.00 | 0.13 |
| 00833BAN8 | Affirm Master Trust Series 2025-3 | AFRMT | 4.45 | 10/16/2034 | 9,600,000.00 | 9,574,034.00 | 0.13 |
| 09630QAU5 | Bluemountain Clo Xxx Ltd | BLUEM | 5.05 | 04/15/2035 | 9,500,000.00 | 9,502,375.00 | 0.13 |
| 08163EBC8 | Benchmark 2021-b26 Mortgage Trust | BMARK | 2.3 | 06/01/2054 | 10,600,000.00 | 9,586,302.00 | 0.13 |
| 17328HBC4 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.78 | 11/10/2052 | 9,998,676.00 | 9,313,142.00 | 0.13 |
| 14919GAA3 | Cathedral Lake Viii Ltd | CATLK | 5.37 | 01/20/2035 | 9,500,000.00 | 9,505,844.00 | 0.13 |
| 16412XAG0 | Cheniere Corpus Christi Holdings Llc | CHCOCH | 5.13 | 06/30/2027 | 9,390,000.00 | 9,486,427.00 | 0.13 |
| 682680BB8 | Oneok Inc | OKE | 3.1 | 03/15/2030 | 9,790,000.00 | 9,268,002.00 | 0.13 |
| 534747AA8 | Linct 2024-1 A1x | — | 3.98 | 06/27/2027 | 9,000,000.00 | 9,008,379.00 | 0.13 |
| BMHCD58 | Morocco Government International Bond | MOROC | 2.38 | 12/15/2027 | 10,000,000.00 | 9,581,250.00 | 0.13 |
| BL5023769 | PEER Holding Iii Bv | ACTINA | 4.75 | 07/01/2031 | 7,875,000.00 | 9,090,734.00 | 0.13 |
| BL0HM90 | Ivory Coast Government International Bon | IVYCST | 5.88 | 10/17/2031 | 8,218,000.00 | 9,512,735.00 | 0.13 |
| BNC44J7 | Japan Finance Organization For Municipal | JFM | 1.38 | 02/10/2031 | 10,000,000.00 | 8,670,749.00 | 0.12 |
| XS23069893 | BNPP Am Euro Clo 2018 Dac | BNPAM | 2.63 | 04/15/2031 | 7,363,783.00 | 8,438,155.00 | 0.12 |
| XS32084282 | Trinitas Euro Clo Vi Dac | TRNTE | — | 01/15/2039 | 7,500,000.00 | 8,644,875.00 | 0.12 |
| 39810DAA7 | Greystone Commercial Capital Trust Serie | GRYCCT | 7.47 | 05/31/2026 | 9,290,119.00 | 8,268,205.00 | 0.12 |
| 67115PAL9 | OFSI Bsl Xi Ltd | OFSBS | 5.93 | 10/18/2035 | 8,500,000.00 | 8,512,820.00 | 0.12 |
| 682142AK0 | Omers Finance Trust | OMERFT | 5.5 | 11/15/2033 | 7,850,000.00 | 8,460,277.00 | 0.12 |
| 65339KCL2 | Nextera Energy Capital Holdings Inc | NEE | 4.69 | 09/01/2027 | 8,330,000.00 | 8,421,313.00 | 0.12 |
| 69344A743 | PGIM Corporate Bond 5-10 Year Etf | PCI | — | — | 175,000.00 | 8,917,982.00 | 0.12 |
| 61779BAA4 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.44 | 07/25/2070 | 8,372,520.00 | 8,415,848.00 | 0.12 |
| 88164AAB0 | Tesla Sustainable Energy Trust 2024-1 | TSET | 5.08 | 06/21/2050 | 8,702,427.00 | 8,717,907.00 | 0.12 |
| 74943AAA0 | RCKT Mortgage Trust 2025-ces7 | RCKT | 5.38 | 07/25/2055 | 8,657,814.00 | 8,724,270.00 | 0.12 |
| 749420AA3 | RCKT Mortgage Trust 2025-ces3 | RCKT | 5.55 | 03/25/2055 | 8,524,379.00 | 8,606,023.00 | 0.12 |
| 709599BN3 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 4.4 | 07/01/2027 | 8,295,000.00 | 8,314,598.00 | 0.12 |
| 73015AAA5 | PMT Credit Risk Transfer Trust 2024-1r | PMTCR | 7.68 | 05/25/2033 | 8,635,739.00 | 8,736,984.00 | 0.12 |
| 17181PAC3 | CIFC Funding 2017-i Ltd | CIFC | 5.42 | 04/21/2037 | 8,670,000.00 | 8,696,345.00 | 0.12 |
| 126307AQ0 | CSC Holdings Llc | CSCHLD | 5.5 | 04/15/2027 | 9,497,000.00 | 8,832,210.00 | 0.12 |
| 12769GAA8 | Caesars Entertainment Inc | CZR | 4.63 | 10/15/2029 | 8,805,000.00 | 8,286,663.00 | 0.12 |
| 3132DWNL3 | Freddie Mac Pool | FR | 6.0 | 12/01/2054 | 8,148,375.00 | 8,331,910.00 | 0.12 |
| 3132DWDT7 | Freddie Mac Pool | FR | 3.5 | 05/01/2052 | 9,168,649.00 | 8,467,233.00 | 0.12 |
| 219868CH7 | CORP Andina De Fomento | CAF | 6.0 | 04/26/2027 | 8,350,000.00 | 8,576,053.00 | 0.12 |
| 22757JAC1 | Cross 2025-h7 Mortgage Trust | CROSS | 4.93 | 09/01/2070 | 8,751,732.00 | 8,729,077.00 | 0.12 |
| 22823KAQ7 | Crown City Clo Ii | CCITY | 5.22 | 04/20/2035 | 8,750,000.00 | 8,757,535.00 | 0.12 |
| 38141GYJ7 | Goldman Sachs Group Inc/the | GS | 2.38 | 07/21/2032 | 9,335,000.00 | 8,318,990.00 | 0.12 |
| 31418EE63 | Fannie Mae Pool | FN | 4.5 | 07/01/2052 | 8,476,649.00 | 8,263,628.00 | 0.12 |
| 31418EF21 | Fannie Mae Pool | FN | 4.5 | 06/01/2052 | 8,470,619.00 | 8,295,356.00 | 0.12 |
| 31418ENM8 | Fannie Mae Pool | FN | 6.5 | 01/01/2053 | 7,955,585.00 | 8,244,185.00 | 0.12 |
| 335934AV7 | First Quantum Minerals Ltd | FMCN | 9.38 | 03/01/2029 | 7,355,000.00 | 7,766,070.00 | 0.11 |
| 36274TAA7 | GS Mortgage-backed Securities Trust 2025 | GSMBS | 5.14 | 11/01/2065 | 8,033,644.00 | 8,033,898.00 | 0.11 |
| 26847NAA9 | EFMT 2025-inv3 | EFMT | 5.44 | 07/25/2070 | 7,871,148.00 | 7,883,010.00 | 0.11 |
| 3132DQD37 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 7,601,580.00 | 7,878,776.00 | 0.11 |
| 1248EPBT9 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.13 | 05/01/2027 | 7,625,000.00 | 7,581,545.00 | 0.11 |
| 12575RAJ9 | CIFC Funding 2023-i Ltd | CIFC | 5.14 | 10/15/2038 | 7,500,000.00 | 7,507,477.00 | 0.11 |
| 09077RAL3 | Birch Grove Clo 7 Ltd | BGCLO | 5.14 | 10/20/2038 | 7,500,000.00 | 7,511,205.00 | 0.11 |
| 12433CAA3 | BX Commercial Mortgage Trust 2024-airc | BX | 5.72 | 08/15/2039 | 8,144,898.00 | 8,155,079.00 | 0.11 |
| 14314FAY4 | Carlyle Us Clo 2017-3 Ltd | CGMS | 5.27 | 10/21/2037 | 8,000,000.00 | 8,016,977.00 | 0.11 |
| 03881VAG4 | Arbor Multifamily Mortgage Securities Tr | AMMST | 2.25 | 06/01/2054 | 9,000,000.00 | 8,045,696.00 | 0.11 |
| 03027XCG3 | American Tower Corp | AMT | 5.2 | 02/15/2029 | 7,955,000.00 | 8,165,731.00 | 0.11 |
| 06051GJP5 | BANK Of America Corp | BAC | 2.65 | 03/11/2032 | 8,620,000.00 | 7,880,838.00 | 0.11 |
| 71654QDL3 | Petroleos Mexicanos | PEMEX | 8.75 | 06/02/2029 | 7,416,000.00 | 8,008,538.00 | 0.11 |
| 74970WAG5 | ROCK Trust 2024-cntr | ROCC | 7.11 | 11/13/2041 | 7,820,000.00 | 8,174,947.00 | 0.11 |
| 826937AA2 | Signal Peak Clo 8 Ltd | SPEAK | 5.27 | 10/20/2037 | 8,000,000.00 | 8,020,000.00 | 0.11 |
| 802638AA4 | Santander Mortgage Asset Receivable Trus | SAN | 5.73 | 02/01/2065 | 7,669,672.00 | 7,735,097.00 | 0.11 |
| 89183QAA2 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.17 | 09/25/2064 | 8,052,572.00 | 8,058,441.00 | 0.11 |
| 89183KAA5 | TOWD Point Mortgage Trust 2025-ces2 | TPMT | 5.35 | 07/25/2065 | 7,553,501.00 | 7,587,283.00 | 0.11 |
| 83368RBZ4 | Societe Generale Sa | SOCGEN | 5.25 | 02/19/2027 | 8,055,000.00 | 8,129,986.00 | 0.11 |
| 87231EAA5 | TCO Commercial Mortgage Trust 2024-dpm | TCO | 5.28 | 12/15/2039 | 7,960,000.00 | 7,960,000.00 | 0.11 |
| BD35RT0 | Ivory Coast Government International Bon | IVYCST | 5.25 | 03/22/2030 | 6,546,000.00 | 7,564,110.00 | 0.11 |
| 955909AA4 | WEST Trust 2025-rose | WEST | 5.28 | 04/01/2030 | 8,080,000.00 | 8,204,389.00 | 0.11 |
| 92540VAA3 | Verus Securitization Trust 2025-2 | VERUS | 5.31 | 03/01/2070 | 7,462,695.00 | 7,493,390.00 | 0.11 |
| 929160BB4 | Vulcan Materials Co | VMC | 4.95 | 12/01/2029 | 7,580,000.00 | 7,774,457.00 | 0.11 |
| 61747YFU4 | Morgan Stanley | MS | 4.65 | 10/18/2030 | 7,910,000.00 | 8,007,060.00 | 0.11 |
| 682685AB8 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.81 | 02/14/2031 | 7,700,000.00 | 7,840,254.00 | 0.11 |
| 42824CBR9 | Hewlett Packard Enterprise Co | HPE | 4.45 | 09/25/2026 | 8,165,000.00 | 8,190,359.00 | 0.11 |
| 527298CD3 | Level 3 Financing Inc | LVLT | 4.5 | 04/01/2030 | 8,345,000.00 | 7,747,027.00 | 0.11 |
| 56585ABK7 | Marathon Petroleum Corp | MPC | 5.15 | 03/01/2030 | 7,370,000.00 | 7,572,310.00 | 0.11 |
| 516806AJ5 | Vital Energy Inc | VTLE | 9.75 | 10/15/2030 | 7,350,000.00 | 7,554,985.00 | 0.11 |
| BL4047090 | Tenneco Inc | TEN | 9.05 | 11/17/2028 | 7,698,436.00 | 7,548,593.00 | 0.11 |
| BL5167988 | EG Finco Ltd | OPTFIN | 5.94 | 02/07/2028 | 6,930,131.00 | 8,035,720.00 | 0.11 |
| BLH1JL6 | Egypt Government International Bond | EGYPT | 3.88 | 02/16/2026 | 6,950,000.00 | 6,890,716.00 | 0.10 |
| BL4645844 | Doncasters Finance Us Llc | DONCAS | 10.5 | 04/23/2030 | 6,826,050.00 | 6,894,310.00 | 0.10 |
| XS23370684 | CVC Cordatus Loan Fund Viii Dac | CORDA | 2.86 | 07/15/2034 | 6,500,000.00 | 7,474,692.00 | 0.10 |
| 45167RAJ3 | IDEX Corp | IEX | 4.95 | 09/01/2029 | 7,190,000.00 | 7,347,529.00 | 0.10 |
| 456837BQ5 | ING Groep Nv | INTNED | 4.86 | 03/25/2029 | 7,285,000.00 | 7,382,044.00 | 0.10 |
| 46647PAX4 | Jpmorgan Chase & Co | JPM | 4.45 | 12/05/2029 | 6,920,000.00 | 6,979,033.00 | 0.10 |
| 68268VAD7 | Onemain Financial Issuance Trust 2022-2 | OMFIT | 6.55 | 10/14/2034 | 6,870,000.00 | 6,880,935.00 | 0.10 |
| 69291NAA0 | PK Alift Loan Funding 7 Lp | PKAIR | 4.75 | 03/15/2043 | 7,000,000.00 | 7,012,886.00 | 0.10 |
| 65480CAG0 | Nissan Motor Acceptance Co Llc | NSANY | 5.3 | 09/13/2027 | 7,365,000.00 | 7,341,791.00 | 0.10 |
| 61747YED3 | Morgan Stanley | MS | 2.24 | 07/21/2032 | 7,920,000.00 | 7,013,081.00 | 0.10 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 7,220,000.00 | 7,014,121.00 | 0.10 |
| 92212WAA8 | VAR Energi Asa | VARNO | 5.0 | 05/18/2027 | 6,960,000.00 | 7,017,881.00 | 0.10 |
| 95003EAJ5 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 8.65 | 05/15/2031 | 7,000,000.00 | 7,012,412.00 | 0.10 |
| 854938AA5 | STAR Leasing Co Llc | TRAILR | 7.63 | 02/15/2030 | 7,516,000.00 | 7,111,502.00 | 0.10 |
| 86324XAA3 | Stream Innovations 2025-1 Issuer Trust | STRE | 5.05 | 09/15/2045 | 7,349,533.00 | 7,405,602.00 | 0.10 |
| 89183HAA2 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 5.71 | 02/25/2055 | 7,142,194.00 | 7,206,244.00 | 0.10 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 7,100,000.00 | 7,084,163.00 | 0.10 |
| 74390PAA5 | PRPM 2024-6 Llc | PRPM | 5.7 | 11/25/2029 | 7,011,614.00 | 7,012,704.00 | 0.10 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 6,966,902.00 | 6,984,656.00 | 0.10 |
| 06051GHZ5 | BANK Of America Corp | BAC | 2.5 | 02/13/2031 | 7,530,000.00 | 6,988,178.00 | 0.10 |
| 013092AC5 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 4.63 | 01/15/2027 | 7,265,000.00 | 7,247,693.00 | 0.10 |
| 14051LAA0 | Capital Street Master Trust | CAPST | 5.55 | 10/16/2028 | 7,200,000.00 | 7,232,513.00 | 0.10 |
| 10568RAA1 | Bravo Residential Funding Trust 2025-ces | BRAVO | 4.96 | 07/02/2055 | 7,353,276.00 | 7,349,129.00 | 0.10 |
| 3132DWDK6 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 8,022,701.00 | 7,125,659.00 | 0.10 |
| 36271RAA4 | GS Mortgage Backed Securities Trust 2025 | GSMBS | 5.57 | 05/25/2055 | 6,822,225.00 | 6,868,710.00 | 0.10 |
| 38141GB60 | Goldman Sachs Group Inc/the | GS | 4.69 | 10/23/2030 | 7,200,000.00 | 7,287,166.00 | 0.10 |
| 37045XFE1 | General Motors Financial Co Inc | GM | 5.05 | 04/04/2028 | 7,036,000.00 | 7,155,105.00 | 0.10 |
| 36252SAU1 | GS Mortgage Securities Trust 2019-gc38 | GSMS | 3.7 | 02/01/2052 | 6,950,000.00 | 6,860,110.00 | 0.10 |
| 31418FF36 | Fannie Mae Pool | FN | 5.0 | 01/01/2055 | 7,126,628.00 | 7,092,955.00 | 0.10 |
| 31418EJF8 | Fannie Mae Pool | FN | 5.0 | 09/01/2052 | 6,946,622.00 | 6,944,964.00 | 0.10 |
| 31418EES5 | Fannie Mae Pool | FN | 4.0 | 05/01/2052 | 7,224,699.00 | 6,886,663.00 | 0.10 |
| 3140XMRN8 | Fannie Mae Pool | FN | 3.5 | 07/01/2048 | 7,665,192.00 | 7,281,692.00 | 0.10 |
| 345397ZR7 | FORD Motor Credit Co Llc | F | 5.11 | 05/03/2029 | 6,800,000.00 | 6,772,392.00 | 0.09 |
| 37045XDH6 | General Motors Financial Co Inc | GM | 2.4 | 04/10/2028 | 6,635,000.00 | 6,343,859.00 | 0.09 |
| 3132DWDU4 | Freddie Mac Pool | FR | 4.0 | 05/01/2052 | 6,929,141.00 | 6,604,936.00 | 0.09 |
| 3132DWBJ1 | Freddie Mac Pool | FR | 2.5 | 04/01/2051 | 7,842,249.00 | 6,695,704.00 | 0.09 |
| 3132DWG23 | Freddie Mac Pool | FR | 6.0 | 04/01/2053 | 5,929,753.00 | 6,094,614.00 | 0.09 |
| 3132DWGS6 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 5,965,680.00 | 6,121,784.00 | 0.09 |
| 251526DA4 | Deutsche Bank Ag/new York Ny | DB | 5.3 | 05/09/2031 | 6,625,000.00 | 6,777,724.00 | 0.09 |
| 25381MAA5 | Digicel International Finance Ltd / Difl | DIGDIF | 8.63 | 08/01/2032 | 6,240,000.00 | 6,224,400.00 | 0.09 |
| 08576PAH4 | Berry Global Inc | AMCR | 1.57 | 01/15/2026 | 6,150,000.00 | 6,111,396.00 | 0.09 |
| 12571DAA3 | CIM Trust 2025-i1 | CIM | 5.66 | 10/25/2069 | 6,578,141.00 | 6,634,005.00 | 0.09 |
| 12673UAA2 | COLT 2025-inv2 Mortgage Loan Trust | COLT | 5.6 | 02/25/2070 | 6,066,572.00 | 6,116,732.00 | 0.09 |
| 147918AB2 | Cassa Depositi E Prestiti Spa | CDEP | 5.75 | 05/05/2026 | 6,201,000.00 | 6,244,359.00 | 0.09 |
| 146869AN2 | Carvana Co | CVNA | 9.0 | 06/01/2030 | 5,900,000.00 | 6,165,614.00 | 0.09 |
| 172967KA8 | Citigroup Inc | C | 4.45 | 09/29/2027 | 6,500,000.00 | 6,519,616.00 | 0.09 |
| 172967MV0 | Citigroup Inc | C | 3.88 | 05/18/2174 | 6,615,000.00 | 6,572,848.00 | 0.09 |
| 00973RAJ2 | AKER Bp Asa | AKERBP | 4.0 | 01/15/2031 | 6,600,000.00 | 6,362,451.00 | 0.09 |
| 00833BAC2 | Affirm Master Trust | AFRMT | 5.28 | 02/15/2033 | 6,400,000.00 | 6,405,169.00 | 0.09 |
| 058498AZ9 | BALL Corp | BALL | 6.0 | 06/15/2029 | 6,025,000.00 | 6,172,397.00 | 0.09 |
| 06051GFU8 | BANK Of America Corp | BAC | 4.45 | 03/03/2026 | 6,500,000.00 | 6,501,273.00 | 0.09 |
| 055451BJ6 | BHP Billiton Finance Usa Ltd | BHP | 5.0 | 02/21/2030 | 6,215,000.00 | 6,412,600.00 | 0.09 |
| 05553WAB5 | Bbcms Mortgage Trust 2023-c21 | BBCMS | 6.3 | 09/01/2056 | 6,165,410.00 | 6,467,969.00 | 0.09 |
| 05613YAA1 | BXMT 2025-fl5 Ltd | BXMT | 5.67 | 10/18/2042 | 6,515,000.00 | 6,486,246.00 | 0.09 |
| 749427AA8 | RCKT Mortgage Trust 2025-ces1 | RCKT | 5.65 | 01/25/2045 | 6,296,560.00 | 6,358,525.00 | 0.09 |
| 74942JAA2 | RCKT Mortgage Trust 2025-ces8 | RCKT | 4.8 | 09/01/2055 | 6,726,601.00 | 6,703,430.00 | 0.09 |
| 74841CAB7 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 3.88 | 03/01/2031 | 6,675,000.00 | 6,273,619.00 | 0.09 |
| 74390WAA0 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 6,492,706.00 | 6,366,639.00 | 0.09 |
| 720916AA3 | Pikes Peak Clo 18 | PIPK | 5.1 | 04/20/2038 | 6,500,000.00 | 6,508,164.00 | 0.09 |
| 70932MAB3 | Pennymac Financial Services Inc | PFSI | 4.25 | 02/15/2029 | 6,400,000.00 | 6,216,606.00 | 0.09 |
| 78466CAC0 | SS&C Technologies Inc | SSNC | 5.5 | 09/30/2027 | 6,175,000.00 | 6,175,246.00 | 0.09 |
| 77313LAA1 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 2.88 | 10/15/2026 | 6,575,000.00 | 6,457,003.00 | 0.09 |
| 78410GAD6 | SBA Communications Corp | SBAC | 3.88 | 02/15/2027 | 6,150,000.00 | 6,080,397.00 | 0.09 |
| 891946AA3 | TOWD Point Mortgage Trust 2025-crm1 | TPMT | 5.8 | 01/25/2065 | 6,582,908.00 | 6,647,806.00 | 0.09 |
| 86773AAB7 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.88 | 10/30/2059 | 6,419,189.00 | 6,226,588.00 | 0.09 |
| BCC3JF9H4 | LUGO Funding Dac | LUGO | 3.03 | 05/26/2066 | 5,373,822.00 | 6,182,732.00 | 0.09 |
| 92840VAB8 | Vistra Operations Co Llc | VST | 5.63 | 02/15/2027 | 6,450,000.00 | 6,451,500.00 | 0.09 |
| 682680CQ4 | Oneok Inc | OKE | 5.38 | 06/01/2029 | 6,530,000.00 | 6,716,844.00 | 0.09 |
| 69391NAA9 | PMT Credit Risk Transfer Trust 2024-2r | PMTCR | 7.55 | 03/29/2027 | 6,340,146.00 | 6,405,964.00 | 0.09 |
| 46647PEG7 | Jpmorgan Chase & Co | JPM | 5.58 | 04/22/2030 | 5,985,000.00 | 6,246,357.00 | 0.09 |
| 552953CK5 | MGM Resorts International | MGM | 6.13 | 09/15/2029 | 6,205,000.00 | 6,317,096.00 | 0.09 |
| BMDHPV7 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 5,842,000.00 | 6,740,094.00 | 0.09 |
| XS23013858 | Invesco Euro Clo I Dac | INVSC | 2.66 | 07/15/2031 | 5,760,164.00 | 6,626,496.00 | 0.09 |
| XS24007575 | ST Paul's Clo Iv Dac | SPAUL | 2.9 | 04/25/2030 | 5,458,022.00 | 6,269,249.00 | 0.09 |
| BNZHNG3 | Bellis Acquisition Co Plc | ASSDLN | 8.13 | 05/14/2030 | 4,340,000.00 | 5,487,653.00 | 0.08 |
| XS28092182 | Lorca Telecom Bondco Sa | LORCAT | 5.75 | 04/30/2029 | 4,975,000.00 | 5,938,866.00 | 0.08 |
| XS31779678 | Kinbane 2025-rpl 2 Dac | KINBN | 2.99 | 08/24/2075 | 5,100,000.00 | 5,868,974.00 | 0.08 |
| 46647PCJ3 | Jpmorgan Chase & Co | JPM | 2.07 | 06/01/2029 | 6,015,000.00 | 5,718,269.00 | 0.08 |
| 46188DAE8 | Invitation Homes 2024-sfr1 Trust | IHSFR | 4.25 | 09/17/2041 | 5,700,000.00 | 5,549,039.00 | 0.08 |
| 44891ACA3 | Hyundai Capital America | HYNMTR | 2.1 | 09/15/2028 | 6,130,000.00 | 5,759,882.00 | 0.08 |
| 693968AA7 | PMT Issuer Trust - Fmsr | PNMSR | 7.07 | 12/25/2027 | 6,000,000.00 | 6,038,825.00 | 0.08 |
| 67121LAA4 | OBX 2025-nqm10 Trust | OBX | 5.45 | 05/25/2065 | 5,848,315.00 | 5,898,083.00 | 0.08 |
| 6174467Y9 | Morgan Stanley | MS | 4.35 | 09/08/2026 | 5,505,000.00 | 5,514,494.00 | 0.08 |
| 606822BX1 | Mitsubishi Ufj Financial Group Inc | MUFG | 2.31 | 07/20/2032 | 6,285,000.00 | 5,590,902.00 | 0.08 |
| 928668CM2 | Volkswagen Group Of America Finance Llc | VW | 4.95 | 08/15/2029 | 5,520,000.00 | 5,587,846.00 | 0.08 |
| 92328MAE3 | Venture Global Calcasieu Pass Llc | VENTGL | 6.25 | 01/15/2030 | 5,450,000.00 | 5,557,525.00 | 0.08 |
| 91282CCF6 | United States Treasury Note/bond | T | 0.75 | 05/31/2026 | 5,870,000.00 | 5,769,109.00 | 0.08 |
| 91282CNT4 | United States Treasury Note/bond | T | 4.25 | 08/15/2035 | 5,575,000.00 | 5,644,687.00 | 0.08 |
| BDCRXP5 | Dominican Republic International Bond | DOMREP | 6.88 | 01/29/2026 | 5,919,000.00 | 5,930,838.00 | 0.08 |
| BF2F610 | Eskom Holdings | ESKOM | 6.35 | 08/10/2028 | 5,213,000.00 | 5,368,738.00 | 0.08 |
| B8ADAMRM6 | International Park Hldgs Bv | — | 7.29 | 12/31/2031 | 5,225,000.00 | 5,917,200.00 | 0.08 |
| 86324EAA5 | Stream Innovations 2024-2 Issuer Trust | STRE | 5.21 | 02/15/2045 | 5,473,324.00 | 5,533,789.00 | 0.08 |
| 90290MAD3 | US Foods Inc | USFOOD | 4.75 | 02/15/2029 | 6,000,000.00 | 5,937,680.00 | 0.08 |
| 88339WAB2 | Williams Cos Inc/the | WMB | 4.9 | 03/15/2029 | 5,615,000.00 | 5,718,451.00 | 0.08 |
| 75625QAE9 | Reckitt Benckiser Treasury Services Plc | RKTLN | 3.0 | 06/26/2027 | 6,005,000.00 | 5,903,086.00 | 0.08 |
