JCPI ETF top 10 holdings are 47.6% of the fund as of Jun 30, 2026

$47.43

AUM$881M

TER0.25%

Holdings790

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JCPI ETF top 10 holdings are 47.6% of the fund as of Jun 30, 2026

$47.43

JPMorgan Inflation Managed Bond ETF

AUM$881M

TER0.25%

Holdings790

See how much of JCPI you already own

Just $25 once·$69/mo·Download sample

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Overview Performance Chart Dividends Top Holdings All Holdings Sectors Geography Similar Compare Overlap

JCPI holds 47.6% of its assets in its 10 largest positions as of Jun 30, 2026. JCPI is JPMorgan Inflation Managed Bond ETF.

Showing top 50 of 780 holdings · as of Jun 30, 2026

JCPI holdings, by weight
#	Ticker	Name	Weight	Cumulative	Shares	Mkt value	Sector	Industry
1	—	EUR/USD Fwd 20251104	19.58%	19.6%	154,432,000	$169.67M	-	-
2	—	214908057.Srdlc	6.70%	26.3%	59,139,000	$58.06M	-	-
3	Debt	Fmbt 2024-Fblu A	4.98%	31.3%	43,832,000	$43.17M	-	-
4	—	United 1.875% 07/35	4.52%	35.8%	39,114,000	$39.17M	-	-
5	—	Ois Recfix BRL 12.3075% 10-07-24/01-02-29	3.16%	38.9%	28,497,000	$27.38M	-	-
6	—	Bway 2013-1515 Mortgage Trust 3.446% 10-Mar-2033	2.85%	41.8%	24,860,000	$24.68M	-	-
7	—	United States 1.25% 04/28	2.68%	44.5%	21,260,000	$23.25M	-	-
8	—	United 0.375% 07/27	1.34%	45.8%	8,650,000	$11.62M	-	-
9	Debt	Us Treas Nts	1.11%	46.9%	9,801,000	$9.59M	-	-
10	VMVXX	JPMorgan Prime Money Market Fund, Class ImFinancials · Capital Markets	0.65%	47.6%	5,619,206	$5.62M	Financials	Capital Markets
11	—	Bank Of America Var 07/31	0.59%	48.2%	5,737,000	$5.08M	-	-
12	—	Olympus Water Us Holding Corp.	0.50%	48.7%	5,000,000	$4.33M	-	-
13	—	Morgan Stanley Var 01/30	0.46%	49.1%	4,000,000	$4.01M	-	-
14	—	Irs EUR 2.40000 04/09/25-5Y Lch	0.43%	49.6%	3,775,000	$3.74M	-	-
15	Debt	Corning Inc	0.40%	50.0%	3,537,425	$3.47M	-	-
16	—	Bank Of America Var 01/35	0.40%	50.4%	3,454,000	$3.47M	-	-
17	—	United 2.375% 02/56	0.39%	50.7%	3,740,000	$3.41M	-	-
18	—	Fhlmc 2.097% 10/26	0.36%	51.1%	3,110,000	$3.09M	-	-
19	—	Wells Fargo & Var 01/30	0.35%	51.5%	3,026,000	$3.04M	-	-
20	Debt	Freddie Mac Pool Sd8432	0.35%	51.8%	3,000,000	$3.07M	-	-
21	—	USD/CHF Fwd 20260123 Ubswgb2L	0.34%	52.1%	3,350,000	$2.97M	-	-
22	—	Firstkey 2.058% 09/38	0.33%	52.5%	2,900,000	$2.88M	-	-
23	—	Umbs Mortpass 5.5% 11/54	0.33%	52.8%	2,887,666	$2.87M	-	-
24	Debt	United States Treasury Note/Bond	0.32%	53.1%	3,400,000	$2.79M	-	-
25	—	Fx Forwards	0.32%	53.4%	2,844,415	$2.78M	-	-
26	—	Umbs Mortpass 5.5% 06/54	0.32%	53.8%	2,831,519	$2.81M	-	-
27	—	Georgia Power Company 4.853/15/2031	0.31%	54.1%	3,000,000	$2.70M	-	-
28	—	Fnma Mortpass 5.5% 01/58Financials · Thrifts	0.30%	54.4%	2,555,170	$2.61M	Financials	Thrifts
29	—	FNMAFNMA, Other 4 2059-08-01	0.29%	54.7%	2,778,333	$2.53M	-	-
30	—	Bought JPY Sold USD 20260402	0.29%	55.0%	2,584,132	$2.53M	-	-
31	—	Purchased Thb / Sold Usd	0.29%	55.2%	2,820,000	$2.50M	-	-
32	—	Fnma Remics 5% 10/43	0.26%	55.5%	2,250,000	$2.23M	-	-
33	—	Fnma Umbs, 30 Year 5 2054-11-01	0.26%	55.8%	2,366,987	$2.29M	-	-
34	Debt	Sumisho Air Lease Corp	0.26%	56.0%	2,541,887	$2.26M	-	-
35	—	Hsbc Securities (Usa), Inc. 3.55 , 2/02/2026 2026-02-02	0.26%	56.3%	2,265,000	$2.24M	-	-
36	—	Egypt Cds 12/20/2024	0.25%	56.5%	2,214,000	$2.20M	-	-
37	—	Fnma Mortpass 2.58% 03/32	0.25%	56.8%	2,393,690	$2.14M	-	-
38	—	Bpce Sa Var 01/32	0.25%	57.0%	2,504,000	$2.19M	-	-
39	—	Fnma Mortpass 3.1% 01/28	0.25%	57.3%	2,249,650	$2.20M	-	-
40	—	Mizuho Var 05/30	0.25%	57.5%	2,150,000	$2.17M	-	-
41	—	Umbs Mortpass 5.5% 05/54	0.25%	57.8%	2,169,918	$2.15M	-	-
42	Debt	Republic Of Serbia Government Bond 05/26/2028	0.24%	58.0%	2,400,000	$2.11M	-	-
43	Debt	New York St Twy Auth Gen Rev	0.24%	58.3%	2,118,000	$2.11M	-	-
44	—	Delaware St Hsg Auth Rev 4.55% 01-Jul-2045	0.23%	58.5%	2,095,000	$2.01M	-	-
45	Debt	Onslow Bay Financial, Llc, Series 2024-Nqm10, Class A1	0.23%	58.7%	1,966,000	$1.96M	-	-
46	Debt	Cvs Health Corp Sr Unsecured 09/32 5	0.23%	58.9%	1,930,000	$1.97M	-	-
47	Debt	Kreditanstalt Fuer Wiederaufbau	0.23%	59.2%	1,987,671	$2.00M	-	-
48	—	Fnma-Aces Var 04/28	0.22%	59.4%	1,978,642	$1.93M	-	-
49	Debt	Intel Corp	0.22%	59.6%	1,970,226	$1.95M	-	-
50	—	Umbs Mortpass 5.5% 09/54	0.22%	59.8%	1,927,951	$1.93M	-	-
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JCPI ETF All Holdings

JCPI holdings total 790 positions. The top 10 holdings account for 47.6% of the fund, led by EUR/USD Fwd 20251104 at 19.6%, 214908057.Srdlc at 6.7%, Fmbt 2024-Fblu A 5.762% 12/15/2026 at 5.0%.

JCPI portfolio concentration is moderate, with the top 10 representing 47.6% of total assets. The largest sector exposure is Financials at 1.8%.

JCPI sectors provide a detailed breakdown. JCPI overlap shows how holdings compare to other funds in your portfolio.

Compare JCPI

JCPI vs SPY JCPI vs QQQ JCPI vs VOO JCPI vs VTI JCPI vs IVV JCPI vs SCHD JCPI vs VYM JCPI vs VXUS

