PGIM Absolute Return Bond Fund (PADZX)
A:PADAX
C:PADCX
R6:PADQX
Z:PADZX
$9.18
(
$
)
$
)
1-Day Change
YTD: 3.12%
Overall Morningstar Rating TM
Awards
Barron’s Best Fund Families: Ranked #4 for best fund family over the 1-year period ended 12/31/2024, among 48 qualifying fund families based on asset- weighted returns.
MorningStar Rankings
AS OF
07/31/2025
1-Year
50%
161/261
3-Year
22%
51/253
5-Year
21%
39/228
10-Year
23%
27/161
Source: Morningstar. All rights reserved. Used with permission. Class Z shares inception: 3/30/2011. Morningstar rankings are based on total return, do not include the effects of sales charges, and are calculated against all funds in the Morningstar US Fund Nontraditional Bond category.
Past performance does not guarantee future results.
Objective
Seeks positive returns over the long term, regardless of market conditions, by investing in a wide range of fixed income sectors and securities. The Fund may be suited to investors looking for current income and capital appreciation through broad diversification across multiple fixed income sectors.
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:
Non-Traditional Bond
Total Net Assets:
$3.499 Billion
Dividends (Paid):
Monthly
Dividends (Accrued):
Daily
Capital Gains:
Annually
Fund Statistics
AS OF
07/31/2025
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 5.70 |
| Duration (years) | 0.30 |
| Standard Deviation (3 year) | 1.37 |
Source: Morningstar. Morningstar Ratings may be calculated based on share class adjusted historical returns. If so, the fund’s independent Morningstar Rating metric uses the fund’s oldest class to determine its hypothetical rating for certain periods. Morningstar Ratings are calculated for managed products with a 3-year minimum history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. Rating is calculated based on a Morningstar Risk-Adjusted Return measure accounting for variation in a managed product's monthly excess performance that emphasizes downward variations more and rewards consistent performance, with no sales load adjustment. In each category, the top 10% receive 5 stars, with 4 stars for the next 22.5%, 3 stars for the next 35%, 2 stars for the next 22.5%, and 1 star for the bottom 10%. Overall Morningstar Rating is derived from a weighted average of the performance associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics: for 36-59 months of total returns, 100% 3-year rating, for 60-119 months of total returns, 60% 5-year rating/40% 3-year rating, and for 120 or more months of total returns, 50% 10-year rating/30% 5-year rating/20% 3-year rating.
The LSEG Lipper Fund Awards, granted annually, highlight funds and fund companies that have excelled in delivering consistently strong risk-adjusted performance relative to their peers. The LSEG Lipper Fund Awards are based on the Lipper Leader for Consistent Return rating, which is an objective, quantitative, risk-adjusted performance measure calculated over 36, 60 and 120 months. The fund with the highest Lipper Leader for Consistent Return (Effective Return) value in each eligible classification wins the LSEG Lipper Fund Award. For more information, see lipperfundawards.com. Although LSEG Lipper makes reasonable efforts to ensure the accuracy and reliability of the data used to calculate the awards, their accuracy is not guaranteed. LSEG Lipper Fund Awards, © 2025 LSEG. All rights reserved. Used under license.
PGIM Absolute Return Bond Fund (Class R6) total return ranking for the 1-year period: 37/82 funds; 5-year period: 14/78 funds; 10-year period: 6/61 funds as of 11/30/2024. Inception date: Class R6: 3/30/2011. 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 R6 Lipper total return ranking for the 1-, 3-, 5- and 10-year periods as of 12/31/2024 for the Absolute Return Bond Fund category were: 2/82, 1/82, 11/78, and 3/63 funds, respectively. Past performance is no guarantee of future results.
Risks of investing in the fund include but are not limited to the following: Fixed Income investments are subject to credit, market, prepayment and interest rate risks, and their value will decline as interest rates rise. High yield (“junk”) bonds are subject to greater credit and market risks. Foreign securities are subject to currency fluctuations and political uncertainty. Collateralized Loan Obligations are subject to credit, interest rate, valuation and prepayment and extension risks, as well as risk of default on the underlying asset. 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. 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. Holders of structured product securities bear the risks of the underlying investments, index or reference obligation. Investments in currency may result in a decline in the fund’s net asset value due to changes in exchange rates. There is no guarantee the Fund's objective will be achieved. Risks are more fully explained in the fund's prospectus.
- Monthly & Quarterly Performance
- Prices & Yields
Total Returns (%)
as of
| TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE | |||||||
|---|---|---|---|---|---|---|---|
| Cumulative | Average Annual | ||||||
| Class | Ticker | YTD | 1-Yr | 3-Yr | 5-Yr | 10-Yr | Since Inception |
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
See Daily Returns for the PGIM Absolute Return Bond Fund.
See Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Absolute Return Bond Fund.
See Daily Returns for the PGIM Absolute Return Bond Fund.
See Quarterly SEC Standardized Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Absolute Return Bond Fund.
|
Fund Expenses
|
Maximum sales charge (%)
|
|||
|---|---|---|---|---|
|
Class
|
Gross (%)
|
Net (%)
|
Date*
|
|
| A | 0.95 | 0.95 | — | 3.25 |
| C | 1.76 | 1.76 | — | 1.00 |
| R6 | 0.64 | 0.64 | — | — |
| Z | 0.73 | 0.73 | — | — |
*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 Nontraditional Bond Category Average: Inclusion in nontraditional bond is informed by a balance of factors determined by Morningstar analysts. Those typically include a mix of: absolute return mandates; goals of producing returns not correlated with the overall bond market; performance benchmarks based on ultrashort-term interest rates such as T-bills; the ability to take long and short market and security-level positions using a broad range of derivatives; and few or very limited portfolio constraints on exposure to credit, sectors, currency, or interest-rate sensitivity. Funds in this group typically have the flexibility to manage duration exposure over a wide range of years and to take it to zero or a negative value.
An investment cannot be made directly in an index or average. All indexes and averages are unmanaged.
Prices
AS OF
08/22/2025
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 9.14 |
0.01
|
0.11 | 9.45 | 197,750,141.33 |
| C | 9.16 |
0.00
|
0.00 | — | 55,890,912.83 |
| R6 | 9.13 |
0.01
|
0.11 | — | 175,370,245.01 |
| Z | 9.18 |
0.01
|
0.11 | — | 3,050,692,128.08 |
NAV (Net Asset Value) is the $U.S. value of a single share of a fund, excluding any sales charges. Change shows the change in $U.S. value over the previous day:
= Gain, 
= Loss, 
= No Change.
See Prices of other PGIM Investments Mutual Funds.
52 Week High/Low
AS OF
08/22/2025
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 9.16 | 02/28/2025 | 9.04 | 04/21/2025 |
| C | 9.18 | 03/03/2025 | 9.06 | 04/10/2025 |
| R6 | 9.15 | 02/28/2025 | 9.03 | 04/21/2025 |
| Z | 9.20 | 02/28/2025 | 9.08 | 04/21/2025 |
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 | 4.38 | 4.37 | 4.34 | 4.49 | — |
| C - View Prospectus | 3.74 | 3.73 | — | 3.70 | — |
| R6 - View Prospectus | 4.85 | 4.84 | — | 4.80 | — |
| Z - View Prospectus | 4.74 | 4.73 | — | 4.70 | — |
See Yields of other PGIM Investments Mutual Funds.
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
This material must be preceded or accompanied by a current prospectus or summary prospectus. Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
- Portfolio Summary
- Complete Holdings
Portfolio Attributes
AS OF
07/31/2025
Sector vs Benchmark
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 39.6% | -30.9% |
| Treas | 27.0% | —% |
| Agency | 0.0% | —% |
| MBS | 12.6% | —% |
| Inv Grade Corp | 7.6% | -15.8% |
| Foreign Govt Related | 0.2% | -1.9% |
| U.S Municipals | 0.2% | -0.6% |
| Bank Loans | 1.3% | 1.3% |
| Commercial MBS | 4.2% | 2.7% |
| Non Agency MBS | 6.0% | 6.0% |
| Emerging Markets | 8.2% | 6.9% |
| High Yield | 12.8% | 12.7% |
| ABS | 22.5% | 22.1% |
| Cash/Equiv | -2.6% | —% |
Credit Quality (% of Assets)
| AAA | 31.7% |
| AA | 29.1% |
| A | 5.0% |
| BBB | 10.7% |
| BB | 10.4% |
| B | 4.8% |
| CCC | 0.6% |
| Not Rated | 10.2% |
| Cash/Equiv | -2.5% |
FUND STATISTICS
AS OF
07/31/2025
| Average Maturity (years) | 5.7 |
| Duration (years) | 0.3 |
| Standard Deviation (3 year) | 1.37 |
All data is unaudited and subject to change. Holdings/allocations may vary. This is not a recommendation to buy or sell any security listed. Total number of holdings based on issuers. Largest holdings exclude cash, cash equivalents, money market funds and enhanced cash strategies. Negative holdings reflect outstanding trades at period end.
Fund Holdings
AS OF
07/31/2025
Holdings are unaudited, may vary and are subject to change. Please refer to the Fund's annual report for audited holdings information. This is not a recommendation to buy or sell any security listed.
Value ($): Cash securities are calculated using market value and derivative securities are calculated using notional value.
Source: Bank of New York Mellon. Holdings are provided to Prudential Financial by the custodian bank and Prudential Financial is not responsible for any errors or omissions related to the holdings data.
© 2025, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved.
Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
Investment products are distributed by Prudential Investment Management Services LLC, member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly owned subsidiary of PGIM, Inc. (PGIM), the principal asset management business of Prudential Financial, Inc. (PFI), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. © 2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4072323 Ed. 12/2024
|
Security ID# (CUSIP/SEDOL)
|
Security Description
|
Ticker Symbol
|
Coupon Rate
|
Maturity Date
|
Shares/Notional
|
Value ($)
|
% of Portfolio
|
|---|---|---|---|---|---|---|---|
| 91282CDK4 | United States Treasury Note/bond | T | 1.25 | 11/30/2026 | 237,240,000.00 | 228,630,782.00 | 6.27 |
| 69344A107 | PGIM Ultra Short Bond Etf | PULS | — | — | 2,350,000.00 | 116,959,500.00 | 3.21 |
| 91282CJP7 | United States Treasury Note/bond | T | 4.38 | 12/15/2026 | 113,060,000.00 | 113,519,306.00 | 3.11 |
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 1,800,000.00 | 92,646,000.00 | 2.54 |
| 91282CCF6 | United States Treasury Note/bond | T | 0.75 | 05/31/2026 | 81,695,000.00 | 79,381,372.00 | 2.18 |
| 91282CHZ7 | United States Treasury Note/bond | T | 4.63 | 09/30/2030 | 67,260,000.00 | 69,272,545.00 | 1.90 |
| 91282CJT9 | United States Treasury Note/bond | T | 4.0 | 01/15/2027 | 68,890,000.00 | 68,836,179.00 | 1.89 |
| 91282CCP4 | United States Treasury Note/bond | T | 0.63 | 07/31/2026 | 60,605,000.00 | 58,512,233.00 | 1.61 |
| 912810SE9 | United States Treasury Note/bond | T | 3.38 | 11/15/2048 | 68,955,000.00 | 53,860,319.00 | 1.48 |
| 912810SK5 | United States Treasury Note/bond | T | 2.38 | 11/15/2049 | 72,235,000.00 | 45,846,651.00 | 1.26 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.41 | 12/01/2099 | 42,301,629.00 | 42,301,628.00 | 1.16 |
| 91282CKX8 | United States Treasury Note/bond | T | 4.25 | 06/30/2029 | 38,500,000.00 | 38,957,187.00 | 1.07 |
| 91282CCW9 | United States Treasury Note/bond | T | 0.75 | 08/31/2026 | 40,000,000.00 | 38,565,625.00 | 1.06 |
| 73015AAA5 | PMT Credit Risk Transfer Trust 2024-1r | PMTCR | 7.85 | 05/25/2033 | 29,980,658.00 | 30,333,805.00 | 0.83 |
| 3132DWNK5 | Freddie Mac Pool | FR | 5.5 | 01/01/2055 | 29,225,118.00 | 29,078,385.00 | 0.80 |
| BMHCD58 | Morocco Government International Bond | MOROC | 2.38 | 12/15/2027 | 30,000,000.00 | 28,327,500.00 | 0.78 |
| 912810UD8 | United States Treasury Note/bond | T | 4.13 | 08/15/2044 | 30,000,000.00 | 27,164,062.00 | 0.75 |
| 01F052680 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 08/15/2055 | 27,500,000.00 | 27,354,408.00 | 0.75 |
| 912810SS8 | United States Treasury Note/bond | T | 1.63 | 11/15/2050 | 48,600,000.00 | 25,226,437.00 | 0.69 |
| 91282CCZ2 | United States Treasury Note/bond | T | 0.88 | 09/30/2026 | 25,440,000.00 | 24,504,881.00 | 0.67 |
| BP8XNQ2 | Republic Of South Africa Government Inte | SOAF | 3.75 | 07/24/2026 | 20,000,000.00 | 22,945,766.00 | 0.63 |
| XS28110880 | Monument Clo 1 Dac | MNMNT | 3.73 | 05/15/2037 | 20,000,000.00 | 22,900,102.00 | 0.63 |
| 31418EKV1 | Fannie Mae Pool | FN | 5.5 | 11/01/2052 | 22,187,225.00 | 22,191,865.00 | 0.61 |
| XS27908641 | Grosvenor Place Clo 2022-1 Dac | GROSV | 3.65 | 05/24/2038 | 17,500,000.00 | 20,016,094.00 | 0.55 |
| 01F060691 | Fannie Mae Or Freddie Mac | FNCL | 6.0 | 09/15/2055 | 19,500,000.00 | 19,751,244.00 | 0.54 |
| 001207AQ2 | AGL Clo 9 Ltd | AGL | 5.86 | 04/20/2037 | 19,500,000.00 | 19,579,288.00 | 0.54 |
| 06875VAA8 | Barrow Hanley Clo Iii Ltd | BARHN | 5.95 | 04/20/2037 | 19,500,000.00 | 19,576,473.00 | 0.54 |
| 01F020695 | Fannie Mae Or Freddie Mac | FNCL | 2.0 | 09/15/2055 | 24,500,000.00 | 19,171,618.00 | 0.53 |
| 75888KAL8 | Regatta Viii Funding Ltd | REGT8 | 5.87 | 04/17/2037 | 18,000,000.00 | 18,075,373.00 | 0.50 |
| XS29996555 | ICG Euro Clo 2023-1 Dac | ICGE | 3.27 | 10/19/2038 | 15,750,000.00 | 17,919,981.00 | 0.49 |
| 29004FAA9 | Elmwood Clo 40 Ltd | ELM40 | 5.52 | 03/22/2038 | 17,500,000.00 | 17,526,250.00 | 0.48 |
| BPLZH85 | Palmer Square European Clo 2025-1 Dac | PLMER | 3.75 | 10/15/2039 | 15,000,000.00 | 17,094,787.00 | 0.47 |
| 28623RBG2 | Elevation Clo 2021-14 Ltd | AWPT | 6.03 | 01/20/2038 | 16,750,000.00 | 16,733,213.00 | 0.46 |
| 03330NAU8 | Anchorage Capital Clo 11 Ltd | ANCHC | 5.86 | 07/22/2037 | 16,000,000.00 | 16,071,688.00 | 0.44 |
| XS27937129 | Harvest Clo Xxxii Dac | HARVT | 3.99 | 07/25/2037 | 13,750,000.00 | 15,894,118.00 | 0.44 |
| XS27144422 | SONA Fios Clo I Dac | FIOS | 3.88 | 07/15/2036 | 13,250,000.00 | 15,151,999.00 | 0.42 |
| 94949FAL7 | Wellfleet Clo 2022-2 Ltd | WELF | 5.75 | 10/18/2037 | 15,000,000.00 | 15,059,169.00 | 0.41 |
| 18914GAC5 | Clover Clo 2018-1 Llc | CLVR | 5.86 | 04/20/2037 | 15,000,000.00 | 15,059,590.00 | 0.41 |
| 912810SY5 | United States Treasury Note/bond | T | 2.25 | 05/15/2041 | 20,165,000.00 | 14,518,800.00 | 0.40 |
| BQZCN70 | CD&R Firefly Bidco Plc | MOTFUE | 8.63 | 04/30/2029 | 10,700,000.00 | 14,554,883.00 | 0.40 |
| 03767NAW6 | Apidos Clo Xviii-r | APID | 5.66 | 01/22/2038 | 14,250,000.00 | 14,294,494.00 | 0.39 |
| 31418EDE7 | Fannie Mae Pool | FN | 3.5 | 05/01/2052 | 15,850,187.00 | 14,185,695.00 | 0.39 |
| 36180ACA9 | Ginnie Mae Ii Pool | G2 | 5.5 | 10/20/2054 | 13,855,286.00 | 13,830,697.00 | 0.38 |
| 37148BAC4 | Generate Clo 4 Ltd | GNRT | 5.76 | 07/20/2037 | 13,395,000.00 | 13,440,541.00 | 0.37 |
| 88675YAA2 | Tikehau Us Clo V Ltd | TKO | 6.27 | 01/15/2036 | 13,250,000.00 | 13,320,565.00 | 0.37 |
| 826937AA2 | Signal Peak Clo 8 Ltd | SPEAK | 5.72 | 10/20/2037 | 12,950,000.00 | 13,002,453.00 | 0.36 |
| 3132DWD34 | Freddie Mac Pool | FR | 4.0 | 06/01/2052 | 13,901,378.00 | 12,848,318.00 | 0.35 |
| 3132DWNL3 | Freddie Mac Pool | FR | 6.0 | 12/01/2054 | 12,107,534.00 | 12,276,704.00 | 0.34 |
