Seeks total return by investing in a diversified portfolio of bonds from multiple fixed income sectors. The Fund seeks to maintain a weighted average portfolio duration of three years or less and a weighted average maturity of five years or less.
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost. This chart represents historical performance and does not assume the effects of sales charges or varying fees and expenses of other share classes. If shown with sales charges or these other fees and expenses, performance could have been lower. It is not possible to invest directly in an index. Click here to view benchmark index definitions.
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 3.80 |
| Duration (years) | 1.90 |
| Standard Deviation (3 year) | 1.90 |
Source: Morningstar. The Morningstar Rating may be calculated based on its share class adjusted historical returns. If so, the fund’s independent Morningstar Rating metric uses its oldest class to determine its hypothetical rating for certain periods. The Fund’s Overall, 3-, 5-, and 10-year Star Ratings/Fund are, if applicable: 4/530.0, 4/530.0, 3/500.0 and 4/383.0, respectively. Morningstar Ratings are calculated for managed products with a 3-year minimum history. Comparatively, exchange-traded funds and open-ended mutual funds are considered a single population. 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 consistency, 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. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating period
Morningstar rankings for 1-, 3-, 5-, and 10-years are Class A: 164/228, 138/204, 153/198, and 32/155; Class C: 216/228, 214/215, 196/198, and 137/155; Class R6: 143/228, 63/215, 115/198, and 14/194; Class Z: 146/228, 70/215, 119/198, and 12/155.
Barron’s Information: PGIM Investments ranked 4 out of 48, 8 out of 47, 12 out of 46 firms for the 1-, 5-, and 10-year periods ended 12/31/2024, respectively. PGIM Short Duration Muni Fund (Class Z) Lipper total return ranking for the 1-, 3-, 5-, and 10-year periods as of 12/31/2024 for the Short-Intermediate Municipal Debt Funds category were: 19/79, 42/77, 47/75, and 4/59, respectively. Lipper Funds category rankings are based on total return, do not take sales charges into account, and are calculated against all funds in each fund’s respective Lipper category.
Class Z Lipper total return ranking for the 1-, 3-, 5-, and 10-year periods as of 9/30/2025: 25/177, 10/163, 11/149, and 8/120, respectively. Past performance is no guarantee of future results.
The Morningstar Medalist RatingTM is the summary expression of Morningstar’s forward-looking investment strategies analysis offered via specific vehicles on a Gold, Silver, Bronze, Neutral, and Negative scale. These ratings indicate the investments Morningstar believes are likely to outperform a relevant index or peer group average on a risk-adjusted basis over time. Investments are evaluated on 3 pillars (People, Parent, and Process) which, when coupled with a fee assessment, form the basis for Morningstar’s conviction in those product’s investment merits and determine the assigned rating. Pillar ratings are Low, Below Average, Average, Above Average, and High, and are evaluated qualitatively (either directly to a covered vehicle or indirectly when a covered vehicle’s ratings are mapped to a related uncovered vehicle) or using algorithmic techniques. Vehicles are sorted by expected performance into rating groups defined by their Morningstar Category and active or passive status. Analysts who directly cover a vehicle assign the 3 pillar ratings based on their qualitative assessment, subject to Analyst Rating Committee oversight, and monitor and reevaluate them at least every 14 months. Vehicle ratings are assigned monthly when covered either indirectly by analysts or by algorithm. For more information, please visit www.global.morningstar.com/managerdisclosures/. Ratings are not statements of fact, nor are they credit or risk ratings. The Morningstar Medalist Rating (i) should not be used as the sole basis in evaluating an investment product, (ii) involves unknown risks and uncertainties which may cause expectations not to occur or to differ significantly from what was expected, (iii) are not guaranteed to be based on complete or accurate assumptions or models when determined algorithmically, (iv) involve the risk that the return target will not be met due to issues like unforeseen changes in management, technology, economic development, interest rate development, operating and/or material costs, competitive pressure, supervisory law, exchange rate, tax rates, exchange rate changes, and/or changes in political and social conditions, and (v) should not be considered an offer or solicitation to buy or sell the investment. Changes in underlying factors can mean the rating is subsequently no longer accurate. ‡Source: Morningstar.
Risks of investing in the fund include but are not limited to the following: Fixed Income investments are subject to credit, market, prepayment and interest rate risks, and their value will decline as interest rates rise. High yield (“junk”) bonds are subject to greater credit and market risks. Mortgage-backed and asset-backed securities tend to increase in value less than other debt securities when interest rates decline, but are subject to a similar risk of decline in market value during periods of rising interest rates. Floating rate and other loans are subject to the risk that failure to receive scheduled interest or principal payments on a loan would adversely affect the income of the Fund and would likely reduce the value of its assets. Investments in currency may result in a decline in the fund’s net asset value due to changes in exchange rates. Foreign securities are subject to currency fluctuations and political uncertainty. Derivatives may carry market, credit and liquidity risks. There is no guarantee the Fund's objective will be achieved. Risks are more fully explained in the fund's prospectus.
| TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE | |||||||
|---|---|---|---|---|---|---|---|
| Cumulative | Average Annual | ||||||
| Class | Ticker | YTD | 1-Yr | 3-Yr | 5-Yr | 10-Yr | Since Inception |
See Daily Returns for the PGIM Short Duration Multi-Sector Bond Fund.
See Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Short Duration Multi-Sector Bond Fund.
See Daily Returns for the PGIM Short Duration Multi-Sector Bond Fund.
See Quarterly SEC Standardized Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Short Duration Multi-Sector Bond Fund.
|
Fund Expenses
|
Maximum Sales Charge (%)
|
|||
|---|---|---|---|---|
|
Class
|
Gross (%)
|
Net (%)
|
Date*
|
|
| A | 0.66 | 0.64 | 02/28/2026 | 2.25 |
| C | 1.52 | 1.50 | 02/28/2026 | 1.00 |
| R6 | 0.35 | 0.32 | 02/28/2026 | — |
| Z | 0.45 | 0.39 | 02/28/2026 | — |
*This date represents the contractual reduction date through which the net expense ratio is in effect.
Total return describes the return to the investor after net operating expenses but before any sales charges are imposed. Morningstar Category Average is unmanaged, is based on the average return of all funds in this category, and does not take into consideration applicable sales charges. Unless noted otherwise, Morningstar Category Average and index returns reflect performance beginning the closest month-end date to the Fund's inception. Benchmark since inception average is based on Class Z inception date. SEC standardized return describes the return to the investor after net operating expense and maximum sales charges are imposed. All returns assume share price changes as well as the compounding effect of reinvested dividends and capital gains. Returns may reflect fee waivers and/or expense reimbursements. Without such, returns would be lower. All returns 1-year or less are cumulative.
Morningstar Short-Term Bond Category Average: Short-term bond portfolios invest primarily in corporate and other investment-grade U.S. fixed-income issues and typically have durations of 1.0 to 3.5 years. These portfolios are attractive to fairly conservative investors, because they are less sensitive to interest rates than portfolios with longer durations. Morningstar calculates monthly breakpoints using the effective duration of the Morningstar Core Bond Index in determining duration assignment. Short-term is defined as 25% to 75% of the three- year average effective duration of the MCBI.
Bloomberg U.S. Government/Credit 1-3 Year Index is considered representative of the performance of short-term U.S. corporate bonds and U.S. government bonds with maturities from one to three years.
An investment cannot be made directly in an index or average. All indexes and averages are unmanaged.
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 8.95 | N/C 0.00 | 0.00 | 9.16 | 793,999,522.97 |
| C | 8.96 | N/C 0.00 | 0.00 | — | 54,482,019.60 |
| R6 | 8.95 |
|
-0.11 | — | 2,738,970,189.68 |
| Z | 8.98 |
|
-0.11 | — | 3,828,590,911.40 |
NAV (Net Asset Value) is the $U.S. value of a single share of a fund, excluding any sales charges. Change shows the change in $U.S. value over the previous day:
= Gain,
= Loss,
= No Change.
See Prices of other PGIM Investments Mutual Funds.
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 8.97 | 10/28/2025 | 8.79 | 04/11/2025 |
| C | 8.98 | 10/28/2025 | 8.79 | 04/11/2025 |
| R6 | 8.98 | 10/21/2025 | 8.79 | 04/11/2025 |
| Z | 9.01 | 09/16/2025 | 8.82 | 04/11/2025 |
For share classes less than one year old, the 52-week high and 52-week low NAVs are calculated from inception to the current date.
| Class | SEC 30-Day Subsidized Yield (%) | SEC 30-Day Unsubsidized Yield (%) | Offer Distb. Yield (%) | NAV Distb. Yield (%) | SEC-30 Day Sub Taxable Equivalent Yield (%) |
|---|---|---|---|---|---|
| A - View Prospectus | 4.14 | 4.13 | 4.35 | 4.46 | — |
| C - View Prospectus | 3.42 | 3.41 | — | 3.67 | — |
| R6 - View Prospectus | 4.53 | 4.52 | — | 4.74 | — |
| Z - View Prospectus | 4.46 | 4.42 | — | 4.67 | — |
*The annualized distribution yields for the Fund for the month of February 2020 included a non-recurring income adjustment. Had the income adjustment not occurred, the annualized distribution yields for this period would have been higher.
See Yields of other PGIM Investments Mutual Funds.
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
This material must be preceded or accompanied by a current prospectus or summary prospectus. Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 27.8% | -45.6% |
| Treas | 16.7% | —% |
| Agency | 0.6% | —% |
| MBS | 10.5% | —% |
| Inv Grade Corp | 15.8% | -6.2% |
| Foreign Govt Related | 1.2% | -2.5% |
| Bank Loans | 1.3% | 1.3% |
| Emerging Markets | 3.7% | 3.0% |
| Non Agency MBS | 7.1% | 7.1% |
| Commercial MBS | 7.6% | 7.6% |
| High Yield | 8.8% | 8.8% |
| ABS | 23.3% | 23.3% |
| Other | -0.1% | —% |
| Cash/Equiv | 3.3% | —% |
|
Credit Quality
|
Credit Quality Value
|
|---|---|
| AAA | 45.3% |
| AA | 18.3% |
| A | 7.2% |
| BBB | 10.3% |
| BB | 7.4% |
| B | 2.8% |
| CCC | 0.6% |
| Not Rated | 4.8% |
| Cash/Equiv | 3.4% |
|
Fund Statistics
|
Fund Statistics Value
|
|---|---|
| Average Maturity (years) | 3.8 |
| Duration (years) | 1.9 |
| Standard Deviation (3 year) | 1.90 |
All data is unaudited and subject to change. Holdings/allocations may vary. This is not a recommendation to buy or sell any security listed. Total number of holdings based on issuers. Largest holdings exclude cash, cash equivalents, money market funds and enhanced cash strategies. Totals may not sum due to rounding. Negative holdings reflect outstanding trades at period end.
Holdings are unaudited, may vary and are subject to change. Please refer to the Fund's annual report for audited holdings information. This is not a recommendation to buy or sell any security listed.
Value ($): Cash securities are calculated using market value and derivative securities are calculated using notional value.
Source: Bank of New York Mellon. Holdings are provided to Prudential Financial by the custodian bank and Prudential Financial is not responsible for any errors or omissions related to the holdings data.
© 2025, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, Inc., a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and affiliates. ©2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
MRU Number
|
Security ID# (CUSIP/SEDOL)
|
Security Description
|
Ticker Symbol
|
Coupon Rate
|
Maturity Date
|
Shares/Notional
|
Value ($)
|
% of Portfolio
|
|---|---|---|---|---|---|---|---|
| 912828V98 | United States Treasury Note/bond | T | 2.25 | 02/15/2027 | 243,000,000.00 | 239,165,156.00 | 3.31 |
| 91282CJP7 | United States Treasury Note/bond | T | 4.38 | 12/15/2026 | 211,905,000.00 | 213,477,732.00 | 2.96 |
| 912828ZN3 | United States Treasury Note/bond | T | 0.5 | 04/30/2027 | 213,615,000.00 | 204,661,527.00 | 2.83 |
| 91282CMP3 | United States Treasury Note/bond | T | 4.13 | 02/28/2027 | 167,090,000.00 | 168,147,366.00 | 2.33 |
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 2,856,750.00 | 146,979,787.00 | 2.04 |
| 91282CDK4 | United States Treasury Note/bond | T | 1.25 | 11/30/2026 | 134,030,000.00 | 130,899,142.00 | 1.81 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.06 | 12/01/2099 | 124,027,834.00 | 124,027,834.00 | 1.72 |
| 3132DWNK5 | Freddie Mac Pool | FR | 5.5 | 01/01/2055 | 72,718,584.00 | 73,653,618.00 | 1.02 |
| 69344A750 | PGIM Corporate Bond 0-5 Year Etf | PCS | — | — | 1,425,000.00 | 72,078,637.00 | 1.00 |
| 91282CJT9 | United States Treasury Note/bond | T | 4.0 | 01/15/2027 | 63,305,000.00 | 63,574,540.00 | 0.88 |
| 91282CPB1 | United States Treasury Note/bond | T | 3.5 | 09/30/2027 | 60,000,000.00 | 59,981,250.00 | 0.83 |
| 91282CFH9 | United States Treasury Note/bond | T | 3.13 | 08/31/2027 | 55,050,000.00 | 54,669,380.00 | 0.76 |
| 31418FE29 | Fannie Mae Pool | FN | 5.0 | 12/01/2054 | 52,692,385.00 | 52,627,289.00 | 0.73 |
| 3140XMSD9 | Fannie Mae Pool | FN | 2.5 | 08/01/2036 | 52,114,831.00 | 49,457,436.00 | 0.68 |
| XS27937125 | Harvest Clo Xxxii Dac | HARVT | 3.52 | 07/25/2037 | 36,250,000.00 | 42,103,908.00 | 0.58 |
| BW5YXL2 | Monument Clo 1 Dac | MNMNT | 3.65 | 05/15/2037 | 35,000,000.00 | 40,712,562.00 | 0.56 |
| 097023DG7 | Boeing Co/the | BA | 2.2 | 02/04/2026 | 40,513,000.00 | 40,383,474.00 | 0.56 |
| 55822EAJ8 | Madison Park Funding Lix Ltd | MDPK | 5.38 | 04/18/2037 | 40,250,000.00 | 40,409,724.00 | 0.56 |
| 3140XLKV9 | Fannie Mae Pool | FN | 2.0 | 12/01/2036 | 38,786,904.00 | 36,068,587.00 | 0.50 |
| BW5YYG4 | ICG Euro Clo 2023-1 Dac | ICGE | 3.25 | 10/19/2038 | 31,000,000.00 | 35,906,066.00 | 0.50 |
| 29004FAA9 | Elmwood Clo 40 Ltd | ELM40 | 5.12 | 03/22/2038 | 35,000,000.00 | 35,078,221.00 | 0.49 |
| 31418FE37 | Fannie Mae Pool | FN | 5.5 | 12/01/2054 | 32,179,196.00 | 32,594,610.00 | 0.45 |
| XS30040074 | TORO European Clo 10 Dac | TCLO | 3.28 | 04/15/2038 | 27,500,000.00 | 31,800,015.00 | 0.44 |
| 076912AA2 | Beignet Investor Llc | RPLDCI | 6.58 | 05/30/2049 | 28,545,000.00 | 30,807,957.00 | 0.43 |
| XS30254325 | Rockford Tower Europe Clo 2025-1 Dac | RFTE | 3.29 | 10/25/2037 | 25,260,000.00 | 29,354,477.00 | 0.41 |
| XS32399476 | Capital Four Clo Vi Dac | CFOUR | — | 01/25/2038 | 25,500,000.00 | 29,588,925.00 | 0.41 |
| XS29301141 | Avoca Clo Xi Dac | AVOCA | 3.32 | 10/15/2038 | 25,000,000.00 | 29,008,747.00 | 0.40 |
| 75888KAL8 | Regatta Viii Funding Ltd | REGT8 | 5.43 | 04/17/2037 | 29,000,000.00 | 29,103,576.00 | 0.40 |
| CURRENCY | Currency | — | — | — | 27,130,771.00 | 28,126,685.00 | 0.39 |
| XS27989846 | Nassau Euro Clo Iv Dac | NGCE | 3.49 | 07/20/2038 | 23,800,000.00 | 27,632,248.00 | 0.38 |
| 31418FCG0 | Fannie Mae Pool | FN | 5.5 | 09/01/2054 | 26,593,102.00 | 26,935,029.00 | 0.37 |
| 3132DWFH1 | Freddie Mac Pool | FR | 5.5 | 11/01/2052 | 26,237,348.00 | 26,721,012.00 | 0.37 |
| 36180ACA9 | Ginnie Mae Ii Pool | G2 | 5.5 | 10/20/2054 | 25,300,096.00 | 25,604,850.00 | 0.35 |
| 87190CBG4 | TCW Clo 2020-1 Ltd | TCW | 4.93 | 04/20/2034 | 25,000,000.00 | 24,982,907.00 | 0.35 |
| 88676NAQ0 | Tikehau Us Clo Iii Ltd | TKO | 5.75 | 01/20/2036 | 25,000,000.00 | 25,046,600.00 | 0.35 |
| 91282CNV9 | United States Treasury Note/bond | T | 3.63 | 08/31/2027 | 24,945,000.00 | 24,985,925.00 | 0.35 |
| 92331DBJ6 | Venture 28a Clo Ltd | VENTR | 4.99 | 10/20/2034 | 25,000,000.00 | 24,986,527.00 | 0.35 |
| 55821AAS7 | Madison Park Funding Xxviii Ltd | MDPK | 5.6 | 01/15/2038 | 25,000,000.00 | 25,043,180.00 | 0.35 |
| XS30685614 | Henley Clo Xiv Dac | HNLY | 3.26 | 03/25/2038 | 21,500,000.00 | 24,946,751.00 | 0.35 |
| XS30851109 | Monument Clo 3 Dac | MNMNT | 3.37 | 04/15/2038 | 22,000,000.00 | 25,530,150.00 | 0.35 |
| 17327CAT0 | Citigroup Inc | C | 4.54 | 09/19/2030 | 24,120,000.00 | 24,359,031.00 | 0.34 |
| 3140XMD78 | Fannie Mae Pool | FN | 4.0 | 03/01/2048 | 24,158,924.00 | 23,728,231.00 | 0.33 |
| 251526DB2 | Deutsche Bank Ag/new York Ny | DB | 4.95 | 08/04/2031 | 23,485,000.00 | 23,781,392.00 | 0.33 |
| 830867AB3 | Delta Air Lines Inc / Skymiles Ip Ltd | DAL | 4.75 | 10/20/2028 | 23,783,000.00 | 23,952,334.00 | 0.33 |
| 571676AY1 | MARS Inc | MARS | 4.8 | 03/01/2030 | 22,515,000.00 | 23,072,382.00 | 0.32 |
| 69344A206 | PGIM Active High Yield Bond Etf | PHYL | — | — | 651,370.00 | 23,179,001.00 | 0.32 |
| BP8XNQ2 | Republic Of South Africa Government Inte | SOAF | 3.75 | 07/24/2026 | 20,000,000.00 | 23,366,548.00 | 0.32 |
| XS30294358 | Sound Point Euro Clo Iv Funding Dac | SNDPE | 3.19 | 04/15/2039 | 19,600,000.00 | 22,658,868.00 | 0.31 |
| 14686BAN7 | Carval Clo Vii-c Ltd | CARVL | 5.32 | 07/20/2037 | 22,000,000.00 | 22,077,000.00 | 0.31 |
| 55376CAB9 | MSWF Commercial Mortgage Trust 2023-1 | MSWF | 6.45 | 05/15/2056 | 21,000,000.00 | 21,925,071.00 | 0.30 |
| 88675CAN2 | Tikehau Us Clo Iv Ltd | TKO | — | 03/15/2038 | 21,500,000.00 | 21,500,000.00 | 0.30 |
| 3132DWMY6 | Freddie Mac Pool | FR | 5.5 | 11/01/2054 | 20,321,302.00 | 20,586,213.00 | 0.29 |
| 3140XLNA2 | Fannie Mae Pool | FN | 1.5 | 06/01/2036 | 22,971,026.00 | 20,842,494.00 | 0.29 |
| 3137HLZC9 | Freddie Mac Remics | FHR | 4.01 | 06/25/2055 | 20,899,288.00 | 21,147,502.00 | 0.29 |
| XS31482068 | Aurium Clo Viii Dac | ACLO | 3.86 | 10/16/2038 | 18,218,000.00 | 21,093,299.00 | 0.29 |
| XS23206968 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 3.66 | 03/15/2032 | 17,450,000.00 | 20,259,335.00 | 0.28 |
| 36179WT24 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/20/2051 | 21,500,396.00 | 19,871,913.00 | 0.28 |
| 37148EAS3 | Generate Clo 8 Ltd | GNRT | 5.63 | 01/20/2038 | 20,000,000.00 | 20,046,076.00 | 0.28 |
| 29001VAU3 | Elmwood Clo Vi Ltd | ELMW6 | 5.26 | 07/18/2037 | 20,250,000.00 | 20,315,522.00 | 0.28 |
| 95004TAC6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 5.19 | 10/01/2058 | 19,295,000.00 | 19,937,390.00 | 0.28 |
| 38182HAA0 | Golub Capital Partners Clo 69m | GCBSL | 5.03 | 10/25/2037 | 20,000,000.00 | 19,989,858.00 | 0.28 |
| 44333QAA6 | HPS Loan Management 2025-26 Ltd | HLM | 5.6 | 07/20/2038 | 20,000,000.00 | 20,056,734.00 | 0.28 |
| XS30063906 | Ravensdale Park Clo Dac | RAVPK | 3.24 | 04/25/2038 | 16,500,000.00 | 19,162,682.00 | 0.27 |
| XS23370823 | ST Paul's Clo V Dac | SPAUL | 2.76 | 02/20/2030 | 17,151,479.00 | 19,851,964.00 | 0.27 |
| XS28645211 | Rockford Tower Europe Clo 2024-1 Dac | RFTE | 3.31 | 07/15/2038 | 16,000,000.00 | 18,568,329.00 | 0.26 |
| 92556VAD8 | Viatris Inc | VTRS | 2.7 | 06/22/2030 | 20,736,000.00 | 18,898,762.00 | 0.26 |
| 31418ECR9 | Fannie Mae Pool | FN | 3.0 | 04/01/2052 | 21,406,738.00 | 19,074,302.00 | 0.26 |
| 31417FY51 | Fannie Mae Pool | FN | 3.0 | 03/01/2043 | 19,409,233.00 | 18,019,407.00 | 0.25 |
| 3133ENFJ4 | Federal Farm Credit Banks Funding Corp | FFCB | 2.15 | 12/01/2031 | 20,000,000.00 | 18,007,554.00 | 0.25 |
| 95000U3L5 | Wells Fargo & Co | WFC | 5.71 | 04/22/2028 | 17,850,000.00 | 18,233,544.00 | 0.25 |
| 91282CPD7 | United States Treasury Note/bond - When | WIT | 3.63 | 10/31/2030 | 17,755,000.00 | 17,774,419.00 | 0.25 |
| 55822GAQ7 | Madison Park Funding Lvii Ltd | MDPK | 5.14 | 07/27/2034 | 18,000,000.00 | 18,005,400.00 | 0.25 |
| 52476AAA1 | Legacy Mortgage Asset Trust 2025-pr1 | LMAT | 6.0 | 01/25/2061 | 17,217,872.00 | 17,255,918.00 | 0.24 |
| 91282CFB2 | United States Treasury Note/bond | T | 2.75 | 07/31/2027 | 17,310,000.00 | 17,089,567.00 | 0.24 |
| 951913AA0 | Wcore Commercial Mortgage Trust 2024-cor | WCORE | 5.45 | 11/15/2041 | 17,390,000.00 | 17,389,994.00 | 0.24 |
| 29005DAA3 | Elmwood Clo 42 Ltd | ELM42 | 5.63 | 03/31/2038 | 17,500,000.00 | 17,557,198.00 | 0.24 |
| 12516LAG0 | CBAM 2018-5 Ltd | CBAMR | 5.81 | 10/17/2038 | 17,500,000.00 | 17,486,724.00 | 0.24 |
| 05593VAA1 | BX Trust 2025-roic | BX | 5.1 | 03/15/2030 | 17,491,779.00 | 17,458,982.00 | 0.24 |
| 05377RGY4 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.49 | 06/20/2029 | 16,800,000.00 | 17,281,076.00 | 0.24 |
| XS30140099 | Contego Clo V Dac | CONTE | 3.23 | 10/15/2037 | 15,200,000.00 | 17,665,368.00 | 0.24 |
| XS30910403 | Tikehau Clo Xi Dac | TIKEH | 3.4 | 01/15/2038 | 15,000,000.00 | 17,409,479.00 | 0.24 |
| BMYBGT3 | BANK Negara Indonesia Persero Tbk Pt | BBNIIJ | 3.75 | 03/30/2026 | 17,155,000.00 | 17,004,893.00 | 0.24 |
| 17332HAA3 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 17,756,848.00 | 16,893,652.00 | 0.23 |
| 31418EDE7 | Fannie Mae Pool | FN | 3.5 | 05/01/2052 | 17,661,240.00 | 16,363,901.00 | 0.23 |
| 31418FF44 | Fannie Mae Pool | FN | 5.5 | 01/01/2055 | 15,334,783.00 | 15,531,962.00 | 0.22 |
| 08163TAC6 | Benchmark 2023-v2 Mortgage Trust | BMARK | 5.81 | 05/15/2055 | 15,500,000.00 | 16,021,999.00 | 0.22 |
| 08163VAC1 | Benchmark 2023-v3 Mortgage Trust | BMARK | 6.36 | 07/15/2056 | 15,000,000.00 | 15,724,746.00 | 0.22 |
| 958667AC1 | Western Midstream Operating Lp | WES | 4.05 | 02/01/2030 | 16,330,000.00 | 16,033,944.00 | 0.22 |
| 928668CP5 | Volkswagen Group Of America Finance Llc | VW | 5.05 | 03/27/2028 | 15,570,000.00 | 15,813,985.00 | 0.22 |
