PDI ETF

$14.99

AUM$7.5B

TER5.12%

Holdings1,822

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PDI ETF

$14.99

PIMCO Dynamic Income Fund

AUM$7.5B

TER5.12%

Holdings1,822

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

Leveraged fund≈2xWeights reflect notional exposure via swaps/derivatives and do not sum to 100%.

Net exposure

98.3%

Gross exposure

185.5%

Long

141.9%

Short

-43.6%

Cash & collateral

1.4%

As of Sep 30, 2025

Showing top 50 of 1,819 holdings · as of Sep 30, 2025

PDI holdings, by weight
#	Ticker	Name	Weight	Cumulative	Shares	Mkt value	Sector	Industry
1	—	Pimco Short-Term Floating Nav Portfolio Iii % 01/00/1900	9.71%	9.7%	-	$689.40M	-	-
2	Debt	Seasoned Loans Structured Transaction Trust	2.48%	12.2%	-	$175.89M	-	-
3	—	AudUSD Euro 9Am Feb26P 69.75	2.40%	14.6%	-	$170.59M	-	-
4	Debt	JPMorgan Securities Llc	2.35%	16.9%	-	$166.69M	-	-
5	EVHC	Envision Healthcare Corp Equity Equity	2.24%	19.2%	-	$158.79M	-	-
6	—	Trs Cantaloupe Inc	2.19%	21.4%	-	$155.58M	-	-
7	Debt	Beignet	1.99%	23.4%	-	$140.94M	-	-
8	Debt	Ecopetrol SaEnergy · Oil & Gas	1.70%	25.1%	-	$120.43M	Energy	Oil & Gas
9	—	Comexposium Tbd% 03/28/2026	1.68%	26.7%	-	$119.05M	-	-
10	Debt	China (People'S Republic Of), Series Inbk	1.67%	28.4%	-	$118.80M	-	-
11	—	Pex Holdings Llc 6.42 2031-11-26	1.52%	29.9%	-	$108.13M	-	-
12	—	Incora New Equity	1.31%	31.2%	-	$92.98M	-	-
13	—	Bundesrepublik Deutschland Bundesanleihe 2.5 2035-02-15	1.28%	32.5%	-	$91.08M	-	-
14	Debt	X Corp	1.25%	33.8%	-	$89.08M	-	-
15	Debt	Dish Dbs Corp	1.24%	35.0%	-	$88.09M	-	-
16	Debt	Incora Top Holdco Llc	1.17%	36.2%	-	$82.84M	-	-
17	—	Coreweave Compute Acquisition Co. IV LLC TBD% 05/16/2029	1.15%	37.3%	-	$81.49M	-	-
18	Debt	Forward Air Corp	1.10%	38.4%	-	$78.17M	-	-
19	—	Sold THB Bought USD 20260409	1.08%	39.5%	-	$76.58M	-	-
20	—	Sold CNH Bought USD 20260402	1.07%	40.6%	-	$75.95M	-	-
21	Debt	Ivanti Software, Inc. 9.051	1.05%	41.6%	-	$74.48M	-	-
22	Debt	Incora Intermediate Ii Llc	1.00%	42.6%	-	$71.24M	-	-
23	Debt	Peraton Corp	0.98%	43.6%	-	$69.71M	-	-
24	Debt	Gateway Casinos & Entertainment Ltd	0.95%	44.6%	-	$67.54M	-	-
25	Debt	Romania Government International Bonds	0.90%	45.5%	-	$64.22M	-	-
26	—	211262531.Srdlc	0.89%	46.3%	-	$63.22M	-	-
27	Debt	West Allis West Milwaukee School District	0.88%	47.2%	-	$62.12M	-	-
28	Debt	Dominican Republic International Bonds	0.87%	48.1%	-	$61.73M	-	-
29	Debt	Ares Capital Corp	0.87%	49.0%	-	$61.52M	-	-
30	Debt	Subcalidora 2	0.87%	49.8%	-	$61.71M	-	-
31	Debt	Central Parent, Inc	0.84%	50.7%	-	$59.45M	-	-
32	Debt	Abslt De Llc	0.82%	51.5%	-	$58.13M	-	-
33	—	INR/USD Forward	0.81%	52.3%	-	$57.83M	-	-
34	Debt	Dish Dbs Corp	0.81%	53.1%	-	$57.33M	-	-
35	Debt	Oi Sa (10.000% Cash Or 6.000% Pik and 7.500% Cash Or 13.500% Pik)	0.80%	53.9%	-	$56.68M	-	-
36	Debt	Scur-Alpha 1503 Gmbh	0.80%	54.7%	-	$56.95M	-	-
37	—	Sold ILS Bought USD 20251113	0.79%	55.5%	-	$56.02M	-	-
38	—	Atlas Re Ltd. 0%	0.79%	56.3%	-	$56.14M	-	-
39	Debt	Targa Resources Corp	0.78%	57.1%	-	$55.70M	-	-
40	BMPS	Banca Monte Dei Paschi Siena	0.77%	57.8%	7,207,497	$54.34M	-	-
41	Debt	Fannie Mae Pool Ma4599	0.71%	58.6%	-	$50.54M	-	-
42	Debt	Endure Digital, Inc	0.69%	59.2%	-	$49.25M	-	-
43	Debt	Ncl Corp Ltd	0.68%	59.9%	-	$48.23M	-	-
44	—	Sold PHP Bought USD 20260417	0.66%	60.6%	-	$46.50M	-	-
45	Debt	Broadcom Inc Sr Unsecured 04/33 3.419	0.66%	61.2%	-	$47.14M	-	-
46	Debt	Altice France Sa	0.66%	61.9%	-	$46.87M	-	-
47	Debt	Poseidon Bidco Sasu	0.65%	62.6%	-	$46.38M	-	-
48	Debt	Anheuser-Busch Co/Inbev (Abibb	0.65%	63.2%	-	$45.95M	-	-
49	—	Sold PLN Bought USD 20260415	0.64%	63.8%	-	$45.20M	-	-
50	Debt	Argentina Republic Government International Bonds	0.61%	64.5%	-	$43.07M	-	-
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PDI ETF All Holdings

PDI holdings total 1822 positions. The top 10 holdings account for 28.4% of the fund, led by Pimco Short-Term Floating Nav Portfolio Iii % 01/00/1900 at 9.7%, Seasoned Loans Structured Transaction Trust 6.08% 09/25/2060 at 2.5%, AudUSD Euro 9Am Feb26P 69.75 at 2.4%.

PDI portfolio concentration is well-diversified, with the top 10 representing 28.4% of total assets. The largest sector exposure is Energy at 1.7%.