| 586915AE0 | Menlo Clo I Ltd | MENLO | 6.58 | 01/20/2038 | 12,500,000.00 | 12,570,005.00 | 0.34 |
| 936557AA5 | Warwick Capital Clo 2 Ltd | WWICK | 6.27 | 01/15/2037 | 12,500,000.00 | 12,574,027.00 | 0.34 |
| BHXDDW7 | Salus European Loan Conduit No 33 Dac | EURO | 6.41 | 01/23/2032 | 9,316,824.00 | 12,333,191.00 | 0.34 |
| 91282CGB1 | United States Treasury Note/bond | T | 3.88 | 12/31/2029 | 11,595,000.00 | 11,566,918.00 | 0.32 |
| 77340LAN0 | Rockford Tower Clo 2022-2 Ltd | ROCKT | 6.18 | 10/20/2035 | 11,500,000.00 | 11,532,051.00 | 0.32 |
| 77586RAX8 | Romanian Government International Bond | ROMANI | 6.63 | 05/16/2036 | 11,310,000.00 | 11,310,000.00 | 0.31 |
| 98887HAL8 | ZAIS Clo 3 Ltd | ZCLO3 | 6.77 | 07/15/2031 | 11,300,000.00 | 11,342,921.00 | 0.31 |
| XS22895663 | Penta Clo 5 Dac | PENTA | 3.57 | 04/20/2035 | 10,000,000.00 | 11,429,405.00 | 0.31 |
| XS23087448 | Jubilee Clo 2018-xxi Dac | JUBIL | 3.43 | 04/15/2035 | 10,000,000.00 | 11,323,544.00 | 0.31 |
| XS27390686 | Palmer Square European Clo 2022-2 Dac | PLMER | 3.63 | 01/15/2038 | 10,000,000.00 | 11,412,376.00 | 0.31 |
| XS31243512 | Palmer Square European Clo 2022-2 Dac | PLMER | — | 01/15/2038 | 10,000,000.00 | 11,412,000.00 | 0.31 |
| 69382KAA6 | PRPM 2025-4 Llc | PRPM | 6.18 | 06/01/2030 | 11,354,608.00 | 11,370,476.00 | 0.31 |
| 197363AY0 | Columbia Cent Clo 29 Ltd | CECLO | 6.29 | 10/20/2034 | 11,335,000.00 | 11,332,879.00 | 0.31 |
| 59802UAN9 | Midocean Credit Clo Iii | MIDO | 6.39 | 04/21/2031 | 11,083,210.00 | 11,105,801.00 | 0.30 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 10,314,000.00 | 10,937,210.00 | 0.30 |
| CURRENCY | Currency | — | — | — | 23,426,667.00 | 10,979,394.00 | 0.30 |
| 912834KV9 | United States Treasury Strip Coupon | S | — | 11/15/2041 | 23,665,000.00 | 10,464,692.00 | 0.29 |
| XS23527433 | Invesco Euro Clo Vi Dac | INVSC | 3.68 | 07/15/2034 | 9,250,000.00 | 10,545,454.00 | 0.29 |
| 3136BWRC2 | Fannie Mae Remics | FNR | 4.34 | 07/25/2055 | 10,478,612.00 | 10,485,573.00 | 0.29 |
| 74143LAA4 | PRET 2025-npl5 Llc | PRET | 6.24 | 05/25/2055 | 10,569,772.00 | 10,578,718.00 | 0.29 |
| 67115PAL9 | OFSI Bsl Xi Ltd | OFSBS | 6.38 | 10/18/2035 | 10,000,000.00 | 10,056,739.00 | 0.28 |
| 55822EAN9 | Madison Park Funding Lix Ltd | MDPK | 6.25 | 04/18/2037 | 10,000,000.00 | 10,048,185.00 | 0.28 |
| 28624DAC2 | Elevation Clo 2023-17 Ltd | AWPT | 6.2 | 10/20/2036 | 10,000,000.00 | 10,059,908.00 | 0.28 |
| 289913AC9 | Elmwood Clo 29 Ltd | ELM29 | 5.85 | 04/20/2037 | 10,000,000.00 | 10,039,854.00 | 0.28 |
| 289913AG0 | Elmwood Clo 29 Ltd | ELM29 | 6.33 | 04/20/2037 | 10,000,000.00 | 10,063,585.00 | 0.28 |
| 28623MAS8 | Elevation Clo 2021-12 Ltd | AWPT | 5.95 | 04/20/2037 | 10,000,000.00 | 10,038,227.00 | 0.28 |
| 13887TAW7 | Canyon Capital Clo 2019-1 Ltd | CANYC | 6.12 | 07/15/2037 | 10,000,000.00 | 10,046,270.00 | 0.28 |
| XS27611866 | TORO European Clo 9 Dac | TCLO | 3.68 | 04/15/2037 | 9,000,000.00 | 10,294,380.00 | 0.28 |
| 3132DSUQ3 | Freddie Mac Pool | FR | 4.5 | 09/01/2042 | 9,797,839.00 | 9,683,351.00 | 0.27 |
| 445545AX4 | Hungary Government International Bond | REPHUN | 6.75 | 09/23/2055 | 9,670,000.00 | 9,792,712.00 | 0.27 |
| 52476AAA1 | Legacy Mortgage Asset Trust 2025-pr1 | LMAT | 6.0 | 01/25/2061 | 9,462,037.00 | 9,386,137.00 | 0.26 |
| 221625AV8 | Ivory Coast Government International Bon | IVYCST | 8.08 | 04/01/2036 | 9,630,000.00 | 9,475,920.00 | 0.26 |
| 00833BAK4 | Affirm Master Trust | AFRMT | 5.6 | 07/15/2033 | 9,500,000.00 | 9,506,402.00 | 0.26 |
| XS30254325 | Rockford Tower Europe Clo 2025-1 Dac | RFTE | 3.43 | 10/25/2037 | 8,335,000.00 | 9,493,719.00 | 0.26 |
| 91282CMP3 | United States Treasury Note/bond | T | 4.13 | 02/28/2027 | 9,580,000.00 | 9,594,968.00 | 0.26 |
| 830867AB3 | Delta Air Lines Inc / Skymiles Ip Ltd | DAL | 4.75 | 10/20/2028 | 9,148,000.00 | 9,147,908.00 | 0.25 |
| BNVVN03 | Nissan Motor Co Ltd | NSANY | 6.38 | 07/17/2033 | 7,700,000.00 | 8,943,829.00 | 0.25 |
| BL5023827 | CD&R Firefly Bidco Plc | MOTFUE | 9.21 | 04/29/2029 | 6,975,000.00 | 9,196,730.00 | 0.25 |
| XS30040074 | TORO European Clo 10 Dac | TCLO | 3.61 | 04/15/2038 | 8,000,000.00 | 9,060,662.00 | 0.25 |
| 097023DG7 | Boeing Co/the | BA | 2.2 | 02/04/2026 | 9,286,000.00 | 9,163,466.00 | 0.25 |
| 17332HAA3 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.04 | 01/01/2064 | 9,824,745.00 | 9,248,843.00 | 0.25 |
| 36179WT24 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/20/2051 | 10,283,878.00 | 9,287,025.00 | 0.25 |
| 3140XMD78 | Fannie Mae Pool | FN | 4.0 | 03/01/2048 | 9,276,770.00 | 8,868,243.00 | 0.24 |
| XS30795944 | Jerrold Finco Plc | JERRGB | 7.5 | 06/15/2031 | 6,400,000.00 | 8,647,640.00 | 0.24 |
| BNZHNG3 | Bellis Acquisition Co Plc | ASSDLN | 8.13 | 05/14/2030 | 6,950,000.00 | 8,710,872.00 | 0.24 |
| BLH1JL6 | Egypt Government International Bond | EGYPT | 3.88 | 02/16/2026 | 8,700,000.00 | 8,552,100.00 | 0.23 |
| 91282CGA3 | United States Treasury Note/bond | T | 4.0 | 12/15/2025 | 8,210,000.00 | 8,203,265.00 | 0.23 |
| 3132DWPH0 | Freddie Mac Pool | FR | 5.5 | 04/01/2055 | 8,428,749.00 | 8,391,642.00 | 0.23 |
| 01F050684 | Fannie Mae Or Freddie Mac | FNCL | 5.0 | 08/15/2055 | 8,500,000.00 | 8,272,180.00 | 0.23 |
| 74390EAA0 | PRPM 2024-4 Llc | PRPM | 6.41 | 08/25/2029 | 8,029,217.00 | 8,045,112.00 | 0.22 |
| 69391NAA9 | PMT Credit Risk Transfer Trust 2024-2r | PMTCR | 7.7 | 03/29/2027 | 8,005,289.00 | 8,085,569.00 | 0.22 |
| 928668CP5 | Volkswagen Group Of America Finance Llc | VW | 5.05 | 03/27/2028 | 8,020,000.00 | 8,058,131.00 | 0.22 |
| 83368RBD3 | Societe Generale Sa | SOCGEN | 2.89 | 06/09/2032 | 9,090,000.00 | 8,036,838.00 | 0.22 |
| XS27937125 | Harvest Clo Xxxii Dac | HARVT | 3.39 | 07/25/2037 | 7,000,000.00 | 8,045,302.00 | 0.22 |
| 832248BC1 | Smithfield Foods Inc | SFD | 3.0 | 10/15/2030 | 8,270,000.00 | 7,535,545.00 | 0.21 |
| XS29169933 | Indigo Credit Management Ii Dac | INDI | 4.68 | 07/15/2038 | 6,500,000.00 | 7,435,988.00 | 0.20 |
| 31418FMJ3 | Fannie Mae Pool | FN | 5.5 | 07/01/2055 | 7,483,687.00 | 7,446,112.00 | 0.20 |
| 36179VVX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 10/20/2050 | 8,870,190.00 | 7,163,598.00 | 0.20 |
| 36272JAA1 | GS Mortgage Securities Corp Trust 2024-r | GSMS | 5.2 | 08/10/2041 | 6,900,000.00 | 6,929,397.00 | 0.19 |
| 3137HLZC9 | Freddie Mac Remics | FHR | 4.34 | 06/25/2055 | 7,058,004.00 | 7,062,691.00 | 0.19 |
| 71654QCG5 | Petroleos Mexicanos | PEMEX | 6.5 | 03/13/2027 | 6,800,000.00 | 6,798,164.00 | 0.19 |
| 62916TAA7 | NLT 2025-inv1 Trust | NLT | 5.51 | 02/01/2070 | 6,987,711.00 | 6,987,686.00 | 0.19 |
| 105756CM0 | Brazilian Government International Bond | BRAZIL | 5.5 | 11/06/2030 | 6,770,000.00 | 6,781,847.00 | 0.19 |
| 06738ECX1 | Barclays Plc | BACR | 5.09 | 02/25/2029 | 6,800,000.00 | 6,872,363.00 | 0.19 |
| XS28075099 | Carlyle Euro Clo 2022-5 Dac | CGMSE | 4.14 | 04/25/2037 | 6,000,000.00 | 6,913,266.00 | 0.19 |
| XS23206975 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.1 | 03/15/2032 | 6,500,000.00 | 7,098,721.00 | 0.19 |
| XS27199835 | ICG Euro Clo 2023-2 Dac | ICGE | 3.68 | 01/26/2038 | 6,000,000.00 | 6,857,897.00 | 0.19 |
| BL5016946 | Zegona Holdco Ltd | ZEGLN | 5.33 | 07/17/2029 | 6,100,000.00 | 6,958,834.00 | 0.19 |
| BL0HM90 | Ivory Coast Government International Bon | IVYCST | 5.88 | 10/17/2031 | 5,923,000.00 | 6,567,109.00 | 0.18 |
| BWWD237 | Petroleos Mexicanos | PEMEX | 2.75 | 04/21/2027 | 5,770,000.00 | 6,383,099.00 | 0.18 |
| 74939GAA3 | RCO Viii Mortgage Llc 2025-3 | RCO | 6.43 | 05/25/2030 | 6,517,328.00 | 6,521,430.00 | 0.18 |
| 95000U3A9 | Wells Fargo & Co | WFC | 4.81 | 07/25/2028 | 6,475,000.00 | 6,509,624.00 | 0.18 |
| 01F052698 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 09/15/2055 | 6,500,000.00 | 6,460,255.00 | 0.18 |
| 3132DWE74 | Freddie Mac Pool | FR | 5.0 | 10/01/2052 | 6,777,569.00 | 6,598,072.00 | 0.18 |
| 3132DWC43 | Freddie Mac Pool | FR | 3.5 | 01/01/2052 | 7,429,418.00 | 6,662,673.00 | 0.18 |
| 29278GBD9 | ENEL Finance International Nv | ENELIM | 5.13 | 06/26/2029 | 6,560,000.00 | 6,654,282.00 | 0.18 |
| 173106AA3 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.1 | 02/01/2063 | 6,973,498.00 | 6,612,923.00 | 0.18 |
| 172967PK1 | Citigroup Inc | C | 7.13 | 11/15/2173 | 6,365,000.00 | 6,513,896.00 | 0.18 |
| 36273XAA9 | GS Mortgage Securities Corp Trust 2025-8 | GSMS | 7.0 | 11/25/2041 | 6,445,000.00 | 6,457,158.00 | 0.18 |
| 49456BAZ4 | Kinder Morgan Inc | KMI | 5.1 | 08/01/2029 | 6,310,000.00 | 6,425,915.00 | 0.18 |
| 50205WAA5 | Lhome Mortgage Trust 2024-rtl5 | LHOME | 5.32 | 09/25/2039 | 6,500,000.00 | 6,475,305.00 | 0.18 |
| 89642XAA2 | Trinitas Clo Xxiv Ltd | TRNTS | 5.92 | 04/25/2037 | 6,000,000.00 | 6,022,450.00 | 0.17 |
| 77586RAY6 | Romanian Government International Bond | ROMANI | 5.75 | 09/16/2030 | 5,790,000.00 | 5,816,055.00 | 0.16 |
| XS27199837 | ICG Euro Clo 2023-2 Dac | ICGE | 4.7 | 01/26/2038 | 5,000,000.00 | 5,726,333.00 | 0.16 |
| XS27159511 | Anchorage Capital Europe Clo 6 Dac | ANCHE | 4.75 | 01/22/2038 | 5,000,000.00 | 5,721,369.00 | 0.16 |
| XS23098336 | Arbour Clo Iv Dac | ARBR | 3.33 | 04/15/2034 | 5,000,000.00 | 5,702,757.00 | 0.16 |
| 36179Y5L4 | Ginnie Mae Ii Pool | G2 | 5.5 | 08/20/2054 | 5,877,937.00 | 5,867,758.00 | 0.16 |
| 59284MAD6 | Mexico City Airport Trust | MEXCAT | 5.5 | 07/31/2047 | 6,995,000.00 | 5,859,571.00 | 0.16 |
| 67091TAF2 | OCP Sa | OCPMR | 6.75 | 05/02/2034 | 5,469,000.00 | 5,687,242.00 | 0.16 |
| 3132E0VA7 | Freddie Mac Pool | FR | 3.5 | 09/01/2046 | 6,209,256.00 | 5,750,675.00 | 0.16 |
| 05612TAE5 | BX Trust 2024-vlt4 | BX | 6.48 | 07/15/2029 | 6,000,000.00 | 5,994,375.00 | 0.16 |
| 05493BAA6 | Bbcms 2020-bid Mortgage Trust | BBCMS | 6.6 | 10/15/2037 | 5,745,000.00 | 5,743,204.00 | 0.16 |
| 10554TAH8 | Braskem Netherlands Finance Bv | BRASKM | 8.5 | 01/12/2031 | 7,471,000.00 | 5,846,057.00 | 0.16 |
| 097023DB8 | Boeing Co/the | BA | 3.25 | 02/01/2028 | 5,555,000.00 | 5,378,549.00 | 0.15 |
| 05593UAG0 | BPR Commercial Mortgage Trust 2024-park | BPR | 6.18 | 11/01/2039 | 5,350,000.00 | 5,399,963.00 | 0.15 |
| 05612FAA3 | BX Trust 2024-pat | BX | 6.43 | 03/15/2041 | 5,600,000.00 | 5,601,809.00 | 0.15 |
| 3132DWPS6 | Freddie Mac Pool | FR | 5.5 | 05/01/2055 | 5,454,618.00 | 5,427,231.00 | 0.15 |
| 3132DWDU4 | Freddie Mac Pool | FR | 4.0 | 05/01/2052 | 5,843,675.00 | 5,400,710.00 | 0.15 |
| 25470MAG4 | DISH Network Corp | DISH | 11.75 | 11/15/2027 | 5,150,000.00 | 5,362,236.00 | 0.15 |
| 69392JAA7 | PRET 2025-npl2 Llc | PRET | 5.84 | 03/25/2055 | 5,385,710.00 | 5,361,223.00 | 0.15 |
| 74143VAA2 | PRET 2025-npl1 Trust | PRET | 6.06 | 02/25/2055 | 5,328,989.00 | 5,333,467.00 | 0.15 |
| 55819JAN3 | Madison Park Funding Xxxiii Ltd | MDPK | 5.61 | 10/15/2032 | 5,464,501.00 | 5,471,058.00 | 0.15 |
| 36179XDD5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/20/2052 | 6,021,651.00 | 5,593,612.00 | 0.15 |
| 36179XDE3 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/20/2052 | 5,764,635.00 | 5,517,527.00 | 0.15 |
| 36180AAF0 | Ginnie Mae Ii Pool | G2 | 5.5 | 09/01/2054 | 5,416,400.00 | 5,405,956.00 | 0.15 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 5,600,000.00 | 5,559,234.00 | 0.15 |
| 92332YAF8 | Venture Global Lng Inc | VENLNG | 9.0 | 03/30/2173 | 5,290,000.00 | 5,289,259.00 | 0.15 |
| BZ97T10 | Angolan Government International Bond | ANGOL | 9.5 | 11/12/2025 | 5,320,000.00 | 5,349,951.00 | 0.15 |
| BMHFP39 | Romanian Government International Bond | ROMANI | 6.63 | 09/27/2029 | 4,500,000.00 | 5,588,010.00 | 0.15 |
| 958254AH7 | Western Midstream Operating Lp | WES | 4.5 | 03/01/2028 | 4,990,000.00 | 4,952,743.00 | 0.14 |
| 973142AU6 | THL Credit Wind River 2020-1 Clo Ltd | WINDR | 6.43 | 07/20/2037 | 5,000,000.00 | 5,025,334.00 | 0.14 |
| 89183HAB0 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 5.93 | 02/01/2055 | 5,053,000.00 | 5,105,753.00 | 0.14 |
| 37149LAL1 | Generate Clo 7 Ltd | GNRT | 5.95 | 04/22/2037 | 5,050,000.00 | 5,069,407.00 | 0.14 |
| 37186XAY1 | Genesis Sales Finance Master Trust | GSFMT | 6.26 | 12/20/2032 | 5,000,000.00 | 5,011,457.00 | 0.14 |
| 44855PAG3 | Hudson Yards 2025-sprl Mortgage Trust | HY | 6.34 | 01/01/2040 | 5,010,000.00 | 5,164,729.00 | 0.14 |
| 3132DWFU2 | Freddie Mac Pool | FR | 6.0 | 11/01/2052 | 5,035,166.00 | 5,120,091.00 | 0.14 |
| 55316VAL8 | MHC Commercial Mortgage Trust 2021-mhc | MHC | 7.06 | 04/15/2038 | 5,260,866.00 | 5,265,798.00 | 0.14 |
| 17327CAT0 | Citigroup Inc | C | 4.54 | 09/19/2030 | 5,265,000.00 | 5,243,565.00 | 0.14 |
| 3132DWBJ1 | Freddie Mac Pool | FR | 2.5 | 04/01/2051 | 6,072,947.00 | 5,013,359.00 | 0.14 |
| 278768AC0 | Echostar Corp | SATS | 10.75 | 11/30/2029 | 4,750,000.00 | 5,005,240.00 | 0.14 |
| 05625BAG4 | BLP Commercial Mortgage Trust 2025-ind | BLP | 6.59 | 03/15/2042 | 5,030,000.00 | 4,979,804.00 | 0.14 |
| 05593VAL7 | BX Trust 2025-roic | BX | 6.33 | 03/15/2030 | 5,000,497.00 | 4,962,993.00 | 0.14 |
| 00833BAD0 | Affirm Master Trust | AFRMT | 5.62 | 02/15/2033 | 5,000,000.00 | 5,010,645.00 | 0.14 |
| 12674CAA1 | CA Magnum Holdings | HEXWIN | 5.38 | 10/31/2026 | 5,225,000.00 | 5,183,853.00 | 0.14 |
| 097023CP8 | Boeing Co/the | BA | 3.25 | 02/01/2035 | 5,710,000.00 | 4,820,129.00 | 0.13 |
| 078915AB1 | Bellemeade Re Ltd | BMIR | 7.55 | 08/25/2034 | 4,612,000.00 | 4,660,813.00 | 0.13 |
| 07132JBC7 | Battalion Clo X Ltd | BATLN | 5.75 | 01/25/2035 | 4,740,000.00 | 4,745,559.00 | 0.13 |
| 279158AT6 | Ecopetrol Sa | ECOPET | 8.63 | 01/19/2029 | 4,495,000.00 | 4,825,157.00 | 0.13 |
| 68269JAE1 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 5.5 | 06/14/2038 | 4,800,000.00 | 4,912,435.00 | 0.13 |
| 68560EAC2 | Orbia Advance Corp Sab De Cv | ORBIA | 6.8 | 05/13/2030 | 4,780,000.00 | 4,888,410.00 | 0.13 |
| 682684AD7 | Onemain Direct Auto Receivables Trust 20 | ODART | 6.1 | 07/14/2037 | 4,600,000.00 | 4,660,940.00 | 0.13 |
| 48128KAU5 | Jpmcc Commercial Mortgage Securities Tru | JPMCC | 3.49 | 07/01/2050 | 5,000,000.00 | 4,832,445.00 | 0.13 |
| 36179W7M4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/20/2052 | 5,237,209.00 | 4,860,897.00 | 0.13 |
| 74970WAJ9 | ROCK Trust 2024-cntr | ROCC | 8.82 | 11/13/2041 | 4,435,000.00 | 4,665,177.00 | 0.13 |
| 740934AA2 | PRET 2025-npl7 Llc | PRET | 5.66 | 07/25/2055 | 4,700,000.00 | 4,698,105.00 | 0.13 |
| 912810TH1 | United States Treasury Note/bond | T | 3.25 | 05/15/2042 | 5,630,000.00 | 4,606,923.00 | 0.13 |
| BL5023769 | PEER Holding Iii Bv | ACTINA | 4.73 | 07/01/2031 | 4,200,000.00 | 4,797,833.00 | 0.13 |
| BD35RT0 | Ivory Coast Government International Bon | IVYCST | 5.25 | 03/22/2030 | 4,202,000.00 | 4,667,946.00 | 0.13 |
| XS23146518 | Albacore Euro Clo Ii Dac | ALBAC | 2.01 | 06/15/2034 | 4,000,000.00 | 4,566,693.00 | 0.13 |
| XS27199998 | EG Global Finance Plc | EGBLFN | 11.0 | 11/30/2028 | 3,800,000.00 | 4,793,590.00 | 0.13 |
| XS28110889 | Monument Clo 1 Dac | MNMNT | 6.49 | 05/15/2037 | 4,150,000.00 | 4,796,612.00 | 0.13 |
| BF2D3D5 | Eskom Holdings Soc Ltd | ESKOM | 8.45 | 08/10/2028 | 3,984,000.00 | 4,203,120.00 | 0.12 |
| 984851AG0 | YARA International Asa | YARNO | 3.15 | 06/04/2030 | 4,755,000.00 | 4,375,931.00 | 0.12 |
| BK4Q2J6 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 4,320,000.00 | 4,545,198.00 | 0.12 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 4,125,000.00 | 4,208,602.00 | 0.12 |
| 74942BAA9 | RCKT Mortgage Trust 2025-ces2 | RCKT | 5.5 | 02/25/2055 | 4,370,373.00 | 4,375,423.00 | 0.12 |
| 44891ADX2 | Hyundai Capital America | HYNMTR | 5.4 | 06/23/2032 | 4,375,000.00 | 4,437,225.00 | 0.12 |
| 3140XMLB0 | Fannie Mae Pool | FN | 3.0 | 04/01/2048 | 4,989,634.00 | 4,452,955.00 | 0.12 |