| 694308KW6 | Pacific Gas And Electric Co | PCG | 5.0 | 06/04/2028 | 15,520,000.00 | 15,757,973.00 | 0.22 |
| 64966TGS7 | NEW York City Housing Development Corp | NYCMFH | 5.46 | 12/15/2031 | 15,150,000.00 | 15,701,244.00 | 0.22 |
| 67443AAA9 | OBRA Clo 1 Ltd | OBRAC | 5.36 | 01/20/2038 | 16,000,000.00 | 16,063,974.00 | 0.22 |
| 61776NVG5 | Morgan Stanley Private Bank Na | MS | 4.73 | 07/18/2031 | 15,295,000.00 | 15,560,056.00 | 0.22 |
| XS23664198 | TORO European Clo 2 Dac | TCLO | 3.06 | 07/25/2034 | 13,500,000.00 | 15,643,781.00 | 0.22 |
| XS24439063 | ST Pauls Clo | SPAUL | 2.94 | 07/20/2035 | 14,000,000.00 | 16,200,314.00 | 0.22 |
| XS31716496 | Anchorage Capital Europe Clo 6 Dac | ANCHE | 3.39 | 10/22/2038 | 13,000,000.00 | 15,096,255.00 | 0.21 |
| XS31482066 | Aurium Clo Viii Dac | ACLO | 3.33 | 10/16/2038 | 13,000,000.00 | 15,108,487.00 | 0.21 |
| 66860JAN8 | Northwoods Capital Xi-b Ltd | WOODS | 5.33 | 07/19/2037 | 15,000,000.00 | 15,052,512.00 | 0.21 |
| 70018AAJ9 | PARK Avenue Institutional Advisers Clo L | PAIA | 5.35 | 10/15/2034 | 15,000,000.00 | 15,008,052.00 | 0.21 |
| 55955XAA4 | Magnetite Xlii Ltd | MAGNE | 5.17 | 01/25/2038 | 15,000,000.00 | 15,040,014.00 | 0.21 |
| B97PWJ3 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 15,226,200.00 | 15,245,841.00 | 0.21 |
| 08186RAY5 | Benefit Street Partners Clo Xxi Ltd | BSP | 5.16 | 01/15/2039 | 15,250,000.00 | 15,285,166.00 | 0.21 |
| 07133PAL3 | Battalion Clo 17 Ltd | BATLN | 5.18 | 03/09/2034 | 15,000,000.00 | 14,999,808.00 | 0.21 |
| 05685BAQ9 | BAIN Capital Credit Clo 2022-4 Ltd | BCC | 5.27 | 10/16/2037 | 15,000,000.00 | 15,049,837.00 | 0.21 |
| 03331GAQ1 | Anchorage Capital Clo 24 Ltd | ANCHC | 5.33 | 07/15/2037 | 15,000,000.00 | 15,040,324.00 | 0.21 |
| 362954AR0 | GS Mortgage-backed Securities Trust 2025 | GSMBS | 3.48 | 01/01/2064 | 16,749,679.00 | 15,172,272.00 | 0.21 |
| 36179VVX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 10/20/2050 | 17,918,885.00 | 14,924,847.00 | 0.21 |
| 3132CW6E9 | Freddie Mac Pool | FR | 1.5 | 02/01/2036 | 16,513,270.00 | 14,983,178.00 | 0.21 |
| 25470XAY1 | DISH Dbs Corp | DISH | 7.75 | 07/01/2026 | 14,875,000.00 | 14,555,736.00 | 0.20 |
| 3136BWRC2 | Fannie Mae Remics | FNR | 4.01 | 07/25/2055 | 13,916,739.00 | 14,082,033.00 | 0.20 |
| 36179XDD5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/20/2052 | 15,175,614.00 | 14,532,341.00 | 0.20 |
| 00833BAA6 | Affirm Master Trust | AFRMT | 4.99 | 02/15/2033 | 14,100,000.00 | 14,214,513.00 | 0.20 |
| 12595XAS2 | Csail 2018-cx12 Commercial Mortgage Trus | CSAIL | 3.96 | 08/01/2051 | 14,323,531.00 | 14,258,828.00 | 0.20 |
| 11135FBX8 | Broadcom Inc | AVGO | 5.05 | 07/12/2029 | 13,793,000.00 | 14,247,103.00 | 0.20 |
| 92564RAJ4 | VICI Properties Lp / Vici Note Co Inc | VICI | 5.75 | 02/01/2027 | 13,940,000.00 | 14,101,982.00 | 0.20 |
| 748949AA2 | RCKT Mortgage Trust 2025-ces6 | RCKT | 5.47 | 06/25/2055 | 14,343,900.00 | 14,496,659.00 | 0.20 |
| 43762AAC9 | Homes 2025-afc3 Trust | HOMES | 4.93 | 08/01/2060 | 14,323,080.00 | 14,331,888.00 | 0.20 |
| 669985AA1 | NRTH Commercial Mortgage Trust 2025-park | NRTH | 5.35 | 10/15/2040 | 14,400,000.00 | 14,399,995.00 | 0.20 |
| 67578CAL8 | Octagon 70 Alto Ltd | OCT70 | 5.02 | 10/20/2036 | 14,250,000.00 | 14,242,914.00 | 0.20 |
| 66860GAY0 | Northwoods Capital Xv Ltd | WOODS | 5.55 | 06/20/2034 | 14,000,000.00 | 14,000,000.00 | 0.19 |
| 57064FAA7 | Market Street Clo Ltd Ii | MKTST | 5.21 | 03/20/2038 | 13,500,000.00 | 13,533,725.00 | 0.19 |
| 487836BW7 | Kellanova | K | 4.3 | 05/15/2028 | 13,929,000.00 | 14,031,688.00 | 0.19 |
| 88675YAA2 | Tikehau Us Clo V Ltd | TKO | 5.85 | 01/15/2036 | 14,000,000.00 | 14,030,574.00 | 0.19 |
| 832248BC1 | Smithfield Foods Inc | SFD | 3.0 | 10/15/2030 | 15,130,000.00 | 13,976,774.00 | 0.19 |
| 055986AC7 | BMO 2023-5c1 Mortgage Trust | BMO | 6.53 | 08/01/2056 | 13,000,000.00 | 13,632,928.00 | 0.19 |
| 05964HBA2 | Banco Santander Sa | SANTAN | 5.55 | 03/14/2028 | 13,600,000.00 | 13,833,095.00 | 0.19 |
| 28622EAW8 | Elevation Clo 2021-13 Ltd | AWPT | 5.5 | 07/15/2034 | 14,000,000.00 | 13,984,950.00 | 0.19 |
| BMW62K3 | Colombia Government International Bond | COLOM | 3.75 | 09/19/2028 | 11,680,000.00 | 13,520,225.00 | 0.19 |
| BW5YY64 | Henley Clo Xi Dac | HNLY | 3.27 | 04/25/2039 | 12,000,000.00 | 13,977,607.00 | 0.19 |
| BMHFP39 | Romanian Government International Bond | ROMANI | 6.63 | 09/27/2029 | 10,500,000.00 | 13,334,423.00 | 0.18 |
| BL5016946 | Zegona Holdco Ltd | ZEGLN | 4.83 | 07/17/2029 | 10,925,000.00 | 12,696,624.00 | 0.18 |
| 3132DVL52 | Freddie Mac Pool | FR | 2.5 | 11/01/2051 | 15,039,254.00 | 13,073,887.00 | 0.18 |
| 22535WAP2 | Credit Agricole Sa | ACAFP | 5.23 | 01/09/2029 | 12,850,000.00 | 13,104,340.00 | 0.18 |
| 00973RAF0 | AKER Bp Asa | AKERBP | 3.75 | 01/15/2030 | 13,595,000.00 | 13,137,777.00 | 0.18 |
| 12433HAA2 | BX Commercial Mortgage Trust 2025-bcat | BX | 5.34 | 08/15/2042 | 13,032,674.00 | 13,032,671.00 | 0.18 |
| 62916TAA7 | NLT 2025-inv1 Trust | NLT | 5.51 | 02/01/2070 | 12,481,334.00 | 12,639,388.00 | 0.18 |
| 68269JAE1 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 5.5 | 06/14/2038 | 12,200,000.00 | 12,633,428.00 | 0.17 |
| 95000U3G6 | Wells Fargo & Co | WFC | 6.3 | 10/23/2029 | 11,845,000.00 | 12,544,512.00 | 0.17 |
| 216926AA3 | Coopr Residential Mortgage Trust 2025-ce | COOPR | 4.84 | 09/01/2060 | 12,263,220.00 | 12,228,445.00 | 0.17 |
| 055985AB1 | BMO 2023-c6 Mortgage Trust | BMO | 6.87 | 09/15/2056 | 11,772,198.00 | 12,380,976.00 | 0.17 |
| 29273VAN0 | Energy Transfer Lp | ET | 6.5 | 11/15/2174 | 12,515,000.00 | 12,551,136.00 | 0.17 |
| 29278GBD9 | ENEL Finance International Nv | ENELIM | 5.13 | 06/26/2029 | 12,260,000.00 | 12,594,207.00 | 0.17 |
| 278768AC0 | Echostar Corp | SATS | 10.75 | 11/30/2029 | 11,275,000.00 | 12,430,687.00 | 0.17 |
| 36179W7M4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/20/2052 | 13,185,721.00 | 12,612,645.00 | 0.17 |
| 345397B77 | FORD Motor Credit Co Llc | F | 2.7 | 08/10/2026 | 12,800,000.00 | 12,630,859.00 | 0.17 |
| 36272JAA1 | GS Mortgage Securities Corp Trust 2024-r | GSMS | 5.37 | 08/10/2041 | 12,200,000.00 | 12,448,084.00 | 0.17 |
| BLF8481 | Lorca Telecom Bondco Sa | LORCAT | 4.0 | 09/18/2027 | 10,550,000.00 | 12,245,365.00 | 0.17 |
| XS30193018 | NGC Euro Clo 5 Dac | NGCE | 3.23 | 01/15/2039 | 10,000,000.00 | 11,557,086.00 | 0.16 |
| 36362HAA6 | Gallatin Clo Xi 2024-1 Ltd | GALL | 5.36 | 10/20/2037 | 11,500,000.00 | 11,543,903.00 | 0.16 |
| 36179WXL7 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2052 | 12,283,175.00 | 11,352,483.00 | 0.16 |
| 36179XDE3 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/20/2052 | 11,921,365.00 | 11,750,169.00 | 0.16 |
| 049919AA1 | ATLX 2024-rpl2 Trust | ATLX | 3.85 | 04/25/2063 | 11,630,931.00 | 11,358,799.00 | 0.16 |
| 92212WAF7 | VAR Energi Asa | VARNO | 5.88 | 05/22/2030 | 10,840,000.00 | 11,307,651.00 | 0.16 |
| 83368RCC4 | Societe Generale Sa | SOCGEN | 5.5 | 04/13/2029 | 11,465,000.00 | 11,732,800.00 | 0.16 |
| 67121UAA4 | OBX 2025-nqm13 Trust | OBX | 5.44 | 05/25/2065 | 11,568,403.00 | 11,643,539.00 | 0.16 |
| 67121VAA2 | NYMT Loan Trust 2025-cp1 | NYMT | 3.75 | 11/25/2069 | 11,111,443.00 | 10,730,750.00 | 0.15 |
| 61779JAA7 | Morgan Stanley Residential Mortgage Loan | MSRM | 4.91 | 09/01/2070 | 11,074,915.00 | 11,069,825.00 | 0.15 |
| 62954WAP0 | NTT Finance Corp | NTT | 4.57 | 07/16/2027 | 10,450,000.00 | 10,530,096.00 | 0.15 |
| 59170JAX6 | Metronet Infrastructure Issuer Llc | MNET | 5.4 | 08/20/2055 | 10,700,000.00 | 10,851,735.00 | 0.15 |
| 47109LAG9 | Japan International Cooperation Agency | JICA | 4.0 | 05/23/2028 | 10,760,000.00 | 10,813,639.00 | 0.15 |
| 514887AB4 | Rheinland-pfalz Bank | LBBW | 6.88 | 02/23/2028 | 10,000,000.00 | 10,513,494.00 | 0.15 |
| 040114HX1 | Argentine Republic Government Internatio | ARGENT | 1.0 | 07/09/2029 | 12,255,725.00 | 10,686,992.00 | 0.15 |
| 055988AB5 | BMO 2023-c5 Mortgage Trust | BMO | 6.52 | 06/01/2056 | 10,792,000.00 | 11,118,407.00 | 0.15 |
| 05613UAE1 | BX Trust 2025-dime | BX | 5.71 | 02/15/2030 | 10,550,000.00 | 10,530,240.00 | 0.15 |
| 06738ECT0 | Barclays Plc | BACR | 4.84 | 09/10/2028 | 11,045,000.00 | 11,164,998.00 | 0.15 |
| 17327CBC6 | Citigroup Inc | C | 6.88 | 11/15/2173 | 10,441,000.00 | 10,665,420.00 | 0.15 |
| 12434DAQ5 | BX Trust 2021-lgcy | BX | 6.02 | 10/15/2036 | 11,000,000.00 | 10,945,482.00 | 0.15 |
| 12769GAA8 | Caesars Entertainment Inc | CZR | 4.63 | 10/15/2029 | 11,115,000.00 | 10,529,697.00 | 0.15 |
| 35906ABF4 | Frontier Communications Holdings Llc | FYBR | 5.0 | 05/01/2028 | 10,871,000.00 | 10,927,246.00 | 0.15 |
| 3132DWET6 | Freddie Mac Pool | FR | 5.0 | 09/01/2052 | 10,940,044.00 | 10,988,098.00 | 0.15 |
| XS28097803 | SONA Fios Clo Ii Dac | FIOS | 3.61 | 02/15/2037 | 9,400,000.00 | 10,924,411.00 | 0.15 |
| XS28702152 | Signal Harmonic Clo Iii Dac | SHCLO | 3.43 | 11/15/2038 | 9,000,000.00 | 10,451,514.00 | 0.14 |
| XS31194532 | SONA Fios Clo V Dac | FIOS | 3.37 | 08/25/2038 | 9,000,000.00 | 10,443,390.00 | 0.14 |
| BHXDDW7 | Salus European Loan Conduit No 33 Dac | EURO | 6.16 | 01/23/2032 | 7,845,747.00 | 10,427,278.00 | 0.14 |
| BL4417558 | CLUE Opco Llc | FWRD | 8.34 | 12/19/2030 | 10,403,000.00 | 10,304,545.00 | 0.14 |
| BW5YW59 | Avoca Capital Clo X Ltd | AVOCA | 3.38 | 04/15/2035 | 8,500,000.00 | 9,808,037.00 | 0.14 |
| 3132DWE74 | Freddie Mac Pool | FR | 5.0 | 10/01/2052 | 10,385,727.00 | 10,414,748.00 | 0.14 |
| 3132E0VA7 | Freddie Mac Pool | FR | 3.5 | 09/01/2046 | 10,494,402.00 | 10,011,053.00 | 0.14 |
| 29001LBA8 | Elmwood Clo Ii Ltd | ELMW2 | 5.58 | 10/20/2037 | 10,000,000.00 | 10,009,227.00 | 0.14 |
| 36179Y5L4 | Ginnie Mae Ii Pool | G2 | 5.5 | 08/20/2054 | 10,145,049.00 | 10,272,239.00 | 0.14 |
| 12595EAC9 | COMM 2017-cor2 Mortgage Trust | COMM | 3.24 | 09/01/2050 | 9,977,745.00 | 9,837,432.00 | 0.14 |
| 097023DB8 | Boeing Co/the | BA | 3.25 | 02/01/2028 | 9,944,000.00 | 9,765,791.00 | 0.14 |
| 173106AA3 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.1 | 02/01/2063 | 10,099,742.00 | 9,753,488.00 | 0.14 |
| 05556CAC4 | Bbcms Mortgage Trust 2025-5c36 | BBCMS | 5.52 | 08/01/2058 | 9,350,000.00 | 9,795,166.00 | 0.14 |
| 05583JAN2 | BPCE Sa | BPCEGP | 5.98 | 01/18/2027 | 10,000,000.00 | 10,019,831.00 | 0.14 |
| 47109LAA2 | Japan International Cooperation Agency | JICA | 2.13 | 10/20/2026 | 10,000,000.00 | 9,849,069.00 | 0.14 |
| 565923BC2 | Marble Point Clo Xxv Ltd | MP25 | 5.07 | 10/20/2036 | 10,000,000.00 | 9,995,056.00 | 0.14 |
| 38237EAA2 | Goodleap Home Improvement Solutions Trus | GDLP | 5.38 | 02/20/2049 | 10,261,557.00 | 10,423,278.00 | 0.14 |
| 61778XAA7 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.44 | 07/25/2070 | 10,046,717.00 | 10,126,189.00 | 0.14 |
| 61772TBC7 | Morgan Stanley Capital I Trust 2021-l7 | MSC | 2.32 | 10/01/2054 | 11,000,000.00 | 9,858,040.00 | 0.14 |
| 67449BAA1 | OBX 2025-nqm11 Trust | OBX | 5.42 | 05/25/2065 | 9,974,199.00 | 10,036,277.00 | 0.14 |
| 682684AA3 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.36 | 04/16/2035 | 9,700,000.00 | 10,099,904.00 | 0.14 |
| 69344A743 | PGIM Corporate Bond 5-10 Year Etf | PCI | — | — | 200,000.00 | 10,254,440.00 | 0.14 |
| 82811RAY3 | Silver Rock Clo I Ltd | SLVRK | 5.3 | 10/20/2037 | 10,000,000.00 | 10,028,992.00 | 0.14 |
| 969457CK4 | Williams Cos Inc/the | WMB | 5.3 | 08/15/2028 | 9,500,000.00 | 9,786,701.00 | 0.14 |
| 92212WAD2 | VAR Energi Asa | VARNO | 7.5 | 01/15/2028 | 9,108,000.00 | 9,634,093.00 | 0.13 |
| 829928AC4 | Sixth Street Clo Xii Ltd | SIXST | 0.01 | 01/17/2039 | 9,500,000.00 | 9,500,000.00 | 0.13 |
| 89183MAA1 | TOWD Point Mortgage Trust 2025-fix1 | TPMT | 4.97 | 09/01/2065 | 9,535,689.00 | 9,541,678.00 | 0.13 |
| 682680BB8 | Oneok Inc | OKE | 3.1 | 03/15/2030 | 9,790,000.00 | 9,312,132.00 | 0.13 |
| 67121CAA4 | OBX 2025-he1 Trust | OBX | 5.67 | 02/25/2055 | 9,468,610.00 | 9,489,639.00 | 0.13 |
| 38181YAA4 | Golub Capital Partners Clo 37b Ltd | GCBSL | 5.04 | 10/20/2036 | 9,500,000.00 | 9,495,250.00 | 0.13 |
| 06541CBF2 | BANK 2021-bnk33 | BANK | 2.27 | 05/01/2064 | 10,400,000.00 | 9,440,072.00 | 0.13 |
| 06738EDD4 | Barclays Plc | BACR | 4.48 | 11/11/2029 | 9,645,000.00 | 9,680,415.00 | 0.13 |
| 08162XBE3 | Benchmark 2020-b20 Mortgage Trust | BMARK | 1.95 | 10/01/2053 | 10,000,000.00 | 9,390,953.00 | 0.13 |
| 08163EBC8 | Benchmark 2021-b26 Mortgage Trust | BMARK | 2.3 | 06/01/2054 | 10,600,000.00 | 9,661,803.00 | 0.13 |
| 00833BAN8 | Affirm Master Trust Series 2025-3 | AFRMT | 4.45 | 10/16/2034 | 9,600,000.00 | 9,617,828.00 | 0.13 |
| 16412XAG0 | Cheniere Corpus Christi Holdings Llc | CHCOCH | 5.13 | 06/30/2027 | 9,390,000.00 | 9,486,221.00 | 0.13 |
| 17328HBC4 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.78 | 11/10/2052 | 9,998,671.00 | 9,386,849.00 | 0.13 |
| 19689CAA9 | COLT 2025-7 Mortgage Loan Trust | COLT | 5.47 | 06/25/2070 | 9,671,140.00 | 9,735,734.00 | 0.13 |
| 09630QAU5 | Bluemountain Clo Xxx Ltd | BLUEM | 5.05 | 04/15/2035 | 9,500,000.00 | 9,497,687.00 | 0.13 |
| 12434DAG7 | BX Trust 2021-lgcy | BX | 4.93 | 10/15/2036 | 9,580,000.00 | 9,532,525.00 | 0.13 |
| 36180AAF0 | Ginnie Mae Ii Pool | G2 | 5.5 | 09/01/2054 | 9,234,364.00 | 9,340,149.00 | 0.13 |
| 345397E58 | FORD Motor Credit Co Llc | F | 5.8 | 03/08/2029 | 9,230,000.00 | 9,412,684.00 | 0.13 |
| 37940XAV4 | Global Payments Inc | GPN | 4.5 | 11/15/2028 | 9,325,000.00 | 9,357,652.00 | 0.13 |
| 38141GA46 | Goldman Sachs Group Inc/the | GS | 6.48 | 10/24/2029 | 8,600,000.00 | 9,141,473.00 | 0.13 |
| BL0HM90 | Ivory Coast Government International Bon | IVYCST | 5.88 | 10/17/2031 | 8,218,000.00 | 9,452,318.00 | 0.13 |
| BMHCD58 | Morocco Government International Bond | MOROC | 2.38 | 12/15/2027 | 10,000,000.00 | 9,567,500.00 | 0.13 |
| BL5023769 | PEER Holding Iii Bv | ACTINA | 4.75 | 07/01/2031 | 7,875,000.00 | 9,147,752.00 | 0.13 |
| BNC44J7 | Japan Finance Organization For Municipal | JFM | 1.38 | 02/10/2031 | 10,000,000.00 | 8,734,964.00 | 0.12 |
| XS23069893 | BNPP Am Euro Clo 2018 Dac | BNPAM | 2.63 | 04/15/2031 | 7,363,783.00 | 8,497,550.00 | 0.12 |
| XS32084282 | Trinitas Euro Clo Vi Dac | TRNTE | 3.79 | 01/15/2039 | 7,500,000.00 | 8,667,492.00 | 0.12 |
| 38141GYJ7 | Goldman Sachs Group Inc/the | GS | 2.38 | 07/21/2032 | 9,335,000.00 | 8,391,779.00 | 0.12 |
| 31418EF21 | Fannie Mae Pool | FN | 4.5 | 06/01/2052 | 8,754,072.00 | 8,610,614.00 | 0.12 |
| 267954AA3 | EFMT 2025-ces4 | EFMT | 5.43 | 06/25/2060 | 8,619,143.00 | 8,680,043.00 | 0.12 |
| 22823KAQ7 | Crown City Clo Ii | CCITY | 5.22 | 04/20/2035 | 8,750,000.00 | 8,755,705.00 | 0.12 |
| 219868CH7 | CORP Andina De Fomento | CAF | 6.0 | 04/26/2027 | 8,350,000.00 | 8,586,519.00 | 0.12 |
| 22757JAC1 | Cross 2025-h7 Mortgage Trust | CROSS | 4.93 | 09/01/2070 | 8,631,642.00 | 8,620,219.00 | 0.12 |
| 3132DWDT7 | Freddie Mac Pool | FR | 3.5 | 05/01/2052 | 9,100,603.00 | 8,432,109.00 | 0.12 |
| 3133ENGR5 | Federal Farm Credit Banks Funding Corp | FFCB | 2.2 | 12/09/2031 | 10,000,000.00 | 9,023,599.00 | 0.12 |
| 17181PAC3 | CIFC Funding 2017-i Ltd | CIFC | 5.42 | 04/21/2037 | 8,670,000.00 | 8,701,333.00 | 0.12 |
| 534747AA8 | Linct 2024-1 A1x | — | 3.86 | 06/27/2027 | 9,000,000.00 | 9,000,000.00 | 0.12 |
| 682142AK0 | Omers Finance Trust | OMERFT | 5.5 | 11/15/2033 | 7,850,000.00 | 8,514,609.00 | 0.12 |
| 65339KCL2 | Nextera Energy Capital Holdings Inc | NEE | 4.69 | 09/01/2027 | 8,330,000.00 | 8,419,378.00 | 0.12 |
| 67115PAL9 | OFSI Bsl Xi Ltd | OFSBS | 5.93 | 10/18/2035 | 8,500,000.00 | 8,512,314.00 | 0.12 |
| 709599BN3 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 4.4 | 07/01/2027 | 8,295,000.00 | 8,317,948.00 | 0.12 |
| 88164AAB0 | Tesla Sustainable Energy Trust 2024-1 | TSET | 5.08 | 06/21/2050 | 8,438,353.00 | 8,467,888.00 | 0.12 |
| 74943AAA0 | RCKT Mortgage Trust 2025-ces7 | RCKT | 5.38 | 07/25/2055 | 8,511,871.00 | 8,597,417.00 | 0.12 |
| 73015AAA5 | PMT Credit Risk Transfer Trust 2024-1r | PMTCR | 7.57 | 05/25/2033 | 8,575,355.00 | 8,669,921.00 | 0.12 |
| 749420AA3 | RCKT Mortgage Trust 2025-ces3 | RCKT | 5.55 | 03/25/2055 | 8,257,512.00 | 8,339,414.00 | 0.12 |
| 74970WAG5 | ROCK Trust 2024-cntr | ROCC | 7.11 | 11/13/2041 | 7,820,000.00 | 8,197,772.00 | 0.11 |
| 71654QDL3 | Petroleos Mexicanos | PEMEX | 8.75 | 06/02/2029 | 7,416,000.00 | 7,935,120.00 | 0.11 |
| 89183QAA2 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.17 | 09/25/2064 | 7,841,270.00 | 7,857,268.00 | 0.11 |
| 83368RBZ4 | Societe Generale Sa | SOCGEN | 5.25 | 02/19/2027 | 8,055,000.00 | 8,137,354.00 | 0.11 |
| 826937AA2 | Signal Peak Clo 8 Ltd | SPEAK | 5.27 | 10/20/2037 | 8,000,000.00 | 8,028,000.00 | 0.11 |
| 87231EAA5 | TCO Commercial Mortgage Trust 2024-dpm | TCO | 5.2 | 12/15/2039 | 7,960,000.00 | 7,959,997.00 | 0.11 |
| 929160BB4 | Vulcan Materials Co | VMC | 4.95 | 12/01/2029 | 7,580,000.00 | 7,794,890.00 | 0.11 |
| 955909AA4 | WEST Trust 2025-rose | WEST | 5.45 | 04/01/2030 | 8,080,000.00 | 8,238,302.00 | 0.11 |
| 682685AB8 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.81 | 02/14/2031 | 7,700,000.00 | 7,902,047.00 | 0.11 |
| 61779BAA4 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.44 | 07/25/2070 | 8,071,143.00 | 8,127,008.00 | 0.11 |
| 61747YFU4 | Morgan Stanley | MS | 4.65 | 10/18/2030 | 7,910,000.00 | 8,029,194.00 | 0.11 |
| 527298CD3 | Level 3 Financing Inc | LVLT | 4.5 | 04/01/2030 | 8,345,000.00 | 7,711,480.00 | 0.11 |
| 56585ABK7 | Marathon Petroleum Corp | MPC | 5.15 | 03/01/2030 | 7,370,000.00 | 7,600,063.00 | 0.11 |
| 516806AJ5 | Vital Energy Inc | VTLE | 9.75 | 10/15/2030 | 7,350,000.00 | 7,651,875.00 | 0.11 |
| 42824CBR9 | Hewlett Packard Enterprise Co | HPE | 4.45 | 09/25/2026 | 8,165,000.00 | 8,189,872.00 | 0.11 |
| 39810DAA7 | Greystone Commercial Capital Trust Serie | GRYCCT | 7.47 | 05/31/2026 | 9,290,119.00 | 8,268,205.00 | 0.11 |
| 14314FAY4 | Carlyle Us Clo 2017-3 Ltd | CGMS | 5.27 | 10/21/2037 | 8,000,000.00 | 8,026,657.00 | 0.11 |
| 12433CAA3 | BX Commercial Mortgage Trust 2024-airc | BX | 5.65 | 08/15/2039 | 8,144,898.00 | 8,155,062.00 | 0.11 |
| 1248EPBT9 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.13 | 05/01/2027 | 7,625,000.00 | 7,618,663.00 | 0.11 |
| 126307AQ0 | CSC Holdings Llc | CSCHLD | 5.5 | 04/15/2027 | 9,497,000.00 | 8,192,459.00 | 0.11 |
| 03881VAG4 | Arbor Multifamily Mortgage Securities Tr | AMMST | 2.25 | 06/01/2054 | 9,000,000.00 | 8,097,991.00 | 0.11 |
| 03027XCG3 | American Tower Corp | AMT | 5.2 | 02/15/2029 | 7,955,000.00 | 8,185,976.00 | 0.11 |
| 06051GJP5 | BANK Of America Corp | BAC | 2.65 | 03/11/2032 | 8,620,000.00 | 7,948,937.00 | 0.11 |
| 3132DQD37 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 7,383,733.00 | 7,665,713.00 | 0.11 |
| 3132DWNL3 | Freddie Mac Pool | FR | 6.0 | 12/01/2054 | 7,776,834.00 | 7,965,598.00 | 0.11 |
| 26847NAA9 | EFMT 2025-inv3 | EFMT | 5.44 | 07/25/2070 | 7,809,682.00 | 7,835,642.00 | 0.11 |
| 31418EE63 | Fannie Mae Pool | FN | 4.5 | 07/01/2052 | 8,419,791.00 | 8,244,431.00 | 0.11 |
| 31418ENM8 | Fannie Mae Pool | FN | 6.5 | 01/01/2053 | 7,587,618.00 | 7,863,802.00 | 0.11 |
| 335934AV7 | First Quantum Minerals Ltd | FMCN | 9.38 | 03/01/2029 | 7,355,000.00 | 7,764,894.00 | 0.11 |
| 36274TAA7 | GS Mortgage-backed Securities Trust 2025 | GSMBS | 5.14 | 11/01/2065 | 7,680,038.00 | 7,697,186.00 | 0.11 |
| BL5167988 | EG Finco Ltd | OPTFIN | 5.94 | 02/07/2028 | 6,930,131.00 | 8,075,843.00 | 0.11 |
| BLH1JL6 | Egypt Government International Bond | EGYPT | 3.88 | 02/16/2026 | 6,950,000.00 | 6,904,616.00 | 0.10 |
| BL4645844 | Doncasters Finance Us Llc | DONCAS | 10.5 | 04/23/2030 | 6,826,050.00 | 6,888,644.00 | 0.10 |
| BL4047090 | Tenneco Inc | TENINC | 9.05 | 11/17/2028 | 7,698,436.00 | 7,507,353.00 | 0.10 |
| XS23370684 | CVC Cordatus Loan Fund Viii Dac | CORDA | 2.86 | 07/15/2034 | 6,500,000.00 | 7,525,262.00 | 0.10 |
| 37045XFE1 | General Motors Financial Co Inc | GM | 5.05 | 04/04/2028 | 7,036,000.00 | 7,163,893.00 | 0.10 |
| 38141GB60 | Goldman Sachs Group Inc/the | GS | 4.69 | 10/23/2030 | 7,200,000.00 | 7,317,196.00 | 0.10 |
| 36252SAU1 | GS Mortgage Securities Trust 2019-gc38 | GSMS | 3.7 | 02/01/2052 | 6,950,000.00 | 6,881,185.00 | 0.10 |
| 31418FF36 | Fannie Mae Pool | FN | 5.0 | 01/01/2055 | 7,077,701.00 | 7,066,103.00 | 0.10 |
| 31418EJF8 | Fannie Mae Pool | FN | 5.0 | 09/01/2052 | 6,879,307.00 | 6,898,885.00 | 0.10 |
| 31418EES5 | Fannie Mae Pool | FN | 4.0 | 05/01/2052 | 7,165,819.00 | 6,867,739.00 | 0.10 |
| 3140XMRN8 | Fannie Mae Pool | FN | 3.5 | 07/01/2048 | 7,603,898.00 | 7,246,587.00 | 0.10 |
| 3132DWDK6 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 7,974,712.00 | 7,100,042.00 | 0.10 |
| 06051GHZ5 | BANK Of America Corp | BAC | 2.5 | 02/13/2031 | 7,530,000.00 | 7,038,725.00 | 0.10 |
| 09077RAL3 | Birch Grove Clo 7 Ltd | BGCLO | 5.14 | 10/20/2038 | 7,500,000.00 | 7,518,610.00 | 0.10 |
| 013092AC5 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 4.63 | 01/15/2027 | 7,265,000.00 | 7,271,899.00 | 0.10 |
| 12575RAJ9 | CIFC Funding 2023-i Ltd | CIFC | 5.14 | 10/15/2038 | 7,500,000.00 | 7,518,624.00 | 0.10 |
| 10568RAA1 | Bravo Residential Funding Trust 2025-ces | BRAVO | 4.96 | 07/02/2055 | 7,239,521.00 | 7,245,212.00 | 0.10 |
| 14051LAA0 | Capital Street Master Trust | CAPST | 5.49 | 10/16/2028 | 7,200,000.00 | 7,206,765.00 | 0.10 |
| 45167RAJ3 | IDEX Corp | IEX | 4.95 | 09/01/2029 | 7,190,000.00 | 7,364,907.00 | 0.10 |
| 456837BQ5 | ING Groep Nv | INTNED | 4.86 | 03/25/2029 | 7,285,000.00 | 7,394,658.00 | 0.10 |
| 46647PAX4 | Jpmorgan Chase & Co | JPM | 4.45 | 12/05/2029 | 6,920,000.00 | 6,996,066.00 | 0.10 |
| 50050NAA1 | Kontoor Brands Inc | KTB | 4.13 | 11/15/2029 | 7,408,000.00 | 7,065,196.00 | 0.10 |
| 61747YED3 | Morgan Stanley | MS | 2.24 | 07/21/2032 | 7,920,000.00 | 7,065,541.00 | 0.10 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 7,220,000.00 | 7,022,810.00 | 0.10 |
| 65480CAG0 | Nissan Motor Acceptance Co Llc | NSANY | 5.3 | 09/13/2027 | 7,365,000.00 | 7,343,146.00 | 0.10 |
| 69291NAA0 | PK Alift Loan Funding 7 Lp | PKAIR | 4.75 | 03/15/2043 | 7,000,000.00 | 6,939,949.00 | 0.10 |
