star star star star star Morningstar Tooltip Icon
Overall Morningstar Rating TM
Barron’s Best Fund Families 2024

Barron’s Best Fund Families: Ranked #4 for best fund family over the 1-year period ended 12/31/2024, among 48 qualifying fund families based on asset- weighted returns.

Objective

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. 

Growth of $10,000

Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost. This chart represents historical performance and does not assume the effects of sales charges or varying fees and expenses of other share classes. If shown with sales charges or these other fees and expenses, performance could have been lower. It is not possible to invest directly in an index. Click here to view benchmark index definitions.

FUND INFORMATION
Style: Short Term Bond
Total Net Assets: $6.669 Billion
Dividends (Paid): Monthly
Dividends (Accrued): Daily
Capital Gains: Annually
Fund Statistics
AS OF 06/30/2025
Name
Weight
Average Maturity (years) 4.00
Duration (years) 1.90
Standard Deviation (3 year) 2.46

Morningstar Ratings

AS OF 06/30/2025
Class A Shares
Overall (Out of 527 Funds)
star-icon star-icon star-icon star-icon
3-Year (Out of 527 Funds)
star-icon star-icon star-icon star-icon
5-Year (Out of 484 Funds)
star-icon star-icon star-icon star-icon
10-Year (Out of 371 Funds)
star-icon star-icon star-icon star-icon
Class C Shares
Overall (Out of 527 Funds)
star-icon star-icon
3-Year (Out of 527 Funds)
star-icon star-icon star-icon
5-Year (Out of 484 Funds)
star-icon star-icon
10-Year (Out of 371 Funds)
star-icon star-icon
Class R6 Shares
Overall (Out of 527 Funds)
star-icon star-icon star-icon star-icon star-icon
3-Year (Out of 527 Funds)
star-icon star-icon star-icon star-icon star-icon
5-Year (Out of 484 Funds)
star-icon star-icon star-icon star-icon
10-Year (Out of 371 Funds)
star-icon star-icon star-icon star-icon star-icon
Class Z Shares
Overall (Out of 527 Funds)
star-icon star-icon star-icon star-icon star-icon
3-Year (Out of 527 Funds)
star-icon star-icon star-icon star-icon
5-Year (Out of 484 Funds)
star-icon star-icon star-icon star-icon
10-Year (Out of 371 Funds)
star-icon star-icon star-icon star-icon star-icon

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.

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.

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 6/30/2025: 44/82, 18/77, 29/75, and 6/63, respectively. Past Performance is no guarantee of future results.

*Used with permission. © 2025 Dow Jones & Company, Inc. Source: Barron’s, Feb. 27, 2025. Barron’s rankings are based on asset-weighted returns in funds in five categories: U.S. Equity; World Equity; Mixed Asset; Taxable Bond; and Tax-Exempt (each a “Barron’s ranking category”). Rankings also take into account an individual fund’s performance within its Lipper peer universe. Lipper calculated each fund’s net total return for the year ended Dec. 31, 2024, minus the effects of 12b-1 fees and sales charges. Each fund in the survey was given a percentile ranking, with 100 the highest and 1 the lowest in its category. That ranking measured how a fund compared with its peer “universe,” as tracked by Lipper, not just the funds in the survey. Individual fund scores were then multiplied by the 2024 weighting of their Barron’s ranking category as determined by the entire Lipper universe of funds. Those fund scores were then totaled, creating an overall score and ranking for each fund family in the survey in each Barron’s ranking category. To qualify for the ranking, firms must offer at least three active mutual funds or actively run ETFs in Lipper’s general U.S. Stock category; one in World Equity; and one Mixed Asset. They also need to offer at least two taxable bond funds and one national tax-exempt bond fund. All funds must have a track record of at least one year.

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 (%)

as of
RETURNS:
SALES CHARGE:
TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE
Cumulative Average Annual
Class Ticker YTD 1-Yr 3-Yr 5-Yr 10-Yr Since Inception

Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.

See Daily Returns for the PGIM 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.

Prices

AS OF 08/08/2025
Class
NAV ($)
NAV Change ($)
NAV Change (%)
POP ($)
Total Net Assets ($)
A 8.92 No Change 0.00 0.00 9.13 709,025,775.39
C 8.92 Loss -0.01 -0.11 51,525,787.15
R6 8.92 Loss -0.01 -0.11 2,550,574,522.36
Z 8.95 No Change 0.00 0.00 3,555,131,437.31

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= Gain, Loss= Loss,  No Change = No Change.

See Prices of other PGIM Investments Mutual Funds.

52 Week High/Low

AS OF 08/08/2025
Class
52 Week High ($)
52 Week High Date
52 Week Low ($)
52 Week Low Date
A 8.98 09/27/2024 8.79 04/11/2025
C 8.99 09/24/2024 8.79 04/11/2025
R6 8.99 09/24/2024 8.79 04/11/2025
Z 9.01 10/01/2024 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.

Yields

AS OF 07/31/2025
Class SEC 30-Day Subsidized Yield (%) SEC 30-Day Unsubsidized Yield (%) Offer Distb. Yield (%) NAV Distb. Yield (%) SEC-30 Day Sub Taxable Equivalent Yield (%)
A - View Prospectus 4.35 4.34 4.25 4.34
C - View Prospectus 3.59 3.58 3.50
R6 - View Prospectus 4.75 4.73 4.65
Z - View Prospectus 4.68 4.61 4.58

*The annualized distribution yields for the Fund for the month of February 2020 included a non-recurring income adjustment. Had the income adjustment not occurred, the annualized distribution yields for this period would have been higher.

See Yields of other PGIM Investments Mutual Funds.

Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.

This material must be preceded or accompanied by a current prospectus or summary prospectus. Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.

Portfolio Attributes

AS OF 06/30/2025
Sector vs Benchmark
Sector
Fund (% of Assets)
Overweight Underweight
U.S. Govt Related 34.1% -38.2%
Treas 21.6% —%
Agency 0.8% —%
MBS 11.7% —%
Inv Grade Corp 15.5% -7.7%
Foreign Govt Related 1.6% -2.0%
Bank Loans 1.4% 1.4%
Emerging Markets 3.8% 3.0%
Non Agency MBS 5.8% 5.8%
High Yield 7.5% 7.5%
Commercial MBS 8.0% 8.0%
ABS 23.9% 23.9%
Other -0.1% —%
Cash/Equiv -1.7% —%
Credit Quality (% of Assets)
AAA 50.2%
AA 19.4%
A 7.5%
BBB 10.5%
BB 8.0%
B 2.9%
CCC 0.5%
Not Rated 2.8%
Cash/Equiv -1.7%
FUND STATISTICS
AS OF 06/30/2025
Average Maturity (years) 4.0
Duration (years) 1.9
Standard Deviation (3 year) 2.46

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.

Fund Holdings

AS OF 06/30/2025

Holdings are unaudited, may vary and are subject to change. Please refer to the Fund's annual report for audited holdings information. This is not a recommendation to buy or sell any security listed.

Value ($): Cash securities are calculated using market value and derivative securities are calculated using notional value.

Source: Bank of New York Mellon. Holdings are provided to Prudential Financial by the custodian bank and Prudential Financial is not responsible for any errors or omissions related to the holdings data.

© 2025, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved.

Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.

Investment products are distributed by Prudential Investment Management Services LLC, member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly owned subsidiary of PGIM, Inc. (PGIM), the principal asset management business of Prudential Financial, Inc. (PFI), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. © 2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.

This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.

INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate. 

Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.