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

Compare PDI

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PDI ETF Holdings

1819 of 1822 holdings

Sector

Industry

Sort By

1
Pimco Short-Term Floating Nav Portfolio Iii % 01/00/1900
Other
9.71%
2
Seasoned Loans Structured Transaction Trust 6.08% 09/25/2060
Other
2.48%
3
AudUSD Euro 9Am Feb26P 69.75
Other
2.40%
4
Jp Morgan Securities Llc 4.22% 07/30/2026
Other
2.35%
5
Envision Healthcare Corp Equity Equity
EVHCUnknown
2.24%
6
Trs Cantaloupe Inc
Other
2.19%
7
Beignet 6.85% 06/01/2049
Other
1.99%
8
Ecopetrol Sa 7.75% 02/01/2032
ECOPET 7.75 02/01/32Energy
1.70%
9
Comexposium Tbd% 03/28/2026
Other
1.68%
10
China (People'S Republic Of), Series Inbk, 3.00% 10/15/2053
Other
1.67%
11
Pex Holdings Llc 6.42 2031-11-26
Other
1.52%
12
Incora New Equity
Other
1.31%
13
Bundesrepublik Deutschland Bundesanleihe 2.5 2035-02-15
Other
1.28%
14
X Corp. 10.96% 10/26/2029
Other
1.25%
15
Dish Dbs Corp. 5.75% 12/01/2028
Other
1.24%
16
Incora Top Holdco Llc 6% 01/30/2033
Other
1.17%
17
Coreweave Compute Acquisition Co. IV LLC TBD% 05/16/2029
Other
1.15%
18
Forward Air Corp. 8.81% 12/19/2030
Other
1.10%
19
Sold THB Bought USD 20260409
Other
1.08%
20
Sold CNH Bought USD 20260402
Other
1.07%
21
Ivanti Software, Inc. 9.051 - 9.752% 06/01/2029
Other
1.05%
22
Incora Intermediate Ii Llc 12.39% 01/31/2030
Other
1.00%
23
Peraton Corp. 8.01% 02/01/2028
Other
0.98%
24
Gateway Casinos & Entertainment Ltd. 10.28% 12/18/2030
Other
0.95%
25
Romania Government International Bonds 6.25% 09/10/2034
Other
0.90%
26
211262531.Srdlc
Other
0.89%
27
West Allis West Milwaukee School District 3 04/01/2039
Other
0.88%
28
Dominican Republic International Bonds 10.5% 03/15/2037
Other
0.87%
29
Ares Capital Corp 07.0000 01/15/2027 7 2027-01-15
Other
0.87%
30
Subcalidora 2 7.75% 08/14/2029
Other
0.87%
31
Central Parent, Inc. 7.25% 07/06/2029
Other
0.84%
32
Abslt De Llc 12.84% 05/20/2033
Other
0.82%
33
INR/USD Forward
Other
0.81%
34
Dish Dbs Corp. 7.75% 07/01/2026
Other
0.81%
35
Oi Sa (10.000% Cash Or 6.000% Pik And 7.500% Cash Or 13.500% Pik) 10% 06/30/2027
Other
0.80%
36
Scur-Alpha 1503 Gmbh 9.81% 03/29/2030
Other
0.80%
37
Sold ILS Bought USD 20251113
Other
0.79%
38
Atlas Re Ltd. 0%
Other
0.79%
39
Targa Resources Corp 4.35 04/15/2031
Other
0.78%
40
Banca Monte Dei Paschi Siena
BMPS:MIUnknown
0.77%
41
Fannie Mae Pool Ma4599 3.00% 5/1/2052
Other
0.71%
42
Endure Digital, Inc. 7.84% 02/10/2028
Other
0.69%
43
Ncl Corp Ltd 6.75 02/01/2032
Other
0.68%
44
Sold PHP Bought USD 20260417
Other
0.66%
45
Broadcom Inc Sr Unsecured 04/33 3.419
Other
0.66%
46
Altice France Sa 5.125% 07/15/2029
Other
0.66%
47
Poseidon Bidco Sasu 7% 03/13/2030
Other
0.65%
48
Anheuser-Busch Co/Inbev (Abibb 4.7 02/01/36)
Other
0.65%
49
Sold PLN Bought USD 20260415
Other
0.64%
50
Argentina Republic Government International Bonds 5% 01/09/2038
Other
0.61%
51
Topaz Solar Farms Llc 5.75% 09/30/2039
Other
0.60%
52
Ocs Group Holdings Ltd. 9.96% 11/28/2031
Other
0.56%
53
Unicorn Bay 13% 12/31/2026
Other
0.55%
54
Capital One Financial Corp 7.62 10/30/2031
Other
0.55%
55
4.147% 10/09/2025 - 01/27/2026
Other
0.54%
56
Galaxy U.S. Opco, Inc. TBD - 10.058% 07/31/2030
Other
0.51%
57
Bausch Health Cos., Inc. 10.41% 10/08/2030
Other
0.51%
58
Turkiye Government Bonds 40.854% 09/06/2028
Other
0.49%
59
Fannie Mae Pool Fs0965 2.00% 11/1/2051
Other
0.48%
60
Msdb Trust 3.427% 07/11/2039
Other
0.47%
61
Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007 0% 06/01/2047
Other
0.47%
62
Nationwide Building Society Mtn Regs 2.25% Jun 25, 2029
Other
0.47%
63
Ams-Osram Ag 12.25% 03/30/2029
Other
0.47%
64
Omaha-Douglas Public Building Commission 4 05/01/2050
Other
0.45%
65
South Coast Funding Vii Ltd. 0.454% 01/06/2041
Other
0.44%
66
Bought HUF Sold USD 20260415
Other
0.43%
67
Fx Forward Contract: USD/AUD Settle 2026-04-28
Other
0.43%
68
Espai Barca Fondo De Titulizacion Tbd - 5.000% 06/30/2028
Other
0.43%
69
Ihg Finance Llc Mtn Regs 3.38% Sep 10, 2030
Other
0.42%
70
Efmt 6.702% 02/25/2068
Other
0.42%
71
Countrywide Asset-Backed Certificates 4.662% 01/25/2046
Other
0.41%
72
Windstream Holdings Inc
WINMQUnknown
0.40%
73
Bbccre Trust 3.966% 08/10/2033
Other
0.37%
74
Romania Government International Bonds 5.875% 07/11/2032
Other
0.36%
75
Natixis Commercial Mortgage Securities Trust 3.047% 08/15/2036
Other
0.36%
76
Harp Finco Ltd. 9.47% 03/27/2032
Other
0.36%
77
Jetblue Airways Corp./Jetblue Loyalty Lp 9.875% 09/20/2031
Other
0.36%
78
Receive 1-Day Gbp-Sonio Compounded-Ois 0.75% 09/21/2052
Other
0.35%
79
Agfc Capital Trust I 6.329% 01/15/2067
Other
0.34%
80
Softbank Vision Fund Ii 6% 12/23/2025
Other
0.34%
81
Vici Properties Inc
VICIReal Estate
0.33%
82
Sold TWD Bought USD 20260608
Other
0.33%
83
Prime Healthcare Services, Inc. 9.375% 09/01/2029
Other
0.33%
84
Morgan Stanley Capital I Trust 3.912% 09/09/2032
Other
0.32%
85
Jp Morgan Chase Commercial Mortgage Securities Trust 9.675% 11/15/2038
Other
0.32%
86
Bng Bank Nv 2.75 2034-08-28
Other
0.32%
87
OIS
Other
0.32%
88
Viridien 8.5% 10/15/2030
Other
0.32%
89
Forward Foreign Currency Contract
Other
0.31%
90
Dbgs Mortgage Trust 7.415% 10/15/2036
Other
0.31%
91
New York State Dormitory Authority 5 10/01/2035
Other
0.30%
92
Unity Bancorp, Inc.
UNTYFinancials
0.30%
93
Uniti Group Lp/Uniti Group Finance 2019, Inc./Csl Capital Llc 6.5% 02/15/2029
Other
0.30%
94
Cds Government Of Malaysia
Other
0.30%
95
Strategic Gaming Commitment Tbd% 06/17/2030
Other
0.30%
96
New York N Y City Transitional 5 08/01/2034
Other
0.29%
97
Claritev Corp. (6.500% Cash And 0.750% Pik) 6.75% 03/31/2031
Other
0.29%
98
Apa Infrastructure Ltd 1.25 2033-03-15
Other
0.29%
99
Ses
SESG:LUUnknown
0.29%
100
Zf Europe Finance Bv 6.125 03/13/2029 6.125 2029-03-13
Other
0.28%
101
Altice France Sa 8.125% 02/01/2027
Other
0.28%
102
Bridgegate Funding PLC 13.066% 10/16/2062
Other
0.28%
103
Eurosail Plc 5.705% 09/13/2045
Other
0.28%
104
Altice France Sa 3.375% 01/15/2028
Other
0.28%
105
Bx Commercial Mortgage Trust 6.24% 01/17/2039
Other
0.27%
106
Boots Group Bidco Ltd 7.457% 07/17/2032
Other
0.27%
107
Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-Day Average Usd-Sofr + 4.00%) 7.874% 11/25/2053
Other
0.27%
108
Central Parent Llc/Cdk Global Ii Llc/Cdk Financing Co., Inc. 8% 06/15/2029
Other
0.26%
109
Hsi Asset Securitization Corp. Trust 4.462% 01/25/2037
Other
0.26%
110
Hout Bay Corp. 4.716% 07/05/2041
Other
0.25%
111
Titanium 2L Bondco Sarl 6.25% 01/14/2031
Other
0.25%
112
Coreweave Compute Acquisition Co. II LLC TBD% 07/31/2028
Other
0.25%
113
Nextera Energy Capital Company Guar 12/77 Var
Other
0.25%
114
Bx Commercial Mortgage Trust 6.114% 11/15/2038
Other
0.25%
115
Dolp Trust 3.704% 05/10/2041
Other
0.25%
116
Fxi Holdings Inc Sr Secured 144A 11/29 14 14
Other
0.25%
117
Csmc Trust 3.783% 10/25/2060
Other
0.25%
118
Cps Auto Securitization Trust 11% 06/16/2032
Other
0.24%
119
Japan Government Twenty Year Bonds 2.1 2029-03-20
Other
0.24%
120
Venture Global Lng, Inc. 9.5% 02/01/2029
Other
0.24%
121
Owl Rock Capital Corp 2.875 06/11/2028
Other
0.24%
122
Raac Trust 6.897% 05/25/2046
Other
0.24%
123
Morgan Stanley Capital I Trust 9.359% 12/15/2038
Other
0.24%
124
Altice France Sa 5.5% 10/15/2029
Other
0.23%
125
Goldman Sachs Group, Inc. 4.692% 10/23/2030 (Usd-Sofr + 1.135% On 10/23/2029)
Other
0.23%
126
Residential Mortgage Securitie Rms 33A A 144A 6.20671 06/20/2048
Other
0.23%
127
Gs Mortgage-Backed Securities Trust 2.176% 11/25/2065
Other
0.23%
128
Countrywide Asset-Backed Certificates Trust 4.672% 06/25/2037
Other
0.23%
129
El Salvador Government International Bonds 9.25% 04/17/2030
Other
0.23%
130
Bought GBP Sold USD 20260402
Other
0.23%
131
OIS COP IBR/8.21500 11/14/23-5Y CME
Other
0.23%
132
Eurosail Plc 5.355% 06/13/2045
Other
0.23%
133
Lehman Xs Trust 4.832% 07/25/2037
Other
0.23%
134
Wstn Trust 10.174% 07/05/2037
Other
0.23%
135
Svb Financial Trust 11% 11/07/2032
Other
0.22%
136
Elevance Health Inc 3.13 05/15/2050
Other
0.22%
137
Viridien 10% 10/15/2030
Other
0.22%
138
Bought BRL Sold USD 20260402
Other
0.22%
139
Receive 6-Month Eur-Euribor 0.5% 09/21/2052
Other
0.22%
140
Oi Sa (10.000% Cash Or 6.000% Pik And 7.500% Cash Or 13.500% Pik) 10% 06/30/2027
Other
0.22%
141
Databricks, Inc. TBD% 01/03/2031
Other
0.22%
142
Ecuador Government International Bonds 6.9% 07/31/2030
Other
0.22%
143
Irb Holding Corp 6.22 2030-12-15
Other
0.22%
144
Gs Mortgage-Backed Securities Trust 2.272% 10/25/2065
Other
0.21%
145
Square 6.12 46468 2027-03-22
Other
0.21%
146
Ngl Energy Operating Llc 8.125 02/15/2029 8.125 2029-02-15
Other
0.21%
147
Egypt Government International Bonds 6.375% 04/11/2031
Other
0.21%
148
Bought NZD Sold USD 20260402
Other
0.21%
149
Trs:Verisilicon Microelectroni-A USD 2027-Jan-29
Other
0.21%
150
New Residential Mortgage Loan Trust 7.642% 09/25/2064
Other
0.21%
151
Avon Finance 7.486% 12/28/2049
Other
0.21%
152
Altice France Sa 4.25% 10/15/2029
Other
0.21%
153
Dallas Tex Indpt Sch Dist 5 02/15/2033
Other
0.21%
154
Sold IDR Bought USD 20260610
Other
0.21%
155
Biomarin Pharmaceutical Inc 0.055 02/15/2034
Other
0.20%
156
Constellation Software, Inc Warrant
Other
0.20%
157
Meta Platforms Inc 4.65 08/15/2062
Other
0.20%
158
Petroleos Mexicanos 6.7% 02/16/2032
Other
0.20%
159
Receive 1-Day USD-Sofr Compounded-Ois 3.67% 01/08/2034
Other
0.20%
160
Severn Trent Utilities Finance Plc 4.625 2034-11-30
Other
0.20%
161
Baker Hughes Llc/Co Obl Company Guar 03/29 4.05
Other
0.20%
162
Receive 1-Day USD-Sofr Compounded-Ois 1.5% 12/15/2031
Other
0.20%
163
Bought AUD Sold USD 20260402
Other
0.20%
164
Gs Mortgage-Backed Securities Trust 3.765% 07/25/2059
Other
0.19%
165
Jp Morgan Chase Commercial Mortgage Securities Trust 7.448% 02/15/2035
Other
0.19%
166
Intesa Sanpaolo Spa 4.875 2030-05-19
Other
0.19%
167
New Orleans Hotel Trust 6.237% 04/15/2032
Other
0.19%
168
Iheartcommunications, Inc. 10.05% 05/01/2029
Other
0.19%
169
Altice France Holding Sa 10.5% 05/15/2027
Other
0.19%
170
Argent Securities, Inc. Asset-Backed Pass-Through Certificates 4.962% 11/25/2035
Other
0.19%
171
Irs Payfix EUR 2.3327% 05-19-25/05-19-30 Lch
Other
0.19%
172
Soho Trust 2.786% 08/10/2038
Other
0.19%
173
Starwood Mortgage Trust 7.415% 04/15/2034
Other
0.19%
174
Pretm Trust 0% 04/25/2065
Other
0.19%
175
Eurosail Plc 7.955% 09/13/2045
Other
0.18%
176
Cheplapharm Arzneimittel Gmbh 7.5% 05/15/2030
Other
0.18%
177
Cerba Healthcare Sas Tbd% 06/30/2028
Other
0.18%
178
Ohio Power Co 5.65 06/01/2034
Other
0.18%
179
Morgan Stanley Capital I Trust 5.698% 11/15/2034
Other
0.17%
180
280 Park Avenue Mortgage Trust 6.054% 09/15/2034
Other
0.17%
181
Purchased USD / Sold Nzd
Other
0.17%
182
Gcat 2024-Inv4 Trust 6 12/25/2054
Other
0.17%
183
Cash &Amp; Equivalents
Other
0.17%
184
Forward Foreign Currency Contract