| 68268VAD7 | Onemain Financial Issuance Trust 2022-2 | OMFIT | 6.55 | 10/14/2034 | 6,870,000.00 | 6,907,365.00 | 0.10 |
| 95003EAJ5 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 8.57 | 05/15/2031 | 7,000,000.00 | 7,010,029.00 | 0.10 |
| BD35RT0 | Ivory Coast Government International Bon | IVYCST | 5.25 | 03/22/2030 | 6,546,000.00 | 7,545,804.00 | 0.10 |
| 92212WAA8 | VAR Energi Asa | VARNO | 5.0 | 05/18/2027 | 6,960,000.00 | 7,021,779.00 | 0.10 |
| 92540VAA3 | Verus Securitization Trust 2025-2 | VERUS | 5.31 | 03/01/2070 | 7,229,206.00 | 7,256,944.00 | 0.10 |
| 86324XAA3 | Stream Innovations 2025-1 Issuer Trust | STRE | 5.05 | 09/15/2045 | 7,120,257.00 | 7,198,167.00 | 0.10 |
| 854938AA5 | STAR Leasing Co Llc | TRAILR | 7.63 | 02/15/2030 | 7,516,000.00 | 7,188,117.00 | 0.10 |
| 89183HAA2 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 5.71 | 02/25/2055 | 6,938,953.00 | 7,011,743.00 | 0.10 |
| 89183KAA5 | TOWD Point Mortgage Trust 2025-ces2 | TPMT | 5.35 | 07/25/2065 | 7,372,814.00 | 7,418,167.00 | 0.10 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 7,100,000.00 | 7,100,349.00 | 0.10 |
| 74390PAA5 | PRPM 2024-6 Llc | PRPM | 5.7 | 11/25/2029 | 6,967,550.00 | 6,969,917.00 | 0.10 |
| 802638AA4 | Santander Mortgage Asset Receivable Trus | SAN | 5.73 | 02/01/2065 | 7,494,151.00 | 7,561,908.00 | 0.10 |
| 74942JAA2 | RCKT Mortgage Trust 2025-ces8 | RCKT | 4.8 | 09/01/2055 | 6,649,911.00 | 6,627,267.00 | 0.09 |
| 77313LAA1 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 2.88 | 10/15/2026 | 6,575,000.00 | 6,466,456.00 | 0.09 |
| 78466CAC0 | SS&C Technologies Inc | SSNC | 5.5 | 09/30/2027 | 6,175,000.00 | 6,177,450.00 | 0.09 |
| 74390WAA0 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 6,408,840.00 | 6,300,609.00 | 0.09 |
| 720916AA3 | Pikes Peak Clo 18 | PIPK | 5.1 | 04/20/2038 | 6,500,000.00 | 6,514,653.00 | 0.09 |
| 74841CAB7 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 3.88 | 03/01/2031 | 6,675,000.00 | 6,325,254.00 | 0.09 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 6,754,269.00 | 6,780,949.00 | 0.09 |
| 891946AA3 | TOWD Point Mortgage Trust 2025-crm1 | TPMT | 5.8 | 01/25/2065 | 6,429,490.00 | 6,487,059.00 | 0.09 |
| 86773AAB7 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.88 | 10/30/2059 | 6,419,189.00 | 6,278,758.00 | 0.09 |
| 92840VAB8 | Vistra Operations Co Llc | VST | 5.63 | 02/15/2027 | 6,450,000.00 | 6,455,688.00 | 0.09 |
| 70932MAB3 | Pennymac Financial Services Inc | PFSI | 4.25 | 02/15/2029 | 6,400,000.00 | 6,258,428.00 | 0.09 |
| 69391NAA9 | PMT Credit Risk Transfer Trust 2024-2r | PMTCR | 7.55 | 03/29/2027 | 6,295,743.00 | 6,357,311.00 | 0.09 |
| 682680CQ4 | Oneok Inc | OKE | 5.38 | 06/01/2029 | 6,530,000.00 | 6,728,313.00 | 0.09 |
| 496094AQ6 | Kings Park Clo Ltd | KINGP | — | 01/21/2039 | 6,500,000.00 | 6,500,000.00 | 0.09 |
| 552953CK5 | MGM Resorts International | MGM | 6.13 | 09/15/2029 | 6,205,000.00 | 6,343,836.00 | 0.09 |
| 46647PEG7 | Jpmorgan Chase & Co | JPM | 5.58 | 04/22/2030 | 5,985,000.00 | 6,259,247.00 | 0.09 |
| 147918AB2 | Cassa Depositi E Prestiti Spa | CDEP | 5.75 | 05/05/2026 | 6,201,000.00 | 6,239,738.00 | 0.09 |
| 146869AN2 | Carvana Co | CVNA | 9.0 | 06/01/2030 | 5,900,000.00 | 6,167,775.00 | 0.09 |
| 172967KA8 | Citigroup Inc | C | 4.45 | 09/29/2027 | 6,500,000.00 | 6,531,324.00 | 0.09 |
| 172967MV0 | Citigroup Inc | C | 3.88 | 05/18/2174 | 6,615,000.00 | 6,584,393.00 | 0.09 |
| 12571DAA3 | CIM Trust 2025-i1 | CIM | 5.66 | 10/25/2069 | 6,253,048.00 | 6,314,766.00 | 0.09 |
| 00973RAJ2 | AKER Bp Asa | AKERBP | 4.0 | 01/15/2031 | 6,600,000.00 | 6,366,801.00 | 0.09 |
| 00833BAC2 | Affirm Master Trust | AFRMT | 5.28 | 02/15/2033 | 6,400,000.00 | 6,443,832.00 | 0.09 |
| 05526DCB9 | BAT Capital Corp | BATSLN | 5.35 | 08/15/2032 | 5,925,000.00 | 6,172,002.00 | 0.09 |
| 055451BJ6 | BHP Billiton Finance Usa Ltd | BHP | 5.0 | 02/21/2030 | 6,215,000.00 | 6,417,385.00 | 0.09 |
| 05553WAB5 | Bbcms Mortgage Trust 2023-c21 | BBCMS | 6.51 | 09/01/2056 | 6,163,124.00 | 6,475,550.00 | 0.09 |
| 06051GFU8 | BANK Of America Corp | BAC | 4.45 | 03/03/2026 | 6,500,000.00 | 6,496,623.00 | 0.09 |
| 05613YAA1 | BXMT 2025-fl5 Ltd | BXMT | 5.6 | 10/18/2042 | 6,515,000.00 | 6,486,711.00 | 0.09 |
| 058498AZ9 | BALL Corp | BALL | 6.0 | 06/15/2029 | 6,025,000.00 | 6,208,988.00 | 0.09 |
| 3132DWDU4 | Freddie Mac Pool | FR | 4.0 | 05/01/2052 | 6,871,867.00 | 6,585,304.00 | 0.09 |
| 3132DWBJ1 | Freddie Mac Pool | FR | 2.5 | 04/01/2051 | 7,793,937.00 | 6,678,468.00 | 0.09 |
| 25381MAA5 | Digicel International Finance Ltd / Difl | DIGDIF | 8.63 | 08/01/2032 | 6,240,000.00 | 6,370,572.00 | 0.09 |
| 251526DA4 | Deutsche Bank Ag/new York Ny | DB | 5.3 | 05/09/2031 | 6,625,000.00 | 6,801,601.00 | 0.09 |
| 345397ZR7 | FORD Motor Credit Co Llc | F | 5.11 | 05/03/2029 | 6,800,000.00 | 6,789,002.00 | 0.09 |
| 37045XDH6 | General Motors Financial Co Inc | GM | 2.4 | 04/10/2028 | 6,635,000.00 | 6,369,487.00 | 0.09 |
| 36271RAA4 | GS Mortgage Backed Securities Trust 2025 | GSMBS | 5.57 | 05/25/2055 | 6,604,366.00 | 6,653,897.00 | 0.09 |
| XS23013858 | Invesco Euro Clo I Dac | INVSC | 2.66 | 07/15/2031 | 5,760,164.00 | 6,675,844.00 | 0.09 |
| XS24007575 | ST Paul's Clo Iv Dac | SPAUL | 2.9 | 04/25/2030 | 5,461,671.00 | 6,323,011.00 | 0.09 |
| XS28092182 | Lorca Telecom Bondco Sa | LORCAT | 5.75 | 04/30/2029 | 4,975,000.00 | 5,991,816.00 | 0.08 |
| XS31779678 | Kinbane 2025-rpl 2 Dac | KINBN | 2.99 | 08/24/2075 | 4,998,260.00 | 5,800,786.00 | 0.08 |
| 31418EM23 | Fannie Mae Pool | FN | 6.0 | 12/01/2052 | 5,551,650.00 | 5,721,845.00 | 0.08 |
| 31418FE45 | Fannie Mae Pool | FN | 6.0 | 12/01/2054 | 5,373,646.00 | 5,502,502.00 | 0.08 |
| 22945DAE3 | Csail 2019-c15 Commercial Mortgage Trust | CSAIL | 3.78 | 03/01/2052 | 5,973,314.00 | 5,872,754.00 | 0.08 |
| 29273VAZ3 | Energy Transfer Lp | ET | 5.25 | 07/01/2029 | 5,535,000.00 | 5,712,952.00 | 0.08 |
| 3132DPQG6 | Freddie Mac Pool | FR | 6.0 | 01/01/2053 | 5,296,148.00 | 5,444,768.00 | 0.08 |
| 3132DWG23 | Freddie Mac Pool | FR | 6.0 | 04/01/2053 | 5,765,659.00 | 5,934,136.00 | 0.08 |
| 3132DWGS6 | Freddie Mac Pool | FR | 6.0 | 03/01/2053 | 5,783,349.00 | 5,942,885.00 | 0.08 |
| 3133EL2C7 | Federal Farm Credit Banks Funding Corp | FFCB | 1.23 | 07/29/2030 | 6,600,000.00 | 5,877,749.00 | 0.08 |
| 05609TAJ9 | BX Trust 2022-vamf | BX | 6.66 | 01/15/2039 | 5,700,000.00 | 5,679,694.00 | 0.08 |
| 05555PAD4 | Bbcms Mortgage Trust 2024-5c29 | BBCMS | 1.82 | 09/15/2057 | 106,939,347.00 | 5,651,573.00 | 0.08 |
| 08576PAH4 | Berry Global Inc | AMCR | 1.57 | 01/15/2026 | 6,150,000.00 | 6,124,619.00 | 0.08 |
| 05490TAA0 | Bbccre Trust 2015-gtp | BBCCR | 3.97 | 08/06/2033 | 6,465,000.00 | 5,981,890.00 | 0.08 |
| 05492JAV4 | Barclays Commercial Mortgage Trust 2019- | BBCMS | 2.81 | 11/01/2052 | 6,100,000.00 | 5,841,114.00 | 0.08 |
| 12673UAA2 | COLT 2025-inv2 Mortgage Loan Trust | COLT | 5.6 | 02/25/2070 | 5,958,371.00 | 6,027,659.00 | 0.08 |
| 097793AE3 | Civitas Resources Inc | CIVI | 5.0 | 10/15/2026 | 6,060,000.00 | 6,052,759.00 | 0.08 |
| 46647PCJ3 | Jpmorgan Chase & Co | JPM | 2.07 | 06/01/2029 | 6,015,000.00 | 5,735,602.00 | 0.08 |
| 46188DAE8 | Invitation Homes 2024-sfr1 Trust | IHSFR | 4.25 | 09/17/2041 | 5,700,000.00 | 5,573,316.00 | 0.08 |
| 44891ACA3 | Hyundai Capital America | HYNMTR | 2.1 | 09/15/2028 | 6,130,000.00 | 5,788,192.00 | 0.08 |
| 67121LAA4 | OBX 2025-nqm10 Trust | OBX | 5.45 | 05/25/2065 | 5,606,661.00 | 5,666,171.00 | 0.08 |
| 693968AA7 | PMT Issuer Trust - Fmsr | PNMSR | 7.07 | 12/25/2027 | 6,000,000.00 | 6,038,329.00 | 0.08 |
| 606822BX1 | Mitsubishi Ufj Financial Group Inc | MUFG | 2.31 | 07/20/2032 | 6,285,000.00 | 5,619,275.00 | 0.08 |
| 6174467Y9 | Morgan Stanley | MS | 4.35 | 09/08/2026 | 5,505,000.00 | 5,514,405.00 | 0.08 |
| 928668CM2 | Volkswagen Group Of America Finance Llc | VW | 4.95 | 08/15/2029 | 5,520,000.00 | 5,588,188.00 | 0.08 |
| 92328MAE3 | Venture Global Calcasieu Pass Llc | VENTGL | 6.25 | 01/15/2030 | 5,450,000.00 | 5,507,063.00 | 0.08 |
| 91282CCF6 | United States Treasury Note/bond | T | 0.75 | 05/31/2026 | 5,870,000.00 | 5,782,637.00 | 0.08 |
| 91282CNT4 | United States Treasury Note/bond | T | 4.25 | 08/15/2035 | 5,575,000.00 | 5,686,500.00 | 0.08 |
| BCC3JF9H4 | LUGO Funding Dac | LUGO | 3.06 | 05/26/2066 | 5,175,310.00 | 5,992,464.00 | 0.08 |
| BDCRXP5 | Dominican Republic International Bond | DOMREP | 6.88 | 01/29/2026 | 5,919,000.00 | 5,924,919.00 | 0.08 |
| B8ADAMRM6 | International Park Hldgs Bv | — | 7.29 | 12/31/2031 | 5,225,000.00 | 5,956,729.00 | 0.08 |
| 86324EAA5 | Stream Innovations 2024-2 Issuer Trust | STRE | 5.21 | 02/15/2045 | 5,368,168.00 | 5,444,475.00 | 0.08 |
| 90290MAD3 | US Foods Inc | USFOOD | 4.75 | 02/15/2029 | 6,000,000.00 | 5,970,274.00 | 0.08 |
| 88339WAB2 | Williams Cos Inc/the | WMB | 4.9 | 03/15/2029 | 5,615,000.00 | 5,734,693.00 | 0.08 |
| 749427AA8 | RCKT Mortgage Trust 2025-ces1 | RCKT | 5.65 | 01/25/2045 | 6,056,971.00 | 6,120,049.00 | 0.08 |
| 718172DZ9 | Philip Morris International Inc | PM | 4.25 | 10/29/2032 | 5,710,000.00 | 5,633,331.00 | 0.08 |
| 75625QAE9 | Reckitt Benckiser Treasury Services Plc | RKTLN | 3.0 | 06/26/2027 | 6,005,000.00 | 5,909,762.00 | 0.08 |
| 78410GAD6 | SBA Communications Corp | SBAC | 3.88 | 02/15/2027 | 6,150,000.00 | 6,119,578.00 | 0.08 |
| 834423AE5 | Syensqo Finance America Llc | SYENS | 5.65 | 06/04/2029 | 5,705,000.00 | 5,912,210.00 | 0.08 |
| 749426AA0 | RCKT Mortgage Trust 2024-ces9 | RCKT | 5.58 | 12/25/2044 | 5,047,077.00 | 5,091,703.00 | 0.07 |
| 86771PAA8 | Sunrun Bacchus Issuer 2025-1 Llc | SUNRN | 5.99 | 04/30/2060 | 4,749,676.00 | 4,802,579.00 | 0.07 |
| 87265HAF6 | TRI Pointe Homes Inc | TPH | 5.25 | 06/01/2027 | 4,895,000.00 | 4,921,467.00 | 0.07 |
| 98379JAA3 | RXO Inc | RXO | 7.5 | 11/15/2027 | 4,648,000.00 | 4,739,106.00 | 0.07 |
| B5BVX41 | Hamburg Commercial Bank Ag | HCOB | 4.05 | 03/21/2031 | 5,000,000.00 | 4,855,170.00 | 0.07 |
| BF2D3D5 | Eskom Holdings | ESKOM | 8.45 | 08/10/2028 | 4,746,000.00 | 5,082,372.00 | 0.07 |
| BF2F610 | Eskom Holdings | ESKOM | 6.35 | 08/10/2028 | 5,213,000.00 | 5,371,019.00 | 0.07 |
| 969457CL2 | Williams Cos Inc/the | WMB | 4.8 | 11/15/2029 | 5,255,000.00 | 5,359,317.00 | 0.07 |
| 92490EAA1 | Verus Securitization Trust 2025-9 | VERUS | 4.94 | 10/03/2070 | 4,760,056.00 | 4,761,644.00 | 0.07 |
| 924930AC4 | Verus Securitization Trust 2025-8 | VERUS | 4.87 | 09/01/2070 | 5,163,652.00 | 5,153,099.00 | 0.07 |
| 92840VAF9 | Vistra Operations Co Llc | VST | 5.0 | 07/31/2027 | 5,091,000.00 | 5,106,589.00 | 0.07 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 5,125,000.00 | 5,236,682.00 | 0.07 |
| 59833DAB6 | Midwest Gaming Borrower Llc / Midwest Ga | MWGAME | 4.88 | 05/01/2029 | 5,350,000.00 | 5,227,396.00 | 0.07 |
| 70932MAD9 | Pennymac Financial Services Inc | PFSI | 7.88 | 12/15/2029 | 5,000,000.00 | 5,333,650.00 | 0.07 |
| 682413AG4 | ONE 2021-park Mortgage Trust | ONP | 5.57 | 03/15/2036 | 5,000,000.00 | 4,705,429.00 | 0.07 |
| 65473PAS4 | Nisource Inc | NI | 5.2 | 07/01/2029 | 4,720,000.00 | 4,872,909.00 | 0.07 |
| 463920AA6 | Island Finance Trust 2025-1 | ISLN | 6.54 | 03/19/2035 | 5,250,000.00 | 5,325,090.00 | 0.07 |
| 465077AL9 | Israel Electric Corp Ltd | ISRELE | 4.25 | 08/14/2028 | 5,320,000.00 | 5,252,914.00 | 0.07 |
| 527298CN1 | Level 3 Financing Inc | LVLT | 7.0 | 03/31/2034 | 4,690,000.00 | 4,809,838.00 | 0.07 |
| 52607MAA7 | Lendmark Funding Trust 2021-1 | LFT | 1.9 | 11/20/2031 | 5,000,000.00 | 4,856,099.00 | 0.07 |
| 53523LAA8 | Lindblad Expeditions Llc | LIND | 6.75 | 02/15/2027 | 4,725,000.00 | 4,747,678.00 | 0.07 |
| 48241FAD6 | KBC Group Nv | KBCBB | 4.93 | 10/16/2030 | 5,005,000.00 | 5,101,346.00 | 0.07 |
| 50205PAA0 | Lhome Mortgage Trust 2024-rtl4 | LHOME | 5.92 | 07/25/2039 | 4,750,000.00 | 4,771,739.00 | 0.07 |
| 513272AD6 | LAMB Weston Holdings Inc | LW | 4.13 | 01/31/2030 | 5,025,000.00 | 4,877,395.00 | 0.07 |
| 12434FAA5 | BX Commercial Mortgage Trust 2021-cip | BX | 4.99 | 12/15/2038 | 5,013,977.00 | 5,009,276.00 | 0.07 |
| 17327GAX2 | Citigroup Commercial Mortgage Trust 2018 | CGCMT | 4.15 | 11/01/2051 | 4,866,000.00 | 4,828,942.00 | 0.07 |
| 00175PAC7 | AMN Healthcare Inc | AMN | 4.0 | 04/15/2029 | 5,275,000.00 | 5,031,634.00 | 0.07 |
| 05581KAH4 | BNP Paribas Sa | BNP | 5.18 | 01/09/2030 | 5,230,000.00 | 5,362,683.00 | 0.07 |
| 040114HS2 | Argentine Republic Government Internatio | ARGENT | 0.75 | 07/09/2030 | 6,101,075.00 | 5,045,589.00 | 0.07 |
| 3132DWC84 | Freddie Mac Pool | FR | 3.0 | 02/01/2052 | 6,068,992.00 | 5,405,583.00 | 0.07 |
| 31418EL57 | Fannie Mae Pool | FN | 6.0 | 11/01/2052 | 4,638,936.00 | 4,773,354.00 | 0.07 |
| 36271AAA1 | GS Mortgage-backed Securities Trust 2024 | GSMBS | 5.57 | 01/25/2055 | 4,695,518.00 | 4,703,048.00 | 0.07 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 4,981,000.00 | 5,168,012.00 | 0.07 |
| 36179XFH4 | Ginnie Mae Ii Pool | G2 | 4.5 | 09/01/2052 | 5,301,953.00 | 5,224,174.00 | 0.07 |
| BK4K0P0 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 4,492,000.00 | 4,847,535.00 | 0.07 |
| BMYD8L5 | Ivory Coast Government International Bon | IVYCST | 4.88 | 01/30/2032 | 4,595,000.00 | 5,075,028.00 | 0.07 |
| BQ0G6D4 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 4,374,000.00 | 4,929,707.00 | 0.07 |
| BQ0KKS9 | MVM Energetika Zrt | MVMHU | 7.5 | 06/09/2028 | 4,980,000.00 | 5,268,740.00 | 0.07 |
| BNZHNG3 | Bellis Acquisition Co Plc | ASSDLN | 8.13 | 05/14/2030 | 3,840,000.00 | 4,765,320.00 | 0.07 |
| G2770C100 | Digicel Intl Fin Ltd Common Equity | — | — | — | 257,178.00 | 4,661,351.00 | 0.06 |
| 38141GD35 | Goldman Sachs Group Inc/the | GS | 4.37 | 10/21/2031 | 4,140,000.00 | 4,144,822.00 | 0.06 |
| 34535QAC9 | FORD Credit Auto Owner Trust 2023-rev1 | FORDR | 5.58 | 08/15/2035 | 4,412,000.00 | 4,511,250.00 | 0.06 |
| 31418EKV1 | Fannie Mae Pool | FN | 5.5 | 11/01/2052 | 3,990,495.00 | 4,070,118.00 | 0.06 |
| 31418DJJ2 | Fannie Mae Pool | FN | 2.5 | 12/01/2034 | 4,808,886.00 | 4,593,519.00 | 0.06 |
| 3140QMCJ1 | Fannie Mae Pool | FN | 3.0 | 10/01/2051 | 4,590,141.00 | 4,094,318.00 | 0.06 |
| 3132DWF57 | Freddie Mac Pool | FR | 5.0 | 01/01/2053 | 4,320,032.00 | 4,331,659.00 | 0.06 |
| 3132DWL35 | Freddie Mac Pool | FR | 5.5 | 07/01/2054 | 4,187,862.00 | 4,241,707.00 | 0.06 |
| 3132DWCU5 | Freddie Mac Pool | FR | 2.5 | 12/01/2051 | 5,261,399.00 | 4,511,392.00 | 0.06 |
| 3132E0UG5 | Freddie Mac Pool | FR | 3.5 | 10/01/2045 | 4,473,433.00 | 4,267,865.00 | 0.06 |
| 3132E0UH3 | Freddie Mac Pool | FR | 3.5 | 11/01/2046 | 4,912,296.00 | 4,687,079.00 | 0.06 |
| 3133KMQF5 | Freddie Mac Pool | FR | 2.5 | 09/01/2046 | 4,967,926.00 | 4,325,199.00 | 0.06 |
| 279158AT6 | Ecopetrol Sa | ECOPET | 8.63 | 01/19/2029 | 3,950,000.00 | 4,245,618.00 | 0.06 |
| 233104AA6 | DCLI Bidco Llc | DIRCHA | 7.75 | 11/15/2029 | 4,434,000.00 | 4,349,332.00 | 0.06 |
| 25470MAG4 | DISH Network Corp | DISH | 11.75 | 11/15/2027 | 4,350,000.00 | 4,546,105.00 | 0.06 |
| 065403BB2 | BANK 2019-bnk17 | BANK | 3.46 | 04/01/2052 | 4,105,914.00 | 4,026,228.00 | 0.06 |
| 065404BA2 | BANK 2018-bnk10 | BANK | 3.43 | 02/01/2061 | 4,532,437.00 | 4,466,979.00 | 0.06 |
| 071734AN7 | Bausch Health Cos Inc | BHCCN | 4.88 | 06/01/2028 | 4,740,000.00 | 4,296,999.00 | 0.06 |
| 01882YAF3 | Alliant Energy Finance Llc | LNT | 5.4 | 06/06/2027 | 3,965,000.00 | 4,016,243.00 | 0.06 |
| 019579AA9 | Allied Universal Holdco Llc/allied Unive | UNSEAM | 4.63 | 06/01/2028 | 4,400,000.00 | 4,309,184.00 | 0.06 |
| 01F020612 | Fannie Mae Or Freddie Mac | FNCL | 2.0 | 01/01/2056 | 5,500,000.00 | 4,475,771.00 | 0.06 |
| 05508WAB1 | B&G Foods Inc | BGS | 5.25 | 09/15/2027 | 4,650,000.00 | 4,555,526.00 | 0.06 |
| 04364VAK9 | Ascent Resources Utica Holdings Llc / Ar | ASCRES | 9.0 | 11/01/2027 | 3,516,000.00 | 4,075,184.00 | 0.06 |
| 045086AM7 | Ashton Woods Usa Llc / Ashton Woods Fina | ASHWOO | 4.63 | 08/01/2029 | 4,550,000.00 | 4,334,046.00 | 0.06 |
| 172967PR6 | Citigroup Inc | C | 6.75 | 02/15/2173 | 4,075,000.00 | 4,107,661.00 | 0.06 |
| 14040HDB8 | Capital One Financial Corp | COF | 7.15 | 10/29/2027 | 4,450,000.00 | 4,562,914.00 | 0.06 |
| 09659W2C7 | BNP Paribas Sa | BNP | 3.5 | 11/16/2027 | 4,255,000.00 | 4,203,649.00 | 0.06 |
| 09659W2P8 | BNP Paribas Sa | BNP | 2.87 | 04/19/2032 | 4,415,000.00 | 4,033,955.00 | 0.06 |
| 48128BAH4 | Jpmorgan Chase & Co | JPM | 6.73 | 10/01/2174 | 4,510,000.00 | 4,516,570.00 | 0.06 |
| 46266TAF5 | Iqvia Inc | IQV | 6.25 | 02/01/2029 | 4,005,000.00 | 4,223,251.00 | 0.06 |
| 46625HRY8 | Jpmorgan Chase & Co | JPM | 3.78 | 02/01/2028 | 4,500,000.00 | 4,486,043.00 | 0.06 |
| 44891ADG9 | Hyundai Capital America | HYNMTR | 4.55 | 09/26/2029 | 4,180,000.00 | 4,202,996.00 | 0.06 |
| 45262BAG8 | Imperial Brands Finance Plc | IMBLN | 5.5 | 02/01/2030 | 4,515,000.00 | 4,689,241.00 | 0.06 |
| 707569AS8 | PENN Entertainment Inc | PENN | 5.63 | 01/15/2027 | 4,250,000.00 | 4,250,903.00 | 0.06 |
| 61744YAP3 | Morgan Stanley | MS | 3.77 | 01/24/2029 | 4,280,000.00 | 4,251,342.00 | 0.06 |
| 61766NBA2 | Morgan Stanley Bank Of America Merrill L | MSBAM | 2.6 | 09/01/2049 | 4,158,640.00 | 4,138,915.00 | 0.06 |
| 63874TAA5 | Natixis Commercial Mortgage Securities T | NCMS | 3.89 | 08/01/2038 | 4,750,000.00 | 4,627,349.00 | 0.06 |
| 629377CE0 | NRG Energy Inc | NRG | 5.75 | 01/15/2028 | 4,350,000.00 | 4,360,337.00 | 0.06 |
| 983130AX3 | WYNN Las Vegas Llc / Wynn Las Vegas Capi | WYNNLV | 5.25 | 05/15/2027 | 4,100,000.00 | 4,115,970.00 | 0.06 |
| BCC3J9VX8 | Kinbane 2024-rpl 2 Dac | KINBN | 2.99 | 01/24/2063 | 3,668,058.00 | 4,254,762.00 | 0.06 |
| B8AC6L2G5 | Hurricane Cleanco Limited | — | 6.25 | 10/31/2029 | 3,019,400.00 | 4,224,196.00 | 0.06 |
| 86765KAH2 | Sunoco Lp | SUN | 5.88 | 07/15/2027 | 4,625,000.00 | 4,628,518.00 | 0.06 |
| 89183QAB0 | TOWD Point Mortgage Trust 2024-ces5 | TPMT | 5.2 | 09/25/2064 | 4,350,000.00 | 4,355,495.00 | 0.06 |
| 749414AA6 | RCKT Mortgage Trust 2024-ces7 | RCKT | 5.16 | 10/25/2044 | 3,968,987.00 | 3,978,302.00 | 0.06 |
| 74448VAA4 | PRPM 2025-rcf2 Llc | PRPM | 4.0 | 10/25/2064 | 4,281,222.00 | 4,214,169.00 | 0.06 |
| 76116FAB3 | Resolution Funding Corp Principal Strip | RFCSP | — | 01/15/2030 | 5,440,000.00 | 4,661,916.00 | 0.06 |
| 74970WAE0 | ROCK Trust 2024-cntr | ROCC | 6.47 | 11/13/2041 | 3,400,000.00 | 3,542,436.00 | 0.05 |
| 780153BG6 | Royal Caribbean Cruises Ltd | RCL | 5.5 | 04/01/2028 | 3,600,000.00 | 3,662,306.00 | 0.05 |
| 78410GAG9 | SBA Communications Corp | SBAC | 3.13 | 02/01/2029 | 3,550,000.00 | 3,392,038.00 | 0.05 |
| 88033GDR8 | Tenet Healthcare Corp | THC | 4.38 | 01/15/2030 | 3,900,000.00 | 3,821,159.00 | 0.05 |
| 89788MAQ5 | Truist Financial Corp | TFC | 7.16 | 10/30/2029 | 3,365,000.00 | 3,642,228.00 | 0.05 |
| 86765KAA7 | Sunoco Lp / Sunoco Finance Corp | SUN | 7.0 | 09/15/2028 | 3,200,000.00 | 3,298,129.00 | 0.05 |
| 844741BK3 | Southwest Airlines Co | LUV | 5.13 | 06/15/2027 | 3,365,000.00 | 3,401,543.00 | 0.05 |
| BD878G5 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 3,509,000.00 | 3,485,296.00 | 0.05 |
| 963320BD7 | Whirlpool Corp | WHR | 6.13 | 06/15/2030 | 3,270,000.00 | 3,312,277.00 | 0.05 |
| 969457CH1 | Williams Cos Inc/the | WMB | 5.4 | 03/02/2026 | 3,560,000.00 | 3,571,243.00 | 0.05 |
| 92874BAA3 | Voltagrid Llc | VOLTAG | 7.38 | 11/01/2030 | 3,720,000.00 | 3,710,028.00 | 0.05 |
| 92840VAV4 | Vistra Operations Co Llc | VST | 4.6 | 10/15/2030 | 3,290,000.00 | 3,283,741.00 | 0.05 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 5,190,000.00 | 3,966,286.00 | 0.05 |
| 914455UJ7 | University Of Michigan | UNVHGR | 4.45 | 04/01/2122 | 4,600,000.00 | 3,706,915.00 | 0.05 |
| 617945AC4 | Morgan Stanley Residential Mortgage Loan | MSRM | 5.59 | 06/01/2070 | 3,699,012.00 | 3,716,243.00 | 0.05 |
| 6174468X0 | Morgan Stanley | MS | 1.93 | 04/28/2032 | 3,905,000.00 | 3,438,023.00 | 0.05 |
| 59284MAA2 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 3,796,000.00 | 3,770,358.00 | 0.05 |
| 57779EAA6 | Maxim Crane Works Holdings Capital Llc | CLDCRN | 11.5 | 09/01/2028 | 3,400,000.00 | 3,618,219.00 | 0.05 |
| 69392CAA2 | PRET 2024-rpl2 Trust | PRET | 4.08 | 06/25/2064 | 4,034,732.00 | 3,901,327.00 | 0.05 |
| 67091TAF2 | OCP Sa | OCPMR | 6.75 | 05/02/2034 | 3,296,000.00 | 3,550,187.00 | 0.05 |
| 682685AC6 | Onemain Direct Auto Receivables Trust 20 | ODART | 6.14 | 02/14/2031 | 3,400,000.00 | 3,495,446.00 | 0.05 |
| 46590XAN6 | JBS Usa Holding Lux Sarl/ Jbs Usa Food C | JBSSBZ | 3.0 | 02/02/2029 | 3,680,000.00 | 3,542,163.00 | 0.05 |
| 41283LBA2 | Harley-davidson Financial Services Inc | HOG | 3.05 | 02/14/2027 | 4,000,000.00 | 3,946,654.00 | 0.05 |
| 38869AAC1 | Graphic Packaging International Llc | GPK | 3.5 | 03/01/2029 | 4,075,000.00 | 3,886,857.00 | 0.05 |
| 446413AZ9 | Huntington Ingalls Industries Inc | HII | 2.04 | 08/16/2028 | 3,500,000.00 | 3,308,662.00 | 0.05 |
| 496902AQ0 | Kinross Gold Corp | KCN | 4.5 | 07/15/2027 | 3,842,000.00 | 3,839,917.00 | 0.05 |
| 527298CB7 | Level 3 Financing Inc | LVLT | 4.88 | 06/15/2029 | 4,150,000.00 | 3,969,324.00 | 0.05 |
| 097023DC6 | Boeing Co/the | BA | 3.63 | 02/01/2031 | 3,940,000.00 | 3,787,673.00 | 0.05 |
| 12594PAV3 | CSMC Trust 2016-nxsr | CSMC | 3.79 | 12/01/2049 | 3,407,000.00 | 3,384,077.00 | 0.05 |
| 18972EAB1 | Clydesdale Acquisition Holdings Inc | NOVHOL | 8.75 | 04/15/2030 | 3,340,000.00 | 3,344,338.00 | 0.05 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 3,625,000.00 | 3,599,146.00 | 0.05 |
| 00081TAK4 | ACCO Brands Corp | ACCO | 4.25 | 03/15/2029 | 3,925,000.00 | 3,559,558.00 | 0.05 |
| 00833BAB4 | Affirm Master Trust | AFRMT | 5.13 | 02/15/2033 | 3,900,000.00 | 3,928,806.00 | 0.05 |
| 07336DAT8 | Bbcms Mortgage Trust 2023-c20 | BBCMS | 6.38 | 07/01/2056 | 3,476,806.00 | 3,604,301.00 | 0.05 |
| 06540VAZ8 | BANK 2019-bnk24 | BANK | 2.71 | 11/01/2062 | 3,465,000.00 | 3,275,097.00 | 0.05 |
| 05593UAA3 | BPR Commercial Mortgage Trust 2024-park | BPR | 5.39 | 11/01/2039 | 3,500,000.00 | 3,579,317.00 | 0.05 |
| 05555VAA7 | BFLD 2024-vict Mortgage Trust | BFLD | 5.85 | 07/15/2041 | 3,500,000.00 | 3,510,916.00 | 0.05 |