JCPI ETF Holdings

780 of 790 holdings

Sector

Industry

Sort By

1
EUR/USD Fwd 20251104
Other
19.58%
2
214908057.Srdlc
Other
6.70%
3
Fmbt 2024-Fblu A 5.762% 12/15/2026
Other
4.98%
4
United 1.875% 07/35
Other
4.52%
5
Ois Recfix BRL 12.3075% 10-07-24/01-02-29
Other
3.16%
6
Bway 2013-1515 Mortgage Trust 3.446% 10-Mar-2033
Other
2.85%
7
United States 1.25% 04/28
Other
2.68%
8
United 0.375% 07/27
Other
1.34%
9
Us Treas Nts 3.5% 03/15/29
Other
1.11%
10
Jpmorgan Prime Money Market Fund, Class Im
VMVXXFinancials
0.65%
11
Bank Of America Var 07/31
Other
0.59%
12
Olympus Water Us Holding Corp.
Other
0.50%
13
Morgan Stanley Var 01/30
Other
0.46%
14
Irs EUR 2.40000 04/09/25-5Y Lch
Other
0.43%
15
Corning Inc 5.35 11/15/2048
Other
0.40%
16
Bank Of America Var 01/35
Other
0.40%
17
United 2.375% 02/56
Other
0.39%
18
Fhlmc 2.097% 10/26
Other
0.36%
19
Wells Fargo & Var 01/30
Other
0.35%
20
Freddie Mac Pool Sd8432 6.00% 5/1/2054
Other
0.35%
21
USD/CHF Fwd 20260123 Ubswgb2L
Other
0.34%
22
Firstkey 2.058% 09/38
Other
0.33%
23
Umbs Mortpass 5.5% 11/54
Other
0.33%
24
United States Treasury Note/Bond 0.0113 05/15/2040
Other
0.32%
25
Fx Forwards
Other
0.32%
26
Umbs Mortpass 5.5% 06/54
Other
0.32%
27
Georgia Power Company 4.853/15/2031
Other
0.31%
28
Fnma Mortpass 5.5% 01/58
FN BF0230Financials
0.30%
29
FNMAFNMA, Other 4 2059-08-01
Other
0.29%
30
Bought JPY Sold USD 20260402
Other
0.29%
31
Purchased Thb / Sold Usd
Other
0.29%
32
Fnma Remics 5% 10/43
Other
0.26%
33
Fnma Umbs, 30 Year 5 2054-11-01
Other
0.26%
34
Sumisho Air Lease Corp 2.1 09/01/2028
Other
0.26%
35
Hsbc Securities (Usa), Inc. 3.55 , 2/02/2026 2026-02-02
Other
0.26%
36
Egypt Cds 12/20/2024
Other
0.25%
37
Fnma Mortpass 2.58% 03/32
Other
0.25%
38
Bpce Sa Var 01/32
Other
0.25%
39
Fnma Mortpass 3.1% 01/28
Other
0.25%
40
Mizuho Var 05/30
Other
0.25%
41
Umbs Mortpass 5.5% 05/54
Other
0.25%
42
Republic Of Serbia Government Bond 05/26/2028
Other
0.24%
43
New York St Twy Auth Gen Rev 5 01/01/2034
Other
0.24%
44
Delaware St Hsg Auth Rev 4.55% 01-Jul-2045
Other
0.23%
45
Onslow Bay Financial, Llc, Series 2024-Nqm10, Class A1, 6.18% 5/25/2064 (7.18% On 6/1/2028)
Other
0.23%
46
Cvs Health Corp Sr Unsecured 09/32 5
Other
0.23%
47
Kreditanstalt Fuer Wiederaufbau 2.875 12/28/2029
Other
0.23%
48
Fnma-Aces Var 04/28
Other
0.22%
49
Intel Corp. 3.05% 8/12/2051
Other
0.22%
50
Umbs Mortpass 5.5% 09/54
Other
0.22%
51
Fhlmc 4.614% 02/33
Other
0.22%
52
Hungary Government Bond Bonds 07/31 6.75
Other
0.21%
53
Bought KRW Sold USD 20251020
Other
0.21%
54
New York City Housing Development Corporation Multifamily Housing Revenue Bonds 12.20125 11/01/2054
Other
0.21%
55
Sold TRY Bought USD 20260422
Other
0.21%
56
Sold GBP Bought USD 20260402
Other
0.21%
57
State Street Corp. 6.7% 03/15/2029 6.7 2029-03-15
Other
0.21%
58
Sold Nzd/bought Usd
Other
0.20%
59
Morgan Stanley Capital I Trust 2021 2.574% 2.574 2043-11-09
Other
0.20%
60
Euro
Other
0.20%
61
Umbs Mortpass 5.5% 10/54
Other
0.19%
62
Cli Funding Viii, Llc, Series 2022-1, Class A, 2.72% 1/18/2047
Other
0.19%
63
Sumitomo 1.902% 09/28
Other
0.19%
64
Goldman Sachs Var 01/32
Other
0.19%
65
USD/Inr Forward
Other
0.18%
66
Morgan Stanley Var 04/32
Other
0.18%
67
Elevance Health Inc 5.15 06/15/2029
Other
0.18%
68
Aercap 2.45% 10/26
Other
0.18%
69
Lyb International Finance Iii, Llc 5.125% 1/15/2031
Other
0.18%
70
Deutsche Telekom International Finance Bv 8.25 06/15/2030
Other
0.18%
71
China Peoples Republic Of (Governm 2.15% Aug 25, 2055
Other
0.18%
72
Invesco Private Prime Fund
Other
0.18%
73
Onemain 5.41% 11/29
Other
0.18%
74
Square 5.74 46442 2027-02-24
Other
0.17%
75
Bank Of Montreal
Other
0.17%
76
Forward Foreign Currency Contract
Other
0.17%
77
Dominion Energy Inc Sr Unsecured 09/42 4.05
Other
0.17%
78
Sold MXN Bought USD 20260420
Other
0.17%
79
211391147.Srdlc
Other
0.17%
80
Deutsche Bank Var 01/28
Other
0.17%
81
Bxp Trust 3.379% 06/39
Other
0.17%
82
Krakatau Posco Pt 6.38 06/11/2029
Other
0.17%
83
New Hope Cultural Education Facilities Finance Corp 5.25 07/01/2032
Other
0.16%
84
USD/PHP Cfwd2026617 6/17/2026
Other
0.16%
85
Aib Group Plc Var 03/35
Other
0.16%
86
Abbvie Inc 3.2% 11/29
Other
0.16%
87
Fx Forward Contract: SGD/USD Settle 2026-04-27
Other
0.16%
88
Nyshsg 3.350 12/15/54
Other
0.16%
89
Bought Pen Sold USD 20260617
Other
0.16%
90
Barclays Plc Var 02/31
Other
0.16%
91
Sold ILS Bought USD 20260610
Other
0.16%
92
Capital One Var 11/32
Other
0.16%
93
Euro
Other
0.16%
94
Entergy 4.95% 01/36
Other
0.15%
95
U.S. Treasury 4.625% 4/30/2029
Other
0.15%
96
Fnma 15Yr Umbs 5 01/01/2038
Other
0.15%
97
Expedia Group 3.25% 02/30
Other
0.15%
98
Fnma-Aces Var 03/31
Other
0.15%
99
Forward Foreign Currency Contract
Other
0.15%
100
Ois Recfix USD 3.45% 03-31-23/02-01-28 Lch
Other
0.15%
101
Japan Government Ten Year Bond 0.8% 03/20/2034
Other
0.14%
102
Time Warner 8.375% 07/33
Other
0.14%
103
Deutsche Bank Var 05/32
Other
0.14%
104
Fannie Mae Pool 7.50 8/1/2033
Other
0.14%
105
United Mexican 6% 05/30
Other
0.14%
106
Standard Var 08/36
Other
0.14%
107
City Of New York Ny 5 08/01/2030
Other
0.14%
108
Dublin Unified School District General Obligation Bonds 4.125 08/01/2049
Other
0.14%
109
Ford Credit Floorplan Master Owner Trust, Series 2025-2, Class A1, 4.06% 9/15/2030
Other
0.14%
110
Evergreen Credit Card Trust
Other
0.14%
111
T-Mobile Usa 3.875% 04/30
Other
0.14%
112
Bought KRW Sold USD 20260415
Other
0.14%
113
Umbs Mortpass 5.5% 08/53
Other
0.14%
114
Mitsubishi Ufj Fin Grp 4.286% 7/26/2038
Other
0.13%
115
Sold ILS Bought USD 20260617
Other
0.13%
116
Abbvie Inc 4.13 03/15/2031
Other
0.13%
117
Japan, Series 84, 2.10% 9/20/2054
Other
0.13%
118
Fhlmcgld 3.5% 01/35
Other
0.13%
119
CLP/USD Fwd 20260326 Citius33
Other
0.13%
120
Boeing Co 02.7500 02/01/2026 2.75 2026-02-01
Other
0.13%
121
Tenet Healthcare Corp Sr Secured 144A 11/32 5.5
Other
0.13%
122
Fhlmc Remics 3% 08/33
Other
0.13%
123
Forward Foreign Currency Contract
Other
0.13%
124
USD Ccp Coll Vm Citibank
Other
0.13%
125
EUR Fwd Pur From GBP 4/15/2026
Other
0.13%
126
Currency Contract - USD
Other
0.13%
127
Nxp Bv / Nxp 2.5% 05/31
Other
0.12%
128
Fhlmc Seasoned 4% 11/57
Other
0.12%
129
Oncor Electric Delivery Co Llc 3.7 11/15/2028
Other
0.12%
130
Southwestern 4.1% 09/28
Other
0.12%
131
Development Bank Of Kazakhstan Jsc
Other
0.12%
132
Bat Capital 2.259% 03/28
Other
0.12%
133
New South 1.75% 03/20/34
Other
0.12%
134
Progress 3.4% 02/42
Other
0.12%
135
Americredit 5.38% 06/29
Other
0.12%
136
Japan Government Ten Year Bond 0.8 2033-09-20
Other
0.12%
137
Wells Fargo & Var 07/34
Other
0.12%
138
Alphabet Inc 4.8% 02/36
Other
0.12%
139
Credit 4.68% 09/34
Other
0.12%
140
Forward Foreign Currency Contract
Other
0.12%
141
Rfr USD Sofr/3.88000 01/13/25-10Y Lch
Other
0.12%
142
General Motors Financial Co Inc 5.75 02/08/2031
Other
0.12%
143
Cps Auto 4.59% 12/30
Other
0.12%
144
Hsbc Holdings Var 05/30
Other
0.12%
145
Fnma, Other
Other
0.12%
146
Currency Contract - JPY
Other
0.12%
147
Fannie Mae Pool Bj2751 4.50% 5/1/2048
Other
0.12%
148
Bnp Paribas Sa Mtn 144A 4.92% Jan 15, 2034
Other
0.11%
149
Carvana Auto 4.04% 11/30
Other
0.11%
150
Credit Acceptance Auto Loan Trust 2025-1 Ser 2025-1A Cl A Regd 144A P/P 5.02000000 5.02 2035-03-15
Other
0.11%
151
Fnma Remics 4.5% 11/40
FNR 2010-130 CYFinancials
0.11%
152
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class Mt
SCRT 2017-4 MTFinancials
0.11%
153
Rfr USD Sofr/3.17000 04/15/24-7Y Lch
Other
0.11%
154
Bought CAD Sold USD 20260617
Other
0.11%
155
Valero Energy Corp 5.15 03/10/2036
Other
0.11%
156
Ineos Us Petrochem Llc
Other
0.11%
157
Entergy Texas Inc 5.2500% Mat 04/15/2035
Other
0.11%
158
Dnb Bank Asa Var 03/28
Other
0.11%
159
Oracle Corp 4.8% 09/32
Other
0.11%
160
Extra Space 2.2% 10/30
Other
0.11%
161
Long: S51976900 Cds USD R F 5.00000 151976900_Fee Ccpsovereign / Short: S51976900 Cds USD P V 03Mevent 151976900_Pro Ccpsovereign
Other
0.11%
162
Lch - CNY Irs 10/23/30 Rec Fix_C
Other
0.11%
163
General Motors Financial Co Inc 0.850000% 02/26/2026
Other
0.11%
164
Borgwarner Inc 5.4 08/15/2034
Other
0.11%
165
Forward Foreign Currency Contract
Other
0.11%
166
Fx Forward Contract: USD/NOK Settle 2026-03-02
Other
0.11%
167
Bought Ron Sold USD 20260511
Other
0.11%
168
Truist Bank 5.067% 06/34
Other
0.11%
169
Hca Inc 4.125% 06/29
Other
0.11%
170
214865836.Srdlc
Other
0.11%
171
Eurobank Sa 4.00% 9/24/2030 (1-Year Eur Mid-Swap + 2.127% On 9/24/2029)
Other
0.11%
172
Forward Foreign Currency Contract
Other
0.10%
173
Aon North 5.45% 03/34
Other
0.10%
174
Bank Of Nova Var 06/32
Other
0.10%
175
Freddie Mac Pool 4.00 11/1/2048
Other
0.10%
176
Pnc Financial Var 07/36
Other
0.10%
177
Sonoco Products 5% 09/34
Other
0.10%
178
Cash Collateral USD Sgaft
Other
0.10%
179
Sempra 3.7% 04/29
Other
0.10%
180
Lseg Finance Plc 2% 04/28
Other
0.10%
181
Massachusetts Development Finance Agency 5 01/01/2030
Other
0.10%
182
Unitedhealth Group Inc 4.25 06/15/2048
Other
0.10%
183
C$ Currency Fut Jun26
Other
0.10%
184
Cop/USD Fwd 20260306 Chasgb2L
Other
0.10%
185
Ventas Realty Lp
Other
0.10%
186
Duke Energy 6.45% 10/32
Other
0.10%
187
Gnma2 30Yr 6.5 05/20/2056
Other
0.10%
188
Japan (Government Of) 30Yr #87 2.8% Jun 20, 2055
Other
0.10%
189
Freddie Mac Pool Sl0585 5.50% 3/1/2055
Other
0.10%
190
Five Corners 2.85% 05/30
Other
0.10%
191
JPY Ccp Coll Vm Citibank
Other
0.10%
192