Other
0.17%
185
Rfr USD Sofr/3.75000 06/20/24-5Y Cme
Other
0.17%
186
Freddie Mac Pool #Rj1415 5.50% 5/1/2054
Other
0.17%
187
Bx Trust 6.509% 10/15/2036
Other
0.17%
188
Project Quasar Pledgco Slu 5.13% 04/17/2026
Other
0.17%
189
First Franklin Mortgage Loan Trust 5.247% 05/25/2036
Other
0.17%
190
Ivanti Software, Inc. 10.05% 06/01/2029
Other
0.17%
191
Sutter Health 3.695 08/15/2028
Other
0.17%
192
General Motors Financial Co Inc 4.75 04/06/2029
Other
0.17%
193
Gc Pastor Hipotecario 5 Fta 2.199% 06/21/2046
Other
0.17%
194
Benchmark Mortgage Trust 4.029% 03/15/2062
Other
0.17%
195
Massachusetts Development Finance Agency 5 01/01/2047
Other
0.17%
196
Petroleos Mexicanos 8.75% 06/02/2029
Other
0.17%
197
Exeter Automobile Receivables Trust 0.01% 07/15/2033
Other
0.17%
198
New York City Municipal Water Finance Authority 4 06/15/2046
Other
0.17%
199
Singapore Dollar
Other
0.17%
200
Avon Finance 0% 12/28/2049
Other
0.16%
201
Ford Motor Credit Co Llc Sr Unsecured 03/34 6.125
Other
0.16%
202
Sysco Corporation 5.95 04/01/2030
Other
0.16%
203
Freddie Mac Non Gold Pool 4.95 12/01/2055
Other
0.16%
204
Wstn Trust 7.958% 07/05/2037
Other
0.16%
205
Chl Mortgage Pass-Through Trust 6.142% 03/25/2046
Other
0.16%
206
Carvana Co. (14.000% Pik) 9% 06/01/2031
Other
0.16%
207
U.S. Renal Care, Inc. 0% 06/28/2028
Other
0.16%
208
College Ave Student Loans Trust 0.01% 06/25/2054
Other
0.16%
209
Collateral Position
Other
0.16%
210
Goldman Sachs Group Inc/The 4.15 01/21/2029
Other
0.16%
211
Countrywide Asset-Backed Certificates Trust 4.752% 03/25/2036
Other
0.16%
212
Mastr Asset-Backed Securities Trust 4.812% 12/25/2035
Other
0.16%
213
Red Electrica Financiaciones Sau 1.25% 03/13/2027
Other
0.16%
214
European Bank For Reconstruction & Development 2.875 2031-07-17
Other
0.16%
215
Utssfh 6.750 07/01/55
Other
0.16%
216
Bought SGD Sold USD 20260504
Other
0.16%
217
245 Park Avenue Trust 3.779% 06/05/2037
Other
0.15%
218
Csmc Trust 1.865% 02/27/2047
Other
0.15%
219
Jp Morgan Chase Commercial Mortgage Securities Trust 4.379% 07/05/2031
Other
0.15%
220
Bank Of America Corp 3.311 04/22/2042
Other
0.15%
221
Ashford Hospitality Trust 7.423% 04/15/2035
Other
0.15%
222
Peru La Sp Brc
Other
0.14%
223
Bought KRW Sold USD 20260415
Other
0.14%
224
Im Pastor 3 Fth 2.169% 03/22/2043
Other
0.14%
225
Kommunalbanken As 5.25 2034-04-18
Other
0.14%
226
Gs Mortgage Securities Corp. Trust 6.997% 11/15/2032
Other
0.14%
227
Argentina Bonar Bonds 4.125% 07/09/2035
Other
0.14%
228
American Agcredit Corp. 5.25% 06/15/2026
Other
0.14%
229
Great Lakes Water Authority Sewage Disposal System Revenue 5 07/01/2031
Other
0.14%
230
Cerba Healthcare Sas Tbd% 02/16/2029
Other
0.14%
231
Polaris Newco Llc 8.57% 06/02/2028
Other
0.14%
232
Morgan Stanley Home Equity Loan Trust 4.502% 04/25/2037
Other
0.14%
233
Apex Credit Clo Llc 0% 10/20/2034
Other
0.14%
234
3 Month Sofr Fut Mar26 Xcme 20260616
Other
0.14%
235
Eurosail Plc 5.855% 06/13/2045
Other
0.14%
236
Smb Private Education Loan Trust 0.01% 02/16/2055
Other
0.14%
237
10027690.Srdsq 5.72 2027-05-04
Other
0.14%
238
Sold TRY Bought USD 20251015
Other
0.14%
239
J&J Ventures Gaming Llc 9.28% 04/26/2028
Other
0.13%
240
Gsamp Trust 4.812% 04/25/2036
Other
0.13%
241
Cdx Itraxx Xov44 5Y 35-100% Sp Boa
Other
0.13%
242
Stepstone Group Midco 2 Gmbh 10% 12/19/2031
Other
0.13%
243
Rfrf Usd Sf+26.161/1.10 8/01/23-6Y* Cme
Other
0.13%
244
Bank Of America Corp. 1.922% 10/24/2031 (Usd-Sofr + 1.37% On 10/24/2030)
Other
0.13%
245
Federal Home Loan Mortgage Corp. STACR REMICS Trust 11.856% 10/25/2041
Other
0.13%
246
Irsimm
Other
0.13%
247
Adjustable Rate Mortgage Trust 5.429% 03/25/2036
Other
0.13%
248
Ineos Finance Plc 7.25% 03/31/2031
Other
0.13%
249
Ineos Finance Plc 7.25% 03/31/2031
Other
0.13%
250
Comexposium Tbd - 1.138% 10/16/2031
Other
0.13%
251
Jp Morgan Chase Commercial Mortgage Securities Trust 7.93% 11/15/2038
Other
0.13%
252
Sold BRL Bought USD 20260402
Other
0.12%
253
Ubisoft Entertainment Sa 3.34% 12/21/2025
Other
0.12%
254
Federal Home Loan Mortgage Corp. STACR REMICS Trust 12.156% 11/25/2041
Other
0.12%
255
Countrywide Asset-Backed Certificates Trust 4.857% 04/25/2036
Other
0.12%
256
Lehman Mortgage Trust 7.25% 09/25/2037
Other
0.12%
257
Morgan Stanley Residential Mortgage Loan Trust 1.56% 12/25/2068
Other
0.12%
258
Euro(Fgbl) Bund Futures
Other
0.12%
259
Kentucky State Property & Building Commission 5 10/01/2037
Other
0.12%
260
Thailand (Kingdom Of) 3.35% 6/17/2033
Other
0.12%
261
Tcw Central Cash Fund
Other
0.12%
262
Altice France Sa 5.5% 01/15/2028
Other
0.12%
263
Forward Foreign Currency Contract
Other
0.12%
264
Ew Scripps Co. 9.875% 08/15/2030
Other
0.12%
265
Takeda U.S. Financing, Inc. 5.20% 7/7/2035
Other
0.12%
266
Diamondback Energy Inc 5.2 04/18/2027
Other
0.12%
267
Rockford Tower Clo Ltd. 0% 04/20/2034
Other
0.12%
268
Duke University 2.68 10/01/2044
Other
0.12%
269
State Of Oregon Housing & Community Services Department 5.5 07/01/2055
Other
0.12%
270
Sptr Trs Equity Sofr+34 Gst
Other
0.12%
271
New Immo Holding Sa 3.25% 07/23/2027
Other
0.12%
272
Veon Amsterdam Bv 8.55% 03/25/2027
Other
0.12%
273
Chs/Community 9.75 1/34 9.7500% 9.75 2034-01-01
Other
0.12%
274
Argentina Republic Government International Bonds 3.5% 07/09/2041
Other
0.12%
275
Ecuador Government International Bonds 0% 07/31/2030
Other
0.12%
276
Cushman & Wakefield Us Borrower Llc Term Loan B3
Other
0.11%
277
Hca Inc Company Guar 04/31 5.45
Other
0.11%
278
Coreweave, Inc. 9% 02/01/2031
Other
0.11%
279
Wamu Mortgage Pass-Through Certificates Trust 4.963% 07/25/2047
Other
0.11%
280
Comision Ejecutiva Hidroelectrica Del Rio Lempa 8.65% 01/24/2033
Other
0.11%
281
Clear Channel Outdoor Holdings Inc
CCOCommunication Services
0.11%
282
Rbssp Resecuritization Trust 5.359% 07/26/2045
Other
0.11%
283
Bought BRL Sold USD 20260402
Other
0.11%
284
Dryden 123 Clo Ltd. 0% 04/15/2038
Other
0.11%
285
Bcap Llc Trust 4.177% 02/26/2047
Other
0.11%
286
Conseco Finance Securitizations Corp. 9.163% 03/01/2033
Other
0.11%
287
Jp Morgan Alternative Loan Trust 4.672% 06/25/2037
Other
0.11%
288
Argentina Republic Government International Bonds 4.125% 07/09/2035
Other
0.11%
289
Virginia St Hsg Dev Auth Comwl 4.842 07/01/2034
Other
0.11%
290
Dbwf Mortgage Trust 3.935% 12/10/2036
Other
0.11%
291
Clny Trust 6.613% 11/15/2038
Other
0.11%
292
Queensland Treasury Corp 1.75 2031-08-21
Other
0.11%
293
Forward Foreign Currency Contract
Other
0.11%
294
Pennymac Corp. 5.5% 03/15/2026
Other
0.11%
295
Pret Llc 5.249% 10/25/2055
Other
0.11%
296
Hca Inc 6 04/01/2054
Other
0.10%
297
Receive 1-Day USD-Sofr Compounded-Ois 1.75% 12/21/2052
Other
0.10%
298
225 Liberty Street Trust 4.803% 02/10/2036
Other
0.10%
299
Russia Foreign Bonds - Eurobond 5.625% 04/04/2042
Other
0.10%
300
Freddie Mac Non Gold Pool 5.04 09/01/2055
Other
0.10%
301
Csmc Trust 7.744% 07/15/2032
Other
0.10%
302
Securitized Asset-Backed Receivables Llc Trust 4.872% 11/25/2035
Other
0.10%
303
Cencora Inc 4.85 12/15/2029
Other
0.10%
304
Bcap Llc Trust 5.914% 01/26/2036
Other
0.10%
305
Petroleos Mexicanos 6.84% 01/23/2030
Other
0.10%
306
Petroleos Mexicanos 6.95% 1/28/2060
Other
0.10%
307
Citzn 2024-1 A3 144A 05.1100 04/17/2028 5.11 2028-04-17
Other
0.10%
308
Fannie Mae Pool Fs6838 5.50% 11/1/2053
Other
0.10%
309
Morgan Stanley Abs Capital I, Inc. Trust 4.422% 11/25/2036
Other
0.10%
310
10Yr Mini Jgb Fut Mar26
Other
0.10%
311
Receive 1-Day USD-Sofr Compounded-Ois 3.5% 12/21/2052
Other
0.10%
312
CSMC Trust Capital Certificates 4.215% 09/26/2047
Other
0.10%
313
Peco Energy Co. 5.65% 9/15/2055
Other
0.10%
314
Receive 1-Day USD-Sofr Compounded-Ois 2.25% 03/12/2050
Other
0.10%
315
Alpha Us Buyer Llc, Revolver Loan 0.5 2030-04-04
Other
0.10%
316
Residential Asset Securities Corporation Trust 4.752% 08/25/2036
Other
0.10%
317
Hopper Merger Sub Inc 0 48949 2034-01-05
Other
0.10%
318
Citigroup Mortgage Loan Trust, Inc. 4.592% 09/25/2036
Other
0.10%
319
Goldman Sachs Group Inc/The 6.875 2038-01-18
Other
0.10%
320
Fannie Mae Pool Fm9530 2.50% 7/1/2051
Other
0.09%
321
Fx Forwards
Other
0.09%
322
Toll Road Investors Partnership Ii Lp 0% 02/15/2043
Other
0.09%
323
Fx Forwards
Other
0.09%
324
Fannie Mae Pool Cb1373 2.00% 8/1/2051
Other
0.09%
325
Ares Euro Clo Arese 14A Ar 144A 4.128 10/21/2034
Other
0.09%
326
Fannie Mae Pool Fm8114 2.00% 6/1/2051
Other
0.09%
327
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.997% 08/25/2035
Other
0.09%
328
Ubisoft Entertainment Sa 3.56% 12/22/2025
Other
0.09%
329
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.285% 11/25/2059
Other
0.09%
330
Jp Morgan Chase Commercial Mortgage Securities Trust 5.248% 02/15/2035
Other
0.09%
331
New Orleans Hotel Trust 5.487% 04/15/2032
Other
0.09%
332
Trs Pt/Galp 2Y 01/20/2028/117814575/Gsilgb2Xxxx_C
Other
0.09%
333
Square 5.68 46050 2026-01-28
Other
0.09%
334
Morgan Stanley Resecuritization Trust 5.649% 06/26/2035
Other
0.09%
335
Thames Water Utilities Ltd. 0.300 - 5.234% 11/28/2025
Other
0.09%
336
Egypt (Arab Republic Of) 23.38% Aug 26, 2028
Other
0.09%
337
Jp Morgan Chase Commercial Mortgage Securities Trust 1.974% 01/05/2040
Other
0.09%
338
Coronado CDO Ltd. 5.922% 09/04/2038
Other
0.09%
339
Cnh Industrial Capital Llc 5.5 01/12/2029
Other
0.09%
340
Paraguay Government International Bond,5.85,2033-08-21
Other
0.09%
341
Republic Of South Africa 8.875% 2035-02-28
Other
0.09%
342
Us 10Yr Ultra Fut Mar26
Other
0.08%
343
Hillcrest Cdo I Ltd. 4.731% 12/10/2039
Other
0.08%
344
Fnma Pool Fm4097 Fn 07/50 Fixed Var
Other
0.08%
345
Bx Commercial Mortgage Trust 6.614% 04/15/2034
Other
0.08%
346
Fed Hm Ln Pc Pool Sd2081 Fr 12/52 Fixed 5
Other
0.08%
347
Cogent Communications Group LLC/Cogent Finance, Inc. 7% 06/15/2027
Other
0.08%
348
Countrywide Alternative Loan Trust 4.732% 03/25/2036
Other
0.08%
349
Drillco Holdings Luxembourg SA
Other
0.08%
350
Iheartmedia Inc
IHRTCommunication Services
0.08%
351
Uniti Group, Inc.
UNITReal Estate
0.08%
352
2027-02-19 State Street Spdr S&P 500 Etf Trust P 586.03
Other
0.08%
353
Morgan Stanley Re-Remics Trust 6% 04/26/2036
Other
0.08%
354
Stratton Hawksmoor Plc 6.736% 02/25/2053
Other
0.08%
355
Sold Brl Bought USD 20260402
Other
0.08%
356
Countrywide Alternative Loan Trust 4.632% 05/25/2036
Other
0.08%
357
Cme Group Inc Sr Unsecured 06/48 4.15
Other
0.08%
358
Eurex Euro Stoxx 50 Index
Other
0.08%
359
Citigroup Mortgage Loan Trust, Inc. 4.592% 12/25/2036
Other
0.08%
360
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 4.752% 01/25/2047
Other
0.08%
361
Square 4.52 46397 2027-01-10
Other
0.08%
362
Morgan Stanley Capital I Trust 6.648% 11/15/2034
Other
0.08%
363
Argent Securities Trust 4.652% 03/25/2036
Other
0.08%
364
Altice France Sa 5.125% 01/15/2029
Other
0.08%
365
Rali Trust 4.652% 05/25/2037
Other
0.08%
366