| 25714PEP9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 3,513,000.00 | 3,556,912.00 | 0.05 |
| 23918KAS7 | Davita Inc | DVA | 4.63 | 06/01/2030 | 3,725,000.00 | 3,615,239.00 | 0.05 |
| 225401AU2 | UBS Group Ag | UBS | 3.09 | 05/14/2032 | 3,510,000.00 | 3,264,290.00 | 0.05 |
| 22822VBD2 | Crown Castle Inc | CCI | 5.6 | 06/01/2029 | 3,715,000.00 | 3,860,993.00 | 0.05 |
| 3133USKS9 | Freddie Mac Pool | FR | 2.5 | 05/01/2051 | 4,241,355.00 | 3,615,768.00 | 0.05 |
| 3132DWMS9 | Freddie Mac Pool | FR | 5.5 | 10/01/2054 | 3,500,982.00 | 3,547,833.00 | 0.05 |
| 3132DWJF1 | Freddie Mac Pool | FR | 5.5 | 09/01/2053 | 3,326,323.00 | 3,376,470.00 | 0.05 |
| 31418DYC0 | Fannie Mae Pool | FN | 2.5 | 04/01/2051 | 3,946,424.00 | 3,383,535.00 | 0.05 |
| 3140QLJG2 | Fannie Mae Pool | FN | 3.5 | 07/01/2051 | 3,574,526.00 | 3,330,615.00 | 0.05 |
| 31418ENL0 | Fannie Mae Pool | FN | 6.0 | 01/01/2053 | 3,788,787.00 | 3,887,629.00 | 0.05 |
| 31418ERA0 | Fannie Mae Pool | FN | 6.0 | 04/01/2053 | 3,774,814.00 | 3,885,261.00 | 0.05 |
| 31418EHP8 | Fannie Mae Pool | FN | 5.0 | 08/01/2052 | 3,842,048.00 | 3,852,982.00 | 0.05 |
| BPP2FT9 | Dominican Republic International Bond | DOMREP | 5.5 | 02/22/2029 | 3,407,000.00 | 3,449,587.00 | 0.05 |
| BN6QJ38 | Central Nippon Expressway Co Ltd | CENEXP | 0.89 | 12/10/2025 | 3,643,000.00 | 3,640,189.00 | 0.05 |
| BKLXG54 | Virgin Media Secured Finance Plc | VMED | 4.25 | 01/15/2030 | 3,100,000.00 | 3,750,571.00 | 0.05 |
| BLH23Q2 | Cellnex Finance Co Sa | CLNXSM | 2.0 | 02/15/2033 | 3,800,000.00 | 3,951,641.00 | 0.05 |
| BL5168168 | Boots Group Bidco Ltd | BOOTFN | 8.72 | 08/30/2032 | 2,975,000.00 | 3,964,025.00 | 0.05 |
| BL5023827 | CD&R Firefly Bidco Plc | MOTFUE | 8.72 | 04/29/2029 | 2,850,000.00 | 3,772,545.00 | 0.05 |
| XS24149361 | Henley Clo Iii Dac | HNLY | 3.04 | 12/25/2035 | 3,250,000.00 | 3,772,466.00 | 0.05 |
| XS22592010 | BAIN Capital Euro Clo 2020-1 Dac | BCCE | 3.12 | 01/24/2033 | 3,238,370.00 | 3,758,350.00 | 0.05 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -6,455,000.00 | 2,909,231.00 | 0.04 |
| SWB8ACMDEY | SWP: Ois Sofr 4.497000 13-may-2027 | — | — | 05/13/2027 | 200,020,000.00 | 3,114,447.00 | 0.04 |
| BL4808012 | TPC Group Inc | TPCG | 9.77 | 11/24/2031 | 3,308,375.00 | 2,889,313.00 | 0.04 |
| BMDCG20 | Cellnex Telecom Sa | CLNXSM | 1.75 | 10/23/2030 | 2,400,000.00 | 2,596,055.00 | 0.04 |
| BL4045797 | Tenneco Inc | TENINC | 9.3 | 11/17/2028 | 2,890,000.00 | 2,823,168.00 | 0.04 |
| BK4Q2J6 | Serbia International Bond | SERBIA | 1.5 | 06/26/2029 | 2,410,000.00 | 2,600,748.00 | 0.04 |
| BMW2PR9 | Colombia Government International Bond | COLOM | 5.0 | 09/19/2032 | 2,460,000.00 | 2,763,164.00 | 0.04 |
| BP48X83 | CVC Cordatus Loan Fund Xiv Dac | CORDA | 2.9 | 05/22/2032 | 2,185,708.00 | 2,536,948.00 | 0.04 |
| 31418EU81 | Fannie Mae Pool | FN | 5.0 | 08/01/2053 | 2,723,809.00 | 2,728,613.00 | 0.04 |
| 31418DZW5 | Fannie Mae Pool | FN | 2.5 | 06/01/2051 | 3,570,641.00 | 3,059,838.00 | 0.04 |
| 38141GYU2 | Goldman Sachs Group Inc/the | GS | 4.13 | 05/10/2074 | 3,095,000.00 | 3,040,246.00 | 0.04 |
| 36179YRG1 | Ginnie Mae Ii Pool | G2 | 5.0 | 02/01/2054 | 2,588,646.00 | 2,593,620.00 | 0.04 |
| 35564KJP5 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 6.17 | 09/25/2041 | 3,080,000.00 | 3,095,294.00 | 0.04 |
| 345397C27 | FORD Motor Credit Co Llc | F | 4.95 | 05/28/2027 | 3,000,000.00 | 3,006,594.00 | 0.04 |
| 345397C92 | FORD Motor Credit Co Llc | F | 6.8 | 05/12/2028 | 3,050,000.00 | 3,177,930.00 | 0.04 |
| 36179W2W7 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/20/2052 | 3,034,758.00 | 2,806,850.00 | 0.04 |
| 35564KNS4 | Freddie Mac Stacr Remic Trust 2021-hqa4 | STACR | 6.42 | 12/25/2041 | 2,700,000.00 | 2,732,852.00 | 0.04 |
| 3132DWMK6 | Freddie Mac Pool | FR | 5.5 | 09/01/2054 | 2,896,555.00 | 2,935,613.00 | 0.04 |
| 31335CAN4 | Freddie Mac Gold Pool | FG | 3.0 | 07/01/2046 | 2,729,480.00 | 2,537,021.00 | 0.04 |
| 3132DWNG4 | Freddie Mac Pool | FR | 5.0 | 12/01/2054 | 2,998,091.00 | 2,994,386.00 | 0.04 |
| 3132DWEL3 | Freddie Mac Pool | FR | 5.0 | 08/01/2052 | 2,966,162.00 | 2,974,603.00 | 0.04 |
| 3132DWES8 | Freddie Mac Pool | FR | 4.5 | 09/01/2052 | 3,224,105.00 | 3,172,932.00 | 0.04 |
| 27034RAA1 | Permian Resources Operating Llc | PR | 8.0 | 04/15/2027 | 2,525,000.00 | 2,557,248.00 | 0.04 |
| 05593HAG9 | BMO 2024-c8 Xb | BMO | 1.02 | 09/01/2056 | 50,000,000.00 | 2,783,865.00 | 0.04 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 2,780,000.00 | 2,560,519.00 | 0.04 |
| 06539WAY2 | BANK 2020-bnk25 | BANK | 2.39 | 01/01/2063 | 2,883,278.00 | 2,823,705.00 | 0.04 |
| 05964HBB0 | Banco Santander Sa | SANTAN | 5.54 | 03/14/2030 | 2,800,000.00 | 2,899,335.00 | 0.04 |
| 06738ECX1 | Barclays Plc | BACR | 5.09 | 02/25/2029 | 3,155,000.00 | 3,214,011.00 | 0.04 |
| 08162VAD0 | Benchmark 2019-b10 Mortgage Trust | BMARK | 3.46 | 03/01/2062 | 3,054,889.00 | 2,986,562.00 | 0.04 |
| 08949LAB6 | BIG River Steel Llc / Brs Finance Corp | BIGBRS | 6.63 | 01/31/2029 | 2,897,000.00 | 2,905,730.00 | 0.04 |
| 08163BAA9 | Benchmark 2020-b22 Mortgage Trust | BMARK | 0.99 | 01/01/2054 | 62,848,000.00 | 2,576,610.00 | 0.04 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 3,400,000.00 | 3,111,610.00 | 0.04 |
| 015857AF2 | Algonquin Power & Utilities Corp | AQNCN | 5.37 | 06/15/2026 | 3,220,000.00 | 3,236,100.00 | 0.04 |
| 01626PAH9 | Alimentation Couche-tard Inc | ATDBCN | 3.55 | 07/26/2027 | 2,930,000.00 | 2,906,602.00 | 0.04 |
| 05555HAA8 | BFLD 2024-wrhs Mortgage Trust | BFLD | 5.45 | 07/15/2039 | 2,595,592.00 | 2,595,590.00 | 0.04 |
| 045167AW3 | Asian Development Bank | ASIA | 5.82 | 06/16/2028 | 3,000,000.00 | 3,150,123.00 | 0.04 |
| 04316JAL3 | Arthur J Gallagher & Co | AJG | 4.85 | 12/15/2029 | 2,820,000.00 | 2,883,664.00 | 0.04 |
| 03674XAS5 | Antero Resources Corp | AR | 5.38 | 03/01/2030 | 3,175,000.00 | 3,204,518.00 | 0.04 |
| 195325CX1 | Colombia Government International Bond | COLOM | 4.5 | 01/28/2026 | 2,550,000.00 | 2,544,900.00 | 0.04 |
| 21873SAB4 | Coreweave Inc | CRWV | 9.25 | 06/01/2030 | 3,085,000.00 | 2,847,022.00 | 0.04 |
| 200447AL4 | Comision Federal De Electricidad | CFELEC | 4.69 | 05/15/2029 | 3,011,000.00 | 2,969,372.00 | 0.04 |
| 146869AM4 | Carvana Co | CVNA | 9.0 | 06/01/2031 | 2,701,750.00 | 3,045,277.00 | 0.04 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 2,752,956.00 | 2,745,462.00 | 0.04 |
| 12654FAA8 | COMM 2024-277p Mortgage Trust | COMM | 6.34 | 08/10/2044 | 2,800,000.00 | 2,954,536.00 | 0.04 |
| 138616AM9 | Cantor Fitzgerald Lp | CANTOR | 7.2 | 12/12/2028 | 2,880,000.00 | 3,059,842.00 | 0.04 |
| 1248EPBR3 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.5 | 05/01/2026 | 2,750,000.00 | 2,747,952.00 | 0.04 |
| 55293DAJ0 | MHP 2022-mhil | MHP | 6.57 | 01/15/2027 | 2,560,000.00 | 2,556,819.00 | 0.04 |
| 526057CT9 | Lennar Corp | LEN | 5.25 | 06/01/2026 | 3,145,000.00 | 3,147,321.00 | 0.04 |
| 50212YAJ3 | LPL Holdings Inc | LPLA | 5.7 | 05/20/2027 | 3,040,000.00 | 3,097,500.00 | 0.04 |
| 42704LAF1 | HERC Holdings Inc | HRI | 7.0 | 06/15/2030 | 2,845,000.00 | 2,989,857.00 | 0.04 |
| 44267DAD9 | Howard Hughes Corp/the | HHH | 5.38 | 08/01/2028 | 2,700,000.00 | 2,704,386.00 | 0.04 |
| 443628AJ1 | Hudbay Minerals Inc | HBMCN | 4.5 | 04/01/2026 | 3,000,000.00 | 3,000,960.00 | 0.04 |
| 682691AH3 | Onemain Finance Corp | OMF | 6.63 | 05/15/2029 | 3,075,000.00 | 3,181,115.00 | 0.04 |
| 6903534Z7 | United States International Development | DFC | 3.25 | 10/15/2030 | 2,777,778.00 | 2,725,085.00 | 0.04 |
| 57701RAJ1 | Mattamy Group Corp | MATHOM | 5.25 | 12/15/2027 | 3,000,000.00 | 2,995,020.00 | 0.04 |
| 594712WY3 | Michigan State University | MISHGR | 4.17 | 08/15/2122 | 3,520,000.00 | 2,631,943.00 | 0.04 |
| 6174468U6 | Morgan Stanley | MS | 1.79 | 02/13/2032 | 3,295,000.00 | 2,902,299.00 | 0.04 |
| 98462YAD2 | Yamana Gold Inc | YRICN | 4.63 | 12/15/2027 | 3,000,000.00 | 3,010,996.00 | 0.04 |
| 95002RAW8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.19 | 06/01/2053 | 2,875,977.00 | 2,689,260.00 | 0.04 |
| B8AAE7AK3 | Blackstone Private Cr Fund | — | 5.61 | 05/03/2027 | 2,925,000.00 | 2,933,377.00 | 0.04 |
| B8ADQ6J27 | Doncasters Us Fin Llc | — | — | 04/01/2030 | 2,520,000.00 | 2,543,108.00 | 0.04 |
| 845467AR0 | Expand Energy Corp | EXE | 5.38 | 02/01/2029 | 3,150,000.00 | 3,156,914.00 | 0.04 |
| 85571BAU9 | Starwood Property Trust Inc | STWD | 3.63 | 07/15/2026 | 3,250,000.00 | 3,225,502.00 | 0.04 |
| 87165BAX1 | Synchrony Financial | SYF | 5.02 | 07/29/2029 | 2,795,000.00 | 2,822,271.00 | 0.04 |
| 832248AZ1 | Smithfield Foods Inc | SFD | 4.25 | 02/01/2027 | 2,800,000.00 | 2,790,084.00 | 0.04 |
| 71643VAB1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 3,060,000.00 | 3,032,001.00 | 0.04 |
| 74843PAA8 | Quikrete Holdings Inc | QUIKHO | 6.38 | 03/01/2032 | 2,100,000.00 | 2,183,005.00 | 0.03 |
| 83444MAP6 | Solventum Corp | SOLV | 5.4 | 03/01/2029 | 2,418,000.00 | 2,500,754.00 | 0.03 |
| 80290CCK8 | Santander Bank Auto Credit-linked Notes | SBCLN | 5.82 | 06/15/2032 | 2,208,881.00 | 2,237,200.00 | 0.03 |
| 853496AD9 | Standard Industries Inc/ny | BMCAUS | 4.75 | 01/15/2028 | 2,000,000.00 | 1,993,140.00 | 0.03 |
| 85855CAB6 | Stellantis Finance Us Inc | STLA | 2.69 | 09/15/2031 | 2,815,000.00 | 2,447,230.00 | 0.03 |
| 864486AK1 | Suburban Propane Partners Lp/suburban En | SPH | 5.88 | 03/01/2027 | 2,335,000.00 | 2,338,730.00 | 0.03 |
| 89183EAA9 | TOWD Point Mortgage Trust 2024-ces3 | TPMT | 6.29 | 05/01/2064 | 2,098,500.00 | 2,123,139.00 | 0.03 |
| 90932LAG2 | United Airlines Inc | UAL | 4.38 | 04/15/2026 | 2,370,000.00 | 2,366,317.00 | 0.03 |
| 90276VAD1 | UBS Commercial Mortgage Trust 2018-c8 | UBSCM | 3.72 | 02/15/2051 | 2,160,494.00 | 2,136,782.00 | 0.03 |
| 89055FAB9 | Topbuild Corp | BLD | 3.63 | 03/15/2029 | 2,100,000.00 | 2,029,545.00 | 0.03 |
| B8ADRJ0H5 | Clubcorp Holdings Inc | — | 8.96 | 04/30/2032 | 2,007,187.00 | 1,990,727.00 | 0.03 |
| BDFD907 | Bahrain Government International Bond | BHRAIN | 7.0 | 10/12/2028 | 2,000,000.00 | 2,080,620.00 | 0.03 |
| 95081QAP9 | Wesco Distribution Inc | WCC | 7.25 | 06/15/2028 | 2,425,000.00 | 2,461,346.00 | 0.03 |
| 90278KAZ4 | UBS Commercial Mortgage Trust 2018-c14 | UBSCM | 4.18 | 12/01/2051 | 2,352,809.00 | 2,358,608.00 | 0.03 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 2,575,000.00 | 2,411,958.00 | 0.03 |
| 60855RAN0 | Molina Healthcare Inc | MOH | 6.5 | 02/15/2031 | 2,000,000.00 | 2,043,932.00 | 0.03 |
| 61691NAD7 | Morgan Stanley Capital I 2017-hr2 | MSC | 3.33 | 12/01/2050 | 1,980,210.00 | 1,948,422.00 | 0.03 |
| 59155LAA0 | Mavis Tire Express Services Topco Corp | EOCGRO | 6.5 | 05/15/2029 | 2,347,000.00 | 2,327,063.00 | 0.03 |
| 62886HBG5 | NCL Corp Ltd | NCLH | 7.75 | 02/15/2029 | 1,750,000.00 | 1,853,530.00 | 0.03 |
| 62916TAC3 | NLT 2025-inv1 Trust | NLT | 5.86 | 02/01/2070 | 2,401,347.00 | 2,422,413.00 | 0.03 |
| 629377CQ3 | NRG Energy Inc | NRG | 3.38 | 02/15/2029 | 2,449,000.00 | 2,344,310.00 | 0.03 |
| 682696AA7 | Onemain Financial Issuance Trust 2020-2 | OMFIT | 1.75 | 09/14/2035 | 1,983,041.00 | 1,949,887.00 | 0.03 |
| 69354NAE6 | PRA Group Inc | PRAA | 8.38 | 02/01/2028 | 2,165,000.00 | 2,210,557.00 | 0.03 |
| 70052LAC7 | PARK Intermediate Holdings Llc / Pk Dome | PK | 4.88 | 05/15/2029 | 2,100,000.00 | 2,040,117.00 | 0.03 |
| 707569AV1 | PENN Entertainment Inc | PENN | 4.13 | 07/01/2029 | 2,300,000.00 | 2,130,819.00 | 0.03 |
| 70082LAD9 | PARK River Holdings Inc | PRIMBP | 8.75 | 12/31/2030 | 1,910,542.00 | 1,874,182.00 | 0.03 |
| 67111BAN0 | OFSI Bsl Ix Ltd | OFSBS | 5.09 | 07/15/2031 | 2,276,920.00 | 2,278,109.00 | 0.03 |
| 670001AE6 | Novelis Corp | HNDLIN | 4.75 | 01/30/2030 | 2,225,000.00 | 2,144,439.00 | 0.03 |
| 38237BAA8 | Goodleap Sustainable Home Solutions Trus | GOOD | 6.25 | 06/20/2057 | 2,444,298.00 | 2,411,433.00 | 0.03 |
| 45818QAD1 | Inter-american Development Bank | IADB | 6.75 | 07/15/2027 | 1,895,000.00 | 1,972,257.00 | 0.03 |
| 46507WAB6 | Israel Electric Corp Ltd | ISRELE | 7.75 | 12/15/2027 | 2,000,000.00 | 2,116,140.00 | 0.03 |
| 46590TAD7 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.41 | 03/01/2050 | 2,457,703.00 | 2,428,156.00 | 0.03 |
| 45344LAC7 | Crescent Energy Finance Llc | CRGYFN | 9.25 | 02/15/2028 | 1,758,000.00 | 1,820,044.00 | 0.03 |
| 49326EEJ8 | Keycorp | KEY | 2.55 | 10/01/2029 | 2,460,000.00 | 2,320,754.00 | 0.03 |
| 50212YAH7 | LPL Holdings Inc | LPLA | 6.75 | 11/17/2028 | 1,710,000.00 | 1,825,415.00 | 0.03 |
| 516806AK2 | Vital Energy Inc | VTLE | 7.88 | 04/15/2032 | 2,415,000.00 | 2,343,276.00 | 0.03 |
| 475795AD2 | Jeld-wen Inc | JELD | 4.88 | 12/15/2027 | 2,239,000.00 | 1,914,914.00 | 0.03 |
| 536797AG8 | Lithia Motors Inc | LAD | 3.88 | 06/01/2029 | 2,425,000.00 | 2,333,081.00 | 0.03 |
| 55336VCA6 | MPLX Lp | MPLX | 4.8 | 02/15/2031 | 2,035,000.00 | 2,059,545.00 | 0.03 |
| 109696AA2 | Brink's Co/the | BCO | 4.63 | 10/15/2027 | 2,246,000.00 | 2,240,054.00 | 0.03 |
| 097023DQ5 | Boeing Co/the | BA | 6.3 | 05/01/2029 | 2,225,000.00 | 2,366,496.00 | 0.03 |
| 097751BX8 | Bombardier Inc | BBDBCN | 6.0 | 02/15/2028 | 1,959,000.00 | 1,964,994.00 | 0.03 |
| 10554TAH8 | Braskem Netherlands Finance Bv | BRASKM | 8.5 | 01/12/2031 | 6,121,000.00 | 2,236,613.00 | 0.03 |
| 13323NAA0 | Camelot Return Merger Sub Inc | CNR | 8.75 | 08/01/2028 | 2,775,000.00 | 2,321,099.00 | 0.03 |
| 131347CP9 | Calpine Corp | CPN | 4.63 | 02/01/2029 | 2,375,000.00 | 2,362,835.00 | 0.03 |
| 131347CQ7 | Calpine Corp | CPN | 5.0 | 02/01/2031 | 1,950,000.00 | 1,956,481.00 | 0.03 |
| 12663TAA7 | CSMC 2022-rpl4 Trust | CSMC | 3.9 | 04/25/2062 | 2,219,700.00 | 2,145,628.00 | 0.03 |
| 12513GBG3 | CDW Llc / Cdw Finance Corp | CDW | 2.67 | 12/01/2026 | 2,545,000.00 | 2,503,992.00 | 0.03 |
| 12513GBK4 | CDW Llc / Cdw Finance Corp | CDW | 5.1 | 03/01/2030 | 1,800,000.00 | 1,837,576.00 | 0.03 |
| 17291CBQ7 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 2.58 | 08/10/2049 | 2,503,135.00 | 2,477,986.00 | 0.03 |
| 172967KY6 | Citigroup Inc | C | 3.2 | 10/21/2026 | 2,495,000.00 | 2,477,112.00 | 0.03 |
| 141784AM0 | Cargill Inc | CARGIL | 7.41 | 06/18/2027 | 1,773,000.00 | 1,850,860.00 | 0.03 |
| 143658BQ4 | Carnival Corp | CCL | 4.0 | 08/01/2028 | 1,975,000.00 | 1,940,437.00 | 0.03 |
| 147918AF3 | Cassa Depositi E Prestiti Spa | CDEP | 4.38 | 10/01/2030 | 1,800,000.00 | 1,806,912.00 | 0.03 |
| 205768AS3 | Comstock Resources Inc | CRK | 6.75 | 03/01/2029 | 1,829,000.00 | 1,833,435.00 | 0.03 |
| 21873SAC2 | Coreweave Inc | CRWV | 9.0 | 02/01/2031 | 2,500,000.00 | 2,261,017.00 | 0.03 |
| 21979LAB2 | Coronado Finance Pty Ltd | CRNAU | 9.25 | 10/01/2029 | 2,725,000.00 | 2,490,813.00 | 0.03 |
| 185899AQ4 | Cleveland-cliffs Inc | CLF | 6.88 | 11/01/2029 | 1,890,000.00 | 1,946,627.00 | 0.03 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 2,685,000.00 | 2,445,483.00 | 0.03 |
| 03690AAH9 | Antero Midstream Partners Lp / Antero Mi | AM | 5.38 | 06/15/2029 | 2,450,000.00 | 2,459,399.00 | 0.03 |
| 049362AA4 | Allied Universal Holdco Llc/allied Unive | UNSEAM | 4.63 | 06/01/2028 | 1,925,000.00 | 1,888,598.00 | 0.03 |
| 00835AAB4 | Affirm Asset Securitization Trust 2024-b | AFFRM | 4.88 | 09/15/2029 | 2,000,000.00 | 2,004,554.00 | 0.03 |
| 08576PAK7 | Berry Global Inc | AMCR | 5.5 | 04/15/2028 | 2,000,000.00 | 2,058,047.00 | 0.03 |
| 07336HAA0 | Bayview Financing Trust 2023-1f | BVFT | 8.2 | 07/01/2026 | 2,119,492.00 | 2,126,728.00 | 0.03 |
| 07556QBR5 | Beazer Homes Usa Inc | BZH | 5.88 | 10/15/2027 | 2,050,000.00 | 2,050,956.00 | 0.03 |
| 07556QBT1 | Beazer Homes Usa Inc | BZH | 7.25 | 10/15/2029 | 2,200,000.00 | 2,249,939.00 | 0.03 |
| 06051GHM4 | BANK Of America Corp | BAC | 4.27 | 07/23/2029 | 2,325,000.00 | 2,337,656.00 | 0.03 |
| 29163VAG8 | Empire Communities Corp | EMPRCC | 9.75 | 05/01/2029 | 2,100,000.00 | 2,135,070.00 | 0.03 |
| 29273VBD1 | Energy Transfer Lp | ET | 5.2 | 04/01/2030 | 2,000,000.00 | 2,069,683.00 | 0.03 |
| 29365BAA1 | Entegris Inc | ENTG | 4.75 | 04/15/2029 | 1,832,000.00 | 1,829,391.00 | 0.03 |
| 29646AAC0 | Eskom Holdings | ESKOM | 6.35 | 08/10/2028 | 2,389,000.00 | 2,461,416.00 | 0.03 |
| 23345MAA5 | DT Midstream Inc | DTMINC | 4.13 | 06/15/2029 | 2,000,000.00 | 1,964,868.00 | 0.03 |
| 3132DWEB5 | Freddie Mac Pool | FR | 4.5 | 06/01/2052 | 2,391,381.00 | 2,352,192.00 | 0.03 |
| 3133USKU4 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 2,245,232.00 | 1,924,034.00 | 0.03 |
| 36179XBS4 | Ginnie Mae Ii Pool | G2 | 3.5 | 07/01/2052 | 2,496,107.00 | 2,311,736.00 | 0.03 |
| 36179XBU9 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/20/2052 | 2,200,198.00 | 2,168,602.00 | 0.03 |
| 36179WNG9 | Ginnie Mae Ii Pool | G2 | 3.5 | 09/20/2051 | 2,035,856.00 | 1,882,600.00 | 0.03 |
| 38141GYB4 | Goldman Sachs Group Inc/the | GS | 2.62 | 04/22/2032 | 2,640,000.00 | 2,415,439.00 | 0.03 |
| 375916AF0 | Gildan Activewear Inc | GILCN | 4.7 | 10/07/2030 | 1,970,000.00 | 1,961,871.00 | 0.03 |
| 31418DRV6 | Fannie Mae Pool | FN | 2.5 | 08/01/2035 | 2,131,570.00 | 2,022,911.00 | 0.03 |
| 31418D4Y5 | Fannie Mae Pool | FN | 2.5 | 10/01/2051 | 2,159,093.00 | 1,849,314.00 | 0.03 |
| 3140XQAK3 | Fannie Mae Pool | FN | 3.0 | 04/01/2048 | 2,581,388.00 | 2,396,464.00 | 0.03 |
| 31418D3Y6 | Fannie Mae Pool | FN | 2.5 | 09/01/2051 | 2,122,694.00 | 1,818,358.00 | 0.03 |
| 3140XLR59 | Fannie Mae Pool | FN | 3.5 | 09/01/2052 | 2,582,109.00 | 2,392,836.00 | 0.03 |
| 3137FLMX9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.85 | 02/01/2029 | 97,255,625.00 | 2,033,119.00 | 0.03 |
| 31418EJ84 | Fannie Mae Pool | FN | 5.5 | 10/01/2052 | 2,388,443.00 | 2,428,151.00 | 0.03 |
| BPTKDV7 | Serbia International Bond | SERBIA | 6.25 | 05/26/2028 | 2,135,000.00 | 2,215,913.00 | 0.03 |
| BHZL0J5 | Petrobras Global Finance Bv | PETBRA | 6.63 | 01/16/2034 | 1,800,000.00 | 2,369,853.00 | 0.03 |
| BGR32B8 | DP World Ltd/united Arab Emirates | DPWDU | 2.38 | 09/25/2026 | 1,614,000.00 | 1,865,781.00 | 0.03 |
| BL4806396 | OCS Group Holdings Ltd | OCSGRP | 9.96 | 11/27/2031 | 1,875,000.00 | 2,475,732.00 | 0.03 |
| BMFXV04 | Argentine Republic Government Internatio | ARGENT | 0.13 | 07/09/2030 | 2,628,266.00 | 2,453,490.00 | 0.03 |
| BL5272804 | Verisure Holding Ab | VERISR | 2.25 | 11/03/2032 | 1,925,000.00 | 2,238,699.00 | 0.03 |
| BL9Z8T7 | Virgin Media Secured Finance Plc | VMED | 4.13 | 08/15/2030 | 2,100,000.00 | 2,498,457.00 | 0.03 |
| BW5YYK8 | Bellis Acquisition Co Plc | ASSDLN | 8.0 | 07/01/2031 | 1,750,000.00 | 1,978,284.00 | 0.03 |
| BL4949832 | Clarios Global Lp | POWSOL | 6.71 | 01/28/2032 | 1,225,000.00 | 1,224,234.00 | 0.02 |
| BM9BWQ7 | VMED O2 Uk Financing I Plc | VMED | 4.0 | 01/31/2029 | 1,430,000.00 | 1,786,510.00 | 0.02 |
| BJMTK63 | Cemex Sab De Cv | CEMEX | 3.13 | 03/19/2026 | 1,000,000.00 | 1,155,128.00 | 0.02 |
| BMHTF86 | Power Finance Corp Ltd | POWFIN | 1.84 | 09/21/2028 | 1,460,000.00 | 1,628,447.00 | 0.02 |
| SWB8ADC07S | SWP: Ois Sofr 3.135500 14-dec-2054_c | — | — | 12/14/2054 | -53,275,000.00 | 1,761,403.00 | 0.02 |
| BNYNN06 | Freeport Indonesia Pt | FRIDPT | 5.32 | 04/14/2032 | 1,230,000.00 | 1,247,279.00 | 0.02 |
| TUH6 COMDT | US 2yr Note (cbt) Mar26 | TUH6 | — | 03/31/2026 | 2,127,650,463.00 | 1,377,732.00 | 0.02 |
| USH6 COMDT | US Long Bond(cbt) Mar26 | USH6 | — | 03/20/2026 | 144,565,563.00 | 1,305,187.00 | 0.02 |
| TENDRHI8FC | Eur/usd Fwd 20260122 0997 | EUR | — | 01/22/2026 | -199,337,981.00 | 1,616,030.00 | 0.02 |
| 31418DY71 | Fannie Mae Pool | FN | 2.0 | 05/01/2041 | 1,466,297.00 | 1,293,639.00 | 0.02 |
| 31556TAA7 | Fertitta Entertainment Llc / Fertitta En | FRTITA | 4.63 | 01/15/2029 | 1,459,000.00 | 1,405,860.00 | 0.02 |
| 3138MCYH1 | Fannie Mae Pool | FN | 3.5 | 11/01/2042 | 1,476,738.00 | 1,410,325.00 | 0.02 |
| 3137FPJA4 | Freddie Mac Multifamily Structured Pass | FHMS | 0.98 | 08/01/2034 | 30,373,755.00 | 1,547,026.00 | 0.02 |
| 3140QMV43 | Fannie Mae Pool | FN | 3.0 | 12/01/2051 | 1,780,934.00 | 1,591,320.00 | 0.02 |
| 3140XANL2 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 1,490,749.00 | 1,423,798.00 | 0.02 |
| 3140XGJR1 | Fannie Mae Pool | FN | 3.0 | 01/01/2052 | 1,727,284.00 | 1,549,800.00 | 0.02 |
| 31418D4A7 | Fannie Mae Pool | FN | 3.5 | 09/01/2051 | 1,310,410.00 | 1,219,925.00 | 0.02 |
| 31418DTR3 | Fannie Mae Pool | FN | 2.5 | 10/01/2050 | 1,679,375.00 | 1,441,602.00 | 0.02 |
| 380355AJ6 | Goeasy Ltd | GSYCN | 7.63 | 07/01/2029 | 1,325,000.00 | 1,314,400.00 | 0.02 |
| 37045XEX0 | General Motors Financial Co Inc | GM | 5.35 | 07/15/2027 | 1,177,000.00 | 1,197,832.00 | 0.02 |
| 35564KLU1 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 7.47 | 10/25/2041 | 1,630,000.00 | 1,659,551.00 | 0.02 |
| 36254CAU4 | GS Mortgage Securities Trust 2017-gs7 | GSMS | 3.17 | 08/10/2050 | 1,180,000.00 | 1,164,649.00 | 0.02 |
| 36254KAK8 | GS Mortgage Securities Trust 2017-gs8 | GSMS | 3.21 | 11/10/2050 | 1,400,000.00 | 1,378,904.00 | 0.02 |
| 35565TBD0 | Freddie Mac Stacr Remic Trust 2020-hqa5 | STACR | 8.07 | 11/25/2050 | 1,630,000.00 | 1,794,324.00 | 0.02 |
| 345340AC7 | FORD Credit Auto Owner Trust 2021-rev1 | FORDR | 1.91 | 10/17/2033 | 1,400,000.00 | 1,385,186.00 | 0.02 |
| 345397C43 | FORD Motor Credit Co Llc | F | 6.95 | 03/06/2026 | 1,275,000.00 | 1,280,069.00 | 0.02 |
| 3137F82T9 | Freddie Mac Multifamily Structured Pass | FHMS | 0.96 | 11/01/2030 | 36,835,573.00 | 1,315,438.00 | 0.02 |
| 3132DWFG3 | Freddie Mac Pool | FR | 5.0 | 11/01/2052 | 1,715,102.00 | 1,721,565.00 | 0.02 |
| 3132DWFR9 | Freddie Mac Pool | FR | 5.0 | 12/01/2052 | 1,248,401.00 | 1,251,824.00 | 0.02 |
| 3132DWDL4 | Freddie Mac Pool | FR | 3.5 | 04/01/2052 | 1,272,552.00 | 1,177,514.00 | 0.02 |
| 3132DWJK0 | Freddie Mac Pool | FR | 5.0 | 10/01/2053 | 1,468,903.00 | 1,471,114.00 | 0.02 |
| 29273VAM2 | Energy Transfer Lp | ET | 7.13 | 05/15/2174 | 1,300,000.00 | 1,334,262.00 | 0.02 |
| 279158AN9 | Ecopetrol Sa | ECOPET | 6.88 | 04/29/2030 | 1,545,000.00 | 1,569,333.00 | 0.02 |
| 06051GHV4 | BANK Of America Corp | BAC | 3.19 | 07/23/2030 | 1,350,000.00 | 1,307,703.00 | 0.02 |