Avolon 4.85% 04/33
Other
0.10%
193
Banque 5.538% 01/30
Other
0.10%
194
Fnma Mortpass 3.06% 11/27
Other
0.10%
195
Rci Banque Sa Var 03/37
Other
0.10%
196
General 2.35% 01/31
Other
0.10%
197
Hyundai 2.375% 10/27
Other
0.10%
198
Reach Abs 4.8% 02/33
Other
0.09%
199
Fed Hm Ln Pc Pool Rq0028 Fr 07/55 Fixed 6
Other
0.09%
200
RFR USD SOFR/3.50000 06/21/23-3Y LCH
Other
0.09%
201
Wp Carey Inc 2.4% 02/31
Other
0.09%
202
Fnma 30Yr Umbs Super 5.5 03/01/2053
Other
0.09%
203
Usc Uscpi /2.456 USD0436
Other
0.09%
204
Australian Dollar
Other
0.09%
205
Columbia 5.439% 02/35
Other
0.09%
206
Dte Energy Co 5.2% 04/30
Other
0.09%
207
Rockwell Automation, Inc. Warrant
Other
0.09%
208
Ubs Group Ag Var 08/32
Other
0.09%
209
Hca Inc 2.375% 07/31
Other
0.09%
210
Meta Platforms Inc 4.45 08/15/2052
Other
0.09%
211
Honeywell 4.95% 03/36
Other
0.09%
212
Pg&E 4.263% 06/38
Other
0.09%
213
Jbs Nv/Jbs Usa 5.5% 01/36
Other
0.09%
214
Umbs Mortpass 3% 02/52
Other
0.09%
215
Signa Development Finance Scs
Other
0.09%
216
Lscc A 2026-05-15 Put 105
Other
0.09%
217
Essex 1.65% 01/31
Other
0.09%
218
American 5.25% 03/35
Other
0.09%
219
Fnma Aces, Series 2018-M3, Class A2
FNA 2018-M3 A2Financials
0.09%
220
Umbs Mortpass 3% 10/32
Other
0.08%
221
Sold JPY Bought USD 20260402
Other
0.08%
222
Cno Global 1.75% 10/26
Other
0.08%
223
Credit Agricole Corporate And Investment Bank Sa 3.57 2026-03-02
Other
0.08%
224
Cencora Inc 5.15% 02/35
Other
0.08%
225
Barclays Plc Var 05/34
Other
0.08%
226
Dx D Biotech T 5 Bull 2X Etf Swap
Other
0.08%
227
Cvs Health 1.875% 02/31
Other
0.08%
228
1988 Clo 3 Ltd
Other
0.08%
229
Hsbc Holdings Var 11/31
Other
0.08%
230
Umbs Mortpass 4% 12/47
Other
0.08%
231
Forward Foreign Currency Contract
Other
0.08%
232
Fnma Remics 5% 03/40
Other
0.08%
233
L3Harris 3.85% 12/26
Other
0.08%
234
Ameren Corp 5% 01/29
Other
0.08%
235
Cosctf 5.000 11/01/53
Other
0.08%
236
Meta 5.25% 05/36
Other
0.08%
237
Exeter 4.57% 06/31
Other
0.08%
238
Avolon 2.528% 11/27
Other
0.08%
239
Sabine-Neches Tex Nav Dist 5.25% 15-Feb-2041
Other
0.08%
240
Nationwide 4.85% 07/27
Other
0.08%
241
Houston Tex Util Sys Rev 5 11/15/2036
Other
0.08%
242
Fnma Mortpass 3.88% 12/28
Other
0.08%
243
Rfrf USD Sf+26.161/1.5* 7/12/23-4Y* Cme
Other
0.08%
244
Forward Foreign Currency Contract
Other
0.08%
245
Forward Foreign Currency Contract
Other
0.08%
246
Take-Two 5.6% 06/34
Other
0.08%
247
Hsbc Holdings Var 11/31
Other
0.08%
248
Hyundai Auto 4.32% 10/29
Other
0.08%
249
Lendmark 4.94% 09/34
Other
0.08%
250
Fhlmc Remics 4.5% 11/41
Other
0.08%
251
Jp Morgan Securities Llc
Other
0.08%
252
Amsr 3.775% 04/43
Other
0.08%
253
Enbridge Inc 4.5 02/15/2031
Other
0.08%
254
Clear 7.125% 02/31
Other
0.08%
255
Ace Securities Corp.
Other
0.08%
256
Ligado Networks, Llc 17.50% Pik 1/31/2026
Other
0.07%
257
Fnma Remics 4% 05/41
Other
0.07%
258
Fhlmc Remics 3% 09/46
Other
0.07%
259
Engie Sa - Pf - 2028
Other
0.07%
260
Realty 4.125% 10/26
Other
0.07%
261
Arab Republic Of Egypt 02/17/2026
Other
0.07%
262
Jpmmt 2021-13 A3A (Jpmmt 2021-13 A3A)
Other
0.07%
263
Stellantis 2.691% 09/31
Other
0.07%
264
Nbn Co Ltd 2.625% 05/31
Other
0.07%
265
Fnma-Aces Var 04/27
Other
0.07%
266
Nippon Life Insurance Company 3.4000% Mat 01/23/2050 3.4 2050-01-23
Other
0.07%
267
Athene Global Funding 4.83% 5/9/2028
Other
0.07%
268
219994882.Srdlc 22.49 2027-09-15
Other
0.07%
269
IRS EUR 0.19500 11/04/22-30Y LCH
Other
0.07%
270
Us Bancorp Var 01/35
Other
0.07%
271
Abn Amro Bank Nv Regs 6.38 12/31/2079
Other
0.07%
272
Firstenergy 3.25% 03/28
Other
0.07%
273
Bridgecrest 5.17% 03/31
Other
0.07%
274
Fhlmc Var 09/28
Other
0.07%
275
USD Call Versus COP Put
Other
0.07%
276
Santander Drive Auto Receivables Trust 2025-4 4.95 01/15/2032
Other
0.07%
277
Cleveland Electric Illuminating Co/the
FE 3.5 04/01/28 144AUtilities
0.07%
278
Constellation Energy Corp 4.4 01/15/2031
Other
0.07%
279
Umbs Mortpass 4.5% 06/48
FN BK7006Financials
0.07%
280
Niagara Mohawk Power Corporation 144A 5.11% Jan 12, 2036 5.11
Other
0.07%
281
United Airlines Pass Through Trust, Series 2018-1, Class A
UAL 3.7 03/01/30 AIndustrials
0.07%
282
Westgate 5.47% 10/39
Other
0.07%
283
Currency Contract - USD
Other
0.07%
284
Equitable America Global Funding 4.7 09/15/2032 4.7 2032-09-15
Other
0.07%
285
T-Mobile Usa 4.95% 03/28
Other
0.07%
286
National Bank 5.6% 12/28
Other
0.07%
287
United 2.875% 04/30
Other
0.07%
288
Nisource Inc 5.25% 03/28
Other
0.07%
289
Granary Met Dist No 9 Colo Spl Impt Dist No 1 Spl Assmt Rev 5.45% 01-Dec-2044
Other
0.07%
290
Hasbro Inc 3.9% 11/29
Other
0.07%
291
Zimmer Biomet 5.5% 02/35
Other
0.07%
292
Mid-America 1.7% 02/31
Other
0.07%
293
Germany Federal Republic Of 0.25% 02/15/2029 Regs
Other
0.07%
294
Republic Of Poland Sr Unsecured 10/33 4.875
Other
0.07%
295
Square 4.55 46446 2027-02-28
Other
0.07%
296
Vistra 5.7% 12/34
Other
0.07%
297
Unitedhealth Group, Inc. 5.95% 6/15/2055
Other
0.07%
298
Japan Government Thirty Year Bond
Other
0.07%
299
Equinix Inc 2.9% 11/26
Other
0.07%
300
Mitsubishi Ufj Var 04/37
Other
0.07%
301
Mondi Finance Plc Mtn Regs 3.75% May 18, 2033
Other
0.07%
302
Uber 4.8% 09/34
Other
0.07%
303
Pacific Gas 5.7% 03/35
Other
0.07%
304
M&T Bank Corp Var 07/31
Other
0.07%
305
Columbia 5.681% 01/34
Other
0.07%
306
Fx Forward Contract: USD/Thb Settle 2026-01-07
Other
0.06%
307
Ventas Realty 3.25% 10/26
Other
0.06%
308
Cds Federative Republic Of Brazil
Other
0.06%
309
Centerpoint Energy Inc 7.000% 02/15/2055
Other
0.06%
310
Myr/USD Fwd 20260309 Bnpafrpp
Other
0.06%
311
Cooperatieve Rabobank Ua 1.375 2027-02-03
Other
0.06%
312
Duquesne 2.775% 01/32
Other
0.06%
313
OIS
Other
0.06%
314
EUR/USD Fwd 20260402 Barcgb5G
Other
0.06%
315
Caisse Fr .125% 02/15/36
Other
0.06%
316
Rfr USD Sofr/3.25000 03/19/25-10Y Cme
Other
0.06%
317
Purchasing 4.37% 08/30
Other
0.06%
318
Tender Option Bond Trust Receipts/Certificates 3 2055-04-01
Other
0.06%
319
Corebridge 4.9% 08/32
Other
0.06%
320
Hca Inc 4.6% 11/32
Other
0.06%
321
Virginia 5.15% 03/35
Other
0.06%
322
Bbcms Mortgage Trust 3.811% 02/15/2053
Other
0.06%
323
Fnma-Aces Var 01/33
Other
0.06%
324
Drive Auto 4.39% 09/32
Other
0.06%
325
Autozone Inc 1.65% 01/31
Other
0.06%
326
Republic Of South Africa 8.50% Jan 31/37
Other
0.06%
327
California Buyer Limited Regs 5.63 02/15/2032
Other
0.06%
328
EURo-Bund Option May26P 125.5 Exp 04/24/2026
Other
0.06%
329
Freddie Mac Pool Ra6973 2.00% 3/1/2052
Other
0.06%
330
Bought JPY Sold USD 20251104
Other
0.06%
331
Santander 6.16% 12/29
Other
0.06%
332
Massachusetts Development Finance Agency 5.25 08/15/2044
Other
0.06%
333
Bought GBP Sold USD 20260505
Other
0.06%
334
Sold SGD Bought USD 20260504
Other
0.06%
335
Hyundai Auto 4.53% 04/28
Other
0.06%
336
Us Long Bond(Cbt) Jun26 Xcbt 20260618
Other
0.06%
337
Mitsui 3.65% 07/27
Other
0.06%
338
Inf Swap Gb Ni 3.365 09/15/25-2Y Lch
Other
0.06%
339
Exeter Automobile Receivables Eart 2026 2A B 0.0466 01/15/2031
Other
0.06%
340
Umbs, 30 Year
FN BM3500Financials
0.06%
341
Trsfac 5.000 12/01/50
Other
0.06%
342
Ppl Capital Funding Inc Company Guar 09/34 5.25
PPL 5.25 09/01/34Financials
0.06%
343
Bridgecrest Lending Auto Securitization Trust 20261 0.0444 11/17/2031 0.0444
Other
0.05%
344
Exeter Automobile Receivables Trust 20261 0.044 05/17/2032
Other
0.05%
345
FNMAFNMA UMBS, 30 Year 6 2053-10-01
Other
0.05%
346
Hyundai Auto 3.97% 12/28
Other
0.05%
347
Lloyds Banking Group Plc Sr Unsecured 01/27 3.75
LLOYDS 3.75 01/11/27Financials
0.05%
348
Sce Recovery 4.453% 03/36
Other
0.05%
349
Stre_25-1 A 144A 5.55 09/15/2045
STRE 2025-1A AFinancials
0.05%
350
O'Reilly 3.6% 09/27
Other
0.05%
351
Square 4.95 2027-01-19
Other
0.05%
352
Westgate 6.56% 01/38
Other
0.05%
353
Dell Int Llc / Emc Corp Company Guar 12/41 3.375
Other
0.05%
354
Cbb International Sukuk Programme Co Wll 0.0588 06/05/2032
Other
0.05%
355
Danske Bank A/S Var 03/30
Other
0.05%
356
Silver Future Sep26 Xcec 20260928
Other
0.05%
357
Commonspirit 3.347% 10/29
Other
0.05%
358
Elect Global Investments Ltd
Other
0.05%
359
Space 5.35% 07/31
Other
0.05%
360
Forward Foreign Currency Contract
Other
0.05%
361
Itc Holdings 2.95% 05/30
Other
0.05%
362
GBP Fwd Sale To USD 2/11/2026
Other
0.05%
363
Nomura 2.679% 07/30
Other
0.05%
364
Psp Capital Inc 5.25 2035-02-27
Other
0.05%
365
Global 3.2% 08/29
Other
0.05%
366
Bridgecrest 4.88% 02/32
Other
0.05%
367
Trane Tech Fin Ltd Company Guar 06/34 5.1
Other
0.05%
368
Mplx Lp 4.125% 03/27
Other
0.05%
369
Hca Inc 3.5% 09/30
Other
0.05%
370
Bridgecrest 5.02% 04/32
Other
0.05%
371
Receive 1-Day USD-Sofr Compounded-Ois 3.93 03/24/2035
Other
0.05%
372
Bought COP Sold USD 20260408
Other
0.05%
373
Fhlmc Remics 4.5% 05/40
Other
0.05%
374
Coinbase Global Inc 3.625% 10/1/2031
Other
0.05%
375
Credit 5.68% 03/34
Other
0.05%
376
Kroger Co/The 5% 09/34
Other
0.05%
377
Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034
Other
0.05%
378
Petroleos Mexicanos 7.690 01/23/2050 7.69 2050-01-23
Other
0.05%
379
Hyundai Capital Services, Inc. 5.25% 1/22/2028
Other
0.05%
380
Extra Space 2.35% 03/32
Other
0.05%
381
Fnma Remics 5% 04/40
Other
0.05%
382
Toyota Auto 3.86% 09/30
Other
0.05%
383
Forward Foreign Currency Contract
Other
0.05%
384
Currency Contract - USD
Other
0.05%
385
Philadelphia Gas Works Co 5 08/01/2033
Other
0.05%
386
Sysco Corp 3.25 07/15/2027
Other
0.05%
387
Gls Auto 4.63% 09/30
Other
0.05%
388
Level 3 6.875% 06/33
Other
0.05%