Forward Foreign Currency Contract
Other
0.08%
367
Ginnie Mae Ii Pool 3.5 02/20/2052
Other
0.08%
368
Transcode Therapeutics Inc - Cvr 2025
Other
0.08%
369
State Of Illinois 5 11/01/2027
Other
0.08%
370
Morgan Stanley Capital I Trust 5.848% 11/15/2034
Other
0.08%
371
Forward Foreign Currency Contract
Other
0.08%
372
Asg Resecuritization Trust 3.714% 01/28/2037
Other
0.08%
373
Harborview Mortgage Loan Trust 4.728% 03/19/2036
Other
0.08%
374
Civitas Resources, Inc. 8.375% 7/1/2028
Other
0.08%
375
Oi Sa (8.500% Pik) 8.5% 12/31/2028
Other
0.07%
376
Massachusetts Water Resources Authority 5 08/01/2032
Other
0.07%
377
Forward Foreign Currency Contract
Other
0.07%
378
Residential Asset Securities Corporation Trust 4.932% 12/25/2035
Other
0.07%
379
Ford Motor Credit Co., Llc 6.125% 3/8/2034
Other
0.07%
380
Perusahaan Penerbit Sbsn Indonesia Iii 0.0355 06/09/2051
Other
0.07%
381
Toucan Finco Ltd./Toucan Finco Can, Inc./Toucan Finco U.S. Llc 8.25% 05/15/2030
Other
0.07%
382
Fx Forward Contract: USD/SGD Settle 2026-04-27
Other
0.07%
383
Bcap Llc Trust 5.5% 12/26/2035
Other
0.07%
384
Paradigm Parent Llc 8.82% 04/16/2032
Other
0.07%
385
Csmc Trust 32.994% 11/25/2037
Other
0.07%
386
Cdscmbx
Other
0.07%
387
Lavender Trust 6% 11/26/2036
Other
0.07%
388
Lansdowne Mortgage Securities No. 2 Plc 2.34% 09/16/2048
Other
0.07%
389
Richemont International Holding Sa 1.625 2040-05-26 1.625 05/26/2040
Other
0.07%
390
Tda 27 Fta 2.17% 12/28/2050
Other
0.07%
391
Sael, Ltd. 7.80% 7/31/2031
Other
0.07%
392
Fannie Mae Pool 3.5 09/01/2026
Other
0.07%
393
Lealand Finance Co. Bv (5.278% Cash) 5.278% 12/31/2027
Other
0.07%
394
Republic Of Kenya Government International Bonds 12.65% 04/05/2028
Other
0.07%
395
Mh Sub I Llc 8.41% 12/31/2031
Other
0.07%
396
Structured Asset Mortgage Investments Ii Trust 4.652% 07/25/2046
Other
0.07%
397
Dolp Trust 3.704% 05/10/2041
Other
0.07%
398
Turkiye Ihracat Kredi Bankasi As 6.875 07/03/2028
Other
0.07%
399
U.S. Treasury 4.00% 11/15/2035
Other
0.07%
400
Ubisoft Entertainment Sa 0.878% 11/24/2027
Other
0.07%
401
Receive 1-Day Gbp-Sonio Compounded-Ois 0.5% 09/16/2030
Other
0.07%
402
First Franklin Mortgage Loan Trust 4.842% 02/25/2036
Other
0.07%
403
Freddie Mac Pool Qb9901 2.50% 3/1/2051
Other
0.07%
404
Lehman Xs Trust 4.247% 05/25/2037
Other
0.07%
405
Bgaria-Flirb-Reg 3.625% 2032-09-05
Other
0.07%
406
American Home Mortgage Assets Trust 4.852% 08/25/2037
Other
0.07%
407
Bcap Llc Trust 3.764% 04/26/2037
Other
0.07%
408
YEN
Other
0.07%
409
Banco De Sabadell Sa 5.125 2034-06-27
Other
0.07%
410
Carmx 2025-1 C
Other
0.07%
411
Toyota Auto Loan Extended Note Trust, Series 2021-1A, Class A, 1.07%, Due 02/27/2034 1.07 2034-02-27
Other
0.06%
412
Forward Foreign Currency Contract
Other
0.06%
413
Ace Securities Corp. Home Equity Loan Trust 5.232% 08/25/2035
Other
0.06%
414
Stratton Mortgage Funding Plc 0% 06/20/2060
Other
0.06%
415
Fannie Mae Pool Bu8884 2.50% 3/1/2052
Other
0.06%
416
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.142% 11/25/2035
Other
0.06%
417
Bear Stearns Alt-A Trust 4.217% 11/25/2035
Other
0.06%
418
M Tron Industries Inc. Rt Exp 041526
Other
0.06%
419
Rfr USD Sofr/3.51453 09/03/24-4Y* Lch
Other
0.06%
420
Ngd Holdings Bv 6.75% 12/31/2026
Other
0.06%
421
Cocoa
Other
0.06%
422
Ptc, Inc. 4.000 02/15/2028 4 2028-02-15
Other
0.06%
423
District Of Columbia 5 08/01/2041
Other
0.06%
424
Citigroup Mortgage Loan Trust, Inc. 4.933% 08/25/2034
Other
0.06%
425
Ndirs Cd_K/3.375 KRW0331
Other
0.06%
426
Capital Farm Credit Aca 5% 03/15/2026
Other
0.06%
427
College Ave Student Loans Trust 8.66% 06/25/2054
Other
0.06%
428
Trs:Netapp Inc USD 2026-Aug-31
Other
0.06%
429
School District Of Broward County/Fl 5 07/01/2027
Other
0.06%
430
Synthetic Cash - Cms USD
Other
0.06%
431
Nxpi Us 08/21/26 C260
Other
0.06%
432
Fremont Home Loan Trust 4.947% 01/25/2036
Other
0.06%
433
Countrywide Alternative Loan Trust 4.772% 06/25/2037
Other
0.06%
434
Bbwi 6 3/4 07/01/36
Other
0.06%
435
Quantum Bidco Ltd. 9.74% 01/31/2028
Other
0.06%
436
Csmc Trust 5.75% 05/26/2037
Other
0.06%
437
Gs Mortgage-Backed Securities Trust 7.508% 11/25/2065
Other
0.06%
438
Everglades Re Ii Ltd. 14.409% 05/13/2031
Other
0.06%
439
Countrywide Asset-Backed Certificates Trust 6.867% 09/25/2046
Other
0.06%
440
Rutw Us 01/30/26 P2615
Other
0.06%
441
Sold THB Bought USD 20260416
Other
0.06%
442
City Of Houston Tx 5.25 03/01/2049
Other
0.06%
443
Everglades Re Ii Ltd. 16.654% 05/13/2031
Other
0.06%
444
Gs Mortgage-Backed Securities Trust 7.512% 10/25/2065
Other
0.06%
445
Fab U.K. Ltd. 0% 12/06/2045
Other
0.06%
446
Uniform Mortgage-Backed Security 6.50% 4/1/2056
Other
0.06%
447
Option One Mortgage Loan Trust 4.552% 01/25/2037
Other
0.06%
448
Abu Dhabi (Emirate Of) 3.125% 9/30/2049
Other
0.06%
449
Cdx Itraxx Xov44 5Y 35-100% Sp Gst
Other
0.06%
450
Pret Llc 8.967% 09/25/2051
Other
0.06%
451
Altice France Sa 2029-10-15
Other
0.06%
452
Housing New Zealand Ltd 3.42 2028-10-18
Other
0.06%
453
Bcap Llc Trust 4.937% 05/26/2035
Other
0.05%
454
Countrywide Asset-Backed Certificates Trust 5.442% 04/25/2036
Other
0.05%
455
Fannie Mae Pool 888746 6.50% 10/1/2037
Other
0.05%
456
Colonial Sfl Socimi Sa 0.5 2028-04-21 0.5 2028-04-21
Other
0.05%
457
Fannie Mae Pool 6.50 1/1/2033
Other
0.05%
458
Integrity Re Ltd. 26.703% 06/08/2026
Other
0.05%
459
New Residential Mortgage Loan Trust 0.25% 09/25/2064
Other
0.05%
460
Residential Asset Securities Corporation Trust 4.532% 11/25/2036
Other
0.05%
461
Flora Food Management Bv 6.875% 07/02/2029
Other
0.05%
462
Soybean Meal Optn Mar26P 296
Other
0.05%
463
Prime Property 5Yr 5.25 09/30/2029
Other
0.05%
464
Koninklijke Ahold Delhaize Nv 5.7 10/01/2040
Other
0.05%
465
Forward Foreign Currency Contract
Other
0.05%
466
Avon Finance 7.986% 12/28/2049
Other
0.05%
467
Alibaba Group Holding, Ltd. 4.20% 12/6/2047
Other
0.05%
468
Wisconsin Power + Light Sr Unsecured 10/27 3.05
Other
0.05%
469
Bought CNH Sold USD 20260402
Other
0.05%
470
Square 4.51 46423 2027-02-05
Other
0.05%
471
Nykredit 2 2047-10-01
Other
0.05%
472
187701388.SRDLC
Other
0.05%
473
Avon Finance 7.986% 12/28/2049
Other
0.05%
474
Southwest Gas Corp Sr Unsecured 06/49 4.15
Other
0.05%
475
Countrywide Alternative Loan Trust 5.75% 01/25/2037
Other
0.05%
476
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.292% 01/25/2036
Other
0.05%
477
Mosaic Solar Loan Trust 2020-2
Other
0.05%
478
Vasa Trust 8.165% 07/15/2039
Other
0.05%
479
Sold BRL Bought USD 20260702
Other
0.05%
480
Man Glg U.S. Clo Ltd. 0% 07/15/2034
Other
0.05%
481
Mplx Lp 5.4 09/15/2035
Other
0.05%
482
Chl Mortgage Pass-Through Trust 4.527% 11/20/2035
Other
0.05%
483
Countrywide Alternative Loan Trust 6% 03/25/2037
Other
0.05%
484
Countrywide Asset-Backed Certificates 5.372% 05/25/2047
Other
0.05%
485
Forward Foreign Currency Contract
Other
0.05%
486
Lightmatter Ser D Cvt Pfd Pp
Other
0.05%
487
Csmc Trust 0.387% 10/25/2060
Other
0.05%
488
Fannie Mae Pool Cb6468 6.50% 6/1/2053
Other
0.05%
489
Croatia (Republic Of) 3.25% 2/11/2037
Other
0.05%
490
Federal Home Loan Mortgage Corp. Remics 3.5% 07/25/2050
Other
0.05%
491
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.5% 11/25/2061
Other
0.05%
492
Efmt 0% 02/25/2068
Other
0.05%
493
Morgan Stanley Re-Remics Trust 5.456% 07/26/2035
Other
0.05%
494
Mssg Trust 3.865% 09/13/2039
Other
0.05%
495
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 01/25/2036
Other
0.05%
496
Hsi Asset Securitization Corp. Trust 4.612% 12/25/2036
Other
0.04%
497
Harborview Mortgage Loan Trust 5.225% 06/20/2035
Other
0.04%
498
Mill City Mortgage Loan Trust 3.095% 04/25/2066
Other
0.04%
499
Sold ZAR Bought USD 20260420
Other
0.04%
500
Pakistan (Islamic Republic Of) 6.00% 4/8/2026
Other
0.04%
501
Countrywide Alternative Loan Trust 6.5% 11/25/2036
Other
0.04%
502
Ing Groep Nv Jr Subordina Regs 12/99 Var
Other
0.04%
503
Bear Stearns Alt-A Trust 4.826% 05/25/2036
Other
0.04%
504
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 5% 04/25/2062
Other
0.04%
505
Csmc Trust 7% 08/26/2036
Other
0.04%
506
Republic Of Poland Government Bonds 4.5% 07/25/2030 4.5 2030-07-25
Other
0.04%
507
College Ave Student Loans Trust 6.61% 06/25/2054
Other
0.04%
508
Sold KRW Bought USD 20251016
Other
0.04%
509
Lehman Xs Trust 5.272% 07/25/2047
Other
0.04%
510
Glacier Funding CDO III Ltd. 7.77% 08/04/2035
Other
0.04%
511
Fnma 15Yr Umbs Super 3 07/01/2038
Other
0.04%
512
Euromax V ABS PLC 2.343% 11/10/2095
Other
0.04%
513
Countrywide Alternative Loan Trust 5.463% 07/20/2035
Other
0.04%
514
Jp Morgan Chase Commercial Mortgage Securities Trust 5.739% 07/05/2033
Other
0.04%
515
Ginnie Mae Ii Pool 3.5 07/20/2043
Other
0.04%
516
ABFC Trust 5.247% 06/25/2035
Other
0.04%
517
Memorial Sloan-Kettering Cancer Center 5 07/01/2042
Other
0.04%
518
Raiffeisen Bank International Ag Mtn Regs 3.5% Aug 27, 2031
Other
0.04%
519
Abx.He.Aaa.07-1 Sp Ulo
Other
0.04%
520
Medtronic Inc 4.2 Oct 15, 2045
Other
0.04%
521
Countrywide Asset-Backed Certificates Trust 4.772% 11/25/2047
Other
0.04%
522
Merrill Lynch Mortgage Investors Trust 4.44% 03/25/2036
Other
0.04%
523
Forward Foreign Currency Contract
Other
0.04%
524
Toyota Motor Credit Corp 3.75 01/12/2028 3.75 2028-01-12
Other
0.04%
525
Westmoreland Coal Co. 8% 03/15/2029
Other
0.04%
526
Fnma Pool Ma4306 Fn 04/51 Fixed 2.5
Other
0.04%
527
Motorola Solutions Inc 5.2 08/15/2032
Other
0.04%
528
EURo Currency
Other
0.04%
529
Romania Government International Bonds 6.375% 09/18/2033
Other
0.04%
530
Indymac Indx Mortgage Loan Trust 4.672% 11/25/2046
Other
0.04%
531
Stratton Hawksmoor Plc 5.986% 02/25/2053
Other
0.04%
532
Mill City Mortgage Loan Trust 0% 11/25/2060
Other
0.04%
533
Saxon Asset Securities Trust 4.579% 03/25/2035
Other
0.04%
534
Michigan Tobacco Settlement Finance Authority Revenue Bonds, Series 2008 0% 06/01/2046
Other
0.04%
535
Long Beach Mortgage Loan Trust 5.187% 08/25/2035
Other
0.04%
536
Nomura Home Equity Loan, Inc. Home Equity Loan Trust 4.832% 07/25/2036
Other
0.04%
537
Foresea Holding Sa 7.5% 06/15/2030
Other
0.04%
538
Clover Holdings 2 Llc
Other
0.04%
539
Bcp Trust 7.903% 06/15/2038
Other
0.04%
540
Forward Foreign Currency Contract
Other
0.04%
541
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 6.467% 05/25/2036
Other
0.04%
542
Commonwealth Of Pennsylvania 4 09/15/2034
Other
0.04%
543
Bcap Llc Trust 4.376% 05/26/2036
Other
0.04%
544
Ap Core Holdings Ii Llc 9.78% 09/01/2027
Other
0.04%
545
Realty Income Corp Sr Unsecured 12/29 3.1
Other
0.04%
546
Countrywide Asset-Backed Certificates Trust 4.752% 05/25/2036
Other
0.04%
547
Ifs Payfix USD Cpurnsa 2.9% 03-10-25/03-10-26 Lch
Other
0.04%
548
Jp Morgan Chase Commercial Mortgage Securities Trust 4.128% 07/05/2031
Other
0.04%
549
Argentina Republic Government International Bonds 1% 07/09/2029
Other
0.04%
550
Altice France Sa 5.03% 02/02/2026