| 834423AE5 | Syensqo Finance America Llc | SYENS | 5.65 | 06/04/2029 | 5,705,000.00 | 5,905,304.00 | 0.08 |
| 05609TAJ9 | BX Trust 2022-vamf | BX | 6.73 | 01/15/2039 | 5,700,000.00 | 5,679,201.00 | 0.08 |
| 05555PAD4 | Bbcms Mortgage Trust 2024-5c29 | BBCMS | 1.6 | 09/15/2057 | 106,950,326.00 | 5,707,489.00 | 0.08 |
| 05581KAH4 | BNP Paribas Sa | BNP | 5.18 | 01/09/2030 | 5,230,000.00 | 5,355,971.00 | 0.08 |
| 05490TAA0 | Bbccre Trust 2015-gtp | BBCCR | 3.97 | 08/06/2033 | 6,465,000.00 | 5,953,935.00 | 0.08 |
| 05492JAV4 | Barclays Commercial Mortgage Trust 2019- | BBCMS | 2.81 | 11/01/2052 | 6,100,000.00 | 5,818,045.00 | 0.08 |
| 22945DAE3 | Csail 2019-c15 Commercial Mortgage Trust | CSAIL | 3.78 | 03/01/2052 | 5,973,314.00 | 5,865,704.00 | 0.08 |
| 29273VAZ3 | Energy Transfer Lp | ET | 5.25 | 07/01/2029 | 5,535,000.00 | 5,695,474.00 | 0.08 |
| 3132DWC84 | Freddie Mac Pool | FR | 3.0 | 02/01/2052 | 6,105,157.00 | 5,424,776.00 | 0.08 |
| 3132DPQG6 | Freddie Mac Pool | FR | 6.0 | 01/01/2053 | 5,552,081.00 | 5,700,008.00 | 0.08 |
| 3133EL2C7 | Federal Farm Credit Banks Funding Corp | FFCB | 1.23 | 07/29/2030 | 6,600,000.00 | 5,822,377.00 | 0.08 |
| 31418FE45 | Fannie Mae Pool | FN | 6.0 | 12/01/2054 | 5,554,068.00 | 5,681,970.00 | 0.08 |
| 31418EM23 | Fannie Mae Pool | FN | 6.0 | 12/01/2052 | 5,656,583.00 | 5,821,974.00 | 0.08 |
| 31418EL57 | Fannie Mae Pool | FN | 6.0 | 11/01/2052 | 4,720,257.00 | 4,850,337.00 | 0.07 |
| 31418DJJ2 | Fannie Mae Pool | FN | 2.5 | 12/01/2034 | 4,889,760.00 | 4,647,708.00 | 0.07 |
| 3132E0UH3 | Freddie Mac Pool | FR | 3.5 | 11/01/2046 | 4,960,906.00 | 4,718,379.00 | 0.07 |
| 36271AAA1 | GS Mortgage-backed Securities Trust 2024 | GSMBS | 5.68 | 01/25/2055 | 4,896,196.00 | 4,909,397.00 | 0.07 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 4,981,000.00 | 5,068,667.00 | 0.07 |
| 36179XFH4 | Ginnie Mae Ii Pool | G2 | 4.5 | 09/01/2052 | 5,354,568.00 | 5,264,436.00 | 0.07 |
| 00175PAC7 | AMN Healthcare Inc | AMN | 4.0 | 04/15/2029 | 5,275,000.00 | 5,002,589.00 | 0.07 |
| 04940AAA0 | Atlas Senior Loan Fund Xvi Ltd | ATCLO | 5.42 | 01/20/2034 | 5,000,000.00 | 5,002,123.00 | 0.07 |
| 17327GAX2 | Citigroup Commercial Mortgage Trust 2018 | CGCMT | 4.15 | 11/01/2051 | 4,866,000.00 | 4,805,890.00 | 0.07 |
| 097793AE3 | Civitas Resources Inc | CIVI | 5.0 | 10/15/2026 | 4,921,000.00 | 4,896,460.00 | 0.07 |
| 76116FAB3 | Resolution Funding Corp Principal Strip | RFCSP | — | 01/15/2030 | 5,535,000.00 | 4,713,854.00 | 0.07 |
| 70932MAD9 | Pennymac Financial Services Inc | PFSI | 7.88 | 12/15/2029 | 5,000,000.00 | 5,312,699.00 | 0.07 |
| 749426AA0 | RCKT Mortgage Trust 2024-ces9 | RCKT | 5.58 | 12/25/2044 | 5,210,056.00 | 5,253,103.00 | 0.07 |
| 87265HAF6 | TRI Pointe Homes Inc | TPH | 5.25 | 06/01/2027 | 4,895,000.00 | 4,904,214.00 | 0.07 |
| 86771PAA8 | Sunrun Bacchus Issuer 2025-1 Llc | SUNRN | 5.99 | 04/30/2060 | 4,749,676.00 | 4,746,969.00 | 0.07 |
| BF2D3D5 | Eskom Holdings | ESKOM | 8.45 | 08/10/2028 | 4,746,000.00 | 5,071,177.00 | 0.07 |
| 969457CL2 | Williams Cos Inc/the | WMB | 4.8 | 11/15/2029 | 5,255,000.00 | 5,345,975.00 | 0.07 |
| 98379JAA3 | RXO Inc | RXO | 7.5 | 11/15/2027 | 4,648,000.00 | 4,748,994.00 | 0.07 |
| B5BVX41 | Hamburg Commercial Bank Ag | HCOB | 4.04 | 03/21/2031 | 5,000,000.00 | 4,854,719.00 | 0.07 |
| 92490EAA1 | Verus Securitization Trust 2025-9 | VERUS | 4.94 | 10/03/2070 | 4,800,000.00 | 4,794,559.00 | 0.07 |
| 924930AC4 | Verus Securitization Trust 2025-8 | VERUS | 4.87 | 09/01/2070 | 5,229,684.00 | 5,220,221.00 | 0.07 |
| 92840VAF9 | Vistra Operations Co Llc | VST | 5.0 | 07/31/2027 | 5,091,000.00 | 5,092,966.00 | 0.07 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 5,125,000.00 | 5,252,502.00 | 0.07 |
| 59833DAB6 | Midwest Gaming Borrower Llc / Midwest Ga | MWGAME | 4.88 | 05/01/2029 | 5,350,000.00 | 5,194,423.00 | 0.07 |
| 682413AG4 | ONE 2021-park Mortgage Trust | ONP | 5.65 | 03/15/2036 | 5,000,000.00 | 4,746,497.00 | 0.07 |
| 65473PAS4 | Nisource Inc | NI | 5.2 | 07/01/2029 | 4,720,000.00 | 4,872,742.00 | 0.07 |
| 45262BAG8 | Imperial Brands Finance Plc | IMBLN | 5.5 | 02/01/2030 | 4,515,000.00 | 4,669,712.00 | 0.07 |
| 463920AA6 | Island Finance Trust 2025-1 | ISLN | 6.54 | 03/19/2035 | 5,250,000.00 | 5,309,094.00 | 0.07 |
| 465077AL9 | Israel Electric Corp Ltd | ISRELE | 4.25 | 08/14/2028 | 5,320,000.00 | 5,252,648.00 | 0.07 |
| 527298CN1 | Level 3 Financing Inc | LVLT | 7.0 | 03/31/2034 | 4,690,000.00 | 4,820,101.00 | 0.07 |
| 52607MAA7 | Lendmark Funding Trust 2021-1 | LFT | 1.9 | 11/20/2031 | 5,000,000.00 | 4,845,331.00 | 0.07 |
| 53523LAA8 | Lindblad Expeditions Llc | LIND | 6.75 | 02/15/2027 | 4,725,000.00 | 4,754,158.00 | 0.07 |
| 50205PAA0 | Lhome Mortgage Trust 2024-rtl4 | LHOME | 5.92 | 07/25/2039 | 4,750,000.00 | 4,772,750.00 | 0.07 |
| 513272AD6 | LAMB Weston Holdings Inc | LW | 4.13 | 01/31/2030 | 5,025,000.00 | 4,852,032.00 | 0.07 |
| 48241FAD6 | KBC Group Nv | KBCBB | 4.93 | 10/16/2030 | 5,005,000.00 | 5,083,473.00 | 0.07 |
| BQ0G6D4 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 4,374,000.00 | 5,092,108.00 | 0.07 |
| BQ0KKS9 | MVM Energetika Zrt | MVMHU | 7.5 | 06/09/2028 | 4,980,000.00 | 5,277,256.00 | 0.07 |
| BMYD8L5 | Ivory Coast Government International Bon | IVYCST | 4.88 | 01/30/2032 | 4,595,000.00 | 5,115,077.00 | 0.07 |
| BK4K0P0 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 4,492,000.00 | 4,843,275.00 | 0.07 |
| BLH23Q2 | Cellnex Finance Co Sa | CLNXSM | 2.0 | 02/15/2033 | 3,800,000.00 | 3,952,837.00 | 0.06 |
| BL5168168 | Boots Group Bidco Ltd | BOOTFN | 8.72 | 08/30/2032 | 2,975,000.00 | 3,925,703.00 | 0.06 |
| USZ5 COMDT | US Long Bond(cbt) Dec25 | USZ5 | — | 12/19/2025 | 154,617,875.00 | 4,351,759.00 | 0.06 |
| G2770C100 | Digicel Intl Fin Ltd Common Equity | — | — | — | 257,178.00 | 4,323,933.00 | 0.06 |
| 48128BAH4 | Jpmorgan Chase & Co | JPM | 6.73 | 10/01/2174 | 4,510,000.00 | 4,511,029.00 | 0.06 |
| 527298CB7 | Level 3 Financing Inc | LVLT | 4.88 | 06/15/2029 | 4,150,000.00 | 3,982,872.00 | 0.06 |
| 46625HRY8 | Jpmorgan Chase & Co | JPM | 3.78 | 02/01/2028 | 4,500,000.00 | 4,480,496.00 | 0.06 |
| 44891ADG9 | Hyundai Capital America | HYNMTR | 4.55 | 09/26/2029 | 4,180,000.00 | 4,188,374.00 | 0.06 |
| 46266TAF5 | Iqvia Inc | IQV | 6.25 | 02/01/2029 | 4,005,000.00 | 4,221,644.00 | 0.06 |
| 41283LBA2 | Harley-davidson Financial Services Inc | HOG | 3.05 | 02/14/2027 | 4,000,000.00 | 3,940,739.00 | 0.06 |
| 70137TAP0 | Parkland Corp | PKICN | 5.88 | 07/15/2027 | 4,625,000.00 | 4,612,235.00 | 0.06 |
| 707569AS8 | PENN Entertainment Inc | PENN | 5.63 | 01/15/2027 | 4,250,000.00 | 4,249,720.00 | 0.06 |
| 61744YAP3 | Morgan Stanley | MS | 3.77 | 01/24/2029 | 4,280,000.00 | 4,241,502.00 | 0.06 |
| 61766NBA2 | Morgan Stanley Bank Of America Merrill L | MSBAM | 2.6 | 09/01/2049 | 4,524,229.00 | 4,498,597.00 | 0.06 |
| 629377CE0 | NRG Energy Inc | NRG | 5.75 | 01/15/2028 | 4,350,000.00 | 4,366,573.00 | 0.06 |
| 63874TAA5 | Natixis Commercial Mortgage Securities T | NCMS | 3.89 | 08/01/2038 | 4,750,000.00 | 4,611,039.00 | 0.06 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 5,190,000.00 | 3,939,221.00 | 0.06 |
| BCC3J9VX8 | Kinbane 2024-rpl 2 Dac | KINBN | 3.01 | 01/24/2063 | 3,741,848.00 | 4,312,919.00 | 0.06 |
| B8AC6L2G5 | Hurricane Cleanco Limited | — | 6.25 | 10/31/2029 | 2,972,071.00 | 4,126,570.00 | 0.06 |
| 983130AX3 | WYNN Las Vegas Llc / Wynn Las Vegas Capi | WYNNLV | 5.25 | 05/15/2027 | 4,100,000.00 | 4,107,370.00 | 0.06 |
| 88059FAV3 | Tennessee Valley Authority Principal Str | TVASP | — | 11/01/2025 | 4,336,000.00 | 4,336,000.00 | 0.06 |
| 89183QAB0 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.2 | 09/25/2064 | 4,350,000.00 | 4,348,832.00 | 0.06 |
| 749414AA6 | RCKT Mortgage Trust 2024-ces7 | RCKT | 5.16 | 10/25/2044 | 4,125,826.00 | 4,126,790.00 | 0.06 |
| 74448VAA4 | PRPM 2025-rcf2 Llc | PRPM | 4.0 | 10/25/2064 | 4,393,945.00 | 4,308,008.00 | 0.06 |
| 09659W2C7 | BNP Paribas Sa | BNP | 3.5 | 11/16/2027 | 4,255,000.00 | 4,187,145.00 | 0.06 |
| 09659W2P8 | BNP Paribas Sa | BNP | 2.87 | 04/19/2032 | 4,415,000.00 | 3,989,697.00 | 0.06 |
| 172967PR6 | Citigroup Inc | C | 6.75 | 02/15/2173 | 4,075,000.00 | 4,140,777.00 | 0.06 |
| 14040HDB8 | Capital One Financial Corp | COF | 7.15 | 10/29/2027 | 4,450,000.00 | 4,570,919.00 | 0.06 |
| 065403BB2 | BANK 2019-bnk17 | BANK | 3.46 | 04/01/2052 | 4,105,914.00 | 4,007,094.00 | 0.06 |
| 065404BA2 | BANK 2018-bnk10 | BANK | 3.43 | 02/01/2061 | 4,532,437.00 | 4,454,565.00 | 0.06 |
| 071734AN7 | Bausch Health Cos Inc | BHCCN | 4.88 | 06/01/2028 | 4,740,000.00 | 4,337,194.00 | 0.06 |
| 01882YAF3 | Alliant Energy Finance Llc | LNT | 5.4 | 06/06/2027 | 3,965,000.00 | 4,010,793.00 | 0.06 |
| 05508WAB1 | B&G Foods Inc | BGS | 5.25 | 09/15/2027 | 4,800,000.00 | 4,618,708.00 | 0.06 |
| 04364VAK9 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 9.0 | 11/01/2027 | 3,516,000.00 | 4,157,991.00 | 0.06 |
| 045086AM7 | Ashton Woods Usa Llc / Ashton Woods Fina | ASHWOO | 4.63 | 08/01/2029 | 4,550,000.00 | 4,315,519.00 | 0.06 |
| 019579AA9 | Allied Universal Holdco Llc/allied Unive | UNSEAM | 4.63 | 06/01/2028 | 4,400,000.00 | 4,298,316.00 | 0.06 |
| 01F0206C8 | Fannie Mae Or Freddie Mac | FNCL | 2.0 | 12/01/2055 | 5,500,000.00 | 4,459,755.00 | 0.06 |
| 38141GD35 | Goldman Sachs Group Inc/the | GS | 4.37 | 10/21/2031 | 4,140,000.00 | 4,125,231.00 | 0.06 |
| 3140QMCJ1 | Fannie Mae Pool | FN | 3.0 | 10/01/2051 | 4,644,468.00 | 4,132,873.00 | 0.06 |
| 31418EKV1 | Fannie Mae Pool | FN | 5.5 | 11/01/2052 | 4,041,317.00 | 4,112,189.00 | 0.06 |
| 31418ERA0 | Fannie Mae Pool | FN | 6.0 | 04/01/2053 | 3,887,058.00 | 3,995,276.00 | 0.06 |
| 31418ENL0 | Fannie Mae Pool | FN | 6.0 | 01/01/2053 | 3,936,078.00 | 4,042,413.00 | 0.06 |
| 34535QAC9 | FORD Credit Auto Owner Trust 2023-rev1 | FORDR | 5.58 | 08/15/2035 | 4,412,000.00 | 4,503,857.00 | 0.06 |
| 3133KMQF5 | Freddie Mac Pool | FR | 2.5 | 09/01/2046 | 5,000,194.00 | 4,344,092.00 | 0.06 |
| 3132DWCU5 | Freddie Mac Pool | FR | 2.5 | 12/01/2051 | 5,299,967.00 | 4,528,132.00 | 0.06 |
| 3132DWF57 | Freddie Mac Pool | FR | 5.0 | 01/01/2053 | 4,355,895.00 | 4,354,182.00 | 0.06 |
| 3132E0UG5 | Freddie Mac Pool | FR | 3.5 | 10/01/2045 | 4,525,012.00 | 4,303,316.00 | 0.06 |
| 3132DWL35 | Freddie Mac Pool | FR | 5.5 | 07/01/2054 | 4,311,143.00 | 4,358,899.00 | 0.06 |
| 279158AT6 | Ecopetrol Sa | ECOPET | 8.63 | 01/19/2029 | 3,950,000.00 | 4,261,062.00 | 0.06 |
| 233104AA6 | DCLI Bidco Llc | DIRCHA | 7.75 | 11/15/2029 | 4,434,000.00 | 4,507,107.00 | 0.06 |
| 25470MAG4 | DISH Network Corp | DISH | 11.75 | 11/15/2027 | 4,350,000.00 | 4,577,310.00 | 0.06 |
| 22822VBD2 | Crown Castle Inc | CCI | 5.6 | 06/01/2029 | 3,715,000.00 | 3,859,476.00 | 0.05 |
| 23918KAS7 | Davita Inc | DVA | 4.63 | 06/01/2030 | 3,725,000.00 | 3,594,475.00 | 0.05 |
| 225401AU2 | UBS Group Ag | UBS | 3.09 | 05/14/2032 | 3,510,000.00 | 3,253,454.00 | 0.05 |
| 25714PEP9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 3,513,000.00 | 3,569,208.00 | 0.05 |
| 3132DWMS9 | Freddie Mac Pool | FR | 5.5 | 10/01/2054 | 3,602,819.00 | 3,641,638.00 | 0.05 |
| 3132DWJF1 | Freddie Mac Pool | FR | 5.5 | 09/01/2053 | 3,405,129.00 | 3,448,242.00 | 0.05 |
| 3133USKS9 | Freddie Mac Pool | FR | 2.5 | 05/01/2051 | 4,269,778.00 | 3,626,843.00 | 0.05 |
| 31418EHP8 | Fannie Mae Pool | FN | 5.0 | 08/01/2052 | 3,885,595.00 | 3,884,667.00 | 0.05 |
| 3140QLJG2 | Fannie Mae Pool | FN | 3.5 | 07/01/2051 | 3,640,442.00 | 3,380,944.00 | 0.05 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 3,625,000.00 | 3,410,722.00 | 0.05 |
| 015857AF2 | Algonquin Power & Utilities Corp | AQNCN | 5.37 | 06/15/2026 | 3,220,000.00 | 3,235,353.00 | 0.05 |
| 00081TAK4 | ACCO Brands Corp | ACCO | 4.25 | 03/15/2029 | 3,925,000.00 | 3,490,552.00 | 0.05 |
| 00833BAB4 | Affirm Master Trust | AFRMT | 5.13 | 02/15/2033 | 3,900,000.00 | 3,909,103.00 | 0.05 |
| 06540VAZ8 | BANK 2019-bnk24 | BANK | 2.71 | 11/01/2062 | 3,465,000.00 | 3,254,885.00 | 0.05 |
| 07336DAT8 | Bbcms Mortgage Trust 2023-c20 | BBCMS | 6.38 | 07/01/2056 | 3,478,588.00 | 3,599,800.00 | 0.05 |
| 05593UAA3 | BPR Commercial Mortgage Trust 2024-park | BPR | 5.22 | 11/01/2039 | 3,500,000.00 | 3,556,008.00 | 0.05 |
| 05555VAA7 | BFLD 2024-vict Mortgage Trust | BFLD | 5.92 | 07/15/2041 | 3,500,000.00 | 3,512,031.00 | 0.05 |
| 18972EAB1 | Clydesdale Acquisition Holdings Inc | NOVHOL | 8.75 | 04/15/2030 | 3,340,000.00 | 3,348,645.00 | 0.05 |
| 097023DC6 | Boeing Co/the | BA | 3.63 | 02/01/2031 | 3,940,000.00 | 3,779,032.00 | 0.05 |
| 12594PAV3 | CSMC Trust 2016-nxsr | CSMC | 3.79 | 12/01/2049 | 3,407,000.00 | 3,380,537.00 | 0.05 |
| 78410GAG9 | SBA Communications Corp | SBAC | 3.13 | 02/01/2029 | 3,550,000.00 | 3,355,577.00 | 0.05 |
| 780153BG6 | Royal Caribbean Cruises Ltd | RCL | 5.5 | 04/01/2028 | 3,600,000.00 | 3,661,337.00 | 0.05 |
| 74970WAE0 | ROCK Trust 2024-cntr | ROCC | 6.47 | 11/13/2041 | 3,400,000.00 | 3,534,584.00 | 0.05 |
| 88033GDR8 | Tenet Healthcare Corp | THC | 4.38 | 01/15/2030 | 3,900,000.00 | 3,806,456.00 | 0.05 |
| 89788MAQ5 | Truist Financial Corp | TFC | 7.16 | 10/30/2029 | 3,365,000.00 | 3,638,255.00 | 0.05 |
| 86765KAA7 | Sunoco Lp / Sunoco Finance Corp | SUN | 7.0 | 09/15/2028 | 3,200,000.00 | 3,297,594.00 | 0.05 |
| 87724RAG7 | Taylor Morrison Communities Inc | TMHC | 6.63 | 07/15/2027 | 3,725,000.00 | 3,717,453.00 | 0.05 |
| 85571BAU9 | Starwood Property Trust Inc | STWD | 3.63 | 07/15/2026 | 3,250,000.00 | 3,222,832.00 | 0.05 |
| 844741BK3 | Southwest Airlines Co | LUV | 5.13 | 06/15/2027 | 3,365,000.00 | 3,400,183.00 | 0.05 |
| BD878G5 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 3,509,000.00 | 3,496,262.00 | 0.05 |
| 963320BD7 | Whirlpool Corp | WHR | 6.13 | 06/15/2030 | 3,270,000.00 | 3,240,538.00 | 0.05 |
| 969457CH1 | Williams Cos Inc/the | WMB | 5.4 | 03/02/2026 | 3,560,000.00 | 3,573,025.00 | 0.05 |
| 92840VAV4 | Vistra Operations Co Llc | VST | 4.6 | 10/15/2030 | 3,290,000.00 | 3,271,666.00 | 0.05 |
| 914455UJ7 | University Of Michigan | UNVHGR | 4.45 | 04/01/2122 | 4,600,000.00 | 3,727,848.00 | 0.05 |
| 617945AC4 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.59 | 06/01/2070 | 3,744,580.00 | 3,765,734.00 | 0.05 |
| 6174468X0 | Morgan Stanley | MS | 1.93 | 04/28/2032 | 3,905,000.00 | 3,416,909.00 | 0.05 |
| 59284MAA2 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 3,796,000.00 | 3,782,220.00 | 0.05 |
| 57779EAA6 | Maxim Crane Works Holdings Capital Llc | CLDCRN | 11.5 | 09/01/2028 | 3,400,000.00 | 3,609,433.00 | 0.05 |
| 69392CAA2 | PRET 2024-rpl2 Trust | PRET | 4.08 | 06/25/2064 | 4,076,467.00 | 3,913,857.00 | 0.05 |
| 682685AC6 | Onemain Direct Auto Receivables Trust 20 | ODART | 6.14 | 02/14/2031 | 3,400,000.00 | 3,474,195.00 | 0.05 |
| 67091TAF2 | OCP Sa | OCPMR | 6.75 | 05/02/2034 | 3,296,000.00 | 3,571,216.00 | 0.05 |
| 446413AZ9 | Huntington Ingalls Industries Inc | HII | 2.04 | 08/16/2028 | 3,500,000.00 | 3,294,772.00 | 0.05 |
| 38869AAC1 | Graphic Packaging International Llc | GPK | 3.5 | 03/01/2029 | 4,075,000.00 | 3,856,043.00 | 0.05 |
| 46590XAN6 | JBS Usa Holding Lux Sarl/ Jbs Usa Food C | JBSSBZ | 3.0 | 02/02/2029 | 3,680,000.00 | 3,524,025.00 | 0.05 |
| 496902AQ0 | Kinross Gold Corp | KCN | 4.5 | 07/15/2027 | 3,842,000.00 | 3,856,653.00 | 0.05 |
| XS24149361 | Henley Clo Iii Dac | HNLY | 3.04 | 12/25/2035 | 3,250,000.00 | 3,747,514.00 | 0.05 |
| XS22592010 | BAIN Capital Euro Clo 2020-1 Dac | BCCE | 3.12 | 01/24/2033 | 3,238,370.00 | 3,735,886.00 | 0.05 |
| BL5023827 | CD&R Firefly Bidco Plc | MOTFUE | 8.97 | 04/29/2029 | 2,850,000.00 | 3,732,678.00 | 0.05 |
| BKLXG54 | Virgin Media Secured Finance Plc | VMED | 4.25 | 01/15/2030 | 3,100,000.00 | 3,716,128.00 | 0.05 |
| BN6QJ38 | Central Nippon Expressway Co Ltd | CENEXP | 0.89 | 12/10/2025 | 3,643,000.00 | 3,629,990.00 | 0.05 |
| BPP2FT9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 3,407,000.00 | 3,461,512.00 | 0.05 |
| BP48X83 | CVC Cordatus Loan Fund Xiv Dac | CORDA | 2.88 | 05/22/2032 | 3,009,240.00 | 3,467,320.00 | 0.05 |
| BMW2PR9 | Colombia Government International Bond | COLOM | 5.0 | 09/19/2032 | 2,460,000.00 | 2,771,010.00 | 0.04 |
| BK4Q2J6 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 2,410,000.00 | 2,598,462.00 | 0.04 |
| BL4045797 | Tenneco Inc | TENINC | 9.3 | 11/17/2028 | 2,890,000.00 | 2,839,826.00 | 0.04 |
| BL4808012 | TPC Group Inc | TPCG | 9.77 | 11/24/2031 | 3,308,375.00 | 3,126,414.00 | 0.04 |
| BMDCG20 | Cellnex Telecom Sa | CLNXSM | 1.75 | 10/23/2030 | 2,400,000.00 | 2,596,865.00 | 0.04 |
| TENDRHI8FC | Eur/usd Fwd 20260122 0997 | EUR | — | 01/22/2026 | -199,337,981.00 | 2,777,628.00 | 0.04 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -6,455,000.00 | 2,895,053.00 | 0.04 |
| SWB8ACMDEY | SWP: Ois Sofr 4.497000 13-may-2027 | — | — | 05/13/2027 | 200,020,000.00 | 2,998,831.00 | 0.04 |
| 50212YAJ3 | LPL Holdings Inc | LPLA | 5.7 | 05/20/2027 | 3,040,000.00 | 3,098,625.00 | 0.04 |
| 526057CT9 | Lennar Corp | LEN | 5.25 | 06/01/2026 | 3,145,000.00 | 3,146,863.00 | 0.04 |
| 55293DAJ0 | MHP 2022-mhil | MHP | 6.64 | 01/15/2027 | 2,560,000.00 | 2,557,600.00 | 0.04 |
| 57701RAJ1 | Mattamy Group Corp | MATHOM | 5.25 | 12/15/2027 | 3,000,000.00 | 2,985,900.00 | 0.04 |
| 443628AJ1 | Hudbay Minerals Inc | HBMCN | 4.5 | 04/01/2026 | 3,000,000.00 | 2,989,500.00 | 0.04 |