389
SAUDi Arabia Govt Em Sp Brc
Other
0.05%
390
Boeing Co. (The) 5.15% 5/1/2030
Other
0.05%
391
Rfr USD Sofr/3.76527 03/04/25-30Y* Lch
Other
0.05%
392
Railworks Holdings Lp/R Secured 144A 11/28 8.25
Other
0.05%
393
Carmax Auto 4.35% 07/30
Other
0.04%
394
Sold BRL Bought USD 20261002
Other
0.04%
395
Centerpoint 3% 02/27
Other
0.04%
396
Exeter 4.68% 03/32
Other
0.04%
397
219081678.Srdlc 23.49 2030-08-14
Other
0.04%
398
EUR260408
Other
0.04%
399
Rfr USD Sofr/3.00000 06/21/23-7Y Cme
Other
0.04%
400
Banc Of America Funding Trust 4.512% 06/26/2036
Other
0.04%
401
Spokane County School District No 81 Spokane 4 12/01/2039
Other
0.04%
402
Etrsi
Other
0.04%
403
Builders Firstsource Inc 6.38 03/01/2034
Other
0.04%
404
East Japan Railway Co 09/15/2039
Other
0.04%
405
Bridgecrest 4.81% 05/31
Other
0.04%
406
Bunge Ltd 5.15% 08/35
Other
0.04%
407
Php/USD Fwd 20260306 Chasgb2L
Other
0.04%
408
Regency 3.7% 06/30
Other
0.04%
409
Fi Trs Rec Ibxxlltr 03/20/26/117970064/Chasgb2Lxxx_C
Other
0.04%
410
Santander 4.26% 04/32
Other
0.04%
411
Greensky Home 4.59% 12/60
Other
0.04%
412
Fnma-Aces Var 09/27
Other
0.04%
413
Aviation 5.125% 04/30
Other
0.04%
414
Bought NZD Sold USD 20260402
Other
0.04%
415
US Dollar
Other
0.04%
416
Ontario 3.875% 03/27
Other
0.04%
417
CHF/USD Fwd 20251217
Other
0.04%
418
Baseline Met 5% 12/27
Other
0.04%
419
Fhlmc Remics 5.5% 01/36
Other
0.04%
420
Forward Foreign Currency Contract
Other
0.04%
421
Currency Contract - Brl
Other
0.04%
422
Mplx Lp 2.65% Aug 15, 2030
MPLX 2.65 08/15/30Energy
0.04%
423
Societe G Vrn 04/10/37
Other
0.04%
424
Synchrony Var 08/30
Other
0.04%
425
Hg COPper Fut Opt Mar26P 553
Other
0.04%
426
Santander 4.68% 09/31
Other
0.04%
427
Nordstrom Inc 5% 01/15/2044
Other
0.04%
428
Danske Bank A/S Var 03/31
Other
0.04%
429
Kobold Metals Ser B-Prime Cvt Pfd Stock
Other
0.04%
430
Wachovia Corp Step 08/26
Other
0.04%
431
Dell 5.3% 04/32
Other
0.04%
432
US Dollar
Other
0.04%
433
Sba 5.45% 07/33
Other
0.04%
434
CURRENCY CONTRACT - CHF
Other
0.04%
435
Occidental Petroleum Corp 5.55 10/01/2034
Other
0.04%
436
Freddie Mac Pool Sd6138 6.00% 8/1/2054
Other
0.04%
437
Consumers 4.625% 05/33
Other
0.04%
438
Currency Contract - KRW
Other
0.04%
439
Bank Of New York Mellon Corp/The 5.61 07/21/2039
Other
0.04%
440
Fnma-Aces 1.2% 10/30
Other
0.04%
441
Grand River Dam Authority 5 06/01/2041
Other
0.04%
442
Continental Resources 2.875% 4/1/2032
Other
0.04%
443
Credit 4.96% 06/36
Other
0.04%
444
Cleveland 4.55% 11/30
Other
0.04%
445
Sold JPY Bought USD 20260507
Other
0.04%
446
Credit Agricole Var 01/30
Other
0.04%
447
Currency Contract - USD
Other
0.04%
448
Duquesne 2.532% 10/30
Other
0.04%
449
Energy 5.25% 07/29
Other
0.04%
450
20 Times Square Var 05/35
Other
0.04%
451
Mvw 2024-1 5.32% 02/43
Other
0.04%
452
Bdl2Cxrv1 Fwdp 2Y Rtp Swaption
Other
0.04%
453
Rfr USD Sofr/3.88400 03/25/25-10Y Lch
Other
0.03%
454
Quest 2.8% 06/31
Other
0.03%
455
Seasoned Loans 3.5% 11/28
Other
0.03%
456
Pacific Gas And Electric Co. 3.30% 8/1/2040
Other
0.03%
457
Tampa Electric 4.9% 03/29
Other
0.03%
458
Uofl Health Revenue Bonds 5 05/15/2052
Other
0.03%
459
Covenant Retirement Communities Incorporated Revenue Bonds 4 12/01/2040
Other
0.03%
460
Fannie Mae Pool 2.5 01/01/2043
Other
0.03%
461
Fannie Mae Or Freddie Mac 6 08/13/2026
Other
0.03%
462
Hsbc Holdings Var 09/28
Other
0.03%
463
Wells Fargo & Var 01/37
Other
0.03%
464
Gnma 2004-16 5.5% 02/34
Other
0.03%
465
213784499.Srdlc
Other
0.03%
466
Fnma 30Yr 4 04/01/2048
Other
0.03%
467
Gnma 2005-26 5.5% 03/35
Other
0.03%
468
Fannie Mae Pool Fm1913 4.00% 9/1/2049
Other
0.03%
469
Fx Forwards
Other
0.03%
470
Dominion Energy Inc 5.38 11/15/2032
Other
0.03%
471
Irs ZAR 8.42600 08/01/23-5Y Cme
Other
0.03%
472
Black Hills Corporation 5.95 03/15/2028
Other
0.03%
473
Fswp: Ois Recfix USD 3.4615% 01-29-25/01-29-27 Lch
Other
0.03%
474
Philip Morris Intl Inc 4.875 04/29/2036
Other
0.03%
475
Suncor Energy 5.95% 12/34
Other
0.03%
476
Peru (Republic Of) 6.85% Aug 12, 2035
Other
0.03%
477
Nyu Langone Hospitals Secured 07/55 3.38
Other
0.03%
478
Corebridge 3.65% 04/27
Other
0.03%
479
J.P. Morgan Securities Llc
Other
0.03%
480
Gnma 2014-H11 Flt 06/64
Other
0.03%
481
Evergy Metro 5.4% 04/34
Other
0.03%
482
Gnma 2014-H11 Flt 06/64
Other
0.03%
483
Fhlmc Remics 5% 04/40
Other
0.03%
484
Austin Tex Indpt Sch Dist 4% 08/01/2048
Other
0.03%
485
Fhlmc Seasoned 4% 10/58
Other
0.03%
486
Rfrf USD Sf+26.161/1.7* 7/12/23-9Y* Cme
Other
0.03%
487
Bought Jpy/sold Usd
Other
0.03%
488
Fhlmc Seasoned 4% 10/58
Other
0.03%
489
Post Clo 2024-1 Ltd
Other
0.03%
490
Fnma Remics 3.5% 04/33
Other
0.03%
491
Amgen Inc 4.85% 02/36
Other
0.03%
492
Scf Equipment 4.82% 06/36
Other
0.03%
493
Mvw 2025-1 5.21% 09/42
Other
0.03%
494
Ukraine 15.10% 6/24/2026
Other
0.03%
495
Gnma 2004-16 5.5% 02/34
Other
0.03%
496
Irs MXN 8.10250 10/28/24-1Y* (Wht) Cme
Other
0.03%
497
Freddie Mac Pool Ra9288 6.50% 6/1/2053
Other
0.03%
498
Fhlmc, Strips, Series 262, Class 35
FHS 262 35Financials
0.03%
499
Fhlmc Gold Pools, 30 Year
FG G06493Financials
0.03%
500
Fhlmc Gold Pools, Other
FG U90690Financials
0.03%
501
Fhlmc, Remic, Series 3137, Class Xp
FHR 3137 XPFinancials
0.03%
502
Hilton Grand 4.54% 05/44
Other
0.03%
503
Lhome Mortgage Step 01/41
Other
0.03%
504
Mrcd 2019-Mark Mortgage Trust
MRCD 2019-PARK EFinancials
0.03%
505
United Mexican States Sr Unsecured 02/34 5.625
Other
0.03%
506
Santander Drive Auto Receivables Trust 2025-3
Other
0.03%
507
Aib Group Plc Var 09/29
Other
0.03%
508
Crossroads 4.91% 02/32
XROAD 2025-A A2Financials
0.02%
509
Umbs Mortpass 3.5% 08/32
FN AP3582Financials
0.02%
510
Umbs Mortpass 6.5% 10/36
FN 878225Financials
0.02%
511
2027-04-16 State Street Spdr S&P 500 Etf Trust P 710.15
Other
0.02%
512
Gnma 2020-189 Su Floating 20/Dec/2050
Other
0.02%
513
Mexico La Sp Myc
Other
0.02%
514
EURO Fx Curr Fut Mar26
Other
0.02%
515
Currency Contract - Brl
Other
0.02%
516
O'Reilly 5.75% 11/26
Other
0.02%
517
Banco Santander Var 09/27
Other
0.02%
518
Amcor 5.125% 03/36
Other
0.02%
519
Cms Energy 2.95% 02/27
Other
0.02%
520
Brookhaven Ga Dev Auth Rev 4.0% 01-Jul-2049
Other
0.02%
521
Pennsylvania Turnpike Commission 4 12/01/2046
Other
0.02%
522
Bx Trust, Series 2024-Airc, Class A, (1-Month Usd Cme Term Sofr + 1.691%) 5.364% 8/15/2039
Other
0.02%
523
Rfr USD Sofr/3.75000 06/17/26-10Y Cme
Other
0.02%
524
Finley Woods Community Development District Capital Improvement Revenue Bonds 4.2 05/01/2050
Other
0.02%
525
Charter Communications Operating Llc / Charter Communications Operating Capital 5.05 03/30/2029
Other
0.02%
526
Forward Foreign Currency Contract
Other
0.02%
527
Interstate 4.95% 09/34
Other
0.02%
528
Bpha Finance Plc 4.816 2044-04-11 4.816 04/11/2044
Other
0.02%
529
Mlpireil Trs Equity Fedl01+65 Boa
Other
0.02%
530
Simon 2.45% 09/29
Other
0.02%
531
Sold Jpy/bought Usd
Other
0.02%
532
Quanta 5.25% 08/34
Other
0.02%
533
Bought ILS Sold USD 20251015
Other
0.02%
534
Ois MXN Tiie1/7.58000 07/31/25-3Y* Cme
Other
0.02%
535
American Var 01/31
Other
0.02%
536
Usc Uscpi /2.3695 USD0729
Other
0.02%
537
Broadcom Inc 3.137% 11/35
Other
0.02%
538
Gnma 2008-9 5.25% 02/38
Other
0.02%
539
Morgan Stanley Repo 9W08
Other
0.02%
540
Pg&E Energy 2.28% 01/38
Other
0.02%
541
Forward Foreign Currency Contract
Other
0.02%
542
Gnma 2008-33 5.5% 04/38
Other
0.02%
543
Canadian Pacific Railway Co 4.2 11/15/2069
Other
0.02%
544
Gnma 2015-H26 Flt 10/65
Other
0.02%
545
Sacramento Calif Area Flood Ctl Agy 5.0% 01-Oct-2036
Other
0.02%
546
Gnma Ii 4.5% 07/49
Other
0.02%
547
Mitsubishi Ufj Var 04/31
Other
0.02%
548
Bought TWD Sold USD 20260413
Other
0.02%
549
Fnma-Aces Var 10/30
Other
0.02%
550
Forward Foreign Currency Contract
Other
0.02%
551
Pvh Corp 5.5% 6/13/2030
Other
0.02%
552
Volkswagen 5.21% 06/27
Other
0.02%
553
Forward Foreign Currency Contract
Other
0.02%
554
Fannie Mae Pool Cb4315 3.00% 7/1/2052
Other
0.02%
555
Cno Global 2.65% 01/29
Other
0.02%
556
State Of Oregon Housing & Community Services Department 6.25 07/01/2055
Other
0.02%
557
Commonspirit 2.782% 10/30
Other
0.02%
558
Fhlmc Remics 4.5% 12/33
Other
0.02%
559
Unitedhealth Group Inc 6.5 06/15/2037
Other
0.02%
560
Asian Development Bank 4.375 03/06/2029
Other
0.02%
561
Irs ZAR 8.06250 01/08/25-6Y Cme
Other
0.02%
562
Canadian 2.05% 03/30
Other
0.02%
563
Fnma Remics 5% 11/35
Other
0.02%
564
Nextera 2.25% 06/30
Other
0.02%
565
Futures
Other
0.02%
566
Gnma 2010-130 Bd 4% 12/39
Other
0.02%
567
BOUGHT MYR SOLD USD 20251008
Other
0.02%
568
DRB5010170.SRDUP
Other
0.02%
569
Fnma Remics 5.5% 12/35
Other
0.02%
570
Square 6.21 46357 2026-12-01
Other
0.01%
571
Virgin Islands Gross Receipts Taxes 5 10/01/2030
Other
0.01%
572
Fnma Remics 5.5% 07/40
Other
0.01%
573
Government National Mortgage Corporation
Other
0.01%
574
Carmax Auto 6% 07/28
Other
0.01%
575
Forward Foreign Currency Contract
Other
0.01%
576
Citigroup Inc Var 01/28
Other
0.01%
577
Fannie Mae 3 03/01/2056
Other
0.01%
578
Rfr GBP Sonio/4.32000 10/20/23-10Y Lch
Other
0.01%
579
Fhlmc Remics 3% 11/26
Other
0.01%
580
Entergy 1.6% 12/30
Other
0.01%
581
Prestige Auto 4.56% 02/29
Other
0.01%
582
Fnma Remics 4.5% 10/36
Other
0.01%
583
Lighthouse Park Clo Ltd 5.03 10/24/2037
Other
0.01%
584
World Omni 5.79% 02/29
Other
0.01%
585
City Of New York Ny 5 03/01/2039
Other
0.01%
586
Gnma 2007-37 5.5% 06/37
Other
0.01%
587
Dornoch Debt Merger Sub Inc 7.5 04/15/2032