Other
0.04%
551
Forward Foreign Currency Contract
Other
0.04%
552
Harborview Mortgage Loan Trust 4.748% 01/19/2036
Other
0.04%
553
Fannie Mae Pool #Bu4707 6.00% 7/1/2054
Other
0.04%
554
Palisades Cdo Ltd. 8.45% 07/22/2039
Other
0.04%
555
Mf1 Trust 8.37% 12/15/2034
Other
0.04%
556
Ukraine Government 0.000000% 02/01/2035
Other
0.04%
557
Soho Trust 2.786% 08/10/2038
Other
0.04%
558
Verus Securitization Trust 0.305% 05/25/2065
Other
0.04%
559
Fort Bend Independent School District 4.25 08/15/2054
Other
0.04%
560
Eurosail Plc 7.605% 06/13/2045
Other
0.04%
561
Banc Of America Funding Trust 4.67% 04/20/2047
Other
0.04%
562
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 5.123% 06/25/2046
Other
0.04%
563
Ghana Government International Bonds 5% 07/03/2029
Other
0.04%
564
Nomura Resecuritization Trust 4.413% 09/26/2035
Other
0.04%
565
Forward Foreign Currency Contract
Other
0.04%
566
Bear Stearns Asset-Backed Securities I Trust 5.201% 12/25/2035
Other
0.04%
567
Rigetti Computing Inc Swap Cs
Other
0.04%
568
Romania Government International Bonds 5.375% 03/22/2031
Other
0.04%
569
Aero Capital Solutions Inc Tl (Tsfr1M+300) Frn 11-17-29 7.61045 2029-11-17
Other
0.04%
570
Bought CAD Sold USD 20260504
Other
0.04%
571
Pret Llc 6.17% 07/25/2051
Other
0.03%
572
Banc Of America Funding Trust 6% 10/25/2037
Other
0.03%
573
Sold COP Bought USD 20260410
Other
0.03%
574
Cf Hippolyta, Llc, Series 2022-1A, Class A2, 6.11% 8/15/2062
Other
0.03%
575
Bought INR Sold USD 20260424
Other
0.03%
576
Fieldstone Mortgage Investment Trust 4.612% 07/25/2036
Other
0.03%
577
Polestar Re Ltd. 14.402% 01/07/2028
Other
0.03%
578
Csmc Trust 6.5% 07/26/2036
Other
0.03%
579
Countrywide Alternative Loan Trust 5.003% 11/25/2046
Other
0.03%
580
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 3.475% 05/25/2057
Other
0.03%
581
Wells Fargo Alternative Loan Trust 6.5% 07/25/2037
Other
0.03%
582
Soundview Home Loan Trust 4.422% 06/25/2037
Other
0.03%
583
Mexican Bonos 7.5 2033-05-26
Other
0.03%
584
Citigroup Mortgage Loan Trust, Inc. 4.487% 09/25/2037
Other
0.03%
585
Ukraine Government International Bonds 4.5% 02/01/2035
Other
0.03%
586
Santander Bank Auto Credit-Linked Notes 13.03% 06/15/2032
Other
0.03%
587
Lehman Abs Mortgage Loan Trust 4.362% 06/25/2037
Other
0.03%
588
Ownit Mortgage Loan Trust 5.172% 10/25/2036
Other
0.03%
589
Mill City Mortgage Loan Trust 3.25% 08/25/2058
Other
0.03%
590
Asset-Backed Securities Corp. Home Equity Loan Trust 4.27% 11/25/2035
Other
0.03%
591
Jp Morgan Chase Commercial Mortgage Securities Trust 5.748% 02/15/2035
Other
0.03%
592
Towd Point Mortgage Trust 4.545% 01/25/2060
Other
0.03%
593
Citigroup Mortgage Loan Trust, Inc. 6% 07/25/2036
Other
0.03%
594
192629073.SRDLC
Other
0.03%
595
Rali Trust 4.632% 07/25/2036
Other
0.03%
596
FFMLT Trust 5.322% 03/25/2035
Other
0.03%
597
Johnson & Johnson 04/17/2026 230 Call
Other
0.03%
598
31750Skg9 Pimco Cdsopt Put USD 102.31250000 20
Other
0.03%
599
Jp Morgan Chase Commercial Mortgage Securities Trust 2.287% 03/05/2042
Other
0.03%
600
Ofg Bancorp Common Stock Usd 1
OIBR3:BVUnknown
0.03%
601
Promotora De Informaciones Sa
PRS:MAUnknown
0.03%
602
Bx Commercial Mortgage Trust 6.614% 02/15/2038
Other
0.03%
603
Suzano Austria Gmbh Company Guar 09/28 2.5
Other
0.03%
604
Uniform Mortgage-Backed Security 5.00% 4/1/2056
Other
0.03%
605
Oklahoma City Water Utilities Trust Iam (Ok) 2.350000%
Other
0.03%
606
Cde Us 07/24/26 P16.5
Other
0.03%
607
Bsst Mortgage Trust 5.901% 02/15/2037
Other
0.03%
608
Indymac Indx Mortgage Loan Trust 3.953% 11/25/2035
Other
0.03%
609
Csmc Trust 8.165% 07/15/2038
Other
0.03%
610
American Home Mortgage Investment Trust 4.872% 09/25/2045
Other
0.03%
611
Colombia (Republic Of) 8.00% 4/20/2033
Other
0.03%
612
Deutsche Alt-B Securities, Inc. Mortgage Loan Trust 4.572% 04/25/2037
Other
0.03%
613
Warwick Finance Residential Mortgages Number Three Plc 0% 12/21/2049
Other
0.03%
614
Greenpoint Mortgage Funding Trust 4.672% 12/25/2046
Other
0.03%
615
Wells Fargo &Amp; Company 5.606% 1/15/2044
Other
0.03%
616
Park Place Securities, Inc. 5.217% 09/25/2035
Other
0.03%
617
Ukraine Government International Bonds 4.5% 02/01/2034
Other
0.03%
618
Ndirs
Other
0.03%
619
Newday Funding 7.22 2033-07-15
Other
0.03%
620
Glp Capital Lp / Fin Ii 3.25% 1/15/2032
Other
0.03%
621
Receive 1-Day USD-Sofr Compounded-Ois 2% 12/21/2032
Other
0.03%
622
Rali Trust 5.153% 01/25/2046
Other
0.03%
623
Countrywide Alternative Loan Trust 4.712% 05/25/2047
Other
0.03%
624
Bought PLN Sold USD 20251015
Other
0.03%
625
Jp Morgan Mortgage Acquisition Corp. 5.172% 09/25/2035
Other
0.03%
626
Nederlandse Waterschapsbank Nv 0 2037-02-16
Other
0.03%
627
Aames Mortgage Investment Trust 5.187% 10/25/2035
Other
0.03%
628
Csmc Trust 0.23% 01/25/2060
Other
0.03%
629
Bought PLN Sold USD 20260422
Other
0.03%
630
Mill City Mortgage Loan Trust 3.853% 08/25/2059
Other
0.03%
631
Pacific Gas And Electric Co 3.95 12/01/2047
Other
0.03%
632
Jp Morgan Chase Commercial Mortgage Securities Trust 6.355% 06/15/2038
Other
0.03%
633
Fannie Mae Pool Dd7303 5.50% 6/1/2055
Other
0.03%
634
Securitized Asset-Backed Receivables Llc Trust 4.552% 07/25/2036
Other
0.03%
635
Teva Pharmaceutical Finance Netherlands Iii Bv 8.125% 9/15/2031
Other
0.03%
636
Morgan Stanley Residential Mortgage Loan Trust 1.358% 01/25/2070
Other
0.03%
637
Nyo Commercial Mortgage Trust 5.36% 11/15/2038
Other
0.03%
638
Residential Asset Mortgage Products Trust 6.252% 04/25/2034
Other
0.03%
639
Business Jet Securities, Llc, Series 2024-2A, Class A, 5.346% 9/15/2039
Other
0.03%
640
Raymond James Financial Inc 3.75 04/01/2051
Other
0.03%
641
Bank Of America Corp 2.69 04/22/2032
Other
0.03%
642
Auspwr 5.000 11/15/48
Other
0.03%
643
Gs Mortgage-Backed Securities Trust 0% 07/25/2059
Other
0.03%
644
Thames Water Super Senior Issuer Plc 9.75% 10/10/2027
Other
0.03%
645
United Parcel Service Inc 3.4 09/01/2049
Other
0.03%
646
Ois Payfix USD 3.6038% 01-08-24/01-08-34 Lch
Other
0.03%
647
Wells Fargo Mortgage Loan Trust 6.085% 04/27/2036
Other
0.03%
648
State Of Connecticut Special Tax Revenue 5 11/01/2034
Other
0.03%
649
Countrywide Alternative Loan Trust 5.5% 05/25/2036
Other
0.03%
650
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 5.461% 05/25/2064
Other
0.03%
651
Wamu Mortgage Pass-Through Certificates Trust 5.113% 09/25/2046
Other
0.03%
652
Atrium Hotel Portfolio Trust 6.098% 12/15/2036
Other
0.03%
653
Bought AUD Sold USD 20260402
Other
0.03%
654
Bmo Mortgage Trust, Series 2023-5C1, Class A3, 0% 8/15/2056
Other
0.03%
655
Jpmorgan Chase & Co 4.81 10/22/2036
Other
0.03%
656
Ownit Mortgage Loan Trust 3.15% 10/25/2035
Other
0.03%
657
Soundview Home Loan Trust 4.792% 02/25/2037
Other
0.03%
658
Acacia CDO 5 Ltd. 8.35% 11/08/2039
Other
0.03%
659
Galton Funding Mortgage Trust 2017-1 3.50 11/25/2057
Other
0.03%
660
Sold CAD Bought USD 20251002
Other
0.03%
661
International Development Association 3.2% 01/18/2044
Other
0.03%
662
Xerox Corp. 13.5% 04/15/2031
Other
0.03%
663
Csc Holdings, Llc, Term Loan B, (Usd Prime Rate + 1.50%) 8.75% 4/15/2027
Other
0.03%
664
Home Equity Mortgage Loan Asset-Backed Trust 4.592% 04/25/2037
Other
0.03%
665
Wcore Commercial Mortgage Trust, Series 2024-Core, Class A, (1-Month Usd Cme Term Sofr + 1.492%) 5.165% 11/15/2041
Other
0.03%
666
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 4.872% 07/25/2036
Other
0.03%
667
Westlake Automobile Receivables Trust, Series 2024-2, Class B, 5.62% 3/15/2030
Other
0.03%
668
Sold INR Bought USD 20260818
Other
0.03%
669
FW3298488.SRDUP
Other
0.03%
670
EURO Fx Curr Fut Mar26
Other
0.03%
671
Mastr Alternative Loan Trust 4.672% 03/25/2036
Other
0.03%
672
Chase Mortgage Finance Trust 4.435% 01/25/2036
Other
0.03%
673
Bank Of America Corp 4.33% 3/15/2050
Other
0.03%
674
Upmc Secured 05/43 5.377 5
Other
0.03%
675
Torrey Pines Re Ltd. 9.94% 06/07/2032
Other
0.03%
676
Compeer Financial Aca 4.875% 08/15/2026
Other
0.03%
677
Mill City Mortgage Loan Trust 3.653% 08/25/2058
Other
0.03%
678
Aeropuerto Internacional De Tocumen Sa 5.125% 8/11/2061
Other
0.03%
679
Banc Of America Funding Trust 6.619% 07/26/2036
Other
0.03%
680
JPMMT 2024-10 A11 05.3218 03/25/2055
Other
0.03%
681
Clny Trust 6.264% 11/15/2038
Other
0.03%
682
Santander Bank Auto Credit-Linked Notes 10.171% 06/15/2032
Other
0.03%
683
Nexstar Media, Inc. 5.625% 7/15/2027
Other
0.03%
684
Ocp Clo Ltd. 0%
Other
0.03%
685
Receive 6-Month Eur-Euribor 0.15% 03/18/2030
Other
0.03%
686
Bought USD / Sold EUR
Other
0.03%
687
Citigroup Commercial Mortgage Trust 3.917% 12/15/2072
Other
0.03%
688
Sfo Commercial Mortgage Trust 5.764% 05/15/2038
Other
0.03%
689
Sfo Commercial Mortgage Trust 6.064% 05/15/2038
Other
0.03%
690
Newgate Funding Plc 3.514% 12/15/2050
Other
0.03%
691
Fannie Mae Pool 2.5 04/01/2030
Other
0.02%
692
Lavender Trust 6.25% 10/26/2036
Other
0.02%
693
Countrywide Alternative Loan Trust 5.341% 05/25/2036
Other
0.02%
694
Bear Stearns Alt-A Trust 4.65% 12/25/2046
Other
0.02%
695
Soundview Home Loan Trust 5.372% 09/25/2037
Other
0.02%
696
CSMC Trust Capital Certificates 4.428% 12/29/2037
Other
0.02%
697
Unitedhealth Group, Inc. 5.15% 7/15/2034
Other
0.02%
698
Eurosail Plc 0% 06/13/2045
Other
0.02%
699
Cme-CLP Irs 10/2/27 Rec Fix Gsil_C
Other
0.02%
700
Duke Energy Progress Llc 3.6 09/15/2047
Other
0.02%
701
Structured Asset Mortgage Investments Ii Trust 4.741% 02/25/2036
Other
0.02%
702
Bcap Llc Trust 4.511% 02/26/2036
Other
0.02%
703
Coronado CDO Ltd. 6% 09/04/2038
Other
0.02%
704
Ixis Real Estate Capital Trust 5.247% 09/25/2035
Other
0.02%
705
New Century Home Equity Loan Trust 5.292% 06/25/2035
Other
0.02%
706
Fannie Mae Pool Bt1339 2.50% 7/1/2051
Other
0.02%
707
United Kingdom 4.25% 12/7/2027
Other
0.02%
708
Residential Asset Securitization Trust 6% 08/25/2036
Other
0.02%
709
Jp Morgan Chase Commercial Mortgage Securities Trust 3.99% 12/05/2038
Other
0.02%
710
Jp Morgan Chase Commercial Mortgage Securities Trust 5.507% 04/15/2037
Other
0.02%
711
Mastr Asset-Backed Securities Trust 5.277% 03/25/2035
Other
0.02%
712
Bought GBP / Sold USD
Other
0.02%
713
Rbssp Resecuritization Trust 6% 03/26/2036
Other
0.02%
714
Forward Foreign Currency Contract
Other
0.02%
715
Bear Stearns Asset-Backed Securities I Trust 4.808% 04/25/2035
Other
0.02%
716
Forward Foreign Currency Contract
Other
0.02%
717
Homebanc Mortgage Trust 4.682% 04/25/2037
Other
0.02%
718
Sold KRW Bought USD 20260415
Other
0.02%
719
Ford Motor Credit Co., Llc 6.05% 3/5/2031
Other
0.02%
720
Adjustable Rate Mortgage Trust 4.532% 03/25/2036
Other
0.02%
721
Corestate Capital Holding Sa (8.000% Cash Or 9.000% Pik) 8% 12/31/2026
Other
0.02%
722
Nissan Motor Co. Ltd. 5.25% 07/17/2029
Other
0.02%
723
Bear Stearns Alt-A Trust 4.672% 02/25/2034
Other
0.02%
724
Mid-State Capital Corp. Trust 6.742% 10/15/2040