MRU Number

Security ID# (CUSIP/SEDOL)
Security Description
Ticker Symbol
Coupon Rate
Maturity Date
Shares/Notional
Value ($)
% of Portfolio
91282CCF6 United States Treasury Note/bond T 0.75 05/31/2026 291,160,000.00 282,561,681.00 4.16
912828V98 United States Treasury Note/bond T 2.25 02/15/2027 243,000,000.00 237,067,382.00 3.49
91282CJP7 United States Treasury Note/bond T 4.38 12/15/2026 211,905,000.00 213,494,287.00 3.14
912828ZN3 United States Treasury Note/bond T 0.5 04/30/2027 213,615,000.00 201,440,613.00 2.97
74440W862 (pipa070) Pgim Core Government Money Mar 4.42 12/01/2099 172,447,050.00 172,447,050.00 2.54
91282CMP3 United States Treasury Note/bond T 4.13 02/28/2027 167,090,000.00 167,977,665.00 2.47
91282CDK4 United States Treasury Note/bond T 1.25 11/30/2026 134,030,000.00 129,244,710.00 1.90
91282CJT9 United States Treasury Note/bond T 4.0 01/15/2027 98,305,000.00 98,543,082.00 1.45
69344A834 PGIM Aaa Clo Etf PAAA 1,495,772.00 76,957,469.00 1.13
01F020679 Fannie Mae Or Freddie Mac FNCL 2.0 07/01/2055 72,500,000.00 57,375,601.00 0.84
91282CBW0 United States Treasury Note/bond T 0.75 04/30/2026 57,495,000.00 55,936,346.00 0.82
3140XMSD9 Fannie Mae Pool FN 2.5 08/01/2036 55,597,286.00 52,110,112.00 0.77
XS27937125 Harvest Clo Xxxii Dac HARVT 3.61 07/25/2037 36,250,000.00 42,969,718.00 0.63
XS28110880 Monument Clo 1 Dac MNMNT 3.73 05/15/2037 35,000,000.00 41,367,106.00 0.61
55822EAJ8 Madison Park Funding Lix Ltd MDPK 5.77 04/18/2037 40,250,000.00 40,411,889.00 0.59
3140XLKV9 Fannie Mae Pool FN 2.0 12/01/2036 41,253,687.00 37,922,963.00 0.56
91282CLY5 United States Treasury Note/bond T 4.25 11/30/2026 36,710,000.00 36,902,153.00 0.54
XS29996555 ICG Euro Clo 2023-1 Dac ICGE 3.68 10/19/2038 31,000,000.00 36,499,309.00 0.54
29004FAA9 Elmwood Clo 40 Ltd ELM40 5.52 03/22/2038 35,000,000.00 35,051,362.00 0.52
XS30040074 TORO European Clo 10 Dac TCLO 3.61 04/15/2038 27,500,000.00 32,183,034.00 0.47
XS30254325 Rockford Tower Europe Clo 2025-1 Dac RFTE 3.43 10/25/2027 25,260,000.00 29,808,102.00 0.44
XS29301141 Avoca Clo Xi Dac AVOCA 4.13 10/15/2038 25,000,000.00 29,451,105.00 0.43
01F050676 Fannie Mae Or Freddie Mac FNCL 5.0 07/01/2055 29,500,000.00 28,907,054.00 0.43
75888KAL8 Regatta Viii Funding Ltd REGT8 5.83 04/17/2037 29,000,000.00 29,109,364.00 0.43
01F022675 Fannie Mae Or Freddie Mac FNCL 2.5 07/01/2055 34,500,000.00 28,599,486.00 0.42
XS27989846 Nassau Euro Clo Iv Dac NGCE 3.73 07/20/2038 23,800,000.00 28,241,804.00 0.42
097023DG7 Boeing Co/the BA 2.2 02/04/2026 27,227,000.00 26,806,796.00 0.39
XS30851109 Monument Clo 3 Dac MNMNT 04/15/2038 22,000,000.00 25,914,900.00 0.38
XS30685614 Henley Clo Xiv Dac HNLY 03/25/2038 21,500,000.00 25,325,925.00 0.37
08186PAJ2 Benefit Street Partners Clo Xviii Ltd BSP 5.69 10/15/2034 25,000,000.00 25,047,472.00 0.37
05684UAA3 BAIN Capital Credit Clo 2022-1 Ltd BCC 5.59 04/18/2035 25,000,000.00 25,076,270.00 0.37
87190CBG4 TCW Clo 2020-1 Ltd TCW 5.32 04/20/2034 25,000,000.00 24,989,737.00 0.37
88676NAQ0 Tikehau Us Clo Iii Ltd TKO 6.14 01/20/2036 25,000,000.00 25,113,562.00 0.37
92331DBJ6 Venture 28a Clo Ltd VENTR 5.38 10/20/2034 25,000,000.00 25,007,125.00 0.37
55821AAS7 Madison Park Funding Xxviii Ltd MDPK 5.96 01/15/2038 25,000,000.00 25,057,080.00 0.37
3140XMD78 Fannie Mae Pool FN 4.0 03/01/2048 25,237,609.00 24,316,877.00 0.36
17327CAT0 Citigroup Inc C 4.54 09/19/2030 24,120,000.00 24,000,952.00 0.35
67121QAA3 OFSI Bsl Xv Clo Ltd OFSBS 5.52 03/31/2038 23,450,000.00 23,452,996.00 0.35
BP8XNQ2 Republic Of South Africa Government Inte SOAF 3.75 07/24/2026 20,000,000.00 23,670,905.00 0.35
XS30294358 Sound Point Euro Clo Iv Funding Dac SNDPE 3.46 04/15/2039 19,600,000.00 23,076,319.00 0.34
571676AY1 MARS Inc MARS 4.8 03/01/2030 22,515,000.00 22,809,037.00 0.34
14686BAN7 Carval Clo Vii-c Ltd CARVL 5.71 07/20/2037 22,000,000.00 22,089,669.00 0.33
3137HLZC9 Freddie Mac Remics FHR 4.32 06/25/2055 22,725,000.00 22,745,018.00 0.33
XS23370823 ST Paul's Clo V Dac SPAUL 2.81 02/20/2030 19,151,699.00 22,519,102.00 0.33
3140XLNA2 Fannie Mae Pool FN 1.5 06/01/2036 24,384,027.00 21,790,833.00 0.32
55376CAB9 MSWF Commercial Mortgage Trust 2023-1 MSWF 6.45 05/01/2056 21,000,000.00 21,896,225.00 0.32
362930AA7 Galaxy 35 Clo Ltd GALXY 5.46 04/20/2038 21,000,000.00 20,969,182.00 0.31
37045XFE1 General Motors Financial Co Inc GM 5.05 04/04/2028 19,906,000.00 20,058,535.00 0.30
36179WT24 Ginnie Mae Ii Pool G2 3.5 12/01/2051 22,492,165.00 20,550,624.00 0.30
29001VAU3 Elmwood Clo Vi Ltd ELMW6 5.65 07/18/2037 20,250,000.00 20,312,900.00 0.30
XS23206968 Carlyle Euro Clo 2019-1 Dac CGMSE 3.63 03/15/2032 17,450,000.00 20,586,857.00 0.30
XS30063906 Ravensdale Park Clo Dac RAVPK 3.45 04/25/2038 16,500,000.00 19,421,086.00 0.29
37148EAS3 Generate Clo 8 Ltd GNRT 6.02 01/20/2038 20,000,000.00 20,027,060.00 0.29
31418ECR9 Fannie Mae Pool FN 3.0 04/01/2052 22,181,607.00 19,229,291.00 0.28
31417FY51 Fannie Mae Pool FN 3.0 03/01/2043 20,282,700.00 18,323,166.00 0.27
3132DWFH1 Freddie Mac Pool FR 5.5 11/01/2052 18,585,025.00 18,645,945.00 0.27
55822GAQ7 Madison Park Funding Lvii Ltd MDPK 5.56 07/27/2034 18,000,000.00 18,033,622.00 0.27
52476AAA1 Legacy Mortgage Asset Trust 2025-pr1 LMAT 6.0 01/25/2061 18,400,000.00 18,348,956.00 0.27
95000U3L5 Wells Fargo & Co WFC 5.71 04/22/2028 17,850,000.00 18,252,258.00 0.27
951913AA0 Wcore Commercial Mortgage Trust 2024-cor WCORE 5.8 11/15/2041 17,390,000.00 17,395,434.00 0.26
3133ENFJ4 Federal Farm Credit Banks Funding Corp FFCB 2.15 12/01/2031 20,000,000.00 17,476,368.00 0.26
29005DAA3 Elmwood Clo 42 Ltd ELM42 5.63 03/31/2038 17,500,000.00 17,544,945.00 0.26
17332HAA3 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.08 01/01/2064 18,431,311.00 17,400,569.00 0.26
05593VAA1 BX Trust 2025-roic BX 5.46 03/15/2030 17,560,000.00 17,450,250.00 0.26
XS30140099 Contego Clo V Dac CONTE 3.51 10/15/2037 15,200,000.00 17,828,672.00 0.26
XS30910403 Tikehau Clo Xi Dac TIKEH 0.01 01/15/2038 15,000,000.00 17,669,250.00 0.26
XS27159509 Anchorage Capital Europe Clo 6 Dac ANCHE 3.99 01/22/2038 15,000,000.00 17,703,095.00 0.26
XS23145144 BANK Negara Indonesia Persero Tbk Pt BBNIIJ 3.75 03/30/2026 17,155,000.00 16,936,273.00 0.25
05377RGY4 AVIS Budget Rental Car Funding Aesop Llc AESOP 5.49 06/20/2029 16,800,000.00 17,249,799.00 0.25
830867AB3 Delta Air Lines Inc / Skymiles Ip Ltd DAL 4.75 10/20/2028 17,015,000.00 16,983,352.00 0.25
67443AAA9 OBRA Clo 1 Ltd OBRAC 5.9 01/20/2038 16,000,000.00 16,060,505.00 0.24
01F052672 Fannie Mae Or Freddie Mac FNCL 5.5 07/01/2055 16,000,000.00 15,996,339.00 0.24
08163TAC6 Benchmark 2023-v2 Mortgage Trust BMARK 5.81 05/01/2055 15,500,000.00 15,991,988.00 0.24
XS24439063 ST Pauls Clo SPAUL 3.18 07/20/2035 14,000,000.00 16,491,248.00 0.24
XS28702152 Signal Harmonic Clo Iii Dac SHCLO 3.51 11/15/2038 14,000,000.00 16,425,004.00 0.24
XS23664198 TORO European Clo 2 Dac TCLO 3.15 07/25/2034 13,500,000.00 15,881,286.00 0.23
08163VAC1 Benchmark 2023-v3 Mortgage Trust BMARK 6.36 07/01/2056 15,000,000.00 15,721,644.00 0.23
06211CAG0 Bank5 2023-5yr2 BANK5 6.66 07/01/2056 15,000,000.00 15,821,775.00 0.23
3132CW6E9 Freddie Mac Pool FR 1.5 02/01/2036 17,556,955.00 15,689,861.00 0.23
31418EDE7 Fannie Mae Pool FN 3.5 05/01/2052 17,244,905.00 15,554,905.00 0.23
362954AR0 GS Mortgage-backed Securities Trust 2025 GSMBS 3.51 01/01/2064 17,563,181.00 15,710,404.00 0.23
694308KW6 Pacific Gas And Electric Co PCG 5.0 06/04/2028 15,520,000.00 15,567,405.00 0.23
64966TGS7 NEW York City Housing Development Corp NYCMFH 5.46 12/15/2031 15,150,000.00 15,561,561.00 0.23
748949AA2 RCKT Mortgage Trust 2025-ces6 RCKT 5.47 06/01/2055 15,600,000.00 15,688,233.00 0.23
958667AC1 Western Midstream Operating Lp WES 4.05 02/01/2030 16,330,000.00 15,712,869.00 0.23
928668CP5 Volkswagen Group Of America Finance Llc VW 5.05 03/27/2028 15,570,000.00 15,638,428.00 0.23
B97PWJ3 Brazil Minas Spe Via State Of Minas Gera MINASG 5.33 02/15/2028 15,226,200.00 15,087,489.00 0.22
86271PAL9 Strata Clo Ii Ltd STRTA 5.65 10/20/2033 15,000,000.00 15,024,417.00 0.22
59803ABG6 Midocean Credit Clo X MIDO 5.59 10/23/2034 15,000,000.00 15,039,165.00 0.22
70018AAJ9 PARK Avenue Institutional Advisers Clo L PAIA 5.7 10/15/2034 15,000,000.00 15,016,081.00 0.22
66860JAN8 Northwoods Capital Xi-b Ltd WOODS 5.72 07/19/2037 15,000,000.00 15,056,319.00 0.22
55955XAA4 Magnetite Xlii Ltd MAGNE 5.62 01/25/2038 15,000,000.00 15,041,910.00 0.22
36179VVX5 Ginnie Mae Ii Pool G2 2.0 10/01/2050 18,646,220.00 15,188,404.00 0.22
36179XDD5 Ginnie Mae Ii Pool G2 4.0 08/01/2052 15,921,005.00 14,876,308.00 0.22
3136BWRC2 Fannie Mae Remics FNR 4.32 07/25/2055 15,000,000.00 15,021,336.00 0.22
28623JAA4 Elevation Clo 2025-18 Ltd AWPT 5.53 03/28/2038 15,000,000.00 15,003,750.00 0.22
07133PAL3 Battalion Clo 17 Ltd BATLN 5.57 03/09/2034 15,000,000.00 15,021,045.00 0.22
05685BAQ9 BAIN Capital Credit Clo 2022-4 Ltd BCC 5.64 10/16/2037 15,000,000.00 15,060,000.00 0.22
03331GAQ1 Anchorage Capital Clo 24 Ltd ANCHC 5.69 07/15/2037 15,000,000.00 15,061,062.00 0.22
00833BAA6 Affirm Master Trust AFRMT 4.99 02/15/2033 14,800,000.00 14,913,664.00 0.22
11135FBX8 Broadcom Inc AVGO 5.05 07/12/2029 13,793,000.00 14,124,710.00 0.21
12595XAS2 Csail 2018-cx12 Commercial Mortgage Trus CSAIL 3.96 08/01/2051 14,323,531.00 14,105,652.00 0.21
28622EAW8 Elevation Clo 2021-13 Ltd AWPT 5.86 07/15/2034 14,000,000.00 13,941,348.00 0.21
487836BW7 Kellanova K 4.3 05/15/2028 13,929,000.00 14,011,435.00 0.21
66860GAY0 Northwoods Capital Xv Ltd WOODS 5.87 06/20/2034 14,000,000.00 13,978,944.00 0.21
88675YAA2 Tikehau Us Clo V Ltd TKO 6.21 01/15/2036 14,000,000.00 14,075,836.00 0.21
XS28930318 Henley Clo Xi Dac HNLY 3.56 04/25/2039 12,000,000.00 14,163,109.00 0.21
BMHFP39 Romanian Government International Bond ROMANI 6.63 09/27/2029 10,500,000.00 13,306,933.00 0.20
832248BC1 Smithfield Foods Inc SFD 3.0 10/15/2030 15,130,000.00 13,771,253.00 0.20
05964HBA2 Banco Santander Sa SANTAN 5.55 03/14/2028 13,600,000.00 13,821,165.00 0.20
055986AC7 BMO 2023-5c1 Mortgage Trust BMO 6.53 08/01/2056 13,000,000.00 13,658,677.00 0.20
06738ECX1 Barclays Plc BACR 5.09 02/25/2029 12,800,000.00 12,959,142.00 0.19
22535WAP2 Credit Agricole Sa ACAFP 5.23 01/09/2029 12,850,000.00 13,061,525.00 0.19
3132DVL52 Freddie Mac Pool FR 2.5 11/01/2051 15,626,279.00 13,200,335.00 0.19
87240NBG0 TCW Clo 2017-1a Ltd TCW 5.43 10/29/2034 12,690,000.00 12,689,308.00 0.19
68269JAE1 Onemain Financial Issuance Trust 2023-1 OMFIT 5.5 06/14/2038 12,200,000.00 12,575,880.00 0.19
62916TAA7 NLT 2025-inv1 Trust NLT 5.51 02/01/2070 13,043,755.00 13,111,921.00 0.19
BL5016946 Zegona Holdco Ltd ZEGLN 5.66 07/17/2029 10,925,000.00 12,811,656.00 0.19
BL4417558 CLUE Opco Llc FWRD 8.78 12/19/2030 12,091,000.00 11,988,226.00 0.18
BLF8481 Lorca Telecom Bondco Sa LORCAT 4.0 09/18/2027 10,550,000.00 12,394,439.00 0.18
95000U3G6 Wells Fargo & Co WFC 6.3 10/23/2029 11,845,000.00 12,520,789.00 0.18
29278GBD9 ENEL Finance International Nv ENELIM 5.13 06/26/2029 12,260,000.00 12,479,995.00 0.18
36179XDE3 Ginnie Mae Ii Pool G2 4.5 08/01/2052 12,590,092.00 12,152,631.00 0.18
36272JAA1 GS Mortgage Securities Corp Trust 2024-r GSMS 5.37 08/01/2041 12,200,000.00 12,335,556.00 0.18
38237EAA2 Goodleap Home Improvement Solutions Trus GDLP 5.38 02/20/2049 12,063,488.00 12,213,546.00 0.18
05526DCB9 BAT Capital Corp BATSLN 5.35 08/15/2032 11,635,000.00 11,894,576.00 0.18
055985AB1 BMO 2023-c6 Mortgage Trust BMO 6.87 09/01/2056 11,883,083.00 12,520,068.00 0.18
049919AA1 ATLX 2024-rpl2 Trust ATLX 3.85 04/01/2063 12,092,508.00 11,600,825.00 0.17
36362HAA6 Gallatin Clo Xi 2024-1 Ltd GALL 5.75 10/20/2037 11,500,000.00 11,539,356.00 0.17
36179WXL7 Ginnie Mae Ii Pool G2 3.5 02/01/2052 12,804,969.00 11,694,347.00 0.17
83368RCC4 Societe Generale Sa SOCGEN 5.5 04/13/2029 11,465,000.00 11,670,601.00 0.17
534747AA8 Linct 2024-1 A1x 4.33 08/04/2025 11,230,000.00 11,230,000.00 0.17
XS30193018 NGC Euro Clo 5 Dac NGCE 3.38 01/15/2039 10,000,000.00 11,705,878.00 0.17
XS28097803 SONA Fios Clo Ii Dac FIOS 3.69 02/15/2037 9,400,000.00 11,099,634.00 0.16
XS24111375 OAK Hill European Credit Partners V Desi OHECP 3.22 01/21/2035 9,000,000.00 10,565,875.00 0.16
BNZHNG3 Bellis Acquisition Co Plc ASSDLN 8.13 05/14/2030 8,420,000.00 10,849,803.00 0.16
514887AB4 Rheinland-pfalz Bank LBBW 6.88 02/23/2028 10,000,000.00 10,545,264.00 0.16
47109LAG9 Japan International Cooperation Agency JICA 4.0 05/23/2028 10,760,000.00 10,759,642.00 0.16
67121CAA4 OBX 2025-he1 Trust OBX 5.91 02/25/2055 10,556,091.00 10,581,147.00 0.16
67449BAA1 OBX 2025-nqm11 Trust OBX 5.42 05/01/2065 10,700,000.00 10,713,396.00 0.16
BHXDDW7 Salus European Loan Conduit No 33 Dac EURO 6.46 01/23/2032 7,845,747.00 10,798,487.00 0.16
92212WAF7 VAR Energi Asa VARNO 5.88 05/22/2030 10,840,000.00 11,082,061.00 0.16
35906ABF4 Frontier Communications Holdings Llc FYBR 5.0 05/01/2028 10,871,000.00 10,864,351.00 0.16
31418EGK0 Fannie Mae Pool FN 4.5 08/01/2052 11,074,712.00 10,612,955.00 0.16
00084DBC3 ABN Amro Bank Nv ABNANV 6.58 10/13/2026 10,700,000.00 10,755,131.00 0.16
055988AB5 BMO 2023-c5 Mortgage Trust BMO 6.52 06/01/2056 10,792,000.00 11,081,886.00 0.16
06738ECT0 Barclays Plc BACR 4.84 09/10/2028 11,045,000.00 11,120,469.00 0.16
12434DAQ5 BX Trust 2021-lgcy BX 6.38 10/15/2036 11,000,000.00 10,972,500.00 0.16
12433EAN1 BX Trust 2022-lba6 BX 7.01 01/15/2039 10,000,000.00 9,968,750.00 0.15
173106AA3 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 4.1 02/01/2063 10,532,742.00 10,065,174.00 0.15
05583JAN2 BPCE Sa BPCEGP 5.98 01/18/2027 10,000,000.00 10,066,940.00 0.15
05613UAE1 BX Trust 2025-dime BX 6.06 02/15/2030 10,550,000.00 10,457,687.00 0.15
29001LBA8 Elmwood Clo Ii Ltd ELMW2 5.97 10/20/2037 10,000,000.00 10,019,525.00 0.15
3132DWE74 Freddie Mac Pool FR 5.0 10/01/2052 10,598,369.00 10,437,931.00 0.15
3132E0VA7 Freddie Mac Pool FR 3.5 09/01/2046 10,955,754.00 10,263,964.00 0.15
281020AU1 Edison International EIX 4.7 08/15/2025 10,000,000.00 9,987,683.00 0.15
88164AAB0 Tesla Sustainable Energy Trust 2024-1 TSET 5.08 06/21/2050 10,005,233.00 10,038,680.00 0.15
82811RAY3 Silver Rock Clo I Ltd SLVRK 5.69 10/20/2037 10,000,000.00 10,047,569.00 0.15
682684AA3 Onemain Direct Auto Receivables Trust 20 ODART 5.36 04/16/2035 9,700,000.00 10,000,279.00 0.15
70017KAL3 PARK Avenue Institutional Advisers Clo L PAIA 5.81 02/14/2034 10,000,000.00 10,020,000.00 0.15
BMDWSJ1 Serbia International Bond SERBIA 3.13 05/15/2027 8,950,000.00 10,493,233.00 0.15
BMHCD58 Morocco Government International Bond MOROC 2.38 12/15/2027 10,000,000.00 9,412,500.00 0.14
BL5023769 PEER Holding Iii Bv ACTINA 5.11 07/01/2031 7,875,000.00 9,257,386.00 0.14
XS23055482 Avoca Capital Clo X Ltd AVOCA 3.63 04/15/2035 8,000,000.00 9,375,605.00 0.14
61772TBC7 Morgan Stanley Capital I Trust 2021-l7 MSC 2.32 10/01/2054 11,000,000.00 9,535,101.00 0.14
47109LAA2 Japan International Cooperation Agency JICA 2.13 10/20/2026 10,000,000.00 9,742,650.00 0.14
749420AA3 RCKT Mortgage Trust 2025-ces3 RCKT 5.55 03/25/2055 9,307,325.00 9,363,210.00 0.14
969457CK4 Williams Cos Inc/the WMB 5.3 08/15/2028 9,500,000.00 9,762,787.00 0.14
17328HBC4 Citigroup Commercial Mortgage Trust 2019 CGCMT 2.78 11/01/2052 9,998,693.00 9,202,715.00 0.14
36179W7M4 Ginnie Mae Ii Pool G2 4.0 06/01/2052 10,292,362.00 9,616,491.00 0.14
06541CBF2 BANK 2021-bnk33 BANK 2.27 05/01/2064 10,400,000.00 9,233,907.00 0.14
16412XAG0 Cheniere Corpus Christi Holdings Llc CHCOCH 5.13 06/30/2027 9,390,000.00 9,481,405.00 0.14
14919GAA3 Cathedral Lake Viii Ltd CATLK 5.75 01/20/2035 9,500,000.00 9,513,987.00 0.14
12595EAC9 COMM 2017-cor2 Mortgage Trust COMM 3.24 09/01/2050 9,977,745.00 9,728,441.00 0.14
08162XBE3 Benchmark 2020-b20 Mortgage Trust BMARK 1.95 10/01/2053 10,000,000.00 9,179,775.00 0.14
08163EBC8 Benchmark 2021-b26 Mortgage Trust BMARK 2.3 06/01/2054 10,600,000.00 9,422,579.00 0.14
097023DB8 Boeing Co/the BA 3.25 02/01/2028 9,944,000.00 9,645,098.00 0.14
126307AQ0 CSC Holdings Llc CSCHLD 5.5 04/15/2027 9,497,000.00 9,065,565.00 0.13
00973RAF0 AKER Bp Asa AKERBP 3.75 01/15/2030 8,945,000.00 8,503,468.00 0.13
345397E58 FORD Motor Credit Co Llc F 5.8 03/08/2029 8,480,000.00 8,499,691.00 0.13
38141GA46 Goldman Sachs Group Inc/the GS 6.48 10/24/2029 8,600,000.00 9,124,966.00 0.13
31418ENM8 Fannie Mae Pool FN 6.5 01/01/2053 8,607,123.00 8,907,213.00 0.13
219868CH7 CORP Andina De Fomento CAF 6.0 04/26/2027 8,350,000.00 8,611,085.00 0.13
22823KAQ7 Crown City Clo Ii CCITY 5.61 04/20/2035 8,750,000.00 8,772,883.00 0.13
278768AC0 Echostar Corp SATS 10.75 11/30/2029 8,275,000.00 8,507,435.00 0.13
3132DWNL3 Freddie Mac Pool FR 6.0 12/01/2054 8,659,854.00 8,802,232.00 0.13
3133ENGR5 Federal Farm Credit Banks Funding Corp FFCB 2.2 12/09/2031 10,000,000.00 8,758,851.00 0.13
3132DWDT7 Freddie Mac Pool FR 3.5 05/01/2052 9,459,103.00 8,532,123.00 0.13
73015AAA5 PMT Credit Risk Transfer Trust 2024-1r PMTCR 7.81 05/25/2033 8,915,250.00 9,132,917.00 0.13
89183QAA2 TOWD Point Mortgage Trust 2024-ces5 TPMT 5.17 09/01/2064 9,026,651.00 8,992,870.00 0.13
86324XAA3 Stream Innovations 2025-1 Issuer Trust STRE 5.05 09/15/2045 9,000,000.00 9,064,687.00 0.13
465410CA4 Republic Of Italy Government Internation ITALY 1.25 02/17/2026 9,070,000.00 8,902,361.00 0.13
69689ABU3 Palmer Square Clo 2015-1 Ltd PLMRS 5.37 05/21/2034 9,000,000.00 8,988,057.00 0.13
67115PAL9 OFSI Bsl Xi Ltd OFSBS 6.32 10/18/2035 8,500,000.00 8,549,101.00 0.13
682680BB8 Oneok Inc OKE 3.1 03/15/2030 9,790,000.00 9,152,374.00 0.13
XS23069893 BNPP Am Euro Clo 2018 Dac BNPAM 2.88 04/15/2031 7,488,180.00 8,795,540.00 0.13
XS23013858 Invesco Euro Clo I Dac INVSC 2.93 07/15/2031 7,403,325.00 8,696,626.00 0.13
BL0HM90 Ivory Coast Government International Bon IVYCST 5.88 10/17/2031 8,218,000.00 9,144,946.00 0.13
BNC44J7 Japan Finance Organization For Municipal JFM 1.38 02/10/2031 10,000,000.00 8,538,776.00 0.13
BL4811412 EG Finco Ltd OPTFIN 6.86 02/07/2028 6,947,500.00 8,199,152.00 0.12
XS22592010 BAIN Capital Euro Clo 2020-1 Dac BCCE 3.34 01/24/2033 6,662,016.00 7,886,481.00 0.12
TUU5 COMDT US 2yr Note (cbt) Sep25 TUU5 09/30/2025 2,109,773,708.00 8,185,413.00 0.12
682142AK0 Omers Finance Trust OMERFT 5.5 11/15/2033 7,850,000.00 8,253,444.00 0.12
709599BN3 Penske Truck Leasing Co Lp / Ptl Finance PENSKE 4.4 07/01/2027 8,295,000.00 8,290,192.00 0.12
682685AB8 Onemain Direct Auto Receivables Trust 20 ODART 5.81 02/14/2031 7,700,000.00 7,885,822.00 0.12
61747YFU4 Morgan Stanley MS 4.65 10/18/2030 7,910,000.00 7,926,340.00 0.12
39810DAA7 Greystone Commercial Capital Trust Serie GRYCCT 7.47 05/31/2026 9,290,119.00 8,268,205.00 0.12
42824CBR9 Hewlett Packard Enterprise Co HPE 4.45 09/25/2026 8,165,000.00 8,178,506.00 0.12
87231EAA5 TCO Commercial Mortgage Trust 2024-dpm TCO 5.55 12/15/2039 7,960,000.00 7,957,512.00 0.12
89183HAA2 TOWD Point Mortgage Trust 2025-ces1 TPMT 5.71 02/01/2055 7,894,855.00 7,930,160.00 0.12
749410AA4 RCKT Mortgage Trust 2024-ces6 RCKT 5.34 09/01/2044 7,863,559.00 7,862,809.00 0.12
74970WAG5 ROCK Trust 2024-cntr ROCC 7.11 11/01/2041 7,820,000.00 8,166,824.00 0.12
83368RBZ4 Societe Generale Sa SOCGEN 5.25 02/19/2027 8,055,000.00 8,136,999.00 0.12
826937AA2 Signal Peak Clo 8 Ltd SPEAK 5.66 10/20/2037 8,000,000.00 8,036,571.00 0.12
802638AA4 Santander Mortgage Asset Receivable Trus SAN 5.73 02/01/2065 7,985,415.00 8,043,815.00 0.12
955909AA4 WEST Trust 2025-rose WEST 5.45 04/01/2030 8,080,000.00 8,181,652.00 0.12
92540VAA3 Verus Securitization Trust 2025-2 VERUS 5.31 03/01/2070 7,988,345.00 7,988,650.00 0.12
91282CJB8 United States Treasury Note/bond T 5.0 09/30/2025 8,000,000.00 8,012,500.00 0.12
91327TAA9 Uniti Group Lp / Uniti Group Finance 201 UNIT 10.5 02/15/2028 7,840,000.00 8,306,770.00 0.12
3132DQD37 Freddie Mac Pool FR 6.0 03/01/2053 7,928,623.00 8,129,070.00 0.12
31418EF21 Fannie Mae Pool FN 4.5 06/01/2052 8,798,612.00 8,431,766.00 0.12
38141GYJ7 Goldman Sachs Group Inc/the GS 2.38 07/21/2032 9,335,000.00 8,152,678.00 0.12
03881VAG4 Arbor Multifamily Mortgage Securities Tr AMMST 2.25 06/01/2054 9,000,000.00 7,932,745.00 0.12
025816DL0 American Express Co AXP 6.34 10/30/2026 8,335,000.00 8,384,155.00 0.12
03027XCG3 American Tower Corp AMT 5.2 02/15/2029 7,955,000.00 8,145,418.00 0.12
12433CAA3 BX Commercial Mortgage Trust 2024-airc BX 6.0 08/15/2039 8,445,260.00 8,476,929.00 0.12
14314FAY4 Carlyle Us Clo 2017-3 Ltd CGMS 5.67 10/21/2037 8,000,000.00 8,032,000.00 0.12
12769GAA8 Caesars Entertainment Inc CZR 4.63 10/15/2029 8,805,000.00 8,404,086.00 0.12
172967PR6 Citigroup Inc C 6.75 02/15/2173 8,075,000.00 8,131,005.00 0.12
14051LAA0 Capital Street Master Trust CAPST 5.65 10/16/2028 7,200,000.00 7,196,140.00 0.11
12571DAA3 CIM Trust 2025-i1 CIM 5.66 10/01/2069 7,139,485.00 7,195,571.00 0.11
06051GJP5 BANK Of America Corp BAC 2.65 03/11/2032 8,620,000.00 7,730,697.00 0.11
38141GB60 Goldman Sachs Group Inc/the GS 4.69 10/23/2030 7,200,000.00 7,221,100.00 0.11