Other
0.01%
588
Long Gilt
Other
0.01%
589
Fhlmc 20Yr Umbs 5 12/01/2044
Other
0.01%
590
Cheniere 5.55% 10/35
Other
0.01%
591
American 5.625% 03/33
Other
0.01%
592
Flying Horse North Met Dist No 5 Colo 0.0% 01-Dec-2055
Other
0.01%
593
Anthropic Pbc Ser B Pc Pp
Other
0.01%
594
Freddie Mac Pool #Qi8874 6.00% 7/1/2054
Other
0.01%
595
Broadcom Inc 4.8% 02/36
Other
0.01%
596
Long Gilt Future Sep26
Other
0.01%
597
Chicago O'Hare International Airport 5.25 01/01/2056
Other
0.01%
598
Fnma-Aces Var 01/33
Other
0.01%
599
Fhlmc Remics 4.5% 01/39
Other
0.01%
600
State Of Colorado 5 03/15/2032
Other
0.01%
601
European Union 2.5 2052-10-04
Other
0.01%
602
Fhlmc Remics 5% 06/33
Other
0.01%
603
Caisse De Refinancement De L Habit Regs 0.01% Feb 07, 2028
Other
0.01%
604
Fnma-Aces Var 10/31
Other
0.01%
605
Cigna Group (The) 3.2% 03/15/2040
CI 3.2 03/15/40Financials
0.01%
606
Fhlmc, Remic, Series 3852, Class Qn
FHR 3852 QNFinancials
0.01%
607
Umbs, 30 Year
FN 675555Financials
0.01%
608
Veros Auto 4.84% 05/29
Other
0.01%
609
Midland Independent School District 4 02/15/2042
Other
0.01%
610
Fnma Remics 5.25% 08/35
Other
0.01%
611
Springcastle 1.97% 09/37
Other
0.01%
612
Oracle Corp 4.5% 05/28
Other
0.01%
613
Fnma Remics 5% 07/33
Other
0.01%
614
Fhlmc Remics 5% 02/35
Other
0.01%
615
Gnma Ii 4.5% 11/48
Other
0.01%
616
Forward Foreign Currency Contract
Other
0.01%
617
Square 5.13 46295 2026-09-30
Other
0.01%
618
City Of New York Ny 5 09/01/2034
Other
0.01%
619
Credit Acceptance Auto Loan Trust 2023-1 0.0648% 12/30/2025 0.0648 2025-12-30
Other
0.01%
620
Fnma Mortpass Var 10/29
Other
0.01%
621
Fnma Remics 5.5% 06/35
Other
0.01%
622
Fnma Remics 4.75% 04/35
Other
0.01%
623
Fnma Remics 5.5% 06/35
Other
0.01%
624
Fhlmc Remics 5.5% 10/33
Other
0.01%
625
INHIBRX INC CVR
Other
0.01%
626
Gnma Ii Mortpass 6% 09/38
Other
0.01%
627
Square 6.45 2027-05-11
Other
0.01%
628
Fhlmcgld 5% 10/33
Other
0.01%
629
Capital One Financial Co Sr Unsecured 11/32 Var
Other
0.01%
630
Gnma 2009-14 4.5% 03/39
Other
0.01%
631
Fhlmc Remics 5% 05/33
Other
0.01%
632
Sound Inpatient Physicia 06/28/2028
Other
0.01%
633
Nxp Bv / Nxp Funding Llc / Nxp Usa Inc 3.4 05/01/2030
Other
0.01%
634
Fhlmc Remics 4% 03/33
Other
0.01%
635
Goldman Sachs Prime Broker Eur
Other
0.01%
636
Boeing 5.705% 05/40
Other
0.01%
637
Exelon Corp 5.45% 3/15/2034
Other
0.01%
638
Fhlmc Remics 3.5% 03/31
Other
0.01%
639
Hyundai Motor Co Ltd-Prf
Other
0.01%
640
Thornburg Var 12/44
Other
0.01%
641
Long: Bs249F6 Irs USD R V 12Muscpi Is249G7 Ccpinflationzero / Short: Bs249F6 Irs USD P F 1.71400 Is249F6 Ccpinflationzero
Other
0.00%
642
Fhlmc Remics 4% 08/29
Other
0.00%
643
Uscpi Uscp/2.622 USD0631
Other
0.00%
644
Senegal Government International Bond 6.25 05-23-2033
Other
0.00%
645
Sugar (Wrld) Optn Mar26P 14.25
Other
0.00%
646
Fnma Remics 5.5% 12/32
Other
0.00%
647
Gnma 2008-95 Ds Flt 12/38
Other
0.00%
648
Cash & Other
Other
0.00%
649
Usd Call Versus Brl Put option
Other
0.00%
650
Forward Foreign Currency Contract
Other
0.00%
651
Morgan Stanley Capital Services Llc
Other
0.00%
652
Forward Foreign Currency Contract
Other
0.00%
653
Fhlmc Remics 5.5% 06/27
Other
0.00%
654
Gnma 2006-7 Nd 5.5% 08/35
Other
0.00%
655
Usc Uscpi /2.5405 USD0636
Other
0.00%
656
Pacific Gas And Electric Co. 5.45% 6/15/2027
Other
0.00%
657
Aroundtown Sa 3.5 05/13/2030
Other
0.00%
658
Fnma Remics 5% 04/33
Other
0.00%
659
Rfr USD Sofr/4.00000 03/18/26-30Y Cme
Other
0.00%
660
Fhlmc Remics 3% 12/40
Other
0.00%
661
Sold PEN Bought USD 20260617
Other
0.00%
662
Baidu Inc Sr Unsecured 08/31 2.375
Other
0.00%
663
Gnma 2005-56 Bd 5% 07/35
Other
0.00%
664
Usc Uscpi /2.502 USD0636
Other
0.00%
665
Equipmentshare, Series 2024-2M, Class A, 5.70% 12/20/2032
Other
0.00%
666
Sold BRL Bought USD 20260402
Other
0.00%
667
Fnma Remics Flt 07/37
Other
0.00%
668
Uscpi Uscp/2.533 USD0636
Other
0.00%
669
Evans Farm New Communty Authority Mixed-Use Community Development Charge Revenue Bonds 4 12/01/2046
Other
0.00%
670
Banco Santander Sa 2.749 12/03/2030
Other
0.00%
671
Fhlmc Remics 5.5% 02/33
Other
0.00%
672
Fnma Remics Flt 01/40
Other
0.00%
673
Amc Global Media Inc 4.25 02/15/2029
Other
0.00%
674
Usc Uscpi /2.637 USD0631
Other
0.00%
675
Uscpi Uscp/2.401 USD0731
Other
0.00%
676
Freddie Mac Pool Qf6796 5.50% 1/1/2053
Other
0.00%
677
European Stability Mechanism 1.85 2055-12-01
Other
0.00%
678
Pennymac Financial Services Inc 0.0425 02/15/2029
Other
0.00%
679
Altria Group Inc 3.4 02/04/2041
Other
0.00%
680
Bank Of 2.65% 03/27
Other
0.00%
681
Uscpi Uscp/2.533 USD0636
Other
0.00%
682
Brazil Notas Do Tesouro Nacional Serie F 10% Jan 01 29
Other
0.00%
683
Mercury Aggregator Lp Pik Tl-1 1St Lien 19% 02-03-26 19 2026-02-03
Other
0.00%
684
Fhlmc Remics 4% 02/39
Other
0.00%
685
Bought THB Sold USD 20260409
Other
0.00%
686
Sold BRL Bought USD 20261002
Other
0.00%
687
Fnma Remics 6.5% 01/32
Other
0.00%
688
Purchased Hkd / Sold Usd
Other
0.00%
689
Romania (Republic Of) 6.85% Jul 29, 2030
Other
0.00%
690
Sparebank 1 Boligkreditt As 0.125 2029-11-05
Other
0.00%
691
Poland (Republic Of) Mtn Regs 2.88% Jan 15, 2031 2.88
Other
0.00%
692
Fhlmc Remics 5.5% 12/32
Other
0.00%
693
Fnma Remics 5.5% 08/38
Other
0.00%
694
EUR/USD Forward
Other
0.00%
695
Uscpi Uscp/2.622 USD0631
Other
0.00%
696
Fnma Remics 5.5% 04/37
Other
0.00%
697
Usc Uscpi /2.532 USD0636
Other
0.00%
698
Uscpi Uscp/2.67 USD0629
Other
0.00%
699
Umbs Mortpass 6% 04/35
Other
0.00%
700
Uscpi Uscp/2.401 USD0731
Other
0.00%
701
Forward Foreign Currency Contract
Other
0.00%
702
Fhlmc Remics 5.5% 12/32
Other
0.00%
703
Usc Uscpi /2.637 USD0631
Other
0.00%
704
Fnma-Aces Var 11/33
Other
0.00%
705
Usc Uscpi /2.67 USD0629
Other
0.00%
706
Umbs Mortpass 6.5% 10/37
Other
0.00%
707
Fnma Remics 4% 11/49
Other
0.00%
708
General Motors Financial Co Inc 4.9 10/06/2029
Other
0.00%
709
Usc Uscpi /2.532 USD0636
Other
0.00%
710
Forward Foreign Currency Contract
Other
0.00%
711
Fhlmc Remics 4% 04/42
Other
0.00%
712
Boyd Gaming Corp 4.75% 12/1/2027
Other
0.00%
713
Fhlmc Remics 6% 02/37
Other
0.00%
714
Fhlmc Remics 5% 07/33
Other
0.00%
715
Umbs Mortpass 6.5% 10/38
Other
0.00%
716
Uscpi Uscp/2.532 USD0636
Other
0.00%
717
Oracle Corp 6.55 02/04/2046
Other
0.00%
718
Fnma Remics 5.5% 08/35
Other
0.00%
719
Children'S Hospital Of Philadelphia/The 2.7 07/01/2050
Other
0.00%
720
Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036
Other
0.00%
721
Cajamar Caja Rural Scc 3.375 2029-07-25
Other
0.00%
722
Canadian Pacific Railway Co 4 03/15/2029
Other
0.00%
723
Uscpi Uscp/2.456 Usd0436
Other
0.00%
724
Fhlmc Remics 5.5% 09/32
Other
0.00%
725
Fannie Mae Pool Bw0516 2.50% 5/1/2037
Other
0.00%
726
Losscd 5.000 07/01/32
Other
0.00%
727
Platinum
Other
0.00%
728
Fannie Mae Pool Fm6128 2.50% 2/1/2051
Other
0.00%
729
Totalenergies Capital Usa Llc 4.57 01/13/2033 4.57 2033-01-13
Other
0.00%
730
Umbs Mortpass 7% 10/37
Other
0.00%
731
Currency Contract - USD
Other
0.00%
732
Sfil Sa Mtn Regs 3.25% Nov 25, 2030
Other
0.00%
733
Copper
Other
0.00%
734
Aeglea Biot-Cvr
Other
0.00%
735
Tata Capital Ltd
Other
0.00%
736
Fnma Remics 5.5% 03/33
Other
0.00%
737
Fnma Remics 5.5% 12/32
Other
0.00%
738
American Express Co 4.01 02/09/2029
Other
0.00%
739
Gnma 2008-76 Us Flt 09/38
Other
0.00%
740
Forward Foreign Currency Contract
Other
0.00%
741
KRW/USD Fwd 20260402 Gsilgb2X
Other
0.00%
742
Fnma Interest Zero 07/31
Other
0.00%
743
Silver Future Sep26
Other
0.00%
744
Uscpi Uscp/2.502 USD0636
Other
0.00%
745
Sold CNH Bought USD 20251016
Other
0.00%
746
Morgan Stanley 4.889 07/20/2033
Other
0.00%
747
Fswp: Ois 3.457500 18-Jun-2028 Sof
Other
0.00%
748
Uscpi Uscp/2.5405 USD0636
Other
0.00%
749
Fannie Mae Pool Fs8786 6.50% 7/1/2054
Other
0.00%
750
Square 6.18 46346 2026-11-20
Other
0.00%
751
Fnma Remics 4% 11/29
Other
0.00%
752
Fnma Remics Flt 06/39
Other
0.00%
753
Fnma Remics 4.5% 06/29
Other
0.00%
754
Fx Forward Contract: USD/Zar Settle 2026-03-18
Other
0.00%
755
Usc Uscpi /2.401 USD0731
Other
0.00%
756
Fnma Interest Zero 07/31
Other
0.00%
757
Kalamazoo Economic Development Corp 5 08/15/2036
Other
0.00%
758
Banco De Sabadell Sa 5.5 2029-09-08
Other
0.00%
759
Cdi Cdx.Na 1 USD0631
Other
0.00%
760
Bought TWD Sold USD 20260413
Other
0.00%
761
Fhlmcgld 5.5% 05/27
FG C91042Financials
0.00%
762
Fhlmc, Remic, Series 2110, Class Pg
FHR 2110 PGFinancials
0.00%
763
Fhlmc, Remic, Series 2434, Class Tc
FHR 2434 TCFinancials
0.00%
764
Fhlmc, Remic, Series 2557, Class Hl
FHR 2557 HLFinancials
0.00%
765
Fhlmc, Remic, Series 3138
FHR 3138 POFinancials
0.00%
766
Fhlmc, Remic, Series 3200
FHR 3200 POFinancials
0.00%
767
Fnma, Remic, Series 2009-86, Class Ip
FNR 2009-86 IPFinancials
0.00%
768
Gnma, Series 2009-72, Class Sm
GNR 2009-72 SMFinancials
0.00%
769
Gnma 2008-62 Sa Flt 07/38
GNR 2008-62 SAFinancials
0.00%
770
Usc Uscpi /2.5405 USD0636
Other
0.00%
771
Uscpi Uscp/2.352 USD0729
Other
0.00%
772
Sold PHP Bought USD 20260617
Other
0.00%
773
Electron Bidco, Inc. Tl 1L 6.216 2028-10-07
Other
0.00%
774
United Kingdom 0.25% 7/31/2031 0.25 2031-07-31
Other
-0.01%
775
Forward Foreign Currency Contract
Other
-0.02%
776
Pacific Gas And Electric Co 4.75 02/15/2044
Other
-0.02%
777
Gnma Ii Pool 785072 G2 03/49 Fixed 3
Other
-0.06%
778
Cash
Other
-0.07%
779
Us 10Yr Note 09/21/2026
Other
-0.11%
780
Suttonpark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075
Other
-0.24%