| 44267DAD9 | Howard Hughes Corp/the | HHH | 5.38 | 08/01/2028 | 2,700,000.00 | 2,696,666.00 | 0.04 |
| 42704LAF1 | HERC Holdings Inc | HRI | 7.0 | 06/15/2030 | 2,845,000.00 | 2,978,850.00 | 0.04 |
| 682691AH3 | Onemain Finance Corp | OMF | 6.63 | 05/15/2029 | 3,075,000.00 | 3,164,917.00 | 0.04 |
| 6903534Z7 | United States International Development | DFC | 3.25 | 10/15/2030 | 2,777,778.00 | 2,728,222.00 | 0.04 |
| 594712WY3 | Michigan State University | MISHGR | 4.17 | 08/15/2122 | 3,520,000.00 | 2,651,532.00 | 0.04 |
| 6174468U6 | Morgan Stanley | MS | 1.79 | 02/13/2032 | 3,295,000.00 | 2,878,724.00 | 0.04 |
| 95002RAW8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.19 | 06/01/2053 | 2,875,977.00 | 2,677,305.00 | 0.04 |
| 98462YAD2 | Yamana Gold Inc | YRICN | 4.63 | 12/15/2027 | 3,000,000.00 | 3,010,622.00 | 0.04 |
| B8ADQ6J27 | Doncasters Us Fin Llc | — | — | 04/01/2030 | 2,520,000.00 | 2,536,808.00 | 0.04 |
| B8AAE7AK3 | Blackstone Private Cr Fund | — | 5.61 | 05/03/2027 | 2,925,000.00 | 2,933,377.00 | 0.04 |
| 845467AR0 | Expand Energy Corp | EXE | 5.38 | 02/01/2029 | 3,150,000.00 | 3,152,124.00 | 0.04 |
| 85207UAK1 | Sprint Llc | S | 7.63 | 03/01/2026 | 2,745,000.00 | 2,745,000.00 | 0.04 |
| 87165BAX1 | Synchrony Financial | SYF | 5.02 | 07/29/2029 | 2,795,000.00 | 2,813,615.00 | 0.04 |
| 832248AZ1 | Smithfield Foods Inc | SFD | 4.25 | 02/01/2027 | 2,800,000.00 | 2,787,744.00 | 0.04 |
| 71643VAB1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 3,060,000.00 | 3,056,940.00 | 0.04 |
| 12654FAA8 | COMM 2024-277p Mortgage Trust | COMM | 6.34 | 08/10/2044 | 2,800,000.00 | 2,949,249.00 | 0.04 |
| 1248EPBR3 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.5 | 05/01/2026 | 2,750,000.00 | 2,747,585.00 | 0.04 |
| 12513GBG3 | CDW Llc / Cdw Finance Corp | CDW | 2.67 | 12/01/2026 | 2,545,000.00 | 2,499,459.00 | 0.04 |
| 08162VAD0 | Benchmark 2019-b10 Mortgage Trust | BMARK | 3.46 | 03/01/2062 | 3,055,087.00 | 2,969,136.00 | 0.04 |
| 08949LAB6 | BIG River Steel Llc / Brs Finance Corp | BIGBRS | 6.63 | 01/31/2029 | 2,897,000.00 | 2,901,405.00 | 0.04 |
| 10554TAH8 | Braskem Netherlands Finance Bv | BRASKM | 8.5 | 01/12/2031 | 6,121,000.00 | 2,548,784.00 | 0.04 |
| 195325CX1 | Colombia Government International Bond | COLOM | 4.5 | 01/28/2026 | 2,550,000.00 | 2,541,075.00 | 0.04 |
| 200447AL4 | Comision Federal De Electricidad | CFELEC | 4.69 | 05/15/2029 | 3,011,000.00 | 2,964,329.00 | 0.04 |
| 146869AM4 | Carvana Co | CVNA | 9.0 | 06/01/2031 | 2,701,750.00 | 3,008,588.00 | 0.04 |
| 138616AM9 | Cantor Fitzgerald Lp | CANTOR | 7.2 | 12/12/2028 | 2,880,000.00 | 3,063,347.00 | 0.04 |
| 13323NAA0 | Camelot Return Merger Sub Inc | CNR | 8.75 | 08/01/2028 | 2,775,000.00 | 2,569,530.00 | 0.04 |
| 17291CBQ7 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 2.58 | 08/10/2049 | 2,709,350.00 | 2,680,904.00 | 0.04 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 2,810,403.00 | 2,793,055.00 | 0.04 |
| 05555HAA8 | BFLD 2024-wrhs Mortgage Trust | BFLD | 5.52 | 08/15/2026 | 2,595,592.00 | 2,595,591.00 | 0.04 |
| 05593HAG9 | BMO 2024-c8 Xb | BMO | 0.79 | 09/01/2056 | 50,000,000.00 | 2,793,635.00 | 0.04 |
| 05964HBB0 | Banco Santander Sa | SANTAN | 5.54 | 03/14/2030 | 2,800,000.00 | 2,892,596.00 | 0.04 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 2,780,000.00 | 2,540,751.00 | 0.04 |
| 06539WAY2 | BANK 2020-bnk25 | BANK | 2.39 | 01/01/2063 | 2,883,278.00 | 2,816,682.00 | 0.04 |
| 08163BAA9 | Benchmark 2020-b22 Mortgage Trust | BMARK | 0.99 | 01/01/2054 | 62,848,000.00 | 2,606,551.00 | 0.04 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 3,400,000.00 | 3,094,422.00 | 0.04 |
| 06738ECX1 | Barclays Plc | BACR | 5.09 | 02/25/2029 | 3,155,000.00 | 3,207,764.00 | 0.04 |
| 01626PAH9 | Alimentation Couche-tard Inc | ATDBCN | 3.55 | 07/26/2027 | 2,930,000.00 | 2,898,586.00 | 0.04 |
| 045167AW3 | Asian Development Bank | ASIA | 5.82 | 06/16/2028 | 3,000,000.00 | 3,145,394.00 | 0.04 |
| 04316JAL3 | Arthur J Gallagher & Co | AJG | 4.85 | 12/15/2029 | 2,820,000.00 | 2,878,962.00 | 0.04 |
| 03027XAW0 | American Tower Corp | AMT | 3.8 | 08/15/2029 | 2,780,000.00 | 2,728,605.00 | 0.04 |
| 03674XAS5 | Antero Resources Corp | AR | 5.38 | 03/01/2030 | 3,175,000.00 | 3,198,212.00 | 0.04 |
| 31418DZW5 | Fannie Mae Pool | FN | 2.5 | 06/01/2051 | 3,594,820.00 | 3,069,481.00 | 0.04 |
| 31418EU81 | Fannie Mae Pool | FN | 5.0 | 08/01/2053 | 2,756,860.00 | 2,753,218.00 | 0.04 |
| 38141GYU2 | Goldman Sachs Group Inc/the | GS | 4.13 | 05/10/2074 | 3,095,000.00 | 3,044,034.00 | 0.04 |
| 36179YRG1 | Ginnie Mae Ii Pool | G2 | 5.0 | 02/01/2054 | 2,616,393.00 | 2,616,071.00 | 0.04 |
| 345397C27 | FORD Motor Credit Co Llc | F | 4.95 | 05/28/2027 | 3,000,000.00 | 3,002,701.00 | 0.04 |
| 35564KJP5 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 6.28 | 09/25/2041 | 3,080,000.00 | 3,102,145.00 | 0.04 |
| 345397C92 | FORD Motor Credit Co Llc | F | 6.8 | 05/12/2028 | 3,050,000.00 | 3,170,108.00 | 0.04 |
| 36179W2W7 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/20/2052 | 3,063,063.00 | 2,820,066.00 | 0.04 |
| 35564KNS4 | Freddie Mac Stacr Remic Trust 2021-hqa4 | STACR | 6.53 | 12/25/2041 | 2,700,000.00 | 2,732,913.00 | 0.04 |
| 31335CAN4 | Freddie Mac Gold Pool | FG | 3.0 | 07/01/2046 | 2,756,381.00 | 2,556,183.00 | 0.04 |
| 3132DWEL3 | Freddie Mac Pool | FR | 5.0 | 08/01/2052 | 2,998,135.00 | 2,992,671.00 | 0.04 |
| 3132DWMK6 | Freddie Mac Pool | FR | 5.5 | 09/01/2054 | 2,995,867.00 | 3,028,746.00 | 0.04 |
| 3132DWNG4 | Freddie Mac Pool | FR | 5.0 | 12/01/2054 | 3,026,956.00 | 3,012,185.00 | 0.04 |
| 27034RAA1 | Permian Resources Operating Llc | PR | 8.0 | 04/15/2027 | 2,525,000.00 | 2,560,152.00 | 0.04 |
| 29273VBD1 | Energy Transfer Lp | ET | 5.2 | 04/01/2030 | 2,000,000.00 | 2,061,434.00 | 0.03 |
| 29163VAG8 | Empire Communities Corp | EMPRCC | 9.75 | 05/01/2029 | 2,100,000.00 | 2,150,064.00 | 0.03 |
| 29365BAA1 | Entegris Inc | ENTG | 4.75 | 04/15/2029 | 1,832,000.00 | 1,819,363.00 | 0.03 |
| 29646AAC0 | Eskom Holdings | ESKOM | 6.35 | 08/10/2028 | 2,389,000.00 | 2,460,371.00 | 0.03 |
| 21979LAB2 | Coronado Finance Pty Ltd | CRNAU | 9.25 | 10/01/2029 | 2,725,000.00 | 2,467,487.00 | 0.03 |
| 23345MAA5 | DT Midstream Inc | DTMINC | 4.13 | 06/15/2029 | 2,000,000.00 | 1,957,469.00 | 0.03 |
| 3132DWEB5 | Freddie Mac Pool | FR | 4.5 | 06/01/2052 | 2,418,230.00 | 2,368,196.00 | 0.03 |
| 3133USKU4 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 2,260,490.00 | 1,928,112.00 | 0.03 |
| 35565TBD0 | Freddie Mac Stacr Remic Trust 2020-hqa5 | STACR | 8.18 | 11/25/2050 | 1,630,000.00 | 1,801,150.00 | 0.03 |
| 36179XBS4 | Ginnie Mae Ii Pool | G2 | 3.5 | 07/01/2052 | 2,517,034.00 | 2,325,913.00 | 0.03 |
| 36179XBU9 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/20/2052 | 2,221,783.00 | 2,185,071.00 | 0.03 |
| 36179WNG9 | Ginnie Mae Ii Pool | G2 | 3.5 | 09/20/2051 | 2,052,477.00 | 1,891,727.00 | 0.03 |
| 38141GYB4 | Goldman Sachs Group Inc/the | GS | 2.62 | 04/22/2032 | 2,640,000.00 | 2,397,038.00 | 0.03 |
| 375916AF0 | Gildan Activewear Inc | GILCN | 4.7 | 10/07/2030 | 1,970,000.00 | 1,960,945.00 | 0.03 |
| 31418EJ84 | Fannie Mae Pool | FN | 5.5 | 10/01/2052 | 2,421,511.00 | 2,455,776.00 | 0.03 |
| 31418FE29 | Fannie Mae Pool | FN | 5.0 | 12/01/2054 | 1,804,056.00 | 1,795,438.00 | 0.03 |
| 3140XQAK3 | Fannie Mae Pool | FN | 3.0 | 04/01/2048 | 2,607,822.00 | 2,415,453.00 | 0.03 |
| 31418D4Y5 | Fannie Mae Pool | FN | 2.5 | 10/01/2051 | 2,174,983.00 | 1,856,222.00 | 0.03 |
| 31418DRV6 | Fannie Mae Pool | FN | 2.5 | 08/01/2035 | 2,156,695.00 | 2,036,573.00 | 0.03 |
| 3140XLR59 | Fannie Mae Pool | FN | 3.5 | 09/01/2052 | 2,595,258.00 | 2,397,117.00 | 0.03 |
| 3137FLMX9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.71 | 02/01/2029 | 97,348,328.00 | 2,073,295.00 | 0.03 |
| 03690AAH9 | Antero Midstream Partners Lp / Antero Mi | AM | 5.38 | 06/15/2029 | 2,450,000.00 | 2,449,850.00 | 0.03 |
| 03837AAA8 | Aptiv Swiss Holdings Ltd | APTV | 4.65 | 09/13/2029 | 1,795,000.00 | 1,823,469.00 | 0.03 |
| 049362AA4 | Allied Universal Holdco Llc/allied Unive | UNSEAM | 4.63 | 06/01/2028 | 1,925,000.00 | 1,884,286.00 | 0.03 |
| 00835AAB4 | Affirm Asset Securitization Trust 2024-b | AFFRM | 4.88 | 09/15/2029 | 2,000,000.00 | 2,003,069.00 | 0.03 |
| 07336HAA0 | Bayview Financing Trust 2023-1f | BVFT | 8.2 | 07/01/2026 | 2,141,862.00 | 2,147,410.00 | 0.03 |
| 07556QBR5 | Beazer Homes Usa Inc | BZH | 5.88 | 10/15/2027 | 2,050,000.00 | 2,047,865.00 | 0.03 |
| 07556QBT1 | Beazer Homes Usa Inc | BZH | 7.25 | 10/15/2029 | 2,200,000.00 | 2,229,329.00 | 0.03 |
| 06051GHM4 | BANK Of America Corp | BAC | 4.27 | 07/23/2029 | 2,325,000.00 | 2,333,806.00 | 0.03 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 2,685,000.00 | 2,423,197.00 | 0.03 |
| 172967KY6 | Citigroup Inc | C | 3.2 | 10/21/2026 | 2,495,000.00 | 2,476,236.00 | 0.03 |
| 131347CP9 | Calpine Corp | CPN | 4.63 | 02/01/2029 | 2,375,000.00 | 2,359,375.00 | 0.03 |
| 131347CQ7 | Calpine Corp | CPN | 5.0 | 02/01/2031 | 1,950,000.00 | 1,952,217.00 | 0.03 |
| 141784AM0 | Cargill Inc | CARGIL | 7.41 | 06/18/2027 | 1,773,000.00 | 1,856,499.00 | 0.03 |
| 143658BQ4 | Carnival Corp | CCL | 4.0 | 08/01/2028 | 1,975,000.00 | 1,940,437.00 | 0.03 |
| 147918AF3 | Cassa Depositi E Prestiti Spa | CDEP | 4.38 | 10/01/2030 | 1,800,000.00 | 1,799,229.00 | 0.03 |
| 205768AS3 | Comstock Resources Inc | CRK | 6.75 | 03/01/2029 | 1,829,000.00 | 1,811,924.00 | 0.03 |
| 185899AQ4 | Cleveland-cliffs Inc | CLF | 6.88 | 11/01/2029 | 1,890,000.00 | 1,942,026.00 | 0.03 |
| 109696AA2 | Brink's Co/the | BCO | 4.63 | 10/15/2027 | 2,246,000.00 | 2,231,065.00 | 0.03 |
| 097751BX8 | Bombardier Inc | BBDBCN | 6.0 | 02/15/2028 | 1,959,000.00 | 1,963,701.00 | 0.03 |
| 08576PAK7 | Berry Global Inc | AMCR | 5.5 | 04/15/2028 | 2,000,000.00 | 2,056,721.00 | 0.03 |
| 097023DQ5 | Boeing Co/the | BA | 6.3 | 05/01/2029 | 2,225,000.00 | 2,360,997.00 | 0.03 |
| 12513GBK4 | CDW Llc / Cdw Finance Corp | CDW | 5.1 | 03/01/2030 | 1,800,000.00 | 1,832,741.00 | 0.03 |
| 12663TAA7 | CSMC 2022-rpl4 Trust | CSMC | 3.9 | 04/25/2062 | 2,236,035.00 | 2,157,816.00 | 0.03 |
| 74843PAA8 | Quikrete Holdings Inc | QUIKHO | 6.38 | 03/01/2032 | 2,100,000.00 | 2,179,940.00 | 0.03 |
| 83444MAP6 | Solventum Corp | SOLV | 5.4 | 03/01/2029 | 2,418,000.00 | 2,496,618.00 | 0.03 |
| 80290CCK8 | Santander Bank Auto Credit-linked Notes | SBCLN | 5.82 | 06/15/2032 | 2,313,100.00 | 2,339,058.00 | 0.03 |
| 853496AD9 | Standard Industries Inc/ny | BMCAUS | 4.75 | 01/15/2028 | 2,000,000.00 | 1,992,295.00 | 0.03 |
| 85855CAB6 | Stellantis Finance Us Inc | STLA | 2.69 | 09/15/2031 | 2,815,000.00 | 2,451,357.00 | 0.03 |
| 864486AK1 | Suburban Propane Partners Lp/suburban En | SPH | 5.88 | 03/01/2027 | 2,335,000.00 | 2,334,720.00 | 0.03 |
| 90932LAG2 | United Airlines Inc | UAL | 4.38 | 04/15/2026 | 2,370,000.00 | 2,365,218.00 | 0.03 |
| 90276VAD1 | UBS Commercial Mortgage Trust 2018-c8 | UBSCM | 3.72 | 02/15/2051 | 2,160,494.00 | 2,135,384.00 | 0.03 |
| 89183EAA9 | TOWD Point Mortgage Trust 2024-ces3 | TPMT | 6.29 | 05/01/2064 | 2,174,417.00 | 2,198,440.00 | 0.03 |
| 89055FAB9 | Topbuild Corp | BLD | 3.63 | 03/15/2029 | 2,100,000.00 | 2,025,224.00 | 0.03 |
| B8ADRJ0H5 | Clubcorp Holdings Inc | — | 9.16 | 04/30/2032 | 2,007,187.00 | 1,990,727.00 | 0.03 |
| BGR32B8 | DP World Ltd/united Arab Emirates | DPWDU | 2.38 | 09/25/2026 | 1,614,000.00 | 1,855,149.00 | 0.03 |
| BDFD907 | Bahrain Government International Bond | BHRAIN | 7.0 | 10/12/2028 | 2,000,000.00 | 2,094,000.00 | 0.03 |
| 9SHP72JHSU | Eur/usd Fwd 20260122 221 | EUR | — | 01/22/2026 | -199,337,982.00 | 2,118,816.00 | 0.03 |
| 95081QAP9 | Wesco Distribution Inc | WCC | 7.25 | 06/15/2028 | 2,425,000.00 | 2,458,325.00 | 0.03 |
| 91153LAA5 | United Wholesale Mortgage Llc | UWMLLC | 5.5 | 11/15/2025 | 2,100,000.00 | 2,099,999.00 | 0.03 |
| 90278KAZ4 | UBS Commercial Mortgage Trust 2018-c14 | UBSCM | 4.18 | 12/01/2051 | 2,399,287.00 | 2,396,102.00 | 0.03 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 2,575,000.00 | 2,398,313.00 | 0.03 |
| 92332YAF8 | Venture Global Lng Inc | VENLNG | 9.0 | 03/30/2173 | 2,295,000.00 | 2,145,021.00 | 0.03 |
| 61691NAD7 | Morgan Stanley Capital I 2017-hr2 | MSC | 3.33 | 12/01/2050 | 1,980,292.00 | 1,939,216.00 | 0.03 |
| 59155LAA0 | Mavis Tire Express Services Topco Corp | EOCGRO | 6.5 | 05/15/2029 | 2,347,000.00 | 2,323,281.00 | 0.03 |
| 62886HBG5 | NCL Corp Ltd | NCLH | 7.75 | 02/15/2029 | 1,750,000.00 | 1,870,242.00 | 0.03 |
| 62916TAC3 | NLT 2025-inv1 Trust | NLT | 5.86 | 02/01/2070 | 2,430,253.00 | 2,449,129.00 | 0.03 |
| 629377CQ3 | NRG Energy Inc | NRG | 3.38 | 02/15/2029 | 2,449,000.00 | 2,329,974.00 | 0.03 |
| 682696AA7 | Onemain Financial Issuance Trust 2020-2 | OMFIT | 1.75 | 09/14/2035 | 2,141,358.00 | 2,102,824.00 | 0.03 |
| 69354NAE6 | PRA Group Inc | PRAA | 8.38 | 02/01/2028 | 2,165,000.00 | 2,196,844.00 | 0.03 |
| 70052LAC7 | PARK Intermediate Holdings Llc / Pk Dome | PK | 4.88 | 05/15/2029 | 2,100,000.00 | 2,040,424.00 | 0.03 |
| 70082LAD9 | PARK River Holdings Inc | PRIMBP | 8.75 | 12/31/2030 | 1,910,542.00 | 1,902,005.00 | 0.03 |
| 67111BAN0 | OFSI Bsl Ix Ltd | OFSBS | 5.09 | 07/15/2031 | 2,276,920.00 | 2,276,910.00 | 0.03 |
| 670001AE6 | Novelis Corp | HNDLIN | 4.75 | 01/30/2030 | 2,225,000.00 | 2,147,972.00 | 0.03 |
| 682680BS1 | Oneok Inc | OKE | 3.25 | 06/01/2030 | 2,005,000.00 | 1,900,476.00 | 0.03 |
| 38237BAA8 | Goodleap Sustainable Home Solutions Trus | GOOD | 6.25 | 06/20/2057 | 2,463,884.00 | 2,420,112.00 | 0.03 |
| 46507WAB6 | Israel Electric Corp Ltd | ISRELE | 7.75 | 12/15/2027 | 2,000,000.00 | 2,119,700.00 | 0.03 |
| 46590TAD7 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.41 | 03/01/2050 | 2,457,703.00 | 2,424,023.00 | 0.03 |
| 45818QAD1 | Inter-american Development Bank | IADB | 6.75 | 07/15/2027 | 1,895,000.00 | 1,972,825.00 | 0.03 |
| 45344LAC7 | Crescent Energy Finance Llc | CRGYFN | 9.25 | 02/15/2028 | 1,758,000.00 | 1,819,542.00 | 0.03 |
| 55336VCA6 | MPLX Lp | MPLX | 4.8 | 02/15/2031 | 2,035,000.00 | 2,052,389.00 | 0.03 |
| 536797AG8 | Lithia Motors Inc | LAD | 3.88 | 06/01/2029 | 2,425,000.00 | 2,316,764.00 | 0.03 |
| 516806AK2 | Vital Energy Inc | VTLE | 7.88 | 04/15/2032 | 2,415,000.00 | 2,285,887.00 | 0.03 |
| 50212YAH7 | LPL Holdings Inc | LPLA | 6.75 | 11/17/2028 | 1,710,000.00 | 1,821,495.00 | 0.03 |
| 49326EEJ8 | Keycorp | KEY | 2.55 | 10/01/2029 | 2,460,000.00 | 2,306,364.00 | 0.03 |
| 475795AD2 | Jeld-wen Inc | JELD | 4.88 | 12/15/2027 | 2,239,000.00 | 2,177,432.00 | 0.03 |
| BL4806396 | OCS Group Holdings Ltd | OCSGRP | 9.96 | 11/27/2031 | 1,875,000.00 | 2,453,182.00 | 0.03 |
| BL5272804 | Verisure Holding Ab | VERISR | 2.25 | 10/25/2032 | 1,925,000.00 | 2,219,405.00 | 0.03 |
| BL9Z8T7 | Virgin Media Secured Finance Plc | VMED | 4.13 | 08/15/2030 | 2,100,000.00 | 2,479,168.00 | 0.03 |
| BHZL0J5 | Petrobras Global Finance Bv | PETBRA | 6.63 | 01/16/2034 | 1,800,000.00 | 2,350,176.00 | 0.03 |
| BPTKDV7 | Serbia International Bond | SERBIA | 6.25 | 05/26/2028 | 2,135,000.00 | 2,224,413.00 | 0.03 |
| BW5YYK8 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 1,750,000.00 | 2,050,901.00 | 0.03 |
| GVDPFJN7D7 | Eur/usd Fwd 20260122 Deutgb22 | EUR | — | 01/22/2026 | -264,462,167.00 | 1,149,687.00 | 0.02 |
| BNYNN06 | Freeport Indonesia Pt | FRIDPT | 5.32 | 04/14/2032 | 1,230,000.00 | 1,253,370.00 | 0.02 |
| BMHTF86 | Power Finance Corp Ltd | POWFIN | 1.84 | 09/21/2028 | 1,460,000.00 | 1,618,145.00 | 0.02 |
| BJMTK63 | Cemex Sab De Cv | CEMEX | 3.13 | 03/19/2026 | 1,000,000.00 | 1,148,615.00 | 0.02 |
| BL4070472 | CSC Holdings Llc | CSCHLD | 8.53 | 01/18/2028 | 1,397,748.00 | 1,382,896.00 | 0.02 |
| BL4949832 | Clarios Global Lp | POWSOL | 6.91 | 01/28/2032 | 1,225,000.00 | 1,220,917.00 | 0.02 |
| BM9BWQ7 | VMED O2 Uk Financing I Plc | VMED | 4.0 | 01/31/2029 | 1,430,000.00 | 1,776,771.00 | 0.02 |
| SWB8ADC07S | SWP: Ois Sofr 3.135500 14-dec-2054_c | — | — | 12/14/2054 | -53,275,000.00 | 1,557,201.00 | 0.02 |
| SWTRE8AE9J | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 11/13/2025 | 217,100,000.00 | 1,188,773.00 | 0.02 |
| SWB8AE9J9Q | Trswap: Tnote 2.375 15-may-27 11/13/2025 | — | — | 11/13/2025 | 217,100,000.00 | 1,113,210.00 | 0.02 |
| 50050NAA1 | Kontoor Brands Inc | KTB | 4.13 | 11/15/2029 | 1,258,000.00 | 1,196,810.00 | 0.02 |
| 55037AAB4 | AKER Bp Asa | AKERBP | 3.1 | 07/15/2031 | 1,585,000.00 | 1,448,222.00 | 0.02 |
| 55342UAH7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 5.0 | 10/15/2027 | 1,175,000.00 | 1,130,548.00 | 0.02 |
| 577081BE1 | Mattel Inc | MAT | 3.38 | 04/01/2026 | 1,435,000.00 | 1,426,286.00 | 0.02 |
| 45344LAD5 | Crescent Energy Finance Llc | CRGYFN | 7.63 | 04/01/2032 | 1,325,000.00 | 1,283,814.00 | 0.02 |
| 45434L2H6 | Indian Railway Finance Corp Ltd | INRCIN | 3.57 | 01/21/2032 | 1,245,000.00 | 1,184,380.00 | 0.02 |
| 45262BAC7 | Imperial Brands Finance Plc | IMBLN | 3.88 | 07/26/2029 | 1,655,000.00 | 1,623,336.00 | 0.02 |
| 46647PAR7 | Jpmorgan Chase & Co | JPM | 4.01 | 04/23/2029 | 1,550,000.00 | 1,545,466.00 | 0.02 |
| 469815AK0 | Jacobs Entertainment Inc | JACENT | 6.75 | 02/15/2029 | 1,525,000.00 | 1,477,768.00 | 0.02 |
| 431318AS3 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.25 | 11/01/2028 | 1,650,000.00 | 1,652,625.00 | 0.02 |