36271RAA4 GS Mortgage Backed Securities Trust 2025 GSMBS 5.57 05/01/2055 7,683,264.00 7,716,626.00 0.11
3140XMRN8 Fannie Mae Pool FN 3.5 07/01/2048 7,928,415.00 7,410,566.00 0.11
3132DWDK6 Freddie Mac Pool FR 3.0 04/01/2052 8,241,872.00 7,138,370.00 0.11
929160BB4 Vulcan Materials Co VMC 4.95 12/01/2029 7,580,000.00 7,724,597.00 0.11
BKP8GG6 Iqvia Inc IQV 2.25 03/15/2029 6,817,000.00 7,673,549.00 0.11
BD35RT0 Ivory Coast Government International Bon IVYCST 5.25 03/22/2030 6,546,000.00 7,375,920.00 0.11
74390PAA5 PRPM 2024-6 Llc PRPM 5.7 11/25/2029 7,328,255.00 7,345,389.00 0.11
891946AA3 TOWD Point Mortgage Trust 2025-crm1 TPMT 5.8 01/25/2065 7,205,135.00 7,256,877.00 0.11
880349AU9 Tenneco Inc TEN 8.0 11/17/2028 7,300,000.00 7,218,441.00 0.11
45167RAJ3 IDEX Corp IEX 4.95 09/01/2029 7,190,000.00 7,301,496.00 0.11
456837BQ5 ING Groep Nv INTNED 4.86 03/25/2029 7,285,000.00 7,345,480.00 0.11
527298CD3 Level 3 Financing Inc LVLT 4.5 04/01/2030 8,345,000.00 7,553,186.00 0.11
56585ABK7 Marathon Petroleum Corp MPC 5.15 03/01/2030 7,370,000.00 7,514,656.00 0.11
65480CAG0 Nissan Motor Acceptance Co Llc NSANY 5.3 09/13/2027 7,365,000.00 7,230,388.00 0.11
XS23370684 CVC Cordatus Loan Fund Viii Dac CORDA 3.13 07/15/2034 6,500,000.00 7,629,877.00 0.11
XS24007575 ST Paul's Clo Iv Dac SPAUL 2.99 04/25/2030 5,539,613.00 6,508,944.00 0.10
XS29305383 LUGO Funding Dac LUGO 3.05 05/26/2066 5,587,091.00 6,565,702.00 0.10
BL4645844 Doncasters Finance Us Llc DONCAS 10.8 04/23/2030 6,843,375.00 6,757,832.00 0.10
BMDHPV7 Serbia International Bond SERBIA 3.13 05/15/2027 5,842,000.00 6,849,326.00 0.10
BLH1JL6 Egypt Government International Bond EGYPT 3.88 02/16/2026 6,950,000.00 6,845,750.00 0.10
68268VAD7 Onemain Financial Issuance Trust 2022-2 OMFIT 6.55 10/14/2034 6,870,000.00 6,905,845.00 0.10
682680CQ4 Oneok Inc OKE 5.38 06/01/2029 6,530,000.00 6,668,808.00 0.10
69391NAA9 PMT Credit Risk Transfer Trust 2024-2r PMTCR 7.66 03/29/2027 6,545,681.00 6,695,951.00 0.10
61747YED3 Morgan Stanley MS 2.24 07/21/2032 7,920,000.00 6,859,326.00 0.10
45262BAG8 Imperial Brands Finance Plc IMBLN 5.5 02/01/2030 6,740,000.00 6,943,152.00 0.10
46647PAX4 Jpmorgan Chase & Co JPM 4.45 12/05/2029 6,920,000.00 6,933,746.00 0.10
74390WAA0 PRPM 2025-rpl1 Llc PRPM 4.0 03/25/2055 6,861,535.00 6,677,596.00 0.10
720916AA3 Pikes Peak Clo 18 PIPK 5.51 04/20/2038 6,500,000.00 6,497,829.00 0.10
749427AA8 RCKT Mortgage Trust 2025-ces1 RCKT 5.65 01/01/2045 6,989,796.00 7,031,321.00 0.10
76116FAB3 Resolution Funding Corp Principal Strip RFCSP 01/15/2030 8,251,000.00 6,882,813.00 0.10
77341RAC0 Rockford Tower Clo 2023-1 Ltd ROCKT 7.02 01/20/2036 7,000,000.00 7,045,000.00 0.10
95003EAJ5 Wells Fargo Commercial Mortgage Trust 20 WFCM 8.93 05/15/2031 7,000,000.00 6,931,191.00 0.10
92212WAA8 VAR Energi Asa VARNO 5.0 05/18/2027 6,960,000.00 6,998,696.00 0.10
92212WAD2 VAR Energi Asa VARNO 7.5 01/15/2028 6,263,000.00 6,629,227.00 0.10
3132DWBJ1 Freddie Mac Pool FR 2.5 04/01/2051 8,051,692.00 6,725,067.00 0.10
3132DWDU4 Freddie Mac Pool FR 4.0 05/01/2052 7,158,022.00 6,669,635.00 0.10
251526CU1 Deutsche Bank Ag/new York Ny DB 6.82 11/20/2029 6,360,000.00 6,776,929.00 0.10
31418EJF8 Fannie Mae Pool FN 5.0 09/01/2052 7,224,933.00 7,115,933.00 0.10
31418EES5 Fannie Mae Pool FN 4.0 05/01/2052 7,485,408.00 6,974,682.00 0.10
345397ZR7 FORD Motor Credit Co Llc F 5.11 05/03/2029 6,800,000.00 6,649,658.00 0.10
36252SAU1 GS Mortgage Securities Trust 2019-gc38 GSMS 3.7 02/01/2052 6,950,000.00 6,803,152.00 0.10
05613YAA1 BXMT 2025-fl5 Ltd BXMT 5.95 10/18/2042 6,515,000.00 6,466,781.00 0.10
06051GFU8 BANK Of America Corp BAC 4.45 03/03/2026 6,500,000.00 6,491,161.00 0.10
06051GHZ5 BANK Of America Corp BAC 2.5 02/13/2031 7,530,000.00 6,879,064.00 0.10
05553WAB5 Bbcms Mortgage Trust 2023-c21 BBCMS 6.51 09/01/2056 6,175,071.00 6,479,802.00 0.10
12673UAA2 COLT 2025-inv2 Mortgage Loan Trust COLT 5.6 02/01/2070 6,543,511.00 6,580,056.00 0.10
172967MV0 Citigroup Inc C 3.88 05/18/2174 6,615,000.00 6,528,822.00 0.10
172967KA8 Citigroup Inc C 4.45 09/29/2027 6,500,000.00 6,504,160.00 0.10
146869AN2 Carvana Co CVNA 11.0 06/01/2030 5,900,000.00 6,204,586.00 0.09
147918AB2 Cassa Depositi E Prestiti Spa CDEP 5.75 05/05/2026 6,201,000.00 6,259,845.00 0.09
12516WAA9 CENT Trust 2023-city CENT 6.93 09/15/2038 5,900,000.00 5,907,333.00 0.09
08576PAH4 Berry Global Inc BERY 1.57 01/15/2026 6,150,000.00 6,033,277.00 0.09
05555PAD4 Bbcms Mortgage Trust 2024-5c29 BBCMS 1.82 09/01/2057 106,997,059.00 6,239,437.00 0.09
055451BJ6 BHP Billiton Finance Usa Ltd BHP 5.0 02/21/2030 6,215,000.00 6,365,219.00 0.09
058498AZ9 BALL Corp BALL 6.0 06/15/2029 6,025,000.00 6,186,356.00 0.09
05490TAA0 Bbccre Trust 2015-gtp BBCCR 3.97 08/06/2033 6,465,000.00 5,948,446.00 0.09
00833BAC2 Affirm Master Trust AFRMT 5.28 02/15/2033 6,400,000.00 6,432,902.00 0.09
345397B77 FORD Motor Credit Co Llc F 2.7 08/10/2026 6,000,000.00 5,842,243.00 0.09
37045XDH6 General Motors Financial Co Inc GM 2.4 04/10/2028 6,635,000.00 6,237,777.00 0.09
31418EM23 Fannie Mae Pool FN 6.0 12/01/2052 5,913,126.00 6,038,255.00 0.09
22945DAE3 Csail 2019-c15 Commercial Mortgage Trust CSAIL 3.78 03/01/2052 5,973,314.00 5,856,344.00 0.09
3132DPQG6 Freddie Mac Pool FR 6.0 01/01/2053 6,074,405.00 6,186,543.00 0.09
3132DWPH0 Freddie Mac Pool FR 5.5 04/01/2055 6,001,402.00 6,002,530.00 0.09
3132DWG23 Freddie Mac Pool FR 6.0 04/01/2053 6,284,439.00 6,406,574.00 0.09
3132DWGS6 Freddie Mac Pool FR 6.0 03/01/2053 6,272,703.00 6,382,158.00 0.09
90290MAD3 US Foods Inc USFOOD 4.75 02/15/2029 6,000,000.00 5,901,754.00 0.09
92840VAB8 Vistra Operations Co Llc VST 5.63 02/15/2027 6,450,000.00 6,447,686.00 0.09
B8ADAMRM6 International Park Hldgs Bv 8.1 12/31/2031 5,225,000.00 6,121,189.00 0.09
78466CAC0 SS&C Technologies Inc SSNC 5.5 09/30/2027 6,175,000.00 6,177,255.00 0.09
75625QAE9 Reckitt Benckiser Treasury Services Plc RKTLN 3.0 06/26/2027 6,005,000.00 5,871,639.00 0.09
86773AAB7 Sunrun Vesta Issuer 2024-3 Llc SUNRN 5.88 10/30/2059 6,477,029.00 6,134,341.00 0.09
86324EAA5 Stream Innovations 2024-2 Issuer Trust STRE 5.21 02/15/2045 5,922,246.00 5,987,933.00 0.09
834423AE5 Syensqo Finance America Llc SYENS 5.65 06/04/2029 5,705,000.00 5,910,080.00 0.09
46647PEG7 Jpmorgan Chase & Co JPM 5.58 04/22/2030 5,985,000.00 6,215,974.00 0.09
552953CK5 MGM Resorts International MGM 6.13 09/15/2029 6,205,000.00 6,311,209.00 0.09
693968AA7 PMT Issuer Trust - Fmsr PNMSR 7.07 12/25/2027 6,000,000.00 6,040,699.00 0.09
70932MAB3 Pennymac Financial Services Inc PFSI 4.25 02/15/2029 6,400,000.00 6,142,147.00 0.09
67121LAA4 OBX 2025-nqm10 Trust OBX 5.45 05/01/2065 6,163,853.00 6,191,075.00 0.09
BM98V49 Anchorage Capital Europe Clo 2021-4 Dac ANCHE 3.03 04/25/2034 5,250,000.00 6,186,377.00 0.09
BLFDXP6 Central Nippon Expressway Co Ltd CENEXP 0.89 09/29/2025 6,000,000.00 5,946,826.00 0.09
XS28092182 Lorca Telecom Bondco Sa LORCAT 5.75 04/30/2029 4,975,000.00 6,103,313.00 0.09
XS26340753 MVM Energetika Zrt MVMHU 7.5 06/09/2028 4,980,000.00 5,243,161.00 0.08
BL4047090 Tenneco Inc TEN 9.17 11/17/2028 5,690,273.00 5,539,480.00 0.08
606822BX1 Mitsubishi Ufj Financial Group Inc MUFG 2.31 07/20/2032 6,285,000.00 5,469,665.00 0.08
6174467Y9 Morgan Stanley MS 4.35 09/08/2026 5,505,000.00 5,497,283.00 0.08
61766NBA2 Morgan Stanley Bank Of America Merrill L MSBAM 2.6 09/01/2049 5,319,634.00 5,219,954.00 0.08
46647PCC8 Jpmorgan Chase & Co JPM 2.58 04/22/2032 6,395,000.00 5,711,343.00 0.08
46647PCJ3 Jpmorgan Chase & Co JPM 2.07 06/01/2029 6,015,000.00 5,645,040.00 0.08
46647PCR5 Jpmorgan Chase & Co JPM 2.55 11/08/2032 6,175,000.00 5,435,775.00 0.08
46188DAE8 Invitation Homes 2024-sfr1 Trust IHSFR 4.25 09/01/2041 5,700,000.00 5,476,151.00 0.08
463920AA6 Island Finance Trust 2025-1 ISLN 6.54 03/19/2035 5,250,000.00 5,354,151.00 0.08
88339WAB2 Williams Cos Inc/the WMB 4.9 03/15/2029 5,615,000.00 5,693,167.00 0.08
749426AA0 RCKT Mortgage Trust 2024-ces9 RCKT 5.58 12/01/2044 5,713,185.00 5,737,522.00 0.08
BF2F610 Eskom Holdings Soc Ltd ESKOM 6.35 08/10/2028 5,213,000.00 5,271,646.00 0.08
969457CL2 Williams Cos Inc/the WMB 4.8 11/15/2029 5,255,000.00 5,321,110.00 0.08
92840MAB8 Vistra Corp VST 8.0 04/15/2174 5,125,000.00 5,246,176.00 0.08
928668CM2 Volkswagen Group Of America Finance Llc VW 4.95 08/15/2029 5,520,000.00 5,524,173.00 0.08
3132DWES8 Freddie Mac Pool FR 4.5 09/01/2052 5,455,360.00 5,228,092.00 0.08
3133EL2C7 Federal Farm Credit Banks Funding Corp FFCB 1.23 07/29/2030 6,600,000.00 5,710,775.00 0.08
3132DWC84 Freddie Mac Pool FR 3.0 02/01/2052 6,303,648.00 5,465,355.00 0.08
29273VAZ3 Energy Transfer Lp ET 5.25 07/01/2029 5,535,000.00 5,672,879.00 0.08
31418EL57 Fannie Mae Pool FN 6.0 11/01/2052 5,009,609.00 5,108,048.00 0.08
31418FE45 Fannie Mae Pool FN 6.0 12/01/2054 5,484,254.00 5,576,975.00 0.08
31418FMJ3 Fannie Mae Pool FN 5.5 07/01/2055 5,503,401.00 5,504,439.00 0.08
31418ED80 Fannie Mae Pool FN 4.0 06/01/2052 5,739,312.00 5,348,008.00 0.08
36271AAA1 GS Mortgage-backed Securities Trust 2024 GSMBS 5.81 01/25/2055 5,533,171.00 5,538,025.00 0.08
36267QAA2 CLUE Opco Llc FWRD 9.5 10/15/2031 4,981,000.00 5,279,534.00 0.08
36179XFH4 Ginnie Mae Ii Pool G2 4.5 09/01/2052 5,580,114.00 5,387,372.00 0.08
05492JAV4 Barclays Commercial Mortgage Trust 2019- BBCMS 2.81 11/01/2052 6,100,000.00 5,744,443.00 0.08
05581KAH4 BNP Paribas Sa BNP 5.18 01/09/2030 5,230,000.00 5,335,980.00 0.08
05609TAJ9 BX Trust 2022-vamf BX 7.01 01/15/2039 5,700,000.00 5,670,413.00 0.08
05612TAE5 BX Trust 2024-vlt4 BX 6.45 07/15/2029 4,600,000.00 4,590,147.00 0.07
04940AAA0 Atlas Senior Loan Fund Ltd ATCLO 5.8 01/20/2034 5,000,000.00 5,011,702.00 0.07
065404BA2 BANK 2018-bnk10 BANK 3.43 02/01/2061 4,553,471.00 4,445,966.00 0.07
00175PAC7 AMN Healthcare Inc AMN 4.0 04/15/2029 5,275,000.00 4,894,215.00 0.07
10554TAH8 Braskem Netherlands Finance Bv BRASKM 8.5 01/12/2031 5,536,000.00 4,821,856.00 0.07
143658BN1 Carnival Corp CCL 5.75 03/01/2027 4,800,000.00 4,837,728.00 0.07
14040HDB8 Capital One Financial Corp COF 7.15 10/29/2027 4,450,000.00 4,600,001.00 0.07
17327GAX2 Citigroup Commercial Mortgage Trust 2018 CGCMT 4.15 11/01/2051 4,866,000.00 4,786,575.00 0.07
34535QAC9 FORD Credit Auto Owner Trust 2023-rev1 FORDR 5.58 08/15/2035 4,412,000.00 4,504,348.00 0.07
31418DJJ2 Fannie Mae Pool FN 2.5 12/01/2034 5,208,029.00 4,899,381.00 0.07
3132E0UH3 Freddie Mac Pool FR 3.5 11/01/2046 5,162,659.00 4,837,761.00 0.07
3132DWF57 Freddie Mac Pool FR 5.0 01/01/2053 4,509,422.00 4,440,692.00 0.07
3132DWCU5 Freddie Mac Pool FR 2.5 12/01/2051 5,456,973.00 4,537,211.00 0.07
233104AA6 DCLI Bidco Llc DIRCHA 7.75 11/15/2029 4,974,000.00 5,037,084.00 0.07
25470MAG4 DISH Network Corp DISH 11.75 11/15/2027 4,350,000.00 4,478,739.00 0.07
92840VAF9 Vistra Operations Co Llc VST 5.0 07/31/2027 5,091,000.00 5,083,797.00 0.07
92343VGN8 Verizon Communications Inc VZ 2.36 03/15/2032 5,416,000.00 4,667,149.00 0.07
98379JAA3 RXO Inc RXO 7.5 11/15/2027 4,648,000.00 4,769,736.00 0.07
B5BVX41 Hamburg Commercial Bank Ag HCOB 4.39 03/21/2031 5,000,000.00 4,763,793.00 0.07
BF2D3D5 Eskom Holdings Soc Ltd ESKOM 8.45 08/10/2028 4,746,000.00 4,971,435.00 0.07
BK4K0P0 Serbia International Bond SERBIA 1.5 06/26/2029 4,492,000.00 4,819,204.00 0.07
749414AA6 RCKT Mortgage Trust 2024-ces7 RCKT 5.16 10/01/2044 4,756,317.00 4,742,673.00 0.07
74448VAA4 PRPM 2025-rcf2 Llc PRPM 4.0 10/25/2064 4,615,069.00 4,483,355.00 0.07
86771PAA8 Sunrun Bacchus Issuer 2025-1 Llc SUNRN 5.99 04/30/2060 4,894,339.00 4,880,348.00 0.07
45262BAJ2 Imperial Brands Finance Plc IMBLN 4.5 06/30/2028 4,515,000.00 4,513,753.00 0.07
46625HRY8 Jpmorgan Chase & Co JPM 3.78 02/01/2028 4,500,000.00 4,460,675.00 0.07
53523LAA8 Lindblad Expeditions Llc LIND 6.75 02/15/2027 4,725,000.00 4,757,054.00 0.07
52607MAA7 Lendmark Funding Trust 2021-1 LFT 1.9 11/20/2031 5,000,000.00 4,791,499.00 0.07
50205PAA0 Lhome Mortgage Trust 2024-rtl4 LHOME 5.92 07/25/2039 4,750,000.00 4,774,914.00 0.07
48128BAH4 Jpmorgan Chase & Co JPM 7.04 10/01/2173 4,510,000.00 4,535,218.00 0.07
48241FAD6 KBC Group Nv KBCBB 4.93 10/16/2030 5,005,000.00 5,054,271.00 0.07
62886HBA8 NCL Corp Ltd NCLH 5.88 03/15/2026 4,755,000.00 4,760,943.00 0.07
63874TAA5 Natixis Commercial Mortgage Securities T NCMS 3.89 08/01/2038 4,750,000.00 4,571,777.00 0.07
65473PAS4 Nisource Inc NI 5.2 07/01/2029 4,720,000.00 4,845,755.00 0.07
682413AG4 ONE 2021-park Mortgage Trust ONP 5.93 03/15/2036 5,000,000.00 4,692,337.00 0.07
70137TAP0 Parkland Corp PKICN 5.88 07/15/2027 4,625,000.00 4,621,670.00 0.07
BL5042512 Level 3 Financing Inc LVLT 8.58 03/27/2032 4,475,000.00 4,514,156.00 0.07
BMYD8L5 Ivory Coast Government International Bon IVYCST 4.88 01/30/2032 4,595,000.00 4,849,436.00 0.07
XS29295027 Kinbane 2024-rpl 2 Dac KINBN 3.19 01/24/2063 4,010,785.00 4,726,100.00 0.07
XS24149361 Henley Clo Iii Dac HNLY 3.13 12/25/2035 3,250,000.00 3,825,916.00 0.06
XS23206962 Carlyle Euro Clo 2019-1 Dac CGMSE 2.73 03/15/2032 3,501,554.00 4,113,508.00 0.06
USU5 COMDT US Long Bond(cbt) Sep25 USU5 09/19/2025 150,224,844.00 4,281,135.00 0.06
SWB8ADJNRR Trswap: Tnote 0.75 31-mar-26 08/12/2025 08/12/2025 351,300,000.00 3,901,608.00 0.06
BP48X83 CVC Cordatus Loan Fund Xiv Dac CORDA 2.91 05/22/2032 3,209,056.00 3,776,437.00 0.06
BLH23Q2 Cellnex Finance Co Sa CLNXSM 2.0 02/15/2033 3,800,000.00 3,973,084.00 0.06
BMVMF92 Bellis Finco Plc ASSDLN 4.0 02/16/2027 3,200,000.00 4,368,760.00 0.06
BL5023827 CD&R Firefly Bidco Plc MOTFUE 9.21 04/29/2029 2,850,000.00 3,887,113.00 0.06
707569AS8 PENN Entertainment Inc PENN 5.63 01/15/2027 4,250,000.00 4,236,950.00 0.06
69392CAA2 PRET 2024-rpl2 Trust PRET 4.08 06/01/2064 4,218,136.00 4,020,999.00 0.06
629377CE0 NRG Energy Inc NRG 5.75 01/15/2028 4,350,000.00 4,372,182.00 0.06
617945AC4 Morgan Stanley Residential Mortgage Loan MSRM 5.59 06/01/2070 4,000,000.00 4,011,554.00 0.06
61744YAP3 Morgan Stanley MS 3.77 01/24/2029 4,280,000.00 4,214,390.00 0.06
59284MAA2 Mexico City Airport Trust MEXCAT 4.25 10/31/2026 3,796,000.00 3,767,530.00 0.06
496902AQ0 Kinross Gold Corp KCN 4.5 07/15/2027 3,842,000.00 3,844,570.00 0.06
527298CB7 Level 3 Financing Inc LVLT 4.88 06/15/2029 4,150,000.00 3,876,195.00 0.06
46266TAF5 Iqvia Inc IQV 6.25 02/01/2029 4,005,000.00 4,185,078.00 0.06
44891ADG9 Hyundai Capital America HYNMTR 4.55 09/26/2029 4,180,000.00 4,144,320.00 0.06
465077AL9 Israel Electric Corp Ltd ISRELE 4.25 08/14/2028 4,320,000.00 4,191,436.00 0.06
87240NBL9 TCW Clo 2017-1a Ltd TCW 5.83 10/29/2034 4,000,000.00 3,992,059.00 0.06
87265HAF6 TRI Pointe Homes Inc TPH 5.25 06/01/2027 4,200,000.00 4,212,136.00 0.06
88059FAV3 Tennessee Valley Authority Principal Str TVASP 11/01/2025 4,336,000.00 4,270,278.00 0.06
89183QAB0 TOWD Point Mortgage Trust 2024-ces5 TPMT 5.2 09/01/2064 4,350,000.00 4,334,897.00 0.06
BKLXG54 Virgin Media Secured Finance Plc VMED 4.25 01/15/2030 3,100,000.00 3,871,394.00 0.06
B8AC6L2G5 Hurricane Cleanco Limited 6.25 10/31/2029 2,925,977.00 4,136,832.00 0.06
983130AX3 WYNN Las Vegas Llc / Wynn Las Vegas Capi WYNNLV 5.25 05/15/2027 4,100,000.00 4,102,660.00 0.06
92556VAE6 Viatris Inc VTRS 3.85 06/22/2040 5,190,000.00 3,830,613.00 0.06
25470XAY1 DISH Dbs Corp DISH 7.75 07/01/2026 4,500,000.00 3,997,444.00 0.06
251526CX5 Deutsche Bank Ag/new York Ny DB 5.0 09/11/2030 4,205,000.00 4,230,549.00 0.06
25259KAA8 Olympus Water Us Holding Corp SOLEIN 9.75 11/15/2028 3,875,000.00 4,080,172.00 0.06
279158AT6 Ecopetrol Sa ECOPET 8.63 01/19/2029 3,950,000.00 4,172,701.00 0.06
23636ABE0 Danske Bank A/s DANBNK 6.26 09/22/2026 3,910,000.00 3,920,839.00 0.06
22822VBD2 Crown Castle Inc CCI 5.6 06/01/2029 3,715,000.00 3,837,094.00 0.06
195325ER2 Colombia Government International Bond COLOM 7.38 04/25/2030 3,649,000.00 3,774,890.00 0.06
3132DWPS6 Freddie Mac Pool FR 5.5 05/01/2055 4,003,648.00 4,004,400.00 0.06
3132E0UG5 Freddie Mac Pool FR 3.5 10/01/2045 4,711,062.00 4,414,082.00 0.06
3133KMQF5 Freddie Mac Pool FR 2.5 09/01/2046 5,117,272.00 4,344,504.00 0.06
29273VBD1 Energy Transfer Lp ET 5.2 04/01/2030 4,035,000.00 4,122,967.00 0.06
3140QMCJ1 Fannie Mae Pool FN 3.0 10/01/2051 4,753,817.00 4,131,949.00 0.06
31418EKV1 Fannie Mae Pool FN 5.5 11/01/2052 4,211,664.00 4,236,209.00 0.06
31418ENL0 Fannie Mae Pool FN 6.0 01/01/2053 4,218,365.00 4,299,361.00 0.06
31418ERA0 Fannie Mae Pool FN 6.0 04/01/2053 4,103,843.00 4,184,650.00 0.06
156504AL6 Century Communities Inc CCS 6.75 06/01/2027 4,175,000.00 4,185,375.00 0.06
147918AC0 Cassa Depositi E Prestiti Spa CDEP 5.88 04/30/2029 3,800,000.00 3,946,752.00 0.06
09659W2C7 BNP Paribas Sa BNP 3.5 11/16/2027 4,255,000.00 4,157,858.00 0.06
09659W2P8 BNP Paribas Sa BNP 2.87 04/19/2032 4,415,000.00 3,952,234.00 0.06
00833BAB4 Affirm Master Trust AFRMT 5.13 02/15/2033 3,900,000.00 3,925,279.00 0.06
00175PAB9 AMN Healthcare Inc AMN 4.63 10/01/2027 4,356,000.00 4,250,324.00 0.06
01882YAF3 Alliant Energy Finance Llc LNT 5.4 06/06/2027 3,965,000.00 4,011,215.00 0.06
019579AA9 Allied Universal Holdco Llc/allied Unive UNSEAM 4.63 06/01/2028 4,400,000.00 4,268,484.00 0.06
05508WAB1 B&G Foods Inc BGS 5.25 09/15/2027 4,400,000.00 4,003,968.00 0.06
04364VAK9 Ascent Resources Utica Holdings Llc / Ar ASCRES 9.0 11/01/2027 3,516,000.00 4,293,210.00 0.06
065403BB2 BANK 2019-bnk17 BANK 3.46 04/01/2052 4,105,914.00 3,962,839.00 0.06
06540VAZ8 BANK 2019-bnk24 BANK 2.71 11/01/2062 3,465,000.00 3,221,088.00 0.05
07336DAT8 Bbcms Mortgage Trust 2023-c20 BBCMS 6.38 07/01/2056 3,486,213.00 3,606,234.00 0.05
078774AC0 Bellemeade Re 2022-1 Ltd BMIR 8.01 01/26/2032 3,240,000.00 3,334,597.00 0.05
05555VAA7 BFLD 2024-vict Mortgage Trust BFLD 6.2 07/15/2041 3,500,000.00 3,508,750.00 0.05
05593UAA3 BPR Commercial Mortgage Trust 2024-park BPR 5.39 11/01/2039 3,500,000.00 3,544,979.00 0.05
045167AW3 Asian Development Bank ASIA 5.82 06/16/2028 3,000,000.00 3,157,698.00 0.05
03674XAS5 Antero Resources Corp AR 5.38 03/01/2030 3,175,000.00 3,195,962.00 0.05
03690AAD8 Antero Midstream Partners Lp / Antero Mi AM 5.75 03/01/2027 3,125,000.00 3,122,371.00 0.05
015857AF2 Algonquin Power & Utilities Corp AQNCN 5.37 06/15/2026 3,220,000.00 3,236,750.00 0.05
097023DC6 Boeing Co/the BA 3.63 02/01/2031 3,940,000.00 3,712,023.00 0.05
12594PAV3 CSMC Trust 2016-nxsr CSMC 3.79 12/01/2049 3,407,000.00 3,358,289.00 0.05
138616AM9 Cantor Fitzgerald Lp CANTOR 7.2 12/12/2028 2,880,000.00 3,058,478.00 0.05
335934AT2 First Quantum Minerals Ltd FMCN 6.88 10/15/2027 3,597,000.00 3,583,870.00 0.05
33834YAB4 FIVE Point Operating Co Lp / Five Point FPH 10.5 01/15/2028 3,156,986.00 3,212,579.00 0.05
31418DZW5 Fannie Mae Pool FN 2.5 06/01/2051 3,697,498.00 3,085,980.00 0.05
3140QLJG2 Fannie Mae Pool FN 3.5 07/01/2051 3,790,825.00 3,439,114.00 0.05
35564KJP5 Freddie Mac Stacr Remic Trust 2021-hqa3 STACR 6.41 09/25/2041 3,080,000.00 3,104,876.00 0.05
345397C92 FORD Motor Credit Co Llc F 6.8 05/12/2028 3,050,000.00 3,152,611.00 0.05
29273VAN0 Energy Transfer Lp ET 6.5 11/15/2173 3,490,000.00 3,507,298.00 0.05
3133USKS9 Freddie Mac Pool FR 2.5 05/01/2051 4,387,658.00 3,643,371.00 0.05
3132DWEL3 Freddie Mac Pool FR 5.0 08/01/2052 3,109,071.00 3,057,242.00 0.05
3132DWJF1 Freddie Mac Pool FR 5.5 09/01/2053 3,539,560.00 3,543,414.00 0.05
18972EAB1 Clydesdale Acquisition Holdings Inc NOVHOL 8.75 04/15/2030 3,165,000.00 3,236,650.00 0.05
225401AU2 UBS Group Ag UBS 3.09 05/14/2032 3,510,000.00 3,184,583.00 0.05
23918KAS7 Davita Inc DVA 4.63 06/01/2030 3,725,000.00 3,569,727.00 0.05
279158AW9 Ecopetrol Sa ECOPET 7.75 02/01/2032 3,575,000.00 3,507,968.00 0.05
25714PEP9 Dominican Republic International Bond DOMREP 5.5 02/22/2029 3,513,000.00 3,497,191.00 0.05
914455UJ7 University Of Michigan UNVHGR 4.45 04/01/2122 4,600,000.00 3,632,976.00 0.05
914906AU6 Univision Communications Inc UVN 6.63 06/01/2027 3,400,000.00 3,391,760.00 0.05
969457CH1 Williams Cos Inc/the WMB 5.4 03/02/2026 3,560,000.00 3,579,248.00 0.05
BD878G5 Mexico City Airport Trust MEXCAT 4.25 10/31/2026 3,509,000.00 3,482,682.00 0.05
BFM0YB1 Toyota Motor Credit Corp TOYOTA 4.05 10/24/2025 3,500,000.00 3,487,506.00 0.05
86765KAA7 Sunoco Lp / Sunoco Finance Corp SUN 7.0 09/15/2028 3,200,000.00 3,297,888.00 0.05
87724RAG7 Taylor Morrison Communities Inc TMHC 6.63 07/15/2027 3,725,000.00 3,676,608.00 0.05
89788MAQ5 Truist Financial Corp TFC 7.16 10/30/2029 3,365,000.00 3,640,546.00 0.05
844741BK3 Southwest Airlines Co LUV 5.13 06/15/2027 3,365,000.00 3,395,319.00 0.05
845467AR0 Expand Energy Corp EXE 5.38 02/01/2029 3,150,000.00 3,154,146.00 0.05
854938AA5 STAR Leasing Co Llc TRAILR 7.63 02/15/2030 3,266,000.00 3,237,862.00 0.05
85571BAU9 Starwood Property Trust Inc STWD 3.63 07/15/2026 3,250,000.00 3,195,366.00 0.05
74970WAE0 ROCK Trust 2024-cntr ROCC 6.47 11/01/2041 3,400,000.00 3,521,576.00 0.05
78410GAG9 SBA Communications Corp SBAC 3.13 02/01/2029 3,550,000.00 3,353,006.00 0.05
46590XAN6 JBS Usa Holding Lux Sarl/ Jbs Usa Food C JBSSBZ 3.0 02/02/2029 3,680,000.00 3,493,696.00 0.05