#	Company	Ticker	Weight
1	EUR/USD Fwd 20251104	-	19.580%
2	214908057.Srdlc	-	6.700%
3	Fmbt 2024-Fblu A 5.762% 12/15/2026	-	4.980%
4	United 1.875% 07/35	-	4.520%
5	Ois Recfix BRL 12.3075% 10-07-24/01-02-29	-	3.160%
6	Bway 2013-1515 Mortgage Trust 3.446% 10-Mar-2033	-	2.850%
7	United States 1.25% 04/28	-	2.680%
8	United 0.375% 07/27	-	1.340%
9	Us Treas Nts 3.5% 03/15/29	-	1.110%
10	Jpmorgan Prime Money Market Fund, Class Im	VMVXX	0.650%
11	Bank Of America Var 07/31	-	0.590%
12	Olympus Water Us Holding Corp.	-	0.500%
13	Morgan Stanley Var 01/30	-	0.460%
14	Irs EUR 2.40000 04/09/25-5Y Lch	-	0.430%
15	Corning Inc 5.35 11/15/2048	-	0.400%
16	Bank Of America Var 01/35	-	0.400%
17	United 2.375% 02/56	-	0.390%
18	Fhlmc 2.097% 10/26	-	0.360%
19	Wells Fargo & Var 01/30	-	0.350%
20	Freddie Mac Pool Sd8432 6.00% 5/1/2054	-	0.350%
21	USD/CHF Fwd 20260123 Ubswgb2L	-	0.340%
22	Firstkey 2.058% 09/38	-	0.330%
23	Umbs Mortpass 5.5% 11/54	-	0.330%
24	United States Treasury Note/Bond 0.0113 05/15/2040	-	0.320%
25	Fx Forwards	-	0.320%
26	Umbs Mortpass 5.5% 06/54	-	0.320%
27	Georgia Power Company 4.853/15/2031	-	0.310%
28	Fnma Mortpass 5.5% 01/58	FN BF0230	0.300%
29	FNMAFNMA, Other 4 2059-08-01	-	0.290%
30	Bought JPY Sold USD 20260402	-	0.290%
31	Purchased Thb / Sold Usd	-	0.290%
32	Fnma Remics 5% 10/43	-	0.260%
33	Fnma Umbs, 30 Year 5 2054-11-01	-	0.260%
34	Sumisho Air Lease Corp 2.1 09/01/2028	-	0.260%
35	Hsbc Securities (Usa), Inc. 3.55 , 2/02/2026 2026-02-02	-	0.260%
36	Egypt Cds 12/20/2024	-	0.250%
37	Fnma Mortpass 2.58% 03/32	-	0.250%
38	Bpce Sa Var 01/32	-	0.250%
39	Fnma Mortpass 3.1% 01/28	-	0.250%
40	Mizuho Var 05/30	-	0.250%
41	Umbs Mortpass 5.5% 05/54	-	0.250%
42	Republic Of Serbia Government Bond 05/26/2028	-	0.240%
43	New York St Twy Auth Gen Rev 5 01/01/2034	-	0.240%
44	Delaware St Hsg Auth Rev 4.55% 01-Jul-2045	-	0.230%
45	Onslow Bay Financial, Llc, Series 2024-Nqm10, Class A1, 6.18% 5/25/2064 (7.18% On 6/1/2028)	-	0.230%
46	Cvs Health Corp Sr Unsecured 09/32 5	-	0.230%
47	Kreditanstalt Fuer Wiederaufbau 2.875 12/28/2029	-	0.230%
48	Fnma-Aces Var 04/28	-	0.220%
49	Intel Corp. 3.05% 8/12/2051	-	0.220%
50	Umbs Mortpass 5.5% 09/54	-	0.220%
51	Fhlmc 4.614% 02/33	-	0.220%
52	Hungary Government Bond Bonds 07/31 6.75	-	0.210%
53	Bought KRW Sold USD 20251020	-	0.210%
54	New York City Housing Development Corporation Multifamily Housing Revenue Bonds 12.20125 11/01/2054	-	0.210%
55	Sold TRY Bought USD 20260422	-	0.210%
56	Sold GBP Bought USD 20260402	-	0.210%
57	State Street Corp. 6.7% 03/15/2029 6.7 2029-03-15	-	0.210%
58	Sold Nzd/bought Usd	-	0.200%
59	Morgan Stanley Capital I Trust 2021 2.574% 2.574 2043-11-09	-	0.200%
60	Euro	-	0.200%
61	Umbs Mortpass 5.5% 10/54	-	0.190%
62	Cli Funding Viii, Llc, Series 2022-1, Class A, 2.72% 1/18/2047	-	0.190%
63	Sumitomo 1.902% 09/28	-	0.190%
64	Goldman Sachs Var 01/32	-	0.190%
65	USD/Inr Forward	-	0.180%
66	Morgan Stanley Var 04/32	-	0.180%
67	Elevance Health Inc 5.15 06/15/2029	-	0.180%
68	Aercap 2.45% 10/26	-	0.180%
69	Lyb International Finance Iii, Llc 5.125% 1/15/2031	-	0.180%
70	Deutsche Telekom International Finance Bv 8.25 06/15/2030	-	0.180%
71	China Peoples Republic Of (Governm 2.15% Aug 25, 2055	-	0.180%
72	Invesco Private Prime Fund	-	0.180%
73	Onemain 5.41% 11/29	-	0.180%
74	Square 5.74 46442 2027-02-24	-	0.170%
75	Bank Of Montreal	-	0.170%
76	Forward Foreign Currency Contract	-	0.170%
77	Dominion Energy Inc Sr Unsecured 09/42 4.05	-	0.170%
78	Sold MXN Bought USD 20260420	-	0.170%
79	211391147.Srdlc	-	0.170%
80	Deutsche Bank Var 01/28	-	0.170%
81	Bxp Trust 3.379% 06/39	-	0.170%
82	Krakatau Posco Pt 6.38 06/11/2029	-	0.170%
83	New Hope Cultural Education Facilities Finance Corp 5.25 07/01/2032	-	0.160%
84	USD/PHP Cfwd2026617 6/17/2026	-	0.160%
85	Aib Group Plc Var 03/35	-	0.160%
86	Abbvie Inc 3.2% 11/29	-	0.160%
87	Fx Forward Contract: SGD/USD Settle 2026-04-27	-	0.160%
88	Nyshsg 3.350 12/15/54	-	0.160%
89	Bought Pen Sold USD 20260617	-	0.160%
90	Barclays Plc Var 02/31	-	0.160%
91	Sold ILS Bought USD 20260610	-	0.160%
92	Capital One Var 11/32	-	0.160%
93	Euro	-	0.160%
94	Entergy 4.95% 01/36	-	0.150%
95	U.S. Treasury 4.625% 4/30/2029	-	0.150%
96	Fnma 15Yr Umbs 5 01/01/2038	-	0.150%
97	Expedia Group 3.25% 02/30	-	0.150%
98	Fnma-Aces Var 03/31	-	0.150%
99	Forward Foreign Currency Contract	-	0.150%
100	Ois Recfix USD 3.45% 03-31-23/02-01-28 Lch	-	0.150%
101	Japan Government Ten Year Bond 0.8% 03/20/2034	-	0.140%
102	Time Warner 8.375% 07/33	-	0.140%
103	Deutsche Bank Var 05/32	-	0.140%
104	Fannie Mae Pool 7.50 8/1/2033	-	0.140%
105	United Mexican 6% 05/30	-	0.140%
106	Standard Var 08/36	-	0.140%
107	City Of New York Ny 5 08/01/2030	-	0.140%
108	Dublin Unified School District General Obligation Bonds 4.125 08/01/2049	-	0.140%
109	Ford Credit Floorplan Master Owner Trust, Series 2025-2, Class A1, 4.06% 9/15/2030	-	0.140%
110	Evergreen Credit Card Trust	-	0.140%
111	T-Mobile Usa 3.875% 04/30	-	0.140%
112	Bought KRW Sold USD 20260415	-	0.140%
113	Umbs Mortpass 5.5% 08/53	-	0.140%
114	Mitsubishi Ufj Fin Grp 4.286% 7/26/2038	-	0.130%
115	Sold ILS Bought USD 20260617	-	0.130%
116	Abbvie Inc 4.13 03/15/2031	-	0.130%
117	Japan, Series 84, 2.10% 9/20/2054	-	0.130%
118	Fhlmcgld 3.5% 01/35	-	0.130%
119	CLP/USD Fwd 20260326 Citius33	-	0.130%
120	Boeing Co 02.7500 02/01/2026 2.75 2026-02-01	-	0.130%
121	Tenet Healthcare Corp Sr Secured 144A 11/32 5.5	-	0.130%
122	Fhlmc Remics 3% 08/33	-	0.130%
123	Forward Foreign Currency Contract	-	0.130%
124	USD Ccp Coll Vm Citibank	-	0.130%
125	EUR Fwd Pur From GBP 4/15/2026	-	0.130%
126	Currency Contract - USD	-	0.130%
127	Nxp Bv / Nxp 2.5% 05/31	-	0.120%
128	Fhlmc Seasoned 4% 11/57	-	0.120%
129	Oncor Electric Delivery Co Llc 3.7 11/15/2028	-	0.120%
130	Southwestern 4.1% 09/28	-	0.120%
131	Development Bank Of Kazakhstan Jsc	-	0.120%
132	Bat Capital 2.259% 03/28	-	0.120%
133	New South 1.75% 03/20/34	-	0.120%
134	Progress 3.4% 02/42	-	0.120%
135	Americredit 5.38% 06/29	-	0.120%
136	Japan Government Ten Year Bond 0.8 2033-09-20	-	0.120%
137	Wells Fargo & Var 07/34	-	0.120%
138	Alphabet Inc 4.8% 02/36	-	0.120%
139	Credit 4.68% 09/34	-	0.120%
140	Forward Foreign Currency Contract	-	0.120%
141	Rfr USD Sofr/3.88000 01/13/25-10Y Lch	-	0.120%
142	General Motors Financial Co Inc 5.75 02/08/2031	-	0.120%
143	Cps Auto 4.59% 12/30	-	0.120%
144	Hsbc Holdings Var 05/30	-	0.120%
145	Fnma, Other	-	0.120%
146	Currency Contract - JPY	-	0.120%
147	Fannie Mae Pool Bj2751 4.50% 5/1/2048	-	0.120%
148	Bnp Paribas Sa Mtn 144A 4.92% Jan 15, 2034	-	0.110%
149	Carvana Auto 4.04% 11/30	-	0.110%
150	Credit Acceptance Auto Loan Trust 2025-1 Ser 2025-1A Cl A Regd 144A P/P 5.02000000 5.02 2035-03-15	-	0.110%
151	Fnma Remics 4.5% 11/40	FNR 2010-130 CY	0.110%
152	Seasoned Credit Risk Transfer Trust, Series 2017-4, Class Mt	SCRT 2017-4 MT	0.110%
153	Rfr USD Sofr/3.17000 04/15/24-7Y Lch	-	0.110%
154	Bought CAD Sold USD 20260617	-	0.110%
155	Valero Energy Corp 5.15 03/10/2036	-	0.110%
156	Ineos Us Petrochem Llc	-	0.110%
157	Entergy Texas Inc 5.2500% Mat 04/15/2035	-	0.110%
158	Dnb Bank Asa Var 03/28	-	0.110%
159	Oracle Corp 4.8% 09/32	-	0.110%
160	Extra Space 2.2% 10/30	-	0.110%
161	Long: S51976900 Cds USD R F 5.00000 151976900_Fee Ccpsovereign / Short: S51976900 Cds USD P V 03Mevent 151976900_Pro Ccpsovereign	-	0.110%
162	Lch - CNY Irs 10/23/30 Rec Fix_C	-	0.110%
163	General Motors Financial Co Inc 0.850000% 02/26/2026	-	0.110%
164	Borgwarner Inc 5.4 08/15/2034	-	0.110%
165	Forward Foreign Currency Contract	-	0.110%
166	Fx Forward Contract: USD/NOK Settle 2026-03-02	-	0.110%
167	Bought Ron Sold USD 20260511	-	0.110%
168	Truist Bank 5.067% 06/34	-	0.110%
169	Hca Inc 4.125% 06/29	-	0.110%
170	214865836.Srdlc	-	0.110%
171	Eurobank Sa 4.00% 9/24/2030 (1-Year Eur Mid-Swap + 2.127% On 9/24/2029)	-	0.110%
172	Forward Foreign Currency Contract	-	0.100%
173	Aon North 5.45% 03/34	-	0.100%
174	Bank Of Nova Var 06/32	-	0.100%
175	Freddie Mac Pool 4.00 11/1/2048	-	0.100%
176	Pnc Financial Var 07/36	-	0.100%
177	Sonoco Products 5% 09/34	-	0.100%
178	Cash Collateral USD Sgaft	-	0.100%
179	Sempra 3.7% 04/29	-	0.100%
180	Lseg Finance Plc 2% 04/28	-	0.100%
181	Massachusetts Development Finance Agency 5 01/01/2030	-	0.100%
182	Unitedhealth Group Inc 4.25 06/15/2048	-	0.100%
183	C$ Currency Fut Jun26	-	0.100%
184	Cop/USD Fwd 20260306 Chasgb2L	-	0.100%
185	Ventas Realty Lp	-	0.100%
186	Duke Energy 6.45% 10/32	-	0.100%
187	Gnma2 30Yr 6.5 05/20/2056	-	0.100%
188	Japan (Government Of) 30Yr #87 2.8% Jun 20, 2055	-	0.100%
189	Freddie Mac Pool Sl0585 5.50% 3/1/2055	-	0.100%
190	Five Corners 2.85% 05/30	-	0.100%
191	JPY Ccp Coll Vm Citibank	-	0.100%
192	Avolon 4.85% 04/33	-	0.100%
193	Banque 5.538% 01/30	-	0.100%
194	Fnma Mortpass 3.06% 11/27	-	0.100%
195	Rci Banque Sa Var 03/37	-	0.100%
196	General 2.35% 01/31	-	0.100%
197	Hyundai 2.375% 10/27	-	0.100%
198	Reach Abs 4.8% 02/33	-	0.090%
199	Fed Hm Ln Pc Pool Rq0028 Fr 07/55 Fixed 6	-	0.090%
200	RFR USD SOFR/3.50000 06/21/23-3Y LCH	-	0.090%
201	Wp Carey Inc 2.4% 02/31	-	0.090%
202	Fnma 30Yr Umbs Super 5.5 03/01/2053	-	0.090%
203	Usc Uscpi /2.456 USD0436	-	0.090%
204	Australian Dollar	-	0.090%
205	Columbia 5.439% 02/35	-	0.090%
206	Dte Energy Co 5.2% 04/30	-	0.090%
207	Rockwell Automation, Inc. Warrant	-	0.090%
208	Ubs Group Ag Var 08/32	-	0.090%
209	Hca Inc 2.375% 07/31	-	0.090%
210	Meta Platforms Inc 4.45 08/15/2052	-	0.090%
211	Honeywell 4.95% 03/36	-	0.090%
212	Pg&E 4.263% 06/38	-	0.090%
213	Jbs Nv/Jbs Usa 5.5% 01/36	-	0.090%
214	Umbs Mortpass 3% 02/52	-	0.090%
215	Signa Development Finance Scs	-	0.090%
216	Lscc A 2026-05-15 Put 105	-	0.090%
217	Essex 1.65% 01/31	-	0.090%
218	American 5.25% 03/35	-	0.090%
219	Fnma Aces, Series 2018-M3, Class A2	FNA 2018-M3 A2	0.090%
220	Umbs Mortpass 3% 10/32	-	0.080%
221	Sold JPY Bought USD 20260402	-	0.080%
222	Cno Global 1.75% 10/26	-	0.080%
223	Credit Agricole Corporate And Investment Bank Sa 3.57 2026-03-02	-	0.080%
224	Cencora Inc 5.15% 02/35	-	0.080%
225	Barclays Plc Var 05/34	-	0.080%
226	Dx D Biotech T 5 Bull 2X Etf Swap	-	0.080%
227	Cvs Health 1.875% 02/31	-	0.080%
228	1988 Clo 3 Ltd	-	0.080%
229	Hsbc Holdings Var 11/31	-	0.080%
230	Umbs Mortpass 4% 12/47	-	0.080%
231	Forward Foreign Currency Contract	-	0.080%
232	Fnma Remics 5% 03/40	-	0.080%
233	L3Harris 3.85% 12/26	-	0.080%
234	Ameren Corp 5% 01/29	-	0.080%
235	Cosctf 5.000 11/01/53	-	0.080%
236	Meta 5.25% 05/36	-	0.080%
237	Exeter 4.57% 06/31	-	0.080%
238	Avolon 2.528% 11/27	-	0.080%
239	Sabine-Neches Tex Nav Dist 5.25% 15-Feb-2041	-	0.080%
240	Nationwide 4.85% 07/27	-	0.080%
241	Houston Tex Util Sys Rev 5 11/15/2036	-	0.080%
242	Fnma Mortpass 3.88% 12/28	-	0.080%
243	Rfrf USD Sf+26.161/1.5* 7/12/23-4Y* Cme	-	0.080%
244	Forward Foreign Currency Contract	-	0.080%
245	Forward Foreign Currency Contract	-	0.080%
246	Take-Two 5.6% 06/34	-	0.080%
247	Hsbc Holdings Var 11/31	-	0.080%
248	Hyundai Auto 4.32% 10/29	-	0.080%
249	Lendmark 4.94% 09/34	-	0.080%
250	Fhlmc Remics 4.5% 11/41	-	0.080%
251	Jp Morgan Securities Llc	-	0.080%
252	Amsr 3.775% 04/43	-	0.080%
253	Enbridge Inc 4.5 02/15/2031	-	0.080%
254	Clear 7.125% 02/31	-	0.080%
255	Ace Securities Corp.	-	0.080%
256	Ligado Networks, Llc 17.50% Pik 1/31/2026	-	0.070%
257	Fnma Remics 4% 05/41	-	0.070%
258	Fhlmc Remics 3% 09/46	-	0.070%
259	Engie Sa - Pf - 2028	-	0.070%
260	Realty 4.125% 10/26	-	0.070%
261	Arab Republic Of Egypt 02/17/2026	-	0.070%
262	Jpmmt 2021-13 A3A (Jpmmt 2021-13 A3A)	-	0.070%
263	Stellantis 2.691% 09/31	-	0.070%
264	Nbn Co Ltd 2.625% 05/31	-	0.070%