| 06051GJF7 | BANK Of America Corp | BAC | 1.9 | 07/23/2031 | 1,665,000.00 | 1,501,205.00 | 0.02 |
| 065402BB4 | BANK 2019-bnk18 | BANK | 3.33 | 05/01/2062 | 1,800,000.00 | 1,742,698.00 | 0.02 |
| 06541TBA6 | BANK 2020-bnk29 | BANK | 1.74 | 11/01/2053 | 1,964,628.00 | 1,747,419.00 | 0.02 |
| 05959LAH6 | Banco Do Brasil Sa/cayman | BANBRA | 4.88 | 01/11/2029 | 1,250,000.00 | 1,240,375.00 | 0.02 |
| 08163LAE9 | Benchmark 2020-b21 Mortgage Trust | BMARK | 1.7 | 12/03/2053 | 2,000,000.00 | 1,797,634.00 | 0.02 |
| 00835AAC2 | Affirm Asset Securitization Trust 2024-b | AFFRM | 5.06 | 09/15/2029 | 1,500,000.00 | 1,501,156.00 | 0.02 |
| 013051EA1 | Province Of Alberta Canada | ALTA | 3.3 | 03/15/2028 | 1,510,000.00 | 1,498,210.00 | 0.02 |
| 01309QAA6 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 6.5 | 02/15/2028 | 1,750,000.00 | 1,783,120.00 | 0.02 |
| 019576AC1 | Allied Universal Holdco Llc / Allied Uni | UNSEAM | 6.0 | 06/01/2029 | 1,400,000.00 | 1,374,134.00 | 0.02 |
| 00253XAB7 | American Airlines Inc/aadvantage Loyalty | AAL | 5.75 | 04/20/2029 | 1,400,000.00 | 1,414,000.00 | 0.02 |
| 00489LAL7 | Acrisure Llc / Acrisure Finance Inc | ACRISU | 7.5 | 11/06/2030 | 1,325,000.00 | 1,377,193.00 | 0.02 |
| 00653VAC5 | Adapthealth Llc | ADAHEA | 4.63 | 08/01/2029 | 1,800,000.00 | 1,737,035.00 | 0.02 |
| 007589AA2 | Advocate Health & Hospitals Corp | ADVHEA | 3.83 | 08/15/2028 | 1,175,000.00 | 1,172,540.00 | 0.02 |
| 053332BG6 | Autozone Inc | AZO | 6.25 | 11/01/2028 | 1,470,000.00 | 1,558,497.00 | 0.02 |
| 02128LAC0 | ALTA Equipment Group Inc | ALTG | 9.0 | 06/01/2029 | 1,595,000.00 | 1,416,547.00 | 0.02 |
| 172967ML2 | Citigroup Inc | C | 2.67 | 01/29/2031 | 1,415,000.00 | 1,325,682.00 | 0.02 |
| 18972EAD7 | Clydesdale Acquisition Holdings Inc | NOVHOL | 6.75 | 04/15/2032 | 1,375,000.00 | 1,388,917.00 | 0.02 |
| 15089QAW4 | Celanese Us Holdings Llc | CE | 6.85 | 11/15/2028 | 1,050,000.00 | 1,085,216.00 | 0.02 |
| 161930AB8 | Chase Home Lending Mortgage Trust Series | CHASE | 3.25 | 08/01/2064 | 1,342,901.00 | 1,207,901.00 | 0.02 |
| 143658CB6 | Carnival Corp | CCL | 5.13 | 05/01/2029 | 1,560,000.00 | 1,568,557.00 | 0.02 |
| 147918AC0 | Cassa Depositi E Prestiti Spa | CDEP | 5.88 | 04/30/2029 | 1,200,000.00 | 1,267,753.00 | 0.02 |
| 125039AE7 | CD 2017-cd6 Mortgage Trust | CD | 3.19 | 11/01/2050 | 1,650,000.00 | 1,627,733.00 | 0.02 |
| 12532BAC1 | Cfcre Commercial Mortgage Trust 2016-c7 | CFCRE | 3.59 | 12/01/2054 | 1,583,583.00 | 1,569,363.00 | 0.02 |
| 131347CN4 | Calpine Corp | CPN | 5.13 | 03/15/2028 | 1,775,000.00 | 1,781,618.00 | 0.02 |
| 110709DL3 | Province Of British Columbia Canada | BRCOL | 6.5 | 01/15/2026 | 1,645,000.00 | 1,650,430.00 | 0.02 |
| 55342UAH7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 5.0 | 10/15/2027 | 1,175,000.00 | 1,135,500.00 | 0.02 |
| 55037AAB4 | AKER Bp Asa | AKERBP | 3.1 | 07/15/2031 | 1,585,000.00 | 1,450,972.00 | 0.02 |
| 46647PAR7 | Jpmorgan Chase & Co | JPM | 4.01 | 04/23/2029 | 1,550,000.00 | 1,548,355.00 | 0.02 |
| 469815AK0 | Jacobs Entertainment Inc | JACENT | 6.75 | 02/15/2029 | 1,525,000.00 | 1,470,545.00 | 0.02 |
| 45344LAD5 | Crescent Energy Finance Llc | CRGYFN | 7.63 | 04/01/2032 | 1,325,000.00 | 1,291,402.00 | 0.02 |
| 45434L2H6 | Indian Railway Finance Corp Ltd | INRCIN | 3.57 | 01/21/2032 | 1,245,000.00 | 1,188,402.00 | 0.02 |
| 45262BAC7 | Imperial Brands Finance Plc | IMBLN | 3.88 | 07/26/2029 | 1,655,000.00 | 1,625,079.00 | 0.02 |
| 448814DC4 | Hydro-quebec | QHEL | 8.5 | 12/01/2029 | 1,158,000.00 | 1,348,632.00 | 0.02 |
| 42218SAK4 | Health Care Service Corp A Mutual Legal | HCSERV | 5.2 | 06/15/2029 | 1,450,000.00 | 1,493,066.00 | 0.02 |
| 431318AS3 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.25 | 11/01/2028 | 1,650,000.00 | 1,657,967.00 | 0.02 |
| 670001AL0 | Novelis Corp | HNDLIN | 6.88 | 01/30/2030 | 1,350,000.00 | 1,399,089.00 | 0.02 |
| 651229BF2 | Newell Brands Inc | NWL | 6.38 | 05/15/2030 | 1,390,000.00 | 1,334,710.00 | 0.02 |
| 682680DB6 | Oneok Inc | OKE | 4.95 | 10/15/2032 | 1,390,000.00 | 1,400,941.00 | 0.02 |
| 68245XAH2 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 3.88 | 01/15/2028 | 1,275,000.00 | 1,259,814.00 | 0.02 |
| 68245XAR0 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 6.13 | 06/15/2029 | 1,495,000.00 | 1,540,029.00 | 0.02 |
| 68245XAT6 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 5.63 | 09/15/2029 | 1,335,000.00 | 1,361,726.00 | 0.02 |
| 67389JAB4 | Oaktown Re Vii Ltd | OMIR | 6.97 | 04/25/2034 | 1,240,231.00 | 1,250,640.00 | 0.02 |
| 69381DAA3 | PRPM 2024-rpl2 Llc | PRPM | 3.5 | 05/25/2054 | 1,209,065.00 | 1,180,137.00 | 0.02 |
| 631005BJ3 | Narragansett Electric Co/the | PPL | 3.4 | 04/09/2030 | 1,640,000.00 | 1,586,006.00 | 0.02 |
| 62916TAD1 | NLT 2025-inv1 Trust | NLT | 6.31 | 02/01/2070 | 1,070,000.00 | 1,085,063.00 | 0.02 |
| 62916TAB5 | NLT 2025-inv1 Trust | NLT | 5.71 | 02/01/2070 | 1,399,210.00 | 1,412,223.00 | 0.02 |
| 62854AAP9 | UTAH Acquisition Sub Inc | VTRS | 5.25 | 06/15/2046 | 2,095,000.00 | 1,734,806.00 | 0.02 |
| 62431UBC5 | Mountain View Clo 2013-1 Ltd | MVW | 5.17 | 10/12/2030 | 1,200,473.00 | 1,200,431.00 | 0.02 |
| 61767CAU2 | Morgan Stanley Bank Of America Merrill L | MSBAM | 3.34 | 05/15/2050 | 1,200,000.00 | 1,185,984.00 | 0.02 |
| 61769JAZ4 | Morgan Stanley Capital I Trust 2019-h6 | MSC | 3.16 | 06/01/2052 | 1,600,000.00 | 1,552,961.00 | 0.02 |
| 59284MAC8 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 1,560,000.00 | 1,521,124.00 | 0.02 |
| 603051AE3 | Mineral Resources Ltd | MINAU | 9.25 | 10/01/2028 | 1,178,000.00 | 1,233,495.00 | 0.02 |
| 61691RAD8 | Morgan Stanley Capital I Trust 2018-h4 | MSC | 4.04 | 12/01/2051 | 1,324,353.00 | 1,314,206.00 | 0.02 |
| 61691JAU8 | Morgan Stanley Capital I Trust 2017-h1 | MSC | 3.26 | 06/01/2050 | 1,100,000.00 | 1,087,476.00 | 0.02 |
| 6174468G7 | Morgan Stanley | MS | 4.43 | 01/23/2030 | 1,150,000.00 | 1,158,960.00 | 0.02 |
| 61747YEH4 | Morgan Stanley | MS | 2.51 | 10/20/2032 | 1,680,000.00 | 1,513,519.00 | 0.02 |
| 95000XAE7 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.16 | 09/01/2050 | 1,400,000.00 | 1,374,747.00 | 0.02 |
| 94877DAA2 | WEIR Group Inc | WEIRLN | 5.35 | 05/06/2030 | 1,570,000.00 | 1,619,347.00 | 0.02 |
| 95000HBE1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.68 | 10/01/2049 | 1,141,494.00 | 1,131,810.00 | 0.02 |
| 92840VAH5 | Vistra Operations Co Llc | VST | 4.38 | 05/01/2029 | 1,200,000.00 | 1,184,050.00 | 0.02 |
| 92840MAC6 | Vistra Corp | VST | 7.0 | 06/15/2174 | 1,425,000.00 | 1,443,399.00 | 0.02 |
| 92332YAF8 | Venture Global Lng Inc | VENLNG | 9.0 | 03/30/2173 | 1,925,000.00 | 1,636,121.00 | 0.02 |
| 92330EAP2 | Venture Xix Clo Ltd | VENTR | 5.43 | 01/15/2032 | 1,139,766.00 | 1,140,767.00 | 0.02 |
| 91282CNN7 | United States Treasury Note/bond | T | 3.88 | 07/31/2030 | 1,633,000.00 | 1,652,902.00 | 0.02 |
| 91832VAA2 | VOC Escrow Ltd | VIKCRU | 5.0 | 02/15/2028 | 1,350,000.00 | 1,349,892.00 | 0.02 |
| 91913YBB5 | Valero Energy Corp | VLO | 2.15 | 09/15/2027 | 1,420,000.00 | 1,371,584.00 | 0.02 |
| 912834AU2 | United States Treasury Strip Coupon | S | — | 02/15/2039 | 2,275,000.00 | 1,253,704.00 | 0.02 |
| 912834DU9 | United States Treasury Strip Coupon | S | — | 11/15/2038 | 2,240,000.00 | 1,254,342.00 | 0.02 |
| 96949VAM5 | Williams Scotsman Inc | WLSC | 6.63 | 06/15/2029 | 1,700,000.00 | 1,755,636.00 | 0.02 |
| B8ADX0WW1 | Doncasters Us Finance Llc | — | 10.8 | 04/23/2030 | 1,671,600.00 | 1,686,928.00 | 0.02 |
| 89182FAA7 | TOWD Point Mortgage Trust | TPMT | 7.29 | 10/25/2063 | 1,327,629.00 | 1,346,510.00 | 0.02 |
| 90276WAR8 | UBS Commercial Mortgage Trust 2017-c7 | UBSCM | 3.42 | 12/01/2050 | 1,405,955.00 | 1,389,200.00 | 0.02 |
| 90276FAV6 | UBS Commercial Mortgage Trust 2018-c10 | UBSCM | 4.05 | 05/01/2051 | 1,196,106.00 | 1,192,690.00 | 0.02 |
| 85855CAK6 | Stellantis Finance Us Inc | STLA | 5.75 | 03/18/2030 | 1,180,000.00 | 1,210,747.00 | 0.02 |
| 853496AG2 | Standard Industries Inc/ny | BMCAUS | 4.38 | 07/15/2030 | 1,377,000.00 | 1,336,007.00 | 0.02 |
| 86765LAT4 | Sunoco Lp / Sunoco Finance Corp | SUN | 4.5 | 05/15/2029 | 1,425,000.00 | 1,395,980.00 | 0.02 |
| 86773AAA9 | Sunrun Vesta Issuer 2024-3 Llc | SUNRN | 5.49 | 10/30/2059 | 1,531,117.00 | 1,512,226.00 | 0.02 |
| 74938KAA5 | RCKT Mortgage Trust 2024-ces5 | RCKT | 5.85 | 08/25/2044 | 1,374,886.00 | 1,388,182.00 | 0.02 |
| 74743LAA8 | Qnity Electronics Inc | QNTELE | 5.75 | 08/15/2032 | 1,215,000.00 | 1,248,210.00 | 0.02 |
| 74390WAB8 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 1,267,000.00 | 1,218,489.00 | 0.02 |
| 74390WAC6 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 747,000.00 | 709,746.00 | 0.01 |
| 74390WAD4 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 729,000.00 | 684,382.00 | 0.01 |
| 74815HCA8 | Province Of Quebec Canada | Q | 7.49 | 03/02/2026 | 565,000.00 | 570,093.00 | 0.01 |
| 71880KAA9 | Phinia Inc | PHIN | 6.75 | 04/15/2029 | 755,000.00 | 780,866.00 | 0.01 |
| 749424AA5 | RCKT Mortgage Trust 2024-ces1 | RCKT | 6.03 | 02/01/2044 | 1,051,667.00 | 1,060,206.00 | 0.01 |
| 75049AAA0 | Radnor Re 2024-1 Ltd | RMIR | 6.07 | 09/25/2034 | 475,050.00 | 475,484.00 | 0.01 |
| 75049GAB5 | Radnor Re 2021-2 Ltd | RMIR | 7.77 | 11/25/2031 | 743,189.00 | 751,965.00 | 0.01 |
| 75050KAA4 | Radnor Re 2023-1 Ltd | RMIR | 6.77 | 07/25/2033 | 552,683.00 | 554,907.00 | 0.01 |
| 80386WAB1 | Sasol Financing Usa Llc | SASOL | 6.5 | 09/27/2028 | 600,000.00 | 591,150.00 | 0.01 |
| 80386WAC9 | Sasol Financing Usa Llc | SASOL | 4.38 | 09/18/2026 | 1,020,000.00 | 1,012,992.00 | 0.01 |
| 812127AA6 | Sealed Air Corp/sealed Air Corp Us | SEE | 6.13 | 02/01/2028 | 450,000.00 | 457,811.00 | 0.01 |
| 78355HKU2 | Ryder System Inc | R | 4.3 | 06/15/2027 | 440,000.00 | 441,352.00 | 0.01 |
| 76116FAC1 | Resolution Funding Corp Principal Strip | RFCSP | — | 04/15/2030 | 565,000.00 | 479,180.00 | 0.01 |
| 75907DAA5 | Regional Management Issuance Trust 2022- | RMIT | 3.07 | 03/15/2032 | 560,471.00 | 559,139.00 | 0.01 |
| 85571BBF1 | Starwood Property Trust Inc | STWD | 5.25 | 10/15/2028 | 925,000.00 | 931,801.00 | 0.01 |
| 90276CAD3 | UBS Commercial Mortgage Trust 2017-c2 | UBSCM | 3.23 | 08/01/2050 | 414,163.00 | 409,706.00 | 0.01 |
| 893830BY4 | Transocean International Ltd | RIG | 8.25 | 05/15/2029 | 660,000.00 | 668,454.00 | 0.01 |
| 911759KZ0 | United States Department Of Housing And | HUD | 4.48 | 08/01/2030 | 553,000.00 | 552,633.00 | 0.01 |
| 90932LAH0 | United Airlines Inc | UAL | 4.63 | 04/15/2029 | 749,000.00 | 745,914.00 | 0.01 |
| 89182JAA9 | TOWD Point Mortgage Trust 2024-ces2 | TPMT | 6.13 | 02/25/2064 | 565,953.00 | 571,171.00 | 0.01 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 650,036.00 | 654,007.00 | 0.01 |
| BF8F6P8 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/10/2028 | 2,000,000.00 | 780,000.00 | 0.01 |
| B8ADVAEX9 | NEW Generation Gas Gathering Llc | — | 4.19 | 09/30/2029 | 675,675.00 | 665,539.00 | 0.01 |
| B8ADGKST8 | NEW Generation Gas Gathering Llc | — | 4.19 | 09/30/2029 | 810,810.00 | 798,647.00 | 0.01 |
| B8ACXD562 | NEW Generation Gas Gathering Llc | — | 4.05 | 09/30/2029 | 675,676.00 | 665,540.00 | 0.01 |
| B8A5CKF71 | Tfs_l 8-3-al 2.90 16-mar-2023 Private Pl | — | 2.9 | 03/15/2026 | 701,559.00 | 614,610.00 | 0.01 |
| 95081QAQ7 | Wesco Distribution Inc | WCC | 6.38 | 03/15/2029 | 730,000.00 | 754,755.00 | 0.01 |
| 95081QAR5 | Wesco Distribution Inc | WCC | 6.63 | 03/15/2032 | 540,000.00 | 566,574.00 | 0.01 |
| 95001LAW2 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.45 | 03/01/2051 | 51,500,000.00 | 377,968.00 | 0.01 |
| 95001QAW1 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 0.47 | 08/01/2051 | 104,789,000.00 | 974,149.00 | 0.01 |
| 9SHP72JHSU | Eur/usd Fwd 20260122 221 | EUR | — | 01/22/2026 | -199,337,982.00 | 957,218.00 | 0.01 |
| 912834DV7 | United States Treasury Strip Coupon | S | — | 05/15/2039 | 1,120,000.00 | 608,174.00 | 0.01 |
| 912834JB5 | United States Treasury Strip Coupon | S | — | 08/15/2040 | 1,500,000.00 | 756,838.00 | 0.01 |
| 912834KV9 | United States Treasury Strip Coupon | S | — | 11/15/2041 | 855,000.00 | 401,869.00 | 0.01 |
| 91282CNX5 | United States Treasury Note/bond | T | 3.63 | 08/31/2030 | 480,000.00 | 480,600.00 | 0.01 |
| 912810UN6 | United States Treasury Note/bond | T | 4.88 | 08/15/2045 | 565,000.00 | 583,097.00 | 0.01 |
| 92332YAA9 | Venture Global Lng Inc | VENLNG | 8.13 | 06/01/2028 | 1,025,000.00 | 1,049,799.00 | 0.01 |
| 92556VAF3 | Viatris Inc | VTRS | 4.0 | 06/22/2050 | 820,000.00 | 549,120.00 | 0.01 |
| 92564RAA3 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.25 | 12/01/2026 | 600,000.00 | 599,749.00 | 0.01 |
| 92564RAB1 | VICI Properties Lp / Vici Note Co Inc | VICI | 4.63 | 12/01/2029 | 485,000.00 | 482,666.00 | 0.01 |
| 95000TBR6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.37 | 03/01/2050 | 632,422.00 | 624,916.00 | 0.01 |
| 61766EBD6 | Morgan Stanley Bank Of America Merrill L | MSBAM | 3.06 | 05/01/2049 | 922,732.00 | 920,070.00 | 0.01 |
| 61744YAK4 | Morgan Stanley | MS | 3.59 | 07/22/2028 | 640,000.00 | 634,142.00 | 0.01 |
| 61746REG2 | Morgan Stanley Abs Capital I Inc Trust 2 | MSAC | 3.86 | 10/25/2033 | 1,054,370.00 | 1,058,581.00 | 0.01 |
| 603051AF0 | Mineral Resources Ltd | MINAU | 7.0 | 04/01/2031 | 750,000.00 | 779,355.00 | 0.01 |
| 62916TAE9 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 750,000.00 | 747,186.00 | 0.01 |
| 62916TAF6 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 590,000.00 | 575,040.00 | 0.01 |
| 629377CH3 | NRG Energy Inc | NRG | 5.25 | 06/15/2029 | 625,000.00 | 628,221.00 | 0.01 |
| 62916TAH2 | NLT 2025-inv1 Trust | NLT | 0.9 | 02/01/2070 | 19,061,910.00 | 428,892.00 | 0.01 |
| 638962AA8 | NCR Atleos Corp | NCRATL | 9.5 | 04/01/2029 | 971,000.00 | 1,050,723.00 | 0.01 |
| 68267EAB0 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.95 | 11/14/2028 | 900,000.00 | 898,166.00 | 0.01 |
| 682691AC4 | Onemain Finance Corp | OMF | 3.88 | 09/15/2028 | 800,000.00 | 776,247.00 | 0.01 |
| 70052LAD5 | PARK Intermediate Holdings Llc / Pk Dome | PK | 7.0 | 02/01/2030 | 845,000.00 | 864,482.00 | 0.01 |
| 681639AB6 | Olympus Water Us Holding Corp | SOLEIN | 6.25 | 10/01/2029 | 1,000,000.00 | 969,116.00 | 0.01 |
| 651229BG0 | Newell Brands Inc | NWL | 8.5 | 06/01/2028 | 965,000.00 | 1,006,557.00 | 0.01 |
| 67091TAD7 | OCP Sa | OCPMR | 3.75 | 06/23/2031 | 407,000.00 | 379,400.00 | 0.01 |
| 431318AV6 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.0 | 02/01/2031 | 1,025,000.00 | 966,028.00 | 0.01 |
| 448814CT8 | Hydro-quebec | QHEL | 8.25 | 01/15/2027 | 430,000.00 | 449,142.00 | 0.01 |
| 448814FH1 | Hydro-quebec | QHEL | 8.25 | 01/15/2027 | 395,000.00 | 412,584.00 | 0.01 |
| 422704AH9 | Hecla Mining Co | HL | 7.25 | 02/15/2028 | 775,000.00 | 778,326.00 | 0.01 |
| 39571MAC2 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.55 | 07/25/2059 | 500,000.00 | 513,712.00 | 0.01 |
| 39571MAD0 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.67 | 06/25/2059 | 710,110.00 | 728,193.00 | 0.01 |
| 39809AAA6 | Greywolf Clo Vii Ltd | GWOLF | 5.32 | 10/20/2031 | 830,820.00 | 830,781.00 | 0.01 |
| 38376UBD0 | Government National Mortgage Association | GNR | 3.0 | 11/01/2042 | 922,918.00 | 910,401.00 | 0.01 |
| 448814EL3 | Hydro-quebec | QHEL | 8.25 | 04/15/2026 | 445,000.00 | 451,132.00 | 0.01 |
| 449691AC8 | Iliad Holding Sas | ILIADH | 7.0 | 10/15/2028 | 550,000.00 | 557,562.00 | 0.01 |
| 455170AA8 | Indiana University Health Inc Obligated | INUHLT | 3.97 | 11/01/2048 | 800,000.00 | 654,632.00 | 0.01 |
| 458182BY7 | Inter-american Development Bank | IADB | 6.95 | 08/01/2026 | 500,000.00 | 508,337.00 | 0.01 |
| 46593HAA6 | JP Morgan Mortgage Trust 2024-he2 | JPMMT | 5.3 | 10/20/2054 | 470,970.00 | 470,968.00 | 0.01 |
| 46647PAM8 | Jpmorgan Chase & Co | JPM | 3.51 | 01/23/2029 | 375,000.00 | 371,010.00 | 0.01 |
| 46648KAT3 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.15 | 10/01/2050 | 1,060,874.00 | 1,041,812.00 | 0.01 |
| 46649XAN7 | J.P. Morgan Chase Commercial Mortgage Se | JPMCC | 4.77 | 07/01/2031 | 3,740,000.00 | 682,550.00 | 0.01 |
| 47232MAF9 | Jefferies Finance Llc / Jfin Co-issuer C | JEFFIN | 5.0 | 08/15/2028 | 750,000.00 | 711,661.00 | 0.01 |
| 51507KAA4 | Lending Funding Trust 2020-2 | LFT | 2.32 | 04/21/2031 | 534,508.00 | 524,403.00 | 0.01 |
| 552953CD1 | MGM Resorts International | MGM | 4.63 | 09/01/2026 | 935,000.00 | 934,162.00 | 0.01 |
| 53944YAD5 | Lloyds Banking Group Plc | LLOYDS | 3.75 | 01/11/2027 | 800,000.00 | 797,682.00 | 0.01 |
| 53523LAB6 | Lindblad Expeditions Llc | LIND | 7.0 | 09/15/2030 | 600,000.00 | 615,815.00 | 0.01 |
| 55305BAS0 | M/I Homes Inc | MHO | 4.95 | 02/01/2028 | 834,000.00 | 830,041.00 | 0.01 |
| 576323AT6 | Mastec Inc | MTZ | 5.9 | 06/15/2029 | 920,000.00 | 962,354.00 | 0.01 |
| 105860AA8 | Brazil Minas Spe Via State Of Minas Gera | MINASG | 5.33 | 02/15/2028 | 600,000.00 | 600,774.00 | 0.01 |
| 12189LAC5 | Burlington Northern Santa Fe Llc | BNSF | 5.05 | 03/01/2041 | 790,000.00 | 783,048.00 | 0.01 |
| 10554TAD7 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/31/2030 | 1,457,000.00 | 517,235.00 | 0.01 |
| 097751BT7 | Bombardier Inc | BBDBCN | 7.88 | 04/15/2027 | 540,000.00 | 540,000.00 | 0.01 |
| 1266715E2 | Cwabs Inc Asset-backed Certificates Trus | CWL | 4.49 | 08/25/2034 | 1,044,860.00 | 1,030,096.00 | 0.01 |
| 12515DAQ7 | CD 2017-cd4 Mortgage Trust | CD | 3.25 | 05/01/2050 | 542,270.00 | 536,242.00 | 0.01 |
| 12515HAY1 | CD 2017-cd5 Mortgage Trust | CD | 3.17 | 08/01/2050 | 799,148.00 | 784,964.00 | 0.01 |
| 12594MBB3 | COMM 2016-cor1 Mortgage Trust | COMM | 2.83 | 10/01/2049 | 678,481.00 | 672,144.00 | 0.01 |
| 126307AS6 | CSC Holdings Llc | CSCHLD | 5.38 | 02/01/2028 | 975,000.00 | 705,702.00 | 0.01 |
| 126307BB2 | CSC Holdings Llc | CSCHLD | 4.13 | 12/01/2030 | 750,000.00 | 428,699.00 | 0.01 |
| 16115QAF7 | Chart Industries Inc | GTLS | 7.5 | 01/01/2030 | 400,000.00 | 417,483.00 | 0.01 |
| 15135UAR0 | Cenovus Energy Inc | CVECN | 5.4 | 06/15/2047 | 792,000.00 | 731,081.00 | 0.01 |
| 172967ME8 | Citigroup Inc | C | 3.98 | 03/20/2030 | 1,085,000.00 | 1,077,073.00 | 0.01 |
| 173106AB1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 890,173.00 | 799,595.00 | 0.01 |
| 173106AC9 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 598,414.00 | 513,314.00 | 0.01 |
| 173106AD7 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 4.23 | 02/01/2063 | 456,306.00 | 373,485.00 | 0.01 |
| 17888HAC7 | Civitas Resources Inc | CIVI | 8.63 | 11/01/2030 | 850,000.00 | 890,326.00 | 0.01 |
| 18060TAD7 | Clarios Global Lp / Clarios Us Finance C | POWSOL | 6.75 | 02/15/2030 | 500,000.00 | 519,500.00 | 0.01 |
| 20753XAF1 | Connecticut Avenue Securities Trust 2022 | CAS | 10.32 | 03/25/2042 | 860,000.00 | 917,425.00 | 0.01 |
| 17326FAC1 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.21 | 10/12/2050 | 957,086.00 | 942,715.00 | 0.01 |
| 17332HAD7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 823,808.00 | 633,706.00 | 0.01 |
| 17332HAE5 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 703,006.00 | 503,306.00 | 0.01 |
| 03837AAD2 | Aptiv Swiss Holdings Ltd | APTV | 6.88 | 12/15/2054 | 440,000.00 | 449,350.00 | 0.01 |
| 030981AL8 | Amerigas Partners Lp / Amerigas Finance | APU | 5.75 | 05/20/2027 | 1,075,000.00 | 1,078,905.00 | 0.01 |
| 05377RDY7 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 2.02 | 02/20/2027 | 500,000.00 | 498,270.00 | 0.01 |
| 00834BAH0 | Affirm Asset Securitization Trust 2024-a | AFFRM | 6.16 | 02/15/2029 | 500,000.00 | 500,957.00 | 0.01 |
| 01309QAC2 | Albertsons Cos Inc / Safeway Inc / New A | ACI | 5.5 | 03/31/2031 | 525,000.00 | 532,879.00 | 0.01 |
| 08162UAV2 | Benchmark 2018-b8 Mortgage Trust | BMARK | 3.96 | 01/01/2052 | 780,000.00 | 773,548.00 | 0.01 |
| 085209AG9 | Bermuda Government International Bond | BERMUD | 2.38 | 08/20/2030 | 1,005,000.00 | 914,550.00 | 0.01 |
| 071734AM9 | Bausch Health Cos Inc | BHCCN | 5.0 | 02/15/2029 | 550,000.00 | 436,218.00 | 0.01 |
| 07336MAA9 | Bayview Opportunity Master Fund Vii Trus | BVABS | 6.97 | 07/29/2032 | 672,983.00 | 673,037.00 | 0.01 |
| 071734AH0 | Bausch Health Cos Inc | BHCCN | 5.0 | 01/30/2028 | 975,000.00 | 879,635.00 | 0.01 |
| 071734AJ6 | Bausch Health Cos Inc | BHCCN | 5.25 | 01/30/2030 | 550,000.00 | 401,500.00 | 0.01 |
| 06051GGF0 | BANK Of America Corp | BAC | 3.82 | 01/20/2028 | 675,000.00 | 672,971.00 | 0.01 |
| 06051GGR4 | BANK Of America Corp | BAC | 3.59 | 07/21/2028 | 530,000.00 | 525,854.00 | 0.01 |
| 28228PAC5 | EG Global Finance Plc | EGBLFN | 12.0 | 11/30/2028 | 400,000.00 | 434,648.00 | 0.01 |
| 3132D6AB6 | Freddie Mac Pool | FR | 1.5 | 05/01/2036 | 459,965.00 | 415,908.00 | 0.01 |
| 3132DVL94 | Freddie Mac Pool | FR | 2.5 | 01/01/2052 | 875,282.00 | 759,597.00 | 0.01 |
| 3132DWAH6 | Freddie Mac Pool | FR | 3.0 | 11/01/2050 | 613,967.00 | 550,377.00 | 0.01 |
| 3132DWAX1 | Freddie Mac Pool | FR | 2.5 | 01/01/2051 | 450,573.00 | 386,192.00 | 0.01 |
| 25470XBD6 | DISH Dbs Corp | DISH | 5.13 | 06/01/2029 | 725,000.00 | 609,509.00 | 0.01 |
| 25714PDT2 | Dominican Republic International Bond | DOMREP | 5.95 | 01/25/2027 | 620,000.00 | 626,013.00 | 0.01 |
| 25714PDZ8 | Dominican Republic International Bond | DOMREP | 6.0 | 07/19/2028 | 973,000.00 | 996,352.00 | 0.01 |
| 20754XAC7 | Connecticut Avenue Securities Trust 2024 | CAS | 5.77 | 07/25/2044 | 500,000.00 | 501,559.00 | 0.01 |
| 23312JAE3 | Dbjpm 2017-c6 Mortgage Trust | DBJPM | 3.07 | 06/01/2050 | 454,565.00 | 446,286.00 | 0.01 |
| 219868CJ3 | CORP Andina De Fomento | CAF | 5.0 | 01/24/2029 | 380,000.00 | 392,274.00 | 0.01 |
| 3132DWMR1 | Freddie Mac Pool | FR | 5.0 | 10/01/2054 | 364,562.00 | 363,969.00 | 0.01 |
| 3133B5PP1 | Freddie Mac Pool | FR | 2.5 | 02/01/2052 | 1,226,975.00 | 1,049,523.00 | 0.01 |
| 3132DWC92 | Freddie Mac Pool | FR | 3.5 | 02/01/2052 | 1,044,673.00 | 970,798.00 | 0.01 |
| 3132DS2K7 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 873,527.00 | 783,337.00 | 0.01 |
| 3137BEWS9 | Freddie Mac Multifamily Structured Pass | FHMS | 2.08 | 02/01/2032 | 11,978,528.00 | 710,499.00 | 0.01 |