| 31418EGK0 | Fannie Mae Pool | FN | 4.5 | 08/01/2052 | 4,698,472.00 | 4,464,973.00 | 0.12 |
| 69381KAA7 | PRPM 2024-5 Llc | PRPM | 5.69 | 09/25/2029 | 4,454,334.00 | 4,446,921.00 | 0.12 |
| 527298BV4 | Level 3 Financing Inc | LVLT | 11.0 | 11/15/2029 | 3,775,682.00 | 4,288,986.00 | 0.12 |
| 23918KAS7 | Davita Inc | DVA | 4.63 | 06/01/2030 | 4,450,000.00 | 4,246,775.00 | 0.12 |
| 05610WAE0 | BPR Trust 2023-brk2 | BPR | 8.34 | 10/01/2038 | 4,300,000.00 | 4,495,499.00 | 0.12 |
| 05555VAC3 | BFLD 2024-vict Mortgage Trust | BFLD | 6.93 | 07/15/2041 | 4,400,000.00 | 4,389,021.00 | 0.12 |
| 00833QAD7 | Affirm Asset Securitization Trust 2024-x | AFFRM | 6.08 | 12/17/2029 | 4,200,000.00 | 4,221,517.00 | 0.12 |
| 044209AM6 | Ashland Inc | ASH | 6.88 | 05/15/2043 | 4,100,000.00 | 4,249,998.00 | 0.12 |
| 12769GAA8 | Caesars Entertainment Inc | CZR | 4.63 | 10/15/2029 | 4,575,000.00 | 4,325,349.00 | 0.12 |
| 12513GBD0 | CDW Llc / Cdw Finance Corp | CDW | 4.25 | 04/01/2028 | 4,010,000.00 | 3,970,786.00 | 0.11 |
| 146869AN2 | Carvana Co | CVNA | 11.0 | 06/01/2030 | 3,750,000.00 | 3,922,839.00 | 0.11 |
| 12433FAG3 | BX Commercial Mortgage Trust 2025-spot | BX | 6.83 | 04/15/2040 | 4,000,000.00 | 4,000,028.00 | 0.11 |
| 05329WAP7 | Autonation Inc | AN | 3.8 | 11/15/2027 | 4,122,000.00 | 4,046,026.00 | 0.11 |
| 17327CBC6 | Citigroup Inc | C | 6.88 | 11/15/2173 | 4,042,000.00 | 4,084,770.00 | 0.11 |
| 26078JAD2 | Dupont De Nemours Inc | DD | 4.73 | 11/15/2028 | 4,070,000.00 | 4,118,002.00 | 0.11 |
| 3132DWEE9 | Freddie Mac Pool | FR | 5.0 | 07/01/2052 | 4,229,204.00 | 4,141,411.00 | 0.11 |
| 576323AT6 | Mastec Inc | MTZ | 5.9 | 06/15/2029 | 3,705,000.00 | 3,838,799.00 | 0.11 |
| 682685AD4 | Onemain Direct Auto Receivables Trust 20 | ODART | 7.07 | 02/14/2033 | 3,700,000.00 | 3,851,459.00 | 0.11 |
| 31418EF21 | Fannie Mae Pool | FN | 4.5 | 06/01/2052 | 4,262,022.00 | 4,050,219.00 | 0.11 |
| 38141GWB6 | Goldman Sachs Group Inc/the | GS | 3.85 | 01/26/2027 | 3,940,000.00 | 3,908,133.00 | 0.11 |
| 78398EAG0 | SCG Commercial Mortgage Trust 2025-dlfn | SCG | 6.49 | 03/15/2035 | 3,925,000.00 | 3,900,517.00 | 0.11 |
| 91282CFL0 | United States Treasury Note/bond | T | 3.88 | 09/30/2029 | 4,110,000.00 | 4,101,972.00 | 0.11 |
| BL4045797 | Tenneco Inc | TENINC | 9.42 | 11/17/2028 | 3,900,000.00 | 3,847,767.00 | 0.11 |
| BL4645844 | Doncasters Finance Us Llc | DONCAS | 10.8 | 04/23/2030 | 3,520,438.00 | 3,555,641.00 | 0.10 |
| 92840MAD4 | Vistra Corp | VST | 8.88 | 07/15/2174 | 3,250,000.00 | 3,523,862.00 | 0.10 |
| 77313LAA1 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 2.88 | 10/15/2026 | 3,646,000.00 | 3,555,990.00 | 0.10 |
| 89183HAC8 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 6.08 | 02/01/2055 | 3,500,000.00 | 3,530,546.00 | 0.10 |
| 89183QAC8 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.6 | 09/01/2064 | 3,750,000.00 | 3,741,567.00 | 0.10 |
| XS27580996 | United Group Bv | ADRBID | 6.75 | 02/15/2031 | 2,950,000.00 | 3,475,986.00 | 0.10 |
| 31418EJF8 | Fannie Mae Pool | FN | 5.0 | 09/01/2052 | 3,578,970.00 | 3,500,612.00 | 0.10 |
| 31418EES5 | Fannie Mae Pool | FN | 4.0 | 05/01/2052 | 3,848,408.00 | 3,556,688.00 | 0.10 |
| 74390WAA0 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 3,613,778.00 | 3,511,640.00 | 0.10 |
| 709599BZ6 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.35 | 03/30/2029 | 3,440,000.00 | 3,517,121.00 | 0.10 |
| 15853BAA9 | Champion Iron Canada Inc | CIACN | 7.88 | 07/15/2032 | 3,530,000.00 | 3,603,953.00 | 0.10 |
| 251526CU1 | Deutsche Bank Ag/new York Ny | DB | 6.82 | 11/20/2029 | 3,300,000.00 | 3,513,795.00 | 0.10 |
| 233104AA6 | DCLI Bidco Llc | DIRCHA | 7.75 | 11/15/2029 | 3,650,000.00 | 3,723,228.00 | 0.10 |
| 23636ABJ9 | Danske Bank A/s | DANBNK | 4.61 | 10/02/2030 | 3,745,000.00 | 3,724,872.00 | 0.10 |
| 05329WAR3 | Autonation Inc | AN | 1.95 | 08/01/2028 | 4,000,000.00 | 3,710,124.00 | 0.10 |
| 00175PAC7 | AMN Healthcare Inc | AMN | 4.0 | 04/15/2029 | 3,950,000.00 | 3,628,101.00 | 0.10 |
| 00084DBC3 | ABN Amro Bank Nv | ABNANV | 6.58 | 10/13/2026 | 3,700,000.00 | 3,712,861.00 | 0.10 |
| 07556QBT1 | Beazer Homes Usa Inc | BZH | 7.25 | 10/15/2029 | 3,475,000.00 | 3,496,419.00 | 0.10 |
| 00489LAL7 | Acrisure Llc / Acrisure Finance Inc | ACRISU | 7.5 | 11/06/2030 | 3,300,000.00 | 3,408,838.00 | 0.09 |
| 04541GGM8 | Asset Backed Securities Corp Home Equity | ABSHE | 4.35 | 11/25/2033 | 3,176,816.00 | 3,246,140.00 | 0.09 |
| 039955AG4 | ARES Trust 2025-ind3 | ARES1 | 6.44 | 04/15/2027 | 3,380,000.00 | 3,380,000.00 | 0.09 |
| 039955AJ8 | ARES Trust 2025-ind3 | ARES1 | 6.89 | 04/15/2027 | 3,160,000.00 | 3,158,025.00 | 0.09 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 3,600,000.00 | 3,366,900.00 | 0.09 |
| 05964HBA2 | Banco Santander Sa | SANTAN | 5.55 | 03/14/2028 | 3,400,000.00 | 3,447,534.00 | 0.09 |
| 25381MAA5 | Digicel International Finance Ltd / Difl | DIGDIF | 8.63 | 08/01/2032 | 3,240,000.00 | 3,263,652.00 | 0.09 |
| 31335CAN4 | Freddie Mac Gold Pool | FG | 3.0 | 07/01/2046 | 3,551,047.00 | 3,179,464.00 | 0.09 |
| 25714PEZ7 | Dominican Republic International Bond | DOMREP | 6.6 | 06/01/2036 | 3,340,000.00 | 3,391,770.00 | 0.09 |
| 29273VAM2 | Energy Transfer Lp | ET | 7.13 | 05/15/2174 | 3,360,000.00 | 3,437,401.00 | 0.09 |
| 69382HAA3 | PRPM 2025-2 Llc | PRPM | 6.47 | 05/01/2030 | 3,341,251.00 | 3,345,226.00 | 0.09 |
| 31418EKT6 | Fannie Mae Pool | FN | 4.5 | 11/01/2052 | 3,399,253.00 | 3,230,687.00 | 0.09 |
| 31418EHP8 | Fannie Mae Pool | FN | 5.0 | 08/01/2052 | 3,537,891.00 | 3,460,616.00 | 0.09 |
| 38141GA46 | Goldman Sachs Group Inc/the | GS | 6.48 | 10/24/2029 | 3,110,000.00 | 3,286,874.00 | 0.09 |
| 45262BAC7 | Imperial Brands Finance Plc | IMBLN | 3.88 | 07/26/2029 | 3,398,000.00 | 3,284,570.00 | 0.09 |
| 45262BAG8 | Imperial Brands Finance Plc | IMBLN | 5.5 | 02/01/2030 | 3,200,000.00 | 3,285,857.00 | 0.09 |
| 48251FAG6 | KKR Clo 17 Ltd | KKR | 5.66 | 04/15/2034 | 3,300,000.00 | 3,304,950.00 | 0.09 |
| 50206BAA0 | LD Celulose International Gmbh | LNZAV | 7.95 | 01/26/2032 | 3,085,000.00 | 3,225,367.00 | 0.09 |
| XS29305389 | LUGO Funding Dac | LUGO | 4.05 | 05/26/2066 | 3,100,000.00 | 3,441,649.00 | 0.09 |
| XS23222430 | Barings Euro Clo 2021-1 Dac | BABSE | 2.74 | 04/24/2034 | 2,800,000.00 | 3,177,785.00 | 0.09 |
| XS24018433 | Barings Euro Clo 2020-1 Dac | BABSE | 3.0 | 10/21/2034 | 3,000,000.00 | 3,421,654.00 | 0.09 |
| 834423AE5 | Syensqo Finance America Llc | SYENS | 5.65 | 06/04/2029 | 3,060,000.00 | 3,151,026.00 | 0.09 |
| 854938AA5 | STAR Leasing Co Llc | TRAILR | 7.63 | 02/15/2030 | 3,415,000.00 | 3,370,282.00 | 0.09 |
| 86771PAA8 | Sunrun Bacchus Issuer 2025-1 Llc | SUNRN | 5.99 | 04/30/2060 | 3,251,007.00 | 3,242,953.00 | 0.09 |
| 86773AAB7 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.88 | 10/30/2059 | 3,373,596.00 | 3,197,034.00 | 0.09 |
| 91327TAA9 | Uniti Group Lp / Uniti Group Finance 201 | UNIT | 10.5 | 02/15/2028 | 2,980,000.00 | 3,148,352.00 | 0.09 |
| BKLXG54 | Virgin Media Secured Finance Plc | VMED | 4.25 | 01/15/2030 | 2,700,000.00 | 3,272,649.00 | 0.09 |
| BMVBZ33 | Aydem Yenilenebilir Enerji As | AYDEMT | 7.75 | 02/02/2027 | 3,150,000.00 | 3,115,413.00 | 0.09 |
| BMDWSJ1 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 2,829,000.00 | 3,228,454.00 | 0.09 |
| BM9BWQ7 | VMED O2 Uk Financing I Plc | VMED | 4.0 | 01/31/2029 | 2,250,000.00 | 2,776,980.00 | 0.08 |
| BMCQCN6 | Serbia International Bond | SERBIA | 1.0 | 09/23/2028 | 2,890,000.00 | 3,056,716.00 | 0.08 |
| BMYD8L5 | Ivory Coast Government International Bon | IVYCST | 4.88 | 01/30/2032 | 2,812,000.00 | 2,953,132.00 | 0.08 |
| B8ADAMRM6 | International Park Hldgs Bv | — | 7.54 | 12/31/2031 | 2,700,000.00 | 3,054,158.00 | 0.08 |
| 912810SF6 | United States Treasury Note/bond | T | 3.0 | 02/15/2049 | 4,085,000.00 | 2,971,199.00 | 0.08 |
| 92243QAA4 | VCAT 2025-npl3 Llc | VCAT | 5.89 | 02/25/2055 | 2,873,110.00 | 2,873,193.00 | 0.08 |
| 95003PAJ0 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 7.57 | 07/01/2035 | 2,900,000.00 | 2,929,124.00 | 0.08 |
| 89183HAD6 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 6.57 | 02/01/2055 | 3,000,000.00 | 3,035,845.00 | 0.08 |
| XS23325035 | Madison Park Euro Funding Xvi Dac | MDPKE | 2.82 | 05/25/2034 | 2,500,000.00 | 2,835,672.00 | 0.08 |
| XS28092182 | Lorca Telecom Bondco Sa | LORCAT | 5.75 | 04/30/2029 | 2,350,000.00 | 2,798,881.00 | 0.08 |
| 463920AA6 | Island Finance Trust 2025-1 | ISLN | 6.54 | 03/19/2035 | 3,000,000.00 | 3,035,702.00 | 0.08 |
| 465077AL9 | Israel Electric Corp Ltd | ISRELE | 4.25 | 08/14/2028 | 3,000,000.00 | 2,924,700.00 | 0.08 |
| 361841AL3 | GLP Capital Lp / Glp Financing Ii Inc | GLPI | 5.3 | 01/15/2029 | 2,770,000.00 | 2,797,084.00 | 0.08 |
| 31418ED80 | Fannie Mae Pool | FN | 4.0 | 06/01/2052 | 3,157,600.00 | 2,918,402.00 | 0.08 |
| 31418ECR9 | Fannie Mae Pool | FN | 3.0 | 04/01/2052 | 3,532,211.00 | 3,028,599.00 | 0.08 |
| 31418EWZ9 | Fannie Mae Pool | FN | 4.5 | 10/01/2053 | 3,184,440.00 | 3,023,753.00 | 0.08 |
| 31418EXS4 | Fannie Mae Pool | FN | 4.5 | 11/01/2053 | 2,881,833.00 | 2,736,017.00 | 0.08 |
| 31418ENL0 | Fannie Mae Pool | FN | 6.0 | 01/01/2053 | 2,935,169.00 | 2,984,072.00 | 0.08 |
| 345397B77 | FORD Motor Credit Co Llc | F | 2.7 | 08/10/2026 | 3,000,000.00 | 2,926,406.00 | 0.08 |
| 682680BJ1 | Oneok Inc | OKE | 5.65 | 11/01/2028 | 2,908,000.00 | 3,000,100.00 | 0.08 |
| 68269DAE4 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.9 | 12/16/2030 | 2,900,000.00 | 2,906,597.00 | 0.08 |
| 71643VAB1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 2,905,000.00 | 2,759,750.00 | 0.08 |
| 50177BAL1 | LBA Trust 2024-bolt | LBA | 6.93 | 06/15/2039 | 2,930,000.00 | 2,926,337.00 | 0.08 |
| 527298CB7 | Level 3 Financing Inc | LVLT | 4.88 | 06/15/2029 | 2,975,000.00 | 2,796,886.00 | 0.08 |
| 29273VBD1 | Energy Transfer Lp | ET | 5.2 | 04/01/2030 | 2,690,000.00 | 2,742,369.00 | 0.08 |
| 3132DWF57 | Freddie Mac Pool | FR | 5.0 | 01/01/2053 | 2,882,159.00 | 2,818,610.00 | 0.08 |
| 3132DVL52 | Freddie Mac Pool | FR | 2.5 | 11/01/2051 | 3,420,673.00 | 2,861,823.00 | 0.08 |
| 221625AT3 | Ivory Coast Government International Bon | IVYCST | 7.63 | 01/30/2033 | 3,025,000.00 | 3,028,025.00 | 0.08 |
| 22823KAQ7 | Crown City Clo Ii | CCITY | 5.67 | 04/20/2035 | 2,750,000.00 | 2,755,153.00 | 0.08 |
| 05555HAN0 | BFLD 2024-wrhs Mortgage Trust | BFLD | 8.03 | 08/15/2026 | 3,059,090.00 | 3,051,442.00 | 0.08 |
| 05555PAJ1 | Bbcms Mortgage Trust 2024-5c29 | BBCMS | 2.67 | 09/01/2057 | 28,469,000.00 | 2,778,201.00 | 0.08 |
| 05491VAE6 | Bbcms 2018-chrs Mortgage Trust | BBCMS | 4.27 | 08/01/2038 | 2,650,000.00 | 2,427,782.00 | 0.07 |
| 058498AZ9 | BALL Corp | BALL | 6.0 | 06/15/2029 | 2,375,000.00 | 2,417,440.00 | 0.07 |
| 06368L5Q5 | BANK Of Montreal | BMO | 7.3 | 11/26/2084 | 2,380,000.00 | 2,448,425.00 | 0.07 |
| 00973RAF0 | AKER Bp Asa | AKERBP | 3.75 | 01/15/2030 | 2,760,000.00 | 2,625,252.00 | 0.07 |
| 00973RAL7 | AKER Bp Asa | AKERBP | 5.6 | 06/13/2028 | 2,440,000.00 | 2,508,145.00 | 0.07 |
| 00834BAK3 | Affirm Asset Securitization Trust 2024-a | AFFRM | 9.17 | 02/15/2029 | 2,350,000.00 | 2,371,466.00 | 0.07 |
| 147918AB2 | Cassa Depositi E Prestiti Spa | CDEP | 5.75 | 05/05/2026 | 2,415,000.00 | 2,432,083.00 | 0.07 |
| 12548MBF1 | CIFC Funding 2015-i Ltd | CIFC | 5.7 | 01/22/2031 | 2,537,071.00 | 2,538,912.00 | 0.07 |
| 131347CQ7 | Calpine Corp | CPN | 5.0 | 02/01/2031 | 2,695,000.00 | 2,666,996.00 | 0.07 |
| 21H062693 | Ginnie Mae | G2SF | 6.5 | 09/20/2055 | 2,500,000.00 | 2,562,000.00 | 0.07 |
| 25259KAA8 | Olympus Water Us Holding Corp | SOLEIN | 9.75 | 11/15/2028 | 2,425,000.00 | 2,543,314.00 | 0.07 |
| 28228PAC5 | EG Global Finance Plc | EGBLFN | 12.0 | 11/30/2028 | 2,175,000.00 | 2,400,656.00 | 0.07 |
| 552953CH2 | MGM Resorts International | MGM | 4.75 | 10/15/2028 | 2,400,000.00 | 2,369,811.00 | 0.07 |
| 61747YED3 | Morgan Stanley | MS | 2.24 | 07/21/2032 | 2,865,000.00 | 2,483,080.00 | 0.07 |
| 61747YFH3 | Morgan Stanley | MS | 6.41 | 11/01/2029 | 2,570,000.00 | 2,711,873.00 | 0.07 |
| 72147KAK4 | Pilgrim's Pride Corp | PPC | 6.25 | 07/01/2033 | 2,270,000.00 | 2,384,822.00 | 0.07 |
| 70932MAB3 | Pennymac Financial Services Inc | PFSI | 4.25 | 02/15/2029 | 2,600,000.00 | 2,492,192.00 | 0.07 |
| 70082LAA5 | PARK River Holdings Inc | PRIMBP | 5.63 | 02/01/2029 | 3,050,000.00 | 2,634,922.00 | 0.07 |
| 68269HAD7 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 7.52 | 09/15/2036 | 2,500,000.00 | 2,562,750.00 | 0.07 |
| 69344A883 | PGIM Floating Rate Income Etf | PFRL | — | — | 50,000.00 | 2,517,250.00 | 0.07 |
| 345397B28 | FORD Motor Credit Co Llc | F | 3.38 | 11/13/2025 | 2,650,000.00 | 2,634,729.00 | 0.07 |
| 31418FE45 | Fannie Mae Pool | FN | 6.0 | 12/01/2054 | 2,484,545.00 | 2,520,120.00 | 0.07 |
| 34528QHV9 | FORD Credit Floorplan Master Owner Trust | FORDF | 4.92 | 05/15/2028 | 2,600,000.00 | 2,608,052.00 | 0.07 |
| 37045XEX0 | General Motors Financial Co Inc | GM | 5.35 | 07/15/2027 | 2,355,000.00 | 2,384,992.00 | 0.07 |
| 44855PAJ7 | Hudson Yards 2025-sprl Mortgage Trust | HY | 6.68 | 01/01/2040 | 2,575,000.00 | 2,650,779.00 | 0.07 |
| XS30533660 | Taurus 2025-3 Uk Designated Activity Co | TAURS | — | 07/20/2035 | 1,800,000.00 | 2,378,116.00 | 0.07 |
| XS26340753 | MVM Energetika Zrt | MVMHU | 7.5 | 06/09/2028 | 2,330,000.00 | 2,439,253.00 | 0.07 |
| 87724RAA0 | Taylor Morrison Communities Inc | TMHC | 5.88 | 06/15/2027 | 2,560,000.00 | 2,580,681.00 | 0.07 |
| 902613AE8 | UBS Group Ag | UBS | 2.1 | 02/11/2032 | 3,100,000.00 | 2,677,544.00 | 0.07 |
| 864486AK1 | Suburban Propane Partners Lp/suburban En | SPH | 5.88 | 03/01/2027 | 2,550,000.00 | 2,540,762.00 | 0.07 |
| 95003YAE2 | WFCM Commercial Mortgage Trust 2024-grp | WFCM | 7.28 | 10/15/2041 | 2,500,000.00 | 2,508,556.00 | 0.07 |
| B8A5CKF71 | Tfs_l 8-3-al 2.90 16-mar-2023 Private Pl | — | 2.9 | 03/15/2026 | 3,192,488.00 | 2,714,234.00 | 0.07 |
| BL5168168 | Boots Group Bidco Ltd | BOOTFN | 4.75 | 07/22/2032 | 1,575,000.00 | 2,088,938.00 | 0.06 |
| BMYGPJ1 | Preem Holdings Ab | PREEM | 12.0 | 06/30/2027 | 1,760,000.00 | 2,064,147.00 | 0.06 |
| BMDHPV7 | Serbia International Bond | SERBIA | 3.13 | 05/15/2027 | 2,043,000.00 | 2,331,471.00 | 0.06 |
| 928668CQ3 | Volkswagen Group Of America Finance Llc | VW | 5.35 | 03/27/2030 | 2,055,000.00 | 2,083,344.00 | 0.06 |
| 914906AY8 | Univision Communications Inc | UVN | 8.0 | 08/15/2028 | 2,185,000.00 | 2,245,284.00 | 0.06 |
| 92840VAB8 | Vistra Operations Co Llc | VST | 5.63 | 02/15/2027 | 2,025,000.00 | 2,022,566.00 | 0.06 |
| 92840MAC6 | Vistra Corp | VST | 7.0 | 06/15/2174 | 2,255,000.00 | 2,276,052.00 | 0.06 |
| 90137LAN0 | 20 Times Square Trust 2018-20ts | TSQ | 3.1 | 05/01/2035 | 2,700,000.00 | 2,335,500.00 | 0.06 |
| 90137LAQ3 | 20 Times Square Trust 2018-20ts | TSQ | 3.1 | 05/01/2035 | 2,700,000.00 | 2,268,000.00 | 0.06 |
| P60535H9ID | Eur/usd Fwd 20251022 221 | EUR | — | 10/22/2025 | -77,410,983.00 | 2,267,252.00 | 0.06 |
| 36262MAA6 | GS Mortgage Securities Corportation Trus | GSMS | 5.41 | 10/15/2036 | 2,130,000.00 | 2,129,006.00 | 0.06 |
| 36179WZB7 | Ginnie Mae Ii Pool | G2 | 3.5 | 03/20/2052 | 2,355,882.00 | 2,124,728.00 | 0.06 |
| 35908MAD2 | Frontier Communications Holdings Llc | FYBR | 8.75 | 05/15/2030 | 2,000,000.00 | 2,096,995.00 | 0.06 |
| 345397G49 | FORD Motor Credit Co Llc | F | 5.88 | 11/07/2029 | 2,310,000.00 | 2,316,605.00 | 0.06 |
| 35564KUX5 | Freddie Mac Stacr Remic Trust 2022-dna3 | STACR | 7.25 | 04/25/2042 | 2,020,000.00 | 2,081,004.00 | 0.06 |
| 3140QPKN6 | Fannie Mae Pool | FN | 3.5 | 06/01/2052 | 2,316,756.00 | 2,082,329.00 | 0.06 |
| 682413AG4 | ONE 2021-park Mortgage Trust | ONP | 5.96 | 03/15/2036 | 2,350,000.00 | 2,221,956.00 | 0.06 |