38141GZM9 Goldman Sachs Group Inc/the GS 3.1 02/24/2033 3,523,000.00 3,171,592.00 0.05
446413AZ9 Huntington Ingalls Industries Inc HII 2.04 08/16/2028 3,500,000.00 3,257,879.00 0.05
50212YAJ3 LPL Holdings Inc LPLA 5.7 05/20/2027 3,040,000.00 3,097,944.00 0.05
526057CT9 Lennar Corp LEN 5.25 06/01/2026 3,145,000.00 3,151,377.00 0.05
57779EAA6 Maxim Crane Works Holdings Capital Llc CLDCRN 11.5 09/01/2028 3,400,000.00 3,588,954.00 0.05
6174468X0 Morgan Stanley MS 1.93 04/28/2032 3,905,000.00 3,338,967.00 0.05
62886HBE0 NCL Corp Ltd NCLH 5.88 02/15/2027 3,500,000.00 3,512,635.00 0.05
682685AC6 Onemain Direct Auto Receivables Trust 20 ODART 6.14 02/14/2031 3,400,000.00 3,511,380.00 0.05
682691AH3 Onemain Finance Corp OMF 6.63 05/15/2029 3,075,000.00 3,162,268.00 0.05
67091TAF2 OCP Sa OCPMR 6.75 05/02/2034 3,296,000.00 3,409,843.00 0.05
67111BAN0 OFSI Bsl Ix Ltd OFSBS 5.45 07/15/2031 3,459,668.00 3,463,124.00 0.05
BL4808012 TPC Group Inc TPCG 9.95 11/21/2031 3,316,688.00 3,184,020.00 0.05
BN6QJ38 Central Nippon Expressway Co Ltd CENEXP 0.89 12/10/2025 3,643,000.00 3,582,072.00 0.05
BPP2FT9 Dominican Republic International Bond DOMREP 5.5 02/22/2029 3,407,000.00 3,391,668.00 0.05
BSF1TT5 Digicel Intermediate Holdings Ltd / Digi DIINFL 11.25 05/25/2027 3,105,526.00 3,136,581.00 0.05
SWB8ACMDEY SWP: Ois Sofr 4.497000 13-may-2027 05/13/2027 200,020,000.00 3,486,658.00 0.05
SWB8A9KCBB SWP: Ois Sofr 1.350000 11-may-2054 05/11/2054 -6,455,000.00 2,870,924.00 0.04
BL4806396 OCS Group Holdings Ltd OCSGRP 9.96 11/27/2031 1,875,000.00 2,559,563.00 0.04
BL4045797 Tenneco Inc TEN 9.42 11/17/2028 2,512,904.00 2,453,222.00 0.04
BL4579993 Digicel Intl Finance Ltd DLLTD 11.78 05/25/2027 2,655,348.00 2,637,092.00 0.04
BMDCG20 Cellnex Telecom Sa CLNXSM 1.75 10/23/2030 2,400,000.00 2,627,007.00 0.04
BL9Z8T7 Virgin Media Secured Finance Plc VMED 4.13 08/15/2030 2,100,000.00 2,588,543.00 0.04
6903534Z7 United States International Development DFC 3.25 10/15/2030 3,055,556.00 2,979,817.00 0.04
6174468U6 Morgan Stanley MS 1.79 02/13/2032 3,295,000.00 2,818,289.00 0.04
62431UBC5 Mountain View Clo 2013-1 Ltd MVW 5.5 10/12/2030 2,521,585.00 2,523,420.00 0.04
62916TAC3 NLT 2025-inv1 Trust NLT 5.86 02/01/2070 2,509,554.00 2,522,521.00 0.04
61691ABK8 Morgan Stanley Capital I Trust 2015-ubs8 MSC 3.54 12/01/2048 2,913,992.00 2,897,903.00 0.04
59833DAB6 Midwest Gaming Borrower Llc / Midwest Ga MWGAME 4.88 05/01/2029 3,000,000.00 2,889,571.00 0.04
594712WY3 Michigan State University MISHGR 4.17 08/15/2122 3,520,000.00 2,557,721.00 0.04
46649XAN7 J.P. Morgan Chase Commercial Mortgage Se JPMCC 4.77 07/01/2031 10,600,000.00 2,490,995.00 0.04
469815AK0 Jacobs Entertainment Inc JACENT 6.75 02/15/2029 2,900,000.00 2,803,706.00 0.04
55293DAJ0 MHP 2022-mhil MHP 6.92 01/15/2027 2,560,000.00 2,555,200.00 0.04
527298BV4 Level 3 Financing Inc LVLT 11.0 11/15/2029 2,500,359.00 2,877,293.00 0.04
57701RAJ1 Mattamy Group Corp MATHOM 5.25 12/15/2027 3,000,000.00 2,986,260.00 0.04
44267DAD9 Howard Hughes Corp/the HHH 5.38 08/01/2028 2,700,000.00 2,681,921.00 0.04
443628AJ1 Hudbay Minerals Inc HBMCN 4.5 04/01/2026 3,000,000.00 2,974,020.00 0.04
38237BAA8 Goodleap Sustainable Home Solutions Trus GOOD 6.25 06/20/2057 2,545,767.00 2,480,012.00 0.04
42704LAF1 HERC Holdings Inc HRI 7.0 06/15/2030 2,845,000.00 2,978,705.00 0.04
46590TAD7 Jpmdb Commercial Mortgage Securities Tru JPMDB 3.41 03/01/2050 2,909,762.00 2,845,996.00 0.04
46647PCU8 Jpmorgan Chase & Co JPM 2.96 01/25/2033 2,690,000.00 2,416,971.00 0.04
46644UBA5 Jpmbb Commercial Mortgage Securities Tru JPMBB 3.82 07/01/2048 2,828,844.00 2,820,967.00 0.04
45344LAC7 Crescent Energy Finance Llc CRGYFN 9.25 02/15/2028 2,410,000.00 2,511,739.00 0.04
78450XAA6 SMB Private Education Loan Trust 2024-e SMB 5.09 10/16/2056 2,495,522.00 2,519,789.00 0.04
77313LAA1 Rocket Mortgage Llc / Rocket Mortgage Co RKTRM 2.88 10/15/2026 2,500,000.00 2,439,071.00 0.04
780153BG6 Royal Caribbean Cruises Ltd RCL 5.5 04/01/2028 2,425,000.00 2,453,787.00 0.04
832248AZ1 Smithfield Foods Inc SFD 4.25 02/01/2027 2,800,000.00 2,774,914.00 0.04
80290CCK8 Santander Bank Auto Credit-linked Notes SBCLN 5.82 06/15/2032 2,753,546.00 2,776,250.00 0.04
71654QDB5 Petroleos Mexicanos PEMEX 6.49 01/23/2027 3,045,000.00 3,023,685.00 0.04
85207UAK1 Sprint Llc S 7.63 03/01/2026 2,745,000.00 2,768,747.00 0.04
89183EAA9 TOWD Point Mortgage Trust 2024-ces3 TPMT 6.29 05/01/2064 2,499,396.00 2,522,877.00 0.04
BK4Q2J6 Serbia International Bond SERBIA 1.5 06/26/2029 2,410,000.00 2,585,548.00 0.04
BHZL0J5 Petrobras Global Finance Bv PETBRA 6.63 01/16/2034 1,800,000.00 2,438,649.00 0.04
B8ADQ6J27 Doncasters Us Fin Llc 04/01/2030 2,520,000.00 2,529,450.00 0.04
B8AAE7AK3 Blackstone Private Cr Fund 5.61 05/03/2027 2,925,000.00 2,913,042.00 0.04
98462YAD2 Yamana Gold Inc YRICN 4.63 12/15/2027 3,000,000.00 2,984,084.00 0.04
95081QAP9 Wesco Distribution Inc WCC 7.25 06/15/2028 2,425,000.00 2,453,739.00 0.04
95002RAW8 Wells Fargo Commercial Mortgage Trust 20 WFCM 2.19 06/01/2053 2,875,977.00 2,601,526.00 0.04
92564RAJ4 VICI Properties Lp / Vici Note Co Inc VICI 5.75 02/01/2027 2,970,000.00 3,010,763.00 0.04
92328MAE3 Venture Global Calcasieu Pass Llc VENTGL 6.25 01/15/2030 2,550,000.00 2,629,926.00 0.04
92332YAF8 Venture Global Lng Inc VENLNG 9.0 03/30/2173 2,665,000.00 2,597,438.00 0.04
200447AL4 Comision Federal De Electricidad CFELEC 4.69 05/15/2029 3,011,000.00 2,932,714.00 0.04
31335CAN4 Freddie Mac Gold Pool FG 3.0 07/01/2046 2,864,743.00 2,591,976.00 0.04
29646AAC0 Eskom Holdings Soc Ltd ESKOM 6.35 08/10/2028 2,389,000.00 2,415,876.00 0.04
35564KNS4 Freddie Mac Stacr Remic Trust 2021-hqa4 STACR 6.66 12/25/2041 2,700,000.00 2,730,213.00 0.04
345397C27 FORD Motor Credit Co Llc F 4.95 05/28/2027 3,000,000.00 2,980,809.00 0.04
36179XBS4 Ginnie Mae Ii Pool G2 3.5 07/01/2052 2,607,613.00 2,378,625.00 0.04
36179W2W7 Ginnie Mae Ii Pool G2 3.5 04/01/2052 3,169,941.00 2,892,065.00 0.04
36179YRG1 Ginnie Mae Ii Pool G2 5.0 02/01/2054 2,715,369.00 2,675,216.00 0.04
38141GYU2 Goldman Sachs Group Inc/the GS 4.13 05/10/2074 3,095,000.00 3,037,561.00 0.04
3140XLR59 Fannie Mae Pool FN 3.5 09/01/2052 2,667,727.00 2,406,704.00 0.04
31418EJ84 Fannie Mae Pool FN 5.5 10/01/2052 2,531,471.00 2,538,596.00 0.04
3140XQAK3 Fannie Mae Pool FN 3.0 04/01/2048 2,697,569.00 2,437,350.00 0.04
335934AV7 First Quantum Minerals Ltd FMCN 9.38 03/01/2029 2,830,000.00 2,998,809.00 0.04
13323NAA0 Camelot Return Merger Sub Inc CNR 8.75 08/01/2028 2,775,000.00 2,559,389.00 0.04
14985VAE1 CCM Merger Inc MOTOR 6.38 05/01/2026 2,925,000.00 2,926,533.00 0.04
146869AL6 Carvana Co CVNA 9.0 12/01/2028 2,449,339.00 2,513,437.00 0.04
146869AM4 Carvana Co CVNA 14.0 06/01/2031 2,525,000.00 2,989,831.00 0.04
17179VAA8 CIM Trust 2024-r1 CIM 4.75 06/01/2064 3,008,609.00 2,983,803.00 0.04
17291CBQ7 Citigroup Commercial Mortgage Trust 2016 CGCMT 2.58 08/01/2049 2,898,400.00 2,846,707.00 0.04
172967MY4 Citigroup Inc C 2.56 05/01/2032 2,685,000.00 2,378,608.00 0.04
172967KY6 Citigroup Inc C 3.2 10/21/2026 2,495,000.00 2,460,719.00 0.04
12654FAA8 COMM 2024-277p Mortgage Trust COMM 6.34 08/01/2044 2,800,000.00 2,951,263.00 0.04
1248EPBR3 CCO Holdings Llc / Cco Holdings Capital CHTR 5.5 05/01/2026 2,750,000.00 2,750,531.00 0.04
12513GBG3 CDW Llc / Cdw Finance Corp CDW 2.67 12/01/2026 2,545,000.00 2,481,714.00 0.04
08162VAD0 Benchmark 2019-b10 Mortgage Trust BMARK 3.46 03/01/2062 3,058,982.00 2,947,723.00 0.04
097793AE3 Civitas Resources Inc CIVI 5.0 10/15/2026 2,921,000.00 2,883,543.00 0.04
08949LAB6 BIG River Steel Llc / Brs Finance Corp BIGBRS 6.63 01/31/2029 2,897,000.00 2,918,900.00 0.04
08163BAA9 Benchmark 2020-b22 Mortgage Trust BMARK 0.99 01/01/2054 62,848,000.00 2,750,919.00 0.04
01626PAH9 Alimentation Couche-tard Inc ATDBCN 3.55 07/26/2027 2,930,000.00 2,880,442.00 0.04
03690AAH9 Antero Midstream Partners Lp / Antero Mi AM 5.38 06/15/2029 2,450,000.00 2,433,022.00 0.04
04316JAL3 Arthur J Gallagher & Co AJG 4.85 12/15/2029 2,820,000.00 2,861,142.00 0.04
03027XAW0 American Tower Corp AMT 3.8 08/15/2029 2,780,000.00 2,703,138.00 0.04
05593HAG9 BMO 2024-c8 Xb BMO 1.02 09/01/2056 50,000,000.00 2,891,385.00 0.04
05555HAA8 BFLD 2024-wrhs Mortgage Trust BFLD 5.8 08/15/2026 2,595,592.00 2,595,591.00 0.04
05964HBB0 Banco Santander Sa SANTAN 5.54 03/14/2030 2,800,000.00 2,882,489.00 0.04
08162MAW8 Benchmark 2020-b17 Mortgage Trust BMARK 2.04 03/01/2053 3,400,000.00 2,998,318.00 0.04
06539WAY2 BANK 2020-bnk25 BANK 2.39 01/01/2063 2,883,278.00 2,785,540.00 0.04
06051GJT7 BANK Of America Corp BAC 2.69 04/22/2032 2,780,000.00 2,496,170.00 0.04
06051GKD0 BANK Of America Corp BAC 2.57 10/20/2032 2,485,000.00 2,187,390.00 0.03
065402BB4 BANK 2019-bnk18 BANK 3.33 05/01/2062 1,800,000.00 1,726,093.00 0.03
06541TBA6 BANK 2020-bnk29 BANK 1.74 11/01/2053 1,991,772.00 1,727,541.00 0.03
071734AN7 Bausch Health Cos Inc BHCCN 4.88 06/01/2028 2,215,000.00 1,876,370.00 0.03
07556QBR5 Beazer Homes Usa Inc BZH 5.88 10/15/2027 2,050,000.00 2,053,628.00 0.03
07556QBT1 Beazer Homes Usa Inc BZH 7.25 10/15/2029 2,200,000.00 2,216,263.00 0.03
07336HAA0 Bayview Financing Trust 2023-1f BVFT 8.31 07/01/2026 2,216,811.00 2,218,584.00 0.03
06051GHM4 BANK Of America Corp BAC 4.27 07/23/2029 2,325,000.00 2,318,559.00 0.03
02128LAC0 ALTA Equipment Group Inc ALTG 9.0 06/01/2029 1,895,000.00 1,767,355.00 0.03
03837AAA8 Aptiv Swiss Holdings Ltd APTV 4.65 09/13/2029 1,795,000.00 1,786,231.00 0.03
049362AA4 Allied Universal Holdco Llc/allied Unive UNSEAM 4.63 06/01/2028 1,925,000.00 1,860,628.00 0.03
019576AC1 Allied Universal Holdco Llc / Allied Uni UNSEAM 6.0 06/01/2029 1,800,000.00 1,750,853.00 0.03
01309QAA6 Albertsons Cos Inc / Safeway Inc / New A ACI 6.5 02/15/2028 1,750,000.00 1,791,673.00 0.03
00835AAB4 Affirm Asset Securitization Trust 2024-b AFFRM 4.88 09/15/2029 2,000,000.00 1,999,892.00 0.03
08163LAE9 Benchmark 2020-b21 Mortgage Trust BMARK 1.7 12/03/2053 2,000,000.00 1,739,186.00 0.03
08576PAK7 Berry Global Inc BERY 5.5 04/15/2028 2,000,000.00 2,051,856.00 0.03
097751BX8 Bombardier Inc BBDBCN 6.0 02/15/2028 1,959,000.00 1,966,875.00 0.03
097023DQ5 Boeing Co/the BA 6.3 05/01/2029 2,225,000.00 2,352,418.00 0.03
12513GBK4 CDW Llc / Cdw Finance Corp CDW 5.1 03/01/2030 1,800,000.00 1,815,879.00 0.03
109696AA2 Brink's Co/the BCO 4.63 10/15/2027 2,246,000.00 2,232,902.00 0.03
143658BQ4 Carnival Corp CCL 4.0 08/01/2028 1,975,000.00 1,925,526.00 0.03
141784AM0 Cargill Inc CARGIL 7.41 06/18/2027 1,773,000.00 1,860,777.00 0.03
131347CN4 Calpine Corp CPN 5.13 03/15/2028 1,775,000.00 1,773,345.00 0.03
131347CP9 Calpine Corp CPN 4.63 02/01/2029 2,375,000.00 2,343,610.00 0.03
131347CQ7 Calpine Corp CPN 5.0 02/01/2031 1,950,000.00 1,928,226.00 0.03
12663TAA7 CSMC 2022-rpl4 Trust CSMC 3.9 04/01/2062 2,339,683.00 2,223,793.00 0.03
31418DRV6 Fannie Mae Pool FN 2.5 08/01/2035 2,280,107.00 2,137,135.00 0.03
3137FLMX9 Freddie Mac Multifamily Structured Pass FHMS 0.85 02/01/2029 97,732,488.00 2,276,258.00 0.03
36179WNG9 Ginnie Mae Ii Pool G2 3.5 09/01/2051 2,127,938.00 1,945,350.00 0.03
35565TBD0 Freddie Mac Stacr Remic Trust 2020-hqa5 STACR 8.31 11/25/2050 1,630,000.00 1,803,138.00 0.03
3132DWFG3 Freddie Mac Pool FR 5.0 11/01/2052 1,786,460.00 1,759,325.00 0.03
3133USKU4 Freddie Mac Pool FR 2.5 07/01/2051 2,328,872.00 1,942,123.00 0.03
185899AQ4 Cleveland-cliffs Inc CLF 6.88 11/01/2029 1,890,000.00 1,861,110.00 0.03
17330VAA4 Citigroup Mortgage Loan Trust 2022-a CMLTI 6.17 09/25/2062 2,156,252.00 2,154,474.00 0.03
21979LAB2 Coronado Finance Pty Ltd CRNAU 9.25 10/01/2029 2,725,000.00 2,036,937.00 0.03
251526DA4 Deutsche Bank Ag/new York Ny DB 5.3 05/09/2031 2,000,000.00 2,029,669.00 0.03
29163VAG8 Empire Communities Corp EMPRCC 9.75 05/01/2029 2,100,000.00 2,151,240.00 0.03
92330EAP2 Venture Xix Clo Ltd VENTR 5.78 01/15/2032 1,978,570.00 1,982,495.00 0.03
95000U2J1 Wells Fargo & Co WFC 2.57 02/11/2031 2,575,000.00 2,357,716.00 0.03
91153LAA5 United Wholesale Mortgage Llc UWMLLC 5.5 11/15/2025 2,100,000.00 2,098,742.00 0.03
96949VAM5 Williams Scotsman Inc WLSC 6.63 06/15/2029 1,700,000.00 1,747,283.00 0.03
BGR32B8 DP World Ltd/united Arab Emirates DPWDU 2.38 09/25/2026 1,614,000.00 1,890,516.00 0.03
BF8F6P8 Braskem Netherlands Finance Bv BRASKM 4.5 01/10/2028 2,000,000.00 1,717,400.00 0.03
89055FAB9 Topbuild Corp BLD 3.63 03/15/2029 2,100,000.00 1,986,821.00 0.03
90276VAD1 UBS Commercial Mortgage Trust 2018-c8 UBSCM 3.72 02/01/2051 2,160,494.00 2,130,977.00 0.03
90278KAZ4 UBS Commercial Mortgage Trust 2018-c14 UBSCM 4.18 12/01/2051 2,399,287.00 2,367,168.00 0.03
90932LAG2 United Airlines Inc UAL 4.38 04/15/2026 2,370,000.00 2,353,152.00 0.03
853496AD9 Standard Industries Inc/ny BMCAUS 4.75 01/15/2028 2,000,000.00 1,978,972.00 0.03
85855CAB6 Stellantis Finance Us Inc STLA 2.69 09/15/2031 2,815,000.00 2,374,386.00 0.03
864486AK1 Suburban Propane Partners Lp/suburban En SPH 5.88 03/01/2027 2,335,000.00 2,335,418.00 0.03
74843PAA8 Quikrete Holdings Inc QUIKHO 6.38 03/01/2032 2,100,000.00 2,160,749.00 0.03
78410GAD6 SBA Communications Corp SBAC 3.88 02/15/2027 2,400,000.00 2,361,237.00 0.03
83207QAA7 SMB Private Education Loan Trust 2024-d SMB 5.38 07/15/2053 2,221,448.00 2,265,005.00 0.03
76116FAC1 Resolution Funding Corp Principal Strip RFCSP 04/15/2030 2,730,000.00 2,250,957.00 0.03
75907DAA5 Regional Management Issuance Trust 2022- RMIT 3.07 03/15/2032 1,892,616.00 1,878,094.00 0.03
45818QAD1 Inter-american Development Bank IADB 6.75 07/15/2027 1,895,000.00 1,985,679.00 0.03
38141GYB4 Goldman Sachs Group Inc/the GS 2.62 04/22/2032 2,640,000.00 2,348,248.00 0.03
39809AAA6 Greywolf Clo Vii Ltd GWOLF 5.71 10/20/2031 1,771,891.00 1,771,891.00 0.03
513272AD6 LAMB Weston Holdings Inc LW 4.13 01/31/2030 2,025,000.00 1,930,753.00 0.03
536797AG8 Lithia Motors Inc LAD 3.88 06/01/2029 2,425,000.00 2,314,353.00 0.03
49326EEJ8 Keycorp KEY 2.55 10/01/2029 2,460,000.00 2,270,805.00 0.03
50212YAH7 LPL Holdings Inc LPLA 6.75 11/17/2028 1,710,000.00 1,824,209.00 0.03
475795AD2 Jeld-wen Inc JELD 4.88 12/15/2027 2,239,000.00 2,083,823.00 0.03
59155LAA0 Mavis Tire Express Services Topco Corp EOCGRO 6.5 05/15/2029 2,347,000.00 2,307,112.00 0.03
55903VBE2 Warnermedia Holdings Inc WBD 5.14 03/15/2052 3,750,000.00 1,970,357.00 0.03
61691NAD7 Morgan Stanley Capital I 2017-hr2 MSC 3.33 12/01/2050 1,980,612.00 1,921,858.00 0.03
61766EBD6 Morgan Stanley Bank Of America Merrill L MSBAM 3.06 05/01/2049 2,392,752.00 2,373,083.00 0.03
62886HBG5 NCL Corp Ltd NCLH 7.75 02/15/2029 1,750,000.00 1,854,352.00 0.03
69354NAE6 PRA Group Inc PRAA 8.38 02/01/2028 2,165,000.00 2,222,370.00 0.03
682696AA7 Onemain Financial Issuance Trust 2020-2 OMFIT 1.75 09/14/2035 2,400,000.00 2,339,898.00 0.03
70052LAC7 PARK Intermediate Holdings Llc / Pk Dome PK 4.88 05/15/2029 2,100,000.00 2,032,826.00 0.03
70082LAA5 PARK River Holdings Inc PRIMBP 5.63 02/01/2029 2,325,000.00 1,882,830.00 0.03
670001AG1 Novelis Corp HNDLIN 3.25 11/15/2026 2,150,000.00 2,114,810.00 0.03
682680BS1 Oneok Inc OKE 3.25 06/01/2030 2,005,000.00 1,879,260.00 0.03
67389JAB4 Oaktown Re Vii Ltd OMIR 7.21 04/25/2034 1,833,292.00 1,849,803.00 0.03
BM9BWQ7 VMED O2 Uk Financing I Plc VMED 4.0 01/31/2029 1,430,000.00 1,819,009.00 0.03
BPTKDV7 Serbia International Bond SERBIA 6.25 05/26/2028 2,135,000.00 2,204,387.00 0.03
BSBNFR5 Cemex Materials Llc CEMEX 7.7 07/21/2025 1,800,000.00 1,805,094.00 0.03
BWWD237 Petroleos Mexicanos PEMEX 2.75 04/21/2027 1,800,000.00 2,018,280.00 0.03
BYNFMP8 Development Bank Of Japan Inc DBJJP 2.75 09/16/2025 2,000,000.00 1,991,620.00 0.03
G2770C100 Digicel Intl Fin Ltd Common Equity 257,178.00 1,800,246.00 0.03
SWZ96ZAV0E ICE: (cdx.na.ig.44.v1) 1.0 06/20/2030 105,300,000.00 2,364,316.00 0.03
SWB8ADJNRN Trswap: Tnote 2.375 15-may-27 08/12/2025 08/12/2025 217,100,000.00 2,198,128.00 0.03
XS30991560 Bellis Acquisition Co Plc ASSDLN 8.0 07/01/2031 1,750,000.00 2,065,459.00 0.03
SWB8ADUTEY SWP: Brl Di Ois Jan 31 13.94_c 01/02/2031 123,649,784.00 1,105,785.00 0.02
SWB8ADC07S SWP: Ois Sofr 3.135500 14-dec-2054_c 12/14/2054 -53,275,000.00 1,231,018.00 0.02
BYWQJH3 Petroleos Mexicanos PEMEX 4.88 02/21/2028 1,296,000.00 1,489,419.00 0.02
BNYNN06 Freeport Indonesia Pt FRIDPT 5.32 04/14/2032 1,230,000.00 1,229,551.00 0.02
BRQNV86 Shamrock Residential SROCK 2.9 06/24/2071 917,877.00 1,081,019.00 0.02
L5217E120 Intelsat Emergence Sa 30,700.00 1,332,380.00 0.02
BL4949832 Clarios Global Lp POWSOL 7.08 01/28/2032 1,225,000.00 1,223,086.00 0.02
BMHTF86 Power Finance Corp Ltd POWFIN 1.84 09/21/2028 1,460,000.00 1,632,612.00 0.02
BL4070472 CSC Holdings Llc CSCHLD 8.83 01/18/2028 1,404,934.00 1,382,806.00 0.02
68245XAH2 1011778 Bc Ulc / New Red Finance Inc BCULC 3.88 01/15/2028 1,275,000.00 1,241,556.00 0.02
68245XAR0 1011778 Bc Ulc / New Red Finance Inc BCULC 6.13 06/15/2029 1,495,000.00 1,534,243.00 0.02
68245XAT6 1011778 Bc Ulc / New Red Finance Inc BCULC 5.63 09/15/2029 1,335,000.00 1,354,424.00 0.02
670001AL0 Novelis Corp HNDLIN 6.88 01/30/2030 1,350,000.00 1,395,867.00 0.02
631005BJ3 Narragansett Electric Co/the PPL 3.4 04/09/2030 1,640,000.00 1,565,095.00 0.02
69381DAA3 PRPM 2024-rpl2 Llc PRPM 3.5 05/25/2054 1,296,960.00 1,252,459.00 0.02
68622TAA9 Organon & Co / Organon Foreign Debt Co-i OGN 4.13 04/30/2028 1,250,000.00 1,201,485.00 0.02
62854AAP9 UTAH Acquisition Sub Inc VTRS 5.25 06/15/2046 2,095,000.00 1,695,487.00 0.02
62916TAB5 NLT 2025-inv1 Trust NLT 5.71 02/01/2070 1,462,260.00 1,469,843.00 0.02
62432BAN3 Mountain View Clo Ix Ltd MVW 5.64 07/15/2031 1,066,624.00 1,067,232.00 0.02
61767CAU2 Morgan Stanley Bank Of America Merrill L MSBAM 3.34 05/01/2050 1,200,000.00 1,178,071.00 0.02
61769JAZ4 Morgan Stanley Capital I Trust 2019-h6 MSC 3.16 06/01/2052 1,600,000.00 1,548,122.00 0.02
62916TAD1 NLT 2025-inv1 Trust NLT 6.31 02/01/2070 1,070,000.00 1,079,457.00 0.02
638962AA8 NCR Atleos Corp NCRATL 9.5 04/01/2029 971,000.00 1,062,850.00 0.02
651229BF2 Newell Brands Inc NWL 6.38 05/15/2030 1,390,000.00 1,351,735.00 0.02
61747YEH4 Morgan Stanley MS 2.51 10/20/2032 1,680,000.00 1,471,865.00 0.02
61746REG2 Morgan Stanley Abs Capital I Inc Trust 2 MSAC 4.33 10/25/2033 1,054,370.00 1,053,033.00 0.02
61691RAD8 Morgan Stanley Capital I Trust 2018-h4 MSC 4.04 12/01/2051 1,324,353.00 1,309,294.00 0.02
6174468G7 Morgan Stanley MS 4.43 01/23/2030 1,150,000.00 1,147,364.00 0.02
61691JAU8 Morgan Stanley Capital I Trust 2017-h1 MSC 3.26 06/01/2050 1,100,000.00 1,079,137.00 0.02
577081BE1 Mattel Inc MAT 3.38 04/01/2026 1,435,000.00 1,416,456.00 0.02
59284MAC8 Mexico City Airport Trust MEXCAT 3.88 04/30/2028 1,560,000.00 1,512,420.00 0.02
603051AE3 Mineral Resources Ltd MINAU 9.25 10/01/2028 1,178,000.00 1,204,505.00 0.02
50050NAA1 Kontoor Brands Inc KTB 4.13 11/15/2029 1,258,000.00 1,184,339.00 0.02
46647PAR7 Jpmorgan Chase & Co JPM 4.01 04/23/2029 1,550,000.00 1,535,810.00 0.02
55903VBD4 Warnermedia Holdings Inc WBD 5.05 03/15/2042 2,745,000.00 1,620,524.00 0.02
55037AAB4 AKER Bp Asa AKERBP 3.1 07/15/2031 1,585,000.00 1,412,829.00 0.02
55342UAH7 MPT Operating Partnership Lp / Mpt Finan MPW 5.0 10/15/2027 1,175,000.00 1,084,871.00 0.02
42218SAK4 Health Care Service Corp A Mutual Legal HCSERV 5.2 06/15/2029 1,450,000.00 1,479,433.00 0.02
422704AH9 Hecla Mining Co HL 7.25 02/15/2028 1,400,000.00 1,410,383.00 0.02
431318AS3 Hilcorp Energy I Lp / Hilcorp Finance Co HILCRP 6.25 11/01/2028 1,650,000.00 1,658,469.00 0.02
448814DC4 Hydro-quebec QHEL 8.5 12/01/2029 1,158,000.00 1,347,740.00 0.02
46648KAT3 Jpmdb Commercial Mortgage Securities Tru JPMDB 3.15 10/01/2050 1,072,741.00 1,039,145.00 0.02
45434L2H6 Indian Railway Finance Corp Ltd INRCIN 3.57 01/21/2032 1,245,000.00 1,146,657.00 0.02
45262BAC7 Imperial Brands Finance Plc IMBLN 3.88 07/26/2029 1,655,000.00 1,603,246.00 0.02
780153BJ0 Royal Caribbean Cruises Ltd RCL 5.5 08/31/2026 1,175,000.00 1,179,171.00 0.02
817477AG7 Serbia International Bond SERBIA 6.25 05/26/2028 1,165,000.00 1,202,862.00 0.02
75049AAA0 Radnor Re 2024-1 Ltd RMIR 6.31 09/25/2034 1,046,084.00 1,047,107.00 0.02
75049GAB5 Radnor Re 2021-2 Ltd RMIR 8.01 11/25/2031 1,245,928.00 1,265,103.00 0.02
749424AA5 RCKT Mortgage Trust 2024-ces1 RCKT 6.03 02/01/2044 1,294,717.00 1,302,125.00 0.02
74938KAA5 RCKT Mortgage Trust 2024-ces5 RCKT 5.85 08/01/2044 1,627,294.00 1,635,224.00 0.02
71654QCB6 Petroleos Mexicanos PEMEX 6.88 08/04/2026 1,400,000.00 1,399,342.00 0.02
74390WAB8 PRPM 2025-rpl1 Llc PRPM 4.0 03/25/2055 1,267,000.00 1,186,857.00 0.02
86773AAA9 Sunrun Vesta Issuer 2024-3 Llc SUNRN 5.49 10/30/2059 1,575,198.00 1,519,699.00 0.02
85855CAK6 Stellantis Finance Us Inc STLA 5.75 03/18/2030 1,180,000.00 1,189,991.00 0.02
83608GAN6 Sound Point Clo Ii Ltd SNDPT 5.61 01/26/2031 1,111,504.00 1,112,448.00 0.02
836205AR5 Republic Of South Africa Government Inte SOAF 5.88 09/16/2025 1,484,000.00 1,482,827.00 0.02