| 42218SAK4 | Health Care Service Corp A Mutual Legal | HCSERV | 5.2 | 06/15/2029 | 1,450,000.00 | 1,487,319.00 | 0.02 |
| 448814DC4 | Hydro-quebec | QHEL | 8.5 | 12/01/2029 | 1,158,000.00 | 1,345,880.00 | 0.02 |
| 68245XAH2 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 3.88 | 01/15/2028 | 1,275,000.00 | 1,249,716.00 | 0.02 |
| 68245XAR0 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 6.13 | 06/15/2029 | 1,495,000.00 | 1,535,409.00 | 0.02 |
| 68245XAT6 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 5.63 | 09/15/2029 | 1,335,000.00 | 1,357,441.00 | 0.02 |
| 670001AL0 | Novelis Corp | HNDLIN | 6.88 | 01/30/2030 | 1,350,000.00 | 1,401,300.00 | 0.02 |
| 62854AAP9 | UTAH Acquisition Sub Inc | VTRS | 5.25 | 06/15/2046 | 2,095,000.00 | 1,738,082.00 | 0.02 |
| 67389JAB4 | Oaktown Re Vii Ltd | OMIR | 7.08 | 04/25/2034 | 1,341,611.00 | 1,353,132.00 | 0.02 |
| 69381DAA3 | PRPM 2024-rpl2 Llc | PRPM | 3.5 | 05/25/2054 | 1,221,189.00 | 1,189,124.00 | 0.02 |
| 631005BJ3 | Narragansett Electric Co/the | PPL | 3.4 | 04/09/2030 | 1,640,000.00 | 1,579,148.00 | 0.02 |
| 651229BF2 | Newell Brands Inc | NWL | 6.38 | 05/15/2030 | 1,390,000.00 | 1,320,500.00 | 0.02 |
| 62916TAD1 | NLT 2025-inv1 Trust | NLT | 6.31 | 02/01/2070 | 1,070,000.00 | 1,083,722.00 | 0.02 |
| 62916TAB5 | NLT 2025-inv1 Trust | NLT | 5.71 | 02/01/2070 | 1,416,053.00 | 1,427,807.00 | 0.02 |
| 62431UBC5 | Mountain View Clo 2013-1 Ltd | MVW | 5.17 | 10/12/2030 | 1,200,473.00 | 1,200,453.00 | 0.02 |
| 59284MAC8 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 1,560,000.00 | 1,524,057.00 | 0.02 |
| 61691JAU8 | Morgan Stanley Capital I Trust 2017-h1 | MSC | 3.26 | 06/01/2050 | 1,100,000.00 | 1,084,303.00 | 0.02 |
| 603051AE3 | Mineral Resources Ltd | MINAU | 9.25 | 10/01/2028 | 1,178,000.00 | 1,234,473.00 | 0.02 |
| 61691RAD8 | Morgan Stanley Capital I Trust 2018-h4 | MSC | 4.04 | 12/01/2051 | 1,324,353.00 | 1,308,145.00 | 0.02 |
| 6174468G7 | Morgan Stanley | MS | 4.43 | 01/23/2030 | 1,150,000.00 | 1,156,577.00 | 0.02 |
| 61767CAU2 | Morgan Stanley Bank Of America Merrill L | MSBAM | 3.34 | 05/15/2050 | 1,200,000.00 | 1,183,812.00 | 0.02 |
| 61769JAZ4 | Morgan Stanley Capital I Trust 2019-h6 | MSC | 3.16 | 06/01/2052 | 1,600,000.00 | 1,548,682.00 | 0.02 |
| 61747YEH4 | Morgan Stanley | MS | 2.51 | 10/20/2032 | 1,680,000.00 | 1,503,119.00 | 0.02 |
| 61766EBD6 | Morgan Stanley Bank Of America Merrill L | MSBAM | 3.06 | 05/01/2049 | 1,274,272.00 | 1,269,299.00 | 0.02 |
| 92330EAP2 | Venture Xix Clo Ltd | VENTR | 5.43 | 01/15/2032 | 1,139,766.00 | 1,141,007.00 | 0.02 |
| 94877DAA2 | WEIR Group Inc | WEIRLN | 5.35 | 05/06/2030 | 1,570,000.00 | 1,610,771.00 | 0.02 |
| 95000HBE1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.68 | 10/01/2049 | 1,141,494.00 | 1,130,045.00 | 0.02 |
| 92874BAA3 | Voltagrid Llc | VOLTAG | 7.38 | 11/01/2030 | 1,645,000.00 | 1,672,883.00 | 0.02 |
| 92840VAH5 | Vistra Operations Co Llc | VST | 4.38 | 05/01/2029 | 1,200,000.00 | 1,178,663.00 | 0.02 |
| 92840MAC6 | Vistra Corp | VST | 7.0 | 06/15/2174 | 1,425,000.00 | 1,440,191.00 | 0.02 |
| 91282CNN7 | United States Treasury Note/bond | T | 3.88 | 07/31/2030 | 1,633,000.00 | 1,645,375.00 | 0.02 |
| 91832VAA2 | VOC Escrow Ltd | VIKCRU | 5.0 | 02/15/2028 | 1,350,000.00 | 1,344,532.00 | 0.02 |
| 91913YBB5 | Valero Energy Corp | VLO | 2.15 | 09/15/2027 | 1,420,000.00 | 1,368,832.00 | 0.02 |
| 912834AU2 | United States Treasury Strip Coupon | S | — | 02/15/2039 | 2,275,000.00 | 1,244,140.00 | 0.02 |
| 912834DU9 | United States Treasury Strip Coupon | S | — | 11/15/2038 | 2,240,000.00 | 1,243,164.00 | 0.02 |
| 95000XAE7 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.16 | 09/01/2050 | 1,400,000.00 | 1,373,323.00 | 0.02 |
| 96949VAM5 | Williams Scotsman Inc | WLSC | 6.63 | 06/15/2029 | 1,700,000.00 | 1,749,581.00 | 0.02 |
| B8ADX0WW1 | Doncasters Us Finance Llc | — | 10.8 | 04/23/2030 | 1,671,600.00 | 1,688,316.00 | 0.02 |
| 89182FAA7 | TOWD Point Mortgage Trust | TPMT | 7.29 | 10/25/2063 | 1,387,923.00 | 1,405,000.00 | 0.02 |
| 90276WAR8 | UBS Commercial Mortgage Trust 2017-c7 | UBSCM | 3.42 | 12/01/2050 | 1,476,859.00 | 1,456,647.00 | 0.02 |
| 90276FAV6 | UBS Commercial Mortgage Trust 2018-c10 | UBSCM | 4.05 | 05/01/2051 | 1,196,106.00 | 1,189,551.00 | 0.02 |
| 85855CAK6 | Stellantis Finance Us Inc | STLA | 5.75 | 03/18/2030 | 1,180,000.00 | 1,209,611.00 | 0.02 |
| 853496AG2 | Standard Industries Inc/ny | BMCAUS | 4.38 | 07/15/2030 | 1,377,000.00 | 1,328,477.00 | 0.02 |
| 87724RAA0 | Taylor Morrison Communities Inc | TMHC | 5.88 | 06/15/2027 | 1,325,000.00 | 1,337,960.00 | 0.02 |
| 86765LAT4 | Sunoco Lp / Sunoco Finance Corp | SUN | 4.5 | 05/15/2029 | 1,425,000.00 | 1,396,767.00 | 0.02 |
| 86773AAA9 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.49 | 10/30/2059 | 1,531,117.00 | 1,503,619.00 | 0.02 |
| 74938KAA5 | RCKT Mortgage Trust 2024-ces5 | RCKT | 5.85 | 08/25/2044 | 1,421,492.00 | 1,433,873.00 | 0.02 |
| 74743LAA8 | Qnity Electronics Inc | QNTELE | 5.75 | 08/15/2032 | 1,215,000.00 | 1,235,868.00 | 0.02 |
| 749424AA5 | RCKT Mortgage Trust 2024-ces1 | RCKT | 6.03 | 02/01/2044 | 1,094,718.00 | 1,102,337.00 | 0.02 |
| 74390WAB8 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 1,267,000.00 | 1,213,178.00 | 0.02 |
| 131347CN4 | Calpine Corp | CPN | 5.13 | 03/15/2028 | 1,775,000.00 | 1,774,945.00 | 0.02 |
| 125039AE7 | CD 2017-cd6 Mortgage Trust | CD | 3.19 | 11/01/2050 | 1,650,000.00 | 1,620,126.00 | 0.02 |
| 12532BAC1 | Cfcre Commercial Mortgage Trust 2016-c7 | CFCRE | 3.59 | 12/01/2054 | 1,583,583.00 | 1,565,603.00 | 0.02 |
| 08163LAE9 | Benchmark 2020-b21 Mortgage Trust | BMARK | 1.7 | 12/03/2053 | 2,000,000.00 | 1,766,694.00 | 0.02 |
| 110709DL3 | Province Of British Columbia Canada | BRCOL | 6.5 | 01/15/2026 | 1,645,000.00 | 1,653,493.00 | 0.02 |
| 18972EAD7 | Clydesdale Acquisition Holdings Inc | NOVHOL | 6.75 | 04/15/2032 | 1,375,000.00 | 1,379,569.00 | 0.02 |
| 161930AB8 | Chase Home Lending Mortgage Trust Series | CHASE | 3.25 | 08/01/2064 | 1,350,418.00 | 1,214,329.00 | 0.02 |
| 147918AC0 | Cassa Depositi E Prestiti Spa | CDEP | 5.88 | 04/30/2029 | 1,200,000.00 | 1,263,689.00 | 0.02 |
| 143658CB6 | Carnival Corp | CCL | 5.13 | 05/01/2029 | 1,560,000.00 | 1,579,488.00 | 0.02 |
| 172967ME8 | Citigroup Inc | C | 3.98 | 03/20/2030 | 1,085,000.00 | 1,072,659.00 | 0.02 |
| 172967ML2 | Citigroup Inc | C | 2.67 | 01/29/2031 | 1,415,000.00 | 1,319,056.00 | 0.02 |
| 15089QAW4 | Celanese Us Holdings Llc | CE | 6.85 | 11/15/2028 | 1,050,000.00 | 1,085,727.00 | 0.02 |
| 06051GHV4 | BANK Of America Corp | BAC | 3.19 | 07/23/2030 | 1,350,000.00 | 1,301,880.00 | 0.02 |
| 05959LAH6 | Banco Do Brasil Sa/cayman | BANBRA | 4.88 | 01/11/2029 | 1,250,000.00 | 1,243,131.00 | 0.02 |
| 065402BB4 | BANK 2019-bnk18 | BANK | 3.33 | 05/01/2062 | 1,800,000.00 | 1,737,452.00 | 0.02 |
| 06051GJF7 | BANK Of America Corp | BAC | 1.9 | 07/23/2031 | 1,665,000.00 | 1,492,118.00 | 0.02 |
| 06541TBA6 | BANK 2020-bnk29 | BANK | 1.74 | 11/01/2053 | 1,969,989.00 | 1,741,833.00 | 0.02 |
| 00835AAC2 | Affirm Asset Securitization Trust 2024-b | AFFRM | 5.06 | 09/15/2029 | 1,500,000.00 | 1,499,573.00 | 0.02 |
| 013051EA1 | Province Of Alberta Canada | ALTA | 3.3 | 03/15/2028 | 1,510,000.00 | 1,487,815.00 | 0.02 |
| 01309QAA6 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 6.5 | 02/15/2028 | 1,750,000.00 | 1,782,796.00 | 0.02 |
| 019576AC1 | Allied Universal Holdco Llc / Allied Uni | UNSEAM | 6.0 | 06/01/2029 | 1,400,000.00 | 1,367,694.00 | 0.02 |
| 02128LAC0 | ALTA Equipment Group Inc | ALTG | 9.0 | 06/01/2029 | 1,595,000.00 | 1,448,385.00 | 0.02 |
| 00253XAB7 | American Airlines Inc/aadvantage Loyalty | AAL | 5.75 | 04/20/2029 | 1,400,000.00 | 1,411,851.00 | 0.02 |
| 00489LAL7 | Acrisure Llc / Acrisure Finance Inc | ACRISU | 7.5 | 11/06/2030 | 1,325,000.00 | 1,371,773.00 | 0.02 |
| 00653VAC5 | Adapthealth Llc | ADAHEA | 4.63 | 08/01/2029 | 1,800,000.00 | 1,708,564.00 | 0.02 |
| 007589AA2 | Advocate Health & Hospitals Corp | ADVHEA | 3.83 | 08/15/2028 | 1,175,000.00 | 1,169,154.00 | 0.02 |
| 053332BG6 | Autozone Inc | AZO | 6.25 | 11/01/2028 | 1,470,000.00 | 1,554,593.00 | 0.02 |
| 030981AL8 | Amerigas Partners Lp / Amerigas Finance | APU | 5.75 | 05/20/2027 | 1,075,000.00 | 1,078,418.00 | 0.02 |
| 3137BSZE6 | Freddie Mac Remics | FHR | 3.5 | 03/01/2046 | 1,125,059.00 | 1,085,786.00 | 0.02 |
| 3137F82T9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.87 | 11/01/2030 | 36,871,699.00 | 1,332,392.00 | 0.02 |
| 3137FPJA4 | Freddie Mac Multifamily Structured Pass | FHMS | 0.85 | 08/01/2034 | 30,393,425.00 | 1,555,289.00 | 0.02 |
| 3138MCYH1 | Fannie Mae Pool | FN | 3.5 | 11/01/2042 | 1,483,129.00 | 1,411,926.00 | 0.02 |
| 3140QMV43 | Fannie Mae Pool | FN | 3.0 | 12/01/2051 | 1,784,772.00 | 1,590,944.00 | 0.02 |
| 3140XANL2 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 1,506,970.00 | 1,434,711.00 | 0.02 |
| 3140XGJR1 | Fannie Mae Pool | FN | 3.0 | 01/01/2052 | 1,741,267.00 | 1,558,633.00 | 0.02 |
| 31418DTR3 | Fannie Mae Pool | FN | 2.5 | 10/01/2050 | 1,690,078.00 | 1,438,175.00 | 0.02 |
| 31418D4A7 | Fannie Mae Pool | FN | 3.5 | 09/01/2051 | 1,336,047.00 | 1,239,723.00 | 0.02 |
| 31418DY71 | Fannie Mae Pool | FN | 2.0 | 05/01/2041 | 1,478,774.00 | 1,295,561.00 | 0.02 |
| 345340AC7 | FORD Credit Auto Owner Trust 2021-rev1 | FORDR | 1.91 | 10/17/2033 | 1,400,000.00 | 1,381,858.00 | 0.02 |
| 31556TAA7 | Fertitta Entertainment Llc / Fertitta En | FRTITA | 4.63 | 01/15/2029 | 1,459,000.00 | 1,395,545.00 | 0.02 |
| 38141GWZ3 | Goldman Sachs Group Inc/the | GS | 4.22 | 05/01/2029 | 1,075,000.00 | 1,075,548.00 | 0.02 |
| 37045XEX0 | General Motors Financial Co Inc | GM | 5.35 | 07/15/2027 | 1,177,000.00 | 1,197,316.00 | 0.02 |
| 36254CAU4 | GS Mortgage Securities Trust 2017-gs7 | GSMS | 3.17 | 08/10/2050 | 1,180,000.00 | 1,160,413.00 | 0.02 |
| 36254KAK8 | GS Mortgage Securities Trust 2017-gs8 | GSMS | 3.21 | 11/10/2050 | 1,400,000.00 | 1,374,951.00 | 0.02 |
| 35564KLU1 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 7.58 | 10/25/2041 | 1,630,000.00 | 1,664,607.00 | 0.02 |
| 345397C43 | FORD Motor Credit Co Llc | F | 6.95 | 03/06/2026 | 1,275,000.00 | 1,281,943.00 | 0.02 |
| 3132DWDL4 | Freddie Mac Pool | FR | 3.5 | 04/01/2052 | 1,284,628.00 | 1,184,769.00 | 0.02 |
| 3132DWJK0 | Freddie Mac Pool | FR | 5.0 | 10/01/2053 | 1,481,520.00 | 1,477,567.00 | 0.02 |
| 3132DWFG3 | Freddie Mac Pool | FR | 5.0 | 11/01/2052 | 1,729,417.00 | 1,730,600.00 | 0.02 |
| 3132DWFR9 | Freddie Mac Pool | FR | 5.0 | 12/01/2052 | 1,260,071.00 | 1,259,575.00 | 0.02 |
| 21873SAC2 | Coreweave Inc | CRWV | 9.0 | 02/01/2031 | 1,750,000.00 | 1,755,861.00 | 0.02 |
| 29273VAM2 | Energy Transfer Lp | ET | 7.13 | 05/15/2174 | 1,300,000.00 | 1,342,090.00 | 0.02 |
| 279158AN9 | Ecopetrol Sa | ECOPET | 6.88 | 04/29/2030 | 1,545,000.00 | 1,577,985.00 | 0.02 |
| 28228PAC5 | EG Global Finance Plc | EGBLFN | 12.0 | 11/30/2028 | 400,000.00 | 437,184.00 | 0.01 |
| 25470XBD6 | DISH Dbs Corp | DISH | 5.13 | 06/01/2029 | 725,000.00 | 626,103.00 | 0.01 |
| 25714PDT2 | Dominican Republic International Bond | DOMREP | 5.95 | 01/25/2027 | 620,000.00 | 628,060.00 | 0.01 |
| 25714PDZ8 | Dominican Republic International Bond | DOMREP | 6.0 | 07/19/2028 | 973,000.00 | 1,001,217.00 | 0.01 |
| 3132D6AB6 | Freddie Mac Pool | FR | 1.5 | 05/01/2036 | 465,060.00 | 418,070.00 | 0.01 |
| 219868CJ3 | CORP Andina De Fomento | CAF | 5.0 | 01/24/2029 | 380,000.00 | 388,983.00 | 0.01 |
| 21873SAB4 | Coreweave Inc | CRWV | 9.25 | 06/01/2030 | 925,000.00 | 932,680.00 | 0.01 |
| 23312JAE3 | Dbjpm 2017-c6 Mortgage Trust | DBJPM | 3.07 | 06/01/2050 | 528,107.00 | 517,269.00 | 0.01 |
| 3132DWMR1 | Freddie Mac Pool | FR | 5.0 | 10/01/2054 | 368,835.00 | 367,086.00 | 0.01 |
| 3132DWC92 | Freddie Mac Pool | FR | 3.5 | 02/01/2052 | 1,051,221.00 | 973,681.00 | 0.01 |
| 3132DS2K7 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 883,170.00 | 790,703.00 | 0.01 |
| 3132DVL94 | Freddie Mac Pool | FR | 2.5 | 01/01/2052 | 883,571.00 | 764,599.00 | 0.01 |
| 3132DWAH6 | Freddie Mac Pool | FR | 3.0 | 11/01/2050 | 616,450.00 | 551,290.00 | 0.01 |
| 3132DWAX1 | Freddie Mac Pool | FR | 2.5 | 01/01/2051 | 453,346.00 | 387,175.00 | 0.01 |
| 3134A4AA2 | Federal Home Loan Mortgage Corp | FHLMC | 6.75 | 03/15/2031 | 545,000.00 | 623,389.00 | 0.01 |
| 31359MFJ7 | Federal National Mortgage Association | FNMA | 7.13 | 01/15/2030 | 580,000.00 | 656,297.00 | 0.01 |
| 31359MGK3 | Federal National Mortgage Association | FNMA | 6.63 | 11/15/2030 | 605,000.00 | 684,630.00 | 0.01 |
| 3133B5PP1 | Freddie Mac Pool | FR | 2.5 | 02/01/2052 | 1,229,533.00 | 1,047,922.00 | 0.01 |
| 3133EMW40 | Federal Farm Credit Banks Funding Corp | FFCB | 1.55 | 07/26/2030 | 550,000.00 | 492,451.00 | 0.01 |
| 3136B1VA9 | Fannie Mae Remics | FNR | 3.5 | 04/01/2047 | 506,995.00 | 496,547.00 | 0.01 |
| 3136B2ZS4 | Fannie Mae Remics | FNR | 3.5 | 11/01/2029 | 850,971.00 | 846,776.00 | 0.01 |
| 3137BEWS9 | Freddie Mac Multifamily Structured Pass | FHMS | 2.08 | 02/01/2032 | 12,016,782.00 | 718,131.00 | 0.01 |
| 36268NAA8 | Boost Newco Borrower Llc | WRLDPY | 7.5 | 01/15/2031 | 350,000.00 | 371,014.00 | 0.01 |
| 36253PAB8 | GS Mortgage Securities Trust 2017-gs6 | GSMS | 3.16 | 05/10/2050 | 762,193.00 | 748,599.00 | 0.01 |
| 36179WZC5 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/20/2052 | 1,067,026.00 | 1,017,894.00 | 0.01 |
| 38376UBD0 | Government National Mortgage Association | GNR | 3.0 | 11/01/2042 | 995,155.00 | 979,105.00 | 0.01 |
| 37310PAB7 | Georgetown University/the | GTOWNU | 5.22 | 10/01/2118 | 785,000.00 | 707,974.00 | 0.01 |
| 38141GWB6 | Goldman Sachs Group Inc/the | GS | 3.85 | 01/26/2027 | 800,000.00 | 797,364.00 | 0.01 |
| 33834YAC2 | FIVE Point Operating Co Lp | FPH | 8.0 | 10/01/2030 | 925,000.00 | 946,241.00 | 0.01 |
| 345397B51 | FORD Motor Credit Co Llc | F | 2.9 | 02/16/2028 | 575,000.00 | 549,702.00 | 0.01 |
| 31418FDC8 | Fannie Mae Pool | FN | 6.0 | 10/01/2054 | 426,490.00 | 436,425.00 | 0.01 |
| 31418EBS8 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 1,165,636.00 | 994,673.00 | 0.01 |
| 31418EDY3 | Fannie Mae Pool | FN | 4.0 | 04/01/2052 | 1,084,120.00 | 1,031,716.00 | 0.01 |
| 31418DY22 | Fannie Mae Pool | FN | 1.5 | 05/01/2036 | 588,576.00 | 529,109.00 | 0.01 |
| 31418D4Z2 | Fannie Mae Pool | FN | 3.0 | 10/01/2051 | 530,897.00 | 472,415.00 | 0.01 |
| 31418DQH8 | Fannie Mae Pool | FN | 2.5 | 06/01/2050 | 421,186.00 | 361,001.00 | 0.01 |
| 31418D2M3 | Fannie Mae Pool | FN | 2.5 | 07/01/2051 | 797,013.00 | 680,454.00 | 0.01 |
| 3140XMHA7 | Fannie Mae Pool | FN | 3.5 | 09/01/2044 | 1,080,209.00 | 1,027,401.00 | 0.01 |
| 3140XMLB0 | Fannie Mae Pool | FN | 3.0 | 04/01/2048 | 542,318.00 | 501,985.00 | 0.01 |
| 3140XGZY8 | Fannie Mae Pool | FN | 4.0 | 04/01/2052 | 927,296.00 | 888,820.00 | 0.01 |
| 3137FQ4B6 | Freddie Mac Multifamily Structured Pass | FHMS | 0.83 | 10/01/2029 | 18,487,263.00 | 529,098.00 | 0.01 |
| 3137FNX70 | Freddie Mac Multifamily Structured Pass | FHMS | 1.08 | 07/01/2029 | 17,415,832.00 | 590,570.00 | 0.01 |
| 03837AAD2 | Aptiv Swiss Holdings Ltd | APTV | 6.88 | 12/15/2054 | 440,000.00 | 448,250.00 | 0.01 |
| 05377RDY7 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 2.02 | 02/20/2027 | 666,667.00 | 663,923.00 | 0.01 |
| 00834BAH0 | Affirm Asset Securitization Trust 2024-a | AFFRM | 6.16 | 02/15/2029 | 500,000.00 | 501,154.00 | 0.01 |
| 01309QAC2 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 5.5 | 03/31/2031 | 525,000.00 | 529,106.00 | 0.01 |
| 07274NAJ2 | Bayer Us Finance Ii Llc | BAYNGR | 4.25 | 12/15/2025 | 555,000.00 | 554,524.00 | 0.01 |
| 071734AM9 | Bausch Health Cos Inc | BHCCN | 5.0 | 02/15/2029 | 550,000.00 | 427,968.00 | 0.01 |
| 071734AH0 | Bausch Health Cos Inc | BHCCN | 5.0 | 01/30/2028 | 975,000.00 | 853,125.00 | 0.01 |
| 071734AJ6 | Bausch Health Cos Inc | BHCCN | 5.25 | 01/30/2030 | 550,000.00 | 396,000.00 | 0.01 |
| 07336MAA9 | Bayview Opportunity Master Fund Vii Trus | BVABS | 6.97 | 07/29/2032 | 672,983.00 | 674,269.00 | 0.01 |
| 08162UAV2 | Benchmark 2018-b8 Mortgage Trust | BMARK | 3.96 | 01/01/2052 | 780,000.00 | 771,662.00 | 0.01 |
| 085209AG9 | Bermuda Government International Bond | BERMUD | 2.38 | 08/20/2030 | 1,005,000.00 | 912,351.00 | 0.01 |
| 06051GGF0 | BANK Of America Corp | BAC | 3.82 | 01/20/2028 | 675,000.00 | 672,377.00 | 0.01 |
| 06051GGR4 | BANK Of America Corp | BAC | 3.59 | 07/21/2028 | 530,000.00 | 525,314.00 | 0.01 |
| 15135UAR0 | Cenovus Energy Inc | CVECN | 5.4 | 06/15/2047 | 792,000.00 | 733,906.00 | 0.01 |
| 16115QAF7 | Chart Industries Inc | GTLS | 7.5 | 01/01/2030 | 400,000.00 | 417,028.00 | 0.01 |
| 17326FAC1 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.21 | 10/12/2050 | 957,086.00 | 936,537.00 | 0.01 |
| 17888HAA1 | Civitas Resources Inc | CIVI | 8.38 | 07/01/2028 | 470,000.00 | 485,403.00 | 0.01 |
| 17888HAC7 | Civitas Resources Inc | CIVI | 8.63 | 11/01/2030 | 850,000.00 | 878,646.00 | 0.01 |
| 18060TAD7 | Clarios Global Lp / Clarios Us Finance C | POWSOL | 6.75 | 02/15/2030 | 500,000.00 | 517,635.00 | 0.01 |
| 20753XAF1 | Connecticut Avenue Securities Trust 2022 | CAS | 10.43 | 03/25/2042 | 860,000.00 | 917,516.00 | 0.01 |
| 20753YAF9 | Connecticut Avenue Securities Trust 2022 | CAS | 9.43 | 03/25/2042 | 340,000.00 | 358,529.00 | 0.01 |