Other
0.02%
725
218943132.Srdlc 14.99 2027-08-11
Other
0.02%
726
Forward Foreign Currency Contract
Other
0.02%
727
EUR/USD Fwd 20260916
Other
0.02%
728
Ceska Sporitelna As,3.743,2032-09-09
Other
0.02%
729
United Nations Development Corp. Rev. 6.54% 8/1/55
Other
0.02%
730
Receive 6-Month Eur-Euribor 0.25% 03/18/2050
Other
0.02%
731
Fnma Pool Al3344 Fn 10/42 Fixed Var
Other
0.02%
732
Soundview Home Loan Trust 5.247% 11/25/2035
Other
0.02%
733
Lehman Mortgage Trust 6.5% 09/25/2037
Other
0.02%
734
Indymac Indx Mortgage Loan Trust 3.338% 05/25/2037
Other
0.02%
735
Greengrove Re Ltd. 11.654% 04/08/2032
Other
0.02%
736
Thames Water Utilities Finance Plc 5.5% 02/11/2043
Other
0.02%
737
Heathrow Funding Ltd 5.875 2041-05-13 5.875 2041-05-13
Other
0.02%
738
Southwest Gas Corp
Other
0.02%
739
Freddie Mac Pool 4.5 09/01/2050
Other
0.02%
740
Natixis Commercial Mortgage Securities Trust 3.655% 08/15/2036
Other
0.02%
741
Countrywide Alternative Loan Trust 2.878% 07/25/2036
Other
0.02%
742
PURCHASED USD / SOLD JPY
Other
0.02%
743
Sold BRL Bought USD 20260702
Other
0.02%
744
CAD260424 2026-04-24
Other
0.02%
745
Fhlmc 30Yr Umbs Mirror 3 05/01/2049
Other
0.02%
746
Nissan Motor Co. Ltd. 6.375% 07/17/2033
Other
0.02%
747
Irs PLN 5.05500 11/04/24-9Y* Cme
Other
0.02%
748
Forward Foreign Currency Contract
Other
0.02%
749
Synthetic Cash - Qgs USD
Other
0.02%
750
Fremont Home Loan Trust 5.337% 06/25/2035
Other
0.02%
751
Lux 6.841% 08/15/2040
Other
0.02%
752
Fw3909923.Srdup 20.92 2028-08-02
Other
0.02%
753
Gsamp Trust 4.332% 01/25/2037
Other
0.02%
754
Csab Mortgage-Backed Trust 5.5% 05/25/2037
Other
0.02%
755
Bcap Llc Trust 6% 08/26/2037
Other
0.02%
756
Bought TRY / Sold USD
Other
0.02%
757
Sold BRL Bought USD 20260402
Other
0.02%
758
Oakwood Mortgage Investors, Inc. 8.49% 10/15/2030
Other
0.02%
759
EUROGRID GMBH RegS 3.72 04/27/2030
Other
0.02%
760
Morgan Stanley Abs Capital I, Inc. Trust 4.492% 10/25/2036
Other
0.02%
761
Alabama Power Co Sr Unsecured 03/39 6
Other
0.02%
762
Cologix Canadian Issuer Lp 7.74% 01/25/2052
Other
0.02%
763
General Motors Financial Co Inc 3.6 06/21/2030
Other
0.02%
764
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 13.059% 09/25/2060
Other
0.02%
765
Eskom 4.65% 06/30/2029
Other
0.02%
766
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.25% 09/25/2060
Other
0.02%
767
Elevance Health, Inc. 5.70% 9/15/2055
Other
0.02%
768
Jp Morgan Alternative Loan Trust 6.46% 12/25/2036
Other
0.02%
769
Radnor Township School District 5 08/15/2042
Other
0.02%
770
Indymac Imsc Mortgage Loan Trust 3.839% 06/25/2037
Other
0.02%
771
Jp Morgan Mortgage Acquisition Trust 4.572% 07/25/2036
Other
0.02%
772
Citigroup Mortgage Loan Trust, Inc. 5.247% 10/25/2035
Other
0.02%
773
Rbssp Resecuritization Trust 5.231% 09/26/2035
Other
0.02%
774
Merrill Lynch Alternative Note Asset Trust 6% 05/25/2037
Other
0.02%
775
Circor International, Inc. 0.5% 06/20/2029
Other
0.02%
776
Rbssp Resecuritization Trust 5.162% 05/26/2037
Other
0.02%
777
Integrity RE III Ltd. 29.404% 06/06/2027
Other
0.02%
778
Rga Global Funding 5.25% 1/9/2030
Other
0.02%
779
Argent Securities Trust 4.472% 06/25/2036
Other
0.02%
780
Sold PLN Bought USD 20260617
Other
0.02%
781
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates 5.247% 07/25/2035
Other
0.02%
782
Mastr Asset-Backed Securities Trust 5.172% 10/25/2035
Other
0.02%
783
Mnsn Holdings Inc
MSN:VEUnknown
0.02%
784
Tgs Asa 8.5% 01/15/2030
TGSNO 8.5 01/15/30 REnergy
0.02%
785
Inf Swap Us It 2.52 03/27/25-5Y Lch
Other
0.02%
786
Nature Coast Re Ltd. 13.654% 04/10/2033
Other
0.02%
787
Spruce Bidco Ii, Inc. 9.13% 01/30/2032
Other
0.02%
788
Gsamp Trust 4.522% 12/25/2036
Other
0.02%
789
Gs Mortgage Securities Corp. Trust 3.871% 02/10/2037
Other
0.02%
790
Abx.He.Penaaa.7-1 Index 0.09% 08/25/2037
Other
0.02%
791
Hsi Asset Loan Obligation Trust 6% 06/25/2037
Other
0.02%
792
31750S7L3 Pimco Cdsopt Put USD 0.65 20260520
Other
0.02%
793
Dominican Republic International Bonds 10.75% 06/01/2036
Other
0.02%
794
Square 4.53 45214 2023-10-15
Other
0.02%
795
Mastr Asset-Backed Securities Trust 5.352% 03/25/2035
Other
0.02%
796
Mastr Asset-Backed Securities Trust 5.322% 05/25/2035
Other
0.02%
797
East Lane Re VII Ltd. 12.822% 03/31/2026
Other
0.02%
798
Fnma 30Yr Umbs Super 5.5 03/01/2053
Other
0.02%
799
Alamo Re Ltd. 15.784% 06/08/2026
Other
0.02%
800
Chl Mortgage Pass-Through Trust 6% 08/25/2037
Other
0.02%
801
Peru (Republic Of) 7.6% Aug 12, 2039
Other
0.02%
802
Nvidia Corp 5.63 06/15/2056
Other
0.02%
803
Dbgs Mortgage Trust 5.228% 06/15/2033
Other
0.02%
804
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.187% 09/25/2035
Other
0.02%
805
Mill City Mortgage Loan Trust 3.653% 08/25/2058
Other
0.02%
806
Bridgecrest Lending Auto Securitization Trust 2026-2 4.56 02/17/2032
Other
0.02%
807
American Homes 4 Rent Lp 4.95 06/15/2030
Other
0.02%
808
Altice France Sa 4% 07/15/2029
Other
0.02%
809
Abx.He.Aaa.07-2 Sp Ulo
Other
0.02%
810
Conseco Finance Corp. 7.5% 03/01/2030
Other
0.02%
811
Altice France Sa 7.52% 08/15/2028
Other
0.02%
812
T 4 1/8 09/30/27
Other
0.02%
813
Fannie Mae Pool 3.5 09/01/2026
Other
0.02%
814
Square 4.96 46470 2027-03-24
Other
0.01%
815
Broadstone Net Lease Llc Company Guar 09/31 2.6
Other
0.01%
816
Jefferies Resecuritization Trust 6% 12/26/2036
Other
0.01%
817
Mastr Asset-Backed Securities Trust 4.492% 08/25/2036
Other
0.01%
818
Jp Morgan Resecuritization Trust 6% 09/26/2036
Other
0.01%
819
Romanian Government International Bond 5.750 09/16/2030 5.75 2030-09-16
Other
0.01%
820
Bear Stearns Alt-A Trust 4.167% 11/25/2036
Other
0.01%
821
Rockford Tower Clo Ltd. 0% 10/20/2031
Other
0.01%
822
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.25% 03/25/2061
Other
0.01%
823
Bbcms Mortgage Trust 3.811% 02/15/2053
Other
0.01%
824
Conseco Finance Securitizations Corp. 8.26% 12/01/2030
Other
0.01%
825
European Investment Bank 0 2027-06-17
Other
0.01%
826
Freddie Mac Pool #Rb5111 2.00% 5/1/2041
Other
0.01%
827
Ashford Hospitality Trust 5.223% 04/15/2035
Other
0.01%
828
Maricopa County, Arizona Industrial Development Authority Revenue Notes, Series 2024 7.375% 10/01/2029
Other
0.01%
829
Trs Union Pacific Corp
Other
0.01%
830
First Horizon Mortgage Pass-Through Trust 5.186% 05/25/2037
Other
0.01%
831
Armor RE II Ltd. 14.107% 05/07/2031
Other
0.01%
832
Wamu Mortgage Pass-Through Certificates Trust 4.554% 08/25/2036
Other
0.01%
833
Countrywide Asset-Backed Certificates Trust 5.382% 08/25/2035
Other
0.01%
834
Cvr F Star
Other
0.01%
835
Frisco Independent School District 5 08/15/2036
Other
0.01%
836
Countrywide Alternative Loan Trust 5.5% 12/25/2035
Other
0.01%
837
Domino'S Pizza Master Issuer Llc 4.93 07/25/2055
Other
0.01%
838
Caterpillar Inc 6.05 08/15/2036
Other
0.01%
839
Csail 2019-C18 Commercial Mortgage Trust
Other
0.01%
840
Rockford Tower Clo Ltd. 0% 10/20/2030
Other
0.01%
841
Malaysia Government Bond 4.762 2037-04-07
Other
0.01%
842
Centrica Plc
Other
0.01%
843
Morgan Stanley Abs Capital I, Inc. Trust 4.342% 10/25/2036
Other
0.01%
844
U.S. Treasury 3.50% 1/31/2028
Other
0.01%
845
Chile (Republic Of) 4.34% 3/7/2042
Other
0.01%
846
Mastr Asset-Backed Securities Trust 4.752% 06/25/2036
Other
0.01%
847
Banc Of America Funding Trust 6.593% 09/20/2046
Other
0.01%
848
Csmc Mortgage-Backed Trust 6% 07/25/2036
Other
0.01%
849
Myr/USD Fwd 20260309 Mrmdus33
Other
0.01%
850
Toronto-Dominion Bank (The) 4.693 09/15/2027 4.693 2027-09-15
Other
0.01%
851
Mph Acquisition Holdings Llc 8.06% 12/31/2030
Other
0.01%
852
Detroit, Michigan General Obligation Bonds, Series 2014 4% 04/01/2044
Other
0.01%
853
Securitized Asset-Backed Receivables Llc Trust 5.247% 12/25/2034
Other
0.01%
854
Iodex Io Fut Sep26
Other
0.01%
855
Morgan Stanley Abs Capital I, Inc. Trust 4.372% 11/25/2036
Other
0.01%
856
Vistra Corp 5.55 04/30/2036
Other
0.01%
857
Forward Foreign Currency Contract
Other
0.01%
858
Big Commercial Mortgage Trust 6.491% 02/15/2039
Other
0.01%
859
Countrywide Asset-Backed Certificates 5.172% 03/25/2047
Other
0.01%
860
Residential Asset Securitization Trust 5.5% 07/25/2035
Other
0.01%
861
Csmc Trust 4.132% 05/27/2036
Other
0.01%
862
Sweden Government International Bond 2 2028-06-26
Other
0.01%
863
Citigroup Mortgage Loan Trust, Inc. 6.423% 03/25/2036
Other
0.01%
864
317Uc30A1 Pimco Swaption 4.088 Put USD 2026050
Other
0.01%
865
Bought EUR Sold USD 20260402
Other
0.01%
866
Lch - USD Zcis 4/28/55 Rec Cpi_C
Other
0.01%
867
Romania Government International Bonds 5.625% 02/22/2036
Other
0.01%
868
Ford Motor Credit Co., Llc 7.122% 11/7/2033
Other
0.01%
869
Credit Suisse First Boston Mortgage Securities Corp. 7.5% 05/25/2032
Other
0.01%
870
Dbgs Mortgage Trust 5.66% 10/15/2036
Other
0.01%
871
Thames Water Utilities Finance Plc 6.5% 02/09/2034
Other
0.01%
872
Worldwide Plaza Trust 3.715% 11/10/2036
Other
0.01%
873
Specialty Underwriting & Residential Finance Trust 3.687% 02/25/2037
Other
0.01%
874
Fixed Inc Clearing Corp.Repo
Other
0.01%
875
Ukraine Government International Bonds 0% 02/01/2036
Other
0.01%
876
Fx Forwards
Other
0.01%
877
Banc Of America Funding Trust 5.557% 04/20/2035
Other
0.01%
878
Csmc Trust 5.665% 07/15/2038
Other
0.01%
879
Csmc Trust 3.904% 11/10/2032
Other
0.01%
880
Hestia Re Ltd. 10.659% 03/13/2032
Other
0.01%
881
Gsc Capital Corp. Mortgage Trust 4.632% 05/25/2036
Other
0.01%
882
Belgium (Kingdom Of), Series 89, 0.10% 6/22/2030
Other
0.01%
883
Countrywide Alternative Loan Trust 5.75% 04/25/2037
Other
0.01%
884
Federal Home Loan Mortgage Corp. Remics 1.944% 01/25/2051
Other
0.01%
885
Segovia European Clo Dac 0% 04/15/2035
Other
0.01%
886
Rali Trust 6% 12/25/2035
Other
0.01%
887
Benchmark Mortgage Trust 3.094% 04/15/2054
Other
0.01%
888
Bcap Llc Trust 6% 10/26/2037
Other
0.01%
889
Sold PLN Bought USD 20260415
Other
0.01%
890
Egypt Government International Bonds 1% 06/20/2029
Other
0.01%
891
186850090.SRDLC
Other
0.01%
892
Credit Suisse Ag At1 Claim
CSGN:SMUnknown
0.01%
893
Pearland Independent School District 5 02/15/2031
Other
0.01%
894
Hyundai Capital America Eur Reg S Sr Unsec 2.875% 06-26-28 2.875 2028-06-26
Other
0.01%
895
Fannie Mae Pool
Other
0.01%
896
Barclays Plc 4.52 02/24/2032
Other
0.01%
897
Square 5.33 46556 2027-06-18
Other
0.01%
898
Fannie Mae Pool Cb3356 2.50% 4/1/2052
Other
0.01%
899
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 6% 04/25/2037
Other
0.01%
900
Fannie Mae Pool 2.5 10/01/2051
Other
0.01%
901
Cash
Other
0.01%
902
Bear Stearns Alt-A Trust 4.592% 06/25/2046
Other
0.01%
903
Pagaya Ai Debt Grantor Trust 10.273% 04/15/2032
Other
0.01%
904
Rfr USD Sofr/3.84200 12/26/23-10Y Lch
Other
0.01%
905
Sold ILS Bought USD 20260406
Other
0.01%
906
Jp Morgan Mortgage Trust 4.677% 06/25/2037
Other
0.01%
907
Bcap Llc Trust 6% 06/26/2037
Other
0.01%
908
Sold GBP Bought USD 20260402