90276FAV6 UBS Commercial Mortgage Trust 2018-c10 UBSCM 4.05 05/01/2051 1,300,728.00 1,284,101.00 0.02
90276WAR8 UBS Commercial Mortgage Trust 2017-c7 UBSCM 3.42 12/01/2050 1,476,859.00 1,438,823.00 0.02
89182FAA7 TOWD Point Mortgage Trust TPMT 7.29 10/25/2063 1,658,477.00 1,685,462.00 0.02
87724RAA0 Taylor Morrison Communities Inc TMHC 5.88 06/15/2027 1,325,000.00 1,346,190.00 0.02
B8ADX0WW1 Doncasters Us Finance Llc 10.8 04/23/2030 1,675,800.00 1,654,852.00 0.02
BG87FH6 Perusahaan Perseroan Persero Pt Perusaha PLNIJ 2.88 10/25/2025 1,000,000.00 1,178,126.00 0.02
BJBLSX3 Iqvia Inc IQV 2.25 01/15/2028 1,200,000.00 1,372,024.00 0.02
BJMTK63 Cemex Sab De Cv CEMEX 3.13 03/19/2026 1,000,000.00 1,176,772.00 0.02
95001QAW1 Wells Fargo Commercial Mortgage Trust 20 WFCM 0.47 08/01/2051 104,789,000.00 1,127,445.00 0.02
95000XAE7 Wells Fargo Commercial Mortgage Trust 20 WFCM 3.16 09/01/2050 1,400,000.00 1,364,469.00 0.02
904678AU3 Unicredit Spa UCGIM 2.57 09/22/2026 1,180,000.00 1,173,605.00 0.02
912834AU2 United States Treasury Strip Coupon S 02/15/2039 2,275,000.00 1,195,530.00 0.02
912834DU9 United States Treasury Strip Coupon S 11/15/2038 2,240,000.00 1,195,775.00 0.02
91832VAA2 VOC Escrow Ltd VIKCRU 5.0 02/15/2028 1,350,000.00 1,337,769.00 0.02
91913YBB5 Valero Energy Corp VLO 2.15 09/15/2027 1,420,000.00 1,354,282.00 0.02
95000HBE1 Wells Fargo Commercial Mortgage Trust 20 WFCM 2.68 10/01/2049 1,277,358.00 1,255,412.00 0.02
92840VAH5 Vistra Operations Co Llc VST 4.38 05/01/2029 1,200,000.00 1,169,289.00 0.02
94877DAA2 WEIR Group Inc WEIRLN 5.35 05/06/2030 1,570,000.00 1,588,277.00 0.02
92840MAC6 Vistra Corp VST 7.0 06/15/2174 1,425,000.00 1,442,151.00 0.02
92332YAA9 Venture Global Lng Inc VENLNG 8.13 06/01/2028 1,025,000.00 1,058,601.00 0.02
92676XAD9 Viking Cruises Ltd VIKCRU 5.88 09/15/2027 1,525,000.00 1,520,043.00 0.02
279158AN9 Ecopetrol Sa ECOPET 6.88 04/29/2030 1,545,000.00 1,526,460.00 0.02
279158AP4 Ecopetrol Sa ECOPET 4.63 11/02/2031 1,813,000.00 1,525,639.00 0.02
27034RAA1 Permian Resources Operating Llc PR 8.0 04/15/2027 1,600,000.00 1,634,641.00 0.02
17888HAA1 Civitas Resources Inc CIVI 8.38 07/01/2028 1,320,000.00 1,353,196.00 0.02
18972EAD7 Clydesdale Acquisition Holdings Inc NOVHOL 6.75 04/15/2032 1,375,000.00 1,409,202.00 0.02
3132DWFR9 Freddie Mac Pool FR 5.0 12/01/2052 1,303,085.00 1,283,292.00 0.02
3133B5PP1 Freddie Mac Pool FR 2.5 02/01/2052 1,240,030.00 1,032,274.00 0.02
29273VAM2 Energy Transfer Lp ET 7.13 05/15/2174 1,300,000.00 1,325,682.00 0.02
3132DWDL4 Freddie Mac Pool FR 3.5 04/01/2052 1,326,850.00 1,195,105.00 0.02
3132DWEB5 Freddie Mac Pool FR 4.5 06/01/2052 1,720,127.00 1,648,349.00 0.02
35564KLU1 Freddie Mac Stacr Remic Trust 2021-dna6 STACR 7.71 10/25/2041 1,630,000.00 1,673,918.00 0.02
345397C43 FORD Motor Credit Co Llc F 6.95 03/06/2026 1,275,000.00 1,285,253.00 0.02
36179WZC5 Ginnie Mae Ii Pool G2 4.0 03/01/2052 1,108,367.00 1,035,473.00 0.02
37045XEX0 General Motors Financial Co Inc GM 5.35 07/15/2027 1,177,000.00 1,194,290.00 0.02
38141GWZ3 Goldman Sachs Group Inc/the GS 4.22 05/01/2029 1,075,000.00 1,068,971.00 0.02
38376UBD0 Government National Mortgage Association GNR 3.0 11/01/2042 1,176,986.00 1,153,582.00 0.02
36254CAU4 GS Mortgage Securities Trust 2017-gs7 GSMS 3.17 08/01/2050 1,180,000.00 1,148,604.00 0.02
36254KAK8 GS Mortgage Securities Trust 2017-gs8 GSMS 3.21 11/01/2050 1,400,000.00 1,361,563.00 0.02
3137BSZE6 Freddie Mac Remics FHR 3.5 03/01/2046 1,192,060.00 1,157,636.00 0.02
3137F82T9 Freddie Mac Multifamily Structured Pass FHMS 0.96 11/01/2030 36,980,892.00 1,400,699.00 0.02
3138MCYH1 Fannie Mae Pool FN 3.5 11/01/2042 1,508,503.00 1,414,954.00 0.02
3140XMHA7 Fannie Mae Pool FN 3.5 09/01/2044 1,117,395.00 1,047,076.00 0.02
3140QMV43 Fannie Mae Pool FN 3.0 12/01/2051 1,821,094.00 1,584,000.00 0.02
3140XANL2 Fannie Mae Pool FN 3.5 07/01/2047 1,559,634.00 1,462,948.00 0.02
3137FPJA4 Freddie Mac Multifamily Structured Pass FHMS 0.99 08/01/2034 30,469,009.00 1,594,903.00 0.02
31418DTR3 Fannie Mae Pool FN 2.5 10/01/2050 1,738,777.00 1,449,608.00 0.02
31418EDY3 Fannie Mae Pool FN 4.0 04/01/2052 1,123,481.00 1,045,086.00 0.02
345340AC7 FORD Credit Auto Owner Trust 2021-rev1 FORDR 1.91 10/17/2033 1,400,000.00 1,366,574.00 0.02
31556TAA7 Fertitta Entertainment Llc / Fertitta En FRTITA 4.63 01/15/2029 1,459,000.00 1,398,721.00 0.02
1266715E2 Cwabs Inc Asset-backed Certificates Trus CWL 4.85 08/25/2034 1,044,860.00 1,023,932.00 0.02
15089QAW4 Celanese Us Holdings Llc CE 6.85 11/15/2028 1,050,000.00 1,103,153.00 0.02
172967ME8 Citigroup Inc C 3.98 03/20/2030 1,085,000.00 1,063,035.00 0.02
172967ML2 Citigroup Inc C 2.67 01/29/2031 1,415,000.00 1,296,415.00 0.02
161930AB8 Chase Home Lending Mortgage Trust Series CHASE 3.25 08/01/2064 1,386,762.00 1,227,927.00 0.02
110709DL3 Province Of British Columbia Canada BRCOL 6.5 01/15/2026 1,645,000.00 1,665,502.00 0.02
10554TAD7 Braskem Netherlands Finance Bv BRASKM 4.5 01/31/2030 1,457,000.00 1,121,890.00 0.02
125039AE7 CD 2017-cd6 Mortgage Trust CD 3.19 11/01/2050 1,650,000.00 1,609,503.00 0.02
12532BAC1 Cfcre Commercial Mortgage Trust 2016-c7 CFCRE 3.59 12/01/2054 1,583,583.00 1,556,994.00 0.02
00835AAC2 Affirm Asset Securitization Trust 2024-b AFFRM 5.06 09/15/2029 1,500,000.00 1,494,670.00 0.02
013051EA1 Province Of Alberta Canada ALTA 3.3 03/15/2028 1,510,000.00 1,486,891.00 0.02
007589AA2 Advocate Health & Hospitals Corp ADVHEA 3.83 08/15/2028 1,175,000.00 1,162,453.00 0.02
00253XAB7 American Airlines Inc/aadvantage Loyalty AAL 5.75 04/20/2029 1,400,000.00 1,397,172.00 0.02
053332BG6 Autozone Inc AZO 6.25 11/01/2028 1,470,000.00 1,558,394.00 0.02
030981AL8 Amerigas Partners Lp / Amerigas Finance APU 5.75 05/20/2027 1,075,000.00 1,066,626.00 0.02
06051GHV4 BANK Of America Corp BAC 3.19 07/23/2030 1,350,000.00 1,285,178.00 0.02
06051GJF7 BANK Of America Corp BAC 1.9 07/23/2031 1,665,000.00 1,462,367.00 0.02
05959LAH6 Banco Do Brasil Sa/cayman BANBRA 4.88 01/11/2029 1,250,000.00 1,233,593.00 0.02
080782AA3 Belron Uk Finance Plc BELRON 5.75 10/15/2029 1,400,000.00 1,410,500.00 0.02
08162UAV2 Benchmark 2018-b8 Mortgage Trust BMARK 3.96 01/01/2052 780,000.00 766,027.00 0.01
078774AB2 Bellemeade Re 2022-1 Ltd BMIR 6.46 01/26/2032 608,360.00 610,408.00 0.01
07274NAJ2 Bayer Us Finance Ii Llc BAYNGR 4.25 12/15/2025 555,000.00 553,500.00 0.01
07336MAA9 Bayview Opportunity Master Fund Vii Trus BVABS 6.97 07/29/2032 842,322.00 842,101.00 0.01
071734AM9 Bausch Health Cos Inc BHCCN 5.0 02/15/2029 550,000.00 385,000.00 0.01
071734AH0 Bausch Health Cos Inc BHCCN 5.0 01/30/2028 975,000.00 802,546.00 0.01
071734AJ6 Bausch Health Cos Inc BHCCN 5.25 01/30/2030 550,000.00 345,477.00 0.01
06051GGF0 BANK Of America Corp BAC 3.82 01/20/2028 675,000.00 669,244.00 0.01
06051GGR4 BANK Of America Corp BAC 3.59 07/21/2028 530,000.00 521,809.00 0.01
031162DP2 Amgen Inc AMGN 5.15 03/02/2028 335,000.00 342,239.00 0.01
05377RDY7 AVIS Budget Rental Car Funding Aesop Llc AESOP 2.02 02/20/2027 1,000,000.00 988,481.00 0.01
03837AAD2 Aptiv Swiss Holdings Ltd APTV 6.88 12/15/2054 440,000.00 439,450.00 0.01
00834BAH0 Affirm Asset Securitization Trust 2024-a AFFRM 6.16 02/15/2029 500,000.00 502,756.00 0.01
015T9LDUU4 Brl/usd Fwd 20250702 5 BRL 07/02/2025 21,748,532.00 887,141.00 0.01
12594MBB3 COMM 2016-cor1 Mortgage Trust COMM 2.83 10/01/2049 692,670.00 680,751.00 0.01
126307AS6 CSC Holdings Llc CSCHLD 5.38 02/01/2028 975,000.00 892,847.00 0.01
126307BB2 CSC Holdings Llc CSCHLD 4.13 12/01/2030 750,000.00 532,180.00 0.01
126307BD8 CSC Holdings Llc CSCHLD 4.63 12/01/2030 1,000,000.00 465,096.00 0.01
126307BF3 CSC Holdings Llc CSCHLD 3.38 02/15/2031 1,000,000.00 691,510.00 0.01
12189LAC5 Burlington Northern Santa Fe Llc BNSF 5.05 03/01/2041 790,000.00 758,151.00 0.01
12515DAQ7 CD 2017-cd4 Mortgage Trust CD 3.25 05/01/2050 553,141.00 541,736.00 0.01
12515HAY1 CD 2017-cd5 Mortgage Trust CD 3.17 08/01/2050 800,000.00 778,898.00 0.01
1248EPBT9 CCO Holdings Llc / Cco Holdings Capital CHTR 5.13 05/01/2027 625,000.00 622,864.00 0.01
097751BT7 Bombardier Inc BBDBCN 7.88 04/15/2027 964,000.00 970,063.00 0.01
097751BV2 Bombardier Inc BBDBCN 7.13 06/15/2026 558,000.00 557,637.00 0.01
10554TAB1 Braskem Netherlands Finance Bv BRASKM 4.5 01/10/2028 900,000.00 772,830.00 0.01
10570NAA6 Bravo Residential Funding Trust 2024-ces BRAVO 6.38 04/01/2054 377,121.00 380,751.00 0.01
105860AA8 Brazil Minas Spe Via State Of Minas Gera MINASG 5.33 02/15/2028 600,000.00 594,534.00 0.01
085209AG9 Bermuda Government International Bond BERMUD 2.38 08/20/2030 1,005,000.00 890,367.00 0.01
17332HAD7 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 823,808.00 621,954.00 0.01
17332HAE5 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 703,006.00 501,449.00 0.01
16115QAF7 Chart Industries Inc GTLS 7.5 01/01/2030 400,000.00 418,962.00 0.01
173106AB1 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 4.23 02/01/2063 890,173.00 768,807.00 0.01
173106AC9 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 4.23 02/01/2063 598,414.00 499,664.00 0.01
173106AD7 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 4.23 02/01/2063 456,306.00 363,400.00 0.01
15135UAR0 Cenovus Energy Inc CVECN 5.4 06/15/2047 792,000.00 701,468.00 0.01
14310MAW7 Carlyle Global Market Strategies Clo 201 CGMS 5.51 04/17/2031 576,171.00 576,170.00 0.01
31418EE63 Fannie Mae Pool FN 4.5 07/01/2052 766,620.00 734,629.00 0.01
31418DY22 Fannie Mae Pool FN 1.5 05/01/2036 616,562.00 549,445.00 0.01
31418DQH8 Fannie Mae Pool FN 2.5 06/01/2050 434,055.00 364,738.00 0.01
31418D2M3 Fannie Mae Pool FN 2.5 07/01/2051 821,201.00 684,500.00 0.01
31418D4Z2 Fannie Mae Pool FN 3.0 10/01/2051 548,589.00 476,610.00 0.01
3137FQ4B6 Freddie Mac Multifamily Structured Pass FHMS 0.94 10/01/2029 18,588,616.00 561,744.00 0.01
3137FNX70 Freddie Mac Multifamily Structured Pass FHMS 1.21 07/01/2029 17,516,211.00 650,848.00 0.01
3140XGZY8 Fannie Mae Pool FN 4.0 04/01/2052 958,228.00 898,488.00 0.01
3140XMLB0 Fannie Mae Pool FN 3.0 04/01/2048 559,944.00 505,012.00 0.01
3137FMCT7 Freddie Mac Multifamily Structured Pass FHMS 1.08 05/01/2029 12,120,286.00 369,185.00 0.01
3136B1VA9 Fannie Mae Remics FNR 3.5 04/01/2047 556,046.00 544,317.00 0.01
3136B2ZS4 Fannie Mae Remics FNR 3.5 11/01/2029 1,010,898.00 1,002,882.00 0.01
3137B9GQ2 Freddie Mac Remics FHR 3.75 07/01/2043 404,153.00 400,377.00 0.01
3137BEWS9 Freddie Mac Multifamily Structured Pass FHMS 2.08 02/01/2032 12,167,586.00 754,131.00 0.01
36268NAA8 Boost Newco Borrower Llc WRLDPY 7.5 01/15/2031 350,000.00 371,736.00 0.01
38141GWB6 Goldman Sachs Group Inc/the GS 3.85 01/26/2027 800,000.00 794,774.00 0.01
37310PAB7 Georgetown University/the GTOWNU 5.22 10/01/2118 785,000.00 691,131.00 0.01
35640YAK3 Freedom Mortgage Corp FREMOR 12.0 10/01/2028 450,000.00 483,899.00 0.01
36253PAB8 GS Mortgage Securities Trust 2017-gs6 GSMS 3.16 05/01/2050 762,193.00 746,948.00 0.01
345397B51 FORD Motor Credit Co Llc F 2.9 02/16/2028 575,000.00 539,236.00 0.01
345397XL2 FORD Motor Credit Co Llc F 4.13 08/04/2025 925,000.00 923,174.00 0.01
3132DWC92 Freddie Mac Pool FR 3.5 02/01/2052 1,090,314.00 986,453.00 0.01
3132DS2K7 Freddie Mac Pool FR 3.0 04/01/2052 907,024.00 793,316.00 0.01
3132DVL94 Freddie Mac Pool FR 2.5 01/01/2052 914,852.00 769,953.00 0.01
3132DWAH6 Freddie Mac Pool FR 3.0 11/01/2050 634,487.00 554,810.00 0.01
3132DWAX1 Freddie Mac Pool FR 2.5 01/01/2051 465,784.00 389,612.00 0.01
3132D6AB6 Freddie Mac Pool FR 1.5 05/01/2036 487,305.00 434,257.00 0.01
3133EMW40 Federal Farm Credit Banks Funding Corp FFCB 1.55 07/26/2030 500,000.00 441,262.00 0.01
3134A4AA2 Federal Home Loan Mortgage Corp FHLMC 6.75 03/15/2031 545,000.00 622,673.00 0.01
31359MFJ7 Federal National Mortgage Association FNMA 7.13 01/15/2030 580,000.00 658,997.00 0.01
31359MGK3 Federal National Mortgage Association FNMA 6.63 11/15/2030 605,000.00 683,708.00 0.01
17326FAC1 Citigroup Commercial Mortgage Trust 2017 CGCMT 3.21 10/01/2050 957,086.00 934,860.00 0.01
18060TAD7 Clarios Global Lp / Clarios Us Finance C POWSOL 6.75 02/15/2030 500,000.00 518,840.00 0.01
20753XAF1 Connecticut Avenue Securities Trust 2022 CAS 10.56 03/25/2042 860,000.00 930,932.00 0.01
20753YAF9 Connecticut Avenue Securities Trust 2022 CAS 9.56 03/25/2042 340,000.00 361,968.00 0.01
20754XAC7 Connecticut Avenue Securities Trust 2024 CAS 6.01 07/25/2044 500,000.00 501,830.00 0.01
21873SAB4 Coreweave Inc CRWV 9.25 06/01/2030 925,000.00 945,698.00 0.01
1PGNTNML1J Eur/usd Fwd 20250722 Citius33 EUR 07/22/2025 10,364,260.00 393,821.00 0.01
23312JAE3 Dbjpm 2017-c6 Mortgage Trust DBJPM 3.07 06/01/2050 600,000.00 584,606.00 0.01
219868CJ3 CORP Andina De Fomento CAF 5.0 01/24/2029 380,000.00 388,838.00 0.01
26982EAA4 Eagle Re 2023-1 Ltd EMIR 6.31 09/26/2033 359,570.00 360,462.00 0.01
28228PAC5 EG Global Finance Plc EGBLFN 12.0 11/30/2028 400,000.00 440,500.00 0.01
25470XBB0 DISH Dbs Corp DISH 7.38 07/01/2028 675,000.00 487,454.00 0.01
25470XBD6 DISH Dbs Corp DISH 5.13 06/01/2029 825,000.00 549,816.00 0.01
25714PDT2 Dominican Republic International Bond DOMREP 5.95 01/25/2027 620,000.00 625,580.00 0.01
25714PDZ8 Dominican Republic International Bond DOMREP 6.0 07/19/2028 973,000.00 988,568.00 0.01
92556VAF3 Viatris Inc VTRS 4.0 06/22/2050 820,000.00 546,298.00 0.01
92564RAA3 VICI Properties Lp / Vici Note Co Inc VICI 4.25 12/01/2026 600,000.00 596,293.00 0.01
92564RAB1 VICI Properties Lp / Vici Note Co Inc VICI 4.63 12/01/2029 485,000.00 475,623.00 0.01
92840VAA0 Vistra Operations Co Llc VST 5.5 09/01/2026 1,000,000.00 1,000,480.00 0.01
95000TBR6 Wells Fargo Commercial Mortgage Trust 20 WFCM 3.37 03/01/2050 632,422.00 615,539.00 0.01
912834DV7 United States Treasury Strip Coupon S 05/15/2039 1,120,000.00 578,884.00 0.01
912834JB5 United States Treasury Strip Coupon S 08/15/2040 1,500,000.00 718,950.00 0.01
912834KV9 United States Treasury Strip Coupon S 11/15/2041 855,000.00 381,515.00 0.01
95000YAX3 Wells Fargo Commercial Mortgage Trust 20 WFCM 3.32 10/01/2050 350,000.00 342,794.00 0.01
95001LAW2 Wells Fargo Commercial Mortgage Trust 20 WFCM 0.45 03/01/2051 51,500,000.00 448,719.00 0.01
95081QAQ7 Wesco Distribution Inc WCC 6.38 03/15/2029 730,000.00 751,624.00 0.01
95081QAR5 Wesco Distribution Inc WCC 6.63 03/15/2032 540,000.00 561,232.00 0.01
963320BD7 Whirlpool Corp WHR 6.13 06/15/2030 520,000.00 524,811.00 0.01
96949LAB1 Williams Cos Inc/the WMB 4.0 09/15/2025 400,000.00 399,228.00 0.01
B8AB393F8 TPC Group Rights 17,363.00 413,456.00 0.01
B8AC5MQN3 Diamond Sports Grp Llc- Cs 57,273.00 787,503.00 0.01
B8A5CKF71 Tfs_l 8-3-al 2.90 16-mar-2023 Private Pl 2.9 03/15/2026 772,847.00 678,229.00 0.01
BJV2X64 Dominican Republic International Bond DOMREP 4.5 01/30/2030 1,051,000.00 998,450.00 0.01
BH0NC12 Stryker Corp SYK 2.13 11/30/2027 430,000.00 502,329.00 0.01
B8ADVAEX9 NEW Generation Gas Gathering Llc 4.34 09/30/2029 675,675.00 665,539.00 0.01
B8ADGKST8 NEW Generation Gas Gathering Llc 4.34 09/30/2029 810,810.00 798,647.00 0.01
B8ACXD562 NEW Generation Gas Gathering Llc 4.39 09/30/2029 675,676.00 665,540.00 0.01
89182JAA9 TOWD Point Mortgage Trust 2024-ces2 TPMT 6.13 02/01/2064 681,934.00 687,775.00 0.01
89183CAA3 TOWD Point Mortgage Trust 2024-ces1 TPMT 5.85 01/01/2064 763,885.00 766,686.00 0.01
90932LAH0 United Airlines Inc UAL 4.63 04/15/2029 749,000.00 727,244.00 0.01
90276CAD3 UBS Commercial Mortgage Trust 2017-c2 UBSCM 3.23 08/01/2050 457,333.00 447,129.00 0.01
893830BY4 Transocean Inc RIG 8.25 05/15/2029 660,000.00 608,328.00 0.01
87265HAG4 TRI Pointe Homes Inc TPH 5.7 06/15/2028 855,000.00 863,021.00 0.01
87470LAG6 Tallgrass Energy Partners Lp / Tallgrass TEP 6.0 03/01/2027 600,000.00 601,267.00 0.01
74390WAC6 PRPM 2025-rpl1 Llc PRPM 4.0 03/25/2055 747,000.00 686,940.00 0.01
74390WAD4 PRPM 2025-rpl1 Llc PRPM 4.0 03/25/2055 729,000.00 659,260.00 0.01
71880KAA9 Phinia Inc PHIN 6.75 04/15/2029 755,000.00 778,544.00 0.01
74815HCA8 Province Of Quebec Canada Q 7.49 03/02/2026 565,000.00 576,990.00 0.01
75050KAA4 Radnor Re 2023-1 Ltd RMIR 7.01 07/25/2033 890,978.00 895,409.00 0.01
81881JAC6 Shackleton 2014-v-r Clo Ltd SHACK 5.66 05/07/2031 745,143.00 745,161.00 0.01
80386WAB1 Sasol Financing Usa Llc SASOL 6.5 09/27/2028 600,000.00 569,400.00 0.01
80386WAC9 Sasol Financing Usa Llc SASOL 4.38 09/18/2026 1,020,000.00 999,600.00 0.01
812127AA6 Sealed Air Corp/sealed Air Corp Us SEE 6.13 02/01/2028 450,000.00 456,230.00 0.01
816851BJ7 Sempra SRE 4.0 02/01/2048 580,000.00 428,218.00 0.01
78355HKU2 Ryder System Inc R 4.3 06/15/2027 440,000.00 440,054.00 0.01
78355HKV0 Ryder System Inc R 5.65 03/01/2028 335,000.00 346,131.00 0.01
449691AC8 Iliad Holding Sasu ILDFP 7.0 10/15/2028 550,000.00 560,060.00 0.01
455170AA8 Indiana University Health Inc Obligated INUHLT 3.97 11/01/2048 800,000.00 633,923.00 0.01
465410BG2 Republic Of Italy Government Internation ITALY 5.38 06/15/2033 944,000.00 976,492.00 0.01
465410BY3 Republic Of Italy Government Internation ITALY 2.88 10/17/2029 600,000.00 563,673.00 0.01
46266TAC2 Iqvia Inc IQV 5.7 05/15/2028 335,000.00 343,598.00 0.01
458182BW1 Inter-american Development Bank IADB 6.8 10/15/2025 500,000.00 501,625.00 0.01
458182BY7 Inter-american Development Bank IADB 6.95 08/01/2026 500,000.00 511,810.00 0.01
46647PAM8 Jpmorgan Chase & Co JPM 3.51 01/23/2029 375,000.00 367,302.00 0.01
46593HAA6 JP Morgan Mortgage Trust 2024-he2 JPMMT 5.5 10/20/2054 609,275.00 608,678.00 0.01
448814EL3 Hydro-quebec QHEL 8.25 04/15/2026 445,000.00 457,347.00 0.01
404121AJ4 HCA Inc HCA 5.63 09/01/2028 335,000.00 344,909.00 0.01
448814CT8 Hydro-quebec QHEL 8.25 01/15/2027 670,000.00 708,541.00 0.01
448814FH1 Hydro-quebec QHEL 8.25 01/15/2027 395,000.00 417,722.00 0.01
43730VAC2 HOME Re 2021-2 Ltd HMIR 7.11 01/25/2034 422,017.00 424,317.00 0.01
39571MAC2 Greensky Home Improvement Trust 2024-1 GSKY 5.55 07/25/2059 500,000.00 511,722.00 0.01
39571MAD0 Greensky Home Improvement Trust 2024-1 GSKY 5.67 07/25/2059 891,880.00 909,434.00 0.01
39729RAB4 Greenwood Park Clo Ltd GRNPK 5.53 04/15/2031 533,336.00 533,127.00 0.01
55342UAQ7 MPT Operating Partnership Lp / Mpt Finan MPW 8.5 02/15/2032 325,000.00 340,320.00 0.01
576323AT6 Mastec Inc MTZ 5.9 06/15/2029 920,000.00 952,851.00 0.01
570535AV6 Markel Group Inc MKL 4.15 09/17/2050 505,000.00 387,193.00 0.01
53944YAD5 Lloyds Banking Group Plc LLOYDS 3.75 01/11/2027 800,000.00 792,879.00 0.01
552953CD1 MGM Resorts International MGM 4.63 09/01/2026 935,000.00 932,928.00 0.01
55305BAS0 M/I Homes Inc MHO 4.95 02/01/2028 834,000.00 828,572.00 0.01
48250MAK3 KKR Clo 11 Ltd KKR 5.7 01/15/2031 357,492.00 357,971.00 0.01
51507KAA4 Lending Funding Trust 2020-2 LFT 2.32 04/21/2031 600,000.00 584,492.00 0.01
603051AA1 Mineral Resources Ltd MINAU 8.13 05/01/2027 1,000,000.00 996,210.00 0.01
61744YAK4 Morgan Stanley MS 3.59 07/22/2028 640,000.00 628,738.00 0.01
651229BG0 Newell Brands Inc NWL 8.5 06/01/2028 965,000.00 1,016,205.00 0.01
62916TAE9 NLT 2025-inv1 Trust NLT 6.6 02/01/2070 750,000.00 735,976.00 0.01
62916TAF6 NLT 2025-inv1 Trust NLT 6.6 02/01/2070 590,000.00 561,315.00 0.01
629377CH3 NRG Energy Inc NRG 5.25 06/15/2029 625,000.00 621,883.00 0.01
62916TAH2 NLT 2025-inv1 Trust NLT 0.9 02/01/2070 19,795,574.00 663,151.00 0.01
62482BAA0 Medline Borrower Lp MEDIND 3.88 04/01/2029 820,000.00 787,314.00 0.01
69047QAB8 Ovintiv Inc OVV 5.65 05/15/2028 335,000.00 344,467.00 0.01
69349LAR9 PNC Bank Na PNC 4.05 07/26/2028 350,000.00 347,306.00 0.01
682691AC4 Onemain Finance Corp OMF 3.88 09/15/2028 800,000.00 766,504.00 0.01
70052LAD5 PARK Intermediate Holdings Llc / Pk Dome PK 7.0 02/01/2030 845,000.00 868,693.00 0.01
63861CAA7 Nationstar Mortgage Holdings Inc COOP 6.0 01/15/2027 425,000.00 425,463.00 0.01
67091TAD7 OCP Sa OCPMR 3.75 06/23/2031 407,000.00 365,079.00 0.01
67102SAL8 OCP Clo 2014-5 Ltd OCP 5.62 04/26/2031 478,811.00 479,187.00 0.01
68267EAA2 Onemain Direct Auto Receivables Trust 20 ODART 3.63 09/14/2027 655,696.00 653,490.00 0.01
68267EAB0 Onemain Direct Auto Receivables Trust 20 ODART 3.95 11/14/2028 900,000.00 894,384.00 0.01
681639AB6 Olympus Water Us Holding Corp SOLEIN 6.25 10/01/2029 1,000,000.00 954,675.00 0.01
BL4124436 Asurion Llc ASUCOR 8.68 08/19/2028 928,725.00 918,277.00 0.01
BL4790764 WSH Services Holding Ltd WESTBU 8.71 05/16/2031 450,000.00 618,207.00 0.01
BL4883627 Mcafee Corp MCFE 7.32 03/01/2029 603,897.00 582,760.00 0.01
BL4938314 MAIN Street Sports Group DSPORT 12.0 01/02/2028 379,750.00 340,825.00 0.01
P_51888JAA Laurel Road Prime Student Loan Trust 201 3.58 08/25/2043 353,204.00 340,356.00 0.01
P_51889BAA Laurel Road Prime Student Loan Trust 201 4.12 11/25/2043 626,621.00 596,426.00 0.01
SWB8A5Z49U SWP: Ois Gbp 1.150000 08-may-2032 - Payf 05/08/2032 -2,010,000.00 432,231.00 0.01
SWB8A5Z0B3 Fswp: Ois 1.050000 08-may-2027 05/08/2027 -7,720,000.00 482,961.00 0.01
BNRKHP7 Serbia International Bond SERBIA 1.65 03/03/2033 492,000.00 475,052.00 0.01