| 20754XAC7 | Connecticut Avenue Securities Trust 2024 | CAS | 5.88 | 07/25/2044 | 500,000.00 | 501,876.00 | 0.01 |
| 173106AB1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 890,173.00 | 796,706.00 | 0.01 |
| 173106AC9 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 598,414.00 | 514,602.00 | 0.01 |
| 173106AD7 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 456,306.00 | 375,006.00 | 0.01 |
| 17332HAD7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 823,808.00 | 631,339.00 | 0.01 |
| 17332HAE5 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 703,006.00 | 502,617.00 | 0.01 |
| 105860AA8 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 600,000.00 | 598,398.00 | 0.01 |
| 12189LAC5 | Burlington Northern Santa Fe Llc | BNSF | 5.05 | 03/01/2041 | 790,000.00 | 781,372.00 | 0.01 |
| 10554TAB1 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/10/2028 | 900,000.00 | 403,875.00 | 0.01 |
| 10554TAD7 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/31/2030 | 1,457,000.00 | 582,800.00 | 0.01 |
| 097751BT7 | Bombardier Inc | BBDBCN | 7.88 | 04/15/2027 | 540,000.00 | 540,270.00 | 0.01 |
| 12594MBB3 | COMM 2016-cor1 Mortgage Trust | COMM | 2.83 | 10/01/2049 | 678,481.00 | 670,976.00 | 0.01 |
| 12515DAQ7 | CD 2017-cd4 Mortgage Trust | CD | 3.25 | 05/01/2050 | 542,270.00 | 535,340.00 | 0.01 |
| 12515HAY1 | CD 2017-cd5 Mortgage Trust | CD | 3.17 | 08/01/2050 | 800,000.00 | 783,911.00 | 0.01 |
| 126307BF3 | CSC Holdings Llc | CSCHLD | 3.38 | 02/15/2031 | 600,000.00 | 362,894.00 | 0.01 |
| 1266715E2 | Cwabs Inc Asset-backed Certificates Trus | CWL | 4.53 | 08/25/2034 | 1,044,860.00 | 1,035,116.00 | 0.01 |
| 126307AS6 | CSC Holdings Llc | CSCHLD | 5.38 | 02/01/2028 | 975,000.00 | 807,965.00 | 0.01 |
| 126307BB2 | CSC Holdings Llc | CSCHLD | 4.13 | 12/01/2030 | 750,000.00 | 462,003.00 | 0.01 |
| 74390WAC6 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 747,000.00 | 706,472.00 | 0.01 |
| 74390WAD4 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 729,000.00 | 681,051.00 | 0.01 |
| 71880KAA9 | Phinia Inc | PHIN | 6.75 | 04/15/2029 | 755,000.00 | 779,974.00 | 0.01 |
| 74815HCA8 | Province Of Quebec Canada | Q | 7.49 | 03/02/2026 | 565,000.00 | 571,456.00 | 0.01 |
| 80386WAB1 | Sasol Financing Usa Llc | SASOL | 6.5 | 09/27/2028 | 600,000.00 | 591,366.00 | 0.01 |
| 80386WAC9 | Sasol Financing Usa Llc | SASOL | 4.38 | 09/18/2026 | 1,020,000.00 | 1,012,972.00 | 0.01 |
| 812127AA6 | Sealed Air Corp/sealed Air Corp Us | SEE | 6.13 | 02/01/2028 | 450,000.00 | 455,339.00 | 0.01 |
| 81881JAC6 | Shackleton 2014-v-r Clo Ltd | SHACK | 5.6 | 05/07/2031 | 383,492.00 | 383,585.00 | 0.01 |
| 75907DAA5 | Regional Management Issuance Trust 2022- | RMIT | 3.07 | 03/15/2032 | 786,179.00 | 783,781.00 | 0.01 |
| 75049AAA0 | Radnor Re 2024-1 Ltd | RMIR | 6.18 | 09/25/2034 | 475,050.00 | 475,320.00 | 0.01 |
| 75049GAB5 | Radnor Re 2021-2 Ltd | RMIR | 7.88 | 11/25/2031 | 832,827.00 | 843,033.00 | 0.01 |
| 75050KAA4 | Radnor Re 2023-1 Ltd | RMIR | 6.88 | 07/25/2033 | 637,756.00 | 640,266.00 | 0.01 |
| 78355HKU2 | Ryder System Inc | R | 4.3 | 06/15/2027 | 440,000.00 | 440,942.00 | 0.01 |
| 76116FAC1 | Resolution Funding Corp Principal Strip | RFCSP | — | 04/15/2030 | 855,000.00 | 719,945.00 | 0.01 |
| 85571BBF1 | Starwood Property Trust Inc | STWD | 5.25 | 10/15/2028 | 925,000.00 | 928,850.00 | 0.01 |
| 90276CAD3 | UBS Commercial Mortgage Trust 2017-c2 | UBSCM | 3.23 | 08/01/2050 | 437,158.00 | 431,167.00 | 0.01 |
| 90932LAH0 | United Airlines Inc | UAL | 4.63 | 04/15/2029 | 749,000.00 | 741,800.00 | 0.01 |
| 893830BY4 | Transocean International Ltd | RIG | 8.25 | 05/15/2029 | 660,000.00 | 663,300.00 | 0.01 |
| 89182JAA9 | TOWD Point Mortgage Trust 2024-ces2 | TPMT | 6.13 | 02/25/2064 | 594,958.00 | 600,142.00 | 0.01 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 670,360.00 | 674,064.00 | 0.01 |
| B8ADGKST8 | NEW Generation Gas Gathering Llc | — | 4.3 | 09/30/2029 | 810,810.00 | 798,647.00 | 0.01 |
| B8AC5MQN3 | Diamond Sports Grp Llc- Cs | — | — | — | 57,273.00 | 418,837.00 | 0.01 |
| B8ACXD562 | NEW Generation Gas Gathering Llc | — | 4.04 | 09/30/2029 | 675,676.00 | 665,540.00 | 0.01 |
| BF8F6P8 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/10/2028 | 2,000,000.00 | 897,500.00 | 0.01 |
| BH0NC12 | Stryker Corp | SYK | 2.13 | 11/30/2027 | 430,000.00 | 492,854.00 | 0.01 |
| B8ADVAEX9 | NEW Generation Gas Gathering Llc | — | 4.3 | 09/30/2029 | 675,675.00 | 665,539.00 | 0.01 |
| B8A5CKF71 | Tfs_l 8-3-al 2.90 16-mar-2023 Private Pl | — | 2.9 | 03/15/2026 | 719,487.00 | 626,134.00 | 0.01 |
| 95001LAW2 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.3 | 03/01/2051 | 51,500,000.00 | 387,753.00 | 0.01 |
| 95001QAW1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.35 | 08/01/2051 | 104,789,000.00 | 995,663.00 | 0.01 |
| 95081QAQ7 | Wesco Distribution Inc | WCC | 6.38 | 03/15/2029 | 730,000.00 | 753,109.00 | 0.01 |
| 95081QAR5 | Wesco Distribution Inc | WCC | 6.63 | 03/15/2032 | 540,000.00 | 564,352.00 | 0.01 |
| 912834DV7 | United States Treasury Strip Coupon | S | — | 05/15/2039 | 1,120,000.00 | 603,578.00 | 0.01 |
| 912834JB5 | United States Treasury Strip Coupon | S | — | 08/15/2040 | 1,500,000.00 | 752,265.00 | 0.01 |
| 912834KV9 | United States Treasury Strip Coupon | S | — | 11/15/2041 | 855,000.00 | 400,047.00 | 0.01 |
| 91282CNX5 | United States Treasury Note/bond | T | 3.63 | 08/31/2030 | 480,000.00 | 478,350.00 | 0.01 |
| 912810UN6 | United States Treasury Note/bond | T | 4.88 | 08/15/2045 | 565,000.00 | 581,950.00 | 0.01 |
| 911759KZ0 | United States Department Of Housing And | HUD | 4.48 | 08/01/2030 | 553,000.00 | 552,401.00 | 0.01 |
| 95000TBR6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.37 | 03/01/2050 | 632,422.00 | 619,919.00 | 0.01 |
| 92332YAA9 | Venture Global Lng Inc | VENLNG | 8.13 | 06/01/2028 | 1,025,000.00 | 1,055,903.00 | 0.01 |
| 92556VAF3 | Viatris Inc | VTRS | 4.0 | 06/22/2050 | 820,000.00 | 553,297.00 | 0.01 |
| 92564RAA3 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.25 | 12/01/2026 | 600,000.00 | 598,786.00 | 0.01 |
| 92564RAB1 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.63 | 12/01/2029 | 485,000.00 | 480,926.00 | 0.01 |
| 61744YAK4 | Morgan Stanley | MS | 3.59 | 07/22/2028 | 640,000.00 | 633,357.00 | 0.01 |
| 61746REG2 | Morgan Stanley Abs Capital I Inc Trust 2 | MSAC | 3.98 | 10/25/2033 | 1,054,370.00 | 1,056,925.00 | 0.01 |
| 603051AF0 | Mineral Resources Ltd | MINAU | 7.0 | 04/01/2031 | 750,000.00 | 773,587.00 | 0.01 |
| 62916TAE9 | NLT 2025-inv1 Trust | NLT | 6.59 | 02/01/2070 | 750,000.00 | 745,546.00 | 0.01 |
| 62916TAF6 | NLT 2025-inv1 Trust | NLT | 6.59 | 02/01/2070 | 590,000.00 | 573,396.00 | 0.01 |
| 651229BG0 | Newell Brands Inc | NWL | 8.5 | 06/01/2028 | 965,000.00 | 993,048.00 | 0.01 |
| 638962AA8 | NCR Atleos Corp | NCRATL | 9.5 | 04/01/2029 | 971,000.00 | 1,048,339.00 | 0.01 |
| 629377CH3 | NRG Energy Inc | NRG | 5.25 | 06/15/2029 | 625,000.00 | 627,739.00 | 0.01 |
| 62916TAH2 | NLT 2025-inv1 Trust | NLT | 0.9 | 02/01/2070 | 19,257,898.00 | 433,302.00 | 0.01 |
| 70052LAD5 | PARK Intermediate Holdings Llc / Pk Dome | PK | 7.0 | 02/01/2030 | 845,000.00 | 865,894.00 | 0.01 |
| 682691AC4 | Onemain Finance Corp | OMF | 3.88 | 09/15/2028 | 800,000.00 | 772,162.00 | 0.01 |
| 68622TAA9 | Organon & Co / Organon Foreign Debt Co-i | OGN | 4.13 | 04/30/2028 | 950,000.00 | 903,178.00 | 0.01 |
| 67091TAD7 | OCP Sa | OCPMR | 3.75 | 06/23/2031 | 407,000.00 | 380,545.00 | 0.01 |
| 681639AB6 | Olympus Water Us Holding Corp | SOLEIN | 6.25 | 10/01/2029 | 1,000,000.00 | 973,499.00 | 0.01 |
| 68267EAB0 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.95 | 11/14/2028 | 900,000.00 | 897,522.00 | 0.01 |
| 448814EL3 | Hydro-quebec | QHEL | 8.25 | 04/15/2026 | 445,000.00 | 452,382.00 | 0.01 |
| 448814CT8 | Hydro-quebec | QHEL | 8.25 | 01/15/2027 | 670,000.00 | 701,317.00 | 0.01 |
| 448814FH1 | Hydro-quebec | QHEL | 8.25 | 01/15/2027 | 395,000.00 | 413,463.00 | 0.01 |
| 422704AH9 | Hecla Mining Co | HL | 7.25 | 02/15/2028 | 775,000.00 | 780,247.00 | 0.01 |
| 39571MAC2 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.55 | 07/25/2059 | 500,000.00 | 512,987.00 | 0.01 |
| 39571MAD0 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.67 | 06/25/2059 | 737,804.00 | 755,325.00 | 0.01 |
| 39809AAA6 | Greywolf Clo Vii Ltd | GWOLF | 5.32 | 10/20/2031 | 830,820.00 | 830,802.00 | 0.01 |
| 431318AV6 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.0 | 02/01/2031 | 1,025,000.00 | 974,251.00 | 0.01 |
| 46648KAT3 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.15 | 10/01/2050 | 1,064,384.00 | 1,043,531.00 | 0.01 |
| 46649XAN7 | J.P. Morgan Chase Commercial Mortgage Se | JPMCC | 4.61 | 07/01/2031 | 5,035,000.00 | 972,774.00 | 0.01 |
| 46593HAA6 | JP Morgan Mortgage Trust 2024-he2 | JPMMT | 5.38 | 10/20/2054 | 498,877.00 | 498,874.00 | 0.01 |
| 46647PAM8 | Jpmorgan Chase & Co | JPM | 3.51 | 01/23/2029 | 375,000.00 | 370,133.00 | 0.01 |
| 458182BY7 | Inter-american Development Bank | IADB | 6.95 | 08/01/2026 | 500,000.00 | 508,873.00 | 0.01 |
| 455170AA8 | Indiana University Health Inc Obligated | INUHLT | 3.97 | 11/01/2048 | 800,000.00 | 653,066.00 | 0.01 |
| 449691AC8 | Iliad Holding Sas | ILIADH | 7.0 | 10/15/2028 | 550,000.00 | 557,870.00 | 0.01 |
| 576323AT6 | Mastec Inc | MTZ | 5.9 | 06/15/2029 | 920,000.00 | 961,792.00 | 0.01 |
| 552953CD1 | MGM Resorts International | MGM | 4.63 | 09/01/2026 | 935,000.00 | 933,840.00 | 0.01 |
| 55305BAS0 | M/I Homes Inc | MHO | 4.95 | 02/01/2028 | 834,000.00 | 831,236.00 | 0.01 |
| 53944YAD5 | Lloyds Banking Group Plc | LLOYDS | 3.75 | 01/11/2027 | 800,000.00 | 796,977.00 | 0.01 |
| 53523LAB6 | Lindblad Expeditions Llc | LIND | 7.0 | 09/15/2030 | 600,000.00 | 611,316.00 | 0.01 |
| 47232MAF9 | Jefferies Finance Llc / Jfin Co-issuer C | JEFFIN | 5.0 | 08/15/2028 | 750,000.00 | 710,289.00 | 0.01 |
| 51507KAA4 | Lending Funding Trust 2020-2 | LFT | 2.32 | 04/21/2031 | 584,035.00 | 573,530.00 | 0.01 |
| SWB8AE9J9T | Trswap: Tnote 2.25 15-nov-27 11/13/2025 | — | — | 11/13/2025 | 102,600,000.00 | 581,516.00 | 0.01 |
| SWB8AEJPSR | Scds: (argent) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 507,117.00 | 0.01 |
| SWTRE8AE9J | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 11/13/2025 | 102,600,000.00 | 532,237.00 | 0.01 |
| SWB8AEJPUQ | Scds: (turkey) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 569,081.00 | 0.01 |
| SWB8ADC3D1 | SWP: Ois Sofr 3.719000 16-dec-2054_c | — | — | 12/16/2054 | -9,505,000.00 | 399,381.00 | 0.01 |
| SWB8ADCX6K | SWP: Ois Sofr 3.825010 20-dec-2054_c | — | — | 12/20/2054 | -33,250,000.00 | 786,049.00 | 0.01 |
| SWB8A5Z0B3 | Fswp: Ois 1.050000 08-may-2027 | — | — | 05/08/2027 | -7,720,000.00 | 371,776.00 | 0.01 |
| SWB8ACMUHF | SWP: Ois Sofr 4.750000 11-may-2026_c | — | — | 05/11/2026 | 86,205,000.00 | 387,702.00 | 0.01 |
| SWB8ADUTEY | SWP: Brl Di Ois Jan 31 13.94_c | — | — | 01/02/2031 | 123,649,784.00 | 551,447.00 | 0.01 |
| SWB8A5Z49U | SWP: Ois Gbp 1.150000 08-may-2032 - Payf | — | — | 05/08/2032 | -2,010,000.00 | 384,893.00 | 0.01 |
| P_51889BAA | Laurel Road Prime Student Loan Trust 201 | — | 4.12 | 11/25/2043 | 589,474.00 | 562,464.00 | 0.01 |
| BZ97T10 | Angolan Government International Bond | ANGOL | 9.5 | 11/12/2025 | 637,000.00 | 637,000.00 | 0.01 |
| L9JNF53B80 | Gbp/usd Fwd 20260122 57918 | GBP | — | 01/22/2026 | -35,961,422.00 | 559,850.00 | 0.01 |
| N85LNEEJAA | Sgd/usd Fwd 20251217 Mslngb2x | SGD | — | 12/17/2025 | -71,955,146.00 | 857,605.00 | 0.01 |
| BL4124436 | Asurion Llc | ASUCOR | 8.51 | 08/21/2028 | 926,350.00 | 929,360.00 | 0.01 |
| BL4790764 | WSH Services Holding Ltd | WESTBU | 8.72 | 05/16/2031 | 450,000.00 | 591,165.00 | 0.01 |
| BL3782630 | Cuppa Bidco Bv | EKATER | 6.79 | 06/29/2029 | 1,000,000.00 | 907,711.00 | 0.01 |
| BNRKHP7 | Serbia International Bond | SERBIA | 1.65 | 03/03/2033 | 492,000.00 | 479,152.00 | 0.01 |
| BRXXZR6 | Boots Group Finco Lp | BOOTFN | 7.38 | 08/31/2032 | 575,000.00 | 773,895.00 | 0.01 |
| BWWD237 | Petroleos Mexicanos | PEMEX | 2.75 | 04/21/2027 | 762,000.00 | 868,438.00 | 0.01 |
| BW5YXJ0 | EG Global Finance Plc | EGBLFN | 11.0 | 11/30/2028 | 500,000.00 | 627,473.00 | 0.01 |
| BZ0W0D3 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 5.88 | 07/05/2034 | 76,241.00 | 78,918.00 | 0.00 |
| BW5YZT4 | Talktalk Telecom Group Ltd | TALKLN | 11.75 | 03/01/2028 | 1,235,804.00 | 97,408.00 | 0.00 |
| H70PAO6M5K | Cop/usd Fwd 20251217 5 | COP | — | 12/17/2025 | -16,542,291,498.00 | -133,563.00 | 0.00 |
| H7BHRHLF1I | Brl/usd Fwd 20251202 5 | BRL | — | 12/02/2025 | 126,174,275.00 | -193,169.00 | 0.00 |
| HEKH3862IT | Idr/usd Fwd 20251217 00187 | IDR | — | 12/17/2025 | -105,133,215,500.00 | 31,108.00 | 0.00 |
| HJRS1GQGOV | Thb/usd Fwd 20251217 Citius33 | THB | — | 12/17/2025 | -45,130,553.00 | 133,940.00 | 0.00 |
| HO71U6M299 | Inr/usd Fwd 20251217 Midlgb22 | INR | — | 12/17/2025 | 729,817,663.00 | 4,693.00 | 0.00 |
| HTH12PN97L | Thb/usd Fwd 20251217 955 | THB | — | 12/17/2025 | 84,748,125.00 | 5,971.00 | 0.00 |
| IHBZ5 INDE | IBIG Iboxx Ishr Dec25 | IHBZ5 | — | 12/01/2025 | -13,148,550.00 | -165,092.00 | 0.00 |
| J5ATNV47BL | Sgd/usd Fwd 20251217 00187 | SGD | — | 12/17/2025 | -10,080,132.00 | 94,703.00 | 0.00 |
| J63DI27THP | Idr/usd Fwd 20251217 955 | IDR | — | 12/17/2025 | 80,151,053,700.00 | -3,756.00 | 0.00 |
| JU0TPGLD6V | Cop/usd Fwd 20251217 Midlgb22 | COP | — | 12/17/2025 | 6,537,286,655.00 | 5,696.00 | 0.00 |
| KNO1I566GH | Inr/usd Fwd 20251217 Citius33 | INR | — | 12/17/2025 | 206,971,470.00 | 3,378.00 | 0.00 |
| L5217E120 | Intelsat Emergence Sa | — | — | — | 30,700.00 | 3.00 | 0.00 |
| L5DH3DOP5K | Eur/usd Fwd 20251105 Citius33 | EUR | — | 11/05/2025 | 3,331,938.00 | -90,654.00 | 0.00 |
| L81PG0G9NH | Pln/usd Fwd 20260122 00187 | PLN | — | 01/22/2026 | -37,818,548.00 | 116,974.00 | 0.00 |
| BP2JTOQNJB | Brl/usd Fwd 20251104 Mslngb2x | BRL | — | 11/04/2025 | 17,221,915.00 | 17,918.00 | 0.00 |
| BL3219328 | Blackstone Mortgage Tr | BXMT | 6.53 | 04/23/2026 | 80,873.00 | 80,771.00 | 0.00 |
| BL4938314 | MAIN Street Sports Group | DSPORT | 15.0 | 01/02/2028 | 409,258.00 | 304,897.00 | 0.00 |
| BL4741288 | Adtalem Global Education | ATGE | 6.91 | 08/12/2028 | 131,801.00 | 131,745.00 | 0.00 |
| DKNV45LV6U | Mxn/usd Fwd 20251217 Deutgb22 | MXN | — | 12/17/2025 | -67,739,835.00 | -31,021.00 | 0.00 |
| DQRC20DULE | Php/usd Fwd 20251217 Midlgb22 | PHP | — | 12/17/2025 | -726,863,524.00 | 52,850.00 | 0.00 |
| DUZ5 COMDT | Euro-schatz Fut Dec25 | DUZ5 | — | 12/08/2025 | -14,070,537.00 | 10,408.00 | 0.00 |
| E4P5CR95FQ | Cop/usd Fwd 20251217 Citius33 | COP | — | 12/17/2025 | -13,017,462,900.00 | -23,772.00 | 0.00 |
| FCN79RSKAA | Thb/usd Fwd 20251217 Midlgb22 | THB | — | 12/17/2025 | -230,033,875.00 | 104,572.00 | 0.00 |
| FFF6 COMDT | FED Fund 30day Jan26 | FFF6 | — | 01/30/2026 | -146,445,152.00 | 160,654.00 | 0.00 |
| FTE1ELL3VS | Clp/usd Fwd 20251217 Bnpafrpp | CLP | — | 12/17/2025 | 5,702,047,525.00 | 78,458.00 | 0.00 |
| FUD7HGF476 | Cop/usd Fwd 20251217 Mslngb2x | COP | — | 12/17/2025 | -8,788,527,732.00 | -52,792.00 | 0.00 |
| FVZ5 COMDT | US 5yr Note (cbt) Dec25 | FVZ5 | — | 12/31/2025 | -76,010,813.00 | 309,072.00 | 0.00 |
| FXB8ADEMDD | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 20,378,000.00 | 9.00 | 0.00 |
| FXB8ADEMDE | USD P Inr C @87.0000 Eo | — | — | 01/08/2026 | -13,092,000.00 | -11,713.00 | 0.00 |
| FXB8ADFXED | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 5,814,000.00 | 2.00 | 0.00 |
| FXB8AE9QAJ | USD P Twd C @29.25 Eo | — | — | 11/12/2025 | -8,709,000.00 | -419.00 | 0.00 |
| FXB8AE9QAK | USD P Twd C @22.00 Eo | — | — | 11/12/2025 | 8,709,000.00 | 0.00 | 0.00 |
| FXB8AEAR1X | USD P Twd C @29.50 Eo | — | — | 11/19/2025 | -4,178,000.00 | -1,173.00 | 0.00 |
| FXB8AEAR1Z | USD P Twd C @23.00 Eo | — | — | 11/19/2025 | 4,178,000.00 | 1.00 | 0.00 |
| FXB8AEB6DW | USD P Twd C @29.50 Eo | — | — | 11/21/2025 | -2,093,000.00 | -697.00 | 0.00 |
| FXB8AEB6QB | USD P Twd C @20.00 Eo | — | — | 11/21/2025 | 2,093,000.00 | 0.00 | 0.00 |
| FXB8AEDLJM | USD C Brl P @7.000000 Eo | — | — | 11/06/2025 | 4,230,000.00 | 0.00 | 0.00 |
| FXB8AEDRUA | USD C Cnh P @7.220000 Eo | — | — | 12/05/2025 | -33,908,000.00 | -5,740.00 | 0.00 |
| FXB8AEDRUC | USD P Cnh C @6.900000 Eo | — | — | 12/05/2025 | 33,908,000.00 | 4,226.00 | 0.00 |
| FXB8AEDS2V | USD C Cnh P @7.700000 Eo | — | — | 12/05/2025 | 33,908,000.00 | 28.00 | 0.00 |
| FXB8AEEKPM | USD C Try P @99.00000 Eo | — | — | 11/11/2025 | 4,228,000.00 | 536.00 | 0.00 |
| FXB8AEEKPN | USD C Try P @44.00000 Eo | — | — | 11/11/2025 | -4,228,000.00 | -7,425.00 | 0.00 |
| FXB8AEJLQL | EUR P Usd C @1.000000 Eo | — | — | 11/04/2025 | 3,648,000.00 | 0.00 | 0.00 |
| FXB8AEJLQM | EUR P Usd C @1.175000 Eo | — | — | 11/04/2025 | -3,648,000.00 | -81,617.00 | 0.00 |
| FXB8AEJP96 | EUR C Huf P @440.0000 Eo | — | — | 11/04/2025 | 4,174,000.00 | 0.00 | 0.00 |
| FXB8AEJP97 | EUR C Huf P @390.0000 Eo | — | — | 11/04/2025 | -4,174,000.00 | -1,798.00 | 0.00 |
| FXB8AEJUEQ | EUR C Ron P @5.800000 Eo | — | — | 11/05/2025 | 3,653,000.00 | 0.00 | 0.00 |
| FXB8AEJUER | EUR C Ron P @5.110000 Eo | — | — | 11/05/2025 | -3,653,000.00 | -2,591.00 | 0.00 |
| FXB8AEJV13 | EUR C Czk P @26.00000 Eo | — | — | 11/05/2025 | 4,968,000.00 | 0.00 | 0.00 |
| FXB8AEJV14 | EUR C Czk P @24.28000 Eo | — | — | 11/05/2025 | -4,968,000.00 | -16,993.00 | 0.00 |