| 69047QAB8 | Ovintiv Inc | OVV | 5.65 | 05/15/2028 | 2,145,000.00 | 2,198,224.00 | 0.06 |
| 709599CA0 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.25 | 07/01/2029 | 2,110,000.00 | 2,151,961.00 | 0.06 |
| 71654QCK6 | Petroleos Mexicanos | PEMEX | 5.35 | 02/12/2028 | 2,188,000.00 | 2,129,908.00 | 0.06 |
| 706BFMGGCE | Eur/usd Fwd 20251022 0997 | EUR | — | 10/22/2025 | -80,194,267.00 | 2,156,181.00 | 0.06 |
| 646139W35 | NEW Jersey Turnpike Authority | NJSTRN | 7.41 | 01/01/2040 | 2,000,000.00 | 2,367,407.00 | 0.06 |
| 527298CD3 | Level 3 Financing Inc | LVLT | 4.5 | 04/01/2030 | 2,625,000.00 | 2,361,942.00 | 0.06 |
| 475795AD2 | Jeld-wen Inc | JELD | 4.88 | 12/15/2027 | 2,400,000.00 | 2,275,737.00 | 0.06 |
| 513272AE4 | LAMB Weston Holdings Inc | LW | 4.38 | 01/31/2032 | 2,325,000.00 | 2,171,301.00 | 0.06 |
| 279158AN9 | Ecopetrol Sa | ECOPET | 6.88 | 04/29/2030 | 2,170,000.00 | 2,172,821.00 | 0.06 |
| 3132DWC84 | Freddie Mac Pool | FR | 3.0 | 02/01/2052 | 2,540,535.00 | 2,178,600.00 | 0.06 |
| 3132DWBC6 | Freddie Mac Pool | FR | 2.5 | 03/01/2051 | 2,586,067.00 | 2,130,116.00 | 0.06 |
| 3132E0UG5 | Freddie Mac Pool | FR | 3.5 | 10/01/2045 | 2,400,296.00 | 2,223,277.00 | 0.06 |
| 251526CX5 | Deutsche Bank Ag/new York Ny | DB | 5.0 | 09/11/2030 | 2,065,000.00 | 2,080,551.00 | 0.06 |
| 18972EAB1 | Clydesdale Acquisition Holdings Inc | NOVHOL | 8.75 | 04/15/2030 | 2,040,000.00 | 2,080,865.00 | 0.06 |
| 17888HAC7 | Civitas Resources Inc | CIVI | 8.63 | 11/01/2030 | 1,975,000.00 | 2,016,366.00 | 0.06 |
| 147918AC0 | Cassa Depositi E Prestiti Spa | CDEP | 5.88 | 04/30/2029 | 2,200,000.00 | 2,287,303.00 | 0.06 |
| 143658BY7 | Carnival Corp | CCL | 5.75 | 03/15/2030 | 2,050,000.00 | 2,079,468.00 | 0.06 |
| 01F022691 | Fannie Mae Or Freddie Mac | FNCL | 2.5 | 09/15/2055 | 2,500,000.00 | 2,049,041.00 | 0.06 |
| 02557TAD1 | American Electric Power Co Inc | AEP | 5.7 | 08/15/2025 | 2,075,000.00 | 2,074,453.00 | 0.06 |
| 05964HBB0 | Banco Santander Sa | SANTAN | 5.54 | 03/14/2030 | 2,200,000.00 | 2,263,514.00 | 0.06 |
| 05592AAJ9 | BPR Trust 2021-ty | BPR | 6.16 | 09/15/2038 | 2,024,000.00 | 2,013,952.00 | 0.06 |
| 05592VAG9 | BPR Trust 2024-pmdw | BPR | 5.85 | 11/01/2041 | 1,900,000.00 | 1,890,950.00 | 0.05 |
| 04364VAX1 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 6.63 | 10/15/2032 | 1,710,000.00 | 1,739,862.00 | 0.05 |
| 015857AF2 | Algonquin Power & Utilities Corp | AQNCN | 5.37 | 06/15/2026 | 1,635,000.00 | 1,643,695.00 | 0.05 |
| 146869AM4 | Carvana Co | CVNA | 14.0 | 06/01/2031 | 1,450,000.00 | 1,724,254.00 | 0.05 |
| 13323NAA0 | Camelot Return Merger Sub Inc | CNR | 8.75 | 08/01/2028 | 1,875,000.00 | 1,724,119.00 | 0.05 |
| 12654FAA8 | COMM 2024-277p Mortgage Trust | COMM | 6.34 | 08/10/2044 | 1,600,000.00 | 1,675,194.00 | 0.05 |
| 22003BAN6 | COPT Defense Properties Lp | CDP | 2.0 | 01/15/2029 | 2,170,000.00 | 1,982,249.00 | 0.05 |
| 20754BAB7 | Connecticut Avenue Securities Trust 2022 | CAS | 7.35 | 12/25/2041 | 1,900,000.00 | 1,946,094.00 | 0.05 |
| 219868CH7 | CORP Andina De Fomento | CAF | 6.0 | 04/26/2027 | 1,665,000.00 | 1,709,460.00 | 0.05 |
| 3132DWEL3 | Freddie Mac Pool | FR | 5.0 | 08/01/2052 | 1,983,413.00 | 1,936,948.00 | 0.05 |
| 3132DQD37 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 1,715,370.00 | 1,754,802.00 | 0.05 |
| 25714PEP9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 1,915,000.00 | 1,912,128.00 | 0.05 |
| 29082HAD4 | Embraer Netherlands Finance Bv | EMBRBZ | 7.0 | 07/28/2030 | 1,770,000.00 | 1,884,395.00 | 0.05 |
| 552953CJ8 | MGM Resorts International | MGM | 6.5 | 04/15/2032 | 1,800,000.00 | 1,829,388.00 | 0.05 |
| 552953CK5 | MGM Resorts International | MGM | 6.13 | 09/15/2029 | 1,675,000.00 | 1,699,451.00 | 0.05 |
| 57779EAA6 | Maxim Crane Works Holdings Capital Llc | CLDCRN | 11.5 | 09/01/2028 | 1,875,000.00 | 1,988,646.00 | 0.05 |
| 629377CU4 | NRG Energy Inc | NRG | 10.25 | 09/15/2173 | 1,800,000.00 | 1,985,436.00 | 0.05 |
| 62957HAP0 | Nabors Industries Inc | NBR | 9.13 | 01/31/2030 | 1,725,000.00 | 1,708,802.00 | 0.05 |
| 63861CAE9 | Nationstar Mortgage Holdings Inc | COOP | 5.75 | 11/15/2031 | 1,675,000.00 | 1,689,377.00 | 0.05 |
| 59284MAC8 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 2,000,000.00 | 1,941,000.00 | 0.05 |
| 61744YAP3 | Morgan Stanley | MS | 3.77 | 01/24/2029 | 1,750,000.00 | 1,721,168.00 | 0.05 |
| 62886HBG5 | NCL Corp Ltd | NCLH | 7.75 | 02/15/2029 | 1,700,000.00 | 1,797,614.00 | 0.05 |
| 68267EAB0 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.95 | 11/14/2028 | 1,700,000.00 | 1,689,927.00 | 0.05 |
| 682691AH3 | Onemain Finance Corp | OMF | 6.63 | 05/15/2029 | 1,750,000.00 | 1,787,046.00 | 0.05 |
| 3132DWGS6 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 1,658,310.00 | 1,683,037.00 | 0.05 |
| 3140XRYX7 | Fannie Mae Pool | FN | 4.0 | 04/01/2053 | 1,940,674.00 | 1,798,224.00 | 0.05 |
| 31418EGT1 | Fannie Mae Pool | FN | 5.0 | 07/01/2052 | 2,015,313.00 | 1,971,294.00 | 0.05 |
| 35906ABF4 | Frontier Communications Holdings Llc | FYBR | 5.0 | 05/01/2028 | 1,650,000.00 | 1,649,149.00 | 0.05 |
| 335934AV7 | First Quantum Minerals Ltd | FMCN | 9.38 | 03/01/2029 | 1,600,000.00 | 1,690,000.00 | 0.05 |
| 335934AW5 | First Quantum Minerals Ltd | FMCN | 8.0 | 03/01/2033 | 1,800,000.00 | 1,854,000.00 | 0.05 |
| 36179VDQ0 | Ginnie Mae Ii Pool | G2 | 4.0 | 01/20/2050 | 1,774,618.00 | 1,653,044.00 | 0.05 |
| 38237BAA8 | Goodleap Sustainable Home Solutions Trus | GOOD | 6.25 | 06/20/2057 | 1,982,814.00 | 1,922,855.00 | 0.05 |
| 431318AV6 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.0 | 02/01/2031 | 1,775,000.00 | 1,713,601.00 | 0.05 |
| E6198HM23B | Eur/usd Fwd 20251022 Barcus33 | EUR | — | 10/22/2025 | -80,194,268.00 | 1,738,368.00 | 0.05 |
| F4CBNRABLA | Eur/usd Fwd 20251022 Deutgb22 | EUR | — | 10/22/2025 | -59,385,314.00 | 1,776,925.00 | 0.05 |
| 928668CR1 | Volkswagen Group Of America Finance Llc | VW | 5.65 | 03/25/2032 | 1,750,000.00 | 1,766,210.00 | 0.05 |
| 845467AT6 | Expand Energy Corp | EXE | 4.75 | 02/01/2032 | 1,775,000.00 | 1,723,989.00 | 0.05 |
| 77340RAM9 | Rockies Express Pipeline Llc | ROCKIE | 6.88 | 04/15/2040 | 1,850,000.00 | 1,866,247.00 | 0.05 |
| 817477AJ1 | Serbia International Bond | SERBIA | 6.0 | 06/12/2034 | 1,942,000.00 | 1,976,587.00 | 0.05 |
| BL4622678 | Lumen Technologies Inc | LUMN | 6.79 | 04/15/2029 | 1,795,424.00 | 1,784,202.00 | 0.05 |
| BK4K0P0 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 1,778,000.00 | 1,870,685.00 | 0.05 |
| BFMVHJ3 | Indonesia Asahan Aluminium Pt / Mineral | IDASAL | 6.53 | 11/15/2028 | 1,650,000.00 | 1,751,640.00 | 0.05 |
| BL4806396 | OCS Group Holdings Ltd | OCSGRP | 9.96 | 11/27/2031 | 975,000.00 | 1,283,609.00 | 0.04 |
| B8AB393F8 | TPC Group Rights | — | — | — | 56,219.00 | 1,338,714.00 | 0.04 |
| BPP2FT9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 1,637,000.00 | 1,634,545.00 | 0.04 |
| BN76XP7 | Mizrahi Tefahot Bank Ltd | MZRHIT | 3.08 | 04/07/2031 | 1,555,000.00 | 1,525,626.00 | 0.04 |
| BYWQJH3 | Petroleos Mexicanos | PEMEX | 4.88 | 02/21/2028 | 1,362,000.00 | 1,542,171.00 | 0.04 |
| BT3K009 | Softbank Group Corp | SOFTBK | 5.75 | 07/08/2032 | 1,200,000.00 | 1,391,056.00 | 0.04 |
| 78410GAG9 | SBA Communications Corp | SBAC | 3.13 | 02/01/2029 | 1,500,000.00 | 1,398,045.00 | 0.04 |
| 86358EKV7 | Structured Asset Investment Loan Trust 2 | SAIL | 4.35 | 09/25/2034 | 1,376,212.00 | 1,413,965.00 | 0.04 |
| 88033GAV2 | Tenet Healthcare Corp | THC | 6.88 | 11/15/2031 | 1,200,000.00 | 1,277,673.00 | 0.04 |
| 92921EAA0 | Voyager Parent Llc | EVRI | 9.25 | 07/01/2032 | 1,255,000.00 | 1,327,908.00 | 0.04 |
| 95003YAC6 | WFCM Commercial Mortgage Trust 2024-grp | WFCM | 6.63 | 10/15/2041 | 1,500,000.00 | 1,507,671.00 | 0.04 |
| 92556VAF3 | Viatris Inc | VTRS | 4.0 | 06/22/2050 | 2,190,000.00 | 1,441,213.00 | 0.04 |
| 92328MAE3 | Venture Global Calcasieu Pass Llc | VENTGL | 6.25 | 01/15/2030 | 1,325,000.00 | 1,361,167.00 | 0.04 |
| P_51889BAA | Laurel Road Prime Student Loan Trust 201 | — | 4.12 | 11/25/2043 | 1,599,130.00 | 1,514,096.00 | 0.04 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -3,375,000.00 | 1,549,370.00 | 0.04 |
| XS23206962 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.73 | 03/15/2032 | 1,361,715.00 | 1,551,358.00 | 0.04 |
| 44267DAD9 | Howard Hughes Corp/the | HHH | 5.38 | 08/01/2028 | 1,375,000.00 | 1,366,872.00 | 0.04 |
| 50212YAJ3 | LPL Holdings Inc | LPLA | 5.7 | 05/20/2027 | 1,605,000.00 | 1,631,323.00 | 0.04 |
| 36179WVW5 | Ginnie Mae Ii Pool | G2 | 3.5 | 01/01/2052 | 1,423,716.00 | 1,284,909.00 | 0.04 |
| 35906ABG2 | Frontier Communications Holdings Llc | FYBR | 6.75 | 05/01/2029 | 1,375,000.00 | 1,388,482.00 | 0.04 |
| 35564KKY4 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 5.85 | 10/25/2041 | 1,364,408.00 | 1,370,461.00 | 0.04 |
| 3140QMCJ1 | Fannie Mae Pool | FN | 3.0 | 10/01/2051 | 1,890,837.00 | 1,625,567.00 | 0.04 |
| 31418DWS7 | Fannie Mae Pool | FN | 2.5 | 02/01/2051 | 1,869,247.00 | 1,542,461.00 | 0.04 |
| 3133USKS9 | Freddie Mac Pool | FR | 2.5 | 05/01/2051 | 1,936,074.00 | 1,588,846.00 | 0.04 |
| 68245XAT6 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 5.63 | 09/15/2029 | 1,335,000.00 | 1,344,118.00 | 0.04 |
| 682413AJ8 | ONE 2021-park Mortgage Trust | ONP | 6.21 | 03/15/2036 | 1,400,000.00 | 1,292,218.00 | 0.04 |
| 674599ED3 | Occidental Petroleum Corp | OXY | 6.63 | 09/01/2030 | 1,275,000.00 | 1,345,696.00 | 0.04 |
| 668771AM0 | GEN Digital Inc | GEN | 6.25 | 04/01/2033 | 1,494,000.00 | 1,523,370.00 | 0.04 |
| 670001AG1 | Novelis Corp | HNDLIN | 3.25 | 11/15/2026 | 1,425,000.00 | 1,401,972.00 | 0.04 |
| 70052LAC7 | PARK Intermediate Holdings Llc / Pk Dome | PK | 4.88 | 05/15/2029 | 1,375,000.00 | 1,323,176.00 | 0.04 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 1,710,000.00 | 1,630,727.00 | 0.04 |
| 629377CR1 | NRG Energy Inc | NRG | 3.63 | 02/15/2031 | 1,475,000.00 | 1,350,116.00 | 0.04 |
| 62916TAC3 | NLT 2025-inv1 Trust | NLT | 5.86 | 02/01/2070 | 1,344,808.00 | 1,344,519.00 | 0.04 |
| 53079EBG8 | Liberty Mutual Group Inc | LIBMUT | 4.57 | 02/01/2029 | 1,614,000.00 | 1,611,622.00 | 0.04 |
| 536797AG8 | Lithia Motors Inc | LAD | 3.88 | 06/01/2029 | 1,350,000.00 | 1,275,889.00 | 0.04 |
| 29646AAC0 | Eskom Holdings Soc Ltd | ESKOM | 6.35 | 08/10/2028 | 1,337,000.00 | 1,358,164.00 | 0.04 |
| 30607FAA8 | Falabella Sa | BFALA | 3.38 | 01/15/2032 | 1,805,000.00 | 1,573,960.00 | 0.04 |
| 3132DPQG6 | Freddie Mac Pool | FR | 6.0 | 01/01/2053 | 1,585,983.00 | 1,611,231.00 | 0.04 |
| 25714PDT2 | Dominican Republic International Bond | DOMREP | 5.95 | 01/25/2027 | 1,570,000.00 | 1,583,345.00 | 0.04 |
| 268733AA0 | ENN Clean Energy International Investmen | VEYONG | 3.38 | 05/12/2026 | 1,350,000.00 | 1,328,980.00 | 0.04 |
| 3132DVL86 | Freddie Mac Pool | FR | 3.0 | 01/01/2052 | 1,579,386.00 | 1,371,854.00 | 0.04 |
| 3132DWCQ4 | Freddie Mac Pool | FR | 3.0 | 11/01/2051 | 1,795,402.00 | 1,545,098.00 | 0.04 |
| 3132DWFH1 | Freddie Mac Pool | FR | 5.5 | 11/01/2052 | 1,412,863.00 | 1,409,555.00 | 0.04 |
| 3133B5PP1 | Freddie Mac Pool | FR | 2.5 | 02/01/2052 | 1,664,301.00 | 1,369,293.00 | 0.04 |
| 207942AB9 | Connecticut Avenue Securities Trust 2023 | CAS | 7.45 | 06/25/2043 | 1,400,000.00 | 1,463,000.00 | 0.04 |
| 195325EG6 | Colombia Government International Bond | COLOM | 7.5 | 02/02/2034 | 1,375,000.00 | 1,395,625.00 | 0.04 |
| 165167735 | Expand Energy Corp | EXE | — | — | 12,570.00 | 1,317,084.00 | 0.04 |
| 126307AQ0 | CSC Holdings Llc | CSCHLD | 5.5 | 04/15/2027 | 1,500,000.00 | 1,452,344.00 | 0.04 |
| 126307AS6 | CSC Holdings Llc | CSCHLD | 5.38 | 02/01/2028 | 1,600,000.00 | 1,472,011.00 | 0.04 |
| 126307BA4 | CSC Holdings Llc | CSCHLD | 5.75 | 01/15/2030 | 3,325,000.00 | 1,636,763.00 | 0.04 |
| 12769GAB6 | Caesars Entertainment Inc | CZR | 7.0 | 02/15/2030 | 1,450,000.00 | 1,495,823.00 | 0.04 |
| 131347CP9 | Calpine Corp | CPN | 4.63 | 02/01/2029 | 1,500,000.00 | 1,474,363.00 | 0.04 |
| 138616AM9 | Cantor Fitzgerald Lp | CANTOR | 7.2 | 12/12/2028 | 1,285,000.00 | 1,365,918.00 | 0.04 |
| 14985VAE1 | CCM Merger Inc | MOTOR | 6.38 | 05/01/2026 | 1,525,000.00 | 1,525,119.00 | 0.04 |
| 08949LAB6 | BIG River Steel Llc / Brs Finance Corp | BIGBRS | 6.63 | 01/31/2029 | 1,600,000.00 | 1,599,344.00 | 0.04 |
| 11120VAH6 | Brixmor Operating Partnership Lp | BRX | 4.13 | 05/15/2029 | 1,441,000.00 | 1,416,092.00 | 0.04 |
| 02007GZ89 | ALLY Bank Auto Credit-linked Notes Serie | ABCLN | 7.92 | 05/17/2032 | 1,329,028.00 | 1,356,351.00 | 0.04 |
| 03674XAS5 | Antero Resources Corp | AR | 5.38 | 03/01/2030 | 1,400,000.00 | 1,390,788.00 | 0.04 |
| 05491VAJ5 | Bbcms 2018-chrs Mortgage Trust | BBCMS | 4.27 | 08/01/2038 | 1,490,000.00 | 1,288,001.00 | 0.04 |
| 05335JAE3 | Auxilior Term Funding 2023-1 Llc | XCAP | 7.27 | 12/16/2030 | 1,500,000.00 | 1,567,788.00 | 0.04 |
| 05684UAA3 | BAIN Capital Credit Clo 2022-1 Ltd | BCC | 5.65 | 04/18/2035 | 1,500,000.00 | 1,502,488.00 | 0.04 |
| 06051GHM4 | BANK Of America Corp | BAC | 4.27 | 07/23/2029 | 1,450,000.00 | 1,443,242.00 | 0.04 |
| 05971U2D8 | Banco De Credito Del Peru S.a. | BCP | 3.25 | 09/30/2031 | 1,055,000.00 | 1,035,545.00 | 0.03 |
| 05508WAB1 | B&G Foods Inc | BGS | 5.25 | 09/15/2027 | 1,275,000.00 | 1,131,100.00 | 0.03 |
| 03690AAH9 | Antero Midstream Partners Lp / Antero Mi | AM | 5.38 | 06/15/2029 | 1,275,000.00 | 1,263,353.00 | 0.03 |
| 04364VAK9 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 9.0 | 11/01/2027 | 899,000.00 | 1,093,827.00 | 0.03 |
| 04942PAJ6 | Atlas Static Senior Loan Fund I Ltd | ATSTC | 6.07 | 07/15/2030 | 1,098,831.00 | 1,098,813.00 | 0.03 |
| 00835AAE8 | Affirm Asset Securitization Trust 2024-b | AFFRM | 7.35 | 09/15/2029 | 1,250,000.00 | 1,252,506.00 | 0.03 |
| 1248EPCD3 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 4.75 | 03/01/2030 | 1,300,000.00 | 1,234,880.00 | 0.03 |
| 10554TAB1 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/10/2028 | 1,630,000.00 | 1,246,950.00 | 0.03 |
| 08163VAD9 | Benchmark 2023-v3 Mortgage Trust | BMARK | 0.81 | 07/01/2056 | 50,571,125.00 | 1,086,657.00 | 0.03 |
| 07384YPB6 | BEAR Stearns Asset Backed Securities Tru | BSABS | 5.56 | 01/25/2034 | 1,184,286.00 | 1,192,696.00 | 0.03 |
| 07336HAA0 | Bayview Financing Trust 2023-1f | BVFT | 8.35 | 07/01/2026 | 946,489.00 | 947,151.00 | 0.03 |
| 15089QAW4 | Celanese Us Holdings Llc | CE | 6.85 | 11/15/2028 | 1,075,000.00 | 1,119,787.00 | 0.03 |
| 161175CD4 | Charter Communications Operating Llc / C | CHTR | 2.25 | 01/15/2029 | 1,220,000.00 | 1,120,584.00 | 0.03 |
| 14040HDC6 | Capital One Financial Corp | COF | 7.62 | 10/30/2031 | 935,000.00 | 1,052,426.00 | 0.03 |
| 12513GBK4 | CDW Llc / Cdw Finance Corp | CDW | 5.1 | 03/01/2030 | 1,255,000.00 | 1,262,947.00 | 0.03 |
| 172967LD1 | Citigroup Inc | C | 3.89 | 01/10/2028 | 980,000.00 | 969,918.00 | 0.03 |
| 185899AS0 | Cleveland-cliffs Inc | CLF | 7.5 | 09/15/2031 | 1,000,000.00 | 999,543.00 | 0.03 |
| 20753XAF1 | Connecticut Avenue Securities Trust 2022 | CAS | 10.6 | 03/25/2042 | 1,000,000.00 | 1,078,649.00 | 0.03 |
| 20753YCK6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.45 | 03/25/2042 | 1,000,000.00 | 1,030,699.00 | 0.03 |
| 3133KMQF5 | Freddie Mac Pool | FR | 2.5 | 09/01/2046 | 1,303,589.00 | 1,094,080.00 | 0.03 |
| 3132DWFG3 | Freddie Mac Pool | FR | 5.0 | 11/01/2052 | 1,142,906.00 | 1,117,824.00 | 0.03 |
| 3132DWEB5 | Freddie Mac Pool | FR | 4.5 | 06/01/2052 | 980,348.00 | 931,595.00 | 0.03 |
| 3132DWCK7 | Freddie Mac Pool | FR | 3.0 | 10/01/2051 | 1,299,084.00 | 1,116,975.00 | 0.03 |
| 29375NAB1 | Enterprise Fleet Financing 2023-2 Llc | EFF | 5.56 | 04/22/2030 | 1,134,748.00 | 1,140,713.00 | 0.03 |