| 3133EMW40 | Federal Farm Credit Banks Funding Corp | FFCB | 1.55 | 07/26/2030 | 550,000.00 | 497,400.00 | 0.01 |
| 3136B1VA9 | Fannie Mae Remics | FNR | 3.5 | 04/01/2047 | 500,444.00 | 492,103.00 | 0.01 |
| 3136B2ZS4 | Fannie Mae Remics | FNR | 3.5 | 11/01/2029 | 751,978.00 | 748,811.00 | 0.01 |
| 3134A4AA2 | Federal Home Loan Mortgage Corp | FHLMC | 6.75 | 03/15/2031 | 545,000.00 | 624,883.00 | 0.01 |
| 31359MFJ7 | Federal National Mortgage Association | FNMA | 7.13 | 01/15/2030 | 580,000.00 | 657,465.00 | 0.01 |
| 31359MGK3 | Federal National Mortgage Association | FNMA | 6.63 | 11/15/2030 | 605,000.00 | 686,287.00 | 0.01 |
| 36253PAB8 | GS Mortgage Securities Trust 2017-gs6 | GSMS | 3.16 | 05/10/2050 | 762,193.00 | 750,287.00 | 0.01 |
| 36179WZC5 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/20/2052 | 1,050,516.00 | 1,004,699.00 | 0.01 |
| 36268NAA8 | Boost Newco Borrower Llc | WRLDPY | 7.5 | 01/15/2031 | 350,000.00 | 372,223.00 | 0.01 |
| 37310PAB7 | Georgetown University/the | GTOWNU | 5.22 | 10/01/2118 | 785,000.00 | 711,873.00 | 0.01 |
| 38141GWZ3 | Goldman Sachs Group Inc/the | GS | 4.22 | 05/01/2029 | 1,075,000.00 | 1,077,135.00 | 0.01 |
| 38141GWB6 | Goldman Sachs Group Inc/the | GS | 3.85 | 01/26/2027 | 800,000.00 | 798,582.00 | 0.01 |
| 31418DY22 | Fannie Mae Pool | FN | 1.5 | 05/01/2036 | 581,719.00 | 525,486.00 | 0.01 |
| 31418EBS8 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 1,157,547.00 | 991,338.00 | 0.01 |
| 31418D4Z2 | Fannie Mae Pool | FN | 3.0 | 10/01/2051 | 525,979.00 | 469,161.00 | 0.01 |
| 31418D2M3 | Fannie Mae Pool | FN | 2.5 | 07/01/2051 | 791,821.00 | 678,544.00 | 0.01 |
| 3140XGZY8 | Fannie Mae Pool | FN | 4.0 | 04/01/2052 | 917,449.00 | 882,772.00 | 0.01 |
| 3140XMHA7 | Fannie Mae Pool | FN | 3.5 | 09/01/2044 | 1,070,265.00 | 1,021,308.00 | 0.01 |
| 3140XMLB0 | Fannie Mae Pool | FN | 3.0 | 04/01/2048 | 537,414.00 | 498,590.00 | 0.01 |
| 3137FQ4B6 | Freddie Mac Multifamily Structured Pass | FHMS | 0.94 | 10/01/2029 | 18,461,334.00 | 514,995.00 | 0.01 |
| 3137BSZE6 | Freddie Mac Remics | FHR | 3.5 | 03/01/2046 | 1,109,988.00 | 1,079,242.00 | 0.01 |
| 3137FNX70 | Freddie Mac Multifamily Structured Pass | FHMS | 1.21 | 07/01/2029 | 17,390,481.00 | 580,695.00 | 0.01 |
| 345397B51 | FORD Motor Credit Co Llc | F | 2.9 | 02/16/2028 | 575,000.00 | 551,477.00 | 0.01 |
| 335934AU9 | First Quantum Minerals Ltd | FMCN | 8.63 | 06/01/2031 | 675,000.00 | 707,163.00 | 0.01 |
| 33834YAC2 | FIVE Point Operating Co Lp | FPH | 8.0 | 10/01/2030 | 925,000.00 | 966,523.00 | 0.01 |
| 31418FDC8 | Fannie Mae Pool | FN | 6.0 | 10/01/2054 | 403,786.00 | 413,729.00 | 0.01 |
| 31418EDY3 | Fannie Mae Pool | FN | 4.0 | 04/01/2052 | 1,072,932.00 | 1,026,528.00 | 0.01 |
| SWB8AEJPUQ | Scds: (turkey) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 528,227.00 | 0.01 |
| SWB8AEJPSR | Scds: (argent) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 487,339.00 | 0.01 |
| SWB8AEQ6BY | 2Y Rtp 3.205800 04-nov-2026 | — | — | 11/04/2026 | 76,480,000.00 | 389,590.00 | 0.01 |
| SWB8ADC3D1 | SWP: Ois Sofr 3.719000 16-dec-2054_c | — | — | 12/16/2054 | -9,505,000.00 | 420,803.00 | 0.01 |
| SWB8ADCX6K | SWP: Ois Sofr 3.825010 20-dec-2054_c | — | — | 12/20/2054 | -33,250,000.00 | 861,051.00 | 0.01 |
| SWB8A5Z49U | SWP: Ois Gbp 1.150000 08-may-2032 - Payf | — | — | 05/08/2032 | -2,010,000.00 | 386,417.00 | 0.01 |
| P_51889BAA | Laurel Road Prime Student Loan Trust 201 | — | 4.12 | 11/25/2043 | 582,107.00 | 557,366.00 | 0.01 |
| SWB8ADUTEY | SWP: Brl Di Ois Jan 31 13.94_c | — | — | 01/02/2031 | 123,649,784.00 | 962,924.00 | 0.01 |
| BNRKHP7 | Serbia International Bond | SERBIA | 1.65 | 03/03/2033 | 492,000.00 | 478,790.00 | 0.01 |
| BRXXZR6 | Boots Group Finco Lp | BOOTFN | 7.38 | 08/31/2032 | 575,000.00 | 781,324.00 | 0.01 |
| BW5YXJ0 | EG Global Finance Plc | EGBLFN | 11.0 | 11/30/2028 | 500,000.00 | 627,053.00 | 0.01 |
| BH0NC12 | Stryker Corp | SYK | 2.13 | 11/30/2027 | 430,000.00 | 494,754.00 | 0.01 |
| BL3782630 | Cuppa Bidco Bv | EKATER | 6.79 | 06/29/2029 | 1,000,000.00 | 890,684.00 | 0.01 |
| BL4124436 | Asurion Llc | ASUCOR | 8.33 | 08/19/2028 | 926,350.00 | 924,497.00 | 0.01 |
| BL5271574 | WSH Services Holding Ltd | WESTBU | 3.97 | 05/16/2031 | 350,107.00 | 464,739.00 | 0.01 |
| BWWD237 | Petroleos Mexicanos | PEMEX | 2.75 | 04/21/2027 | 762,000.00 | 872,692.00 | 0.01 |
| N85LNEEJAA | Sgd/usd Fwd 20251217 Mslngb2x | SGD | — | 12/17/2025 | -66,345,427.00 | 738,805.00 | 0.01 |
| NRGD9B50VI | Clp/usd Fwd 20251217 Dtc00651 | CLP | — | 12/17/2025 | 4,111,605,506.00 | 193,114.00 | 0.00 |
| O8V67T3UMO | Inr/usd Fwd 20251217 Mslngb2x | INR | — | 12/17/2025 | -435,308,491.00 | 126,105.00 | 0.00 |
| OEZ5 COMDT | Euro-bobl Future Dec25 | OEZ5 | — | 12/08/2025 | -20,529,492.00 | 11,725.00 | 0.00 |
| OPVQTD2PMP | Pen/usd Fwd 20251217 0997 | PEN | — | 12/17/2025 | 2,885,859.00 | 46,771.00 | 0.00 |
| P_51888810 | Laurel Road Prime Student Loan Trust 201 | — | — | 02/25/2043 | 1,440,000.00 | 194,016.00 | 0.00 |
| P_51888JAA | Laurel Road Prime Student Loan Trust 201 | — | 3.58 | 08/25/2043 | 323,960.00 | 314,736.00 | 0.00 |
| GHF7DKL789 | Thb/usd Fwd 20251217 Scseus31 | THB | — | 12/17/2025 | 338,641,602.00 | 77,134.00 | 0.00 |
| GLFTO78TDL | Clp/usd Fwd 20251217 Midlgb22 | CLP | — | 12/17/2025 | -5,302,554,656.00 | -128,207.00 | 0.00 |
| BZ0W0D3 | LIMA Metro Line 2 Finance Ltd | LIMAMT | 5.88 | 07/05/2034 | 76,241.00 | 78,730.00 | 0.00 |
| CEF9L97TT7 | Cnh/usd Fwd 20251217 955 | CNH | — | 12/17/2025 | 14,195,819.00 | 25,030.00 | 0.00 |
| CITKP7B6U0 | Krw/usd Fwd 20251217 955 | KRW | — | 12/17/2025 | -5,275,515,660.00 | 107,065.00 | 0.00 |
| COT8RU1340 | Krw/usd Fwd 20251217 Citius33 | KRW | — | 12/17/2025 | 4,111,218,618.00 | -29,733.00 | 0.00 |
| BW5YZT4 | Talktalk Telecom Group Ltd | TALKLN | 11.75 | 03/01/2028 | 1,235,804.00 | 89,970.00 | 0.00 |
| H70PAO6M5K | Cop/usd Fwd 20251217 5 | COP | — | 12/17/2025 | -871,488,798.00 | -119,407.00 | 0.00 |
| H7BHRHLF1I | Brl/usd Fwd 20251202 5 | BRL | — | 12/02/2025 | 0 | 31,001.00 | 0.00 |
| HEKH3862IT | Idr/usd Fwd 20251217 00187 | IDR | — | 12/17/2025 | -105,133,215,500.00 | 30,228.00 | 0.00 |
| HJRS1GQGOV | Thb/usd Fwd 20251217 Citius33 | THB | — | 12/17/2025 | -45,130,553.00 | 130,989.00 | 0.00 |
| HO71U6M299 | Inr/usd Fwd 20251217 Midlgb22 | INR | — | 12/17/2025 | 729,817,663.00 | -36,399.00 | 0.00 |
| HTH12PN97L | Thb/usd Fwd 20251217 955 | THB | — | 12/17/2025 | 84,748,125.00 | 11,512.00 | 0.00 |
| IHBH6 INDE | IBIG Iboxx Ishr Mar26 | IHBH6 | — | 03/02/2026 | -13,347,450.00 | -163,565.00 | 0.00 |
| IRANV7K6P2 | Inr/usd Fwd 20251217 00187 | INR | — | 12/17/2025 | -232,196,230.00 | 15,288.00 | 0.00 |
| J5ATNV47BL | Sgd/usd Fwd 20251217 00187 | SGD | — | 12/17/2025 | -10,080,132.00 | 76,595.00 | 0.00 |
| J63DI27THP | Idr/usd Fwd 20251217 955 | IDR | — | 12/17/2025 | 80,151,053,700.00 | -3,085.00 | 0.00 |
| JU0TPGLD6V | Cop/usd Fwd 20251217 Midlgb22 | COP | — | 12/17/2025 | 6,537,286,655.00 | 57,448.00 | 0.00 |
| JYPF6 COMD | 30Y Umbs Tba 5.0 Jan26 | JYPF6 | — | 01/07/2026 | 11,473,945.00 | 60,509.00 | 0.00 |
| JYTF6 COMD | 30Y Umbs Tba 5.5 Jan26 | JYTF6 | — | 01/07/2026 | -15,176,953.00 | -48,223.00 | 0.00 |
| KNO1I566GH | Inr/usd Fwd 20251217 Citius33 | INR | — | 12/17/2025 | 206,971,470.00 | -8,274.00 | 0.00 |
| L81PG0G9NH | Pln/usd Fwd 20260122 00187 | PLN | — | 01/22/2026 | -37,818,548.00 | -8,624.00 | 0.00 |
| L9JNF53B80 | Gbp/usd Fwd 20260122 57918 | GBP | — | 01/22/2026 | -35,961,422.00 | 201,470.00 | 0.00 |
| FXB8AEMYTS | USD C Krw P @1650.00 Eo | — | — | 12/22/2025 | 11,287,000.00 | 14.00 | 0.00 |
| FXB8AENF6G | EUR C Try P @52.00000 Eo | — | — | 11/27/2025 | -12,972,000.00 | 0.00 | 0.00 |
| FXB8AENF6W | EUR C Try P @99.00000 Eo | — | — | 11/27/2025 | 12,972,000.00 | 0.00 | 0.00 |
| FXB8AEP6LR | USD C Try P @43.00000 Eo | — | — | 11/27/2025 | -4,228,000.00 | 0.00 | 0.00 |
| FXB8AEP6M8 | USD C Try P @99.00000 Eo | — | — | 11/27/2025 | 4,228,000.00 | 0.00 | 0.00 |
| FXB8AEPDBR | USD P Jpy C @154.0000 Eo | — | — | 12/02/2025 | -8,672,000.00 | -2,864.00 | 0.00 |
| FXB8AEPDC9 | USD P Jpy C @125.0000 Eo | — | — | 12/02/2025 | 8,672,000.00 | 0.00 | 0.00 |
| FXB8AEQ3AB | EUR C Czk P @26.00000 Eo | — | — | 12/04/2025 | 7,644,000.00 | 0.00 | 0.00 |
| FXB8AEQ3AC | EUR C Czk P @24.36000 Eo | — | — | 12/04/2025 | -7,644,000.00 | -1,916.00 | 0.00 |
| FXB8AEQ4RH | USD C Try P @43.10000 Eo | — | — | 12/04/2025 | -4,396,000.00 | -6,463.00 | 0.00 |
| FXB8AEQ4RR | USD C Try P @99.00000 Eo | — | — | 12/04/2025 | 4,396,000.00 | 49.00 | 0.00 |
| FXB8AEQ6JD | USD P Brl C @5.350000 Eo | — | — | 12/04/2025 | -13,187,000.00 | -65,590.00 | 0.00 |
| FXB8AEQ6JE | USD P Brl C @5.000000 Eo | — | — | 12/04/2025 | 13,187,000.00 | 0.00 | 0.00 |
| FXB8AEQBN2 | EUR C Ron P @5.700000 Eo | — | — | 12/04/2025 | 3,822,000.00 | 0.00 | 0.00 |
| FXB8AEQBN3 | EUR C Ron P @5.105000 Eo | — | — | 12/04/2025 | -3,822,000.00 | -5,476.00 | 0.00 |
| FXB8AEQBN4 | USD P Jpy C @140.0000 Eo | — | — | 12/04/2025 | 4,396,000.00 | 0.00 | 0.00 |
| FXB8AEQBN6 | USD P Jpy C @153.7500 Eo | — | — | 12/04/2025 | -4,396,000.00 | -2,725.00 | 0.00 |
| FXB8AEQLLA | EUR C Try P @99.00000 Eo | — | — | 12/08/2025 | 15,292,000.00 | 1,485.00 | 0.00 |
| FXB8AEQLLG | EUR C Try P @51.25000 Eo | — | — | 12/08/2025 | -15,292,000.00 | -43,392.00 | 0.00 |
| FXB8AEQTS8 | USD C Try P @99.00000 Eo | — | — | 12/09/2025 | 4,396,000.00 | 598.00 | 0.00 |
| FXB8AEQTS9 | USD C Try P @43.23000 Eo | — | — | 12/09/2025 | -4,396,000.00 | -13,504.00 | 0.00 |
| FXB8AER6SK | USD P Twd C @30.50 Eo | — | — | 12/30/2025 | -4,415,000.00 | -7,402.00 | 0.00 |
| FXB8AER6SL | USD P Twd C @27.00 Eo | — | — | 12/30/2025 | 4,415,000.00 | 157.00 | 0.00 |
| FXB8AER6UW | EUR C Huf P @387.0000 Eo | — | — | 12/11/2025 | -3,806,000.00 | -4,821.00 | 0.00 |
| FXB8AER6UX | EUR C Huf P @420.0000 Eo | — | — | 12/11/2025 | 3,806,000.00 | 20.00 | 0.00 |
| FXB8AERBZ8 | USD C Try P @43.35000 Eo | — | — | 12/12/2025 | -15,453,000.00 | -62,779.00 | 0.00 |
| FXB8AERBZ9 | USD C Try P @99.00000 Eo | — | — | 12/12/2025 | 15,453,000.00 | 2,827.00 | 0.00 |
| FXB8AERDD7 | USD C Twd P @35.00 Eo | — | — | 12/11/2025 | 4,415,000.00 | 16.00 | 0.00 |
| FXB8AERDN0 | USD C Twd P @30.50 Eo | — | — | 12/11/2025 | -4,415,000.00 | -136,510.00 | 0.00 |
| FXB8AERJPU | USD P Zar C @17.10000 Eo | — | — | 12/12/2025 | -1,754,000.00 | -10,423.00 | 0.00 |
| FXB8AERJPV | USD P Zar C @15.00000 Eo | — | — | 12/12/2025 | 1,754,000.00 | 0.00 | 0.00 |
| FXB8AESBPG | USD C Twd P @30.60 Eo | — | — | 12/30/2025 | -4,430,000.00 | -125,794.00 | 0.00 |
| FXB8AESBPH | USD C Twd P @34.00 Eo | — | — | 12/30/2025 | 4,430,000.00 | 467.00 | 0.00 |
| FXB8AESJ2H | USD C Krw P @1470.00 Eo | — | — | 12/30/2025 | -8,865,000.00 | -69,869.00 | 0.00 |
| FXB8AESJ2J | USD C Krw P @1650.00 Eo | — | — | 12/30/2025 | 8,865,000.00 | 23.00 | 0.00 |
| FXB8AESJG2 | EUR C Try P @99.00000 Eo | — | — | 12/22/2025 | 3,854,000.00 | 1,913.00 | 0.00 |
| FXB8AESJGR | EUR C Try P @51.50000 Eo | — | — | 12/22/2025 | -3,854,000.00 | -31,012.00 | 0.00 |
| FXB8AESVQL | USD P Brl C @5.000000 Eo | — | — | 12/23/2025 | 4,437,000.00 | 21.00 | 0.00 |
| FXB8AESVQM | USD P Brl C @5.360000 Eo | — | — | 12/23/2025 | -4,437,000.00 | -41,440.00 | 0.00 |
| FXB8AET1Q5 | EUR C Try P @51.50000 Eo | — | — | 12/23/2025 | -13,504,000.00 | -119,371.00 | 0.00 |
| FXB8AET1Q6 | EUR C Try P @99.00000 Eo | — | — | 12/23/2025 | 13,504,000.00 | 6,568.00 | 0.00 |
| FXB8AET1R2 | EUR C Try P @52.00000 Eo | — | — | 11/27/2025 | 12,972,000.00 | 0.00 | 0.00 |
| FXB8AET2DV | USD P Zar C @16.00000 Eo | — | — | 12/23/2025 | 4,437,000.00 | 124.00 | 0.00 |
| FXB8AET2DW | USD P Zar C @17.25000 Eo | — | — | 12/23/2025 | -4,437,000.00 | -56,814.00 | 0.00 |
| FXB8AET9G0 | USD C Try P @43.45000 Eo | — | — | 12/30/2025 | -4,443,000.00 | -44,566.00 | 0.00 |
| FXB8AET9G1 | USD C Try P @99.00000 Eo | — | — | 12/30/2025 | 4,443,000.00 | 2,563.00 | 0.00 |
| FXB8AETA1T | USD P Cop C @3400.00 Eo | — | — | 12/30/2025 | 4,443,000.00 | 222.00 | 0.00 |
| FXB8AETA1U | USD P Cop C @3800.00 Eo | — | — | 12/30/2025 | -4,443,000.00 | -86,357.00 | 0.00 |
| G0DTN08QTE | Php/usd Fwd 20251217 Citius33 | PHP | — | 12/17/2025 | 162,315,252.00 | 13,520.00 | 0.00 |
| BL4938314 | MAIN Street Sports Group | DSPORT | 15.0 | 01/02/2028 | 409,258.00 | 242,826.00 | 0.00 |
| BL4741288 | Adtalem Global Education | ATGE | 6.71 | 08/12/2028 | 131,801.00 | 131,910.00 | 0.00 |
| BL3219328 | Blackstone Mortgage Tr | BXMT | 6.33 | 04/23/2026 | 80,873.00 | 80,872.00 | 0.00 |
| DKNV45LV6U | Mxn/usd Fwd 20251217 Deutgb22 | MXN | — | 12/17/2025 | -67,739,835.00 | -97,024.00 | 0.00 |
| DQRC20DULE | Php/usd Fwd 20251217 Midlgb22 | PHP | — | 12/17/2025 | 119,253,123.00 | 102,018.00 | 0.00 |
| DUH6 COMDT | Euro-schatz Fut Mar26 | DUH6 | — | 03/06/2026 | -12,412,844.00 | 488.00 | 0.00 |
| E4P5CR95FQ | Cop/usd Fwd 20251217 Citius33 | COP | — | 12/17/2025 | -2,404,661,220.00 | -76,423.00 | 0.00 |
| ETV6P0D8AS | Cop/usd Fwd 20251217 Bnpafrpp | COP | — | 12/17/2025 | 14,249,307,310.00 | 10,477.00 | 0.00 |
| F6LLU7NM82 | Huf/usd Fwd 20260122 Barcus33 | HUF | — | 01/22/2026 | 950,615,075.00 | 26,952.00 | 0.00 |
| FCN79RSKAA | Thb/usd Fwd 20251217 Midlgb22 | THB | — | 12/17/2025 | -528,237,981.00 | -15,593.00 | 0.00 |
| FRUAS4TQIO | Pen/usd Fwd 20251217 955 | PEN | — | 12/17/2025 | -6,381,798.00 | -5,080.00 | 0.00 |
| FTE1ELL3VS | Clp/usd Fwd 20251217 Bnpafrpp | CLP | — | 12/17/2025 | 2,098,739,346.00 | 120,066.00 | 0.00 |
| FUD7HGF476 | Cop/usd Fwd 20251217 Mslngb2x | COP | — | 12/17/2025 | -8,788,527,732.00 | -122,366.00 | 0.00 |
| FVH6 COMDT | US 5yr Note (cbt) Mar26 | FVH6 | — | 03/31/2026 | 45,113,672.00 | -3,505.00 | 0.00 |
| FXB8ADEMDD | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 20,378,000.00 | 4.00 | 0.00 |
| FXB8ADEMDE | USD P Inr C @87.0000 Eo | — | — | 01/08/2026 | -13,092,000.00 | -3,553.00 | 0.00 |
| FXB8ADFXED | USD P Inr C @75.0000 Eo | — | — | 01/08/2026 | 5,814,000.00 | 1.00 | 0.00 |
| FXB8AEDRUA | USD C Cnh P @7.220000 Eo | — | — | 12/05/2025 | -33,908,000.00 | -36.00 | 0.00 |
| FXB8AEDRUC | USD P Cnh C @6.900000 Eo | — | — | 12/05/2025 | 33,908,000.00 | 381.00 | 0.00 |
| FXB8AEDS2V | USD C Cnh P @7.700000 Eo | — | — | 12/05/2025 | 33,908,000.00 | 0.00 | 0.00 |
| FXB8AEMFL6 | EUR C Pln P @4.285000 Eo | — | — | 01/20/2026 | -1,851,000.00 | -7,095.00 | 0.00 |
| FXB8AEMFL7 | EUR C Pln P @5.000000 Eo | — | — | 01/20/2026 | 1,851,000.00 | 19.00 | 0.00 |
| FXB8AEMFL8 | EUR P Pln C @4.200000 Eo | — | — | 01/20/2026 | 5,553,000.00 | 11,754.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 3,370,000.00 | 22,874.00 | 0.00 |
| SWB8ADG4K3 | Scds: (pemex) 4.10000 Mar 23 2026 | — | 4.1 | 03/23/2026 | 10,000,000.00 | 66,362.00 | 0.00 |
| SWB8ADGPJ3 | Scds: (greece) 1.00000 20 Dec 2027 | — | 1.0 | 12/20/2027 | 1,080,000.00 | 20,764.00 | 0.00 |
| SWB8ADGPJR | Scds: (greece) 1.00000 20 Jun 2027 | — | 1.0 | 06/20/2027 | 1,440,000.00 | 22,253.00 | 0.00 |
| SWB8ADJ71C | Scds: (pemex) 4.75.00000 07 May 2026 | — | 4.75 | 05/07/2026 | 10,640,000.00 | 184,233.00 | 0.00 |
| SWB8ADJC36 | SWP: Ois Sofr 3.926820 15-nov-2052_c | — | — | 11/15/2052 | -16,863,000.00 | 167,921.00 | 0.00 |
| SWB8ADJCRS | Scds: (paclif) | — | 2.5 | 08/20/2035 | 1,000,000.00 | -14,235.00 | 0.00 |
| SWB8ADJMWT | Scds: (soaf) 1.00000 20 Dec 2028 | — | 1.0 | 12/20/2028 | -5,000,000.00 | -34,518.00 | 0.00 |
| SWB8ADPW5S | Scds: (bmo) | — | 1.25 | 11/20/2029 | 835,000.00 | 5,181.00 | 0.00 |
| SWB8ADPW5V | Scds: (cm) | — | 1.1 | 06/20/2028 | 665,000.00 | 4,408.00 | 0.00 |
| SWB8ADQ1J2 | Scds: (softbk) | — | 1.0 | 06/22/2026 | 5,410,000.00 | -5,561.00 | 0.00 |
| SWB8ADQQCR | Scds: (ivycst) | — | 1.0 | 06/20/2027 | 2,500,000.00 | -7,083.00 | 0.00 |
| SWB8AE3N15 | Scds: (serbia) | — | 1.0 | 06/20/2029 | 1,165,000.00 | -2,057.00 | 0.00 |
| SWB8AE8KGV | Scds: (usa) | — | 0.25 | 12/22/2025 | 10,855,000.00 | 7,648.00 | 0.00 |
| SWB8AE9QDR | Scds: (orcl) | — | 1.0 | 06/20/2030 | 3,650,000.00 | -13,923.00 | 0.00 |
| SWB8AE9YD2 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 52,560,000.00 | 236.00 | 0.00 |
| SWB8AE9ZK0 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 26,280,000.00 | 119.00 | 0.00 |
| SWB8AEBLHW | SWP: Ois 3.808500 27-aug-2026 Sof_c | — | — | 08/27/2026 | 141,225,000.00 | 166,821.00 | 0.00 |
| SWB8AEC423 | Scds: (usa) | — | 0.25 | 06/21/2027 | 3,400,000.00 | 6,788.00 | 0.00 |
| SWB8AECA48 | Scds: (bacr) | — | 1.0 | 06/22/2026 | 4,305,000.00 | 30,817.00 | 0.00 |
| SWB8AECA4K | Scds: (frtr) | — | 0.25 | 06/20/2035 | 2,390,000.00 | -68,069.00 | 0.00 |
| SWB8AECAQY | Scds: (bac) | — | 1.0 | 12/22/2025 | 27,250,000.00 | 65,704.00 | 0.00 |
| SWB8AECBBD | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 3,955,000.00 | 11,336.00 | 0.00 |
| SWB8AECX55 | Scds: (frtr) | — | 0.25 | 06/20/2035 | 1,540,000.00 | -43,860.00 | 0.00 |
| SWB8AED3NP | Scds: (googl) | — | 1.0 | 06/20/2030 | 7,945,000.00 | 229,655.00 | 0.00 |
| SWB8AEDA0E | Scds: (ksa) | — | 1.0 | 03/20/2026 | 1,310,000.00 | 5,818.00 | 0.00 |
| SWB8AEDA0Z | Scds: (ksa) | — | 1.0 | 06/22/2026 | 1,310,000.00 | 8,331.00 | 0.00 |
| SWB8AEENE3 | FWD: Tnote 3.625 31-aug-2027 91282cnv9 - | — | — | 12/11/2025 | 336,612,316.00 | 0.00 | 0.00 |
| SWB8AEFD6U | Scds: (bhrain) | — | 1.0 | 06/20/2028 | -2,000,000.00 | 8,055.00 | 0.00 |
| SWB8AEG933 | Scds: (cmzb) | — | 1.0 | 12/22/2025 | 6,430,000.00 | 18,431.00 | 0.00 |
| SWB8AEH816 | Scds: (frtr) | — | 0.25 | 06/21/2027 | 3,280,000.00 | 8,154.00 | 0.00 |
| SWB8AEH8AS | Scds: (c) | — | 1.0 | 12/21/2026 | 21,730,000.00 | 200,560.00 | 0.00 |
| SWB8AEHN74 | Scds: (brazil) | — | 1.0 | 06/22/2026 | 3,250,000.00 | 15,186.00 | 0.00 |
| SWB8AEJ7G1 | Scds: Usa | — | 0.25 | 06/22/2026 | 13,030,000.00 | 21,783.00 | 0.00 |
| SWB8AEJ7UA | Scds: (panama) | — | 1.0 | 06/20/2028 | 10,670,000.00 | -31,900.00 | 0.00 |
| SWB8AEJ7UZ | Scds: (panama) | — | 1.0 | 06/20/2028 | -10,670,000.00 | -61,080.00 | 0.00 |
| SWB8AEJF1X | Scds: (frtr) | — | 0.25 | 12/20/2030 | 6,040,000.00 | -14,483.00 | 0.00 |
| SWB8AEJFMP | Scds: (frtr) | — | 0.25 | 12/20/2030 | -6,040,000.00 | -32,773.00 | 0.00 |
| SWB8AEJHKJ | Cdx.na.ig.45.v1 5yr Rtp @ 70.00000 | — | — | 01/21/2026 | -30,000,000.00 | -12,949.00 | 0.00 |
| SWB8AEJPRW | Scds: (adgb) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -69,822.00 | 0.00 |
| SWB8AEJPSN | Scds: (egypt) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 187,983.00 | 0.00 |
| P9AP9T3LRE | Cop/usd Fwd 20251217 Deutgb22 | COP | — | 12/17/2025 | 8,662,979,647.00 | 58,410.00 | 0.00 |
| PAPRO60PP8 | Idr/usd Fwd 20251217 955 | IDR | — | 12/17/2025 | -298,038,885,900.00 | -55,308.00 | 0.00 |
| Q5VGBJS566 | Try/usd Fwd 20251217 Barcus33 | TRY | — | 12/17/2025 | 254,689,755.00 | 38,187.00 | 0.00 |
| QKREMCG34F | Cnh/usd Fwd 20251217 Midlgb22 | CNH | — | 12/17/2025 | 60,722,954.00 | 28,230.00 | 0.00 |
| QMJTEAK256 | Eur/usd Fwd 20260122 Mslngb2x | EUR | — | 01/22/2026 | 8,297,202.00 | -36,091.00 | 0.00 |
| R3MDRNSMOE | Clp/usd Fwd 20251217 2568 | CLP | — | 12/17/2025 | 2,508,662,240.00 | 23,890.00 | 0.00 |
| RXZ5 COMDT | Euro-bund Future Dec25 | RXZ5 | — | 12/08/2025 | -13,907,769.00 | -34,673.00 | 0.00 |
| SA21F9MV5G | Php/usd Fwd 20251217 Citius33 | PHP | — | 12/17/2025 | -1,096,099,196.00 | 27,112.00 | 0.00 |
| SFRU5 COMD | 3 MOnth Sofr Fut Sep25 | SFRU5 | — | 12/16/2025 | -562,199,094.00 | 259,521.00 | 0.00 |
| SL5BF2KIHC | Clp/usd Fwd 20251217 Citius33 | CLP | — | 12/17/2025 | -8,179,867,136.00 | -220,436.00 | 0.00 |
| SWB8A5Z0AY | SWP: Ois 1.000000 08-may-2026 | — | — | 05/08/2026 | -9,558,000.00 | 150,838.00 | 0.00 |
| SWB8A5Z0B3 | Fswp: Ois 1.050000 08-may-2027 | — | — | 05/08/2027 | -7,720,000.00 | 352,251.00 | 0.00 |
| SWB8A5Z48U | SWP: Ois Gbp 1.150000 08-may-2031 - Payf | — | — | 05/08/2031 | -525,000.00 | 84,663.00 | 0.00 |
| SWB8A5Z4GX | Swp:ois 1.200000 08-may-2034 | — | — | 05/08/2034 | -500,000.00 | 125,152.00 | 0.00 |
| SWB8A92USZ | Catalonia Autonomous Community Of Cds 20 | — | 1.0 | 12/20/2025 | 3,000,000.00 | 7,614.00 | 0.00 |
| SWB8A9BSFK | Simon Property Group Lp Cds 20260620 | — | 1.0 | 06/20/2026 | 3,240,000.00 | 22,477.00 | 0.00 |
| SWB8A9BXVF | Verizon Communications Inc Cds 20260620 | — | 1.0 | 06/20/2026 | 4,820,000.00 | 30,777.00 | 0.00 |
| SWB8A9BXVL | General Motors Co Cds 20260620 | — | 5.0 | 06/20/2026 | 3,580,000.00 | 130,648.00 | 0.00 |
| SWB8A9T2SV | Halliburton Company Cds 20261220 | — | 1.0 | 12/20/2026 | 1,600,000.00 | 16,534.00 | 0.00 |
| SWB8AA15X2 | Scds: (tigo) | — | 1.0 | 12/20/2025 | 2,700,000.00 | 6,528.00 | 0.00 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -20,835,000.00 | -183,945.00 | 0.00 |
| SWB8AC2JAV | Romania (republic Of) Cds 20291220 | — | 1.0 | 12/20/2029 | -10,500,000.00 | 17,032.00 | 0.00 |
| SWB8ADCX6N | SWP: Ois Sofr 3.994870 20-dec-2044_c | — | — | 12/20/2044 | 43,620,000.00 | 180,482.00 | 0.00 |
| SWB8ADD5V2 | Petroleos Mexicanos Cds 20251224 | — | 3.75 | 12/24/2025 | 770,040.00 | 1,829.00 | 0.00 |
| SWB8ADC3CY | SWP: Ois Sofr 3.805000 16-dec-2049_c | — | — | 12/16/2049 | 10,735,000.00 | -317,880.00 | 0.00 |
| MCAPCC0K0Q | Inr/usd Fwd 20251217 955 | INR | — | 12/17/2025 | -1,129,325,117.00 | 234,822.00 | 0.00 |
| MEHVGI7DCK | Try/usd Fwd 20251217 5 | TRY | — | 12/17/2025 | 191,741,475.00 | 11,164.00 | 0.00 |
| MQCBCGRV49 | Sgd/usd Fwd 20251217 Bnpafrpp | SGD | — | 12/17/2025 | -5,780,265.00 | -19,263.00 | 0.00 |
| SWB8AC8KAM | Israel Electric Corp Ltd Cds 20280920 | — | 1.0 | 09/20/2028 | -4,000,000.00 | -52,490.00 | 0.00 |
| SWB8ACHXNL | South Africa (republic Of) Cds 20260620 | — | 1.0 | 06/20/2026 | -20,000,000.00 | -125,617.00 | 0.00 |
| SWB8ACJV79 | Morocco (kingdom Of) Cds 20271220 | — | 1.0 | 12/20/2027 | -10,000,000.00 | -165,604.00 | 0.00 |
| SWB8ACMUHF | SWP: Ois Sofr 4.750000 11-may-2026_c | — | — | 05/11/2026 | 86,205,000.00 | 358,424.00 | 0.00 |
| SWB8ACX1VG | CDS: (gs_24-pc-a Jul 24) | — | 1.65 | 08/02/2027 | 15,169,654.00 | 19,552.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 14,115.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 13,979.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 5,820,000.00 | 14,033.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 20,000,000.00 | -423.00 | 0.00 |