| FXB8AEKEX2 | EUR C Huf P @430.0000 Eo | — | — | 11/05/2025 | 3,678,000.00 | 0.00 | 0.00 |
| FXB8AEKFLD | EUR C Czk P @26.00000 Eo | — | — | 11/05/2025 | 2,207,000.00 | 0.00 | 0.00 |
| FXB8AEKFLE | EUR C Czk P @24.36000 Eo | — | — | 11/05/2025 | -2,207,000.00 | -2,532.00 | 0.00 |
| FXB8AEKUVS | USD C Krw P @1400.00 Eo | — | — | 11/12/2025 | -1,723,000.00 | -35,706.00 | 0.00 |
| FXB8AEKUVT | USD C Krw P @1600.00 Eo | — | — | 11/12/2025 | 1,723,000.00 | 0.00 | 0.00 |
| FXB8AEKWRS | USD P Jpy C @150.9000 Eo | — | — | 11/13/2025 | -8,615,000.00 | -7,438.00 | 0.00 |
| FXB8AEKWRT | USD P Jpy C @130.0000 Eo | — | — | 11/13/2025 | 8,615,000.00 | 0.00 | 0.00 |
| FXB8AEL4UR | USD C Try P @44.50000 Eo | — | — | 11/13/2025 | -8,625,000.00 | -15,172.00 | 0.00 |
| FXB8AEL4US | USD C Try P @99.00000 Eo | — | — | 11/13/2025 | 8,625,000.00 | 1,038.00 | 0.00 |
| FXB8AELD7T | USD C Zar P @21.00000 Eo | — | — | 11/13/2025 | 4,312,000.00 | 10.00 | 0.00 |
| FXB8AELD7U | USD C Zar P @17.60000 Eo | — | — | 11/13/2025 | -4,312,000.00 | -10,272.00 | 0.00 |
| FXB8AELD7V | USD P Zar C @15.00000 Eo | — | — | 11/13/2025 | 1,754,000.00 | 0.00 | 0.00 |
| FXB8AELD7W | USD P Zar C @17.40000 Eo | — | — | 11/13/2025 | -1,754,000.00 | -14,373.00 | 0.00 |
| FXB8AELN8N | USD C Cop P @3950.00 Eo | — | — | 11/13/2025 | -4,322,000.00 | -12,019.00 | 0.00 |
| FXB8AELN8P | USD C Cop P @5000.00 Eo | — | — | 11/13/2025 | 4,322,000.00 | 0.00 | 0.00 |
| FXB8AELNNK | EUR C Pln P @4.250000 Eo | — | — | 11/13/2025 | -3,726,000.00 | -16,370.00 | 0.00 |
| FXB8AELNNL | EUR C Pln P @5.000000 Eo | — | — | 11/13/2025 | 3,726,000.00 | 0.00 | 0.00 |
| FXB8AELRKB | USD C Twd P @30.30 Eo | — | — | 11/13/2025 | -4,322,000.00 | -73,030.00 | 0.00 |
| FXB8AELRKC | USD C Twd P @34.00 Eo | — | — | 11/13/2025 | 4,322,000.00 | 5.00 | 0.00 |
| FXB8AELZ13 | EUR C Try P @52.00000 Eo | — | — | 11/18/2025 | -7,454,000.00 | -30,535.00 | 0.00 |
| FXB8AELZ16 | EUR C Try P @99.00000 Eo | — | — | 11/18/2025 | 7,454,000.00 | 2,483.00 | 0.00 |
| FXB8AEM735 | USD P Twd C @30.30 Eo | — | — | 11/19/2025 | -6,504,000.00 | -9,757.00 | 0.00 |
| FXB8AEM736 | USD P Twd C @27.00 Eo | — | — | 11/19/2025 | 6,504,000.00 | 72.00 | 0.00 |
| FXB8AEMFL6 | EUR C Pln P @4.285000 Eo | — | — | 01/20/2026 | -1,851,000.00 | -13,808.00 | 0.00 |
| FXB8AEMFL7 | EUR C Pln P @5.000000 Eo | — | — | 01/20/2026 | 1,851,000.00 | 77.00 | 0.00 |
| FXB8AEMFL8 | EUR P Pln C @4.200000 Eo | — | — | 01/20/2026 | 5,553,000.00 | 7,839.00 | 0.00 |
| FXB8AEMPZN | EUR C Try P @52.00000 Eo | — | — | 11/20/2025 | -7,413,000.00 | -35,909.00 | 0.00 |
| FXB8AEMPZP | EUR C Try P @99.00000 Eo | — | — | 11/20/2025 | 7,413,000.00 | 3,104.00 | 0.00 |
| FXB8AEMQSW | USD C Twd P @33.00 Eo | — | — | 11/20/2025 | 4,336,000.00 | 162.00 | 0.00 |
| FXB8AEMQSX | USD C Twd P @30.25 Eo | — | — | 11/20/2025 | -4,336,000.00 | -81,837.00 | 0.00 |
| FXB8AEMYTR | USD C Krw P @1385.00 Eo | — | — | 12/22/2025 | -11,287,000.00 | -354,701.00 | 0.00 |
| FXB8AEMYTS | USD C Krw P @1650.00 Eo | — | — | 12/22/2025 | 11,287,000.00 | 151.00 | 0.00 |
| FXB8AEN0R9 | USD P Jpy C @150.9000 Eo | — | — | 11/20/2025 | -4,341,000.00 | -7,883.00 | 0.00 |
| FXB8AEN0RB | USD P Jpy C @130.0000 Eo | — | — | 11/20/2025 | 4,341,000.00 | 1.00 | 0.00 |
| FXB8AEN11B | USD P Clp C @800.00 Eo | — | — | 11/13/2025 | 4,341,000.00 | 0.00 | 0.00 |
| FXB8AEN11C | USD P Clp C @940.00 Eo | — | — | 11/13/2025 | -4,341,000.00 | -28,711.00 | 0.00 |
| FXB8AENF6G | EUR C Try P @52.00000 Eo | — | — | 11/27/2025 | -12,972,000.00 | -86,113.00 | 0.00 |
| FXB8AENF6W | EUR C Try P @99.00000 Eo | — | — | 11/27/2025 | 12,972,000.00 | 5,413.00 | 0.00 |
| FXB8AENWQR | USD C Brl P @5.500000 Eo | — | — | 11/25/2025 | -4,230,000.00 | -23,310.00 | 0.00 |
| FXB8AENWQS | USD C Brl P @7.000000 Eo | — | — | 11/25/2025 | 4,230,000.00 | 64.00 | 0.00 |
| FXB8AENX8A | EUR C Huf P @390.0000 Eo | — | — | 11/26/2025 | -3,678,000.00 | -16,514.00 | 0.00 |
| FXB8AENXCM | EUR C Huf P @430.0000 Eo | — | — | 11/26/2025 | 3,678,000.00 | 96.00 | 0.00 |
| FXB8AEP6LR | USD C Try P @43.00000 Eo | — | — | 11/27/2025 | -4,228,000.00 | -35,894.00 | 0.00 |
| FXB8AEP6M8 | USD C Try P @99.00000 Eo | — | — | 11/27/2025 | 4,228,000.00 | 2,189.00 | 0.00 |
| FXB8AEPDBR | USD P Jpy C @154.0000 Eo | — | — | 12/02/2025 | -8,672,000.00 | -90,186.00 | 0.00 |
| FXB8AEPDC9 | USD P Jpy C @125.0000 Eo | — | — | 12/02/2025 | 8,672,000.00 | 6.00 | 0.00 |
| NRGD9B50VI | Clp/usd Fwd 20251217 Dtc00651 | CLP | — | 12/17/2025 | 4,111,605,506.00 | 124,373.00 | 0.00 |
| O3R63S07T4 | Eur/usd Fwd 20251105 955 | EUR | — | 11/05/2025 | -3,391,050.00 | 22,497.00 | 0.00 |
| O8V67T3UMO | Inr/usd Fwd 20251217 Mslngb2x | INR | — | 12/17/2025 | -435,308,491.00 | 101,594.00 | 0.00 |
| OEZ5 COMDT | Euro-bobl Future Dec25 | OEZ5 | — | 12/08/2025 | -20,446,858.00 | -41,950.00 | 0.00 |
| OPVQTD2PMP | Pen/usd Fwd 20251217 0997 | PEN | — | 12/17/2025 | 2,885,859.00 | 44,987.00 | 0.00 |
| P_51888810 | Laurel Road Prime Student Loan Trust 201 | — | — | 02/25/2043 | 1,440,000.00 | 196,780.00 | 0.00 |
| P_51888JAA | Laurel Road Prime Student Loan Trust 201 | — | 3.58 | 08/25/2043 | 323,960.00 | 315,464.00 | 0.00 |
| M3VOCCBIFC | Inr/usd Fwd 20251217 Scseus31 | INR | — | 12/17/2025 | 5,663,513,980.00 | -194,991.00 | 0.00 |
| MCAPCC0K0Q | Inr/usd Fwd 20251217 955 | INR | — | 12/17/2025 | -1,129,325,117.00 | 171,235.00 | 0.00 |
| GHF7DKL789 | Thb/usd Fwd 20251217 Scseus31 | THB | — | 12/17/2025 | 155,895,515.00 | 40,713.00 | 0.00 |
| GLFTO78TDL | Clp/usd Fwd 20251217 Midlgb22 | CLP | — | 12/17/2025 | -5,302,554,656.00 | -39,555.00 | 0.00 |
| CEF9L97TT7 | Cnh/usd Fwd 20251217 955 | CNH | — | 12/17/2025 | 14,195,819.00 | 13,351.00 | 0.00 |
| CITKP7B6U0 | Krw/usd Fwd 20251217 955 | KRW | — | 12/17/2025 | -13,889,817,700.00 | 13,445.00 | 0.00 |
| P4V2NP2RGS | Brl/usd Fwd 20251104 5 | BRL | — | 11/04/2025 | -17,221,915.00 | 71,709.00 | 0.00 |
| PAPRO60PP8 | Idr/usd Fwd 20251217 955 | IDR | — | 12/17/2025 | -84,687,441,900.00 | 2,723.00 | 0.00 |
| QKREMCG34F | Cnh/usd Fwd 20251217 Midlgb22 | CNH | — | 12/17/2025 | 60,722,954.00 | -21,724.00 | 0.00 |
| QMJTEAK256 | Eur/usd Fwd 20260122 Mslngb2x | EUR | — | 01/22/2026 | 8,297,202.00 | -84,441.00 | 0.00 |
| R3MDRNSMOE | Clp/usd Fwd 20251217 2568 | CLP | — | 12/17/2025 | 2,508,662,240.00 | -18,051.00 | 0.00 |
| RXZ5 COMDT | Euro-bund Future Dec25 | RXZ5 | — | 12/08/2025 | -13,870,149.00 | -89,113.00 | 0.00 |
| SA21F9MV5G | Php/usd Fwd 20251217 Citius33 | PHP | — | 12/17/2025 | -1,096,099,196.00 | 55,879.00 | 0.00 |
| SFRU5 COMD | 3 MOnth Sofr Fut Sep25 | SFRU5 | — | 12/16/2025 | -562,213,750.00 | 244,864.00 | 0.00 |
| SL5BF2KIHC | Clp/usd Fwd 20251217 Citius33 | CLP | — | 12/17/2025 | -4,679,958,876.00 | -91,917.00 | 0.00 |
| SWB8A5Z0AY | SWP: Ois 1.000000 08-may-2026 | — | — | 05/08/2026 | -9,558,000.00 | 177,779.00 | 0.00 |
| SWB8A5Z4GX | Swp:ois 1.200000 08-may-2034 | — | — | 05/08/2034 | -500,000.00 | 124,096.00 | 0.00 |
| SWB8A92USZ | Catalonia Autonomous Community Of Cds 20 | — | 1.0 | 12/20/2025 | 3,000,000.00 | 7,336.00 | 0.00 |
| SWB8A9BSFK | Simon Property Group Lp Cds 20260620 | — | 1.0 | 06/20/2026 | 3,240,000.00 | 21,912.00 | 0.00 |
| SWB8A9BXVF | Verizon Communications Inc Cds 20260620 | — | 1.0 | 06/20/2026 | 4,820,000.00 | 30,073.00 | 0.00 |
| SWB8A9BXVL | General Motors Co Cds 20260620 | — | 5.0 | 06/20/2026 | 3,580,000.00 | 129,863.00 | 0.00 |
| SWB8A9T2SV | Halliburton Company Cds 20261220 | — | 1.0 | 12/20/2026 | 1,600,000.00 | 16,032.00 | 0.00 |
| SWB8AA15X2 | Scds: (tigo) | — | 1.0 | 12/20/2025 | 2,700,000.00 | 5,986.00 | 0.00 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -20,835,000.00 | -186,796.00 | 0.00 |
| SWB8AC2JAV | Romania (republic Of) Cds 20291220 | — | 1.0 | 12/20/2029 | -10,500,000.00 | 108,041.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 3,370,000.00 | 22,408.00 | 0.00 |
| SWB8ADG4K3 | Scds: (pemex) 4.10000 Mar 23 2026 | — | 4.1 | 03/23/2026 | 10,000,000.00 | 102,674.00 | 0.00 |
| SWB8ADGPJ3 | Scds: (greece) 1.00000 20 Dec 2027 | — | 1.0 | 12/20/2027 | 1,080,000.00 | 20,021.00 | 0.00 |
| SWB8ADGPJR | Scds: (greece) 1.00000 20 Jun 2027 | — | 1.0 | 06/20/2027 | 1,440,000.00 | 21,576.00 | 0.00 |
| SWB8ADJ71C | Scds: (pemex) 4.75.00000 07 May 2026 | — | 4.75 | 05/07/2026 | 12,160,000.00 | 265,947.00 | 0.00 |
| SWB8ADJC36 | SWP: Ois Sofr 3.926820 15-nov-2052_c | — | — | 11/15/2052 | -16,863,000.00 | 141,107.00 | 0.00 |
| SWB8ADJCRS | Scds: (paclif) | — | 2.5 | 08/20/2035 | 1,000,000.00 | -19,414.00 | 0.00 |
| SWB8ADJMWT | Scds: (soaf) 1.00000 20 Dec 2028 | — | 1.0 | 12/20/2028 | -5,000,000.00 | -27,562.00 | 0.00 |
| SWB8ADPW5S | Scds: (bmo) | — | 1.25 | 11/20/2029 | 835,000.00 | 4,411.00 | 0.00 |
| SWB8ADPW5V | Scds: (cm) | — | 1.1 | 06/20/2028 | 665,000.00 | 3,917.00 | 0.00 |
| SWB8ADQ1J2 | Scds: (softbk) | — | 1.0 | 06/22/2026 | 5,410,000.00 | 7,266.00 | 0.00 |
| SWB8ADQQCR | Scds: (ivycst) | — | 1.0 | 06/20/2027 | 2,500,000.00 | -792.00 | 0.00 |
| SWB8ACX1VG | CDS: (gs_24-pc-a Jul 24) | — | 1.65 | 08/02/2027 | 15,169,654.00 | 23,061.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 13,020.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 12,802.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 12,962.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 20,000,000.00 | -884.00 | 0.00 |
| SWB8A5Z48U | SWP: Ois Gbp 1.150000 08-may-2031 - Payf | — | — | 05/08/2031 | -525,000.00 | 84,594.00 | 0.00 |
| SWB8AC8KAM | Israel Electric Corp Ltd Cds 20280920 | — | 1.0 | 09/20/2028 | -4,000,000.00 | -49,242.00 | 0.00 |
| SWB8ACHXNL | South Africa (republic Of) Cds 20260620 | — | 1.0 | 06/20/2026 | -20,000,000.00 | -125,057.00 | 0.00 |
| SWB8ACJV79 | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -10,000,000.00 | -148,048.00 | 0.00 |
| SWB8ADCX6N | SWP: Ois Sofr 3.994870 20-dec-2044_c | — | — | 12/20/2044 | 43,620,000.00 | 107,616.00 | 0.00 |
| SWB8ADD5V2 | Petroleos Mexicanos Cds 20251224 | — | 3.75 | 12/24/2025 | 1,536,400.00 | 7,510.00 | 0.00 |
| SWB8ADC3CY | SWP: Ois Sofr 3.805000 16-dec-2049_c | — | — | 12/16/2049 | 10,735,000.00 | -313,042.00 | 0.00 |
| SWB8AEJPUT | Scds: (oman) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -29,785.00 | 0.00 |
| SWB8AEJPUW | Scds: (mex) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -40,488.00 | 0.00 |
| T5R2ROO08N | Czk/usd Fwd 20260122 Barcus33 | CZK | — | 01/22/2026 | 90,032,464.00 | -55,946.00 | 0.00 |
| SWB8AE3N15 | Scds: (serbia) | — | 1.0 | 06/20/2029 | 1,165,000.00 | -8,203.00 | 0.00 |
| SWB8AE8KGV | Scds: (usa) | — | 0.25 | 12/22/2025 | 10,855,000.00 | 6,921.00 | 0.00 |
| SWB8AEJV1L | Scds: (italy) | — | 1.0 | 12/20/2030 | 9,060,000.00 | 291,359.00 | 0.00 |
| SWB8AEJV26 | Scds: (sfrfp) | — | 5.0 | 06/22/2026 | 1,385,000.00 | 36,669.00 | 0.00 |
| SWB8AEJV2A | Scds: (italy) | — | 1.0 | 12/20/2030 | -9,060,000.00 | -291,359.00 | 0.00 |
| SWB8AEK8PK | Scds: (romani) | — | 1.0 | 12/21/2026 | 667,000.00 | 3,489.00 | 0.00 |
| SWB8AEK8PU | Scds: (greece) | — | 1.0 | 12/21/2026 | 6,998,000.00 | 76,559.00 | 0.00 |
| SWB8AEN7L9 | Scds: (qatar) | — | 1.0 | 12/21/2026 | 3,435,000.00 | 36,667.00 | 0.00 |
| SWB8AEN7Q0 | Scds: (slovak) | — | 1.0 | 12/20/2027 | 2,410,000.00 | 42,645.00 | 0.00 |
| SWB8AEN8JY | Cdx.na.ig.45.v1 5yr Rtp @ 75.00000 | — | — | 01/21/2026 | -133,800,000.00 | -98,957.00 | 0.00 |
| TYZ5 COMDT | US 10yr Note (cbt)dec25 | TYZ5 | — | 12/19/2025 | -114,812,641.00 | 228,625.00 | 0.00 |
| U3E9CEFPBO | Cnh/usd Fwd 20251217 00187 | CNH | — | 12/17/2025 | 44,325,926.00 | -3,096.00 | 0.00 |
| URQ80E8C7Q | Czk/usd Fwd 20260122 Bnpafrpp | CZK | — | 01/22/2026 | -255,615,798.00 | 142,491.00 | 0.00 |
| VIHJ5SN69G | Pen/usd Fwd 20251217 Citius33 | PEN | — | 12/17/2025 | 73,870,331.00 | 59,722.00 | 0.00 |
| XS23206962 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.76 | 03/15/2032 | 0 | 0.00 | 0.00 |
| XS24186943 | Lsf11 Boson Investments Sarl Compartment | ERLS | 4.03 | 11/25/2060 | 206,139.00 | 238,474.00 | 0.00 |
| SWB8AEJPSV | Scds: (domrep) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 44,983.00 | 0.00 |
| SWB8AEJPSZ | Scds: (ngeria) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 242,069.00 | 0.00 |
| SWB8AEJPT5 | Scds: (brazil) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 152,622.00 | 0.00 |
| SWB8AEJPT8 | Scds: (bhrain) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 57,208.00 | 0.00 |
| SWB8AEJPTB | Scds: (moroc) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -22,688.00 | 0.00 |
| SWB8AEJPTQ | Scds: (ksa) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -167,744.00 | 0.00 |
| SWB8AEJPTT | Scds: (malays) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -58,823.00 | 0.00 |
| SWB8AEJPTW | Scds: (china) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -260,674.00 | 0.00 |
| SWB8AEJPTZ | Scds: (chile) 714c-skew | — | 1.0 | 12/20/2030 | -4,000,000.00 | -92,028.00 | 0.00 |
| SWB8AEJPU2 | Scds: (colom) 714c-skew | — | 1.0 | 12/20/2030 | -6,000,000.00 | 241,904.00 | 0.00 |
| SWB8AEJPU5 | Scds: (ivycst) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 147,227.00 | 0.00 |
| SWB8AEJPU8 | Scds: (indon) 714c-skew | — | 1.0 | 12/20/2030 | -7,000,000.00 | -90,281.00 | 0.00 |
| SWB8AEJPUB | Scds: (panama) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | 37,930.00 | 0.00 |
| SWB8AEJPUE | Scds: (peru) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | -51,254.00 | 0.00 |
| SWB8AEJPUH | Scds: (repsou) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 204,478.00 | 0.00 |
| SWB8AEJPUL | Scds: (philip) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | -62,590.00 | 0.00 |
| SWB8AE9QDR | Scds: (orcl) | — | 1.0 | 06/20/2030 | 3,650,000.00 | 38,672.00 | 0.00 |
| SWB8AE9YD2 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 52,560,000.00 | 280.00 | 0.00 |
| SWB8AE9ZK0 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 26,280,000.00 | 141.00 | 0.00 |
| SWB8AEBLHW | SWP: Ois 3.808500 27-aug-2026 Sof_c | — | — | 08/27/2026 | 141,225,000.00 | 97,687.00 | 0.00 |
| SWB8AEC423 | Scds: (usa) | — | 0.25 | 06/21/2027 | 3,400,000.00 | 2,105.00 | 0.00 |
| SWB8AECA48 | Scds: (bacr) | — | 1.0 | 06/22/2026 | 4,305,000.00 | 29,581.00 | 0.00 |
| SWB8AECA4K | Scds: (frtr) | — | 0.25 | 06/20/2035 | 2,390,000.00 | -79,408.00 | 0.00 |
| SWB8AECAQY | Scds: (bac) | — | 1.0 | 12/22/2025 | 27,250,000.00 | 60,690.00 | 0.00 |
| SWB8AECBBD | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 3,955,000.00 | 10,772.00 | 0.00 |
| SWB8AECX55 | Scds: (frtr) | — | 0.25 | 06/20/2035 | 1,540,000.00 | -51,167.00 | 0.00 |
| SWB8AED3NP | Scds: (googl) | — | 1.0 | 06/20/2030 | 7,945,000.00 | 249,177.00 | 0.00 |
| SWB8AEDA0E | Scds: (ksa) | — | 1.0 | 03/20/2026 | 1,310,000.00 | 5,686.00 | 0.00 |
| SWB8AEDA0Z | Scds: (ksa) | — | 1.0 | 06/22/2026 | 1,310,000.00 | 8,217.00 | 0.00 |
| SWB8AEENE3 | FWD: Tnote 3.625 31-aug-2027 91282cnv9 - | — | — | 12/11/2025 | 336,291,319.00 | 0.00 | 0.00 |
| SWB8AEFD6U | Scds: (bhrain) | — | 1.0 | 06/20/2028 | -2,000,000.00 | -2,170.00 | 0.00 |
| SWB8AEG933 | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 6,430,000.00 | 17,513.00 | 0.00 |
| SWB8AEGABV | Cdx.na.ig.44.v1 5yr Rtp @ 65.00000 | — | — | 11/19/2025 | -424,710,000.00 | -61,919.00 | 0.00 |
| SWB8AEH1KF | Cdx.na.ig.45.v1 5yr Rtp @ 67.50000 | — | — | 11/19/2025 | -96,510,000.00 | -16,010.00 | 0.00 |
| SWB8AEH816 | Scds: (frtr) | — | 0.25 | 06/21/2027 | 3,280,000.00 | 7,180.00 | 0.00 |
| SWB8AEH8AS | Scds: (c) | — | 1.0 | 12/21/2026 | 21,730,000.00 | 194,081.00 | 0.00 |
| SWB8AEHN74 | Scds: (brazil) | — | 1.0 | 06/22/2026 | 3,250,000.00 | 14,869.00 | 0.00 |
| SWB8AEJ7G1 | Scds: Usa | — | 0.25 | 06/22/2026 | 13,030,000.00 | 14,104.00 | 0.00 |
| SWB8AEJ7UA | Scds: (panama) | — | 1.0 | 06/20/2028 | 10,670,000.00 | -38,133.00 | 0.00 |
| SWB8AEJ7UZ | Scds: (panama) | — | 1.0 | 06/20/2028 | -10,670,000.00 | -78,246.00 | 0.00 |
| SWB8AEJF1X | Scds: (frtr) | — | 0.25 | 12/20/2030 | 6,040,000.00 | -29,602.00 | 0.00 |
| SWB8AEJFMP | Scds: (frtr) | — | 0.25 | 12/20/2030 | -6,040,000.00 | -24,305.00 | 0.00 |
| SWB8AEJHKJ | Cdx.na.ig.45.v1 5yr Rtp @ 70.00000 | — | — | 01/21/2026 | -30,000,000.00 | -27,117.00 | 0.00 |
| SWB8AEJPRW | Scds: (adgb) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -69,267.00 | 0.00 |
| SWB8AEJPSN | Scds: (egypt) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 196,513.00 | 0.00 |
| 51889RAD1 | Laurel Road Prime Student Loan Trust 201 | LRK | — | 10/25/2048 | 763,887.00 | 310,284.00 | 0.00 |
| 526057CV4 | Lennar Corp | LEN | 5.0 | 06/15/2027 | 40,000.00 | 40,302.00 | 0.00 |
| 526057CD4 | Lennar Corp | LEN | 4.75 | 11/29/2027 | 135,000.00 | 136,032.00 | 0.00 |
| 50212YAC8 | LPL Holdings Inc | LPLA | 4.63 | 11/15/2027 | 110,000.00 | 109,830.00 | 0.00 |
| 502431AM1 | L3harris Technologies Inc | LHX | 4.4 | 06/15/2028 | 50,000.00 | 50,268.00 | 0.00 |
| 50540RAU6 | Laboratory Corp Of America Holdings | LH | 3.6 | 09/01/2027 | 335,000.00 | 332,495.00 | 0.00 |
| 50540RAX0 | Laboratory Corp Of America Holdings | LH | 1.55 | 06/01/2026 | 205,000.00 | 201,810.00 | 0.00 |
| 47HBVA5HEL | Sgd/usd Fwd 20251217 0997 | SGD | — | 12/17/2025 | -7,043,187.00 | 35,342.00 | 0.00 |
| 48250MAK3 | KKR Clo 11 Ltd | KKR | 5.35 | 01/15/2031 | 200,010.00 | 200,171.00 | 0.00 |
| 48667QAN5 | Kazmunaygas National Co Jsc | KZOKZ | 4.75 | 04/19/2027 | 200,000.00 | 200,886.00 | 0.00 |