| 27034RAA1 | Permian Resources Operating Llc | PR | 8.0 | 04/15/2027 | 1,025,000.00 | 1,047,668.00 | 0.03 |
| 50050NAA1 | Kontoor Brands Inc | KTB | 4.13 | 11/15/2029 | 1,125,000.00 | 1,046,473.00 | 0.03 |
| 527298CM3 | Level 3 Financing Inc | LVLT | 6.88 | 06/30/2033 | 1,220,000.00 | 1,237,742.00 | 0.03 |
| 55305BAS0 | M/I Homes Inc | MHO | 4.95 | 02/01/2028 | 1,000,000.00 | 990,846.00 | 0.03 |
| 629377CS9 | NRG Energy Inc | NRG | 3.88 | 02/15/2032 | 1,050,000.00 | 959,022.00 | 0.03 |
| 5SE3FP3KJO | Gbp/usd Fwd 20251022 2568 | GBP | — | 10/22/2025 | -51,338,665.00 | 974,097.00 | 0.03 |
| 62886HBR1 | NCL Corp Ltd | NCLH | 6.75 | 02/01/2032 | 995,000.00 | 1,017,387.00 | 0.03 |
| 737446AV6 | POST Holdings Inc | POST | 6.38 | 03/01/2033 | 1,055,000.00 | 1,057,107.00 | 0.03 |
| 74843PAA8 | Quikrete Holdings Inc | QUIKHO | 6.38 | 03/01/2032 | 1,110,000.00 | 1,139,218.00 | 0.03 |
| 68245XAR0 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 6.13 | 06/15/2029 | 1,110,000.00 | 1,129,480.00 | 0.03 |
| 682691AC4 | Onemain Finance Corp | OMF | 3.88 | 09/15/2028 | 1,200,000.00 | 1,144,506.00 | 0.03 |
| 3132DWG23 | Freddie Mac Pool | FR | 6.0 | 04/01/2053 | 1,245,635.00 | 1,266,674.00 | 0.03 |
| 31418DXL1 | Fannie Mae Pool | FN | 2.5 | 03/01/2051 | 1,544,402.00 | 1,273,076.00 | 0.03 |
| 3140XMBW5 | Fannie Mae Pool | FN | 3.5 | 06/01/2052 | 1,015,278.00 | 913,957.00 | 0.03 |
| 345397D83 | FORD Motor Credit Co Llc | F | 5.8 | 03/05/2027 | 1,035,000.00 | 1,041,506.00 | 0.03 |
| 35729PGT1 | Fremont Home Loan Trust 2004-4 | FHLT | 4.35 | 03/25/2035 | 1,209,428.00 | 1,142,858.00 | 0.03 |
| 34535CAD8 | FORD Credit Auto Owner Trust 2023-rev2 | FORDR | 6.6 | 02/15/2036 | 1,200,000.00 | 1,241,173.00 | 0.03 |
| 31556TAC3 | Fertitta Entertainment Llc / Fertitta En | FRTITA | 6.75 | 01/15/2030 | 1,075,000.00 | 1,011,426.00 | 0.03 |
| 31418EM23 | Fannie Mae Pool | FN | 6.0 | 12/01/2052 | 1,152,482.00 | 1,173,937.00 | 0.03 |
| 31418ERA0 | Fannie Mae Pool | FN | 6.0 | 04/01/2053 | 1,220,808.00 | 1,241,740.00 | 0.03 |
| 36179W2W7 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/20/2052 | 1,046,589.00 | 943,737.00 | 0.03 |
| 465985AB5 | JP Morgan Mortgage Trust 2023-he3 | JPMMT | 6.45 | 05/20/2054 | 1,019,000.00 | 1,026,444.00 | 0.03 |
| 46649XAN7 | J.P. Morgan Chase Commercial Mortgage Se | JPMCC | 4.61 | 07/01/2031 | 4,935,000.00 | 1,121,726.00 | 0.03 |
| 443628AJ1 | Hudbay Minerals Inc | HBMCN | 4.5 | 04/01/2026 | 1,000,000.00 | 990,110.00 | 0.03 |
| 422704AH9 | Hecla Mining Co | HL | 7.25 | 02/15/2028 | 1,200,000.00 | 1,211,905.00 | 0.03 |
| 42704LAF1 | HERC Holdings Inc | HRI | 7.0 | 06/15/2030 | 900,000.00 | 929,324.00 | 0.03 |
| XS23146519 | Albacore Euro Clo Ii Dac | ALBAC | 3.63 | 06/15/2034 | 1,000,000.00 | 1,141,673.00 | 0.03 |
| USP9190PAM | Total Play Telecomunicaciones Sa De Cv | TOTALP | 11.13 | 12/31/2032 | 1,140,000.00 | 1,095,051.00 | 0.03 |
| USU5 COMDT | US Long Bond(cbt) Sep25 | USU5 | — | 09/19/2025 | 65,772,000.00 | 1,135,244.00 | 0.03 |
| XS27835797 | MVM Energetika Zrt | MVMHU | 6.5 | 03/13/2031 | 1,200,000.00 | 1,236,000.00 | 0.03 |
| XS31346027 | Boots Group Finco Lp | BOOTFN | 7.38 | 08/31/2032 | 925,000.00 | 1,242,875.00 | 0.03 |
| SWB8ADC07S | SWP: Ois Sofr 3.135500 14-dec-2054_c | — | — | 12/14/2054 | -42,715,000.00 | 1,163,718.00 | 0.03 |
| SWB8ADCX6K | SWP: Ois Sofr 3.825010 20-dec-2054_c | — | — | 12/20/2054 | -31,500,000.00 | 1,198,553.00 | 0.03 |
| G2770C100 | Digicel Intl Fin Ltd Common Equity | — | — | — | 147,816.00 | 1,182,528.00 | 0.03 |
| SWB8A5Z0B3 | Fswp: Ois 1.050000 08-may-2027 | — | — | 05/08/2027 | -15,780,000.00 | 928,416.00 | 0.03 |
| 92564RAJ4 | VICI Properties Lp / Vici Note Co Inc | VICI | 5.75 | 02/01/2027 | 993,000.00 | 1,003,718.00 | 0.03 |
| 91153LAA5 | United Wholesale Mortgage Llc | UWMLLC | 5.5 | 11/15/2025 | 1,052,000.00 | 1,052,019.00 | 0.03 |
| 91324PFQ0 | Unitedhealth Group Inc | UNH | 5.3 | 06/15/2035 | 1,255,000.00 | 1,269,056.00 | 0.03 |
| 909319AA3 | United Airlines 2013-1 Class A Pass Thro | UAL | 4.3 | 08/15/2025 | 1,172,220.00 | 1,171,748.00 | 0.03 |
| 89788MAQ5 | Truist Financial Corp | TFC | 7.16 | 10/30/2029 | 1,005,000.00 | 1,084,393.00 | 0.03 |
| 87470LAD3 | Tallgrass Energy Partners Lp / Tallgrass | TEP | 5.5 | 01/15/2028 | 1,000,000.00 | 991,932.00 | 0.03 |
| 80287JAE4 | Santander Drive Auto Receivables Trust 2 | SDART | 5.47 | 12/16/2030 | 1,250,000.00 | 1,262,195.00 | 0.03 |
| 817477AH5 | Serbia International Bond | SERBIA | 6.5 | 09/26/2033 | 915,000.00 | 968,205.00 | 0.03 |
| 77340RAU1 | Rockies Express Pipeline Llc | ROCKIE | 6.75 | 03/15/2033 | 905,000.00 | 938,516.00 | 0.03 |
| 780153BJ0 | Royal Caribbean Cruises Ltd | RCL | 5.5 | 08/31/2026 | 950,000.00 | 952,826.00 | 0.03 |
| 759136QP2 | Regional Transportation District Sales T | REGTRN | 5.84 | 11/01/2050 | 1,190,000.00 | 1,201,650.00 | 0.03 |
| 749571AK1 | RHP Hotel Properties Lp / Rhp Finance Co | RHP | 6.5 | 04/01/2032 | 925,000.00 | 945,011.00 | 0.03 |
| BSF1TT5 | Digicel Intermediate Holdings Ltd / Digi | DIINFL | 11.25 | 05/25/2027 | 1,188,118.00 | 1,189,009.00 | 0.03 |
| BPTKDV7 | Serbia International Bond | SERBIA | 6.25 | 05/26/2028 | 937,000.00 | 967,745.00 | 0.03 |
| BQC5P76 | Braskem Netherlands Finance Bv | BRASKM | 8.5 | 01/12/2031 | 1,422,000.00 | 1,112,715.00 | 0.03 |
| 98379JAA3 | RXO Inc | RXO | 7.5 | 11/15/2027 | 975,000.00 | 995,110.00 | 0.03 |
| 983133AD1 | WYNN Resorts Finance Llc / Wynn Resorts | WYNFIN | 6.25 | 03/15/2033 | 1,190,000.00 | 1,193,030.00 | 0.03 |
| 98313RAD8 | WYNN Macau Ltd | WYNMAC | 5.5 | 10/01/2027 | 1,025,000.00 | 1,021,156.00 | 0.03 |
| B8ADQ6J27 | Doncasters Us Fin Llc | — | — | 04/01/2030 | 1,200,000.00 | 1,212,000.00 | 0.03 |
| B8ADRJ0H5 | Clubcorp Holdings Inc | — | — | 04/30/2032 | 1,097,262.00 | 1,088,264.00 | 0.03 |
| BF2DK01 | Power Finance Corp Ltd | POWFIN | 5.25 | 08/10/2028 | 1,100,000.00 | 1,113,332.00 | 0.03 |
| B8FQRK7 | Petrobras Global Finance Bv | PETBRA | 5.38 | 10/01/2029 | 800,000.00 | 1,036,974.00 | 0.03 |
| B97PWJ3 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 987,000.00 | 978,679.00 | 0.03 |
| BL4795565 | Hudson River Trading Llc | HURVTR | 7.31 | 03/18/2030 | 1,153,224.00 | 1,156,107.00 | 0.03 |
| BLH23Q2 | Cellnex Finance Co Sa | CLNXSM | 2.0 | 02/15/2033 | 1,100,000.00 | 1,128,294.00 | 0.03 |
| BL5042512 | Level 3 Financing Inc | LVLT | 8.58 | 03/29/2032 | 975,000.00 | 978,900.00 | 0.03 |
| B8AAE7AK3 | Blackstone Private Cr Fund | — | 5.61 | 05/03/2027 | 950,000.00 | 946,116.00 | 0.03 |
| BL4070472 | CSC Holdings Llc | CSCHLD | 8.81 | 01/18/2028 | 987,342.00 | 984,565.00 | 0.03 |
| BL3782630 | Cuppa Bidco Bv | EKATER | 6.79 | 06/29/2029 | 1,000,000.00 | 954,716.00 | 0.03 |
| BGR32B8 | DP World Ltd/united Arab Emirates | DPWDU | 2.38 | 09/25/2026 | 601,000.00 | 682,863.00 | 0.02 |
| BHKDDN1 | MONG Duong Finance Holdings Bv | MONDFI | 5.13 | 05/07/2029 | 877,493.00 | 857,450.00 | 0.02 |
| B8ADX0WW1 | Doncasters Us Finance Llc | — | 10.8 | 04/23/2030 | 798,000.00 | 805,980.00 | 0.02 |
| BL9Z8T7 | Virgin Media Secured Finance Plc | VMED | 4.13 | 08/15/2030 | 700,000.00 | 830,807.00 | 0.02 |
| BL4949832 | Clarios Global Lp | POWSOL | 7.08 | 01/28/2032 | 675,000.00 | 675,281.00 | 0.02 |
| 978097AG8 | Wolverine World Wide Inc | WWW | 4.0 | 08/15/2029 | 825,000.00 | 743,319.00 | 0.02 |
| 983133AC3 | WYNN Resorts Finance Llc / Wynn Resorts | WYNFIN | 7.13 | 02/15/2031 | 680,000.00 | 723,124.00 | 0.02 |
| BMDCG20 | Cellnex Telecom Sa | CLNXSM | 1.75 | 10/23/2030 | 700,000.00 | 744,351.00 | 0.02 |
| BNRK9M8 | Serbia International Bond | SERBIA | 1.65 | 03/03/2033 | 758,000.00 | 719,600.00 | 0.02 |
| BSF1TY0 | Digicel Midco Ltd / Difl Us Ii Llc | DIGMID | 10.5 | 11/25/2028 | 872,361.00 | 883,265.00 | 0.02 |
| BNYNN06 | Freeport Indonesia Pt | FRIDPT | 5.32 | 04/14/2032 | 600,000.00 | 603,000.00 | 0.02 |
| BRXY063 | Boots Group Finco Lp | BOOTFN | 5.38 | 08/31/2032 | 500,000.00 | 582,702.00 | 0.02 |
| 780153BW1 | Royal Caribbean Cruises Ltd | RCL | 5.63 | 09/30/2031 | 845,000.00 | 851,211.00 | 0.02 |
| 77587AAC0 | Romark Wm-r Ltd | RMRK | 5.62 | 04/20/2031 | 593,326.00 | 594,209.00 | 0.02 |
| 817565CH5 | Service Corp International/us | SCI | 5.75 | 10/15/2032 | 730,000.00 | 731,641.00 | 0.02 |
| 82650BAD8 | Sierra Timeshare 2023-2 Receivables Fund | SRFC | 9.72 | 04/20/2040 | 604,131.00 | 629,946.00 | 0.02 |
| 86773AAA9 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.49 | 10/30/2059 | 822,918.00 | 795,625.00 | 0.02 |
| 845467AR0 | Expand Energy Corp | EXE | 5.38 | 02/01/2029 | 725,000.00 | 725,915.00 | 0.02 |
| 90932LAG2 | United Airlines Inc | UAL | 4.38 | 04/15/2026 | 645,000.00 | 641,099.00 | 0.02 |
| 89157PAD0 | Total Play Telecomunicaciones Sa De Cv | TOTALP | 11.13 | 12/31/2032 | 696,000.00 | 668,557.00 | 0.02 |
| 91412GXE0 | University Of California | UNVHGR | 3.93 | 05/15/2045 | 625,000.00 | 560,055.00 | 0.02 |
| 91412GXY6 | University Of California | UNVHGR | 4.13 | 05/15/2045 | 675,000.00 | 591,738.00 | 0.02 |
| 911365BL7 | United Rentals North America Inc | URI | 5.25 | 01/15/2030 | 700,000.00 | 698,598.00 | 0.02 |
| 912810TN8 | United States Treasury Note/bond | T | 3.63 | 02/15/2053 | 1,000,000.00 | 804,531.00 | 0.02 |
| 92676XAD9 | Viking Cruises Ltd | VIKCRU | 5.88 | 09/15/2027 | 575,000.00 | 572,125.00 | 0.02 |
| 92682RAA0 | Viking Ocean Cruises Ship Vii Ltd | VIKCRU | 5.63 | 02/15/2029 | 875,000.00 | 870,301.00 | 0.02 |
| 922966AB2 | Venture Global Plaquemines Lng Llc | VEGLPL | 7.75 | 05/01/2035 | 733,000.00 | 803,853.00 | 0.02 |
| PR3JL1MGV5 | Krw/usd Fwd 20250917 Mslngb2x | KRW | — | 09/17/2025 | -19,211,534,514.00 | 719,176.00 | 0.02 |
| SWB8A9KCA9 | SWP: Ois Sofr 0.700000 11-may-2027 | — | — | 05/11/2027 | -16,000,000.00 | 842,011.00 | 0.02 |
| SWB8ADJC36 | SWP: Ois Sofr 3.926820 15-nov-2052_c | — | — | 11/15/2052 | -24,771,000.00 | 573,865.00 | 0.02 |
| SWB8ADQ66P | Scds: (turkey) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 665,034.00 | 0.02 |
| SWB8AE6UAC | Cdx.na.ig.44.v1 5yr Rtp @ 55.00000 | — | — | 10/15/2025 | 407,760,000.00 | 678,928.00 | 0.02 |
| TUU5 COMDT | US 2yr Note (cbt) Sep25 | TUU5 | — | 09/30/2025 | -507,525,690.00 | 822,080.00 | 0.02 |
| 431318AS3 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.25 | 11/01/2028 | 700,000.00 | 703,161.00 | 0.02 |
| 437084FL5 | HOME Equity Asset Trust 2004-7 | HEAT | 4.35 | 01/25/2035 | 731,652.00 | 727,621.00 | 0.02 |
| 452151LF8 | State Of Illinois | ILS | 5.1 | 06/01/2033 | 754,755.00 | 757,616.00 | 0.02 |
| 45344LAD5 | Crescent Energy Finance Llc | CRGYFN | 7.63 | 04/01/2032 | 860,000.00 | 840,665.00 | 0.02 |
| 469815AK0 | Jacobs Entertainment Inc | JACENT | 6.75 | 02/15/2029 | 800,000.00 | 779,663.00 | 0.02 |
| 469815AL8 | Jacobs Entertainment Inc | JACENT | 6.75 | 02/15/2029 | 690,000.00 | 674,626.00 | 0.02 |
| 36179XBU9 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/20/2052 | 857,557.00 | 818,149.00 | 0.02 |
| 36179YRG1 | Ginnie Mae Ii Pool | G2 | 5.0 | 02/01/2054 | 897,600.00 | 878,591.00 | 0.02 |
| 38237YAA8 | Goodleap Sustainable Home Solutions Trus | GOOD | 6.48 | 03/20/2057 | 845,665.00 | 818,769.00 | 0.02 |
| 37045XEN2 | General Motors Financial Co Inc | GM | 5.8 | 01/07/2029 | 695,000.00 | 716,344.00 | 0.02 |
| 31418EL57 | Fannie Mae Pool | FN | 6.0 | 11/01/2052 | 873,208.00 | 888,148.00 | 0.02 |
| 315293308 | Ferrellgas Partners Lp | FGPRB | — | — | 6,534.00 | 863,790.00 | 0.02 |
| 335934AT2 | First Quantum Minerals Ltd | FMCN | 6.88 | 10/15/2027 | 766,000.00 | 765,042.00 | 0.02 |
| 317350AC0 | Finance America Mortgage Loan Trust 2003 | FINA | 4.35 | 09/25/2033 | 622,687.00 | 620,641.00 | 0.02 |
| 345397A86 | FORD Motor Credit Co Llc | F | 4.13 | 08/17/2027 | 600,000.00 | 584,784.00 | 0.02 |
| 35641AAC2 | Freedom Mortgage Holdings Llc | FREMOR | 8.38 | 04/01/2032 | 610,000.00 | 623,050.00 | 0.02 |
| 35564KE70 | Freddie Mac Stacr Remic Trust 2022-hqa3 | STACR | 9.7 | 08/25/2042 | 600,000.00 | 645,410.00 | 0.02 |
| 345397C92 | FORD Motor Credit Co Llc | F | 6.8 | 05/12/2028 | 625,000.00 | 644,687.00 | 0.02 |
| 31418EJ84 | Fannie Mae Pool | FN | 5.5 | 10/01/2052 | 742,123.00 | 739,965.00 | 0.02 |
| 3133USKU4 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 924,482.00 | 761,974.00 | 0.02 |
| 3140QLJG2 | Fannie Mae Pool | FN | 3.5 | 07/01/2051 | 933,234.00 | 840,104.00 | 0.02 |
| 3140XGZY8 | Fannie Mae Pool | FN | 4.0 | 04/01/2052 | 954,168.00 | 887,087.00 | 0.02 |
| 3140XKEA4 | Fannie Mae Pool | FN | 3.5 | 01/01/2050 | 637,511.00 | 590,759.00 | 0.02 |
| 68622TAA9 | Organon & Co / Organon Foreign Debt Co-i | OGN | 4.13 | 04/30/2028 | 650,000.00 | 614,914.00 | 0.02 |
| 670001AL0 | Novelis Corp | HNDLIN | 6.88 | 01/30/2030 | 700,000.00 | 720,808.00 | 0.02 |
| 67389JAB4 | Oaktown Re Vii Ltd | OMIR | 7.25 | 04/25/2034 | 710,300.00 | 717,007.00 | 0.02 |
| 74390WAB8 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 683,000.00 | 639,605.00 | 0.02 |
| 71654QCB6 | Petroleos Mexicanos | PEMEX | 6.88 | 08/04/2026 | 555,000.00 | 556,887.00 | 0.02 |
| 70932MAD9 | Pennymac Financial Services Inc | PFSI | 7.88 | 12/15/2029 | 710,000.00 | 749,204.00 | 0.02 |
| 62886HBN0 | NCL Corp Ltd | NCLH | 8.13 | 01/15/2029 | 550,000.00 | 576,658.00 | 0.02 |
| 62886HBA8 | NCL Corp Ltd | NCLH | 5.88 | 03/15/2026 | 589,000.00 | 589,441.00 | 0.02 |
| 603051AE3 | Mineral Resources Ltd | MINAU | 9.25 | 10/01/2028 | 575,000.00 | 599,437.00 | 0.02 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 5.22 | 01/25/2048 | 762,752.00 | 747,572.00 | 0.02 |
| 638962AA8 | NCR Atleos Corp | NCRATL | 9.5 | 04/01/2029 | 761,000.00 | 824,646.00 | 0.02 |
| 62916TAD1 | NLT 2025-inv1 Trust | NLT | 6.31 | 02/01/2070 | 578,000.00 | 580,027.00 | 0.02 |
| 62916TAB5 | NLT 2025-inv1 Trust | NLT | 5.71 | 02/01/2070 | 783,165.00 | 782,312.00 | 0.02 |
| 579063AB4 | Mcafee Corp | MCFE | 7.38 | 02/15/2030 | 675,000.00 | 626,464.00 | 0.02 |
| 527298BZ5 | Level 3 Financing Inc | LVLT | 10.75 | 12/15/2030 | 750,000.00 | 846,547.00 | 0.02 |
| 55300RAG6 | MGM China Holdings Ltd | MGMCHI | 4.75 | 02/01/2027 | 700,000.00 | 693,875.00 | 0.02 |
| 25525PAB3 | Diversified Healthcare Trust | DHC | 4.38 | 03/01/2031 | 1,000,000.00 | 835,111.00 | 0.02 |
| 3132DVL94 | Freddie Mac Pool | FR | 2.5 | 01/01/2052 | 906,870.00 | 756,292.00 | 0.02 |
| 3132DWC92 | Freddie Mac Pool | FR | 3.5 | 02/01/2052 | 842,772.00 | 756,580.00 | 0.02 |
| 3132DWFR9 | Freddie Mac Pool | FR | 5.0 | 12/01/2052 | 832,122.00 | 813,818.00 | 0.02 |
| 20754RAF3 | Connecticut Avenue Securities Trust 2021 | CAS | 7.45 | 10/25/2041 | 600,000.00 | 613,259.00 | 0.02 |
| 21873SAB4 | Coreweave Inc | CRWV | 9.25 | 06/01/2030 | 595,000.00 | 598,023.00 | 0.02 |
| 21873SAC2 | Coreweave Inc | CRWV | 9.0 | 02/01/2031 | 895,000.00 | 893,427.00 | 0.02 |
| 21979LAB2 | Coronado Finance Pty Ltd | CRNAU | 9.25 | 10/01/2029 | 1,150,000.00 | 878,312.00 | 0.02 |
| 16115QAF7 | Chart Industries Inc | GTLS | 7.5 | 01/01/2030 | 850,000.00 | 890,447.00 | 0.02 |
| 17308CC53 | Citigroup Inc | C | 2.98 | 11/05/2030 | 870,000.00 | 811,949.00 | 0.02 |
| 18972EAD7 | Clydesdale Acquisition Holdings Inc | NOVHOL | 6.75 | 04/15/2032 | 725,000.00 | 742,227.00 | 0.02 |
| 185899AQ4 | Cleveland-cliffs Inc | CLF | 6.88 | 11/01/2029 | 580,000.00 | 580,209.00 | 0.02 |
| 12659BAA2 | CT Trust | COMCEL | 5.13 | 02/03/2032 | 760,000.00 | 711,550.00 | 0.02 |
| 146869AL6 | Carvana Co | CVNA | 9.0 | 12/01/2028 | 623,078.00 | 638,250.00 | 0.02 |
| 072024ND0 | BAY Area Toll Authority | BAYTRN | 6.26 | 04/01/2049 | 550,000.00 | 574,035.00 | 0.02 |
| 071734AK3 | Bausch Health Cos Inc | BHCCN | 6.25 | 02/15/2029 | 1,000,000.00 | 707,670.00 | 0.02 |