| SWB8AEQ6CF | 2Y Rtp 3.494000 04-nov-2026 | — | — | 11/04/2026 | -76,480,000.00 | -229,310.00 | 0.00 |
| SWB8AEQ6DT | 2Y Rtp 3.694000 04-nov-2026 | — | — | 11/04/2026 | -76,480,000.00 | -153,536.00 | 0.00 |
| SWB8AEQ6E7 | 2Y Rtp 8.194000 04-nov-2026 | — | — | 11/04/2026 | 76,480,000.00 | 67.00 | 0.00 |
| SWB8AEQQ9B | Scds: (panama) | — | 1.0 | 06/22/2026 | 2,407,000.00 | 8,082.00 | 0.00 |
| SWB8AERCEY | Scds: (pemex) | — | 1.0 | 12/22/2025 | 3,600,000.00 | 847.00 | 0.00 |
| SWB8AERCSQ | Cdx.na.ig.45.v1 5yr Rtp @ 70.00000 | — | — | 01/21/2026 | -198,000,000.00 | -85,467.00 | 0.00 |
| SWB8AERD9J | Trswap: Tnote 2.375 15-may-27 12/15/2025 | — | — | 12/15/2025 | 217,100,000.00 | 311,082.00 | 0.00 |
| SWB8AERD9M | Trswap: Tnote 2.25 15-nov-27 12/15/2025 | — | — | 12/15/2025 | 102,600,000.00 | 157,628.00 | 0.00 |
| SWB8AERMYT | Cdx.na.ig.45.v1 5yr Rtp @ 72.50000 | — | — | 02/18/2026 | -75,600,000.00 | -52,355.00 | 0.00 |
| SWB8AERMZ4 | Cdx.na.ig.45.v1 5yr Rtp @ 87.50000 | — | — | 12/17/2025 | 75,600,000.00 | 3,065.00 | 0.00 |
| SWB8AES7JC | Cdx.na.hy.45.v1 5yr Rtp @ 100.0000 | — | — | 01/21/2026 | 12,820,000.00 | 16,143.00 | 0.00 |
| SWB8AES7JF | Cdx.na.hy.45.v1 5yr Rtp @ 102.0000 | — | — | 03/18/2026 | -12,820,000.00 | -68,762.00 | 0.00 |
| SWB8AES7S6 | Cdx.na.hy.45.v1 5yr Rtp @ 102.0000 | — | — | 03/18/2026 | -9,240,000.00 | -49,560.00 | 0.00 |
| SWB8AES7S7 | Cdx.na.hy.45.v1 5yr Rtp @ 100.0000 | — | — | 01/21/2026 | 9,240,000.00 | 11,635.00 | 0.00 |
| SWB8AES7SK | Cdx.na.ig.45.v1 5yr Rtp @ 75.00000 | — | — | 02/18/2026 | -55,490,000.00 | -34,857.00 | 0.00 |
| SWB8AES7SQ | Cdx.na.ig.45.v1 5yr Rtp @ 85.00000 | — | — | 12/17/2025 | 55,490,000.00 | 2,457.00 | 0.00 |
| SWB8AES8CX | Scds: (kazaks) | — | 1.0 | 12/22/2025 | 7,660,000.00 | 6,242.00 | 0.00 |
| SWB8AESMEQ | Cdx.na.ig.45.v1 5yr Rtp @ 75.00000 | — | — | 02/18/2026 | -160,920,000.00 | -101,085.00 | 0.00 |
| SWB8AESMFM | Cdx.na.ig.45.v1 5yr Rtp @ 85.00000 | — | — | 12/17/2025 | 160,920,000.00 | 7,127.00 | 0.00 |
| SWB8AET1WA | Scds: (spain) | — | 1.0 | 06/22/2026 | 5,077,000.00 | 33,140.00 | 0.00 |
| SWTRE8AERD | TRS On Fi Credit Bond Leg Accrual | — | 2.38 | 12/15/2025 | 217,100,000.00 | 200,515.00 | 0.00 |
| SWTRE8AERD | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 12/15/2025 | 102,600,000.00 | 89,775.00 | 0.00 |
| SWB8AEJPSV | Scds: (domrep) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 50,080.00 | 0.00 |
| SWB8AEJPSZ | Scds: (ngeria) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 218,598.00 | 0.00 |
| SWB8AEJPT5 | Scds: (brazil) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 153,794.00 | 0.00 |
| SWB8AEJPT8 | Scds: (bhrain) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 76,399.00 | 0.00 |
| SWB8AEJPTB | Scds: (moroc) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -30,230.00 | 0.00 |
| SWB8AEJPTQ | Scds: (ksa) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -155,342.00 | 0.00 |
| SWB8AEJPTT | Scds: (malays) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -58,410.00 | 0.00 |
| SWB8AEJPTW | Scds: (china) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -231,109.00 | 0.00 |
| SWB8AEJPTZ | Scds: (chile) 714c-skew | — | 1.0 | 12/20/2030 | -4,000,000.00 | -103,013.00 | 0.00 |
| SWB8AEJPU2 | Scds: (colom) 714c-skew | — | 1.0 | 12/20/2030 | -6,000,000.00 | 260,777.00 | 0.00 |
| SWB8AEJPU5 | Scds: (ivycst) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | 157,704.00 | 0.00 |
| SWB8AEJPU8 | Scds: (indon) 714c-skew | — | 1.0 | 12/20/2030 | -7,000,000.00 | -95,144.00 | 0.00 |
| SWB8AEJPUB | Scds: (panama) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | 49,897.00 | 0.00 |
| SWB8AEJPUE | Scds: (peru) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | -48,115.00 | 0.00 |
| SWB8AEJPUH | Scds: (repsou) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | 166,387.00 | 0.00 |
| SWB8AEJPUL | Scds: (philip) 714c-skew | — | 1.0 | 12/20/2030 | -3,000,000.00 | -56,206.00 | 0.00 |
| SWB8AEJPUT | Scds: (oman) 714c-skew | — | 1.0 | 12/20/2030 | -2,000,000.00 | -31,639.00 | 0.00 |
| SWB8AEJPUW | Scds: (mex) 714c-skew | — | 1.0 | 12/20/2030 | -9,000,000.00 | -23,607.00 | 0.00 |
| TJQAK96OCB | Idr/usd Fwd 20251217 Mslngb2x | IDR | — | 12/17/2025 | -36,878,220,000.00 | -12,845.00 | 0.00 |
| SWZ9796YTF | ICE: (cdx.na.hy.45.v1) | — | 5.0 | 12/20/2030 | -4,130,000.00 | -314,399.00 | 0.00 |
| T5R2ROO08N | Czk/usd Fwd 20260122 Barcus33 | CZK | — | 01/22/2026 | 90,032,464.00 | -3,208.00 | 0.00 |
| SWB8AEJV1L | Scds: (italy) | — | 1.0 | 12/20/2030 | 9,060,000.00 | 313,396.00 | 0.00 |
| SWB8AEJV26 | Scds: (sfrfp) | — | 5.0 | 06/22/2026 | 1,385,000.00 | 37,020.00 | 0.00 |
| SWB8AEJV2A | Scds: (italy) | — | 1.0 | 12/20/2030 | -9,060,000.00 | -313,396.00 | 0.00 |
| SWB8AEK8PK | Scds: (romani) | — | 1.0 | 12/21/2026 | 667,000.00 | 5,319.00 | 0.00 |
| SWB8AEK8PU | Scds: (greece) | — | 1.0 | 12/21/2026 | 6,998,000.00 | 78,329.00 | 0.00 |
| SWB8AEN7L9 | Scds: (qatar) | — | 1.0 | 12/21/2026 | 3,435,000.00 | 36,199.00 | 0.00 |
| SWB8AEN7Q0 | Scds: (slovak) | — | 1.0 | 12/20/2027 | 2,410,000.00 | 43,809.00 | 0.00 |
| SWB8AEN8JY | Cdx.na.ig.45.v1 5yr Rtp @ 75.00000 | — | — | 01/21/2026 | -133,800,000.00 | -46,275.00 | 0.00 |
| SWB8AEPNEQ | Scds: (argent) | — | 5.0 | 12/21/2026 | 4,000,000.00 | -26,827.00 | 0.00 |
| SWB8AEPX6H | Scds: (hsbc) | — | 1.0 | 12/21/2026 | 7,462,000.00 | 69,651.00 | 0.00 |
| SWB8AEPXPB | Cdx.na.ig.45.v1 5yr Rtp @ 72.50000 | — | — | 01/21/2026 | -106,180,000.00 | -40,822.00 | 0.00 |
| SWB8AEQ4SR | Scds: (seb) | — | 1.0 | 12/21/2026 | 5,325,000.00 | 52,643.00 | 0.00 |
| SWB8AEQ4UY | Scds: (stanln) | — | 1.0 | 12/21/2026 | 3,427,000.00 | 31,506.00 | 0.00 |
| VIHJ5SN69G | Pen/usd Fwd 20251217 Citius33 | PEN | — | 12/17/2025 | 23,854,410.00 | 24,214.00 | 0.00 |
| TYH6 COMDT | US 10yr Note (cbt)mar26 | TYH6 | — | 03/20/2026 | -174,436,031.00 | -190,549.00 | 0.00 |
| U3E9CEFPBO | Cnh/usd Fwd 20251217 00187 | CNH | — | 12/17/2025 | 44,325,926.00 | 33,369.00 | 0.00 |
| U4JHBG4KBN | Eur/usd Fwd 20260122 Barcus33 | EUR | — | 01/22/2026 | -5,473,932.00 | -34,915.00 | 0.00 |
| URQ80E8C7Q | Czk/usd Fwd 20260122 Bnpafrpp | CZK | — | 01/22/2026 | -255,615,798.00 | -7,239.00 | 0.00 |
| XS23206962 | Carlyle Euro Clo 2019-1 Dac | CGMSE | 2.76 | 03/15/2032 | 0 | 0.00 | 0.00 |
| XS24186943 | Lsf11 Boson Investments Sarl Compartment | ERLS | 4.05 | 11/25/2060 | 176,910.00 | 206,060.00 | 0.00 |
| 31418EJ76 | Fannie Mae Pool | FN | 5.0 | 10/01/2052 | 206,555.00 | 207,461.00 | 0.00 |
| 31418EW22 | Fannie Mae Pool | FN | 5.0 | 10/01/2053 | 237,825.00 | 238,122.00 | 0.00 |
| 31418FEC7 | Fannie Mae Pool | FN | 5.0 | 11/01/2054 | 283,852.00 | 283,509.00 | 0.00 |
| 31620MBS4 | Fidelity National Information Services I | FIS | 1.65 | 03/01/2028 | 335,000.00 | 316,852.00 | 0.00 |
| 337738BD9 | Fiserv Inc | FISV | 5.45 | 03/02/2028 | 40,000.00 | 40,922.00 | 0.00 |
| 3137FMCT7 | Freddie Mac Multifamily Structured Pass | FHMS | 1.08 | 05/01/2029 | 12,051,905.00 | 328,273.00 | 0.00 |
| 3137FMU83 | Freddie Mac Multifamily Structured Pass | FHMS | 1.1 | 05/01/2026 | 6,482,922.00 | 18,539.00 | 0.00 |
| 3138X1AJ5 | Fannie Mae Pool | FN | 3.0 | 08/01/2043 | 330,156.00 | 306,510.00 | 0.00 |
| 31418DQH8 | Fannie Mae Pool | FN | 2.5 | 06/01/2050 | 418,429.00 | 359,751.00 | 0.00 |
| 38141GWV2 | Goldman Sachs Group Inc/the | GS | 3.81 | 04/23/2029 | 275,000.00 | 273,098.00 | 0.00 |
| 37R62I6FLB | Thb/usd Fwd 20251217 Mslngb2x | THB | — | 12/17/2025 | -709,579,725.00 | 248,936.00 | 0.00 |
| 37940XAG7 | Global Payments Inc | GPN | 2.15 | 01/15/2027 | 80,000.00 | 78,145.00 | 0.00 |
| 37190AAA7 | Genpact Luxembourg Sarl/genpact Usa Inc | G | 1.75 | 04/10/2026 | 170,000.00 | 168,541.00 | 0.00 |
| 36VCTPGR98 | Sgd/usd Fwd 20251217 221 | SGD | — | 12/17/2025 | 553,389.00 | 5,685.00 | 0.00 |
| 37045XCG9 | General Motors Financial Co Inc | GM | 3.85 | 01/05/2028 | 35,000.00 | 34,737.00 | 0.00 |
| 362954AH2 | GS Mortgage-backed Securities Trust 2025 | GSMBS | — | 01/01/2064 | 19,003.00 | 18,750.00 | 0.00 |
| 37045XDK9 | General Motors Financial Co Inc | GM | 1.5 | 06/10/2026 | 335,000.00 | 330,115.00 | 0.00 |
| 37045XDW3 | General Motors Financial Co Inc | GM | 5.0 | 04/09/2027 | 70,000.00 | 70,713.00 | 0.00 |
| 37045XEF9 | General Motors Financial Co Inc | GM | 5.4 | 04/06/2026 | 335,000.00 | 336,283.00 | 0.00 |
| 36256WAA2 | GMR Hyderabad International Airport Ltd | GMRLIN | 4.25 | 10/27/2027 | 200,000.00 | 196,954.00 | 0.00 |
| 35564KKK4 | Freddie Mac Stacr Remic Trust 2021-hqa3 | STACR | 7.42 | 09/25/2041 | 200,000.00 | 202,599.00 | 0.00 |
| 35564KKY4 | Freddie Mac Stacr Remic Trust 2021-dna6 | STACR | 5.57 | 10/25/2041 | 163,304.00 | 163,927.00 | 0.00 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 5.72 | 01/25/2034 | 218,365.00 | 218,833.00 | 0.00 |
| 35566CBD6 | Freddie Mac Stacr Remic Trust 2020-dna6 | STACR | 7.07 | 12/25/2050 | 100,000.00 | 106,834.00 | 0.00 |
| 35564KQC6 | Freddie Mac Stacr Remic Trust 2022-dna1 | STACR | 6.57 | 01/25/2042 | 110,000.00 | 111,375.00 | 0.00 |
| 35564KUX5 | Freddie Mac Stacr Remic Trust 2022-dna3 | STACR | 6.97 | 04/25/2042 | 300,000.00 | 307,935.00 | 0.00 |
| 35906ABG2 | Frontier Communications Holdings Llc | FYBR | 6.75 | 05/01/2029 | 175,000.00 | 176,812.00 | 0.00 |
| 3136AAPN9 | Fannie Mae Remics | FNR | 3.0 | 12/01/2032 | 1,311,942.00 | 92,260.00 | 0.00 |
| 3136ABJF1 | Fannie Mae Remics | FNR | 3.0 | 01/01/2028 | 430,716.00 | 7,935.00 | 0.00 |
| 3136ABNX7 | Fannie Mae Remics | FNR | 3.0 | 01/01/2028 | 720,912.00 | 11,608.00 | 0.00 |
| 3136ACE56 | Fannie Mae Remics | FNR | 2.5 | 03/01/2028 | 410,171.00 | 8,263.00 | 0.00 |
| 3136AD7A1 | Fannie Mae Remics | FNR | 3.0 | 05/01/2033 | 1,024,746.00 | 70,291.00 | 0.00 |
| 3136APVN9 | Fannie Mae Remics | FNR | 3.5 | 08/01/2030 | 296,701.00 | 7,531.00 | 0.00 |
| 3136ARXC7 | Fannie Mae Remics | FNR | 3.5 | 04/01/2031 | 1,185,584.00 | 67,373.00 | 0.00 |
| 3136B1MK7 | Fannie Mae Remics | FNR | 3.5 | 04/01/2048 | 167,352.00 | 158,270.00 | 0.00 |
| 3137BNQ23 | Freddie Mac Remics | FHR | 3.0 | 04/01/2031 | 809,984.00 | 43,534.00 | 0.00 |
| 3137FBU95 | Freddie Mac Multifamily Structured Pass | FHMS | 0.47 | 09/01/2027 | 6,130,695.00 | 32,583.00 | 0.00 |
| 3137AMPZ4 | Freddie Mac Remics | FHR | 3.5 | 11/01/2040 | 18,611.00 | 18,578.00 | 0.00 |
| 3137AQJ25 | Freddie Mac Remics | FHR | 3.0 | 05/01/2027 | 267,382.00 | 4,100.00 | 0.00 |
| 3137AR5H5 | Freddie Mac Remics | FHR | 3.0 | 06/01/2027 | 130,673.00 | 1,897.00 | 0.00 |
| 3137AVQG5 | Freddie Mac Remics | FHR | 2.5 | 11/01/2027 | 745,914.00 | 13,965.00 | 0.00 |
| 3137AXFX6 | Freddie Mac Remics | FHR | 3.0 | 12/01/2032 | 1,377,607.00 | 98,210.00 | 0.00 |
| 3137AXSC8 | Freddie Mac Remics | FHR | 3.0 | 01/01/2028 | 831,604.00 | 12,585.00 | 0.00 |
| 3137AYDJ7 | Freddie Mac Remics | FHR | 3.0 | 10/01/2032 | 1,655,985.00 | 80,908.00 | 0.00 |
| 3137B0SA3 | Freddie Mac Remics | FHR | 3.0 | 03/01/2033 | 4,347,504.00 | 258,826.00 | 0.00 |
| 3137B0VV3 | Freddie Mac Remics | FHR | 2.5 | 03/01/2028 | 627,125.00 | 13,780.00 | 0.00 |
| 3137B9GQ2 | Freddie Mac Remics | FHR | 3.75 | 07/01/2043 | 347,831.00 | 346,275.00 | 0.00 |
| 224044CG0 | COX Communications Inc | COXENT | 3.35 | 09/15/2026 | 15,000.00 | 14,903.00 | 0.00 |
| 22411VAD0 | Cppib Capital Inc | CPPIBC | 2.75 | 11/02/2027 | 250,000.00 | 245,852.00 | 0.00 |
| 22822VAC5 | Crown Castle Inc | CCI | 3.7 | 06/15/2026 | 295,000.00 | 294,004.00 | 0.00 |
| 22822VAE1 | Crown Castle Inc | CCI | 4.0 | 03/01/2027 | 15,000.00 | 14,949.00 | 0.00 |
| 22822VAZ4 | Crown Castle Inc | CCI | 2.9 | 03/15/2027 | 40,000.00 | 39,316.00 | 0.00 |
| 23312VAE6 | Dbjpm 2016-c3 Mortgage Trust | DBJPM | 2.63 | 08/10/2049 | 283,751.00 | 281,904.00 | 0.00 |
| 22966RAD8 | Cubesmart Lp | CUBE | 3.13 | 09/01/2026 | 80,000.00 | 79,335.00 | 0.00 |
| 26441CBS3 | DUKE Energy Corp | DUK | 4.3 | 03/15/2028 | 115,000.00 | 115,560.00 | 0.00 |
| 25470XBB0 | DISH Dbs Corp | DISH | 7.38 | 07/01/2028 | 350,000.00 | 326,174.00 | 0.00 |
| 24703TAD8 | DELL International Llc / Emc Corp | DELL | 6.02 | 06/15/2026 | 25,000.00 | 25,140.00 | 0.00 |
| 25156PBA0 | Deutsche Telekom International Finance B | DT | 3.6 | 01/19/2027 | 335,000.00 | 333,290.00 | 0.00 |
| 25179MBD4 | Devon Energy Corp | DVN | 5.25 | 10/15/2027 | 20,000.00 | 19,998.00 | 0.00 |
| 25381HAD0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 356,176.00 | 35.00 | 0.00 |
| 25381HAM0 | Digicel Group Holdings Ltd | DLLTD | — | 12/31/2030 | 236,373.00 | 0.00 | 0.00 |
| 2V25NJAT2C | Krw/usd Fwd 20251217 Mslngb2x | KRW | — | 12/17/2025 | -13,141,509,275.00 | 167,164.00 | 0.00 |
| 30040WAE8 | Eversource Energy | ES | 3.3 | 01/15/2028 | 25,000.00 | 24,526.00 | 0.00 |
| 30040WAQ1 | Eversource Energy | ES | 2.9 | 03/01/2027 | 125,000.00 | 122,984.00 | 0.00 |
| 30040WAT5 | Eversource Energy | ES | 5.45 | 03/01/2028 | 150,000.00 | 153,605.00 | 0.00 |
| 30040WAV0 | Eversource Energy | ES | 4.75 | 05/15/2026 | 160,000.00 | 160,416.00 | 0.00 |
| 3128M9TQ5 | Freddie Mac Gold Pool | FG | 3.5 | 08/01/2043 | 240,386.00 | 229,691.00 | 0.00 |
| 294429AW5 | Equifax Inc | EFX | 5.1 | 06/01/2028 | 330,000.00 | 336,497.00 | 0.00 |
| 26884TAV4 | ERAC Usa Finance Llc | ENTERP | 4.6 | 05/01/2028 | 335,000.00 | 339,768.00 | 0.00 |
| 26982EAA4 | Eagle Re 2023-1 Ltd | EMIR | 6.07 | 09/26/2033 | 189,029.00 | 189,344.00 | 0.00 |
| 292480AK6 | Energy Transfer Lp | ET | 4.4 | 03/15/2027 | 80,000.00 | 80,122.00 | 0.00 |
| 29273RBL2 | Energy Transfer Lp | ET | 5.3 | 04/15/2047 | 110,000.00 | 99,133.00 | 0.00 |
| 060352AE1 | BANK 2017-bnk6 | BANK | 3.25 | 07/01/2060 | 207,765.00 | 204,897.00 | 0.00 |
| 06738EBU8 | Barclays Plc | BACR | 2.28 | 11/24/2027 | 335,000.00 | 328,653.00 | 0.00 |
| 064058AF7 | BANK Of New York Mellon Corp/the | BK | 4.63 | 03/20/2172 | 125,000.00 | 124,188.00 | 0.00 |
| 071734AK3 | Bausch Health Cos Inc | BHCCN | 6.25 | 02/15/2029 | 100,000.00 | 81,740.00 | 0.00 |
| 071734AL1 | Bausch Health Cos Inc | BHCCN | 5.25 | 02/15/2031 | 25,000.00 | 16,625.00 | 0.00 |
| 071734AD9 | Bausch Health Cos Inc | BHCCN | 7.0 | 01/15/2028 | 200,000.00 | 185,625.00 | 0.00 |
| 07384YJQ0 | BEAR Stearns Asset Backed Securities Tru | BSABS | 3.86 | 03/25/2043 | 104,071.00 | 105,103.00 | 0.00 |
| 08576PAF8 | Berry Global Inc | AMCR | 1.65 | 01/15/2027 | 20,000.00 | 19,408.00 | 0.00 |
| 092113AV1 | Black Hills Corp | BKH | 5.95 | 03/15/2028 | 25,000.00 | 25,913.00 | 0.00 |
| 015271AH2 | Alexandria Real Estate Equities Inc | ARE | 4.3 | 01/15/2026 | 20,000.00 | 19,995.00 | 0.00 |
| 015271AT6 | Alexandria Real Estate Equities Inc | ARE | 2.75 | 12/15/2029 | 210,000.00 | 197,588.00 | 0.00 |
| 017JPSF58H | Cnh/usd Fwd 20251217 2568 | CNH | — | 12/17/2025 | -310,408,133.00 | -182,524.00 | 0.00 |
| 00287YBV0 | Abbvie Inc | ABBV | 2.95 | 11/21/2026 | 170,000.00 | 168,449.00 | 0.00 |
| 00108WAH3 | AEP Texas Inc | AEP | 3.95 | 06/01/2028 | 35,000.00 | 34,820.00 | 0.00 |
| 00130HCE3 | AES Corp/the | AES | 1.38 | 01/15/2026 | 30,000.00 | 29,866.00 | 0.00 |
| 00130HCH6 | AES Corp/the | AES | 5.45 | 06/01/2028 | 250,000.00 | 255,582.00 | 0.00 |
| 00206RCP5 | AT&T Inc | T | 4.5 | 05/15/2035 | 70,000.00 | 68,048.00 | 0.00 |
| 00206RGL0 | AT&T Inc | T | 4.1 | 02/15/2028 | 20,000.00 | 20,011.00 | 0.00 |
| 00206RHW5 | AT&T Inc | T | 3.8 | 02/15/2027 | 55,000.00 | 54,840.00 | 0.00 |
| 00206RMM1 | AT&T Inc | T | 2.55 | 12/01/2033 | 74,000.00 | 63,497.00 | 0.00 |
| 05530QAP5 | BAT International Finance Plc | BATSLN | 4.45 | 03/16/2028 | 70,000.00 | 70,453.00 | 0.00 |
| 05523UAP5 | BAE Systems Holdings Inc | BALN | 3.85 | 12/15/2025 | 30,000.00 | 29,996.00 | 0.00 |
| 05526DBR5 | BAT Capital Corp | BATSLN | 2.26 | 03/25/2028 | 140,000.00 | 134,304.00 | 0.00 |
| 031162CT5 | Amgen Inc | AMGN | 2.2 | 02/21/2027 | 30,000.00 | 29,353.00 | 0.00 |
| 031162DP2 | Amgen Inc | AMGN | 5.15 | 03/02/2028 | 335,000.00 | 342,797.00 | 0.00 |
| 03939CAA1 | ARCH Capital Finance Llc | ACGL | 4.01 | 12/15/2026 | 135,000.00 | 134,940.00 | 0.00 |
| 02343UAH8 | Amcor Finance Usa Inc | AMCR | 4.5 | 05/15/2028 | 335,000.00 | 336,907.00 | 0.00 |
| 023608AG7 | Ameren Corp | AEE | 3.65 | 02/15/2026 | 170,000.00 | 169,748.00 | 0.00 |
| 03027XAP5 | American Tower Corp | AMT | 3.55 | 07/15/2027 | 115,000.00 | 113,974.00 | 0.00 |
| 03027XBJ8 | American Tower Corp | AMT | 1.5 | 01/31/2028 | 150,000.00 | 142,004.00 | 0.00 |
| 03027XBV1 | American Tower Corp | AMT | 3.65 | 03/15/2027 | 335,000.00 | 332,878.00 | 0.00 |
| 03027XCC2 | American Tower Corp | AMT | 5.25 | 07/15/2028 | 110,000.00 | 113,007.00 | 0.00 |
| 03040WAQ8 | American Water Capital Corp | AWK | 2.95 | 09/01/2027 | 175,000.00 | 172,190.00 | 0.00 |
| 03073EAP0 | Cencora Inc | COR | 3.45 | 12/15/2027 | 85,000.00 | 84,060.00 | 0.00 |
| 17332HAF2 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 439,318.00 | 298,220.00 | 0.00 |
| 17332HAG0 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 329,523.00 | 208,844.00 | 0.00 |
| 17332HAH8 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 208,721.00 | 120,860.00 | 0.00 |
| 17332HAJ4 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | 4.02 | 01/01/2064 | 263,619.00 | 129,169.00 | 0.00 |
| 17332HAK1 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 250,598.00 | 102,609.00 | 0.00 |
| 17332HAL9 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 20,776,306.00 | 2,077.00 | 0.00 |
| 17332HAM7 | Citigroup Mortgage Loan Trust 2025-rp1 | CMLTI | — | 01/01/2064 | 38,406.00 | 33,989.00 | 0.00 |
| 17888HAA1 | Civitas Resources Inc | CIVI | 8.38 | 07/01/2028 | 230,000.00 | 237,674.00 | 0.00 |
| 17888HAB9 | Civitas Resources Inc | CIVI | 8.75 | 07/01/2031 | 250,000.00 | 260,541.00 | 0.00 |
| 20753YAF9 | Connecticut Avenue Securities Trust 2022 | CAS | 9.32 | 03/25/2042 | 340,000.00 | 357,310.00 | 0.00 |
| 1GPNL4I1F5 | Jpy/usd Fwd 20260122 Bnpafrpp | JPY | — | 01/22/2026 | 1,353,774,095.00 | -278,932.00 | 0.00 |
| 1T27SI8A7P | Cop/usd Fwd 20251217 Barcus33 | COP | — | 12/17/2025 | 9,448,961,147.00 | -5,441.00 | 0.00 |
| 173106AE5 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | 1.42 | 02/01/2063 | 269,320.00 | 211,406.00 | 0.00 |
| 173106AF2 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 97,232.00 | 72,408.00 | 0.00 |
| 173106AG0 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 246,820.00 | 33,070.00 | 0.00 |
| 173106AH8 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 447,053.00 | 40,007.00 | 0.00 |
| 173106AJ4 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 13,180,003.00 | 1,318.00 | 0.00 |
| 173106AK1 | Citigroup Mortgage Loan Trust 2024-rp2 | CMLTI | — | 02/01/2063 | 12,751.00 | 11,730.00 | 0.00 |
| 17318WAJ9 | Citigroup Mortgage Loan Trust 2011-12 | CMLTI | 4.53 | 09/01/2047 | 19,896.00 | 18,410.00 | 0.00 |
| 17325HBW3 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 0.33 | 04/01/2050 | 16,000,000.00 | 54,184.00 | 0.00 |
| 172967KJ9 | Citigroup Inc | C | 4.6 | 03/09/2026 | 165,000.00 | 165,099.00 | 0.00 |
| 15189TBA4 | Centerpoint Energy Inc | CNP | 1.45 | 06/01/2026 | 25,000.00 | 24,665.00 | 0.00 |
| 15135UAM1 | Cenovus Energy Inc | CVECN | 4.25 | 04/15/2027 | 50,000.00 | 50,026.00 | 0.00 |
| 161175BA1 | Charter Communications Operating Llc / C | CHTR | 6.48 | 10/23/2045 | 95,000.00 | 91,189.00 | 0.00 |
| 161175BL7 | Charter Communications Operating Llc / C | CHTR | 5.38 | 05/01/2047 | 85,000.00 | 71,285.00 | 0.00 |
| 126307BD8 | CSC Holdings Llc | CSCHLD | 4.63 | 12/01/2030 | 1,000,000.00 | 356,739.00 | 0.00 |
| 126307BF3 | CSC Holdings Llc | CSCHLD | 3.38 | 02/15/2031 | 600,000.00 | 333,054.00 | 0.00 |
| 12591RAA8 | COMM 2014-ccre15 Mortgage Trust | COMM | 0.02 | 02/01/2047 | 120,165,038.00 | 156.00 | 0.00 |
| 12592BAM6 | CNH Industrial Capital Llc | CNHI | 1.45 | 07/15/2026 | 45,000.00 | 44,231.00 | 0.00 |
| 125523CB4 | Cigna Group/the | CI | 3.4 | 03/01/2027 | 25,000.00 | 24,820.00 | 0.00 |
| 126671YB6 | Countrywide Asset-backed Certificates | CWL | 4.67 | 06/25/2033 | 23,516.00 | 23,520.00 | 0.00 |
| 126650CU2 | CVS Health Corp | CVS | 2.88 | 06/01/2026 | 335,000.00 | 332,747.00 | 0.00 |
| 126650DN7 | CVS Health Corp | CVS | 1.75 | 08/21/2030 | 75,000.00 | 66,662.00 | 0.00 |
| 12654FAC4 | COMM 2024-277p Mortgage Trust | COMM | 0.89 | 08/10/2044 | 9,200,000.00 | 224,491.00 | 0.00 |
| 13323AAB6 | Camelot Finance Sa | CCC | 4.5 | 11/01/2026 | 142,000.00 | 140,551.00 | 0.00 |
| 13645RAY0 | Canadian Pacific Railway Co | CP | 4.0 | 06/01/2028 | 20,000.00 | 19,991.00 | 0.00 |
| 14040HCS2 | Capital One Financial Corp | COF | 4.93 | 05/10/2028 | 35,000.00 | 35,375.00 | 0.00 |
| 096630AE8 | Boardwalk Pipelines Lp | BWP | 5.95 | 06/01/2026 | 60,000.00 | 60,242.00 | 0.00 |
| 097023BR5 | Boeing Co/the | BA | 2.25 | 06/15/2026 | 80,000.00 | 79,119.00 | 0.00 |
| 097023DA0 | Boeing Co/the | BA | 2.75 | 02/01/2026 | 90,000.00 | 89,752.00 | 0.00 |
| 097751BZ3 | Bombardier Inc | BBDBCN | 7.5 | 02/01/2029 | 100,000.00 | 104,271.00 | 0.00 |
| 0GAFK7KP0D | Sgd/usd Fwd 20251217 955 | SGD | — | 12/17/2025 | -6,581,463.00 | 41,533.00 | 0.00 |
| 105340AQ6 | Brandywine Operating Partnership Lp | BDN | 3.95 | 11/15/2027 | 245,000.00 | 241,875.00 | 0.00 |
| 10554TAB1 | Braskem Netherlands Finance Bv | BRASKM | 4.5 | 01/10/2028 | 900,000.00 | 351,000.00 | 0.00 |
| 114259AN4 | Brooklyn Union Gas Co/the | NGGLN | 3.41 | 03/10/2026 | 25,000.00 | 24,929.00 | 0.00 |
| 10570NAA6 | Bravo Residential Funding Trust 2024-ces | BRAVO | 6.38 | 04/25/2054 | 328,936.00 | 333,323.00 | 0.00 |
| 1248EPCB7 | CCO Holdings Llc / Cco Holdings Capital | CHTR | 5.38 | 06/01/2029 | 25,000.00 | 24,763.00 | 0.00 |
| 124857AX1 | Paramount Global | PARA | 3.7 | 06/01/2028 | 25,000.00 | 24,536.00 | 0.00 |
| 56585ABD3 | Marathon Petroleum Corp | MPC | 3.8 | 04/01/2028 | 75,000.00 | 74,492.00 | 0.00 |
| 55336VAK6 | MPLX Lp | MPLX | 4.13 | 03/01/2027 | 20,000.00 | 19,982.00 | 0.00 |
| 55336VAL4 | MPLX Lp | MPLX | 5.2 | 03/01/2047 | 20,000.00 | 17,989.00 | 0.00 |