| 50077LAD8 | Kraft Heinz Foods Co | KHC | 3.0 | 06/01/2026 | 335,000.00 | 332,404.00 | 0.00 |
| 501044DE8 | Kroger Co/the | KR | 2.65 | 10/15/2026 | 335,000.00 | 330,550.00 | 0.00 |
| 4GM1L315LQ | Idr/usd Fwd 20251217 Scseus31 | IDR | — | 12/17/2025 | -62,783,338,480.00 | 30,158.00 | 0.00 |
| 49446RAS8 | Kimco Realty Op Llc | KIM | 3.8 | 04/01/2027 | 115,000.00 | 114,594.00 | 0.00 |
| 49446RAX7 | Kimco Realty Op Llc | KIM | 1.9 | 03/01/2028 | 100,000.00 | 95,189.00 | 0.00 |
| 48J1SC31IM | Pen/usd Fwd 20251217 Scseus31 | PEN | — | 12/17/2025 | 16,438,712.00 | 75,963.00 | 0.00 |
| 548661DM6 | Lowe's Cos Inc | LOW | 2.5 | 04/15/2026 | 305,000.00 | 303,044.00 | 0.00 |
| 526107AF4 | Lennox International Inc | LII | 1.7 | 08/01/2027 | 30,000.00 | 28,699.00 | 0.00 |
| 55336VAK6 | MPLX Lp | MPLX | 4.13 | 03/01/2027 | 20,000.00 | 19,963.00 | 0.00 |
| 55336VAL4 | MPLX Lp | MPLX | 5.2 | 03/01/2047 | 20,000.00 | 17,948.00 | 0.00 |
| 577081BD3 | Mattel Inc | MAT | 5.88 | 12/15/2027 | 335,000.00 | 335,721.00 | 0.00 |
| 55342UAQ7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 8.5 | 02/15/2032 | 325,000.00 | 341,540.00 | 0.00 |
| 56585ABD3 | Marathon Petroleum Corp | MPC | 3.8 | 04/01/2028 | 75,000.00 | 74,239.00 | 0.00 |
| 44891ACD7 | Hyundai Capital America | HYNMTR | 5.6 | 03/30/2028 | 30,000.00 | 30,826.00 | 0.00 |
| 46266TAC2 | Iqvia Inc | IQV | 5.7 | 05/15/2028 | 335,000.00 | 345,242.00 | 0.00 |
| 465985AA7 | JP Morgan Mortgage Trust 2023-he3 | JPMMT | 5.78 | 05/20/2054 | 231,092.00 | 231,836.00 | 0.00 |
| 46657FAA3 | JP Morgan Mortgage Trust 2023-he2 | JPMMT | 5.88 | 03/20/2054 | 239,909.00 | 240,815.00 | 0.00 |
| 43730VAC2 | HOME Re 2021-2 Ltd | HMIR | 6.98 | 01/25/2034 | 79,866.00 | 79,987.00 | 0.00 |
| 38869PAP9 | Graphic Packaging International Llc | GPK | 1.51 | 04/15/2026 | 40,000.00 | 39,449.00 | 0.00 |
| 3NF5OK0C9H | Twd/usd Fwd 20251217 00187 | TWD | — | 12/17/2025 | 203,714,569.00 | -178,847.00 | 0.00 |
| 402740AB0 | Gulfstream Natural Gas System Llc | GULFNG | 6.19 | 11/01/2025 | 210,000.00 | 210,000.00 | 0.00 |
| 404119CH0 | HCA Inc | HCA | 3.13 | 03/15/2027 | 70,000.00 | 69,082.00 | 0.00 |
| 404121AJ4 | HCA Inc | HCA | 5.63 | 09/01/2028 | 335,000.00 | 345,461.00 | 0.00 |
| 406JHJD2VD | Sgd/usd Fwd 20251217 2568 | SGD | — | 12/17/2025 | -3,974,365.00 | 6,561.00 | 0.00 |
| 44881HEW0 | Hydro-quebec | QHEL | 6.27 | 01/03/2026 | 85,000.00 | 85,235.00 | 0.00 |
| 44891ABD8 | Hyundai Capital America | HYNMTR | 3.5 | 11/02/2026 | 105,000.00 | 104,156.00 | 0.00 |
| 44891ABP1 | Hyundai Capital America | HYNMTR | 2.38 | 10/15/2027 | 55,000.00 | 53,072.00 | 0.00 |
| 44891ABT3 | Hyundai Capital America | HYNMTR | 1.8 | 01/10/2028 | 15,000.00 | 14,228.00 | 0.00 |
| 44891ABW6 | Hyundai Capital America | HYNMTR | 1.5 | 06/15/2026 | 25,000.00 | 24,562.00 | 0.00 |
| 44891ABX4 | Hyundai Capital America | HYNMTR | 2.0 | 06/15/2028 | 30,000.00 | 28,273.00 | 0.00 |
| 448814EX7 | Hydro-quebec | QHEL | 8.63 | 06/15/2029 | 108,000.00 | 124,248.00 | 0.00 |
| 42809HAG2 | HESS Corp | HES | 4.3 | 04/01/2027 | 55,000.00 | 55,158.00 | 0.00 |
| 446413AL0 | Huntington Ingalls Industries Inc | HII | 3.48 | 12/01/2027 | 135,000.00 | 132,855.00 | 0.00 |
| 448814CS0 | Hydro-quebec | QHEL | 8.25 | 04/15/2026 | 314,000.00 | 319,208.00 | 0.00 |
| 682680AT0 | Oneok Inc | OKE | 4.95 | 07/13/2047 | 385,000.00 | 333,409.00 | 0.00 |
| 68267EAA2 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.63 | 09/14/2027 | 166,448.00 | 166,350.00 | 0.00 |
| 674599DD4 | Occidental Petroleum Corp | OXY | 7.5 | 05/01/2031 | 250,000.00 | 280,313.00 | 0.00 |
| 67077MAY4 | Nutrien Ltd | NTRCN | 5.95 | 11/07/2025 | 20,000.00 | 20,002.00 | 0.00 |
| 67077MBA5 | Nutrien Ltd | NTRCN | 4.9 | 03/27/2028 | 335,000.00 | 340,751.00 | 0.00 |
| 69047QAB8 | Ovintiv Inc | OVV | 5.65 | 05/15/2028 | 335,000.00 | 344,407.00 | 0.00 |
| 69349LAR9 | PNC Bank Na | PNC | 4.05 | 07/26/2028 | 350,000.00 | 349,414.00 | 0.00 |
| 68269JAH4 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 7.49 | 06/14/2038 | 100,000.00 | 104,382.00 | 0.00 |
| 68389XBM6 | Oracle Corp | ORCL | 2.65 | 07/15/2026 | 110,000.00 | 108,897.00 | 0.00 |
| 708696BY4 | Firstenergy Pennsylvania Electric Co | FE | 3.25 | 03/15/2028 | 90,000.00 | 88,050.00 | 0.00 |
| 706451BR1 | Petroleos Mexicanos | PEMEX | 6.63 | 06/15/2038 | 74,000.00 | 68,006.00 | 0.00 |
| 694308HW0 | Pacific Gas And Electric Co | PCG | 3.3 | 12/01/2027 | 175,000.00 | 171,409.00 | 0.00 |
| 694308JP3 | Pacific Gas And Electric Co | PCG | 3.15 | 01/01/2026 | 75,000.00 | 74,799.00 | 0.00 |
| 6C91L5LQ61 | Krw/usd Fwd 20251217 00187 | KRW | — | 12/17/2025 | 6,986,952,095.00 | -155,504.00 | 0.00 |
| 62916TAK5 | NLT 2025-inv1 Trust | NLT | 0.4 | 02/01/2070 | 19,257,898.00 | 147,675.00 | 0.00 |
| 62947QBB3 | NXP Bv / Nxp Funding Llc | NXPI | 5.35 | 03/01/2026 | 35,000.00 | 35,033.00 | 0.00 |
| 63SUGUNB0I | Pln/usd Fwd 20260122 221 | PLN | — | 01/22/2026 | -7,645,427.00 | 32,870.00 | 0.00 |
| 646139W35 | NEW Jersey Turnpike Authority | NJSTRN | 7.41 | 01/01/2040 | 100,000.00 | 120,989.00 | 0.00 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 4.86 | 01/25/2048 | 181,977.00 | 178,780.00 | 0.00 |
| 651290AR9 | Ovintiv Inc | OVV | 5.38 | 01/01/2026 | 70,000.00 | 70,008.00 | 0.00 |
| 65339KAT7 | Nextera Energy Capital Holdings Inc | NEE | 3.55 | 05/01/2027 | 335,000.00 | 332,459.00 | 0.00 |
| 65339KCH1 | Nextera Energy Capital Holdings Inc | NEE | 4.63 | 07/15/2027 | 185,000.00 | 186,738.00 | 0.00 |
| 62916TAG4 | NLT 2025-inv1 Trust | NLT | 6.59 | 02/01/2070 | 370,000.00 | 337,437.00 | 0.00 |
| 62912XAF1 | NGPL Pipeco Llc | NGPLCO | 4.88 | 08/15/2027 | 330,000.00 | 330,694.00 | 0.00 |
| 62432BAN3 | Mountain View Clo Ix Ltd | MVW | 5.29 | 07/15/2031 | 178,369.00 | 178,416.00 | 0.00 |
| 62854AAN4 | UTAH Acquisition Sub Inc | VTRS | 3.95 | 06/15/2026 | 169,000.00 | 168,220.00 | 0.00 |
| 620076BL2 | Motorola Solutions Inc | MSI | 4.6 | 02/23/2028 | 140,000.00 | 141,364.00 | 0.00 |
| 59980VAA9 | MILL City Mortgage Loan Trust 2018-1 | MCMLT | 3.25 | 05/01/2062 | 41,602.00 | 41,323.00 | 0.00 |
| 5OUKKOJPMK | Zar/usd Fwd 20251217 Barcus33 | ZAR | — | 12/17/2025 | 42,722,350.00 | 26,513.00 | 0.00 |
| 5TV6KL8GHM | Pln/usd Fwd 20260122 Mslngb2x | PLN | — | 01/22/2026 | -31,707,319.00 | 75,840.00 | 0.00 |
| 579780AR8 | Mccormick & Co Inc/md | MKC | 0.9 | 02/15/2026 | 15,000.00 | 14,845.00 | 0.00 |
| 57B1R1CDQL | Cop/usd Fwd 20251217 955 | COP | — | 12/17/2025 | 12,971,243,200.00 | 47,259.00 | 0.00 |
| 58013MFB5 | Mcdonald's Corp | MCD | 3.5 | 03/01/2027 | 25,000.00 | 24,820.00 | 0.00 |
| 58013MFP4 | Mcdonald's Corp | MCD | 3.5 | 07/01/2027 | 75,000.00 | 74,427.00 | 0.00 |
| 6174467X1 | Morgan Stanley | MS | 5.0 | 11/24/2025 | 175,000.00 | 175,016.00 | 0.00 |
| 92564RAD7 | VICI Properties Lp / Vici Note Co Inc | VICI | 3.75 | 02/15/2027 | 95,000.00 | 94,058.00 | 0.00 |
| 92277GAJ6 | Ventas Realty Lp | VTR | 3.25 | 10/15/2026 | 85,000.00 | 84,346.00 | 0.00 |
| 92277GAL1 | Ventas Realty Lp | VTR | 3.85 | 04/01/2027 | 65,000.00 | 64,698.00 | 0.00 |
| 92939UAK2 | WEC Energy Group Inc | WEC | 4.75 | 01/09/2026 | 45,000.00 | 45,011.00 | 0.00 |
| 92840VAG7 | Vistra Operations Co Llc | VST | 3.7 | 01/30/2027 | 30,000.00 | 29,754.00 | 0.00 |
| 928668BL5 | Volkswagen Group Of America Finance Llc | VW | 1.25 | 11/24/2025 | 200,000.00 | 199,602.00 | 0.00 |
| 912810UK2 | United States Treasury Note/bond | T | 4.75 | 05/15/2055 | 345,000.00 | 349,528.00 | 0.00 |
| 91282CLK5 | United States Treasury Note/bond | T | 3.63 | 08/31/2029 | 265,000.00 | 264,689.00 | 0.00 |
| 91282CPD7 | United States Treasury Note/bond - When | WIT | 3.5 | 10/31/2030 | 205,000.00 | 204,247.00 | 0.00 |
| 9128337P9 | United States Treasury Strip Coupon | S | — | 05/15/2031 | 100,000.00 | 80,789.00 | 0.00 |
| 9128337T1 | United States Treasury Strip Coupon | S | — | 05/15/2033 | 75,000.00 | 55,324.00 | 0.00 |
| 912833X96 | United States Treasury Strip Coupon | S | — | 11/15/2035 | 140,000.00 | 91,148.00 | 0.00 |
| 915217WX7 | University Of Virginia | UNIHGR | 4.18 | 09/01/2117 | 125,000.00 | 96,807.00 | 0.00 |
| 91914JAB8 | Valero Energy Partners Lp | VLO | 4.5 | 03/15/2028 | 120,000.00 | 120,848.00 | 0.00 |
| 91913YAV2 | Valero Energy Corp | VLO | 4.35 | 06/01/2028 | 175,000.00 | 175,566.00 | 0.00 |
| 912834LB2 | United States Treasury Strip Coupon | S | — | 02/15/2042 | 45,000.00 | 20,758.00 | 0.00 |
| 912834LR7 | United States Treasury Strip Coupon | S | — | 08/15/2042 | 465,000.00 | 208,191.00 | 0.00 |
| 913017CR8 | RTX Corp | RTX | 3.13 | 05/04/2027 | 20,000.00 | 19,721.00 | 0.00 |
| 91412GXE0 | University Of California | UNVHGR | 3.93 | 05/15/2045 | 25,000.00 | 23,245.00 | 0.00 |
| 91412GXY6 | University Of California | UNVHGR | 4.13 | 05/15/2045 | 25,000.00 | 22,967.00 | 0.00 |
| 95000YAX3 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.32 | 10/15/2050 | 350,000.00 | 344,579.00 | 0.00 |
| 96145DAD7 | Wrkco Inc | SW | 3.38 | 09/15/2027 | 50,000.00 | 49,342.00 | 0.00 |
| 962166AW4 | Weyerhaeuser Co | WY | 6.95 | 10/01/2027 | 20,000.00 | 21,053.00 | 0.00 |
| B8AA7A6W3 | Tfs_18-3 | — | — | 04/16/2040 | 1 | 1.00 | 0.00 |
| 98389BAV2 | XCEL Energy Inc | XEL | 4.0 | 06/15/2028 | 60,000.00 | 59,860.00 | 0.00 |
| 9TO36J6LPI | Jpy/usd Fwd 20260122 Mslngb2x | JPY | — | 01/22/2026 | 604,650,000.00 | -61,940.00 | 0.00 |
| 9UNTMIRIPJ | Krw/usd Fwd 20251217 Scseus31 | KRW | — | 12/17/2025 | -7,064,458,974.00 | 32,648.00 | 0.00 |
| A59J255F74 | Cnh/usd Fwd 20251217 0997 | CNH | — | 12/17/2025 | 80,880,986.00 | 1,350.00 | 0.00 |
| API5KGGM68 | Php/usd Fwd 20251217 221 | PHP | — | 12/17/2025 | 102,086,972.00 | -6,249.00 | 0.00 |
| AT833AN1IU | Php/usd Fwd 20251217 Scseus31 | PHP | — | 12/17/2025 | 67,582,060.00 | -64,720.00 | 0.00 |
| 98138HAG6 | Workday Inc | WDAY | 3.5 | 04/01/2027 | 110,000.00 | 109,071.00 | 0.00 |
| 984851AD7 | YARA International Asa | YARNO | 3.8 | 06/06/2026 | 335,000.00 | 333,043.00 | 0.00 |
| 99PN676ATQ | Cnh/usd Fwd 20251217 Mslngb2x | CNH | — | 12/17/2025 | 119,790,310.00 | -8,624.00 | 0.00 |
| 9EFT0QF7G9 | Idr/usd Fwd 20251217 Midlgb22 | IDR | — | 12/17/2025 | 716,850,499,512.00 | -235,542.00 | 0.00 |
| BBG014163P | Sfrz5c 99.25 Pit | SFRZ5C 99. | — | 12/12/2025 | -257,500.00 | -643.00 | 0.00 |
| BBG014163P | Sfrz5c 99.75 Pit | SFRZ5C 99. | — | 12/12/2025 | 565,000.00 | 1,412.00 | 0.00 |
| B8AD2HEC2 | Codere Group Topco S.a. A1 Equity | — | — | — | 1,709.00 | 29,548.00 | 0.00 |
| B8AD2HEJ7 | Codere Group Topco S.a. A2 Equity | — | — | — | 4,583.00 | 79,238.00 | 0.00 |
| B8AD2JA99 | Codere Group Topco S.a. Warrants | — | — | — | 18 | 103.00 | 0.00 |
| B8AD9KJQ2 | Diamond Sports Grp Llc- Warrants | — | — | — | 107,119.00 | 1.00 | 0.00 |
| B8AB393F8 | TPC Group Rights | — | — | — | 17,363.00 | 353,041.00 | 0.00 |
| B8ACA1AA8 | Digicel Intl Fin Ltd | — | — | — | 16,694.00 | 203,938.00 | 0.00 |
| B8AE3VDG0 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 130,903.00 | 129,830.00 | 0.00 |
| B8AE3VHV3 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 218,172.00 | 216,383.00 | 0.00 |
| B8AEBG4U3 | NEW Generation Gas Gathering Llc | — | 3.85 | 09/30/2029 | 202,702.00 | 199,661.00 | 0.00 |
| 891906AF6 | Global Payments Inc | GPN | 4.45 | 06/01/2028 | 85,000.00 | 85,068.00 | 0.00 |
| 8Q99U62SFF | Clp/usd Fwd 20251217 955 | CLP | — | 12/17/2025 | -2,468,837,920.00 | -52,690.00 | 0.00 |
| 89352HAT6 | Transcanada Pipelines Ltd | TRPCN | 4.88 | 01/15/2026 | 200,000.00 | 199,997.00 | 0.00 |
| 89352HAW9 | Transcanada Pipelines Ltd | TRPCN | 4.25 | 05/15/2028 | 50,000.00 | 49,951.00 | 0.00 |
| 893574AK9 | Transcontinental Gas Pipe Line Co Llc | WMB | 4.0 | 03/15/2028 | 135,000.00 | 134,462.00 | 0.00 |
| 90932PAA6 | United Airlines 2014-1 Class A Pass Thro | UAL | 4.0 | 04/11/2026 | 68,625.00 | 68,558.00 | 0.00 |
| 911365BF0 | United Rentals North America Inc | URI | 5.5 | 05/15/2027 | 320,000.00 | 320,412.00 | 0.00 |
| 86765BAT6 | Energy Transfer Lp | ET | 3.9 | 07/15/2026 | 40,000.00 | 39,899.00 | 0.00 |
| 863579FU7 | Structured Adjustable Rate Mortgage Loan | SARM | 5.03 | 12/01/2034 | 65,180.00 | 60,897.00 | 0.00 |
| 87264ABD6 | T-mobile Usa Inc | TMUS | 3.75 | 04/15/2027 | 100,000.00 | 99,421.00 | 0.00 |
| 87264ABR5 | T-mobile Usa Inc | TMUS | 2.25 | 02/15/2026 | 115,000.00 | 114,264.00 | 0.00 |
| 87264ABU8 | T-mobile Usa Inc | TMUS | 2.63 | 04/15/2026 | 60,000.00 | 59,584.00 | 0.00 |
| 88033GDH0 | Tenet Healthcare Corp | THC | 4.63 | 06/15/2028 | 225,000.00 | 224,084.00 | 0.00 |
| 88033GDM9 | Tenet Healthcare Corp | THC | 4.25 | 06/01/2029 | 25,000.00 | 24,412.00 | 0.00 |
| 87265HAG4 | TRI Pointe Homes Inc | TPH | 5.7 | 06/15/2028 | 160,000.00 | 161,571.00 | 0.00 |
| 874054AJ8 | Take-two Interactive Software Inc | TTWO | 5.0 | 03/28/2026 | 75,000.00 | 75,165.00 | 0.00 |
| 87162WAF7 | TD Synnex Corp | SNX | 1.75 | 08/09/2026 | 30,000.00 | 29,402.00 | 0.00 |
| 78355HKV0 | Ryder System Inc | R | 5.65 | 03/01/2028 | 335,000.00 | 345,822.00 | 0.00 |
| 75513EBY6 | RTX Corp | RTX | 7.2 | 08/15/2027 | 30,000.00 | 31,597.00 | 0.00 |
| 756109BY9 | Realty Income Corp | O | 4.45 | 09/15/2026 | 10,000.00 | 10,007.00 | 0.00 |
| 818PC6F84K | Eur/usd Fwd 20260122 Citius33 | EUR | — | 01/22/2026 | 1,840,345.00 | -30,925.00 | 0.00 |
| 824348AW6 | Sherwin-williams Co/the | SHW | 3.45 | 06/01/2027 | 45,000.00 | 44,579.00 | 0.00 |
| 7HIPVSG1OG | Thb/usd Fwd 20251217 00187 | THB | — | 12/17/2025 | 216,335,323.00 | 25,042.00 | 0.00 |
| 7PN31T9NSS | Cnh/usd Fwd 20251217 221 | CNH | — | 12/17/2025 | 39,739,462.00 | -2,058.00 | 0.00 |
| 80281LAQ8 | Santander Uk Group Holdings Plc | SANUK | 1.67 | 06/14/2027 | 335,000.00 | 329,429.00 | 0.00 |
| 83608GAN6 | Sound Point Clo Ii Ltd | SNDPT | 5.19 | 01/26/2031 | 322,412.00 | 322,580.00 | 0.00 |
| 842587CV7 | Southern Co/the | SO | 3.25 | 07/01/2026 | 220,000.00 | 218,788.00 | 0.00 |
| 74390WAE2 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 257,000.00 | 237,888.00 | 0.00 |
| 723787AT4 | Pioneer Natural Resources Co | PXD | 1.13 | 01/15/2026 | 100,000.00 | 99,367.00 | 0.00 |
| 73928QAA6 | Power Finance Corp Ltd | POWFIN | 6.15 | 12/06/2028 | 200,000.00 | 209,530.00 | 0.00 |
| 74251VAP7 | Principal Financial Group Inc | PFG | 4.11 | 02/15/2028 | 335,000.00 | 333,509.00 | 0.00 |
| 71654QCP5 | Petroleos Mexicanos | PEMEX | 6.5 | 01/23/2029 | 300,000.00 | 306,057.00 | 0.00 |
| 718546AR5 | Phillips 66 | PSX | 3.9 | 03/15/2028 | 70,000.00 | 69,530.00 | 0.00 |
| 709599BU7 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.75 | 05/24/2026 | 335,000.00 | 337,111.00 | 0.00 |
| 126307BD8 | CSC Holdings Llc | CSCHLD | 4.63 | 12/01/2030 | 1,000,000.00 | 356,208.00 | 0.00 |
| 12654FAC4 | COMM 2024-277p Mortgage Trust | COMM | 0.66 | 08/10/2044 | 9,200,000.00 | 227,983.00 | 0.00 |
| 126671YB6 | Countrywide Asset-backed Certificates | CWL | 4.71 | 06/25/2033 | 27,169.00 | 27,151.00 | 0.00 |
| 126650CU2 | CVS Health Corp | CVS | 2.88 | 06/01/2026 | 335,000.00 | 331,981.00 | 0.00 |
| 126650DN7 | CVS Health Corp | CVS | 1.75 | 08/21/2030 | 75,000.00 | 66,101.00 | 0.00 |
| 1248EPCB7 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.38 | 06/01/2029 | 25,000.00 | 24,711.00 | 0.00 |
| 124857AX1 | Paramount Global | PARA | 3.7 | 06/01/2028 | 25,000.00 | 24,465.00 | 0.00 |
| 12591RAA8 | COMM 2014-ccre15 Mortgage Trust | COMM | 0.02 | 02/01/2047 | 120,165,038.00 | 1,201.00 | 0.00 |
| 12592BAM6 | CNH Industrial Capital Llc | CNHI | 1.45 | 07/15/2026 | 45,000.00 | 44,127.00 | 0.00 |
| 125523CB4 | Cigna Group/the | CI | 3.4 | 03/01/2027 | 25,000.00 | 24,780.00 | 0.00 |
| 096630AE8 | Boardwalk Pipelines Lp | BWP | 5.95 | 06/01/2026 | 60,000.00 | 60,285.00 | 0.00 |
| 097023BR5 | Boeing Co/the | BA | 2.25 | 06/15/2026 | 80,000.00 | 78,976.00 | 0.00 |
| 097023DA0 | Boeing Co/the | BA | 2.75 | 02/01/2026 | 90,000.00 | 89,584.00 | 0.00 |
| 092113AV1 | Black Hills Corp | BKH | 5.95 | 03/15/2028 | 25,000.00 | 25,881.00 | 0.00 |
| 10570NAA6 | Bravo Residential Funding Trust 2024-ces | BRAVO | 6.38 | 04/25/2054 | 337,100.00 | 341,413.00 | 0.00 |
| 097751BZ3 | Bombardier Inc | BBDBCN | 7.5 | 02/01/2029 | 100,000.00 | 104,123.00 | 0.00 |
| 0GAFK7KP0D | Sgd/usd Fwd 20251217 955 | SGD | — | 12/17/2025 | -6,581,463.00 | 53,355.00 | 0.00 |
| 105340AQ6 | Brandywine Operating Partnership Lp | BDN | 3.95 | 11/15/2027 | 245,000.00 | 241,203.00 | 0.00 |
| 114259AN4 | Brooklyn Union Gas Co/the | NGGLN | 3.41 | 03/10/2026 | 25,000.00 | 24,915.00 | 0.00 |
| 17332HAF2 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 439,318.00 | 297,924.00 | 0.00 |
| 17332HAG0 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 329,523.00 | 208,706.00 | 0.00 |
| 17332HAH8 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 208,721.00 | 121,583.00 | 0.00 |
| 17332HAJ4 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 263,619.00 | 129,239.00 | 0.00 |
| 17332HAK1 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 250,598.00 | 101,868.00 | 0.00 |
| 17332HAL9 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 21,042,448.00 | 2,104.00 | 0.00 |
| 17332HAM7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 38,406.00 | 34,000.00 | 0.00 |
| 173106AE5 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 269,320.00 | 211,979.00 | 0.00 |
| 173106AF2 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 97,232.00 | 72,611.00 | 0.00 |
| 173106AG0 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 246,820.00 | 33,515.00 | 0.00 |