| 07336PAD6 | Bayview Opportunity Master Fund Vii 2024 | BVCLN | 7.1 | 06/25/2047 | 799,332.00 | 814,542.00 | 0.02 |
| 07336QAE2 | Bayview Opportunity Master Fund Vii 2024 | BVCLN | 7.95 | 12/26/2031 | 771,804.00 | 781,710.00 | 0.02 |
| 085209AG9 | Bermuda Government International Bond | BERMUD | 2.38 | 08/20/2030 | 685,000.00 | 610,506.00 | 0.02 |
| 001084AR3 | AGCO Corp | AGCO | 5.45 | 03/21/2027 | 850,000.00 | 857,896.00 | 0.02 |
| 00653VAA9 | Adapthealth Llc | ADAHEA | 6.13 | 08/01/2028 | 725,000.00 | 722,052.00 | 0.02 |
| 00653VAC5 | Adapthealth Llc | ADAHEA | 4.63 | 08/01/2029 | 750,000.00 | 702,919.00 | 0.02 |
| 03690AAK2 | Antero Midstream Partners Lp / Antero Mi | AM | 6.63 | 02/01/2032 | 580,000.00 | 595,541.00 | 0.02 |
| 02128LAC0 | ALTA Equipment Group Inc | ALTG | 9.0 | 06/01/2029 | 935,000.00 | 888,072.00 | 0.02 |
| 03512TAF8 | Anglogold Ashanti Holdings Plc | ANGSJ | 3.38 | 11/01/2028 | 730,000.00 | 697,669.00 | 0.02 |
| 054644AA7 | Aydem Yenilenebilir Enerji As | AYDEMT | 7.75 | 02/02/2027 | 567,000.00 | 560,774.00 | 0.02 |
| 05491VAG1 | Bbcms 2018-chrs Mortgage Trust | BBCMS | 4.27 | 08/01/2038 | 900,000.00 | 804,643.00 | 0.02 |
| 059895AV4 | Bangkok Bank Pcl/hong Kong | BBLTB | 3.47 | 09/23/2036 | 945,000.00 | 841,333.00 | 0.02 |
| 058498AW6 | BALL Corp | BALL | 2.88 | 08/15/2030 | 1,000,000.00 | 898,547.00 | 0.02 |
| 071734AD9 | Bausch Health Cos Inc | BHCCN | 7.0 | 01/15/2028 | 275,000.00 | 240,281.00 | 0.01 |
| 071734AH0 | Bausch Health Cos Inc | BHCCN | 5.0 | 01/30/2028 | 400,000.00 | 334,000.00 | 0.01 |
| 03837AAB6 | Aptiv Swiss Holdings Ltd | APTV | 5.15 | 09/13/2034 | 540,000.00 | 522,587.00 | 0.01 |
| 01309QAA6 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 6.5 | 02/15/2028 | 450,000.00 | 457,447.00 | 0.01 |
| 004375BL4 | Accredited Mortgage Loan Trust 2004-3 | ACCR | 4.35 | 10/25/2034 | 436,906.00 | 432,190.00 | 0.01 |
| 071734AM9 | Bausch Health Cos Inc | BHCCN | 5.0 | 02/15/2029 | 275,000.00 | 190,027.00 | 0.01 |
| 071734AN7 | Bausch Health Cos Inc | BHCCN | 4.88 | 06/01/2028 | 275,000.00 | 243,375.00 | 0.01 |
| 07336MAA9 | Bayview Opportunity Master Fund Vii Trus | BVABS | 6.97 | 07/29/2032 | 397,865.00 | 398,462.00 | 0.01 |
| 10554TAD7 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/31/2030 | 629,000.00 | 442,501.00 | 0.01 |
| 097751BT7 | Bombardier Inc | BBDBCN | 7.88 | 04/15/2027 | 524,000.00 | 525,310.00 | 0.01 |
| 097751BX8 | Bombardier Inc | BBDBCN | 6.0 | 02/15/2028 | 525,000.00 | 526,968.00 | 0.01 |
| 097751BZ3 | Bombardier Inc | BBDBCN | 7.5 | 02/01/2029 | 350,000.00 | 363,352.00 | 0.01 |
| 097751CD1 | Bombardier Inc | BBDBCN | 6.75 | 06/15/2033 | 450,000.00 | 461,250.00 | 0.01 |
| 103304BV2 | BOYD Gaming Corp | BYD | 4.75 | 06/15/2031 | 545,000.00 | 519,220.00 | 0.01 |
| 10569PAA4 | Bravo Residential Funding Trust 2025-ces | BRAVO | 5.7 | 02/25/2055 | 381,736.00 | 383,812.00 | 0.01 |
| 14071LAA6 | Capstone Copper Corp | CAPCOP | 6.75 | 03/31/2033 | 445,000.00 | 451,675.00 | 0.01 |
| 143658BN1 | Carnival Corp | CCL | 5.75 | 03/01/2027 | 281,000.00 | 283,930.00 | 0.01 |
| 161546DB9 | Chase Funding Trust Series 2002-3 | CFAB | 4.35 | 08/25/2032 | 207,984.00 | 205,071.00 | 0.01 |
| 161546FV3 | Chase Funding Trust Series 2003-4 | CFAB | 4.89 | 05/01/2033 | 222,855.00 | 217,257.00 | 0.01 |
| 126307BB2 | CSC Holdings Llc | CSCHLD | 4.13 | 12/01/2030 | 300,000.00 | 201,547.00 | 0.01 |
| 126307BD8 | CSC Holdings Llc | CSCHLD | 4.63 | 12/01/2030 | 1,000,000.00 | 467,612.00 | 0.01 |
| 126307BF3 | CSC Holdings Llc | CSCHLD | 3.38 | 02/15/2031 | 400,000.00 | 263,324.00 | 0.01 |
| 185899AR2 | Cleveland-cliffs Inc | CLF | 7.38 | 05/01/2033 | 375,000.00 | 365,703.00 | 0.01 |
| 18452NAB0 | Clean Renewable Power Mauritius Pte Ltd | CLRNPW | 4.25 | 03/25/2027 | 382,375.00 | 371,381.00 | 0.01 |
| 17332HAD7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 441,861.00 | 334,392.00 | 0.01 |
| 17332HAE5 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 377,067.00 | 269,653.00 | 0.01 |
| 173106AB1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 593,449.00 | 507,241.00 | 0.01 |
| 173106AC9 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 3.2 | 02/01/2063 | 398,943.00 | 328,695.00 | 0.01 |
| 173106AD7 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 304,204.00 | 239,037.00 | 0.01 |
| 20754XAC7 | Connecticut Avenue Securities Trust 2024 | CAS | 6.05 | 07/25/2044 | 250,000.00 | 250,995.00 | 0.01 |
| 20753YAF9 | Connecticut Avenue Securities Trust 2022 | CAS | 9.6 | 03/25/2042 | 290,000.00 | 308,552.00 | 0.01 |
| 20754LAF6 | Connecticut Avenue Securities Trust 2022 | CAS | 7.5 | 12/25/2041 | 318,000.00 | 326,139.00 | 0.01 |
| 25470XAY1 | DISH Dbs Corp | DISH | 7.75 | 07/01/2026 | 550,000.00 | 488,827.00 | 0.01 |
| 25470XBB0 | DISH Dbs Corp | DISH | 7.38 | 07/01/2028 | 350,000.00 | 268,573.00 | 0.01 |
| 25470XBD6 | DISH Dbs Corp | DISH | 5.13 | 06/01/2029 | 425,000.00 | 309,996.00 | 0.01 |
| 3132DWES8 | Freddie Mac Pool | FR | 4.5 | 09/01/2052 | 262,092.00 | 249,719.00 | 0.01 |
| 3132DWDT7 | Freddie Mac Pool | FR | 3.5 | 05/01/2052 | 306,485.00 | 274,300.00 | 0.01 |
| 3132DVMA0 | Freddie Mac Pool | FR | 3.0 | 03/01/2052 | 508,295.00 | 442,186.00 | 0.01 |
| 3132DWAX1 | Freddie Mac Pool | FR | 2.5 | 01/01/2051 | 463,106.00 | 383,045.00 | 0.01 |
| 3132DWBZ5 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 454,847.00 | 375,254.00 | 0.01 |
| 279158AP4 | Ecopetrol Sa | ECOPET | 4.63 | 11/02/2031 | 440,000.00 | 379,552.00 | 0.01 |
| 26982AAC8 | Eagle Re 2021-2 Ltd | EMIR | 7.8 | 04/25/2034 | 502,675.00 | 506,245.00 | 0.01 |
| 29646AAD8 | Eskom Holdings Soc Ltd | ESKOM | 8.45 | 08/10/2028 | 290,000.00 | 305,950.00 | 0.01 |
| 542514FT6 | LONG Beach Mortgage Loan Trust 2004-2 | LBMLT | 4.35 | 06/25/2034 | 430,510.00 | 423,345.00 | 0.01 |
| 51889RAD1 | Laurel Road Prime Student Loan Trust 201 | LRK | — | 10/25/2048 | 1,209,887.00 | 432,046.00 | 0.01 |
| 57643LBZ8 | Mastr Asset Backed Securities Trust 2003 | MABS | 4.35 | 08/25/2033 | 379,182.00 | 419,992.00 | 0.01 |
| 59284MAA2 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 218,000.00 | 216,774.00 | 0.01 |
| 59284MAB0 | Mexico City Airport Trust | MEXCAT | 5.5 | 10/31/2046 | 415,000.00 | 348,892.00 | 0.01 |
| 55342UAH7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 5.0 | 10/15/2027 | 200,000.00 | 183,472.00 | 0.01 |
| 62916TAH2 | NLT 2025-inv1 Trust | NLT | 0.9 | 02/01/2070 | 10,617,674.00 | 355,692.00 | 0.01 |
| 62916TAE9 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 405,000.00 | 396,117.00 | 0.01 |
| 62916TAF6 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 319,000.00 | 302,759.00 | 0.01 |
| 644535AJ5 | NEW Gold Inc | NGDCN | 6.88 | 04/01/2032 | 305,000.00 | 313,012.00 | 0.01 |
| 62912XAF1 | NGPL Pipeco Llc | NGPLCO | 4.88 | 08/15/2027 | 500,000.00 | 497,190.00 | 0.01 |
| 600814AR8 | Millicom International Cellular Sa | TIGO | 4.5 | 04/27/2031 | 515,000.00 | 471,740.00 | 0.01 |
| 62854AAP9 | UTAH Acquisition Sub Inc | VTRS | 5.25 | 06/15/2046 | 520,000.00 | 420,065.00 | 0.01 |
| 71654QDC3 | Petroleos Mexicanos | PEMEX | 6.84 | 01/23/2030 | 500,000.00 | 492,000.00 | 0.01 |
| 71654QDL3 | Petroleos Mexicanos | PEMEX | 8.75 | 06/02/2029 | 514,000.00 | 540,877.00 | 0.01 |
| 71880KAA9 | Phinia Inc | PHIN | 6.75 | 04/15/2029 | 375,000.00 | 385,970.00 | 0.01 |
| 740212AL9 | Precision Drilling Corp | PDCN | 7.13 | 01/15/2026 | 225,000.00 | 224,122.00 | 0.01 |
| 74052HAB0 | Premier Entertainment Sub Llc / Premier | BALY | 5.88 | 09/01/2031 | 475,000.00 | 293,407.00 | 0.01 |
| 737446AQ7 | POST Holdings Inc | POST | 4.63 | 04/15/2030 | 225,000.00 | 214,928.00 | 0.01 |
| 74390WAC6 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 403,000.00 | 370,629.00 | 0.01 |
| 74390WAD4 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 393,000.00 | 355,556.00 | 0.01 |
| 74843PAB6 | Quikrete Holdings Inc | QUIKHO | 6.75 | 03/01/2033 | 240,000.00 | 246,193.00 | 0.01 |
| 651229BF2 | Newell Brands Inc | NWL | 6.38 | 05/15/2030 | 355,000.00 | 345,062.00 | 0.01 |
| 651229BG0 | Newell Brands Inc | NWL | 8.5 | 06/01/2028 | 510,000.00 | 534,996.00 | 0.01 |
| 67091TAD7 | OCP Sa | OCPMR | 3.75 | 06/23/2031 | 213,000.00 | 192,117.00 | 0.01 |
| 682680AT0 | Oneok Inc | OKE | 4.95 | 07/13/2047 | 255,000.00 | 213,074.00 | 0.01 |
| 68622TAB7 | Organon & Co / Organon Foreign Debt Co-i | OGN | 5.13 | 04/30/2031 | 450,000.00 | 389,244.00 | 0.01 |
| 68269JAH4 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 7.49 | 06/14/2038 | 200,000.00 | 207,260.00 | 0.01 |
| 682680BK8 | Oneok Inc | OKE | 5.8 | 11/01/2030 | 360,000.00 | 375,586.00 | 0.01 |
| 682687AD0 | Onemain Direct Auto Receivables Trust 20 | ODART | 1.62 | 11/14/2030 | 200,000.00 | 197,282.00 | 0.01 |
| 31418D2N1 | Fannie Mae Pool | FN | 3.0 | 07/01/2051 | 466,237.00 | 401,910.00 | 0.01 |
| 3138X1AJ5 | Fannie Mae Pool | FN | 3.0 | 08/01/2043 | 343,452.00 | 306,665.00 | 0.01 |
| 31418EBT6 | Fannie Mae Pool | FN | 3.0 | 02/01/2052 | 447,739.00 | 383,950.00 | 0.01 |
| 31418ECS7 | Fannie Mae Pool | FN | 3.5 | 04/01/2052 | 277,302.00 | 248,180.00 | 0.01 |
| 35564KWT2 | Freddie Mac Stacr Remic Trust 2022-dna4 | STACR | 7.7 | 05/25/2042 | 200,000.00 | 207,999.00 | 0.01 |
| 35640YAK3 | Freedom Mortgage Corp | FREMOR | 12.0 | 10/01/2028 | 175,000.00 | 187,105.00 | 0.01 |
| 32027NJU6 | First Franklin Mortgage Loan Trust 2004- | FFML | 4.35 | 08/25/2034 | 327,816.00 | 309,144.00 | 0.01 |
| 36268NAA8 | Boost Newco Borrower Llc | WRLDPY | 7.5 | 01/15/2031 | 200,000.00 | 211,453.00 | 0.01 |
| 373298BN7 | Georgia-pacific Llc | GP | 7.38 | 12/01/2025 | 400,000.00 | 403,245.00 | 0.01 |
| 38237CAA6 | Goodleap Sustainable Home Solutions Trus | GOOD | 6.5 | 07/20/2055 | 413,545.00 | 402,823.00 | 0.01 |
| 36168QAQ7 | GFL Environmental Inc | GFLCN | 6.75 | 01/15/2031 | 310,000.00 | 321,237.00 | 0.01 |
| 47232MAF9 | Jefferies Finance Llc / Jfin Co-issuer C | JEFFIN | 5.0 | 08/15/2028 | 400,000.00 | 385,824.00 | 0.01 |
| 45434L2H6 | Indian Railway Finance Corp Ltd | INRCIN | 3.57 | 01/21/2032 | 360,000.00 | 332,906.00 | 0.01 |
| 457030AK0 | Ingles Markets Inc | IMKTA | 4.0 | 06/15/2031 | 275,000.00 | 255,895.00 | 0.01 |
| 45344LAC7 | Crescent Energy Finance Llc | CRGYFN | 9.25 | 02/15/2028 | 326,000.00 | 338,826.00 | 0.01 |
| 42704LAG9 | HERC Holdings Inc | HRI | 7.25 | 06/15/2033 | 360,000.00 | 373,032.00 | 0.01 |
| 431318AZ7 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.25 | 04/15/2032 | 500,000.00 | 480,074.00 | 0.01 |
| XS29662403 | Talktalk Telecom Group Ltd | TALKLN | 11.75 | 03/01/2028 | 3,206,282.00 | 423,437.00 | 0.01 |
| SWB8ADQ5Y8 | Scds: (egypt) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 290,450.00 | 0.01 |
| SWB8ADQ5YB | Scds: (argent) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 511,872.00 | 0.01 |
| SWB8ADQ66E | Scds: (soaf) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 327,096.00 | 0.01 |
| SWB8ADQ64Q | Scds: (colom) | — | 1.0 | 06/20/2030 | -7,000,000.00 | 301,466.00 | 0.01 |
| SWB8ADQ657 | Scds: (ivycst) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 210,812.00 | 0.01 |
| SWB8ADC3D1 | SWP: Ois Sofr 3.719000 16-dec-2054_c | — | — | 12/16/2054 | -6,930,000.00 | 389,893.00 | 0.01 |
| SWB8ADQ5YN | Scds: (ngeria) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 297,423.00 | 0.01 |
| SWB8ADQ5YR | Scds: (brazil) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 183,053.00 | 0.01 |
| SFRH6 COMD | 3 MOnth Sofr Fut Mar26 | SFRH6 | — | 06/16/2026 | -97,622,700.00 | 192,107.00 | 0.01 |
| SWB8A5Z48U | SWP: Ois Gbp 1.150000 08-may-2031 - Payf | — | — | 05/08/2031 | -1,340,000.00 | 237,413.00 | 0.01 |
| GLDJ73N9JE | Sgd/usd Fwd 20250917 955 | SGD | — | 09/17/2025 | -34,329,139.00 | 359,746.00 | 0.01 |
| JDTURIVS64 | Czk/usd Fwd 20251022 Barcus33 | CZK | — | 10/22/2025 | -254,079,877.00 | 210,063.00 | 0.01 |
| JOF56EKN1A | Twd/usd Fwd 20250917 00651 | TWD | — | 09/17/2025 | -720,589,320.00 | 320,251.00 | 0.01 |
| NMLBK7K9GC | Sgd/usd Fwd 20250917 5 | SGD | — | 09/17/2025 | -19,209,166.00 | 185,176.00 | 0.01 |
| OEU5 COMDT | Euro-bobl Future Sep25 | OEU5 | — | 09/08/2025 | -33,055,645.00 | 208,001.00 | 0.01 |
| L8176HAF7 | Intelsat Emergence Sa | — | — | — | 19,703.00 | 229,668.00 | 0.01 |
| E8LVH0D2GV | Cnh/usd Fwd 20250917 Midlgb22 | CNH | — | 09/17/2025 | -343,211,213.00 | 333,033.00 | 0.01 |
| 922966AC0 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.5 | 01/15/2034 | 450,000.00 | 462,860.00 | 0.01 |
| 922966AD8 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.75 | 01/15/2036 | 450,000.00 | 462,863.00 | 0.01 |
| 922966AA4 | Venture Global Plaquemines Lng Llc | VEGLPL | 7.5 | 05/01/2033 | 438,000.00 | 472,975.00 | 0.01 |
| 97381AAA0 | Windstream Services Llc / Windstream Esc | WIN | 8.25 | 10/01/2031 | 345,000.00 | 361,460.00 | 0.01 |
| 963320BD7 | Whirlpool Corp | WHR | 6.13 | 06/15/2030 | 275,000.00 | 274,354.00 | 0.01 |
| 911365BP8 | United Rentals North America Inc | URI | 3.75 | 01/15/2032 | 325,000.00 | 295,761.00 | 0.01 |
| 912833X96 | United States Treasury Strip Coupon | S | — | 11/15/2035 | 870,000.00 | 544,156.00 | 0.01 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 470,667.00 | 471,479.00 | 0.01 |
| 893830BY4 | Transocean Inc | RIG | 8.25 | 05/15/2029 | 335,000.00 | 314,920.00 | 0.01 |
| 85207UAK1 | Sprint Llc | S | 7.63 | 03/01/2026 | 315,000.00 | 317,157.00 | 0.01 |
| 829259BH2 | Sinclair Television Group Inc | SBGI | 8.13 | 02/15/2033 | 275,000.00 | 281,241.00 | 0.01 |
| 87612GAE1 | Targa Resources Corp | TRGP | 6.15 | 03/01/2029 | 316,000.00 | 330,859.00 | 0.01 |
| 80007RAE5 | Sands China Ltd | SANLTD | 5.4 | 08/08/2028 | 344,000.00 | 347,762.00 | 0.01 |
| 80386WAC9 | Sasol Financing Usa Llc | SASOL | 4.38 | 09/18/2026 | 350,000.00 | 345,450.00 | 0.01 |
| 816196AV1 | Select Medical Corp | SEM | 6.25 | 12/01/2032 | 495,000.00 | 494,648.00 | 0.01 |
| 79546VAQ9 | Sally Holdings Llc / Sally Capital Inc | SBH | 6.75 | 03/01/2032 | 390,000.00 | 400,476.00 | 0.01 |
| 783186NH8 | Rutgers The State University Of New Jers | RUTHGR | 5.67 | 05/01/2040 | 200,000.00 | 201,537.00 | 0.01 |
| 75049GAB5 | Radnor Re 2021-2 Ltd | RMIR | 8.05 | 11/25/2031 | 473,996.00 | 480,989.00 | 0.01 |
| 75050KAA4 | Radnor Re 2023-1 Ltd | RMIR | 7.05 | 07/25/2033 | 374,158.00 | 375,863.00 | 0.01 |
| DSJFG12QBF | Brl/usd Fwd 20250804 Mslngb2x | BRL | — | 08/04/2025 | -68,002,769.00 | 307,053.00 | 0.01 |
| 983793AK6 | XPO Inc | XPO | 7.13 | 02/01/2032 | 385,000.00 | 400,811.00 | 0.01 |
| 98379KAB8 | XPO Inc | XPO | 7.13 | 06/01/2031 | 225,000.00 | 232,906.00 | 0.01 |
| B8AC5MQN3 | Diamond Sports Grp Llc- Cs | — | — | — | 28,420.00 | 381,311.00 | 0.01 |
| B8A9598C3 | Ferrellgas Escrow Llc 3/30/31 Preferred | — | 8.96 | 03/30/2031 | 545,000.00 | 545,000.00 | 0.01 |
| BF2F610 | Eskom Holdings Soc Ltd | ESKOM | 6.35 | 08/10/2028 | 213,000.00 | 216,371.00 | 0.01 |
| B8ADVAEX9 | NEW Generation Gas Gathering Llc | — | 4.34 | 09/30/2029 | 351,351.00 | 346,080.00 | 0.01 |
| B8ADGKST8 | NEW Generation Gas Gathering Llc | — | 4.34 | 09/30/2029 | 421,621.00 | 415,296.00 | 0.01 |
| B8ACXD562 | NEW Generation Gas Gathering Llc | — | 4.32 | 09/30/2029 | 351,351.00 | 346,081.00 | 0.01 |
| B8AD2HEC2 | Codere Group Topco S.a. A1 Equity | — | — | — | 10,406.00 | 237,506.00 | 0.01 |
| B8AD2HEJ7 | Codere Group Topco S.a. A2 Equity | — | — | — | 14,649.00 | 334,348.00 | 0.01 |
| BL4790764 | WSH Services Holding Ltd | WESTBU | 8.72 | 05/16/2031 | 275,000.00 | 363,254.00 | 0.01 |
| BHZL0J5 | Petrobras Global Finance Bv | PETBRA | 6.63 | 01/16/2034 | 300,000.00 | 386,141.00 | 0.01 |
| BL4579993 | Digicel Intl Finance Ltd | DLLTD | 11.78 | 05/25/2027 | 197,342.00 | 196,355.00 | 0.01 |