SWB8ACMUHF SWP: Ois Sofr 4.750000 11-may-2026_c 05/11/2026 86,205,000.00 568,276.00 0.01
SWB8ADCX6K SWP: Ois Sofr 3.825010 20-dec-2054_c 12/20/2054 -33,250,000.00 537,206.00 0.01
SWB8ADQ5NE Scds: (argent) 1.0 06/20/2030 -2,000,000.00 515,215.00 0.01
SWTRE8ADJN TRS On Fi Credit Bond Leg Accrual 2.38 08/12/2025 217,100,000.00 673,160.00 0.01
SWTRE8ADJN TRS On Fi Credit Bond Leg Accrual 0.75 08/12/2025 351,300,000.00 673,325.00 0.01
SWB8ADQ5RR Scds: (colom) 1.0 06/20/2030 -7,000,000.00 359,157.00 0.01
SWB8ADQ5W6 Scds: (turkey) 1.0 06/20/2030 -9,000,000.00 715,509.00 0.01
XS27199998 EG Global Finance Plc EGBLFN 11.0 11/30/2028 500,000.00 648,184.00 0.01
XS24186943 Lsf11 Boson Investments Sarl Compartment ERLS 4.05 11/25/2060 242,178.00 277,145.00 0.00
XS29662403 Talktalk Telecom Group Ltd TALKLN 11.75 03/01/2028 1,173,743.00 169,169.00 0.00
UGH9C1OUNB Thb/usd Fwd 20250917 221 THB 09/17/2025 74,028,094.00 24,739.00 0.00
V56DTTD8MF Eur/pln Fwd 20250722 Citius33 EUR 07/22/2025 3,458,000.00 -20,097.00 0.00
UT0DUI9LE7 Mxn/usd Fwd 20250917 Deutgb22 MXN 09/17/2025 -107,988,011.00 -117,209.00 0.00
UVMV81J3L6 Jpy/usd Fwd 20250722 955 JPY 07/22/2025 196,513,438.00 9,176.00 0.00
SWB8ADQ5W9 Scds: (oman) 1.0 06/20/2030 -2,000,000.00 -1,603.00 0.00
SWB8ADQ5WF Scds: (mex) 1.0 06/20/2030 -9,000,000.00 26,864.00 0.00
SWB8ADQQCR Scds: (ivycst) 1.0 06/20/2027 2,500,000.00 -77,938.00 0.00
SWB8ADQQNQ 10Y Rtr 3.207500 25-sep-2025 09/25/2025 -12,090,000.00 -38,017.00 0.00
SWB8ADQQR4 10Y Rtr 3.532500 25-sep-2025 09/25/2025 6,045,000.00 57,185.00 0.00
SWB8ADUGYA 3Y Rtr 3.046000 25-jul-2025 07/25/2025 -21,700,000.00 -10,171.00 0.00
SWB8ADUGYD 3Y Rtr 2.896000 25-jul-2025 07/25/2025 21,700,000.00 4,011.00 0.00
SWB8ADQ5RX Scds: (ivycst) 1.0 06/20/2030 -2,000,000.00 239,292.00 0.00
SWB8ADQ5S8 Scds: (indon) 1.0 06/20/2030 -8,000,000.00 -82,670.00 0.00
SWB8ADQ5TL Scds: (panama) 1.0 06/20/2030 -2,000,000.00 77,004.00 0.00
SWB8ADQ5UK Scds: (peru) 1.0 06/20/2030 -3,000,000.00 -25,735.00 0.00
SWB8ADQ5VB Scds: (soaf) 1.0 06/20/2030 -9,000,000.00 339,383.00 0.00
SWB8ADQ5VE Scds: (philip) 1.0 06/20/2030 -3,000,000.00 -50,228.00 0.00
SWB8ADQ5LB Scds: (adgb) 1.0 06/20/2030 -2,000,000.00 -59,781.00 0.00
SWB8ADQ5MQ Scds: (egypt) 1.0 06/20/2030 -2,000,000.00 319,176.00 0.00
TLFFEUA51B Inr/usd Fwd 20250917 221 INR 09/17/2025 1,530,699,572.00 -27,935.00 0.00
TN8JAH8D6B Eur/usd Fwd 20250722 955 EUR 07/22/2025 1,692,453.00 62,686.00 0.00
SWB8ADUTGM Cdx.na.hy.44.v1 5yr Rtp @ 99.00000 07/16/2025 -11,310,000.00 -4,127.00 0.00
SWB8ADV1SG 10Y Rtr 0.400000 25-sep-2025 09/25/2025 6,045,000.00 3.00 0.00
SWB8ADXF40 Scds: (unh) 1.0 06/22/2026 3,370,000.00 26,171.00 0.00
SWB8ADXSKF Cdx.na.ig.44.v1 5yr Rtp @ 80.00000 07/16/2025 -58,960,000.00 -4,533.00 0.00
SWB8ADZYWZ Cdx.na.ig.44.v1 5yr Rtr @ 52.50000 09/17/2025 -94,160,000.00 -147,309.00 0.00
SWB8ADZYXW Cdx.na.ig.44.v1 5yr Rtp @ 60.00000 09/17/2025 94,160,000.00 103,407.00 0.00
SWB8ADZYZF Cdx.na.ig.44.v1 5yr Rtp @ 80.00000 09/17/2025 -94,160,000.00 -38,255.00 0.00
SWB8ADQ5NM Scds: (domrep) 1.0 06/20/2030 -2,000,000.00 70,787.00 0.00
SWB8ADQ5NQ Scds: (ngeria) 1.0 06/20/2030 -2,000,000.00 320,325.00 0.00
SWB8ADQ5PE Scds: (brazil) 1.0 06/20/2030 -9,000,000.00 187,418.00 0.00
SWB8ADQ5PH Scds: (bhrain) 1.0 06/20/2030 -2,000,000.00 89,631.00 0.00
SWB8ADQ5PP Scds: (moroc) 1.0 06/20/2030 -2,000,000.00 -3,279.00 0.00
SWB8ADQ5PS Scds: (ksa) 1.0 06/20/2030 -5,000,000.00 -73,241.00 0.00
SWB8ADQ5R7 Scds: (malays) 1.0 06/20/2030 -3,000,000.00 -74,567.00 0.00
SWB8ADQ5RC Scds: (china) 1.0 06/20/2030 -9,000,000.00 -203,774.00 0.00
SWB8ADQ5RF Scds: (chile) 1.0 06/20/2030 -6,000,000.00 -129,603.00 0.00
SWB8ADJ71C Scds: (pemex) 4.75.00000 07 May, 2026 4.75 05/07/2026 14,592,000.00 221,187.00 0.00
SWB8ADJC36 SWP: Ois Sofr 3.926820 15-nov-2052_c 11/15/2052 -16,863,000.00 30,673.00 0.00
SWB8ADJCRS Scds: (paclif) 2.5 08/20/2035 1,000,000.00 -2,762.00 0.00
SWB8ADJMWT Scds: (soaf) 1.00000 20 Dec, 2028 1.0 12/20/2028 -5,000,000.00 57,667.00 0.00
SWB8ADPMK7 Trswap: Trsbench20 Index 09/19/2025 Gsis 09/19/2025 -127,551.00 -74,316.00 0.00
SWB8ADPW5S Scds: (bmo) 1.25 11/20/2029 835,000.00 -2,088.00 0.00
SWB8ADPW5V Scds: (cm) 1.1 06/20/2028 665,000.00 2,091.00 0.00
SWB8ADQ1J2 Scds: (softbk) 1.0 06/22/2026 5,410,000.00 -23,630.00 0.00
SWB8ADCX6N SWP: Ois Sofr 3.994870 20-dec-2044_c 12/20/2044 43,620,000.00 179,180.00 0.00
SWB8ADD5V2 Petroleos Mexicanos Cds 20251224 3.75 12/24/2025 4,601,840.00 17,606.00 0.00
SWB8ADG4K3 Scds: (pemex) 4.10000 Mar 23, 2026 4.1 03/23/2026 10,000,000.00 68,395.00 0.00
SWB8ADGPJ3 Scds: (greece) 1.00000 20 Dec, 2027 1.0 12/20/2027 1,080,000.00 19,590.00 0.00
SWB8ADGPJR Scds: (greece) 1.00000 20 Jun, 2027 1.0 06/20/2027 1,440,000.00 22,732.00 0.00
SWB8ACX1VG CDS: (gs_24-pc-a Jul 24) 1.65 08/02/2027 15,169,654.00 20,263.00 0.00
SWB8AD3GPB Morgan Stanley Cds 20251220 1.0 12/20/2025 5,820,000.00 22,640.00 0.00
SWB8AD3GPH Citigroup Inc Cds 20251220 1.0 12/20/2025 5,820,000.00 22,348.00 0.00
SWB8AD3GPM BANK Of America Corp Cds 20251220 1.0 12/20/2025 5,820,000.00 22,703.00 0.00
SWB8ADBQBM Norway Kingdom Of (government) Cds 20251 12/20/2025 20,000,000.00 -3,953.00 0.00
SWB8ADC3CY SWP: Ois Sofr 3.805000 16-dec-2049_c 12/16/2049 10,735,000.00 -263,866.00 0.00
SWB8ADC3D1 SWP: Ois Sofr 3.719000 16-dec-2054_c 12/16/2054 -9,505,000.00 329,801.00 0.00
BZ0W0D3 LIMA Metro Line 2 Finance Ltd LIMAMT 5.88 07/05/2034 79,532.00 80,645.00 0.00
CCGJO09O6L Zar/usd Fwd 20250917 Barcus33 ZAR 09/17/2025 92,090,066.00 6,604.00 0.00
G6FF7OF3FF Jpy/usd Fwd 20250722 5 JPY 07/22/2025 213,401,697.00 29,757.00 0.00
GLDJ73N9JE Sgd/usd Fwd 20250917 955 SGD 09/17/2025 -13,445,343.00 -99,905.00 0.00
JEBTIPE3FN Zar/usd Fwd 20250917 5 ZAR 09/17/2025 -49,367,716.00 -46,619.00 0.00
FXB8ADEMDD USD P Inr C @75.0000 Eo 01/08/2026 20,378,000.00 2,692.00 0.00
FXB8ADEMDE USD P Inr C @87.0000 Eo 01/08/2026 -13,092,000.00 -227,319.00 0.00
FXB8ADFXED USD P Inr C @75.0000 Eo 01/08/2026 5,814,000.00 768.00 0.00
D7HH4OFINK Jpy/usd Fwd 20250722 Scseus31 JPY 07/22/2025 668,733,988.00 -76,324.00 0.00
DAJ94LF8OI Mxn/usd Fwd 20250917 Midlgb22 MXN 09/17/2025 135,550,993.00 187,760.00 0.00
DDE5RSED75 Try/usd Fwd 20250723 Midlgb22 TRY 07/23/2025 135,255,174.00 29,622.00 0.00
DUU5 COMDT Euro-schatz Fut Sep25 DUU5 09/08/2025 -16,549,903.00 23,804.00 0.00
E8LVH0D2GV Cnh/usd Fwd 20250917 Midlgb22 CNH 09/17/2025 -317,712,999.00 -116,833.00 0.00
EAT0N5GQKV Eur/usd Spot 20250701 00187 EUR 07/01/2025 25,241,073.00 125,473.00 0.00
EM89CS4T2L Jpy/eur Fwd 20250722 Mslngb2x JPY 07/22/2025 410,421,900.00 -62,795.00 0.00
SWB8A5Z48U SWP: Ois Gbp 1.150000 08-may-2031 - Payf 05/08/2031 -525,000.00 95,610.00 0.00
SWB8AC8KAM Israel Electric Corp Ltd Cds 20280920 1.0 09/20/2028 -4,000,000.00 -11,663.00 0.00
SWB8ACHXNL South Africa (republic Of) Cds 20260620 1.0 06/20/2026 -20,000,000.00 -98,559.00 0.00
SWB8ACJV79 Morocco (kingdom Of) Cds 20271220 1.0 12/20/2027 -10,000,000.00 -123,133.00 0.00
SWB8A5Z4GX Swp:ois 1.200000 08-may-2034 05/08/2034 -500,000.00 138,140.00 0.00
SWB8A92USZ Catalonia Autonomous Community Of Cds 20 1.0 12/20/2025 3,000,000.00 11,057.00 0.00
SWB8A9BSFK Simon Property Group Lp Cds 20260620 1.0 06/20/2026 3,240,000.00 26,619.00 0.00
SWB8A9BXVF Verizon Communications Inc Cds 20260620 1.0 06/20/2026 4,820,000.00 34,925.00 0.00
SWB8A9BXVL General Motors Co Cds 20260620 5.0 06/20/2026 3,580,000.00 164,684.00 0.00
SWB8A9T2SV Halliburton Company Cds 20261220 1.0 12/20/2026 1,600,000.00 16,583.00 0.00
SWB8AA15X2 Scds: (tigo) 1.0 12/20/2025 2,700,000.00 -1,375.00 0.00
SWB8ABB7K4 Italy (republic Of) Cds 20271220 1.0 12/20/2027 -720,000.00 -19,827.00 0.00
SWB8ABS17G SWP: Ois Sofr 4.811000 03-aug-2025 08/04/2025 330,865,000.00 93,865.00 0.00
SWB8ABUSVQ SWP: Ois Sofr 4.805090 31-aug-2025 08/31/2025 -131,845,000.00 -65,596.00 0.00
SWB8ABWYG5 SWP: Ois Sofr 4.699000 25-sep-2026 09/25/2026 -20,835,000.00 -235,340.00 0.00
SWB8AC2JAV Romania (republic Of) Cds 20291220 1.0 12/20/2029 -10,500,000.00 298,395.00 0.00
P699NNF7HC Czk/usd Fwd 20250722 Mslngb2x CZK 07/22/2025 -91,222,743.00 -282,996.00 0.00
P9MJDM23U4 Jpy/usd Fwd 20250722 Deutgb22 JPY 07/22/2025 -240,010,542.00 24,985.00 0.00
PR3JL1MGV5 Krw/usd Fwd 20250917 Mslngb2x KRW 09/17/2025 -23,350,121,795.00 21,836.00 0.00
Q0AVOTNDI2 Idr/usd Fwd 20250917 Midlgb22 IDR 09/17/2025 501,870,613,000.00 247,808.00 0.00
QAFPAAF1BR Jpy/usd Fwd 20250722 Citius33 JPY 07/22/2025 -242,184,210.00 13,851.00 0.00
RHQA3HAAJB Inr/usd Fwd 20250829 Midlgb22 INR 08/29/2025 563,545,140.00 10,662.00 0.00
RO3DECTC9V Idr/usd Fwd 20250917 Citius33 IDR 09/17/2025 14,960,748,000.00 19,784.00 0.00
RXU5 COMDT Euro-bund Future Sep25 RXU5 09/08/2025 -14,257,848.00 70,545.00 0.00
SB31ONQNTV Pen/usd Fwd 20250917 Citius33 PEN 09/17/2025 25,132,510.00 65,396.00 0.00
SFRM5 COMD 3 MOnth Sofr Fut Jun25 SFRM5 09/16/2025 12,914,775.00 -3,636.00 0.00
SMVGEAFO5Q Inr/usd Fwd 20250917 00187 INR 09/17/2025 -907,935,612.00 -130,833.00 0.00
SWB8A5Z0AY SWP: Ois 1.000000 08-may-2026 05/08/2026 -9,558,000.00 309,196.00 0.00
LI41Q981GS Eur/usd Fwd 20250722 Deutgb22 EUR 07/22/2025 3,443,685.00 115,717.00 0.00
LL91MK690Q Eur/usd Fwd 20250722 5 EUR 07/22/2025 -3,004,500.00 -175,585.00 0.00
NMLBK7K9GC Sgd/usd Fwd 20250917 5 SGD 09/17/2025 -18,256,454.00 -150,657.00 0.00
OEU5 COMDT Euro-bobl Future Sep25 OEU5 09/08/2025 -23,011,112.00 64,130.00 0.00
P_51888810 Laurel Road Prime Student Loan Trust 201 02/25/2043 1,440,000.00 209,384.00 0.00
BSF1TY0 Digicel Midco Ltd / Difl Us Ii Llc DIGMID 10.5 11/25/2028 240,636.00 238,981.00 0.00
JV3P0RP724 Try/usd Fwd 20250723 221 TRY 07/23/2025 144,535,850.00 29,156.00 0.00
KH8H1UAJRB Brl/usd Fwd 20250804 5 BRL 08/04/2025 113,048,363.00 235,028.00 0.00
BL3219328 Blackstone Mortgage Tr BXMT 6.69 04/23/2026 80,873.00 80,670.00 0.00
BL4741288 Adtalem Global Education ATGE 7.08 08/12/2028 195,576.00 195,901.00 0.00
FXB8ADVKF3 USD P Brl C @4.900000 Eo 07/07/2025 11,696,000.00 0.00 0.00
FXB8ADYGHW USD C Jpy P @165.0000 Eo 06/30/2025 3,950,000.00 0.00 0.00
FXB8ADYGHX USD C Jpy P @146.0000 Eo 06/30/2025 -3,950,000.00 0.00 0.00
FXB8ADYGKT EUR P Usd C @1.020000 Eo 06/30/2025 3,480,000.00 0.00 0.00
FXB8ADYGKU EUR P Usd C @1.125000 Eo 06/30/2025 -3,480,000.00 0.00 0.00
FXB8ADYGQ4 USD C Clp P @950.00 Eo 06/30/2025 -3,950,000.00 0.00 0.00
FXB8ADYGQ5 USD C Clp P @1150.00 Eo 06/30/2025 3,950,000.00 0.00 0.00
FXB8ADYWW2 EUR P Usd C @1.135000 Eo 07/03/2025 -3,445,000.00 0.00 0.00
FXB8ADYWW3 EUR P Usd C @1.000000 Eo 07/03/2025 3,445,000.00 0.00 0.00
FXB8ADZ0ZS USD C Try P @41.00000 Eo 07/03/2025 -1,971,000.00 -662.00 0.00
FXB8ADZ0ZT USD C Try P @70.00000 Eo 07/03/2025 1,971,000.00 0.00 0.00
FXB8ADZ2JR USD C Zar P @21.00000 Eo 07/03/2025 1,971,000.00 0.00 0.00
FXB8ADZ2JS USD C Zar P @18.20000 Eo 07/03/2025 -1,971,000.00 -133.00 0.00
FXB8ADZBL3 USD C Brl P @5.700000 Eo 07/02/2025 -3,943,000.00 0.00 0.00
FXB8ADZBL4 USD C Brl P @6.700000 Eo 07/02/2025 3,943,000.00 0.00 0.00
FXB8ADZHXH USD C Clp P @1100.00 Eo 07/07/2025 3,956,000.00 0.00 0.00
FXB8ADZHXJ USD C Clp P @940.00 Eo 07/07/2025 -3,956,000.00 -12,912.00 0.00
FXB8ADZJ6W EUR P Usd C @1.140000 Eo 07/07/2025 -1,720,000.00 -72.00 0.00
FXB8ADZJ6X EUR P Usd C @1.050000 Eo 07/07/2025 1,720,000.00 0.00 0.00
FXB8ADZR6G USD C Mxn P @19.40000 Eo 07/08/2025 -3,969,000.00 -2,141.00 0.00
FXB8ADZR6H USD C Mxn P @22.00000 Eo 07/08/2025 3,969,000.00 12.00 0.00
FXB8AE03Q3 USD C Cop P @4300.00 Eo 07/10/2025 -3,971,000.00 -1,972.00 0.00
FXB8AE03Q4 USD C Cop P @5000.00 Eo 07/10/2025 3,971,000.00 2.00 0.00
FXB8AE04U1 USD P Brl C @5.000000 Eo 07/10/2025 1,985,000.00 2.00 0.00
FXB8AE04U4 USD P Brl C @5.500000 Eo 07/10/2025 -1,985,000.00 -28,466.00 0.00
FXB8AE0ATC USD C Krw P @1390.00 Eo 07/10/2025 -3,974,000.00 -2,413.00 0.00
FXB8AE0ATD USD C Krw P @1550.00 Eo 07/10/2025 3,974,000.00 0.00 0.00
FXB8AE0J3B USD C Jpy P @145.0000 Eo 07/14/2025 -3,984,000.00 -17,764.00 0.00
FXB8AE0J3C USD C Jpy P @155.0000 Eo 07/14/2025 3,984,000.00 14.00 0.00
FXB8AE0J41 EUR C Try P @48.00000 Eo 07/14/2025 -3,434,000.00 -33,844.00 0.00
FXB8AE0J42 EUR C Try P @80.00000 Eo 07/14/2025 3,434,000.00 782.00 0.00
FXB8AE1JGX EUR C Pln P @4.275000 Eo 07/21/2025 -3,469,000.00 -11,352.00 0.00
FXB8AE1JGY EUR C Pln P @5.000000 Eo 07/21/2025 3,469,000.00 12.00 0.00
FXB8AE1JZN USD C Try P @42.00000 Eo 07/18/2025 -1,995,000.00 -10,186.00 0.00
FXB8AE1JZP USD C Try P @99.00000 Eo 07/18/2025 1,995,000.00 1,176.00 0.00
FXB8AE1N8A EUR P Usd C @1.050000 Eo 07/17/2025 4,649,000.00 5.00 0.00
FXB8AE1N8B EUR P Usd C @1.140000 Eo 07/17/2025 -4,649,000.00 -1,957.00 0.00
FXB8AE29VQ EUR C Try P @49.50000 Eo 07/24/2025 -3,485,000.00 -40,254.00 0.00
FXB8AE29VS EUR C Try P @90.00000 Eo 07/24/2025 3,485,000.00 2,317.00 0.00
FXB8AE2DW0 USD C Cnh P @7.250000 Eo 09/24/2025 -48,093,000.00 -110,729.00 0.00
FXB8AE2DW1 USD P Cnh C @7.000000 Eo 09/24/2025 48,093,000.00 155,469.00 0.00
FXB8AE2DW2 USD C Cnh P @7.950000 Eo 09/24/2025 48,093,000.00 2,570.00 0.00
FXB8AE2J87 USD C Brl P @6.500000 Eo 07/24/2025 2,412,000.00 157.00 0.00
FXB8AE2J88 USD C Brl P @5.650000 Eo 07/24/2025 -2,412,000.00 -7,827.00 0.00
FXB8AE2LKT USD C Krw P @1385.00 Eo 09/25/2025 -11,257,000.00 -108,241.00 0.00
FXB8AE2LKU USD C Krw P @1750.00 Eo 09/25/2025 11,257,000.00 148.00 0.00
FXB8AE2LKV USD P Krw C @1331.00 Eo 09/25/2025 11,257,000.00 168,740.00 0.00
FXB8AE2S3W USD C Twd P @32.00 Eo 07/29/2025 8,048,000.00 170.00 0.00
FXB8AE2S3X USD C Twd P @29.15 Eo 07/29/2025 -8,048,000.00 -65,313.00 0.00
FXB8AE2TRM USD P Zar C @16.00000 Eo 07/29/2025 2,414,000.00 49.00 0.00
FXB8AE2TRN USD P Zar C @17.70000 Eo 07/29/2025 -2,414,000.00 -28,215.00 0.00
FXB8AE2TVF USD P Twd C @27.70 Eo 07/29/2025 -2,012,000.00 -6,086.00 0.00
FXB8AE2TVG USD P Twd C @21.00 Eo 08/27/2025 4,024,000.00 336.00 0.00
FXB8AE2TVH USD P Twd C @27.70 Eo 08/27/2025 -2,012,000.00 -14,448.00 0.00
FXB8AE30W3 USD P Twd C @27.70 Eo 07/29/2025 -2,012,000.00 -6,086.00 0.00
FXB8AE30W4 USD P Twd C @21.00 Eo 08/27/2025 4,024,000.00 336.00 0.00
FXB8AE30W5 USD P Twd C @27.70 Eo 08/27/2025 -2,012,000.00 -14,448.00 0.00
FXB8AE313Y EUR C Mxn P @26.00000 Eo 07/30/2025 3,452,000.00 348.00 0.00
FXB8AE3140 EUR C Mxn P @22.35000 Eo 07/30/2025 -3,452,000.00 -34,158.00 0.00
G0LD63UB6C Try/usd Fwd 20250709 Midlgb22 TRY 07/09/2025 325,605,342.00 124,756.00 0.00
674599DD4 Occidental Petroleum Corp OXY 7.5 05/01/2031 250,000.00 275,322.00 0.00
682680AT0 Oneok Inc OKE 4.95 07/13/2047 385,000.00 322,923.00 0.00
65MR6A510A Php/usd Fwd 20250917 Midlgb22 PHP 09/17/2025 678,079,003.00 82,999.00 0.00
67077MAY4 Nutrien Ltd NTRCN 5.95 11/07/2025 20,000.00 20,098.00 0.00
67077MBA5 Nutrien Ltd NTRCN 4.9 03/27/2028 335,000.00 339,395.00 0.00
6OO9R72I4J Thb/usd Fwd 20250917 Midlgb22 THB 09/17/2025 -642,470,171.00 153.00 0.00
694308HW0 Pacific Gas And Electric Co PCG 3.3 12/01/2027 175,000.00 169,288.00 0.00
694308JP3 Pacific Gas And Electric Co PCG 3.15 01/01/2026 75,000.00 74,309.00 0.00
708696BY4 Firstenergy Pennsylvania Electric Co FE 3.25 03/15/2028 90,000.00 87,296.00 0.00
709599BJ2 Penske Truck Leasing Co Lp / Ptl Finance PENSKE 4.0 07/15/2025 25,000.00 24,993.00 0.00
709599BU7 Penske Truck Leasing Co Lp / Ptl Finance PENSKE 5.75 05/24/2026 335,000.00 337,924.00 0.00
68269JAH4 Onemain Financial Issuance Trust 2023-1 OMFIT 7.49 06/14/2038 100,000.00 103,877.00 0.00
68389XBM6 Oracle Corp ORCL 2.65 07/15/2026 110,000.00 108,002.00 0.00
62854AAN4 UTAH Acquisition Sub Inc VTRS 3.95 06/15/2026 169,000.00 167,374.00 0.00
620076BL2 Motorola Solutions Inc MSI 4.6 02/23/2028 140,000.00 140,978.00 0.00
62912XAF1 NGPL Pipeco Llc NGPLCO 4.88 08/15/2027 330,000.00 328,403.00 0.00
62916TAK5 NLT 2025-inv1 Trust NLT 0.4 02/01/2070 19,795,574.00 164,449.00 0.00
62947QBB3 NXP Bv / Nxp Funding Llc NXPI 5.35 03/01/2026 35,000.00 35,140.00 0.00
62916TAG4 NLT 2025-inv1 Trust NLT 6.6 02/01/2070 370,000.00 335,147.00 0.00
651290AR9 Ovintiv Inc OVV 5.38 01/01/2026 70,000.00 70,079.00 0.00
65339KAT7 Nextera Energy Capital Holdings Inc NEE 3.55 05/01/2027 335,000.00 330,664.00 0.00
65339KCH1 Nextera Energy Capital Holdings Inc NEE 4.63 07/15/2027 185,000.00 186,203.00 0.00
646139W35 NEW Jersey Turnpike Authority NJSTRN 7.41 01/01/2040 100,000.00 119,383.00 0.00
64828FCQ3 NEW Residential Mortgage Loan Trust 2018 NRZT 5.18 01/25/2048 198,383.00 194,152.00 0.00
60687YAA7 Mizuho Financial Group Inc MIZUHO 4.35 10/20/2025 335,000.00 334,226.00 0.00
6174467X1 Morgan Stanley MS 5.0 11/24/2025 175,000.00 175,070.00 0.00
599191AA1 Mileage Plus Holdings Llc / Mileage Plus UAL 6.5 06/20/2027 134,000.00 134,279.00 0.00
59980VAA9 MILL City Mortgage Loan Trust 2018-1 MCMLT 3.25 05/01/2062 66,508.00 65,713.00 0.00
5GMN9MBDAJ Jpy/usd Fwd 20250722 Midlgb22 JPY 07/22/2025 347,123,206.00 -17,239.00 0.00
5HDP098RP5 Czk/usd Fwd 20250722 Citius33 CZK 07/22/2025 -74,249,343.00 -159,412.00 0.00
579780AR8 Mccormick & Co Inc/md MKC 0.9 02/15/2026 15,000.00 14,651.00 0.00
58013MFB5 Mcdonald's Corp MCD 3.5 03/01/2027 25,000.00 24,720.00 0.00
58013MFP4 Mcdonald's Corp MCD 3.5 07/01/2027 75,000.00 74,077.00 0.00
58CJ12TL3B Php/usd Fwd 20250917 955 PHP 09/17/2025 433,470,976.00 129,995.00 0.00
51889RAD1 Laurel Road Prime Student Loan Trust 201 LRK 10/25/2048 824,282.00 284,901.00 0.00
526057CV4 Lennar Corp LEN 5.0 06/15/2027 40,000.00 40,282.00 0.00
526057CD4 Lennar Corp LEN 4.75 11/29/2027 135,000.00 135,945.00 0.00
50212YAC8 LPL Holdings Inc LPLA 4.63 11/15/2027 110,000.00 109,695.00 0.00
502431AM1 L3harris Technologies Inc LHX 4.4 06/15/2028 50,000.00 50,140.00 0.00
50249AAF0 LYB International Finance Iii Llc LYB 1.25 10/01/2025 185,000.00 183,218.00 0.00
50540RAU6 Laboratory Corp Of America Holdings LH 3.6 09/01/2027 335,000.00 331,177.00 0.00
50540RAX0 Laboratory Corp Of America Holdings LH 1.55 06/01/2026 205,000.00 199,668.00 0.00
48667QAN5 Kazmunaygas National Co Jsc KZOKZ 4.75 04/19/2027 200,000.00 199,364.00 0.00
46657FAA3 JP Morgan Mortgage Trust 2023-he2 JPMMT 6.0 03/20/2054 275,877.00 277,000.00 0.00
50077LAD8 Kraft Heinz Foods Co KHC 3.0 06/01/2026 335,000.00 330,621.00 0.00
501044DE8 Kroger Co/the KR 2.65 10/15/2026 335,000.00 328,253.00 0.00
49446RAS8 Kimco Realty Op Llc KIM 3.8 04/01/2027 115,000.00 113,988.00 0.00
49446RAX7 Kimco Realty Op Llc KIM 1.9 03/01/2028 100,000.00 94,607.00 0.00
55336VAK6 MPLX Lp MPLX 4.13 03/01/2027 20,000.00 19,900.00 0.00
55336VAL4 MPLX Lp MPLX 5.2 03/01/2047 20,000.00 17,474.00 0.00
548661DM6 Lowe's Cos Inc LOW 2.5 04/15/2026 305,000.00 300,317.00 0.00
526107AF4 Lennox International Inc LII 1.7 08/01/2027 30,000.00 28,327.00 0.00
56585ABC5 Marathon Petroleum Corp MPC 5.13 12/15/2026 315,000.00 317,728.00 0.00
56585ABD3 Marathon Petroleum Corp MPC 3.8 04/01/2028 75,000.00 73,956.00 0.00
577081BD3 Mattel Inc MAT 5.88 12/15/2027 335,000.00 336,032.00 0.00
556227AG1 Eleven Madison Trust 2015-11md Mortgage MAD 3.67 09/01/2035 250,000.00 239,895.00 0.00
402740AB0 Gulfstream Natural Gas System Llc GULFNG 6.19 11/01/2025 210,000.00 210,665.00 0.00
404119BT5 HCA Inc HCA 5.25 06/15/2026 335,000.00 335,477.00 0.00
404119CH0 HCA Inc HCA 3.13 03/15/2027 70,000.00 68,545.00 0.00
404121AH8 HCA Inc HCA 5.38 09/01/2026 290,000.00 291,515.00 0.00
42809HAG2 HESS Corp HES 4.3 04/01/2027 55,000.00 54,886.00 0.00
44881HEW0 Hydro-quebec QHEL 6.27 01/03/2026 85,000.00 85,632.00 0.00
44891ABD8 Hyundai Capital America HYNMTR 3.5 11/02/2026 105,000.00 103,430.00 0.00
44891ABP1 Hyundai Capital America HYNMTR 2.38 10/15/2027 55,000.00 52,304.00 0.00
44891ABT3 Hyundai Capital America HYNMTR 1.8 01/10/2028 15,000.00 13,983.00 0.00
44891ABW6 Hyundai Capital America HYNMTR 1.5 06/15/2026 25,000.00 24,273.00 0.00
44891ABX4 Hyundai Capital America HYNMTR 2.0 06/15/2028 30,000.00 27,795.00 0.00
44891ACD7 Hyundai Capital America HYNMTR 5.6 03/30/2028 30,000.00 30,736.00 0.00
448814EX7 Hydro-quebec QHEL 8.63 06/15/2029 108,000.00 124,405.00 0.00
446413AL0 Huntington Ingalls Industries Inc HII 3.48 12/01/2027 135,000.00 132,175.00 0.00
448814CS0 Hydro-quebec QHEL 8.25 04/15/2026 314,000.00 322,712.00 0.00
465985AA7 JP Morgan Mortgage Trust 2023-he3 JPMMT 5.9 05/20/2054 274,038.00 275,370.00 0.00
46643PBE9 Jpmbb Commercial Mortgage Securities Tru JPMBB 3.67 11/01/2047 173,048.00 168,984.00 0.00
7OH75DAOH2 Pln/eur Fwd 20250722 Bnpafrpp PLN 07/22/2025 15,699,602.00 69,136.00 0.00
80281LAQ8 Santander Uk Group Holdings Plc SANUK 1.67 06/14/2027 335,000.00 325,294.00 0.00
80290CBJ2 Santander Bank Auto Credit-linked Notes SBCLN 11.37 12/15/2032 33,420.00 33,548.00 0.00
81883EAE1 Shackleton 2017-xi Clo Ltd SHACK 5.68 08/15/2030 173,575.00 173,656.00 0.00
824348AR7 Sherwin-williams Co/the SHW 3.45 08/01/2025 85,000.00 84,873.00 0.00
824348AW6 Sherwin-williams Co/the SHW 3.45 06/01/2027 45,000.00 44,392.00 0.00
75513EBY6 RTX Corp RTX 7.2 08/15/2027 30,000.00 31,851.00 0.00
756109BY9 Realty Income Corp O 4.45 09/15/2026 10,000.00 10,022.00 0.00
74390WAE2 PRPM 2025-rpl1 Llc PRPM 4.0 03/25/2055 257,000.00 227,809.00 0.00