265	Fnma-Aces Var 04/27	-	0.070%
266	Nippon Life Insurance Company 3.4000% Mat 01/23/2050 3.4 2050-01-23	-	0.070%
267	Athene Global Funding 4.83% 5/9/2028	-	0.070%
268	219994882.Srdlc 22.49 2027-09-15	-	0.070%
269	IRS EUR 0.19500 11/04/22-30Y LCH	-	0.070%
270	Us Bancorp Var 01/35	-	0.070%
271	Abn Amro Bank Nv Regs 6.38 12/31/2079	-	0.070%
272	Firstenergy 3.25% 03/28	-	0.070%
273	Bridgecrest 5.17% 03/31	-	0.070%
274	Fhlmc Var 09/28	-	0.070%
275	USD Call Versus COP Put	-	0.070%
276	Santander Drive Auto Receivables Trust 2025-4 4.95 01/15/2032	-	0.070%
277	Cleveland Electric Illuminating Co/the	FE 3.5 04/01/28 144A	0.070%
278	Constellation Energy Corp 4.4 01/15/2031	-	0.070%
279	Umbs Mortpass 4.5% 06/48	FN BK7006	0.070%
280	Niagara Mohawk Power Corporation 144A 5.11% Jan 12, 2036 5.11	-	0.070%
281	United Airlines Pass Through Trust, Series 2018-1, Class A	UAL 3.7 03/01/30 A	0.070%
282	Westgate 5.47% 10/39	-	0.070%
283	Currency Contract - USD	-	0.070%
284	Equitable America Global Funding 4.7 09/15/2032 4.7 2032-09-15	-	0.070%
285	T-Mobile Usa 4.95% 03/28	-	0.070%
286	National Bank 5.6% 12/28	-	0.070%
287	United 2.875% 04/30	-	0.070%
288	Nisource Inc 5.25% 03/28	-	0.070%
289	Granary Met Dist No 9 Colo Spl Impt Dist No 1 Spl Assmt Rev 5.45% 01-Dec-2044	-	0.070%
290	Hasbro Inc 3.9% 11/29	-	0.070%
291	Zimmer Biomet 5.5% 02/35	-	0.070%
292	Mid-America 1.7% 02/31	-	0.070%
293	Germany Federal Republic Of 0.25% 02/15/2029 Regs	-	0.070%
294	Republic Of Poland Sr Unsecured 10/33 4.875	-	0.070%
295	Square 4.55 46446 2027-02-28	-	0.070%
296	Vistra 5.7% 12/34	-	0.070%
297	Unitedhealth Group, Inc. 5.95% 6/15/2055	-	0.070%
298	Japan Government Thirty Year Bond	-	0.070%
299	Equinix Inc 2.9% 11/26	-	0.070%
300	Mitsubishi Ufj Var 04/37	-	0.070%
301	Mondi Finance Plc Mtn Regs 3.75% May 18, 2033	-	0.070%
302	Uber 4.8% 09/34	-	0.070%
303	Pacific Gas 5.7% 03/35	-	0.070%
304	M&T Bank Corp Var 07/31	-	0.070%
305	Columbia 5.681% 01/34	-	0.070%
306	Fx Forward Contract: USD/Thb Settle 2026-01-07	-	0.060%
307	Ventas Realty 3.25% 10/26	-	0.060%
308	Cds Federative Republic Of Brazil	-	0.060%
309	Centerpoint Energy Inc 7.000% 02/15/2055	-	0.060%
310	Myr/USD Fwd 20260309 Bnpafrpp	-	0.060%
311	Cooperatieve Rabobank Ua 1.375 2027-02-03	-	0.060%
312	Duquesne 2.775% 01/32	-	0.060%
313	OIS	-	0.060%
314	EUR/USD Fwd 20260402 Barcgb5G	-	0.060%
315	Caisse Fr .125% 02/15/36	-	0.060%
316	Rfr USD Sofr/3.25000 03/19/25-10Y Cme	-	0.060%
317	Purchasing 4.37% 08/30	-	0.060%
318	Tender Option Bond Trust Receipts/Certificates 3 2055-04-01	-	0.060%
319	Corebridge 4.9% 08/32	-	0.060%
320	Hca Inc 4.6% 11/32	-	0.060%
321	Virginia 5.15% 03/35	-	0.060%
322	Bbcms Mortgage Trust 3.811% 02/15/2053	-	0.060%
323	Fnma-Aces Var 01/33	-	0.060%
324	Drive Auto 4.39% 09/32	-	0.060%
325	Autozone Inc 1.65% 01/31	-	0.060%
326	Republic Of South Africa 8.50% Jan 31/37	-	0.060%
327	California Buyer Limited Regs 5.63 02/15/2032	-	0.060%
328	EURo-Bund Option May26P 125.5 Exp 04/24/2026	-	0.060%
329	Freddie Mac Pool Ra6973 2.00% 3/1/2052	-	0.060%
330	Bought JPY Sold USD 20251104	-	0.060%
331	Santander 6.16% 12/29	-	0.060%
332	Massachusetts Development Finance Agency 5.25 08/15/2044	-	0.060%
333	Bought GBP Sold USD 20260505	-	0.060%
334	Sold SGD Bought USD 20260504	-	0.060%
335	Hyundai Auto 4.53% 04/28	-	0.060%
336	Us Long Bond(Cbt) Jun26 Xcbt 20260618	-	0.060%
337	Mitsui 3.65% 07/27	-	0.060%
338	Inf Swap Gb Ni 3.365 09/15/25-2Y Lch	-	0.060%
339	Exeter Automobile Receivables Eart 2026 2A B 0.0466 01/15/2031	-	0.060%
340	Umbs, 30 Year	FN BM3500	0.060%
341	Trsfac 5.000 12/01/50	-	0.060%
342	Ppl Capital Funding Inc Company Guar 09/34 5.25	PPL 5.25 09/01/34	0.060%
343	Bridgecrest Lending Auto Securitization Trust 20261 0.0444 11/17/2031 0.0444	-	0.050%
344	Exeter Automobile Receivables Trust 20261 0.044 05/17/2032	-	0.050%
345	FNMAFNMA UMBS, 30 Year 6 2053-10-01	-	0.050%
346	Hyundai Auto 3.97% 12/28	-	0.050%
347	Lloyds Banking Group Plc Sr Unsecured 01/27 3.75	LLOYDS 3.75 01/11/27	0.050%
348	Sce Recovery 4.453% 03/36	-	0.050%
349	Stre_25-1 A 144A 5.55 09/15/2045	STRE 2025-1A A	0.050%
350	O'Reilly 3.6% 09/27	-	0.050%
351	Square 4.95 2027-01-19	-	0.050%
352	Westgate 6.56% 01/38	-	0.050%
353	Dell Int Llc / Emc Corp Company Guar 12/41 3.375	-	0.050%
354	Cbb International Sukuk Programme Co Wll 0.0588 06/05/2032	-	0.050%
355	Danske Bank A/S Var 03/30	-	0.050%
356	Silver Future Sep26 Xcec 20260928	-	0.050%
357	Commonspirit 3.347% 10/29	-	0.050%
358	Elect Global Investments Ltd	-	0.050%
359	Space 5.35% 07/31	-	0.050%
360	Forward Foreign Currency Contract	-	0.050%
361	Itc Holdings 2.95% 05/30	-	0.050%
362	GBP Fwd Sale To USD 2/11/2026	-	0.050%
363	Nomura 2.679% 07/30	-	0.050%
364	Psp Capital Inc 5.25 2035-02-27	-	0.050%
365	Global 3.2% 08/29	-	0.050%
366	Bridgecrest 4.88% 02/32	-	0.050%
367	Trane Tech Fin Ltd Company Guar 06/34 5.1	-	0.050%
368	Mplx Lp 4.125% 03/27	-	0.050%
369	Hca Inc 3.5% 09/30	-	0.050%
370	Bridgecrest 5.02% 04/32	-	0.050%
371	Receive 1-Day USD-Sofr Compounded-Ois 3.93 03/24/2035	-	0.050%
372	Bought COP Sold USD 20260408	-	0.050%
373	Fhlmc Remics 4.5% 05/40	-	0.050%
374	Coinbase Global Inc 3.625% 10/1/2031	-	0.050%
375	Credit 5.68% 03/34	-	0.050%
376	Kroger Co/The 5% 09/34	-	0.050%
377	Varanasi Aurangabad Nh-2 Tollway Private, Ltd. 5.90% 2/28/2034	-	0.050%
378	Petroleos Mexicanos 7.690 01/23/2050 7.69 2050-01-23	-	0.050%
379	Hyundai Capital Services, Inc. 5.25% 1/22/2028	-	0.050%
380	Extra Space 2.35% 03/32	-	0.050%
381	Fnma Remics 5% 04/40	-	0.050%
382	Toyota Auto 3.86% 09/30	-	0.050%
383	Forward Foreign Currency Contract	-	0.050%
384	Currency Contract - USD	-	0.050%
385	Philadelphia Gas Works Co 5 08/01/2033	-	0.050%
386	Sysco Corp 3.25 07/15/2027	-	0.050%
387	Gls Auto 4.63% 09/30	-	0.050%
388	Level 3 6.875% 06/33	-	0.050%
389	SAUDi Arabia Govt Em Sp Brc	-	0.050%
390	Boeing Co. (The) 5.15% 5/1/2030	-	0.050%
391	Rfr USD Sofr/3.76527 03/04/25-30Y* Lch	-	0.050%
392	Railworks Holdings Lp/R Secured 144A 11/28 8.25	-	0.050%
393	Carmax Auto 4.35% 07/30	-	0.040%
394	Sold BRL Bought USD 20261002	-	0.040%
395	Centerpoint 3% 02/27	-	0.040%
396	Exeter 4.68% 03/32	-	0.040%
397	219081678.Srdlc 23.49 2030-08-14	-	0.040%
398	EUR260408	-	0.040%
399	Rfr USD Sofr/3.00000 06/21/23-7Y Cme	-	0.040%
400	Banc Of America Funding Trust 4.512% 06/26/2036	-	0.040%
401	Spokane County School District No 81 Spokane 4 12/01/2039	-	0.040%
402	Etrsi	-	0.040%
403	Builders Firstsource Inc 6.38 03/01/2034	-	0.040%
404	East Japan Railway Co 09/15/2039	-	0.040%
405	Bridgecrest 4.81% 05/31	-	0.040%
406	Bunge Ltd 5.15% 08/35	-	0.040%
407	Php/USD Fwd 20260306 Chasgb2L	-	0.040%
408	Regency 3.7% 06/30	-	0.040%
409	Fi Trs Rec Ibxxlltr 03/20/26/117970064/Chasgb2Lxxx_C	-	0.040%
410	Santander 4.26% 04/32	-	0.040%
411	Greensky Home 4.59% 12/60	-	0.040%
412	Fnma-Aces Var 09/27	-	0.040%
413	Aviation 5.125% 04/30	-	0.040%
414	Bought NZD Sold USD 20260402	-	0.040%
415	US Dollar	-	0.040%
416	Ontario 3.875% 03/27	-	0.040%
417	CHF/USD Fwd 20251217	-	0.040%
418	Baseline Met 5% 12/27	-	0.040%
419	Fhlmc Remics 5.5% 01/36	-	0.040%
420	Forward Foreign Currency Contract	-	0.040%
421	Currency Contract - Brl	-	0.040%
422	Mplx Lp 2.65% Aug 15, 2030	MPLX 2.65 08/15/30	0.040%
423	Societe G Vrn 04/10/37	-	0.040%
424	Synchrony Var 08/30	-	0.040%
425	Hg COPper Fut Opt Mar26P 553	-	0.040%
426	Santander 4.68% 09/31	-	0.040%
427	Nordstrom Inc 5% 01/15/2044	-	0.040%
428	Danske Bank A/S Var 03/31	-	0.040%
429	Kobold Metals Ser B-Prime Cvt Pfd Stock	-	0.040%
430	Wachovia Corp Step 08/26	-	0.040%
431	Dell 5.3% 04/32	-	0.040%
432	US Dollar	-	0.040%
433	Sba 5.45% 07/33	-	0.040%
434	CURRENCY CONTRACT - CHF	-	0.040%
435	Occidental Petroleum Corp 5.55 10/01/2034	-	0.040%
436	Freddie Mac Pool Sd6138 6.00% 8/1/2054	-	0.040%
437	Consumers 4.625% 05/33	-	0.040%
438	Currency Contract - KRW	-	0.040%
439	Bank Of New York Mellon Corp/The 5.61 07/21/2039	-	0.040%
440	Fnma-Aces 1.2% 10/30	-	0.040%
441	Grand River Dam Authority 5 06/01/2041	-	0.040%
442	Continental Resources 2.875% 4/1/2032	-	0.040%
443	Credit 4.96% 06/36	-	0.040%
444	Cleveland 4.55% 11/30	-	0.040%
445	Sold JPY Bought USD 20260507	-	0.040%
446	Credit Agricole Var 01/30	-	0.040%
447	Currency Contract - USD	-	0.040%
448	Duquesne 2.532% 10/30	-	0.040%
449	Energy 5.25% 07/29	-	0.040%
450	20 Times Square Var 05/35	-	0.040%
451	Mvw 2024-1 5.32% 02/43	-	0.040%
452	Bdl2Cxrv1 Fwdp 2Y Rtp Swaption	-	0.040%
453	Rfr USD Sofr/3.88400 03/25/25-10Y Lch	-	0.030%
454	Quest 2.8% 06/31	-	0.030%
455	Seasoned Loans 3.5% 11/28	-	0.030%
456	Pacific Gas And Electric Co. 3.30% 8/1/2040	-	0.030%
457	Tampa Electric 4.9% 03/29	-	0.030%
458	Uofl Health Revenue Bonds 5 05/15/2052	-	0.030%
459	Covenant Retirement Communities Incorporated Revenue Bonds 4 12/01/2040	-	0.030%
460	Fannie Mae Pool 2.5 01/01/2043	-	0.030%
461	Fannie Mae Or Freddie Mac 6 08/13/2026	-	0.030%
462	Hsbc Holdings Var 09/28	-	0.030%
463	Wells Fargo & Var 01/37	-	0.030%
464	Gnma 2004-16 5.5% 02/34	-	0.030%
465	213784499.Srdlc	-	0.030%
466	Fnma 30Yr 4 04/01/2048	-	0.030%
467	Gnma 2005-26 5.5% 03/35	-	0.030%
468	Fannie Mae Pool Fm1913 4.00% 9/1/2049	-	0.030%
469	Fx Forwards	-	0.030%
470	Dominion Energy Inc 5.38 11/15/2032	-	0.030%
471	Irs ZAR 8.42600 08/01/23-5Y Cme	-	0.030%
472	Black Hills Corporation 5.95 03/15/2028	-	0.030%
473	Fswp: Ois Recfix USD 3.4615% 01-29-25/01-29-27 Lch	-	0.030%
474	Philip Morris Intl Inc 4.875 04/29/2036	-	0.030%
475	Suncor Energy 5.95% 12/34	-	0.030%
476	Peru (Republic Of) 6.85% Aug 12, 2035	-	0.030%
477	Nyu Langone Hospitals Secured 07/55 3.38	-	0.030%
478	Corebridge 3.65% 04/27	-	0.030%
479	J.P. Morgan Securities Llc	-	0.030%
480	Gnma 2014-H11 Flt 06/64	-	0.030%
481	Evergy Metro 5.4% 04/34	-	0.030%
482	Gnma 2014-H11 Flt 06/64	-	0.030%
483	Fhlmc Remics 5% 04/40	-	0.030%
484	Austin Tex Indpt Sch Dist 4% 08/01/2048	-	0.030%
485	Fhlmc Seasoned 4% 10/58	-	0.030%
486	Rfrf USD Sf+26.161/1.7* 7/12/23-9Y* Cme	-	0.030%
487	Bought Jpy/sold Usd	-	0.030%
488	Fhlmc Seasoned 4% 10/58	-	0.030%
489	Post Clo 2024-1 Ltd	-	0.030%
490	Fnma Remics 3.5% 04/33	-	0.030%
491	Amgen Inc 4.85% 02/36	-	0.030%
492	Scf Equipment 4.82% 06/36	-	0.030%
493	Mvw 2025-1 5.21% 09/42	-	0.030%
494	Ukraine 15.10% 6/24/2026	-	0.030%
495	Gnma 2004-16 5.5% 02/34	-	0.030%
496	Irs MXN 8.10250 10/28/24-1Y* (Wht) Cme	-	0.030%
497	Freddie Mac Pool Ra9288 6.50% 6/1/2053	-	0.030%
498	Fhlmc, Strips, Series 262, Class 35	FHS 262 35	0.030%
499	Fhlmc Gold Pools, 30 Year	FG G06493	0.030%
500	Fhlmc Gold Pools, Other	FG U90690	0.030%
501	Fhlmc, Remic, Series 3137, Class Xp	FHR 3137 XP	0.030%
502	Hilton Grand 4.54% 05/44	-	0.030%
503	Lhome Mortgage Step 01/41	-	0.030%
504	Mrcd 2019-Mark Mortgage Trust	MRCD 2019-PARK E	0.030%
505	United Mexican States Sr Unsecured 02/34 5.625	-	0.030%
506	Santander Drive Auto Receivables Trust 2025-3	-	0.030%
507	Aib Group Plc Var 09/29	-	0.030%
508	Crossroads 4.91% 02/32	XROAD 2025-A A2	0.020%
509	Umbs Mortpass 3.5% 08/32	FN AP3582	0.020%
510	Umbs Mortpass 6.5% 10/36	FN 878225	0.020%
511	2027-04-16 State Street Spdr S&P 500 Etf Trust P 710.15	-	0.020%
512	Gnma 2020-189 Su Floating 20/Dec/2050	-	0.020%
513	Mexico La Sp Myc	-	0.020%
514	EURO Fx Curr Fut Mar26	-	0.020%
515	Currency Contract - Brl	-	0.020%
516	O'Reilly 5.75% 11/26	-	0.020%
517	Banco Santander Var 09/27	-	0.020%
518	Amcor 5.125% 03/36	-	0.020%
519	Cms Energy 2.95% 02/27	-	0.020%
520	Brookhaven Ga Dev Auth Rev 4.0% 01-Jul-2049	-	0.020%
521	Pennsylvania Turnpike Commission 4 12/01/2046	-	0.020%
522	Bx Trust, Series 2024-Airc, Class A, (1-Month Usd Cme Term Sofr + 1.691%) 5.364% 8/15/2039	-	0.020%