| BL4047090 | Tenneco Inc | TENINC | 9.17 | 11/17/2028 | 540,054.00 | 531,615.00 | 0.01 |
| B8AE3VDG0 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 71,561.00 | 70,973.00 | 0.00 |
| B8AE3VHV3 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 119,268.00 | 118,289.00 | 0.00 |
| BL4938314 | MAIN Street Sports Group | DSPORT | 12.0 | 01/02/2028 | 195,586.00 | 170,160.00 | 0.00 |
| B8AD2JA99 | Codere Group Topco S.a. Warrants | — | — | — | 34 | 310.00 | 0.00 |
| B8AD38TW1 | NEW Generation Gas - Unfunded | — | — | 09/30/2029 | 175,676.00 | 173,040.00 | 0.00 |
| B8AD9KJQ2 | Diamond Sports Grp Llc- Warrants | — | — | — | 53,156.00 | 10,227.00 | 0.00 |
| BBG014163P | Sfrz5c 99.25 Pit | SFRZ5C 99. | — | 12/12/2025 | -207,500.00 | -518.00 | 0.00 |
| BBG014163P | Sfrz5c 99.75 Pit | SFRZ5C 99. | — | 12/12/2025 | 455,000.00 | 1,137.00 | 0.00 |
| B8AA7A6U7 | Tfs_18-3 | — | — | 04/16/2040 | 1 | 1.00 | 0.00 |
| B8ACA1AA8 | Digicel Intl Fin Ltd | — | — | — | 9,592.00 | 113,928.00 | 0.00 |
| 9MVM74MMI4 | Inr/usd Fwd 20250917 Deutgb22 | INR | — | 09/17/2025 | 628,336,656.00 | -101,829.00 | 0.00 |
| A3155ORS3R | Clp/usd Fwd 20250917 Deutgb22 | CLP | — | 09/17/2025 | 2,360,589,000.00 | -113,808.00 | 0.00 |
| AO5H22TB1V | Sgd/usd Fwd 20250917 Mslngb2x | SGD | — | 09/17/2025 | -9,526,104.00 | 41,054.00 | 0.00 |
| APVKP2L48R | Pen/usd Fwd 20250917 Scseus31 | PEN | — | 09/17/2025 | 13,676,248.00 | 5,486.00 | 0.00 |
| AVKR2MH70K | Twd/usd Fwd 20250917 Mslngb2x | TWD | — | 09/17/2025 | 135,889,810.00 | -142,898.00 | 0.00 |
| DUU5 COMDT | Euro-schatz Fut Sep25 | DUU5 | — | 09/08/2025 | -27,120,732.00 | 89,750.00 | 0.00 |
| DAJ94LF8OI | Mxn/usd Fwd 20250917 Midlgb22 | MXN | — | 09/17/2025 | 142,394,819.00 | 180,046.00 | 0.00 |
| DRKD3AB5G1 | Twd/usd Fwd 20250917 Barcus33 | TWD | — | 09/17/2025 | -155,245,860.00 | 101,075.00 | 0.00 |
| CCGJO09O6L | Zar/usd Fwd 20250917 Barcus33 | ZAR | — | 09/17/2025 | 116,177,899.00 | -160,370.00 | 0.00 |
| CDCN0TRO7G | Php/usd Fwd 20250917 Msnyus33 | PHP | — | 09/17/2025 | 203,803,920.00 | -77,342.00 | 0.00 |
| BNRKHP7 | Serbia International Bond | SERBIA | 1.65 | 03/03/2033 | 139,000.00 | 131,958.00 | 0.00 |
| FXB8AE3MN9 | USD C Brl P @6.500000 Eo | — | — | 08/05/2025 | 4,255,000.00 | 1.00 | 0.00 |
| FXB8AE3MNA | USD C Brl P @5.550000 Eo | — | — | 08/05/2025 | -4,255,000.00 | -49,784.00 | 0.00 |
| FXB8AE4H2W | USD P Brl C @5.450000 Eo | — | — | 08/07/2025 | -2,131,000.00 | -505.00 | 0.00 |
| FXB8AE4H2X | USD P Brl C @4.900000 Eo | — | — | 08/07/2025 | 2,131,000.00 | 0.00 | 0.00 |
| FXB8AE4QS8 | USD C Try P @80.00000 Eo | — | — | 08/08/2025 | 4,266,000.00 | 414.00 | 0.00 |
| FXB8AE53WA | USD C Jpy P @170.0000 Eo | — | — | 08/14/2025 | 4,248,000.00 | 1.00 | 0.00 |
| FXB8AE53WB | USD C Jpy P @145.0000 Eo | — | — | 08/14/2025 | -4,248,000.00 | -156,941.00 | 0.00 |
| FXB8AE5AJV | USD C Try P @90.00000 Eo | — | — | 08/15/2025 | 2,122,000.00 | 478.00 | 0.00 |
| FXB8AE5AJW | USD C Try P @42.70000 Eo | — | — | 08/15/2025 | -2,122,000.00 | -6,209.00 | 0.00 |
| FXB8AE5M71 | EUR C Try P @50.00000 Eo | — | — | 08/14/2025 | -7,385,000.00 | -21,286.00 | 0.00 |
| FXB8AE5M7D | EUR C Try P @99.00000 Eo | — | — | 08/14/2025 | 7,385,000.00 | 644.00 | 0.00 |
| FXB8AE5NLL | USD C Cnh P @7.250000 Eo | — | — | 09/24/2025 | 50,667,000.00 | 80,950.00 | 0.00 |
| FXB8AE5NLM | USD P Cnh C @7.000000 Eo | — | — | 09/24/2025 | -50,667,000.00 | -25,591.00 | 0.00 |
| FXB8AE62TF | USD C Krw P @1400.00 Eo | — | — | 08/20/2025 | -4,249,000.00 | -27,612.00 | 0.00 |
| FXB8AE62TG | USD C Krw P @1550.00 Eo | — | — | 08/20/2025 | 4,249,000.00 | 22.00 | 0.00 |
| FXB8AE63BQ | EUR P Jpy C @172.0000 Eo | — | — | 08/21/2025 | -5,447,000.00 | -45,161.00 | 0.00 |
| FXB8AE63BR | EUR P Jpy C @150.0000 Eo | — | — | 08/21/2025 | 5,447,000.00 | 21.00 | 0.00 |
| FXB8AE656Z | USD P Jpy C @130.0000 Eo | — | — | 08/21/2025 | 6,373,000.00 | 27.00 | 0.00 |
| FXB8AE6570 | USD P Jpy C @148.0000 Eo | — | — | 08/21/2025 | -6,373,000.00 | -22,393.00 | 0.00 |
| FXB8AE6AD1 | EUR C Pln P @4.250000 Eo | — | — | 08/21/2025 | -3,633,000.00 | -36,312.00 | 0.00 |
| FXB8AE6AD2 | EUR C Pln P @4.600000 Eo | — | — | 08/21/2025 | 3,633,000.00 | 136.00 | 0.00 |
| FXB8AE6C0Y | EUR C Try P @99.00000 Eo | — | — | 08/21/2025 | 12,714,000.00 | 5,640.00 | 0.00 |
| FXB8AE6C3P | EUR C Try P @50.50000 Eo | — | — | 08/21/2025 | -12,714,000.00 | -65,224.00 | 0.00 |
| FXB8AE6LFQ | USD C Cop P @4150.00 Eo | — | — | 08/21/2025 | -2,977,000.00 | -55,657.00 | 0.00 |
| FXB8AE6LFR | USD C Cop P @5000.00 Eo | — | — | 08/21/2025 | 2,977,000.00 | 130.00 | 0.00 |
| FXB8AE6YJJ | EUR C Try P @50.50000 Eo | — | — | 08/26/2025 | -3,639,000.00 | -22,514.00 | 0.00 |
| FXB8AE6YJK | EUR C Try P @99.00000 Eo | — | — | 08/26/2025 | 3,639,000.00 | 1,671.00 | 0.00 |
| FXB8AE6YPZ | USD C Brl P @6.800000 Eo | — | — | 08/26/2025 | 2,554,000.00 | 204.00 | 0.00 |
| FXB8AE6YQ0 | USD C Brl P @5.690000 Eo | — | — | 08/26/2025 | -2,554,000.00 | -25,101.00 | 0.00 |
| FXB8AE7748 | USD C Try P @42.50000 Eo | — | — | 08/27/2025 | -2,130,000.00 | -14,043.00 | 0.00 |
| FXB8AE7749 | USD C Try P @99.00000 Eo | — | — | 08/27/2025 | 2,130,000.00 | 995.00 | 0.00 |
| FXB8AE7EBD | USD P Zar C @17.70000 Eo | — | — | 08/27/2025 | -2,555,000.00 | -6,099.00 | 0.00 |
| FXB8AE7EBE | USD P Zar C @16.00000 Eo | — | — | 08/27/2025 | 2,555,000.00 | 8.00 | 0.00 |
| FXB8AE7LR7 | USD C Mxn P @22.00000 Eo | — | — | 08/27/2025 | 3,846,000.00 | 239.00 | 0.00 |
| FXB8AE7LR8 | USD C Mxn P @19.20000 Eo | — | — | 08/27/2025 | -3,846,000.00 | -16,883.00 | 0.00 |
| FXB8AE7LV8 | USD C Try P @99.00000 Eo | — | — | 08/28/2025 | 4,259,000.00 | 2,207.00 | 0.00 |
| FXB8AE7LV9 | USD C Try P @42.60000 Eo | — | — | 08/28/2025 | -4,259,000.00 | -28,698.00 | 0.00 |
| FXB8AE7MGS | USD C Twd P @33.00 Eo | — | — | 08/27/2025 | 4,259,000.00 | 133.00 | 0.00 |
| FXB8AE7MGT | USD C Twd P @30.00 Eo | — | — | 08/27/2025 | -4,259,000.00 | -29,245.00 | 0.00 |
| 780153BG6 | Royal Caribbean Cruises Ltd | RCL | 5.5 | 04/01/2028 | 25,000.00 | 25,264.00 | 0.00 |
| 796253Z21 | CITY Of San Antonio Tx Electric & Gas Sy | SANUTL | 4.43 | 02/01/2042 | 120,000.00 | 111,990.00 | 0.00 |
| 7KDVPDTG4R | Twd/usd Fwd 20250917 Deutgb22 | TWD | — | 09/17/2025 | -154,886,170.00 | 113,150.00 | 0.00 |
| 7TS8PSMNPB | Eur/usd Spot 20250801 2568 | EUR | — | 08/01/2025 | 327,722.00 | -1,877.00 | 0.00 |
| 80290CBJ2 | Santander Bank Auto Credit-linked Notes | SBCLN | 11.37 | 12/15/2032 | 3,141.00 | 3,147.00 | 0.00 |
| 80290CBX1 | Santander Bank Auto Credit-linked Notes | SBCLN | 10.07 | 06/15/2033 | 89,881.00 | 90,752.00 | 0.00 |
| 78500AAA6 | SWF Holdings I Corp | SPRIND | 6.5 | 10/01/2029 | 325,000.00 | 123,473.00 | 0.00 |
| 81721MAM1 | Diversified Healthcare Trust | DHC | 4.75 | 02/15/2028 | 25,000.00 | 23,170.00 | 0.00 |
| 812127AA6 | Sealed Air Corp/sealed Air Corp Us | SEE | 6.13 | 02/01/2028 | 125,000.00 | 126,197.00 | 0.00 |
| 86359BBZ3 | Structured Asset Securities Corp Mortgag | SASC | 6.06 | 12/01/2033 | 159,554.00 | 156,564.00 | 0.00 |
| 86765BAV1 | Energy Transfer Lp | ET | 5.4 | 10/01/2047 | 60,000.00 | 53,386.00 | 0.00 |
| 90932LAH0 | United Airlines Inc | UAL | 4.63 | 04/15/2029 | 170,000.00 | 165,919.00 | 0.00 |
| 878091BC0 | Teachers Insurance & Annuity Association | TIAAGL | 6.85 | 12/16/2039 | 54,000.00 | 60,540.00 | 0.00 |
| 912834KP2 | United States Treasury Strip Coupon | S | — | 08/15/2041 | 165,000.00 | 74,118.00 | 0.00 |
| 912834PT9 | United States Treasury Strip Coupon | S | — | 11/15/2045 | 430,000.00 | 152,617.00 | 0.00 |
| 912834VE5 | United States Treasury Strip Coupon | S | — | 11/15/2049 | 580,000.00 | 168,540.00 | 0.00 |
| 912834VM7 | United States Treasury Strip Coupon | S | — | 02/15/2050 | 340,000.00 | 97,606.00 | 0.00 |
| 94V467EEF8 | Pen/usd Fwd 20250917 Deutgb22 | PEN | — | 09/17/2025 | 11,347,643.00 | -30,181.00 | 0.00 |
| 94973VBB2 | Elevance Health Inc | ELV | 4.65 | 01/15/2043 | 120,000.00 | 104,114.00 | 0.00 |
| 94GBKP18M3 | Gbp/usd Fwd 20251022 Midlgb22 | GBP | — | 10/22/2025 | 190,515.00 | -6,362.00 | 0.00 |
| 92328MAA1 | Venture Global Calcasieu Pass Llc | VENTGL | 3.88 | 08/15/2029 | 75,000.00 | 70,750.00 | 0.00 |
| 92328MAB9 | Venture Global Calcasieu Pass Llc | VENTGL | 4.13 | 08/15/2031 | 75,000.00 | 69,258.00 | 0.00 |
| FXB8ADEMDD | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 21,318,000.00 | 388.00 | 0.00 |
| FXB8ADEMDE | USD P Inr C @87.0000 Eo | — | — | 01/08/2026 | -13,730,000.00 | -82,491.00 | 0.00 |
| FXB8ADFXED | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 6,142,000.00 | 111.00 | 0.00 |
| FXB8AE2DW0 | USD C Cnh P @7.250000 Eo | — | — | 09/24/2025 | -50,667,000.00 | -80,950.00 | 0.00 |
| FXB8AE2DW1 | USD P Cnh C @7.000000 Eo | — | — | 09/24/2025 | 50,667,000.00 | 25,591.00 | 0.00 |
| FXB8AE2DW2 | USD C Cnh P @7.950000 Eo | — | — | 09/24/2025 | 50,667,000.00 | 368.00 | 0.00 |
| FXB8AE2LKU | USD C Krw P @1750.00 Eo | — | — | 09/25/2025 | 11,836,000.00 | 18.00 | 0.00 |
| FXB8AE2LKV | USD P Krw C @1331.00 Eo | — | — | 09/25/2025 | 11,836,000.00 | 23,488.00 | 0.00 |
| FXB8AE2TVG | USD P Twd C @21.00 Eo | — | — | 08/27/2025 | 4,236,000.00 | 3.00 | 0.00 |
| FXB8AE2TVH | USD P Twd C @27.70 Eo | — | — | 08/27/2025 | -2,118,000.00 | -626.00 | 0.00 |
| FXB8AE30W4 | USD P Twd C @21.00 Eo | — | — | 08/27/2025 | 4,236,000.00 | 3.00 | 0.00 |
| FXB8AE30W5 | USD P Twd C @27.70 Eo | — | — | 08/27/2025 | -2,118,000.00 | -626.00 | 0.00 |
| FXB8AE3LBR | USD P Twd C @24.00 Eo | — | — | 08/05/2025 | 2,127,000.00 | 0.00 | 0.00 |
| FXB8AE3LBS | USD P Twd C @28.00 Eo | — | — | 08/05/2025 | -2,127,000.00 | -4.00 | 0.00 |
| FXB8AE3M5Q | USD C Try P @80.00000 Eo | — | — | 08/01/2025 | 2,127,000.00 | 0.00 | 0.00 |
| FXB8AE3MA7 | EUR P Usd C @1.050000 Eo | — | — | 08/05/2025 | 10,818,000.00 | 0.00 | 0.00 |
| MPKRGCDJM1 | Php/usd Fwd 20250917 Citius33 | PHP | — | 09/17/2025 | 204,250,545.00 | -69,682.00 | 0.00 |
| L1JHQLEEHQ | Idr/usd Fwd 20250917 955 | IDR | — | 09/17/2025 | -48,532,032,000.00 | 31,369.00 | 0.00 |
| L5217E120 | Intelsat Emergence Sa | — | — | — | 19,703.00 | 1.00 | 0.00 |
| L54T2TK5BE | Jpy/usd Fwd 20251022 Mslngb2x | JPY | — | 10/22/2025 | 1,441,141,916.00 | -133,598.00 | 0.00 |
| P3IF6RNLKE | Huf/usd Fwd 20251022 Barcus33 | HUF | — | 10/22/2025 | 795,246,674.00 | -46,564.00 | 0.00 |
| JEBTIPE3FN | Zar/usd Fwd 20250917 5 | ZAR | — | 09/17/2025 | -52,029,878.00 | 26,418.00 | 0.00 |
| JLIBR0E7O8 | Idr/usd Fwd 20250917 Deutgb22 | IDR | — | 09/17/2025 | -96,089,139,300.00 | 52,097.00 | 0.00 |
| H919UE4QDK | Gbp/usd Spot 20250801 Mslngb2x | GBP | — | 08/01/2025 | 631,743.00 | -4,220.00 | 0.00 |
| IGUOO1RTDK | Eur/usd Fwd 20251022 Bnpafrpp | EUR | — | 10/22/2025 | -6,847,894.00 | 132,838.00 | 0.00 |
| SWB8A9BSFK | Simon Property Group Lp Cds 20260620 | — | 1.0 | 06/20/2026 | 1,980,000.00 | 16,529.00 | 0.00 |
| SWB8A9BXVF | Verizon Communications Inc Cds 20260620 | — | 1.0 | 06/20/2026 | 680,000.00 | 5,201.00 | 0.00 |
| SWB8A9BXVL | General Motors Co Cds 20260620 | — | 5.0 | 06/20/2026 | 2,230,000.00 | 103,729.00 | 0.00 |
| SFRU5 COMD | 3 MOnth Sofr Fut Sep25 | SFRU5 | — | 12/16/2025 | -110,608,575.00 | 181,329.00 | 0.00 |
| SFRZ5 COMD | 3 MOnth Sofr Fut Dec25 | SFRZ5 | — | 03/17/2026 | -97,409,550.00 | 181,957.00 | 0.00 |
| SMVGEAFO5Q | Inr/usd Fwd 20250917 00187 | INR | — | 09/17/2025 | -955,056,983.00 | 80,188.00 | 0.00 |
| SWB8A5Z0AY | SWP: Ois 1.000000 08-may-2026 | — | — | 05/08/2026 | -2,090,000.00 | 59,043.00 | 0.00 |
| P77RJR69BP | Pen/usd Fwd 20250917 Bnpafrpp | PEN | — | 09/17/2025 | 12,056,431.00 | -32,190.00 | 0.00 |
| PNEL17G98B | Eur/usd Fwd 20251022 00187 | EUR | — | 10/22/2025 | -164,702.00 | 5,868.00 | 0.00 |
| Q7EPA6CIK3 | Idr/usd Fwd 20250917 Barcus33 | IDR | — | 09/17/2025 | -72,829,215,360.00 | 45,167.00 | 0.00 |
| QHJTQVHDIK | Pln/usd Fwd 20251022 Barcus33 | PLN | — | 10/22/2025 | 5,232,379.00 | -38,582.00 | 0.00 |
| RHQA3HAAJB | Inr/usd Fwd 20250829 Midlgb22 | INR | — | 08/29/2025 | 591,007,850.00 | -122,279.00 | 0.00 |
| RO3DECTC9V | Idr/usd Fwd 20250917 Citius33 | IDR | — | 09/17/2025 | 15,738,574,500.00 | 1,431.00 | 0.00 |
| RXU5 COMDT | Euro-bund Future Sep25 | RXU5 | — | 09/08/2025 | -3,848,355.00 | 33,331.00 | 0.00 |
| SB31ONQNTV | Pen/usd Fwd 20250917 Citius33 | PEN | — | 09/17/2025 | 37,928,976.00 | -70,067.00 | 0.00 |
| SWB8AC75R7 | SWP: Ois Sofr 3.709000 15-dec-2027 | — | — | 12/15/2027 | -10,000,000.00 | -10,107.00 | 0.00 |
| SWB8AC77F7 | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -10,000,000.00 | -171,345.00 | 0.00 |
| SWB8AC8KAM | Israel Electric Corp Ltd Cds 20280920 | — | 1.0 | 09/20/2028 | -3,000,000.00 | -12,893.00 | 0.00 |
| SWB8ACHXNL | South Africa (republic Of) Cds 20260620 | — | 1.0 | 06/20/2026 | -20,000,000.00 | -110,111.00 | 0.00 |
| SWB8ACJV79 | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -5,000,000.00 | -85,672.00 | 0.00 |
| ISP7LGLSVU | Eur/usd Fwd 20251022 2568 | EUR | — | 10/22/2025 | -327,722.00 | 1,840.00 | 0.00 |
| SWB8A9T2SV | Halliburton Company Cds 20261220 | — | 1.0 | 12/20/2026 | 910,000.00 | 9,785.00 | 0.00 |
| SWB8ABUSVQ | SWP: Ois Sofr 4.805090 31-aug-2025 | — | — | 08/31/2025 | -24,570,000.00 | -5,192.00 | 0.00 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -12,090,000.00 | -91,265.00 | 0.00 |
| SWB8AC2JAV | Romania (republic Of) Cds 20291220 | — | 1.0 | 12/20/2029 | -4,500,000.00 | 59,351.00 | 0.00 |
| SWB8ACMF76 | Cleveland-cliffs Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -172,873.00 | 0.00 |
| SWB8ADG4K3 | Scds: (pemex) 4.10000 Mar 23, 2026 | — | 4.1 | 03/23/2026 | 5,800,000.00 | 72,468.00 | 0.00 |
| SWB8ADGPJ3 | Scds: (greece) 1.00000 20 Dec, 2027 | — | 1.0 | 12/20/2027 | 565,000.00 | 10,822.00 | 0.00 |
| SWB8ADGPJR | Scds: (greece) 1.00000 20 Jun, 2027 | — | 1.0 | 06/20/2027 | 750,000.00 | 12,327.00 | 0.00 |
| SWB8ACMF8K | Organon & Co Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -169,897.00 | 0.00 |
| SWB8ACMF99 | Murphy Oil Corporation Cds 20290620 | — | 1.0 | 06/20/2029 | -1,950,000.00 | 25,932.00 | 0.00 |
| SWB8ACX1VG | CDS: (gs_24-pc-a Jul 24) | — | 1.65 | 08/02/2027 | 13,569,691.00 | 35,246.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 3,030,000.00 | 12,608.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 3,030,000.00 | 12,382.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 3,030,000.00 | 12,648.00 | 0.00 |
| SWB8AD4RC0 | Lincoln National Corporation Cds 2029122 | — | 1.0 | 12/20/2029 | 5,300,000.00 | 6,080.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 10,000,000.00 | -1,524.00 | 0.00 |
| SWB8ADQ5YU | Scds: (bhrain) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,670.00 | 0.00 |
| SWB8ADQ5YX | Scds: (moroc) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,430.00 | 0.00 |
| SWB8ADQ606 | Scds: (ksa) | — | 1.0 | 06/20/2030 | -5,000,000.00 | -93,720.00 | 0.00 |
| SWB8ADQ60D | Scds: (malays) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -81,818.00 | 0.00 |
| SWB8ADQ611 | Scds: (chile) | — | 1.0 | 06/20/2030 | -6,000,000.00 | -125,984.00 | 0.00 |
| SWB8ADJ71C | Scds: (pemex) 4.75.00000 07 May, 2026 | — | 4.75 | 05/07/2026 | 3,983,600.00 | 89,290.00 | 0.00 |
| SWB8ADD5V2 | Petroleos Mexicanos Cds 20251224 | — | 3.75 | 12/24/2025 | 2,017,796.00 | 16,147.00 | 0.00 |
| SWB8ADJCRS | Scds: (paclif) | — | 2.5 | 08/20/2035 | 1,000,000.00 | -7,390.00 | 0.00 |
| SWB8ADPMK7 | Trswap: Trsbench20 Index 09/19/2025 Gsis | — | — | 09/19/2025 | -41,231.00 | -28,198.00 | 0.00 |
| SWB8ADQ664 | Scds: (indon) | — | 1.0 | 06/20/2030 | -8,000,000.00 | -107,549.00 | 0.00 |
| SWB8ADQ668 | Scds: (panama) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 62,928.00 | 0.00 |
| SWB8ADQ66B | Scds: (peru) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -34,547.00 | 0.00 |