Other
0.01%
909
Colt Mortgage Loan Trust
Other
0.01%
910
Carlyle Global Market Strategi Cgmse 2025 1A A1 144A 3.206 08/15/2038
Other
0.01%
911
Cswf Corp. 5.332% 06/15/2034
Other
0.01%
912
Bear Stearns Alt-A Trust 5.397% 01/25/2035
Other
0.01%
913
Impac Secured Assets Corp. 5.132% 03/25/2036
Other
0.01%
914
Anheuser- 3.75% 03/22/37
Other
0.01%
915
Morgan Stanley Residential Mortgage Loan Trust 0.375% 12/25/2068
Other
0.01%
916
Carrington Mortgage Loan Trust 4.352% 03/25/2035
Other
0.01%
917
Banc Of America Funding Trust 0% 06/26/2035
Other
0.01%
918
New Century Home Equity Loan Trust 5.217% 06/25/2035
Other
0.01%
919
Indonesia Treasury Bond
Other
0.01%
920
Citigroup Mortgage Loan Trust, Inc. 5.5% 12/25/2035
Other
0.01%
921
Indymac Indx Mortgage Loan Trust 4.073% 11/25/2036
Other
0.01%
922
Cdx Hy41 5Y Ice
Other
0.01%
923
Hess Midstream Operations, Lp 5.50% 10/15/2030
Other
0.01%
924
Aust 3Yr Bond Fut Mar26
Other
0.01%
925
Mft Mortgage Trust 3.358% 02/10/2042
Other
0.01%
926
Enterprise Products Operating Llc 5.375% 02/15/2078 5.375 2078-02-15
Other
0.01%
927
Countrywide Alternative Loan Trust 5.5% 11/25/2035
Other
0.01%
928
Pagaya Ai Debt Grantor Trust 5.617% 04/15/2032
Other
0.01%
929
Energean Israel Finance Ltd 5.88% Mar 30, 2031
Other
0.01%
930
Orange Capital Re Dac 7.979% 01/17/2029
Other
0.01%
931
Carlyle Global Market Strategies CLO Ltd. 0% 04/17/2031
Other
0.01%
932
New Century Home Equity Loan Trust 5.052% 03/25/2035
Other
0.01%
933
Argentine Republic Government International Bond 3.5 07/09/2041
Other
0.01%
934
Thames Water Utilities Finance Plc 7.75% 04/30/2046
Other
0.01%
935
State Of Illinois 5 05/01/2033
Other
0.01%
936
Countrywide Alternative Loan Trust 6% 01/25/2037
Other
0.01%
937
Dbgs Mortgage Trust 5.043% 06/15/2033
Other
0.01%
938
Fed Hm Ln Pc Pool G18522 Fg 08/29 Fixed 3
Other
0.01%
939
U.S. Treasury 3.875% 6/30/2028
Other
0.01%
940
Bear Stearns Arm Trust 4.247% 06/25/2047
Other
0.01%
941
A-Ag Us Gsi Bidco Inc 8.67 2031-10-31
Other
0.01%
942
Petroleos Mexicanos 1% 12/20/2028
Other
0.01%
943
Towd Point Mortgage Trust 4% 01/25/2060
Other
0.01%
944
Sold JPY Bought USD 20260507
Other
0.01%
945
Morgan Stanley Capital I Trust 6.509% 12/15/2036
Other
0.01%
946
Citigroup Mortgage Loan Trust, Inc. 6.5% 09/25/2036
Other
0.01%
947
Citigroup Mortgage Loan Trust, Inc. 3.976% 07/25/2036
Other
0.01%
948
Bought MXN Sold USD 20260617
Other
0.01%
949
Morgan Stanley Mortgage Loan Trust 4.643% 05/25/2036
Other
0.01%
950
American Home Mortgage Investment Trust 4.812% 03/25/2037
Other
0.01%
951
Fx Forward Contract: KRW/USD Settle 2026-05-12
Other
0.01%
952
Forward Foreign Currency Contract
Other
0.01%
953
Huntington Bank Auto Credit-Linked Notes 8.389% 10/20/2032
Other
0.01%
954
Mill City Mortgage Loan Trust 0% 08/25/2059
Other
0.01%
955
Targa Resources Corp 6.5 03/30/2034
Other
0.01%
956
216652539.Srdlc 30.99 2028-05-21
Other
0.01%
957
Cds Nrg Energy Inc
Other
0.01%
958
Forward Foreign Currency Contract
Other
0.01%
959
Forward Foreign Currency Contract
Other
0.01%
960
Federal National Mortgage Association Remics 4% 06/25/2050
Other
0.01%
961
Amazon.Com Inc 1.5 06/03/2030
Other
0.01%
962
Forward Foreign Currency Contract
Other
0.01%
963
Titulos De Tesoreria Bonds 01/35 11.75
Other
0.01%
964
ZAR251110 - 11/10/2025
Other
0.01%
965
Quercus Re Dac 10.017% 01/06/2031
Other
0.01%
966
Fx Forward Contract: USD/PLN Settle 2026-03-18
Other
0.01%
967
Countrywide Alternative Loan Trust 5.5% 02/25/2036
Other
0.01%
968
Boeing Co/The 5.81 05/01/2050
Other
0.01%
969
Countrywide Alternative Loan Trust 5.5% 07/25/2035
Other
0.01%
970
Forward Foreign Currency Contract
Other
0.01%
971
Morgan Stanley Abs Capital I, Inc. Trust 5.307% 03/25/2035
Other
0.01%
972
Rali Trust 4.692% 06/25/2037
Other
0.01%
973
New Century Home Equity Loan Trust 5.397% 03/25/2035
Other
0.01%
974
Gs Mortgage Securities Corp. Trust 5.397% 07/15/2035
Other
0.01%
975
Receive 1-Day USD-Sofr Compounded-Ois 2.75% 12/16/2045
Other
0.01%
976
Sold TWD Bought USD 20251020
Other
0.01%
977
Bought ILS Sold USD 20260610
Other
0.01%
978
Bought CAD Sold USD 20260402
Other
0.01%
979
Fnma Pool Ma3985 Fn 04/35 Fixed 3
Other
0.01%
980
BKV Upstream Midstream LLC 7.5% 10/15/2030
Other
0.01%
981
Option One Mortgage Loan Trust 4.712% 01/25/2037
Other
0.01%
982
Indymac Indx Mortgage Loan Trust 4.037% 06/25/2036
Other
0.01%
983
Structured Adjustable Rate Mortgage Loan Trust 4.587% 08/25/2036
Other
0.01%
984
Thames Water Utilities Finance Plc 4% 04/18/2029
Other
0.01%
985
Countrywide Alternative Loan Trust 4.522% 06/25/2037
Other
0.01%
986
Uy Scuti Acquisition Corp Rights
Other
0.01%
987
Nykredit Realkredit As, Series Cce, 1.00% 10/1/2050
Other
0.01%
988
317U8Ava6 Pimco Fppswaption 4.098 Call USD
Other
0.01%
989
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust 5.5% 12/25/2035
Other
0.01%
990
212385813.Srdlc
Other
0.01%
991
Pound Sterling
Other
0.01%
992
Inf Swap Gb Ni 3.5 08/15/24-10Y Lch
Other
0.01%
993
Equifax Inc 5.65 08/15/2033
Other
0.01%
994
Pret Llc 5.657% 08/25/2055
Other
0.01%
995
Triborough Bridge & Tunnel Authority 5 05/15/2030
Other
0.01%
996
Ghana Government International Bonds 0% 01/03/2030
Other
0.01%
997
Starm Mortgage Loan Trust 6.614% 02/25/2037
Other
0.01%
998
Bonanza Re Ltd. 3.97% 01/08/2026
Other
0.01%
999
Landesbank Baden-Wuerttemberg 0.25 2033-05-19
Other
0.01%
1000
Chl Mortgage Pass-Through Trust 5.147% 11/25/2035
Other
0.01%
1001
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 12.632% 11/25/2060
Other
0.01%
1002
Fannie Mae Pool Ca3976 4.00% 8/1/2049
Other
0.01%
1003
Bought MYR Sold USD 20260415
Other
0.01%
1004
Rali Trust 6% 09/25/2036
Other
0.01%
1005
Cifc Funding Ltd. 0% 04/24/2030
Other
0.01%
1006
Rfr USD Sofr/3.75000 09/02/25-7Y* Lch
Other
0.01%
1007
Morgan Stanley Re-Remics Trust 7.306% 03/26/2037
Other
0.01%
1008
Gsamp Trust 4.412% 12/25/2036
Other
0.01%
1009
Chl Mortgage Pass-Through Trust 5.555% 06/25/2047
Other
0.01%
1010
Thames Water Utilities Finance Plc 4.625% 06/04/2048
Other
0.01%
1011
Fannie Mae Pool Fm9086 2.50% 10/1/2051
Other
0.01%
1012
Mill City Mortgage Loan Trust 3.853% 08/25/2059
Other
0.01%
1013
Ally Bank Auto Credit-Linked Notes 11.395% 09/15/2032
Other
0.01%
1014
Countrywide Alternative Loan Trust 5.5% 04/25/2037
Other
0.01%
1015
Holcim Finance Luxembourg Sa 2030-03-09
Other
0.01%
1016
Adjustable Rate Mortgage Trust 4.572% 03/25/2037
Other
0.01%
1017
Bsrep Commercial Mortgage Trust 5.615% 08/15/2038
Other
0.01%
1018
Republic Of Turkey Usd 09.1250 07/13/2030
Other
0.01%
1019
Adjustable Rate Mortgage Trust 6.102% 11/25/2037
Other
0.01%
1020
Port Authority Of New York & New Jersey 5 10/15/2034
Other
0.01%
1021
Jpmorgan Mortgage Trust 5.500 06/25/2055
Other
0.01%
1022
Alexandria Real Estate Equities Inc 5.25 05/15/2036
Other
0.01%
1023
Emerson Electric Co 5.25 11/15/2039
Other
0.01%
1024
Fx Forward Contract: USD/AUD Settle 2026-04-28
Other
0.01%
1025
Ukraine Government International Bonds 0% 02/01/2035
Other
0.01%
1026
Fannie Mae Pool 6.50 5/1/2027
Other
0.01%
1027
Romania 7.20% 5/31/2027
Other
0.01%
1028
Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/20/2027
Other
0.01%
1029
Suntrust Alternative Loan Trust 2.878% 04/25/2036
Other
0.01%
1030
Countrywide Alternative Loan Trust 6% 02/25/2037
Other
0.01%
1031
Credit Suisse First Boston Mortgage Securities Corp. 5.322% 02/25/2031
Other
0.01%
1032
Sold BRL Bought USD 20260402
Other
0.01%
1033
Masco Corp 1.5% 2/15/2028
Other
0.01%
1034
Renaissance Home Equity Loan Trust 5.612% 04/25/2037
Other
0.01%
1035
Stratton Mortgage Funding Plc 8.987% 06/20/2060
Other
0.01%
1036
Nature Coast Re Ltd. 13.904% 12/07/2030
Other
0.01%
1037
Reach Abs Trust 7.75% 08/16/2032
Other
0.01%
1038
Adagio VI CLO DAC 0% 04/30/2031
Other
0.01%
1039
Metropolitan Council 5 12/01/2028
Other
0.01%
1040
Carvana Auto Receivables Trust Crvna 2025 P3 A2
Other
0.01%
1041
Athene Global Funding 4.721% 10/8/2029
Other
0.01%
1042
Federal National Mortgage Association Remics 0% 10/25/2042
Other
0.01%
1043
Bought TRY / Sold USD
Other
0.01%
1044
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 11/25/2035
Other
0.01%
1045
L5010707.Srdup 21.42 2030-10-18
Other
0.01%
1046
Volkswagen Intl Finance Nv 3.875%/Var Perp Regs
Other
0.01%
1047
Sold COP Bought USD 20260617
Other
0.01%
1048
Fannie Mae 3.500% 11/01/45
Other
0.01%
1049
Lloyds Banking Group Plc Sr Unsecured 01/35 Var
Other
0.01%
1050
Ukraine Government International Bonds 0% 02/01/2034
Other
0.01%
1051
Forward Foreign Currency Contract
Other
0.01%
1052
Hub International, Ltd. 7.25% 6/15/2030
Other
0.01%
1053
DRB5178644.SRDUP
Other
0.01%
1054
Roper Technologies, Inc. 4.45% 9/15/2030
Other
0.01%
1055
Banc Of America Mortgage Trust 5.75% 05/25/2037
Other
0.01%
1056
Biomarin Phar Cv 01.2500 05/15/2027
Other
0.01%
1057
Sold SEK Bought USD 20260402
Other
0.01%
1058
Square 4.38 45591 2024-10-26
Other
0.01%
1059
Federal Home Loan Mortgage Corp. Remics 0% 11/15/2048
Other
0.01%
1060
Wells Fargo Alternative Loan Trust 6.443% 07/25/2037
Other
0.01%
1061
Receive 1-Day USD-Sofr Compounded-Ois 2.75% 12/16/2045
Other
0.01%
1062
Bought TRY Sold USD 20251107
Other
0.01%
1063
Fannie Mae Pool Ma5674 6.00% 4/1/2055
Other
0.01%
1064
Total Capital Intl Sa 1.618 05/18/2040
Other
0.01%
1065
Bought CNY Sold USD 20251128
Other
0.01%
1066
Aegis Asset-Backed Securities Trust 5.247% 06/25/2035
Other
0.01%
1067
Tgs Asa 8.50% 1/15/2030
Other
0.01%
1068
China Government International Bond 0.0363 11/13/2028
Other
0.01%
1069
Aim Aviation Finance Ltd
Other
0.01%
1070
Gazprom Pjsc Via Gaz Capital Sa 8.625 04/28/2034
Other
0.01%
1071
Wamu Mortgage Pass-Through Certificates Trust 4.037% 06/25/2037
Other
0.01%
1072
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 3.621% 10/25/2058
Other
0.01%
1073
Pagaya Ai Debt Grantor Trust 0% 04/15/2032
Other
0.01%
1074
Bought JPY Sold USD 20260402
Other
0.01%
1075
Fannie Mae Pool #Bu3083 2.50% 1/1/2052
Other
0.01%
1076
Countrywide Asset-Backed Certificates Trust 4.489% 05/25/2036
Other
0.01%
1077
Option One Mortgage Loan Trust 4.602% 04/25/2037
Other
0.01%
1078
Fannie Mae Pool 4 07/01/2048
Other
0.01%
1079
Citigroup Mortgage Loan Trust, Inc. 4.597% 10/25/2035
Other
0.01%
1080
Receive 1-Day USD-Sofr Compounded-Ois 1.36% 02/15/2027
Other
0.01%
1081
Countrywide Asset-Backed Certificates 5.367% 05/25/2035
Other
0.01%
1082
Wamu Mortgage Pass-Through Certificates Trust 4.197% 07/25/2037
Other
0.01%
1083
Countrywide Alternative Loan Trust 4.692% 08/25/2047
Other
0.01%
1084
Forward Foreign Currency Contract
Other
0.01%
1085
Harborview Mortgage Loan Trust 4.783% 06/19/2045
Other
0.01%
1086
Wintershall Dea Finance 2 Bv 6.117 12/31/2099 6.117 2099-12-31
Other
0.01%
1087
Conseco Finance Securitizations Corp. 8.06% 09/01/2029
Other
0.01%
1088