523	Rfr USD Sofr/3.75000 06/17/26-10Y Cme	-	0.020%
524	Finley Woods Community Development District Capital Improvement Revenue Bonds 4.2 05/01/2050	-	0.020%
525	Charter Communications Operating Llc / Charter Communications Operating Capital 5.05 03/30/2029	-	0.020%
526	Forward Foreign Currency Contract	-	0.020%
527	Interstate 4.95% 09/34	-	0.020%
528	Bpha Finance Plc 4.816 2044-04-11 4.816 04/11/2044	-	0.020%
529	Mlpireil Trs Equity Fedl01+65 Boa	-	0.020%
530	Simon 2.45% 09/29	-	0.020%
531	Sold Jpy/bought Usd	-	0.020%
532	Quanta 5.25% 08/34	-	0.020%
533	Bought ILS Sold USD 20251015	-	0.020%
534	Ois MXN Tiie1/7.58000 07/31/25-3Y* Cme	-	0.020%
535	American Var 01/31	-	0.020%
536	Usc Uscpi /2.3695 USD0729	-	0.020%
537	Broadcom Inc 3.137% 11/35	-	0.020%
538	Gnma 2008-9 5.25% 02/38	-	0.020%
539	Morgan Stanley Repo 9W08	-	0.020%
540	Pg&E Energy 2.28% 01/38	-	0.020%
541	Forward Foreign Currency Contract	-	0.020%
542	Gnma 2008-33 5.5% 04/38	-	0.020%
543	Canadian Pacific Railway Co 4.2 11/15/2069	-	0.020%
544	Gnma 2015-H26 Flt 10/65	-	0.020%
545	Sacramento Calif Area Flood Ctl Agy 5.0% 01-Oct-2036	-	0.020%
546	Gnma Ii 4.5% 07/49	-	0.020%
547	Mitsubishi Ufj Var 04/31	-	0.020%
548	Bought TWD Sold USD 20260413	-	0.020%
549	Fnma-Aces Var 10/30	-	0.020%
550	Forward Foreign Currency Contract	-	0.020%
551	Pvh Corp 5.5% 6/13/2030	-	0.020%
552	Volkswagen 5.21% 06/27	-	0.020%
553	Forward Foreign Currency Contract	-	0.020%
554	Fannie Mae Pool Cb4315 3.00% 7/1/2052	-	0.020%
555	Cno Global 2.65% 01/29	-	0.020%
556	State Of Oregon Housing & Community Services Department 6.25 07/01/2055	-	0.020%
557	Commonspirit 2.782% 10/30	-	0.020%
558	Fhlmc Remics 4.5% 12/33	-	0.020%
559	Unitedhealth Group Inc 6.5 06/15/2037	-	0.020%
560	Asian Development Bank 4.375 03/06/2029	-	0.020%
561	Irs ZAR 8.06250 01/08/25-6Y Cme	-	0.020%
562	Canadian 2.05% 03/30	-	0.020%
563	Fnma Remics 5% 11/35	-	0.020%
564	Nextera 2.25% 06/30	-	0.020%
565	Futures	-	0.020%
566	Gnma 2010-130 Bd 4% 12/39	-	0.020%
567	BOUGHT MYR SOLD USD 20251008	-	0.020%
568	DRB5010170.SRDUP	-	0.020%
569	Fnma Remics 5.5% 12/35	-	0.020%
570	Square 6.21 46357 2026-12-01	-	0.010%
571	Virgin Islands Gross Receipts Taxes 5 10/01/2030	-	0.010%
572	Fnma Remics 5.5% 07/40	-	0.010%
573	Government National Mortgage Corporation	-	0.010%
574	Carmax Auto 6% 07/28	-	0.010%
575	Forward Foreign Currency Contract	-	0.010%
576	Citigroup Inc Var 01/28	-	0.010%
577	Fannie Mae 3 03/01/2056	-	0.010%
578	Rfr GBP Sonio/4.32000 10/20/23-10Y Lch	-	0.010%
579	Fhlmc Remics 3% 11/26	-	0.010%
580	Entergy 1.6% 12/30	-	0.010%
581	Prestige Auto 4.56% 02/29	-	0.010%
582	Fnma Remics 4.5% 10/36	-	0.010%
583	Lighthouse Park Clo Ltd 5.03 10/24/2037	-	0.010%
584	World Omni 5.79% 02/29	-	0.010%
585	City Of New York Ny 5 03/01/2039	-	0.010%
586	Gnma 2007-37 5.5% 06/37	-	0.010%
587	Dornoch Debt Merger Sub Inc 7.5 04/15/2032	-	0.010%
588	Long Gilt	-	0.010%
589	Fhlmc 20Yr Umbs 5 12/01/2044	-	0.010%
590	Cheniere 5.55% 10/35	-	0.010%
591	American 5.625% 03/33	-	0.010%
592	Flying Horse North Met Dist No 5 Colo 0.0% 01-Dec-2055	-	0.010%
593	Anthropic Pbc Ser B Pc Pp	-	0.010%
594	Freddie Mac Pool #Qi8874 6.00% 7/1/2054	-	0.010%
595	Broadcom Inc 4.8% 02/36	-	0.010%
596	Long Gilt Future Sep26	-	0.010%
597	Chicago O'Hare International Airport 5.25 01/01/2056	-	0.010%
598	Fnma-Aces Var 01/33	-	0.010%
599	Fhlmc Remics 4.5% 01/39	-	0.010%
600	State Of Colorado 5 03/15/2032	-	0.010%
601	European Union 2.5 2052-10-04	-	0.010%
602	Fhlmc Remics 5% 06/33	-	0.010%
603	Caisse De Refinancement De L Habit Regs 0.01% Feb 07, 2028	-	0.010%
604	Fnma-Aces Var 10/31	-	0.010%
605	Cigna Group (The) 3.2% 03/15/2040	CI 3.2 03/15/40	0.010%
606	Fhlmc, Remic, Series 3852, Class Qn	FHR 3852 QN	0.010%
607	Umbs, 30 Year	FN 675555	0.010%
608	Veros Auto 4.84% 05/29	-	0.010%
609	Midland Independent School District 4 02/15/2042	-	0.010%
610	Fnma Remics 5.25% 08/35	-	0.010%
611	Springcastle 1.97% 09/37	-	0.010%
612	Oracle Corp 4.5% 05/28	-	0.010%
613	Fnma Remics 5% 07/33	-	0.010%
614	Fhlmc Remics 5% 02/35	-	0.010%
615	Gnma Ii 4.5% 11/48	-	0.010%
616	Forward Foreign Currency Contract	-	0.010%
617	Square 5.13 46295 2026-09-30	-	0.010%
618	City Of New York Ny 5 09/01/2034	-	0.010%
619	Credit Acceptance Auto Loan Trust 2023-1 0.0648% 12/30/2025 0.0648 2025-12-30	-	0.010%
620	Fnma Mortpass Var 10/29	-	0.010%
621	Fnma Remics 5.5% 06/35	-	0.010%
622	Fnma Remics 4.75% 04/35	-	0.010%
623	Fnma Remics 5.5% 06/35	-	0.010%
624	Fhlmc Remics 5.5% 10/33	-	0.010%
625	INHIBRX INC CVR	-	0.010%
626	Gnma Ii Mortpass 6% 09/38	-	0.010%
627	Square 6.45 2027-05-11	-	0.010%
628	Fhlmcgld 5% 10/33	-	0.010%
629	Capital One Financial Co Sr Unsecured 11/32 Var	-	0.010%
630	Gnma 2009-14 4.5% 03/39	-	0.010%
631	Fhlmc Remics 5% 05/33	-	0.010%
632	Sound Inpatient Physicia 06/28/2028	-	0.010%
633	Nxp Bv / Nxp Funding Llc / Nxp Usa Inc 3.4 05/01/2030	-	0.010%
634	Fhlmc Remics 4% 03/33	-	0.010%
635	Goldman Sachs Prime Broker Eur	-	0.010%
636	Boeing 5.705% 05/40	-	0.010%
637	Exelon Corp 5.45% 3/15/2034	-	0.010%
638	Fhlmc Remics 3.5% 03/31	-	0.010%
639	Hyundai Motor Co Ltd-Prf	-	0.010%
640	Thornburg Var 12/44	-	0.010%
641	Long: Bs249F6 Irs USD R V 12Muscpi Is249G7 Ccpinflationzero / Short: Bs249F6 Irs USD P F 1.71400 Is249F6 Ccpinflationzero	-	0.000%
642	Fhlmc Remics 4% 08/29	-	0.000%
643	Uscpi Uscp/2.622 USD0631	-	0.000%
644	Senegal Government International Bond 6.25 05-23-2033	-	0.000%
645	Sugar (Wrld) Optn Mar26P 14.25	-	0.000%
646	Fnma Remics 5.5% 12/32	-	0.000%
647	Gnma 2008-95 Ds Flt 12/38	-	0.000%
648	Cash & Other	-	0.000%
649	Usd Call Versus Brl Put option	-	0.000%
650	Forward Foreign Currency Contract	-	0.000%
651	Morgan Stanley Capital Services Llc	-	0.000%
652	Forward Foreign Currency Contract	-	0.000%
653	Fhlmc Remics 5.5% 06/27	-	0.000%
654	Gnma 2006-7 Nd 5.5% 08/35	-	0.000%
655	Usc Uscpi /2.5405 USD0636	-	0.000%
656	Pacific Gas And Electric Co. 5.45% 6/15/2027	-	0.000%
657	Aroundtown Sa 3.5 05/13/2030	-	0.000%
658	Fnma Remics 5% 04/33	-	0.000%
659	Rfr USD Sofr/4.00000 03/18/26-30Y Cme	-	0.000%
660	Fhlmc Remics 3% 12/40	-	0.000%
661	Sold PEN Bought USD 20260617	-	0.000%
662	Baidu Inc Sr Unsecured 08/31 2.375	-	0.000%
663	Gnma 2005-56 Bd 5% 07/35	-	0.000%
664	Usc Uscpi /2.502 USD0636	-	0.000%
665	Equipmentshare, Series 2024-2M, Class A, 5.70% 12/20/2032	-	0.000%
666	Sold BRL Bought USD 20260402	-	0.000%
667	Fnma Remics Flt 07/37	-	0.000%
668	Uscpi Uscp/2.533 USD0636	-	0.000%
669	Evans Farm New Communty Authority Mixed-Use Community Development Charge Revenue Bonds 4 12/01/2046	-	0.000%
670	Banco Santander Sa 2.749 12/03/2030	-	0.000%
671	Fhlmc Remics 5.5% 02/33	-	0.000%
672	Fnma Remics Flt 01/40	-	0.000%
673	Amc Global Media Inc 4.25 02/15/2029	-	0.000%
674	Usc Uscpi /2.637 USD0631	-	0.000%
675	Uscpi Uscp/2.401 USD0731	-	0.000%
676	Freddie Mac Pool Qf6796 5.50% 1/1/2053	-	0.000%
677	European Stability Mechanism 1.85 2055-12-01	-	0.000%
678	Pennymac Financial Services Inc 0.0425 02/15/2029	-	0.000%
679	Altria Group Inc 3.4 02/04/2041	-	0.000%
680	Bank Of 2.65% 03/27	-	0.000%
681	Uscpi Uscp/2.533 USD0636	-	0.000%
682	Brazil Notas Do Tesouro Nacional Serie F 10% Jan 01 29	-	0.000%
683	Mercury Aggregator Lp Pik Tl-1 1St Lien 19% 02-03-26 19 2026-02-03	-	0.000%
684	Fhlmc Remics 4% 02/39	-	0.000%
685	Bought THB Sold USD 20260409	-	0.000%
686	Sold BRL Bought USD 20261002	-	0.000%
687	Fnma Remics 6.5% 01/32	-	0.000%
688	Purchased Hkd / Sold Usd	-	0.000%
689	Romania (Republic Of) 6.85% Jul 29, 2030	-	0.000%
690	Sparebank 1 Boligkreditt As 0.125 2029-11-05	-	0.000%
691	Poland (Republic Of) Mtn Regs 2.88% Jan 15, 2031 2.88	-	0.000%
692	Fhlmc Remics 5.5% 12/32	-	0.000%
693	Fnma Remics 5.5% 08/38	-	0.000%
694	EUR/USD Forward	-	0.000%
695	Uscpi Uscp/2.622 USD0631	-	0.000%
696	Fnma Remics 5.5% 04/37	-	0.000%
697	Usc Uscpi /2.532 USD0636	-	0.000%
698	Uscpi Uscp/2.67 USD0629	-	0.000%
699	Umbs Mortpass 6% 04/35	-	0.000%
700	Uscpi Uscp/2.401 USD0731	-	0.000%
701	Forward Foreign Currency Contract	-	0.000%
702	Fhlmc Remics 5.5% 12/32	-	0.000%
703	Usc Uscpi /2.637 USD0631	-	0.000%
704	Fnma-Aces Var 11/33	-	0.000%
705	Usc Uscpi /2.67 USD0629	-	0.000%
706	Umbs Mortpass 6.5% 10/37	-	0.000%
707	Fnma Remics 4% 11/49	-	0.000%
708	General Motors Financial Co Inc 4.9 10/06/2029	-	0.000%
709	Usc Uscpi /2.532 USD0636	-	0.000%
710	Forward Foreign Currency Contract	-	0.000%
711	Fhlmc Remics 4% 04/42	-	0.000%
712	Boyd Gaming Corp 4.75% 12/1/2027	-	0.000%
713	Fhlmc Remics 6% 02/37	-	0.000%
714	Fhlmc Remics 5% 07/33	-	0.000%
715	Umbs Mortpass 6.5% 10/38	-	0.000%
716	Uscpi Uscp/2.532 USD0636	-	0.000%
717	Oracle Corp 6.55 02/04/2046	-	0.000%
718	Fnma Remics 5.5% 08/35	-	0.000%
719	Children'S Hospital Of Philadelphia/The 2.7 07/01/2050	-	0.000%
720	Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28% 2/15/2036	-	0.000%
721	Cajamar Caja Rural Scc 3.375 2029-07-25	-	0.000%
722	Canadian Pacific Railway Co 4 03/15/2029	-	0.000%
723	Uscpi Uscp/2.456 Usd0436	-	0.000%
724	Fhlmc Remics 5.5% 09/32	-	0.000%
725	Fannie Mae Pool Bw0516 2.50% 5/1/2037	-	0.000%
726	Losscd 5.000 07/01/32	-	0.000%
727	Platinum	-	0.000%
728	Fannie Mae Pool Fm6128 2.50% 2/1/2051	-	0.000%
729	Totalenergies Capital Usa Llc 4.57 01/13/2033 4.57 2033-01-13	-	0.000%
730	Umbs Mortpass 7% 10/37	-	0.000%
731	Currency Contract - USD	-	0.000%
732	Sfil Sa Mtn Regs 3.25% Nov 25, 2030	-	0.000%
733	Copper	-	0.000%
734	Aeglea Biot-Cvr	-	0.000%
735	Tata Capital Ltd	-	0.000%
736	Fnma Remics 5.5% 03/33	-	0.000%
737	Fnma Remics 5.5% 12/32	-	0.000%
738	American Express Co 4.01 02/09/2029	-	0.000%
739	Gnma 2008-76 Us Flt 09/38	-	0.000%
740	Forward Foreign Currency Contract	-	0.000%
741	KRW/USD Fwd 20260402 Gsilgb2X	-	0.000%
742	Fnma Interest Zero 07/31	-	0.000%
743	Silver Future Sep26	-	0.000%
744	Uscpi Uscp/2.502 USD0636	-	0.000%
745	Sold CNH Bought USD 20251016	-	0.000%
746	Morgan Stanley 4.889 07/20/2033	-	0.000%
747	Fswp: Ois 3.457500 18-Jun-2028 Sof	-	0.000%
748	Uscpi Uscp/2.5405 USD0636	-	0.000%
749	Fannie Mae Pool Fs8786 6.50% 7/1/2054	-	0.000%
750	Square 6.18 46346 2026-11-20	-	0.000%
751	Fnma Remics 4% 11/29	-	0.000%
752	Fnma Remics Flt 06/39	-	0.000%
753	Fnma Remics 4.5% 06/29	-	0.000%
754	Fx Forward Contract: USD/Zar Settle 2026-03-18	-	0.000%
755	Usc Uscpi /2.401 USD0731	-	0.000%
756	Fnma Interest Zero 07/31	-	0.000%
757	Kalamazoo Economic Development Corp 5 08/15/2036	-	0.000%
758	Banco De Sabadell Sa 5.5 2029-09-08	-	0.000%
759	Cdi Cdx.Na 1 USD0631	-	0.000%
760	Bought TWD Sold USD 20260413	-	0.000%
761	Fhlmcgld 5.5% 05/27	FG C91042	0.000%
762	Fhlmc, Remic, Series 2110, Class Pg	FHR 2110 PG	0.000%
763	Fhlmc, Remic, Series 2434, Class Tc	FHR 2434 TC	0.000%
764	Fhlmc, Remic, Series 2557, Class Hl	FHR 2557 HL	0.000%
765	Fhlmc, Remic, Series 3138	FHR 3138 PO	0.000%
766	Fhlmc, Remic, Series 3200	FHR 3200 PO	0.000%
767	Fnma, Remic, Series 2009-86, Class Ip	FNR 2009-86 IP	0.000%
768	Gnma, Series 2009-72, Class Sm	GNR 2009-72 SM	0.000%
769	Gnma 2008-62 Sa Flt 07/38	GNR 2008-62 SA	0.000%
770	Usc Uscpi /2.5405 USD0636	-	0.000%
771	Uscpi Uscp/2.352 USD0729	-	0.000%
772	Sold PHP Bought USD 20260617	-	0.000%
773	Electron Bidco, Inc. Tl 1L 6.216 2028-10-07	-	0.000%
774	United Kingdom 0.25% 7/31/2031 0.25 2031-07-31	-	-0.010%
775	Forward Foreign Currency Contract	-	-0.020%
776	Pacific Gas And Electric Co 4.75 02/15/2044	-	-0.020%
777	Gnma Ii Pool 785072 G2 03/49 Fixed 3	-	-0.060%
778	Cash	-	-0.070%
779	Us 10Yr Note 09/21/2026	-	-0.110%
780	Suttonpark Structured Settlements, Series 2021-1, Class A, 1.95% 9/15/2075	-	-0.240%