| SWB8ADPW5S | Scds: (bmo) | — | 1.25 | 11/20/2029 | 835,000.00 | -1,143.00 | 0.00 |
| SWB8ADPW5V | Scds: (cm) | — | 1.1 | 06/20/2028 | 665,000.00 | 2,661.00 | 0.00 |
| SWB8ADQ1J2 | Scds: (softbk) | — | 1.0 | 06/22/2026 | 2,915,000.00 | 2,766.00 | 0.00 |
| SWB8ADQ5Y5 | Scds: (adgb) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -65,496.00 | 0.00 |
| SWB8ADQ66L | Scds: (philip) | — | 1.0 | 06/20/2030 | -3,000,000.00 | -57,770.00 | 0.00 |
| SWB8ADQ5YK | Scds: (domrep) | — | 1.0 | 06/20/2030 | -2,000,000.00 | 56,684.00 | 0.00 |
| SWB8ADQ67C | Scds: (oman) | — | 1.0 | 06/20/2030 | -2,000,000.00 | -22,331.00 | 0.00 |
| SWB8ADQ67F | Scds: (mex) | — | 1.0 | 06/20/2030 | -9,000,000.00 | 24,815.00 | 0.00 |
| TYU5 COMDT | US 10yr Note (cbt)sep25 | TYU5 | — | 09/19/2025 | -78,076,938.00 | -37,688.00 | 0.00 |
| UGH9C1OUNB | Thb/usd Fwd 20250917 221 | THB | — | 09/17/2025 | 77,556,353.00 | 8,439.00 | 0.00 |
| TOD9USBOQM | Brl/usd Fwd 20250903 5 | BRL | — | 09/03/2025 | 108,555,137.00 | -74,600.00 | 0.00 |
| UT0DUI9LE7 | Mxn/usd Fwd 20250917 Deutgb22 | MXN | — | 09/17/2025 | -113,098,607.00 | -109,099.00 | 0.00 |
| UXYU5 COMD | US 10yr Ultra Fut Sep25 | UXYU5 | — | 09/19/2025 | 37,768,094.00 | 88,996.00 | 0.00 |
| VUTSFU88UF | Gbp/usd Fwd 20251022 Mslngb2x | GBP | — | 10/22/2025 | -631,743.00 | 4,174.00 | 0.00 |
| SWB8ADQQNQ | 10Y Rtr 3.207500 25-sep-2025 | — | — | 09/25/2025 | -9,770,000.00 | -5,111.00 | 0.00 |
| SWB8ADQQR4 | 10Y Rtr 3.532500 25-sep-2025 | — | — | 09/25/2025 | 4,885,000.00 | 13,491.00 | 0.00 |
| SWB8ADV1SG | 10Y Rtr 0.400000 25-sep-2025 | — | — | 09/25/2025 | 4,885,000.00 | 0.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 1,790,000.00 | 14,151.00 | 0.00 |
| SWB8AE3GRR | Scds: (panama) | — | 1.0 | 06/20/2028 | -3,740,000.00 | 18,503.00 | 0.00 |
| SWB8AE3GS3 | Scds: (panama) | — | 1.0 | 06/20/2028 | 3,740,000.00 | -18,503.00 | 0.00 |
| SWB8AE3N15 | Scds: (serbia) | — | 1.0 | 06/20/2029 | 520,000.00 | -5,784.00 | 0.00 |
| 46630GAM7 | JP Morgan Mortgage Trust 2007-a1 | JPMMT | 6.2 | 07/01/2035 | 6,642.00 | 6,650.00 | 0.00 |
| 46639YAT4 | JP Morgan Chase Commercial Mortgage Secu | JPMCC | 0.46 | 04/01/2046 | 23,322,426.00 | 63,646.00 | 0.00 |
| 46644ABJ0 | Jpmbb Commercial Mortgage Securities Tru | JPMBB | 0.41 | 02/01/2048 | 52,766,000.00 | 527.00 | 0.00 |
| 513272AD6 | LAMB Weston Holdings Inc | LW | 4.13 | 01/31/2030 | 175,000.00 | 166,287.00 | 0.00 |
| 4R7JLOSOA9 | Try/usd Fwd 20250813 Midlgb22 | TRY | — | 08/13/2025 | -9,284,377.00 | 15,967.00 | 0.00 |
| 38141GWV2 | Goldman Sachs Group Inc/the | GS | 3.81 | 04/23/2029 | 35,000.00 | 34,353.00 | 0.00 |
| 38141GWZ3 | Goldman Sachs Group Inc/the | GS | 4.22 | 05/01/2029 | 135,000.00 | 134,027.00 | 0.00 |
| 35564KJP5 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 6.45 | 09/25/2041 | 100,000.00 | 100,875.00 | 0.00 |
| 35564KMH9 | Freddie Mac Stacr Remic Trust 2021-dna7 | STACR | 6.15 | 11/25/2041 | 100,000.00 | 100,719.00 | 0.00 |
| 35564KNS4 | Freddie Mac Stacr Remic Trust 2021-hqa4 | STACR | 6.7 | 12/25/2041 | 100,000.00 | 101,459.00 | 0.00 |
| 35564KQC6 | Freddie Mac Stacr Remic Trust 2022-dna1 | STACR | 6.85 | 01/25/2042 | 70,000.00 | 71,284.00 | 0.00 |
| 3137BPW39 | Freddie Mac Multifamily Structured Pass | FHMS | 1.33 | 03/01/2026 | 19,317,942.00 | 116,709.00 | 0.00 |
| 682680BU6 | Oneok Inc | OKE | 4.2 | 12/01/2042 | 125,000.00 | 96,210.00 | 0.00 |
| 677632PA3 | OHIO State University/the | OHSHGR | 4.8 | 06/01/2111 | 180,000.00 | 148,385.00 | 0.00 |
| 74390WAE2 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 139,000.00 | 123,315.00 | 0.00 |
| 706451BR1 | Petroleos Mexicanos | PEMEX | 6.63 | 06/15/2038 | 42,000.00 | 34,460.00 | 0.00 |
| 69LJ4CC5OK | Clp/usd Fwd 20250917 Barcus33 | CLP | — | 09/17/2025 | 1,959,584,052.00 | -105,127.00 | 0.00 |
| 6OO9R72I4J | Thb/usd Fwd 20250917 Midlgb22 | THB | — | 09/17/2025 | -327,088,099.00 | 14,236.00 | 0.00 |
| 651229BE5 | Newell Brands Inc | NWL | 6.63 | 05/15/2032 | 185,000.00 | 176,986.00 | 0.00 |
| 62916TAG4 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 200,000.00 | 180,978.00 | 0.00 |
| 62916TAK5 | NLT 2025-inv1 Trust | NLT | 0.4 | 02/01/2070 | 10,617,674.00 | 86,416.00 | 0.00 |
| 55342UAM6 | MPT Operating Partnership Lp / Mpt Finan | MPW | 3.5 | 03/15/2031 | 250,000.00 | 170,799.00 | 0.00 |
| 55342UAQ7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 8.5 | 02/15/2032 | 125,000.00 | 130,031.00 | 0.00 |
| 55JF5BO35B | Cnh/usd Fwd 20250917 00187 | CNH | — | 09/17/2025 | 54,771,654.00 | -40,435.00 | 0.00 |
| 55336VAL4 | MPLX Lp | MPLX | 5.2 | 03/01/2047 | 145,000.00 | 125,856.00 | 0.00 |
| 58CJ12TL3B | Php/usd Fwd 20250917 955 | PHP | — | 09/17/2025 | 456,879,057.00 | -125,562.00 | 0.00 |
| 534187BA6 | Lincoln National Corp | LNC | 7.0 | 06/15/2040 | 32,000.00 | 35,213.00 | 0.00 |
| 2EBRE3NO9T | Pen/usd Fwd 20250917 Mslngb2x | PEN | — | 09/17/2025 | 15,210,899.00 | 57,839.00 | 0.00 |
| 29279FAA7 | Energy Transfer Lp | ET | 6.25 | 04/15/2049 | 75,000.00 | 73,996.00 | 0.00 |
| 29273RBF5 | Energy Transfer Lp | ET | 5.15 | 03/15/2045 | 55,000.00 | 48,227.00 | 0.00 |
| 29273RBL2 | Energy Transfer Lp | ET | 5.3 | 04/15/2047 | 125,000.00 | 110,027.00 | 0.00 |
| 276480AD2 | Eastern Gas Transmission & Storage Inc | BRKHEC | 4.6 | 12/15/2044 | 125,000.00 | 105,026.00 | 0.00 |
| 26882PAR3 | ERAC Usa Finance Llc | ENTERP | 6.7 | 06/01/2034 | 110,000.00 | 122,676.00 | 0.00 |
| 26442CAN4 | DUKE Energy Carolinas Llc | DUK | 4.0 | 09/30/2042 | 50,000.00 | 41,117.00 | 0.00 |
| 25381HAD0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 128,950.00 | 12.00 | 0.00 |
| 25381HAM0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 44,436.00 | 0.00 | 0.00 |
| 1MH3IMPQO2 | Mxn/usd Fwd 20250917 955 | MXN | — | 09/17/2025 | -61,248,740.00 | -77,174.00 | 0.00 |
| 200474AA2 | COMM 2015-lc19 Mortgage Trust | COMM | 0.17 | 02/01/2048 | 123,049,000.00 | 1,230.00 | 0.00 |
| 173106AE5 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 179,547.00 | 134,540.00 | 0.00 |
| 173106AF2 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 64,822.00 | 45,088.00 | 0.00 |
| 173106AG0 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 164,547.00 | 19,450.00 | 0.00 |
| 173106AH8 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 298,199.00 | 23,440.00 | 0.00 |
| 173106AJ4 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 8,977,208.00 | 897.00 | 0.00 |
| 173106AK1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 9,726.00 | 8,656.00 | 0.00 |
| 17307GNR5 | Citigroup Mortgage Loan Trust Inc | CMLTI | 4.35 | 02/25/2035 | 136,402.00 | 126,497.00 | 0.00 |
| 17332HAF2 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 235,634.00 | 155,054.00 | 0.00 |
| 17332HAG0 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 176,744.00 | 105,350.00 | 0.00 |
| 17332HAH8 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 111,951.00 | 61,683.00 | 0.00 |
| 17332HAJ4 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 141,395.00 | 60,860.00 | 0.00 |
| 17332HAK1 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.03 | 01/01/2064 | 134,411.00 | 53,029.00 | 0.00 |
| 17332HAL9 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 11,444,087.00 | 1,144.00 | 0.00 |
| 17332HAM7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 20,600.00 | 18,230.00 | 0.00 |
| 17888HAA1 | Civitas Resources Inc | CIVI | 8.38 | 07/01/2028 | 125,000.00 | 128,693.00 | 0.00 |
| 18060TAD7 | Clarios Global Lp / Clarios Us Finance C | POWSOL | 6.75 | 02/15/2030 | 100,000.00 | 102,728.00 | 0.00 |
| 12654FAC4 | COMM 2024-277p Mortgage Trust | COMM | 0.66 | 08/10/2044 | 5,300,000.00 | 140,161.00 | 0.00 |
| 126673KY7 | Cwabs Asset-backed Certificates Trust 20 | CWL | 5.52 | 11/25/2034 | 3,699.00 | 4,380.00 | 0.00 |
| 13342BAF2 | Cameron International Corp | SLB | 5.95 | 06/01/2041 | 100,000.00 | 96,653.00 | 0.00 |
| 161630AC2 | Chase Mortgage Finance Trust Series 2007 | CHASE | 6.51 | 02/01/2037 | 17,152.00 | 17,003.00 | 0.00 |
| 143658BQ4 | Carnival Corp | CCL | 4.0 | 08/01/2028 | 125,000.00 | 120,931.00 | 0.00 |
| 12489WGJ7 | Credit-based Asset Servicing And Securit | CBASS | 3.38 | 12/01/2032 | 42,488.00 | 41,053.00 | 0.00 |
| 0E6D8PCVH9 | Mxn/usd Fwd 20250917 Mslngb2x | MXN | — | 09/17/2025 | -38,987,712.00 | -21,808.00 | 0.00 |
| 0F0721204V | Sgd/usd Fwd 20250917 00187 | SGD | — | 09/17/2025 | -14,581,852.00 | 155,508.00 | 0.00 |
| 071734AL1 | Bausch Health Cos Inc | BHCCN | 5.25 | 02/15/2031 | 275,000.00 | 166,375.00 | 0.00 |
| 07384YLS3 | BEAR Stearns Asset Backed Securities Tru | BSABS | 4.35 | 06/25/2043 | 41,342.00 | 40,917.00 | 0.00 |
| 07556QBR5 | Beazer Homes Usa Inc | BZH | 5.88 | 10/15/2027 | 150,000.00 | 149,620.00 | 0.00 |
| 071734AJ6 | Bausch Health Cos Inc | BHCCN | 5.25 | 01/30/2030 | 275,000.00 | 176,000.00 | 0.00 |
| 65MR6A510A | Php/usd Fwd 20250917 Midlgb22 | PHP | — | 09/17/2025 | 944,830,404.00 | -488,471.00 | -0.01 |
| SWB8AE6U9X | Cdx.na.ig.44.v1 5yr Rtp @ 70.00000 | — | — | 10/15/2025 | -407,760,000.00 | -265,617.00 | -0.01 |
| SWB8AE6UBC | Cdx.na.ig.44.v1 5yr Rtr @ 47.50000 | — | — | 10/15/2025 | -407,760,000.00 | -216,982.00 | -0.01 |
| SWZ9707Z0K | ICE: (cdx.na.hy.44.v1) | — | 5.0 | 06/20/2030 | -6,000,000.00 | -468,335.00 | -0.01 |
| TLFFEUA51B | Inr/usd Fwd 20250917 221 | INR | — | 09/17/2025 | 1,604,382,689.00 | -395,179.00 | -0.01 |
| SWB8ADFE25 | SWP: Ois Sofr 4.129500 15-jan-2055_c | — | — | 01/15/2055 | -13,780,000.00 | -198,128.00 | -0.01 |
| SWB8ADQ61H | Scds: (china) | — | 1.0 | 06/20/2030 | -9,000,000.00 | -246,624.00 | -0.01 |
| SWB8ACMV5H | SWP: Ois Gbp 3.950000 08-may-2030_c | — | — | 05/08/2030 | -15,090,000.00 | -194,021.00 | -0.01 |
| SWB8ACMF8N | Medline Borrower Lp Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -315,086.00 | -0.01 |
| SWB8ADC3CY | SWP: Ois Sofr 3.805000 16-dec-2049_c | — | — | 12/16/2049 | 7,820,000.00 | -346,242.00 | -0.01 |
| SWB8ACMF7C | Weatherford International Ltd Cds 202906 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -289,572.00 | -0.01 |
| SWB8ACMF7K | Venture Global Lng Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -235,131.00 | -0.01 |
| SWB8ACMF7N | UBER Technologies Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -336,155.00 | -0.01 |
| SWB8ACMF7V | Tenet Healthcare Corporation Cds 2029062 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -290,517.00 | -0.01 |
| SWB8ACMF81 | United Rentals (north America) Inc Cds 2 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -322,814.00 | -0.01 |
| SWB8ACMF84 | Safeway Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -329,792.00 | -0.01 |
| SWB8ACMF87 | POST Holdings Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -290,201.00 | -0.01 |
| SWB8ACMF8A | Frontier Communications Holdings Llc Cds | — | 5.0 | 06/20/2029 | -1,950,000.00 | -332,171.00 | -0.01 |
| SWB8ACMF8D | PG&E Corporation Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -231,588.00 | -0.01 |
| SWB8ACMF8G | Louisiana Pacific Corp Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -325,903.00 | -0.01 |
| SWB8AC2JGK | Cswap: Eur/usd 3.1% 27-sep-2029 | — | — | 09/27/2029 | -4,500,000.00 | -384,572.00 | -0.01 |
| SFRM5 COMD | 3 MOnth Sofr Fut Jun25 | SFRM5 | — | 09/16/2025 | 477,948,406.00 | -225,333.00 | -0.01 |
| SWB8ACJV7C | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -15,000,000.00 | -257,018.00 | -0.01 |
| SWB8ACMDVE | SWP: Ois Sofr 4.735000 13-may-2026 | — | — | 05/13/2026 | -45,000,000.00 | -183,072.00 | -0.01 |
| SWB8ACMF4E | ADT Security Corp Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -308,152.00 | -0.01 |
| SWB8ACMF4L | Antero Resources Corp Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -315,721.00 | -0.01 |
| SWB8ACMF4S | Standard Building Solutions Inc Cds 2029 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -320,617.00 | -0.01 |
| SWB8ACMF4Z | Bombardier Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -282,225.00 | -0.01 |
| SWB8ACMF67 | Chesapeake Energy Corporation Cds 202906 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -315,793.00 | -0.01 |
| SWB8ACMF6A | EQM Midstream Partners Lp Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -322,732.00 | -0.01 |
| SWB8ACMF6K | Caesars Entertainment Inc (delaware) Cds | — | 5.0 | 06/20/2029 | -1,950,000.00 | -216,413.00 | -0.01 |
| SWB8ACMF6N | GFL Environmental Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -323,565.00 | -0.01 |
| SWB8ACMF6R | HUB International Ltd Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -311,959.00 | -0.01 |
| SWB8ACMF6X | Hilton Domestic Operating Company Inc Cd | — | 5.0 | 06/20/2029 | -1,950,000.00 | -316,185.00 | -0.01 |
| SWB8ACMF73 | Genworth Holdings Inc Cds 20290620 | — | 5.0 | 06/20/2029 | -1,950,000.00 | -291,880.00 | -0.01 |
| Q0AVOTNDI2 | Idr/usd Fwd 20250917 Midlgb22 | IDR | — | 09/17/2025 | 452,620,452,360.00 | -340,588.00 | -0.01 |
| IHBU5 INDE | IBIG Iboxx Ishr Sep25 | IHBU5 | — | 09/02/2025 | -119,057,400.00 | -536,251.00 | -0.01 |
| KH8H1UAJRB | Brl/usd Fwd 20250804 5 | BRL | — | 08/04/2025 | 68,002,769.00 | -191,023.00 | -0.01 |
| FXB8AE3MA8 | EUR P Usd C @1.170000 Eo | — | — | 08/05/2025 | -10,818,000.00 | -293,218.00 | -0.01 |
| FXB8AE2LKT | USD C Krw P @1385.00 Eo | — | — | 09/25/2025 | -11,836,000.00 | -193,796.00 | -0.01 |
| 94N35HPPKO | Krw/usd Fwd 20250917 Scseus31 | KRW | — | 09/17/2025 | 18,925,042,660.00 | -319,107.00 | -0.01 |
| BKAD44DA6R | Eur/usd Fwd 20250806 Citius33 | EUR | — | 08/06/2025 | 12,113,030.00 | -222,149.00 | -0.01 |
| FVU5 COMDT | US 5yr Note (cbt) Sep25 | FVU5 | — | 09/30/2025 | -421,870,313.00 | -777,911.00 | -0.02 |
| SWB8ADCX6N | SWP: Ois Sofr 3.994870 20-dec-2044_c | — | — | 12/20/2044 | 41,330,000.00 | -549,182.00 | -0.02 |
| SWB8ADPVZV | Trswap: Trsbench23 Index 09/19/2025 Jpms | — | — | 09/19/2025 | -724,667.00 | -770,333.00 | -0.02 |
| SWB8ADGWY2 | SWP: Ois Sofr 4.110000 28-jan-2029_c | — | — | 01/28/2029 | -91,780,000.00 | -1,575,341.00 | -0.04 |
| SWB8ADQ68K | CDS: (cdx.em.43.v1) | — | 1.0 | 06/20/2030 | 100,000,000.00 | -2,190,400.00 | -0.06 |
| SWB8AE05AV | Trswap: Iboxig Index 12/22/2025 Jpmsw_r | — | — | 12/22/2025 | -279,377.00 | -2,201,074.00 | -0.06 |
| 01F030694 | Fannie Mae Or Freddie Mac | FNCL | 3.0 | 09/15/2055 | -2,500,000.00 | -2,139,520.00 | -0.06 |
| WNU5 COMDT | US Ultra Bond Cbt Sep25 | WNU5 | — | 09/19/2025 | -181,482,438.00 | -4,021,367.00 | -0.11 |
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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 Absolute Return Bond Fund.
Gregory Peters
Co-Chief Investment Officer
Gregory Peters' Biography
Robert Tipp, CFA
Chief Investment Strategist, Head of Global Bonds
Robert Tipp, CFA's Biography
Richard Piccirillo
Co-Head of Multi-Sector Fixed Income Strategies
Richard Piccirillo's Biography
Matthew Angelucci, CFA
Co-Senior Portfolio Manager, Global Bonds
Matthew Angelucci, CFA's Biography
Tyler Thorn
Portfolio Manager, Multi-Sector Strategies
Tyler Thorn's Biography
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. Overweight/Underweights are benchmarked against the Bloomberg US Aggregate Bond Index, which covers the USD-denominated, investment-grade, fixed-rate or step up, taxable bond market of SEC-registered securities and includes bonds from Treasury, Government- Related, Corporate, MBS (agency fixed-rate & hybrid ARM passthroughs), ABS, & CMBS sectors. Securities included in the index must have at least 1 year until final maturity & be rated investment-grade (Baa3/ BBB-/BBB-) or better using middle rating of Moody’s, S&P, & Fitch. All indexes and averages are unmanaged. 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.
4363394 Ed. 04/2025
Fund Literature
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