| 55342UAQ7 | MPT Operating Partnership Lp / Mpt Finan | MPW | 8.5 | 02/15/2032 | 325,000.00 | 344,183.00 | 0.00 |
| 548661DM6 | Lowe's Cos Inc | LOW | 2.5 | 04/15/2026 | 305,000.00 | 303,140.00 | 0.00 |
| 526057CV4 | Lennar Corp | LEN | 5.0 | 06/15/2027 | 40,000.00 | 40,307.00 | 0.00 |
| 526057CD4 | Lennar Corp | LEN | 4.75 | 11/29/2027 | 135,000.00 | 136,081.00 | 0.00 |
| 526107AF4 | Lennox International Inc | LII | 1.7 | 08/01/2027 | 30,000.00 | 28,864.00 | 0.00 |
| 51889RAD1 | Laurel Road Prime Student Loan Trust 201 | LRK | — | 10/25/2048 | 763,824.00 | 317,093.00 | 0.00 |
| 50212YAC8 | LPL Holdings Inc | LPLA | 4.63 | 11/15/2027 | 110,000.00 | 110,017.00 | 0.00 |
| 49446RAS8 | Kimco Realty Op Llc | KIM | 3.8 | 04/01/2027 | 115,000.00 | 114,793.00 | 0.00 |
| 49446RAX7 | Kimco Realty Op Llc | KIM | 1.9 | 03/01/2028 | 100,000.00 | 95,442.00 | 0.00 |
| 50077LAD8 | Kraft Heinz Foods Co | KHC | 3.0 | 06/01/2026 | 335,000.00 | 332,959.00 | 0.00 |
| 501044DE8 | Kroger Co/the | KR | 2.65 | 10/15/2026 | 335,000.00 | 330,999.00 | 0.00 |
| 502431AM1 | L3harris Technologies Inc | LHX | 4.4 | 06/15/2028 | 50,000.00 | 50,373.00 | 0.00 |
| 50540RAU6 | Laboratory Corp Of America Holdings | LH | 3.6 | 09/01/2027 | 335,000.00 | 332,958.00 | 0.00 |
| 50540RAX0 | Laboratory Corp Of America Holdings | LH | 1.55 | 06/01/2026 | 205,000.00 | 202,325.00 | 0.00 |
| 47HBVA5HEL | Sgd/usd Fwd 20251217 0997 | SGD | — | 12/17/2025 | -7,043,187.00 | 22,690.00 | 0.00 |
| 4GM1L315LQ | Idr/usd Fwd 20251217 Scseus31 | IDR | — | 12/17/2025 | -60,946,023,700.00 | 29.00 | 0.00 |
| 4NE3J8C4OD | Huf/usd Fwd 20260122 00187 | HUF | — | 01/22/2026 | -1,006,416,660.00 | -29,124.00 | 0.00 |
| 48250MAK3 | KKR Clo 11 Ltd | KKR | 5.35 | 01/15/2031 | 200,010.00 | 200,084.00 | 0.00 |
| 48667QAN5 | Kazmunaygas National Co Jsc | KZOKZ | 4.75 | 04/19/2027 | 200,000.00 | 200,240.00 | 0.00 |
| 48J1SC31IM | Pen/usd Fwd 20251217 Scseus31 | PEN | — | 12/17/2025 | 18,248,273.00 | 68,987.00 | 0.00 |
| 46657FAA3 | JP Morgan Mortgage Trust 2023-he2 | JPMMT | 5.8 | 03/20/2054 | 231,626.00 | 232,439.00 | 0.00 |
| 465985AA7 | JP Morgan Mortgage Trust 2023-he3 | JPMMT | 5.7 | 05/20/2054 | 223,036.00 | 223,717.00 | 0.00 |
| 46266TAC2 | Iqvia Inc | IQV | 5.7 | 05/15/2028 | 335,000.00 | 345,595.00 | 0.00 |
| 448814EX7 | Hydro-quebec | QHEL | 8.63 | 06/15/2029 | 108,000.00 | 124,039.00 | 0.00 |
| 44891ACD7 | Hyundai Capital America | HYNMTR | 5.6 | 03/30/2028 | 30,000.00 | 30,884.00 | 0.00 |
| 38378JXN7 | Government National Mortgage Association | GNR | 4.0 | 03/01/2043 | 629,215.00 | 103,575.00 | 0.00 |
| 38379EQV7 | Government National Mortgage Association | GNR | 4.0 | 08/01/2044 | 691,189.00 | 85,695.00 | 0.00 |
| 38380CEX7 | Government National Mortgage Association | GNR | 4.0 | 12/01/2046 | 1,200,448.00 | 244,442.00 | 0.00 |
| 38380UA29 | Government National Mortgage Association | GNR | 4.0 | 01/01/2048 | 492,735.00 | 103,046.00 | 0.00 |
| 38869PAP9 | Graphic Packaging International Llc | GPK | 1.51 | 04/15/2026 | 40,000.00 | 39,531.00 | 0.00 |
| 3NF5OK0C9H | Twd/usd Fwd 20251217 00187 | TWD | — | 12/17/2025 | 203,714,569.00 | -323,182.00 | 0.00 |
| 404119CH0 | HCA Inc | HCA | 3.13 | 03/15/2027 | 70,000.00 | 69,117.00 | 0.00 |
| 404121AJ4 | HCA Inc | HCA | 5.63 | 09/01/2028 | 335,000.00 | 345,920.00 | 0.00 |
| 406JHJD2VD | Sgd/usd Fwd 20251217 2568 | SGD | — | 12/17/2025 | -3,974,365.00 | -578.00 | 0.00 |
| 44881HEW0 | Hydro-quebec | QHEL | 6.27 | 01/03/2026 | 85,000.00 | 85,124.00 | 0.00 |
| 44891ABD8 | Hyundai Capital America | HYNMTR | 3.5 | 11/02/2026 | 105,000.00 | 104,335.00 | 0.00 |
| 44891ABP1 | Hyundai Capital America | HYNMTR | 2.38 | 10/15/2027 | 55,000.00 | 53,229.00 | 0.00 |
| 44891ABT3 | Hyundai Capital America | HYNMTR | 1.8 | 01/10/2028 | 15,000.00 | 14,277.00 | 0.00 |
| 44891ABW6 | Hyundai Capital America | HYNMTR | 1.5 | 06/15/2026 | 25,000.00 | 24,634.00 | 0.00 |
| 44891ABX4 | Hyundai Capital America | HYNMTR | 2.0 | 06/15/2028 | 30,000.00 | 28,395.00 | 0.00 |
| 448814CS0 | Hydro-quebec | QHEL | 8.25 | 04/15/2026 | 314,000.00 | 318,327.00 | 0.00 |
| 42809HAG2 | HESS Corp | HES | 4.3 | 04/01/2027 | 55,000.00 | 55,196.00 | 0.00 |
| 446413AL0 | Huntington Ingalls Industries Inc | HII | 3.48 | 12/01/2027 | 135,000.00 | 133,247.00 | 0.00 |
| 67077MBA5 | Nutrien Ltd | NTRCN | 4.9 | 03/27/2028 | 335,000.00 | 340,690.00 | 0.00 |
| 651290AR9 | Ovintiv Inc | OVV | 5.38 | 01/01/2026 | 70,000.00 | 69,971.00 | 0.00 |
| 65339KAT7 | Nextera Energy Capital Holdings Inc | NEE | 3.55 | 05/01/2027 | 335,000.00 | 332,590.00 | 0.00 |
| 65339KCH1 | Nextera Energy Capital Holdings Inc | NEE | 4.63 | 07/15/2027 | 185,000.00 | 186,848.00 | 0.00 |
| 674599DD4 | Occidental Petroleum Corp | OXY | 7.5 | 05/01/2031 | 250,000.00 | 281,857.00 | 0.00 |
| 68267EAA2 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.63 | 09/14/2027 | 59,477.00 | 59,456.00 | 0.00 |
| 6C91L5LQ61 | Krw/usd Fwd 20251217 00187 | KRW | — | 12/17/2025 | 6,986,952,095.00 | -288,704.00 | 0.00 |
| 694308HW0 | Pacific Gas And Electric Co | PCG | 3.3 | 12/01/2027 | 175,000.00 | 171,944.00 | 0.00 |
| 694308JP3 | Pacific Gas And Electric Co | PCG | 3.15 | 01/01/2026 | 75,000.00 | 74,902.00 | 0.00 |
| 706451BR1 | Petroleos Mexicanos | PEMEX | 6.63 | 06/15/2038 | 74,000.00 | 67,229.00 | 0.00 |
| 708696BY4 | Firstenergy Pennsylvania Electric Co | FE | 3.25 | 03/15/2028 | 90,000.00 | 88,121.00 | 0.00 |
| 709599BU7 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.75 | 05/24/2026 | 335,000.00 | 336,977.00 | 0.00 |
| 69047QAB8 | Ovintiv Inc | OVV | 5.65 | 05/15/2028 | 335,000.00 | 345,038.00 | 0.00 |
| 68269JAH4 | Onemain Financial Issuance Trust 2023-1 | OMFIT | 7.49 | 06/14/2038 | 100,000.00 | 104,995.00 | 0.00 |
| 68389XBM6 | Oracle Corp | ORCL | 2.65 | 07/15/2026 | 110,000.00 | 109,010.00 | 0.00 |
| 69349LAR9 | PNC Bank Na | PNC | 4.05 | 07/26/2028 | 350,000.00 | 350,058.00 | 0.00 |
| 63SUGUNB0I | Pln/usd Fwd 20260122 221 | PLN | — | 01/22/2026 | -7,645,427.00 | 7,479.00 | 0.00 |
| 646139W35 | NEW Jersey Turnpike Authority | NJSTRN | 7.41 | 01/01/2040 | 100,000.00 | 121,008.00 | 0.00 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 4.82 | 01/25/2048 | 178,824.00 | 175,688.00 | 0.00 |
| 62947QBB3 | NXP Bv / Nxp Funding Llc | NXPI | 5.35 | 03/01/2026 | 35,000.00 | 35,002.00 | 0.00 |
| 62916TAK5 | NLT 2025-inv1 Trust | NLT | 0.4 | 02/01/2070 | 19,061,910.00 | 142,889.00 | 0.00 |
| 62916TAG4 | NLT 2025-inv1 Trust | NLT | 6.6 | 02/01/2070 | 370,000.00 | 339,037.00 | 0.00 |
| 62432BAN3 | Mountain View Clo Ix Ltd | MVW | 5.29 | 07/15/2031 | 178,369.00 | 178,392.00 | 0.00 |
| 620076BL2 | Motorola Solutions Inc | MSI | 4.6 | 02/23/2028 | 140,000.00 | 141,454.00 | 0.00 |
| 62854AAN4 | UTAH Acquisition Sub Inc | VTRS | 3.95 | 06/15/2026 | 169,000.00 | 168,327.00 | 0.00 |
| 62912XAF1 | NGPL Pipeco Llc | NGPLCO | 4.88 | 08/15/2027 | 330,000.00 | 330,760.00 | 0.00 |
| 59980VAA9 | MILL City Mortgage Loan Trust 2018-1 | MCMLT | 3.25 | 05/01/2062 | 39,084.00 | 38,836.00 | 0.00 |
| 5M9BUQ7FSC | Huf/usd Fwd 20260122 Deutgb22 | HUF | — | 01/22/2026 | 1,659,409,926.00 | 23,785.00 | 0.00 |
| 5MITMPKTIV | Zar/usd Fwd 20251217 955 | ZAR | — | 12/17/2025 | -52,544,825.00 | 710.00 | 0.00 |
| 5OUKKOJPMK | Zar/usd Fwd 20251217 Barcus33 | ZAR | — | 12/17/2025 | 42,722,350.00 | 63,490.00 | 0.00 |
| 5RR8MREPDV | Sgd/usd Fwd 20251217 Midlgb22 | SGD | — | 12/17/2025 | 6,832,500.00 | 24,480.00 | 0.00 |
| 5TV6KL8GHM | Pln/usd Fwd 20260122 Mslngb2x | PLN | — | 01/22/2026 | -31,707,319.00 | -29,462.00 | 0.00 |
| 577081BD3 | Mattel Inc | MAT | 5.88 | 12/15/2027 | 335,000.00 | 335,457.00 | 0.00 |
| 579780AR8 | Mccormick & Co Inc/md | MKC | 0.9 | 02/15/2026 | 15,000.00 | 14,885.00 | 0.00 |
| 57B1R1CDQL | Cop/usd Fwd 20251217 955 | COP | — | 12/17/2025 | 12,971,243,200.00 | 149,946.00 | 0.00 |
| 58013MFB5 | Mcdonald's Corp | MCD | 3.5 | 03/01/2027 | 25,000.00 | 24,862.00 | 0.00 |
| 58013MFP4 | Mcdonald's Corp | MCD | 3.5 | 07/01/2027 | 75,000.00 | 74,519.00 | 0.00 |
| 92939UAK2 | WEC Energy Group Inc | WEC | 4.75 | 01/09/2026 | 45,000.00 | 45,011.00 | 0.00 |
| 95000YAX3 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.32 | 10/15/2050 | 350,000.00 | 346,231.00 | 0.00 |
| 92840VAG7 | Vistra Operations Co Llc | VST | 3.7 | 01/30/2027 | 30,000.00 | 29,761.00 | 0.00 |
| 92564RAD7 | VICI Properties Lp / Vici Note Co Inc | VICI | 3.75 | 02/15/2027 | 95,000.00 | 94,212.00 | 0.00 |
| 92277GAJ6 | Ventas Realty Lp | VTR | 3.25 | 10/15/2026 | 85,000.00 | 84,368.00 | 0.00 |
| 92277GAL1 | Ventas Realty Lp | VTR | 3.85 | 04/01/2027 | 65,000.00 | 64,784.00 | 0.00 |
| 91282CLK5 | United States Treasury Note/bond | T | 3.63 | 08/31/2029 | 265,000.00 | 265,745.00 | 0.00 |
| 9128337P9 | United States Treasury Strip Coupon | S | — | 05/15/2031 | 100,000.00 | 81,544.00 | 0.00 |
| 9128337T1 | United States Treasury Strip Coupon | S | — | 05/15/2033 | 75,000.00 | 55,904.00 | 0.00 |
| 912833X96 | United States Treasury Strip Coupon | S | — | 11/15/2035 | 140,000.00 | 92,230.00 | 0.00 |
| 915217WX7 | University Of Virginia | UNIHGR | 4.18 | 09/01/2117 | 125,000.00 | 96,287.00 | 0.00 |
| 91914JAB8 | Valero Energy Partners Lp | VLO | 4.5 | 03/15/2028 | 120,000.00 | 120,884.00 | 0.00 |
| 91913YAV2 | Valero Energy Corp | VLO | 4.35 | 06/01/2028 | 175,000.00 | 175,946.00 | 0.00 |
| 912834LB2 | United States Treasury Strip Coupon | S | — | 02/15/2042 | 45,000.00 | 20,838.00 | 0.00 |
| 912834LR7 | United States Treasury Strip Coupon | S | — | 08/15/2042 | 465,000.00 | 209,188.00 | 0.00 |
| 913017CR8 | RTX Corp | RTX | 3.13 | 05/04/2027 | 20,000.00 | 19,760.00 | 0.00 |
| 91412GXE0 | University Of California | UNVHGR | 3.93 | 05/15/2045 | 25,000.00 | 23,314.00 | 0.00 |
| 91412GXY6 | University Of California | UNVHGR | 4.13 | 05/15/2045 | 25,000.00 | 22,773.00 | 0.00 |
| 9TO36J6LPI | Jpy/usd Fwd 20260122 Mslngb2x | JPY | — | 01/22/2026 | 604,650,000.00 | -125,651.00 | 0.00 |
| 9UNTMIRIPJ | Krw/usd Fwd 20251217 Scseus31 | KRW | — | 12/17/2025 | -7,064,458,974.00 | 167,325.00 | 0.00 |
| A59J255F74 | Cnh/usd Fwd 20251217 0997 | CNH | — | 12/17/2025 | 80,880,986.00 | 67,889.00 | 0.00 |
| AK15UMQN1A | Brl/usd Fwd 20260203 5 | BRL | — | 02/03/2026 | 126,174,275.00 | 133,955.00 | 0.00 |
| ALRS172HAL | Krw/usd Fwd 20251217 221 | KRW | — | 12/17/2025 | -6,916,313,154.00 | 3,376.00 | 0.00 |
| API5KGGM68 | Php/usd Fwd 20251217 221 | PHP | — | 12/17/2025 | 102,086,972.00 | -3,570.00 | 0.00 |
| AT833AN1IU | Php/usd Fwd 20251217 Scseus31 | PHP | — | 12/17/2025 | 624,457,080.00 | 8,927.00 | 0.00 |
| 984851AD7 | YARA International Asa | YARNO | 3.8 | 06/06/2026 | 335,000.00 | 333,780.00 | 0.00 |
| 99PN676ATQ | Cnh/usd Fwd 20251217 Mslngb2x | CNH | — | 12/17/2025 | 119,790,310.00 | 89,923.00 | 0.00 |
| 9EFT0QF7G9 | Idr/usd Fwd 20251217 Midlgb22 | IDR | — | 12/17/2025 | 716,850,499,512.00 | -229,544.00 | 0.00 |
| 98138HAG6 | Workday Inc | WDAY | 3.5 | 04/01/2027 | 110,000.00 | 109,249.00 | 0.00 |
| 96145DAD7 | Wrkco Inc | SW | 3.38 | 09/15/2027 | 50,000.00 | 50,000.00 | 0.00 |
| 962166AW4 | Weyerhaeuser Co | WY | 6.95 | 10/01/2027 | 20,000.00 | 21,041.00 | 0.00 |
| B8AA7A6W3 | Tfs_18-3 | — | — | 04/16/2040 | 1 | 1.00 | 0.00 |
| 98389BAV2 | XCEL Energy Inc | XEL | 4.0 | 06/15/2028 | 60,000.00 | 59,957.00 | 0.00 |
| B8AB393F8 | TPC Group Rights | — | — | — | 17,363.00 | 347,260.00 | 0.00 |
| B8AC5MQN3 | Diamond Sports Grp Llc- Cs | — | — | — | 57,273.00 | 219,527.00 | 0.00 |
| B8ACA1AA8 | Digicel Intl Fin Ltd | — | — | — | 16,694.00 | 205,660.00 | 0.00 |
| B8AD2HEC2 | Codere Group Topco S.a. A1 Equity | — | — | — | 1,709.00 | 25,779.00 | 0.00 |
| B8AD2HEJ7 | Codere Group Topco S.a. A2 Equity | — | — | — | 4,583.00 | 69,132.00 | 0.00 |
| B8AD2JA99 | Codere Group Topco S.a. Warrants | — | — | — | 18 | 104.00 | 0.00 |
| B8AD9KJQ2 | Diamond Sports Grp Llc- Warrants | — | — | — | 107,119.00 | 1.00 | 0.00 |
| B8AE3VDG0 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 130,903.00 | 129,830.00 | 0.00 |
| B8AE3VHV3 | Clubcorp Hldgs Inc | — | — | 07/31/2032 | 218,172.00 | 216,383.00 | 0.00 |
| B8AEBG4U3 | NEW Generation Gas Gathering Llc | — | 3.79 | 09/30/2029 | 202,702.00 | 199,661.00 | 0.00 |
| BBG014163P | Sfrz5c 99.25 Pit | SFRZ5C 99. | — | 12/12/2025 | -257,500.00 | -643.00 | 0.00 |
| BBG014163P | Sfrz5c 99.75 Pit | SFRZ5C 99. | — | 12/12/2025 | 565,000.00 | 1,412.00 | 0.00 |
| BBN1I5KS7O | Inr/usd Fwd 20251217 0997 | INR | — | 12/17/2025 | -247,211,382.00 | 25,434.00 | 0.00 |
| 891906AF6 | Global Payments Inc | GPN | 4.45 | 06/01/2028 | 85,000.00 | 85,111.00 | 0.00 |
| 90932PAA6 | United Airlines 2014-1 Class A Pass Thro | UAL | 4.0 | 04/11/2026 | 68,625.00 | 68,584.00 | 0.00 |
| 911365BF0 | United Rentals North America Inc | URI | 5.5 | 05/15/2027 | 320,000.00 | 319,805.00 | 0.00 |
| 912810UK2 | United States Treasury Note/bond | T | 4.75 | 05/15/2055 | 345,000.00 | 349,474.00 | 0.00 |
| 89352HAW9 | Transcanada Pipelines Ltd | TRPCN | 4.25 | 05/15/2028 | 50,000.00 | 50,077.00 | 0.00 |
| 893574AK9 | Transcontinental Gas Pipe Line Co Llc | WMB | 4.0 | 03/15/2028 | 135,000.00 | 134,821.00 | 0.00 |
| 8Q99U62SFF | Clp/usd Fwd 20251217 955 | CLP | — | 12/17/2025 | -8,342,332,220.00 | -204,545.00 | 0.00 |
| 86765BAT6 | Energy Transfer Lp | ET | 3.9 | 07/15/2026 | 40,000.00 | 39,940.00 | 0.00 |
| 863579FU7 | Structured Adjustable Rate Mortgage Loan | SARM | 5.03 | 12/01/2034 | 61,897.00 | 57,813.00 | 0.00 |
| 87162WAF7 | TD Synnex Corp | SNX | 1.75 | 08/09/2026 | 30,000.00 | 29,475.00 | 0.00 |
| 87265HAG4 | TRI Pointe Homes Inc | TPH | 5.7 | 06/15/2028 | 160,000.00 | 161,648.00 | 0.00 |
| 874054AJ8 | Take-two Interactive Software Inc | TTWO | 5.0 | 03/28/2026 | 75,000.00 | 75,125.00 | 0.00 |
| 88033GDH0 | Tenet Healthcare Corp | THC | 4.63 | 06/15/2028 | 225,000.00 | 225,170.00 | 0.00 |
| 88033GDM9 | Tenet Healthcare Corp | THC | 4.25 | 06/01/2029 | 25,000.00 | 24,535.00 | 0.00 |
| 87264ABD6 | T-mobile Usa Inc | TMUS | 3.75 | 04/15/2027 | 100,000.00 | 99,545.00 | 0.00 |
| 87264ABR5 | T-mobile Usa Inc | TMUS | 2.25 | 02/15/2026 | 115,000.00 | 114,499.00 | 0.00 |
| 87264ABU8 | T-mobile Usa Inc | TMUS | 2.63 | 04/15/2026 | 60,000.00 | 59,655.00 | 0.00 |
| 78355HKV0 | Ryder System Inc | R | 5.65 | 03/01/2028 | 335,000.00 | 346,296.00 | 0.00 |
| 7GR2SH0LAU | Clp/usd Fwd 20251217 Mslngb2x | CLP | — | 12/17/2025 | -2,377,021,500.00 | -4,004.00 | 0.00 |
| 7HIPVSG1OG | Thb/usd Fwd 20251217 00187 | THB | — | 12/17/2025 | 109,409,998.00 | 27,743.00 | 0.00 |
| 7PN31T9NSS | Cnh/usd Fwd 20251217 221 | CNH | — | 12/17/2025 | 39,739,462.00 | 30,634.00 | 0.00 |
| 81881JAC6 | Shackleton 2014-v-r Clo Ltd | SHACK | 5.23 | 05/07/2031 | 77,580.00 | 77,612.00 | 0.00 |
| 818PC6F84K | Eur/usd Fwd 20260122 Citius33 | EUR | — | 01/22/2026 | 5,488,345.00 | 16,253.00 | 0.00 |
| 824348AW6 | Sherwin-williams Co/the | SHW | 3.45 | 06/01/2027 | 45,000.00 | 44,608.00 | 0.00 |
| 80281LAQ8 | Santander Uk Group Holdings Plc | SANUK | 1.67 | 06/14/2027 | 335,000.00 | 330,258.00 | 0.00 |
| 83608GAN6 | Sound Point Clo Ii Ltd | SNDPT | 5.19 | 01/26/2031 | 322,412.00 | 322,447.00 | 0.00 |
| 842587CV7 | Southern Co/the | SO | 3.25 | 07/01/2026 | 220,000.00 | 218,947.00 | 0.00 |
| 75513EBY6 | RTX Corp | RTX | 7.2 | 08/15/2027 | 30,000.00 | 31,567.00 | 0.00 |
| 756109BY9 | Realty Income Corp | O | 4.45 | 09/15/2026 | 10,000.00 | 10,018.00 | 0.00 |
| 73928QAA6 | Power Finance Corp Ltd | POWFIN | 6.15 | 12/06/2028 | 200,000.00 | 209,894.00 | 0.00 |
| 74251VAP7 | Principal Financial Group Inc | PFG | 4.11 | 02/15/2028 | 335,000.00 | 334,002.00 | 0.00 |
| 723787AT4 | Pioneer Natural Resources Co | PXD | 1.13 | 01/15/2026 | 100,000.00 | 99,623.00 | 0.00 |
| 71654QCP5 | Petroleos Mexicanos | PEMEX | 6.5 | 01/23/2029 | 300,000.00 | 303,570.00 | 0.00 |
| 718546AR5 | Phillips 66 | PSX | 3.9 | 03/15/2028 | 70,000.00 | 69,681.00 | 0.00 |
| 74390WAE2 | PRPM 2025-rpl1 Llc | PRPM | 4.0 | 03/25/2055 | 257,000.00 | 239,097.00 | 0.00 |
| WNH6 COMDT | US Ultra Bond Cbt Mar26 | WNH6 | — | 03/20/2026 | -93,968,438.00 | -854,625.00 | -0.01 |
| UXYH6 COMD | US 10yr Ultra Fut Mar26 | UXYH6 | — | 03/20/2026 | -101,910,141.00 | -739,847.00 | -0.01 |
| SWZ978T5JT | ICE: (cdx.na.ig.45.v1) | — | 1.0 | 12/20/2030 | -46,810,000.00 | -1,066,603.00 | -0.01 |
| SWB8AC2JG4 | Cswap: Eur/usdeur 3.1%/usd 4.667% 27-sep | — | — | 09/27/2029 | 11,393,550.00 | -675,607.00 | -0.01 |
| SWB8ADUTF3 | SWP: Brl Di Ois Jan 31 13.7875_c | — | — | 01/02/2031 | -123,649,784.00 | -1,026,878.00 | -0.01 |
| FXB8AEMYTR | USD C Krw P @1385.00 Eo | — | — | 12/22/2025 | -11,287,000.00 | -622,360.00 | -0.01 |
| M3VOCCBIFC | Inr/usd Fwd 20251217 Scseus31 | INR | — | 12/17/2025 | 5,663,513,980.00 | -513,879.00 | -0.01 |
| GVDPFJN7D7 | Eur/usd Fwd 20260122 Deutgb22 | EUR | — | 01/22/2026 | -264,462,167.00 | -391,407.00 | -0.01 |
| G7ID2U8SDB | Php/usd Fwd 20251217 Mslngb2x | PHP | — | 12/17/2025 | 1,762,910,388.00 | -518,396.00 | -0.01 |
| SWB8ADFE25 | SWP: Ois Sofr 4.129500 15-jan-2055_c | — | — | 01/15/2055 | -53,000,000.00 | -1,429,050.00 | -0.02 |
| SWB8AEJPUZ | CDS: (cdx.em.44.v1) 714c-skew | — | 1.0 | 12/20/2030 | 100,000,000.00 | -1,428,789.00 | -0.02 |
| SWB8ADGWY2 | SWP: Ois Sofr 4.110000 28-jan-2029_c | — | — | 01/28/2029 | -114,725,000.00 | -2,945,980.00 | -0.04 |
| SWB8ADZZ6J | Trswap: Iboxig Index 12/22/2025 Bnpsw_r | — | — | 12/22/2025 | -198,102.00 | -4,129,268.00 | -0.06 |
| SWB8ACMDF1 | SWP: Ois Sofr 4.253000 13-may-2029 | — | — | 05/13/2029 | -124,475,000.00 | -4,028,950.00 | -0.06 |
| 01F060618 | Fannie Mae Or Freddie Mac | FNCL | 6.0 | 01/01/2056 | -8,000,000.00 | -8,189,543.00 | -0.11 |
| 01F050619 | Fannie Mae Or Freddie Mac | FNCL | 5.0 | 01/01/2056 | -48,500,000.00 | -48,362,879.00 | -0.67 |
| 01F052615 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 01/01/2055 | -126,000,000.00 | -127,489,922.00 | -1.77 |
The CUSIP information contained in pgimfunds.com and/or prudential.com consists of security identifiers and related descriptive information (“the CUSIP Database”) and is protected under the copyright laws and is licensed with permission from CUSIP Global Services (“CGS”), on behalf of the American Bankers Association (“ABA”).
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PGIM Fixed Income, with $862 billion in assets under management as of March 31, 2025, is a global asset manager offering active solutions across all fixed income markets. The company has offices in Newark, N.J., London, Tokyo and Singapore. At PGIM Fixed Income we believe that research-driven security selection is the most consistent strategy for adding value to client portfolios. The firm complements that base strategy with active sector rotation, duration management, and superior trade execution. Risk budgeting is central to this approach. PGIM Limited is also a subadvisor on this fund. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States.
Gregory Peters, Robert Tipp, Richard Piccirillo, Matthew Angelucci, and Tyler Thorn of PGIM Fixed Income are primarily responsible for management of the PGIM Short Duration Multi-Sector Bond Fund.
Managing Director and Co-Chief Investment Officer of PGIM Fixed Income
Gregory Peters is a Managing Director and Co-Chief Investment Officer of PGIM Fixed Income.
Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income
Robert Tipp, CFA, is a Managing Director, Chief Investment Strategist, and Head of Global Bonds at PGIM Fixed Income.
Managing Director and Co-head on PGIM Fixed Income's Multi-Sector Team
Richard Piccirillo is a Managing Director and one of the co-heads on the Multi-Sector Team at PGIM Fixed Income.
Managing Director and Multi-Sector senior portfolio manager
PGIM Fixed Income
Matthew Angelucci, CFA, is a Managing Director and senior portfolio manager on the Multi-Sector Team responsible for Global Bond Strategies.
Principal and Portfolio Manager for PGIM Fixed Income's Multi-Sector Team
PGIM Fixed Income
Tyler Thorn is a Principal and a portfolio manager on the Multi-Sector Team at PGIM Fixed Income.
Average Maturity is the average time to maturity for a bond. Credit quality is calculated using the highest rating assigned by a nationally recognized statistical rating organization (NRSRO) such as Moody’s, S&P, or Fitch. The Not Rated category consists of securities that have not been rated by an NRSRO. Duration measures investment risk that takes into account both a bond's interest payments and its value to maturity. Standard Deviation depicts how widely returns vary around its average and is used to understand the range of returns most likely for a given fund. A higher standard deviation generally implies greater volatility. Due to data availability, statistics may not be as of the current reporting period.
Enhanced cash strategies are variations on traditional money market vehicles. They are designed to provide liquidity and principal preservation, but with more of an emphasis on seeking returns that are superior to those of traditional money market offerings.
Source: Benchmarks - Lipper Inc.; Statistics - Morningstar Inc.; All other data from PGIM, Inc.
© 2025 Morningstar, Inc. All rights reserved. The information contained herein (1) is proprietary to Morningstar; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance does not guarantee future results.
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Class R6 and Z shares may be available to group retirement plans and institutional investors through certain retirement, mutual fund wrap and asset allocation programs. They may also be available to institutional investors. Class Z shares may be available through fee- or commission-based retail brokerage programs of certain financial intermediaries. Class A, C, and Z shares are generally closed to new retirement plans. Please see the prospectus for additional information about fees, expenses, and investor eligibility.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, Inc., a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and affiliates. ©2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4364914 Ed. 03/2025
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