744573AP1 Public Service Enterprise Group Inc PEG 0.8 08/15/2025 20,000.00 19,890.00 0.00
748149AN1 Province Of Quebec Canada Q 2.75 04/12/2027 195,000.00 190,670.00 0.00
71654QCK6 Petroleos Mexicanos PEMEX 5.35 02/12/2028 179,000.00 171,992.00 0.00
71654QCP5 Petroleos Mexicanos PEMEX 6.5 01/23/2029 300,000.00 293,667.00 0.00
71654QDC3 Petroleos Mexicanos PEMEX 6.84 01/23/2030 300,000.00 289,470.00 0.00
718546AR5 Phillips 66 PSX 3.9 03/15/2028 70,000.00 69,286.00 0.00
723787AT4 Pioneer Natural Resources Co PXD 1.13 01/15/2026 100,000.00 98,230.00 0.00
723787AV9 Pioneer Natural Resources Co PXD 5.1 03/29/2026 15,000.00 15,070.00 0.00
73928QAA6 Power Finance Corp Ltd POWFIN 6.15 12/06/2028 200,000.00 208,180.00 0.00
74251VAP7 Principal Financial Group Inc PFG 4.11 02/15/2028 335,000.00 331,763.00 0.00
87612BBL5 Targa Resources Partners Lp / Targa Reso TRGP 6.5 07/15/2027 125,000.00 125,081.00 0.00
874054AJ8 Take-two Interactive Software Inc TTWO 5.0 03/28/2026 75,000.00 75,173.00 0.00
87264AAT2 T-mobile Usa Inc TMUS 5.38 04/15/2027 35,000.00 35,020.00 0.00
87264ABD6 T-mobile Usa Inc TMUS 3.75 04/15/2027 100,000.00 98,991.00 0.00
87264ABR5 T-mobile Usa Inc TMUS 2.25 02/15/2026 115,000.00 113,253.00 0.00
87264ABU8 T-mobile Usa Inc TMUS 2.63 04/15/2026 60,000.00 59,072.00 0.00
86765BAT6 Energy Transfer Lp ET 3.9 07/15/2026 40,000.00 39,755.00 0.00
87162WAF7 TD Synnex Corp SNX 1.75 08/09/2026 30,000.00 29,019.00 0.00
842587CV7 Southern Co/the SO 3.25 07/01/2026 220,000.00 217,642.00 0.00
842587DM6 Southern Co/the SO 5.15 10/06/2025 335,000.00 335,293.00 0.00
863579FU7 Structured Adjustable Rate Mortgage Loan SARM 5.1 12/01/2034 73,538.00 68,738.00 0.00
89352HAT6 Transcanada Pipelines Ltd TRPCN 4.88 01/15/2026 200,000.00 200,271.00 0.00
89352HAW9 Transcanada Pipelines Ltd TRPCN 4.25 05/15/2028 50,000.00 49,837.00 0.00
893574AK9 Transcontinental Gas Pipe Line Co Llc WMB 4.0 03/15/2028 135,000.00 133,735.00 0.00
90932PAA6 United Airlines 2014-1 Class A Pass Thro UAL 4.0 04/11/2026 72,849.00 72,207.00 0.00
911365BF0 United Rentals North America Inc URI 5.5 05/15/2027 320,000.00 320,002.00 0.00
891906AF6 Global Payments Inc GPN 4.45 06/01/2028 85,000.00 84,910.00 0.00
88033GDH0 Tenet Healthcare Corp THC 4.63 06/15/2028 225,000.00 222,082.00 0.00
88033GDM9 Tenet Healthcare Corp THC 4.25 06/01/2029 25,000.00 24,264.00 0.00
B8AD2HEC2 Codere Group Topco S.a. A1 Equity 5,525.00 130,163.00 0.00
B8AD2HEJ7 Codere Group Topco S.a. A2 Equity 7,777.00 183,218.00 0.00
B8AD2JA99 Codere Group Topco S.a. Warrants 18 169.00 0.00
B8AD38TW1 NEW Generation Gas - Unfunded 09/30/2029 337,838.00 332,770.00 0.00
B8AD9KJQ2 Diamond Sports Grp Llc- Warrants 107,119.00 23,780.00 0.00
B8ACA1AA8 Digicel Intl Fin Ltd 16,694.00 196,378.00 0.00
BBG014163M Sfrz5c 96.25 Pit SFRZ5C 96. 12/12/2025 -307,500.00 -76,875.00 0.00
BBG014163P Sfrz5c 99.75 Pit SFRZ5C 99. 12/12/2025 565,000.00 1,412.00 0.00
BBG014163V Sfrz5p 96.25 Pit SFRZ5P 96. 12/12/2025 -307,500.00 -52,275.00 0.00
B8AA7A6W3 Tfs_18-3 04/16/2040 1 1.00 0.00
984851AD7 YARA International Asa YARNO 3.8 06/06/2026 335,000.00 331,023.00 0.00
A3155ORS3R Clp/usd Fwd 20250917 Deutgb22 CLP 09/17/2025 2,242,606,000.00 -7,205.00 0.00
A7H7PAE1GR Jpy/eur Fwd 20250722 Citius33 JPY 07/22/2025 204,382,083.00 -72,768.00 0.00
AO5H22TB1V Sgd/usd Fwd 20250917 Mslngb2x SGD 09/17/2025 -9,053,640.00 -122,971.00 0.00
APVKP2L48R Pen/usd Fwd 20250917 Scseus31 PEN 09/17/2025 12,985,572.00 53,415.00 0.00
98138HAG6 Workday Inc WDAY 3.5 04/01/2027 110,000.00 108,615.00 0.00
98389BAV2 XCEL Energy Inc XEL 4.0 06/15/2028 60,000.00 59,533.00 0.00
96145DAD7 Wrkco Inc WRK 3.38 09/15/2027 50,000.00 48,865.00 0.00
962166AW4 Weyerhaeuser Co WY 6.95 10/01/2027 20,000.00 21,074.00 0.00
912834LB2 United States Treasury Strip Coupon S 02/15/2042 45,000.00 19,771.00 0.00
912834LR7 United States Treasury Strip Coupon S 08/15/2042 465,000.00 198,450.00 0.00
913017CR8 RTX Corp RTX 3.13 05/04/2027 20,000.00 19,616.00 0.00
91282CGA3 United States Treasury Note/bond T 4.0 12/15/2025 60,000.00 59,953.00 0.00
91914JAB8 Valero Energy Partners Lp VLO 4.5 03/15/2028 120,000.00 120,255.00 0.00
91913YAV2 Valero Energy Corp VLO 4.35 06/01/2028 175,000.00 175,028.00 0.00
915217WX7 University Of Virginia UNIHGR 4.18 09/01/2117 125,000.00 93,338.00 0.00
91412GXE0 University Of California UNVHGR 3.93 05/15/2045 25,000.00 22,625.00 0.00
91412GXY6 University Of California UNVHGR 4.13 05/15/2045 25,000.00 22,577.00 0.00
91282CLK5 United States Treasury Note/bond T 3.63 08/31/2029 265,000.00 263,716.00 0.00
9128337P9 United States Treasury Strip Coupon S 05/15/2031 100,000.00 79,058.00 0.00
9128337T1 United States Treasury Strip Coupon S 05/15/2033 75,000.00 53,907.00 0.00
912833X96 United States Treasury Strip Coupon S 11/15/2035 140,000.00 88,323.00 0.00
94N35HPPKO Krw/usd Fwd 20250917 Scseus31 KRW 09/17/2025 18,052,269,340.00 127,975.00 0.00
928668BL5 Volkswagen Group Of America Finance Llc VW 1.25 11/24/2025 200,000.00 197,237.00 0.00
92840VAG7 Vistra Operations Co Llc VST 3.7 01/30/2027 30,000.00 29,608.00 0.00
92939UAH9 WEC Energy Group Inc WEC 5.0 09/27/2025 85,000.00 85,033.00 0.00
92939UAK2 WEC Energy Group Inc WEC 4.75 01/09/2026 45,000.00 45,016.00 0.00
92564RAD7 VICI Properties Lp / Vici Note Co Inc VICI 3.75 02/15/2027 95,000.00 93,485.00 0.00
92343VHA5 Verizon Communications Inc VZ 5.4 07/02/2037 303,517.00 305,264.00 0.00
92277GAJ6 Ventas Realty Lp VTR 3.25 10/15/2026 85,000.00 83,709.00 0.00
92277GAL1 Ventas Realty Lp VTR 3.85 04/01/2027 65,000.00 64,436.00 0.00
260003AM0 Dover Corp DOV 3.15 11/15/2025 35,000.00 34,785.00 0.00
26441CBS3 DUKE Energy Corp DUK 4.3 03/15/2028 115,000.00 115,237.00 0.00
268317AS3 Electricite De France Sa EDF 3.63 10/13/2025 305,000.00 303,683.00 0.00
26884TAV4 ERAC Usa Finance Llc ENTERP 4.6 05/01/2028 335,000.00 338,713.00 0.00
25156PBA0 Deutsche Telekom International Finance B DT 3.6 01/19/2027 335,000.00 331,203.00 0.00
25179MBD4 Devon Energy Corp DVN 5.25 10/15/2027 20,000.00 20,037.00 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
25389JAT3 Digital Realty Trust Lp DLR 4.45 07/15/2028 125,000.00 125,158.00 0.00
28622HAA9 Elevance Health Inc ELV 4.9 02/08/2026 335,000.00 335,028.00 0.00
292480AK6 Energy Transfer Lp ET 4.4 03/15/2027 80,000.00 80,006.00 0.00
29273RBL2 Energy Transfer Lp ET 5.3 04/15/2047 110,000.00 96,894.00 0.00
24703TAD8 DELL International Llc / Emc Corp DELL 6.02 06/15/2026 125,000.00 126,198.00 0.00
21989TAA5 CORP Andina De Fomento CAF 5.25 11/21/2025 10,000.00 9,991.00 0.00
224044CG0 COX Communications Inc COXENT 3.35 09/15/2026 15,000.00 14,765.00 0.00
22411VAD0 Cppib Capital Inc CPPIBC 2.75 11/02/2027 250,000.00 243,779.00 0.00
22822VAC5 Crown Castle Inc CCI 3.7 06/15/2026 295,000.00 292,458.00 0.00
22822VAE1 Crown Castle Inc CCI 4.0 03/01/2027 15,000.00 14,905.00 0.00
22822VAZ4 Crown Castle Inc CCI 2.9 03/15/2027 40,000.00 38,936.00 0.00
23312VAE6 Dbjpm 2016-c3 Mortgage Trust DBJPM 2.63 08/01/2049 283,751.00 279,188.00 0.00
22966RAD8 Cubesmart Lp CUBE 3.13 09/01/2026 80,000.00 78,672.00 0.00
23307CAJ4 DBWF 2016-85t Mortgage Trust DBWF 3.94 12/01/2036 200,000.00 185,864.00 0.00
1MH3IMPQO2 Mxn/usd Fwd 20250917 955 MXN 09/17/2025 -58,481,088.00 -80,748.00 0.00
3136AAPN9 Fannie Mae Remics FNR 3.0 12/01/2032 1,460,798.00 107,671.00 0.00
3136ABJF1 Fannie Mae Remics FNR 3.0 01/01/2028 581,463.00 13,237.00 0.00
3136ABNX7 Fannie Mae Remics FNR 3.0 01/01/2028 990,445.00 19,986.00 0.00
3136ACE56 Fannie Mae Remics FNR 2.5 03/01/2028 528,629.00 11,875.00 0.00
3136AD7A1 Fannie Mae Remics FNR 3.0 05/01/2033 1,126,806.00 81,422.00 0.00
3136APVN9 Fannie Mae Remics FNR 3.5 08/01/2030 437,604.00 11,443.00 0.00
3136ARXC7 Fannie Mae Remics FNR 3.5 04/01/2031 1,365,958.00 84,541.00 0.00
3136B1MK7 Fannie Mae Remics FNR 3.5 04/01/2048 174,617.00 159,595.00 0.00
2EBRE3NO9T Pen/usd Fwd 20250917 Mslngb2x PEN 09/17/2025 12,959,924.00 97,391.00 0.00
2V7RCCV8G3 Try/usd Fwd 20250730 Barcus33 TRY 07/30/2025 242,205,535.00 43,472.00 0.00
30040WAE8 Eversource Energy ES 3.3 01/15/2028 25,000.00 24,344.00 0.00
30040WAQ1 Eversource Energy ES 2.9 03/01/2027 125,000.00 122,045.00 0.00
30040WAT5 Eversource Energy ES 5.45 03/01/2028 150,000.00 153,889.00 0.00
30040WAV0 Eversource Energy ES 4.75 05/15/2026 160,000.00 160,241.00 0.00
3128M9TQ5 Freddie Mac Gold Pool FG 3.5 08/01/2043 252,979.00 237,430.00 0.00
29364GAM5 Entergy Corp ETR 0.9 09/15/2025 35,000.00 34,722.00 0.00
294429AW5 Equifax Inc EFX 5.1 06/01/2028 330,000.00 336,354.00 0.00
35564KHE2 Freddie Mac Stacr Remic Trust 2021-dna5 STACR 5.96 01/25/2034 312,655.00 314,039.00 0.00
35564KKK4 Freddie Mac Stacr Remic Trust 2021-hqa3 STACR 7.66 09/25/2041 200,000.00 204,446.00 0.00
35564KKY4 Freddie Mac Stacr Remic Trust 2021-dna6 STACR 5.81 10/25/2041 188,100.00 188,811.00 0.00
35566CBD6 Freddie Mac Stacr Remic Trust 2020-dna6 STACR 7.31 12/25/2050 100,000.00 106,726.00 0.00
35564KQC6 Freddie Mac Stacr Remic Trust 2022-dna1 STACR 6.81 01/25/2042 110,000.00 111,994.00 0.00
35564KUX5 Freddie Mac Stacr Remic Trust 2022-dna3 STACR 7.21 04/25/2042 300,000.00 309,000.00 0.00
36179Y2N3 Ginnie Mae Ii Pool G2 6.5 07/01/2054 195,174.00 200,636.00 0.00
35906ABG2 Frontier Communications Holdings Llc FYBR 6.75 05/01/2029 175,000.00 177,328.00 0.00
37940XAG7 Global Payments Inc GPN 2.15 01/15/2027 80,000.00 77,406.00 0.00
38141EC31 Goldman Sachs Group Inc/the GS 4.8 07/08/2044 125,000.00 112,343.00 0.00
37190AAA7 Genpact Luxembourg Sarl/genpact Usa Inc G 1.75 04/10/2026 170,000.00 165,704.00 0.00
38141GWV2 Goldman Sachs Group Inc/the GS 3.81 04/23/2029 275,000.00 270,489.00 0.00
38378JXN7 Government National Mortgage Association GNR 4.0 03/01/2043 663,871.00 111,980.00 0.00
38379EQV7 Government National Mortgage Association GNR 4.0 08/01/2044 742,929.00 95,057.00 0.00
38380CEX7 Government National Mortgage Association GNR 4.0 12/01/2046 1,233,810.00 201,606.00 0.00
38380UA29 Government National Mortgage Association GNR 4.0 01/01/2048 516,952.00 98,989.00 0.00
38869PAP9 Graphic Packaging International Llc GPK 1.51 04/15/2026 40,000.00 38,944.00 0.00
36256WAA2 GMR Hyderabad International Airport Ltd GMRLIN 4.25 10/27/2027 200,000.00 193,226.00 0.00
37045XDK9 General Motors Financial Co Inc GM 1.5 06/10/2026 335,000.00 325,184.00 0.00
37045XDW3 General Motors Financial Co Inc GM 5.0 04/09/2027 70,000.00 70,432.00 0.00
37045XDZ6 General Motors Financial Co Inc GM 6.05 10/10/2025 75,000.00 75,222.00 0.00
37045XEF9 General Motors Financial Co Inc GM 5.4 04/06/2026 335,000.00 336,535.00 0.00
37045XCG9 General Motors Financial Co Inc GM 3.85 01/05/2028 35,000.00 34,262.00 0.00
362954AH2 GS Mortgage-backed Securities Trust 2025 GSMBS 01/01/2064 35,530.00 34,032.00 0.00
3137BNQ23 Freddie Mac Remics FHR 3.0 04/01/2031 937,138.00 54,559.00 0.00
3137FMU83 Freddie Mac Multifamily Structured Pass FHMS 1.1 05/01/2026 8,084,304.00 46,929.00 0.00
3137FBU95 Freddie Mac Multifamily Structured Pass FHMS 0.47 09/01/2027 6,183,983.00 41,929.00 0.00
3137AMPZ4 Freddie Mac Remics FHR 3.5 11/01/2040 107,192.00 106,763.00 0.00
3137AQJ25 Freddie Mac Remics FHR 3.0 05/01/2027 395,356.00 7,728.00 0.00
3137AR5H5 Freddie Mac Remics FHR 3.0 06/01/2027 180,301.00 3,347.00 0.00
3137AVQG5 Freddie Mac Remics FHR 2.5 11/01/2027 976,892.00 20,491.00 0.00
3137AXFX6 Freddie Mac Remics FHR 3.0 12/01/2032 1,536,970.00 115,729.00 0.00
3137AXSC8 Freddie Mac Remics FHR 3.0 01/01/2028 1,199,185.00 22,901.00 0.00
3137AYDJ7 Freddie Mac Remics FHR 3.0 10/01/2032 1,860,800.00 99,581.00 0.00
3137B0SA3 Freddie Mac Remics FHR 3.0 03/01/2033 4,880,885.00 308,384.00 0.00
3137B0VV3 Freddie Mac Remics FHR 2.5 03/01/2028 796,809.00 19,425.00 0.00
3138X1AJ5 Fannie Mae Pool FN 3.0 08/01/2043 344,990.00 311,299.00 0.00
31620MBS4 Fidelity National Information Services I FIS 1.65 03/01/2028 335,000.00 312,587.00 0.00
337738BD9 Fiserv Inc FI 5.45 03/02/2028 40,000.00 41,102.00 0.00
15189TBA4 Centerpoint Energy Inc CNP 1.45 06/01/2026 25,000.00 24,312.00 0.00
15135UAM1 Cenovus Energy Inc CVECN 4.25 04/15/2027 50,000.00 49,858.00 0.00
126671YB6 Countrywide Asset-backed Certificates CWL 5.03 06/25/2033 43,372.00 43,142.00 0.00
13645RAY0 Canadian Pacific Railway Co CP 4.0 06/01/2028 20,000.00 19,879.00 0.00
14040HCS2 Capital One Financial Corp COF 4.93 05/10/2028 35,000.00 35,268.00 0.00
14040HCU7 Capital One Financial Corp COF 4.99 07/24/2026 95,000.00 94,996.00 0.00
126650CL2 CVS Health Corp CVS 3.88 07/20/2025 15,000.00 14,989.00 0.00
126650CU2 CVS Health Corp CVS 2.88 06/01/2026 335,000.00 329,896.00 0.00
126650DG2 CVS Health Corp CVS 3.25 08/15/2029 50,000.00 47,510.00 0.00
126650DW7 CVS Health Corp CVS 5.0 01/30/2029 25,000.00 25,380.00 0.00
13323AAB6 Camelot Finance Sa CCC 4.5 11/01/2026 286,000.00 280,577.00 0.00
173106AE5 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 4.23 02/01/2063 269,320.00 201,229.00 0.00
173106AF2 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 02/01/2063 97,232.00 68,179.00 0.00
173106AG0 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 02/01/2063 246,820.00 29,837.00 0.00
173106AH8 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 02/01/2063 447,297.00 36,116.00 0.00
173106AJ4 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 02/01/2063 13,619,557.00 1,361.00 0.00
173106AK1 Citigroup Mortgage Loan Trust 2024-rp2 CMLTI 02/01/2063 19,318.00 16,637.00 0.00
17318WAJ9 Citigroup Mortgage Loan Trust 2011-12 CMLTI 4.86 09/01/2047 20,474.00 18,976.00 0.00
17325HBW3 Citigroup Commercial Mortgage Trust 2017 CGCMT 0.33 04/01/2050 16,000,000.00 73,785.00 0.00
161175BA1 Charter Communications Operating Llc / C CHTR 6.48 10/23/2045 95,000.00 94,122.00 0.00
161175BL7 Charter Communications Operating Llc / C CHTR 5.38 05/01/2047 85,000.00 73,711.00 0.00
172967KJ9 Citigroup Inc C 4.6 03/09/2026 165,000.00 164,852.00 0.00
17332HAF2 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 439,318.00 288,267.00 0.00
17332HAG0 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 329,523.00 197,309.00 0.00
17332HAH8 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 208,721.00 105,151.00 0.00
17332HAJ4 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 263,619.00 104,933.00 0.00
17332HAK1 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 4.03 01/01/2064 250,598.00 94,643.00 0.00
17332HAL9 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 01/01/2064 21,577,211.00 2,157.00 0.00
17332HAM7 Citigroup Mortgage Loan Trust 2025-rp1 CMLTI 01/01/2064 38,406.00 33,989.00 0.00
08576PAF8 Berry Global Inc BERY 1.65 01/15/2027 20,000.00 19,185.00 0.00
092113AV1 Black Hills Corp BKH 5.95 03/15/2028 25,000.00 25,901.00 0.00
096630AE8 Boardwalk Pipelines Lp BWP 5.95 06/01/2026 60,000.00 60,498.00 0.00
097023BR5 Boeing Co/the BA 2.25 06/15/2026 80,000.00 78,162.00 0.00
097023DA0 Boeing Co/the BA 2.75 02/01/2026 90,000.00 88,945.00 0.00
0DOTQIRJ97 Huf/usd Fwd 20250722 Barcus33 HUF 07/22/2025 845,823,753.00 145,174.00 0.00
0E6D8PCVH9 Mxn/usd Fwd 20250917 Mslngb2x MXN 09/17/2025 -36,821,728.00 -25,042.00 0.00
0LQ2B0GUA9 Brl/usd Fwd 20250702 Midlgb22 BRL 07/02/2025 -21,748,532.00 -86,980.00 0.00
105340AQ6 Brandywine Operating Partnership Lp BDN 3.95 11/15/2027 245,000.00 238,581.00 0.00
097751BZ3 Bombardier Inc BBDBCN 7.5 02/01/2029 100,000.00 104,788.00 0.00
1248EPCB7 CCO Holdings Llc / Cco Holdings Capital CHTR 5.38 06/01/2029 25,000.00 24,904.00 0.00
124857AX1 Paramount Global PARA 3.7 06/01/2028 25,000.00 24,297.00 0.00
11134LAH2 Broadcom Corp / Broadcom Cayman Finance AVGO 3.88 01/15/2027 335,000.00 332,783.00 0.00
114259AN4 Brooklyn Union Gas Co/the NGGLN 3.41 03/10/2026 25,000.00 24,746.00 0.00
12654FAC4 COMM 2024-277p Mortgage Trust COMM 0.89 08/01/2044 9,200,000.00 250,382.00 0.00
126117AT7 CNA Financial Corp CNA 4.5 03/01/2026 30,000.00 29,950.00 0.00
125523CB4 Cigna Group/the CI 3.4 03/01/2027 25,000.00 24,644.00 0.00
12591RAA8 COMM 2014-ccre15 Mortgage Trust COMM 0.02 02/01/2047 120,551,705.00 48.00 0.00
12592BAM6 CNH Industrial Capital Llc CNHI 1.45 07/15/2026 45,000.00 43,584.00 0.00
015271AH2 Alexandria Real Estate Equities Inc ARE 4.3 01/15/2026 20,000.00 19,945.00 0.00
015271AT6 Alexandria Real Estate Equities Inc ARE 2.75 12/15/2029 210,000.00 194,036.00 0.00
00287YBV0 Abbvie Inc ABBV 2.95 11/21/2026 170,000.00 167,237.00 0.00
00287YCY3 Abbvie Inc ABBV 4.55 03/15/2035 165,000.00 160,220.00 0.00
00206RCP5 AT&T Inc T 4.5 05/15/2035 70,000.00 66,695.00 0.00
00206RGL0 AT&T Inc T 4.1 02/15/2028 20,000.00 19,915.00 0.00
00206RHW5 AT&T Inc T 3.8 02/15/2027 55,000.00 54,571.00 0.00
00206RMM1 AT&T Inc T 2.55 12/01/2033 74,000.00 61,945.00 0.00
00108WAH3 AEP Texas Inc AEP 3.95 06/01/2028 35,000.00 34,570.00 0.00
00130HCE3 AES Corp/the AES 1.38 01/15/2026 30,000.00 29,430.00 0.00
00130HCH6 AES Corp/the AES 5.45 06/01/2028 250,000.00 255,560.00 0.00
03939CAA1 ARCH Capital Finance Llc ACGL 4.01 12/15/2026 135,000.00 134,401.00 0.00
05523UAP5 BAE Systems Holdings Inc BALN 3.85 12/15/2025 30,000.00 29,889.00 0.00
05526DBR5 BAT Capital Corp BATSLN 2.26 03/25/2028 140,000.00 132,320.00 0.00
032095AM3 Amphenol Corp APH 4.75 03/30/2026 45,000.00 45,092.00 0.00
031162CT5 Amgen Inc AMGN 2.2 02/21/2027 30,000.00 29,029.00 0.00
03040WAQ8 American Water Capital Corp AWK 2.95 09/01/2027 175,000.00 170,737.00 0.00
03073EAP0 Cencora Inc COR 3.45 12/15/2027 85,000.00 83,378.00 0.00
03027XAP5 American Tower Corp AMT 3.55 07/15/2027 115,000.00 113,322.00 0.00
02343UAH8 Amcor Finance Usa Inc AMCR 4.5 05/15/2028 335,000.00 335,380.00 0.00
023608AG7 Ameren Corp AEE 3.65 02/15/2026 170,000.00 168,955.00 0.00
03027XBJ8 American Tower Corp AMT 1.5 01/31/2028 150,000.00 139,707.00 0.00
03027XBV1 American Tower Corp AMT 3.65 03/15/2027 335,000.00 330,954.00 0.00
03027XCC2 American Tower Corp AMT 5.25 07/15/2028 110,000.00 112,741.00 0.00
060352AE1 BANK 2017-bnk6 BANK 3.25 07/01/2060 215,354.00 210,603.00 0.00
05530QAP5 BAT International Finance Plc BATSLN 4.45 03/16/2028 70,000.00 70,097.00 0.00
071734AK3 Bausch Health Cos Inc BHCCN 6.25 02/15/2029 100,000.00 70,556.00 0.00
071734AL1 Bausch Health Cos Inc BHCCN 5.25 02/15/2031 25,000.00 14,718.00 0.00
06738EBU8 Barclays Plc BACR 2.28 11/24/2027 335,000.00 324,660.00 0.00
064058AF7 BANK Of New York Mellon Corp/the BK 4.63 03/20/2172 125,000.00 124,279.00 0.00
071734AD9 Bausch Health Cos Inc BHCCN 7.0 01/15/2028 200,000.00 167,800.00 0.00
07384YJQ0 BEAR Stearns Asset Backed Securities Tru BSABS 4.33 03/25/2043 104,071.00 104,242.00 0.00
01F040685 Fannie Mae Or Freddie Mac FNCL 4.0 08/01/2054 -500,000.00 -464,804.00 -0.01
SWB8AC2JG4 Cswap: Eur/usdeur 3.1%/usd 4.667% 27-sep 09/27/2029 11,393,550.00 -953,781.00 -0.01
JOF56EKN1A Twd/usd Fwd 20250917 00651 TWD 09/17/2025 -474,674,996.00 -469,419.00 -0.01
SWB8ADUTF3 SWP: Brl Di Ois Jan 31 13.7875_c 01/02/2031 -123,649,784.00 -910,351.00 -0.01
SWB8ADPB0F Trswap: Iboxig Index 09/20/2025 Jpmsw_r 09/22/2025 -38,372.00 -359,823.00 -0.01
SWB8ADZZ6J Trswap: Iboxig Index 12/22/2025 Bnpsw_r 12/22/2025 -198,102.00 -1,542,656.00 -0.02
UXYU5 COMD US 10yr Ultra Fut Sep25 UXYU5 09/19/2025 -72,215,875.00 -1,605,493.00 -0.02
FXB8ADVKF2 USD P Brl C @6.000000 Eo 07/07/2025 -11,696,000.00 -1,215,493.00 -0.02
FVU5 COMDT US 5yr Note (cbt) Sep25 FVU5 09/30/2025 -106,384,000.00 -1,026,315.00 -0.02
01F040677 Fannie Mae Or Freddie Mac FNCL 4.0 07/01/2055 -1,500,000.00 -1,394,590.00 -0.02
1427LQILKI Eur/usd Fwd 20250722 Scseus31 EUR 07/22/2025 -15,180,611.00 -1,188,489.00 -0.02
2U9JC57NO7 Eur/usd Fwd 20250722 Mslngb2x EUR 07/22/2025 -35,460,000.00 -1,851,144.00 -0.03
JTCLDOSH95 Eur/usd Fwd 20250722 00187 EUR 07/22/2025 -50,481,752.00 -1,746,950.00 -0.03
CNANV3Q25D Gbp/usd Fwd 20250722 Deutgb22 GBP 07/22/2025 -40,206,491.00 -1,999,192.00 -0.03
SWB8ADFE25 SWP: Ois Sofr 4.129500 15-jan-2055_c 01/15/2055 -53,000,000.00 -1,973,524.00 -0.03
SWB8ADGWY2 SWP: Ois Sofr 4.110000 28-jan-2029_c 01/28/2029 -114,725,000.00 -2,730,027.00 -0.04
SWB8ADQ4UG CDS: (cdx.em.43.v1) 1.0 06/20/2030 100,000,000.00 -2,448,278.00 -0.04
TYU5 COMDT US 10yr Note (cbt)sep25 TYU5 09/19/2025 -168,972,375.00 -3,011,981.00 -0.04
SWB8ACMDF1 SWP: Ois Sofr 4.253000 13-may-2029 05/13/2029 -124,475,000.00 -3,841,457.00 -0.06
01F042681 Fannie Mae Or Freddie Mac FNCL 4.5 08/01/2055 -4,000,000.00 -3,824,435.00 -0.06
01F042673 Fannie Mae Or Freddie Mac FNCL 4.5 07/01/2055 -6,500,000.00 -6,216,739.00 -0.09
1HEH8B2ERD Eur/usd Fwd 20250722 2568 EUR 07/22/2025 -171,454,716.00 -6,328,596.00 -0.09
WNU5 COMDT US Ultra Bond Cbt Sep25 WNU5 09/19/2025 -159,270,125.00 -5,926,244.00 -0.09
1929VP4CO5 Eur/usd Fwd 20250722 0997 EUR 07/22/2025 -192,415,650.00 -6,828,734.00 -0.10
01F060683 Fannie Mae Or Freddie Mac FNCL 6.0 08/01/2055 -8,500,000.00 -8,629,407.00 -0.13
1LGV9C2S3T Eur/usd Fwd 20250722 Midlgb22 EUR 07/22/2025 -192,867,849.00 -12,605,305.00 -0.19
CURRENCY Currency -70,558,387.00 -75,157,032.00 -1.11