| 173106AH8 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 447,053.00 | 40,701.00 | 0.00 |
| 173106AJ4 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 13,180,003.00 | 1,318.00 | 0.00 |
| 173106AK1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 12,765.00 | 11,743.00 | 0.00 |
| 17318WAJ9 | Citigroup Mortgage Loan Trust 2011-12 | CMLTI | 4.53 | 09/01/2047 | 19,956.00 | 18,460.00 | 0.00 |
| 17325HBW3 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 0.33 | 04/01/2050 | 16,000,000.00 | 57,896.00 | 0.00 |
| 161175BA1 | Charter Communications Operating Llc / C | CHTR | 6.48 | 10/23/2045 | 95,000.00 | 91,764.00 | 0.00 |
| 161175BL7 | Charter Communications Operating Llc / C | CHTR | 5.38 | 05/01/2047 | 85,000.00 | 72,081.00 | 0.00 |
| 15189TBA4 | Centerpoint Energy Inc | CNP | 1.45 | 06/01/2026 | 25,000.00 | 24,597.00 | 0.00 |
| 15135UAM1 | Cenovus Energy Inc | CVECN | 4.25 | 04/15/2027 | 50,000.00 | 49,967.00 | 0.00 |
| 172967KJ9 | Citigroup Inc | C | 4.6 | 03/09/2026 | 165,000.00 | 165,110.00 | 0.00 |
| 14040HCS2 | Capital One Financial Corp | COF | 4.93 | 05/10/2028 | 35,000.00 | 35,319.00 | 0.00 |
| 13323AAB6 | Camelot Finance Sa | CCC | 4.5 | 11/01/2026 | 142,000.00 | 140,818.00 | 0.00 |
| 13645RAY0 | Canadian Pacific Railway Co | CP | 4.0 | 06/01/2028 | 20,000.00 | 19,963.00 | 0.00 |
| 060352AE1 | BANK 2017-bnk6 | BANK | 3.25 | 07/01/2060 | 208,821.00 | 205,495.00 | 0.00 |
| 064058AF7 | BANK Of New York Mellon Corp/the | BK | 4.63 | 03/20/2172 | 125,000.00 | 124,364.00 | 0.00 |
| 08576PAF8 | Berry Global Inc | AMCR | 1.65 | 01/15/2027 | 20,000.00 | 19,367.00 | 0.00 |
| 07384YJQ0 | BEAR Stearns Asset Backed Securities Tru | BSABS | 3.98 | 03/25/2043 | 104,071.00 | 104,857.00 | 0.00 |
| 078774AB2 | Bellemeade Re 2022-1 Ltd | BMIR | 6.33 | 01/26/2032 | 142,403.00 | 142,512.00 | 0.00 |
| 071734AK3 | Bausch Health Cos Inc | BHCCN | 6.25 | 02/15/2029 | 100,000.00 | 82,000.00 | 0.00 |
| 071734AL1 | Bausch Health Cos Inc | BHCCN | 5.25 | 02/15/2031 | 25,000.00 | 16,843.00 | 0.00 |
| 06738EBU8 | Barclays Plc | BACR | 2.28 | 11/24/2027 | 335,000.00 | 328,197.00 | 0.00 |
| 071734AD9 | Bausch Health Cos Inc | BHCCN | 7.0 | 01/15/2028 | 200,000.00 | 183,750.00 | 0.00 |
| 015271AH2 | Alexandria Real Estate Equities Inc | ARE | 4.3 | 01/15/2026 | 20,000.00 | 19,974.00 | 0.00 |
| 015271AT6 | Alexandria Real Estate Equities Inc | ARE | 2.75 | 12/15/2029 | 210,000.00 | 196,885.00 | 0.00 |
| 02343UAH8 | Amcor Finance Usa Inc | AMCR | 4.5 | 05/15/2028 | 335,000.00 | 336,627.00 | 0.00 |
| 023608AG7 | Ameren Corp | AEE | 3.65 | 02/15/2026 | 170,000.00 | 169,618.00 | 0.00 |
| 03027XAP5 | American Tower Corp | AMT | 3.55 | 07/15/2027 | 115,000.00 | 113,879.00 | 0.00 |
| 017JPSF58H | Cnh/usd Fwd 20251217 2568 | CNH | — | 12/17/2025 | -310,408,133.00 | 72,839.00 | 0.00 |
| 00287YBV0 | Abbvie Inc | ABBV | 2.95 | 11/21/2026 | 170,000.00 | 168,301.00 | 0.00 |
| 00108WAH3 | AEP Texas Inc | AEP | 3.95 | 06/01/2028 | 35,000.00 | 34,802.00 | 0.00 |
| 00130HCE3 | AES Corp/the | AES | 1.38 | 01/15/2026 | 30,000.00 | 29,800.00 | 0.00 |
| 00130HCH6 | AES Corp/the | AES | 5.45 | 06/01/2028 | 250,000.00 | 254,301.00 | 0.00 |
| 00206RCP5 | AT&T Inc | T | 4.5 | 05/15/2035 | 70,000.00 | 67,394.00 | 0.00 |
| 00206RGL0 | AT&T Inc | T | 4.1 | 02/15/2028 | 20,000.00 | 19,967.00 | 0.00 |
| 00206RHW5 | AT&T Inc | T | 3.8 | 02/15/2027 | 55,000.00 | 54,753.00 | 0.00 |
| 00206RMM1 | AT&T Inc | T | 2.55 | 12/01/2033 | 74,000.00 | 62,854.00 | 0.00 |
| 05530QAP5 | BAT International Finance Plc | BATSLN | 4.45 | 03/16/2028 | 70,000.00 | 70,295.00 | 0.00 |
| 05523UAP5 | BAE Systems Holdings Inc | BALN | 3.85 | 12/15/2025 | 30,000.00 | 29,975.00 | 0.00 |
| 05526DBR5 | BAT Capital Corp | BATSLN | 2.26 | 03/25/2028 | 140,000.00 | 133,852.00 | 0.00 |
| 03939CAA1 | ARCH Capital Finance Llc | ACGL | 4.01 | 12/15/2026 | 135,000.00 | 134,704.00 | 0.00 |
| 031162CT5 | Amgen Inc | AMGN | 2.2 | 02/21/2027 | 30,000.00 | 29,290.00 | 0.00 |
| 031162DP2 | Amgen Inc | AMGN | 5.15 | 03/02/2028 | 335,000.00 | 342,464.00 | 0.00 |
| 032095AM3 | Amphenol Corp | APH | 4.75 | 03/30/2026 | 45,000.00 | 45,101.00 | 0.00 |
| 03027XBJ8 | American Tower Corp | AMT | 1.5 | 01/31/2028 | 150,000.00 | 141,535.00 | 0.00 |
| 03027XBV1 | American Tower Corp | AMT | 3.65 | 03/15/2027 | 335,000.00 | 332,578.00 | 0.00 |
| 03027XCC2 | American Tower Corp | AMT | 5.25 | 07/15/2028 | 110,000.00 | 112,949.00 | 0.00 |
| 03040WAQ8 | American Water Capital Corp | AWK | 2.95 | 09/01/2027 | 175,000.00 | 171,786.00 | 0.00 |
| 03073EAP0 | Cencora Inc | COR | 3.45 | 12/15/2027 | 85,000.00 | 83,904.00 | 0.00 |
| 3137FBU95 | Freddie Mac Multifamily Structured Pass | FHMS | 0.34 | 09/01/2027 | 6,141,155.00 | 34,020.00 | 0.00 |
| 3137FMCT7 | Freddie Mac Multifamily Structured Pass | FHMS | 0.94 | 05/01/2029 | 12,065,235.00 | 335,151.00 | 0.00 |
| 3137FMU83 | Freddie Mac Multifamily Structured Pass | FHMS | 0.96 | 05/01/2026 | 6,492,982.00 | 22,976.00 | 0.00 |
| 3138X1AJ5 | Fannie Mae Pool | FN | 3.0 | 08/01/2043 | 334,860.00 | 310,165.00 | 0.00 |
| 31418EJ76 | Fannie Mae Pool | FN | 5.0 | 10/01/2052 | 208,590.00 | 208,863.00 | 0.00 |
| 31418EW22 | Fannie Mae Pool | FN | 5.0 | 10/01/2053 | 240,894.00 | 240,451.00 | 0.00 |
| 31418FEC7 | Fannie Mae Pool | FN | 5.0 | 11/01/2054 | 286,377.00 | 284,987.00 | 0.00 |
| 31620MBS4 | Fidelity National Information Services I | FIS | 1.65 | 03/01/2028 | 335,000.00 | 315,415.00 | 0.00 |
| 337738BD9 | Fiserv Inc | FI | 5.45 | 03/02/2028 | 40,000.00 | 40,780.00 | 0.00 |
| 38141GWV2 | Goldman Sachs Group Inc/the | GS | 3.81 | 04/23/2029 | 275,000.00 | 272,420.00 | 0.00 |
| 37940XAG7 | Global Payments Inc | GPN | 2.15 | 01/15/2027 | 80,000.00 | 77,946.00 | 0.00 |
| 37R62I6FLB | Thb/usd Fwd 20251217 Mslngb2x | THB | — | 12/17/2025 | -624,005,445.00 | 300,954.00 | 0.00 |
| 38378JXN7 | Government National Mortgage Association | GNR | 4.0 | 03/01/2043 | 633,161.00 | 104,481.00 | 0.00 |
| 38379EQV7 | Government National Mortgage Association | GNR | 4.0 | 08/01/2044 | 707,001.00 | 87,980.00 | 0.00 |
| 38380CEX7 | Government National Mortgage Association | GNR | 4.0 | 12/01/2046 | 1,203,990.00 | 248,109.00 | 0.00 |
| 38380UA29 | Government National Mortgage Association | GNR | 4.0 | 01/01/2048 | 498,759.00 | 103,990.00 | 0.00 |
| 37190AAA7 | Genpact Luxembourg Sarl/genpact Usa Inc | G | 1.75 | 04/10/2026 | 170,000.00 | 167,918.00 | 0.00 |
| 37045XDK9 | General Motors Financial Co Inc | GM | 1.5 | 06/10/2026 | 335,000.00 | 329,359.00 | 0.00 |
| 37045XDW3 | General Motors Financial Co Inc | GM | 5.0 | 04/09/2027 | 70,000.00 | 70,671.00 | 0.00 |
| 37045XEF9 | General Motors Financial Co Inc | GM | 5.4 | 04/06/2026 | 335,000.00 | 336,474.00 | 0.00 |
| 362954AH2 | GS Mortgage-backed Securities Trust 2025 | GSMBS | — | 01/01/2064 | 20,895.00 | 20,606.00 | 0.00 |
| 36VCTPGR98 | Sgd/usd Fwd 20251217 221 | SGD | — | 12/17/2025 | 553,389.00 | 4,691.00 | 0.00 |
| 37045XCG9 | General Motors Financial Co Inc | GM | 3.85 | 01/05/2028 | 35,000.00 | 34,679.00 | 0.00 |
| 36256WAA2 | GMR Hyderabad International Airport Ltd | GMRLIN | 4.25 | 10/27/2027 | 200,000.00 | 197,312.00 | 0.00 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 5.83 | 01/25/2034 | 233,676.00 | 234,184.00 | 0.00 |
| 35564KKK4 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 7.53 | 09/25/2041 | 200,000.00 | 203,312.00 | 0.00 |
| 35564KKY4 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 5.68 | 10/25/2041 | 167,367.00 | 168,049.00 | 0.00 |
| 35566CBD6 | Freddie Mac Stacr Remic Trust 2020-dna6 | STACR | 7.18 | 12/25/2050 | 100,000.00 | 106,949.00 | 0.00 |
| 35564KQC6 | Freddie Mac Stacr Remic Trust 2022-dna1 | STACR | 6.68 | 01/25/2042 | 110,000.00 | 111,893.00 | 0.00 |
| 35564KUX5 | Freddie Mac Stacr Remic Trust 2022-dna3 | STACR | 7.08 | 04/25/2042 | 300,000.00 | 311,523.00 | 0.00 |
| 35906ABG2 | Frontier Communications Holdings Llc | FYBR | 6.75 | 05/01/2029 | 175,000.00 | 176,749.00 | 0.00 |
| 3137BNQ23 | Freddie Mac Remics | FHR | 3.0 | 04/01/2031 | 833,528.00 | 45,445.00 | 0.00 |
| 3137AMPZ4 | Freddie Mac Remics | FHR | 3.5 | 11/01/2040 | 37,731.00 | 37,650.00 | 0.00 |
| 3137AQJ25 | Freddie Mac Remics | FHR | 3.0 | 05/01/2027 | 293,580.00 | 4,728.00 | 0.00 |
| 3137AR5H5 | Freddie Mac Remics | FHR | 3.0 | 06/01/2027 | 139,367.00 | 2,122.00 | 0.00 |
| 3137AVQG5 | Freddie Mac Remics | FHR | 2.5 | 11/01/2027 | 790,132.00 | 15,351.00 | 0.00 |
| 3137AXFX6 | Freddie Mac Remics | FHR | 3.0 | 12/01/2032 | 1,416,658.00 | 101,922.00 | 0.00 |
| 3137AXSC8 | Freddie Mac Remics | FHR | 3.0 | 01/01/2028 | 893,622.00 | 14,141.00 | 0.00 |
| 3137AYDJ7 | Freddie Mac Remics | FHR | 3.0 | 10/01/2032 | 1,687,672.00 | 83,821.00 | 0.00 |
| 3137B0SA3 | Freddie Mac Remics | FHR | 3.0 | 03/01/2033 | 4,444,649.00 | 267,220.00 | 0.00 |
| 3137B0VV3 | Freddie Mac Remics | FHR | 2.5 | 03/01/2028 | 660,011.00 | 14,760.00 | 0.00 |
| 3137B9GQ2 | Freddie Mac Remics | FHR | 3.75 | 07/01/2043 | 355,461.00 | 353,088.00 | 0.00 |
| 3136AAPN9 | Fannie Mae Remics | FNR | 3.0 | 12/01/2032 | 1,351,884.00 | 95,821.00 | 0.00 |
| 3136ABJF1 | Fannie Mae Remics | FNR | 3.0 | 01/01/2028 | 468,002.00 | 8,979.00 | 0.00 |
| 3136ABNX7 | Fannie Mae Remics | FNR | 3.0 | 01/01/2028 | 764,530.00 | 12,862.00 | 0.00 |
| 3136ACE56 | Fannie Mae Remics | FNR | 2.5 | 03/01/2028 | 430,416.00 | 8,971.00 | 0.00 |
| 3136AD7A1 | Fannie Mae Remics | FNR | 3.0 | 05/01/2033 | 1,043,394.00 | 72,200.00 | 0.00 |
| 3136APVN9 | Fannie Mae Remics | FNR | 3.5 | 08/01/2030 | 321,315.00 | 8,224.00 | 0.00 |
| 3136ARXC7 | Fannie Mae Remics | FNR | 3.5 | 04/01/2031 | 1,225,178.00 | 70,752.00 | 0.00 |
| 3136B1MK7 | Fannie Mae Remics | FNR | 3.5 | 04/01/2048 | 167,799.00 | 154,521.00 | 0.00 |
| 23312VAE6 | Dbjpm 2016-c3 Mortgage Trust | DBJPM | 2.63 | 08/10/2049 | 283,751.00 | 281,172.00 | 0.00 |
| 22966RAD8 | Cubesmart Lp | CUBE | 3.13 | 09/01/2026 | 80,000.00 | 79,173.00 | 0.00 |
| 24703TAD8 | DELL International Llc / Emc Corp | DELL | 6.02 | 06/15/2026 | 25,000.00 | 25,164.00 | 0.00 |
| 25470XBB0 | DISH Dbs Corp | DISH | 7.38 | 07/01/2028 | 350,000.00 | 326,985.00 | 0.00 |
| 25156PBA0 | Deutsche Telekom International Finance B | DT | 3.6 | 01/19/2027 | 335,000.00 | 333,041.00 | 0.00 |
| 25179MBD4 | Devon Energy Corp | DVN | 5.25 | 10/15/2027 | 20,000.00 | 20,001.00 | 0.00 |
| 25381HAD0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 356,176.00 | 35.00 | 0.00 |
| 25381HAM0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 236,373.00 | 0.00 | 0.00 |
| 1GPNL4I1F5 | Jpy/usd Fwd 20260122 Bnpafrpp | JPY | — | 01/22/2026 | 1,353,774,095.00 | -136,286.00 | 0.00 |
| 21989TAA5 | CORP Andina De Fomento | CAF | 5.25 | 11/21/2025 | 10,000.00 | 10,000.00 | 0.00 |
| 224044CG0 | COX Communications Inc | COXENT | 3.35 | 09/15/2026 | 15,000.00 | 14,886.00 | 0.00 |
| 22411VAD0 | Cppib Capital Inc | CPPIBC | 2.75 | 11/02/2027 | 250,000.00 | 245,392.00 | 0.00 |
| 22822VAC5 | Crown Castle Inc | CCI | 3.7 | 06/15/2026 | 295,000.00 | 293,638.00 | 0.00 |
| 22822VAE1 | Crown Castle Inc | CCI | 4.0 | 03/01/2027 | 15,000.00 | 14,949.00 | 0.00 |
| 22822VAZ4 | Crown Castle Inc | CCI | 2.9 | 03/15/2027 | 40,000.00 | 39,269.00 | 0.00 |
| 294429AW5 | Equifax Inc | EFX | 5.1 | 06/01/2028 | 330,000.00 | 336,659.00 | 0.00 |
| 2V25NJAT2C | Krw/usd Fwd 20251217 Mslngb2x | KRW | — | 12/17/2025 | -8,831,391,360.00 | -20,262.00 | 0.00 |
| 30040WAE8 | Eversource Energy | ES | 3.3 | 01/15/2028 | 25,000.00 | 24,522.00 | 0.00 |
| 30040WAQ1 | Eversource Energy | ES | 2.9 | 03/01/2027 | 125,000.00 | 122,916.00 | 0.00 |
| 30040WAT5 | Eversource Energy | ES | 5.45 | 03/01/2028 | 150,000.00 | 153,811.00 | 0.00 |
| 30040WAV0 | Eversource Energy | ES | 4.75 | 05/15/2026 | 160,000.00 | 160,401.00 | 0.00 |
| 3128M9TQ5 | Freddie Mac Gold Pool | FG | 3.5 | 08/01/2043 | 242,852.00 | 231,311.00 | 0.00 |
| 292480AK6 | Energy Transfer Lp | ET | 4.4 | 03/15/2027 | 80,000.00 | 80,119.00 | 0.00 |
| 29273RBL2 | Energy Transfer Lp | ET | 5.3 | 04/15/2047 | 110,000.00 | 98,821.00 | 0.00 |
| 260003AM0 | Dover Corp | DOV | 3.15 | 11/15/2025 | 35,000.00 | 34,977.00 | 0.00 |
| 26441CBS3 | DUKE Energy Corp | DUK | 4.3 | 03/15/2028 | 115,000.00 | 115,377.00 | 0.00 |
| 26884TAV4 | ERAC Usa Finance Llc | ENTERP | 4.6 | 05/01/2028 | 335,000.00 | 339,166.00 | 0.00 |
| 26982EAA4 | Eagle Re 2023-1 Ltd | EMIR | 6.18 | 09/26/2033 | 224,916.00 | 225,345.00 | 0.00 |
| UXYZ5 COMD | US 10yr Ultra Fut Dec25 | UXYZ5 | — | 12/19/2025 | -113,752,109.00 | -518,605.00 | -0.01 |
| TUZ5 COMDT | US 2yr Note (cbt) Dec25 | TUZ5 | — | 12/31/2025 | 2,168,217,661.00 | -1,044,587.00 | -0.01 |
| SWB8ADUTF3 | SWP: Brl Di Ois Jan 31 13.7875_c | — | — | 01/02/2031 | -123,649,784.00 | -587,619.00 | -0.01 |
| SWB8AC2JG4 | Cswap: Eur/usdeur 3.1%/usd 4.667% 27-sep | — | — | 09/27/2029 | 11,393,550.00 | -652,156.00 | -0.01 |
| G7ID2U8SDB | Php/usd Fwd 20251217 Mslngb2x | PHP | — | 12/17/2025 | 1,628,538,959.00 | -571,208.00 | -0.01 |
| SWB8ADFE25 | SWP: Ois Sofr 4.129500 15-jan-2055_c | — | — | 01/15/2055 | -53,000,000.00 | -1,549,658.00 | -0.02 |
| SWB8AEJPUZ | CDS: (cdx.em.44.v1) 714c-skew | — | 1.0 | 12/20/2030 | 100,000,000.00 | -1,549,155.00 | -0.02 |
| WNZ5 COMDT | US Ultra Bond Cbt Dec25 | WNZ5 | — | 12/19/2025 | -84,047,906.00 | -2,973,547.00 | -0.04 |
| SWB8ADGWY2 | SWP: Ois Sofr 4.110000 28-jan-2029_c | — | — | 01/28/2029 | -114,725,000.00 | -2,636,839.00 | -0.04 |
| SWB8ADZZ6J | Trswap: Iboxig Index 12/22/2025 Bnpsw_r | — | — | 12/22/2025 | -198,102.00 | -3,607,865.00 | -0.05 |
| SWB8ACMDF1 | SWP: Ois Sofr 4.253000 13-may-2029 | — | — | 05/13/2029 | -124,475,000.00 | -3,670,336.00 | -0.05 |
| 01F0526C1 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 12/01/2055 | -126,000,000.00 | -127,208,784.00 | -1.78 |
The CUSIP information contained in pgimfunds.com and/or prudential.com consists of security identifiers and related descriptive information (“the CUSIP Database”) and is protected under the copyright laws and is licensed with permission from CUSIP Global Services (“CGS”), on behalf of the American Bankers Association (“ABA”).
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PGIM Fixed Income, with $862 billion in assets under management as of March 31, 2025, is a global asset manager offering active solutions across all fixed income markets. The company has offices in Newark, N.J., London, Tokyo and Singapore. At PGIM Fixed Income we believe that research-driven security selection is the most consistent strategy for adding value to client portfolios. The firm complements that base strategy with active sector rotation, duration management, and superior trade execution. Risk budgeting is central to this approach. 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.
Gregory Peters, Robert Tipp, Richard Piccirillo, Matthew Angelucci, and Tyler Thorn of PGIM Fixed Income are primarily responsible for management of the PGIM Short Duration Multi-Sector Bond Fund.
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.
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.
Managing Director and Co-head on PGIM Fixed Income's Multi-Sector Team
Richard Piccirillo is a Managing Director and one of the co-heads on the Multi-Sector Team at PGIM Fixed Income.
Managing Director and Multi-Sector senior portfolio manager
PGIM Fixed Income
Matthew Angelucci, CFA, is a Managing Director and senior portfolio manager on the Multi-Sector Team responsible for Global Bond Strategies.
Principal and Portfolio Manager for PGIM Fixed Income's Multi-Sector Team
PGIM Fixed Income
Tyler Thorn is a Principal and a portfolio manager on the Multi-Sector Team at PGIM Fixed Income.
Average Maturity is the average time to maturity for a bond. Credit quality is calculated using the highest rating assigned by a nationally recognized statistical rating organization (NRSRO) such as Moody’s, S&P, or Fitch. The Not Rated category consists of securities that have not been rated by an NRSRO. Duration measures investment risk that takes into account both a bond's interest payments and its value to maturity. Standard Deviation depicts how widely returns vary around its average and is used to understand the range of returns most likely for a given fund. A higher standard deviation generally implies greater volatility. Due to data availability, statistics may not be as of the current reporting period.
Enhanced cash strategies are variations on traditional money market vehicles. They are designed to provide liquidity and principal preservation, but with more of an emphasis on seeking returns that are superior to those of traditional money market offerings.
Source: Benchmarks - Lipper Inc.; Statistics - Morningstar Inc.; All other data from PGIM, Inc.
© 2025 Morningstar, Inc. All rights reserved. The information contained herein (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance does not guarantee future results.
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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.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), 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, Inc., 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. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and 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.
4364914 Ed. 03/2025
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