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”).

VISITOR agrees and acknowledges that the CUSIP Database and the information contained therein is and shall remain valuable intellectual property owned by, or licensed to, CGS and ABA, and that no proprietary rights are being transferred to VISITOR in such materials or in any of the information contained therein by virtue of VISITOR’s use of Subscriber’s Web Site. Any use of the CUSIP Database by VISITOR outside of the clearing and settlement of transactions may require a license from CGS, along with an associated fee based on usage.

VISITOR agrees that misappropriation or misuse of such materials will cause serious damage to CGS and ABA, and that in such event, money damages may not constitute sufficient compensation to CGS and ABA; consequently, VISITOR agrees that in the event of any misappropriation or misuse, CGS and ABA shall have the right to obtain injunctive relief in addition to any other legal or financial remedies to which CGS and ABA may be entitled.

VISITOR agrees that VISITOR shall not publish or distribute in any medium the CUSIP Database or any substantial portion of the information contained therein or summaries or subsets thereof to any person or entity unless permitted by a direct agreement with CGS. VISITOR may not create or maintain a master file or database of CUSIP identifiers or descriptions for itself or any third party recipient that is intended to serve as a substitute for any CUSIP service.

VISITOR agrees not to:

(a) Violate the restrictions in any robot inclusion headers on the Subscriber Web Site or in any way bypass or circumvent any other measure employed to limit or prevent access to the CUSIP Database on the Subscriber Web Site;

(b) Violate the security of the Subscriber Web Site or attempt to gain unauthorized access to the Web Site, CUSIP Database, materials, information, computer systems or networks connected to Subscriber server, through hacking, password mining or any other means; or

(c) Interfere or attempt to interfere with the proper working of the Subscriber Web Site or any activities conducted on or through the Subscriber Web Site, including accessing any CUSIP Database, content or other information prior to the time that is intended to be available to the public on the Subscriber Web Site;

NEITHER CGS, ABA NOR ANY OF THEIR AFFILIATES MAKE ANY WARRANTIES, EXPRESS OR IMPLIED, AS TO THE ACCURACY, ADEQUACY OR COMPLETENESS OF ANY OF THE INFORMATION CONTAINED IN THE CUSIP DATABASE. ALL SUCH MATERIALS ARE PROVIDED TO VISITOR ON AN “AS IS” BASIS, WITHOUT ANY WARRANTIES AS TO MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE NOR WITH RESPECT TO THE RESULTS WHICH MAY BE OBTAINED FROM THE USE OF SUCH MATERIALS. NEITHER CGS, ABA NOR THEIR AFFILIATES SHALL HAVE ANY RESPONSIBILITY OR LIABILITY FOR ANY ERRORS OR OMISSIONS NOR SHALL THEY BE LIABLE FOR ANY DAMAGES, WHETHER DIRECT OR INDIRECT, SPECIAL OR CONSEQUENTIAL, EVEN IF THEY HAVE BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. IN NO EVENT SHALL THE LIABILITY OF CGS, ABA OR ANY OF THEIR AFFILIATES PURSUANT TO ANY CAUSE OF ACTION, WHETHER IN CONTRACT, TORT, OR OTHERWISE, EXCEED THE FEE PAID BY VISITOR FOR ACCESS TO SUCH MATERIALS IN THE MONTH IN WHICH SUCH CAUSE OF ACTION IS ALLEGED TO HAVE ARISEN. FURTHERMORE, CGS AND ABA SHALL HAVE NO RESPONSIBILITY OR LIABILITY FOR DELAYS OR FAILURES DUE TO CIRCUMSTANCES BEYOND THEIR CONTROL.

VISITOR agrees that the foregoing terms and conditions shall survive any termination of its right of access to the materials identified above.

ABOUT

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.

Gregory Peters
Gregory Peters

Managing Director and Co-Chief Investment Officer of PGIM Fixed Income

Gregory Peters is a Managing Director and Co-Chief Investment Officer of PGIM Fixed Income.

Robert Tipp, CFA
Robert Tipp, CFA

Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income

Robert Tipp, CFA, is a Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income.

Richard Piccirillo
Richard Piccirillo

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.

Matthew Angelucci, CFA
Matthew Angelucci, CFA

Principal and Portfolio Manager on the Multi-Sector Team at PGIM Fixed Income

|

PGIM Fixed Income

Matthew Angelucci, CFA, is a Principal and portfolio manager on the Multi-Sector Team at PGIM Fixed Income.

Tyler Thorn
Tyler Thorn

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.

BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). Bloomberg or Bloomberg’s licensors own all proprietary rights in the Bloomberg Indices. Bloomberg neither approves nor endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results obtained therefrom and, to the maximum extend allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

Class R6 and Z shares may be available to group retirement plans and institutional investors through certain retirement, mutual fund wrap and asset allocation programs. They may also be available to institutional investors. Class Z shares may be available through fee- or commission-based retail brokerage programs of certain financial intermediaries. Class A, C, and Z shares are generally closed to new retirement plans. Please see the prospectus for additional information about fees, expenses, and investor eligibility.

Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.

Investment products are distributed by Prudential Investment Management Services LLC, member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly owned subsidiary of PGIM, Inc. (PGIM), the principal asset management business of Prudential Financial, Inc. (PFI), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. © 2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.

This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.

INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate. 

Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.

4364914    Ed. 03/2025

Fund Literature

Displaying - of
document name audience updated order code