Jp Morgan Chase Commercial Mortgage Securities Trust 5.439% 07/05/2033
Other
0.01%
1089
Oman Government International Bond 5.375%, 03/08/2027
Other
0.01%
1090
Fwdp 2Y Rtp 3.850000 20-Jan-2028
Other
0.01%
1091
Forward Foreign Currency Contract
Other
0.01%
1092
Metinvest Bv 7.650% 10/01/2027
Other
0.01%
1093
Lch - CNY Irs 3/12/30 Rec Fix_C
Other
0.01%
1094
Securitized Asset-Backed Receivables Llc Trust 4.592% 07/25/2036
Other
0.01%
1095
Finastra Usa, Inc. 11.29% 09/13/2029
Other
0.01%
1096
Bear Stearns Asset-Backed Securities I Trust 5.292% 10/25/2035
Other
0.01%
1097
Structured Asset Mortgage Investments Ii Trust 4.692% 08/25/2036
Other
0.01%
1098
Telstra Group Ltd 3.375 2035-03-02
Other
0.01%
1099
Countrywide Alternative Loan Trust 13.366% 05/25/2037
Other
0.01%
1100
Raizen Fuels Finance 5.7 1/17/2035
Other
0.01%
1101
Republic Of South Africa 8.875% 2035-02-28
Other
0.01%
1102
Caisse D'Amortissement De La Dette Sociale 4.88 09/19/2026
Other
0.01%
1103
Countrywide Asset-Backed Certificates Trust 4.366% 10/25/2032
Other
0.01%
1104
Mf1 Trust 6.97% 12/15/2034
Other
0.01%
1105
Receive 1-Day USD-Sofr Compounded-Ois 2.5% 06/20/2048
Other
0.01%
1106
Forward Foreign Currency Contract
Other
0.01%
1107
Ubs Group Ag 3.869% 1/12/2029 (3-Month Usd Cme Term Sofr + 1.672% On 1/12/2028)
Other
0.01%
1108
Fannie Mae Pool 4.50 1/1/2040
Other
0.01%
1109
Putnam Structured Product Funding Ltd. 5.665% 10/15/2038
Other
0.01%
1110
Stream Innovations Issuer Trust 6.27% 07/15/2044
Other
0.01%
1111
(Pipa070) Pgim Core Government Money Market Fund
Other
0.01%
1112
Caesars Entertainment Corp.
CZRConsumer Discretionary
0.00%
1113
Desarrolladora Homex Sab De Common Stock
HOMEX:MXUnknown
0.00%
1114
Gazprom Oao Via Gaz Capital Sa 7.29 08/16/2037
Other
0.00%
1115
Mcdermott International Inc
MCDAFUnknown
0.00%
1116
Sierra Hamilton Holder Llc
Other
0.00%
1117
West Marine (Rising Tide)
WMARUnknown
0.00%
1118
Xbp Europe Holdings Inc
XBPFinancials
0.00%
1119
Corestate Capital Holding Sa
CCAG:SGUnknown
0.00%
1120
Steinhoff International Holdings Nv
SNH:ZAUnknown
0.00%
1121
Bought USD / Sold CNH 10/2025% 10/02/3165
Other
0.00%
1122
Bought BRL / Sold USD 10/2025% 07/07/2428
Other
0.00%
1123
Abu Dhabi Development Ho Sr Unsecured Regs 05/30 4.5
Other
0.00%
1124
Cash Collateral Held Fcm Jpmorgan USD
Other
0.00%
1125
Option One Mortgage Loan Trust 4.772% 03/25/2037
Other
0.00%
1126
Sold TRY Bought USD 20260420
Other
0.00%
1127
Morgan Stanley Re-Remics Trust 5.805% 09/26/2035
Other
0.00%
1128
Sold TWD Bought USD 20260617
Other
0.00%
1129
Fannie Mae Pool Cb8151 5.50% 3/1/2054
Other
0.00%
1130
Indymac Indx Mortgage Loan Trust 3.197% 06/25/2037
Other
0.00%
1131
BOUGHT BRL SOLD USD 20251104
Other
0.00%
1132
Peru (Republic Of) 7.60% 8/12/2039
Other
0.00%
1133
Thames Water Utilities Finance Plc 3.5% 02/25/2030
Other
0.00%
1134
Lealand Finance Co. Bv 7.28% 06/30/2027
Other
0.00%
1135
Freddie Mac Gold Pool 3 02/01/2031
Other
0.00%
1136
Jp Morgan Alternative Loan Trust 4.882% 11/25/2036
Other
0.00%
1137
Mexico Government International Bond 3 2045-03-06
Other
0.00%
1138
Bought ILS Sold USD 20260610
Other
0.00%
1139
Venator Material, Llc, Term Loan, (Usd-Sofr + 10.00%) 8.00% Pik And 2.00% Cash 10/12/2028
Other
0.00%
1140
Federal National Mortgage Association Remics 3% 01/25/2042
Other
0.00%
1141
Morgan Stanley Mortgage Loan Trust 6% 08/25/2037
Other
0.00%
1142
Gsr Mortgage Loan Trust 4.668% 01/25/2036
Other
0.00%
1143
Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 5.003% 10/25/2046
Other
0.00%
1144
Federal Home Loan Mortgage Corp. Remics 1.629% 06/25/2050
Other
0.00%
1145
Sold EUR Bought USD 20260402
Other
0.00%
1146
Bought PLN / Sold USD 10/2025% 05/23/2340
Other
0.00%
1147
Federal Home Loan Mortgage Corp. Remics 2.213% 04/15/2036
Other
0.00%
1148
Totalenergies Capital International Sa 2.99 06/29/2041
Other
0.00%
1149
Forward Foreign Currency Contract
Other
0.00%
1150
Cbs Corp 3.7% 6/1/2028
Other
0.00%
1151
Pernod Ricard Sa
Other
0.00%
1152
Canada 10 Year Bond
Other
0.00%
1153
Jp Morgan Mortgage Trust 4.526% 05/25/2036
Other
0.00%
1154
Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 5.5% 09/25/2033
Other
0.00%
1155
Bear Stearns Asset-Backed Securities I Trust 6% 12/25/2035
Other
0.00%
1156
Bought USD / Sold EUR
Other
0.00%
1157
Bought USD / Sold IDR
Other
0.00%
1158
Federal Home Loan Mortgage Corp. Remics 4% 03/15/2027
Other
0.00%
1159
Bought USD / Sold IDR
Other
0.00%
1160
Verizon Master Trust 5.02 03/21/2033
Other
0.00%
1161
Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2028
Other
0.00%
1162
Bayou Re Ltd. 22.48% 04/30/2031
Other
0.00%
1163
San Francisco City & County Public Utilities Commission Wastewater Revenue 4 10/01/2042
Other
0.00%
1164
Bought KRW Sold USD 20260420
Other
0.00%
1165
Credit Suisse First Boston Mortgage Securities Corp. 6% 01/25/2036
Other
0.00%
1166
RFR USD SOFR/3.50000 12/20/23-10Y CME
Other
0.00%
1167
Bought USD / Sold ZAR 11/2025% 01/24/7488
Other
0.00%
1168
Banc Of America Alternative Loan Trust 6% 06/25/2037
Other
0.00%
1169
Bought TRY Sold USD 20260406
Other
0.00%
1170
Countrywide Alternative Loan Trust 4.622% 05/25/2036
Other
0.00%
1171
Citigroup Mortgage Loan Trust, Inc. 4.472% 05/25/2037
Other
0.00%
1172
Jp Morgan Chase Commercial Mortgage Securities Trust 6.264% 12/15/2036
Other
0.00%
1173
Jp Morgan Mortgage Trust 4.341% 10/25/2036
Other
0.00%
1174
Chevron Corp., 4.36%, Due 01/30/2026
Other
0.00%
1175
T-Mobile Usa Inc 2.63 02/15/2029
Other
0.00%
1176
Structured Adjustable Rate Mortgage Loan Trust 4.322% 01/25/2036
Other
0.00%
1177
Federal National Mortgage Association Remics 2.169% 12/25/2036
Other
0.00%
1178
Bought IDR Sold USD 20260610
Other
0.00%
1179
Saltaire Finance Plc 1.527 2051-11-23
Other
0.00%
1180
Countrywide Asset-Backed Certificates 4.952% 12/25/2036
Other
0.00%
1181
Wamu Mortgage Pass-Through Certificates Trust 3.825% 03/25/2037
Other
0.00%
1182
San Diego Calif Pub Facs Fing 5.25% 10/15/2052
Other
0.00%
1183
Us Treasury N/B 4% 6/30/2032 4 2032-06-30
Other
0.00%
1184
Angolan Government International Bond 8.25% 05/09/2028
Other
0.00%
1185
Sold JPY Bought USD 20260402
Other
0.00%
1186
Integrity RE III Ltd. 11.904% 06/06/2027
Other
0.00%
1187
OIS
Other
0.00%
1188
Federal Home Loan Mortgage Corp. Remics 1.713% 09/15/2042
Other
0.00%
1189
Countrywide Alternative Loan Trust 6.5% 06/25/2036
Other
0.00%
1190
South Carolina Public Service Authority 5 12/01/2050
Other
0.00%
1191
210822252.Srdlc
Other
0.00%
1192
Bought IDR / Sold USD 12/2025% 09/02/2066
Other
0.00%
1193
Morgan Stanley Repo 9W08
Other
0.00%
1194
Bought USD / Sold KWD 07/2029% 03/22/2250
Other
0.00%
1195
Bought TRY / Sold USD
Other
0.00%
1196
Thames Water Utilities Finance Plc 5.125% 09/28/2039
Other
0.00%
1197
Ambac Assurance Corp. 5.1% 12/31/2099
Other
0.00%
1198
Pay 1-Year Brl-Cdi 11.901% 01/04/2027
Other
0.00%
1199
Gsamp Trust 5.922% 10/25/2034
Other
0.00%
1200
Dominion Energy Inc 6.3 03/15/2033
Other
0.00%
1201
Fannie Mae Pool Fs8783 6.50% 8/1/2054
Other
0.00%
1202
Freddie Mac Pool 3 04/01/2040
Other
0.00%
1203
Fannie Mae Pool
Other
0.00%
1204
Enel Finance Intl Nv
Other
0.00%
1205
Countrywide Alternative Loan Trust 1.807% 12/25/2035
Other
0.00%
1206
Federal National Mortgage Association Remics 4.5% 04/25/2042
Other
0.00%
1207
Fannie Mae Remics
Other
0.00%
1208
Federal Home Loan Mortgage Corp. Remics 1.813% 05/15/2037
Other
0.00%
1209
First Horizon Alternative Mortgage Securities Trust 4.857% 05/25/2036
Other
0.00%
1210
Bought KRW Sold USD 20260413
Other
0.00%
1211
Bought USD / Sold CNH
Other
0.00%
1212
Fx Forward Contract: ZAR/USD Settle 2026-03-10
Other
0.00%
1213
Bought TRY / Sold USD
Other
0.00%
1214
Burford Capital Global Finance Llc 6.25 04/15/2028
Other
0.00%
1215
Lehman Mortgage Trust 6% 01/25/2038
Other
0.00%
1216
Ngn/USD Fwd 20260107 Scblgb2L
Other
0.00%
1217
Canadian Imperial Bank Of Commerce 5.237% 6/28/2027
Other
0.00%
1218
First Horizon Mortgage Pass-Through Trust 4.893% 01/25/2037
Other
0.00%
1219
Countrywide Alternative Loan Trust 4.85% 11/20/2035
Other
0.00%
1220
Bought USD / Sold ZAR
Other
0.00%
1221
Bought CAD / Sold USD
Other
0.00%
1222
Pacific Gas And Electric Company 6.95 03/15/2034
Other
0.00%
1223
Pay 1-Year Brl-Cdi 11.731% 01/04/2027
Other
0.00%
1224
Mexico, 7.75%, 11/13/2042
Other
0.00%
1225
Kaiser Foundation Hospit 2.8100% Mat 06/01/2041
Other
0.00%
1226
Novastar Mortgage Funding Trust 4.612% 11/25/2036
Other
0.00%
1227
Td Securities Usa Llc
Other
0.00%
1228
Bought EUR / Sold USD
Other
0.00%
1229
Bought USD / Sold EUR
Other
0.00%
1230
Ascent Resources Utica Holdings Llc / Aru Finance Corp 0.0663 10/15/2032
Other
0.00%
1231
Gsamp Trust 4.592% 04/25/2036
Other
0.00%
1232
Bought USD / Sold ZAR
Other
0.00%
1233
Jp Morgan Chase Commercial Mortgage Securities Trust 7.014% 12/15/2036
Other
0.00%
1234
Freddie Mac Pool 7 08/01/2054
Other
0.00%
1235
Peru Government International Bonds 6.95% 08/12/2031
Other
0.00%
1236
C$ Curr 9Am Feb26C 73
Other
0.00%
1237
Federal National Mortgage Association Remics 2.249% 06/25/2037
Other
0.00%
1238
Bought USD / Sold IDR
Other
0.00%
1239
Bought USD / Sold BRL 10/2025% 05/12/4791
Other
0.00%
1240
Titulos De Tesoreria 9.250000% 05/28/2042
Other
0.00%
1241
Countrywide Alternative Loan Trust 5.75% 05/25/2036
Other
0.00%
1242
Gsr Mortgage Loan Trust 4.722% 07/25/2037
Other
0.00%
1243
Federal Home Loan Mortgage Corp. Remics 2.113% 05/15/2041
Other
0.00%
1244
Chl Mortgage Pass-Through Trust 4.872% 03/25/2035
Other
0.00%
1245
Jm Smucker Co/The 4.375 03/15/2045
Other
0.00%
1246
Avis Budget Car Rental Llc / Avis Budget Finance Inc 0.0838 06/15/2032
Other
0.00%
1247
9842363.Srdsq 5.47 2027-03-25
Other
0.00%
1248
Ois Payfix USD 3.41% 03-09-23/07-28-45 Lch
Other
0.00%
1249
Sold GBP Bought USD 20260402
Other
0.00%
1250
Bought KWD / Sold USD 06/2026% 11/02/3252
Other
0.00%
1251
Greensaif Pipelines Bidco Sarl 5.852% 2/23/2036
Other
0.00%
1252
212372136.Srdlc
Other
0.00%
1253
317Ua1Da3 Pimco Swaption 3.038 Call USD 202608
Other
0.00%
1254
Bought CAD / Sold USD
Other
0.00%
1255
Bought USD / Sold HUF
Other
0.00%
1256
Conseco Finance Corp. 6.53% 02/01/2031
Other
0.00%
1257
Federal Home Loan Mortgage Corp. Remics 3.293% 09/15/2036
Other
0.00%
1258
Fixed Inc Clearing Corp.Repo 2026-02-02
Other
0.00%
1259
Hg COPper Fut Opt Mar26C 755
Other
0.00%
1260
Banc Of America Funding Trust 4.31% 09/20/2037
Other
0.00%
1261
Ginnie Mae I Pool 7.00 7/15/2029
Other
0.00%
1262
Bought EUR / Sold USD
Other
0.00%
1263
Comm 2013-Cr13 D 144A 05.1119 11/10/2046 5.1119 2046-11-10
Other
0.00%
1264
Forward Foreign Currency Contract
Other
0.00%
1265
Inter-American Development Bank 7.00% 4/17/2033
Other
0.00%
1266
Pay 1-Year Brl-Cdi 11.746% 01/04/2027
Other
0.00%
1267
Forward Foreign Currency Contract
Other
0.00%
1268
Federal Home Loan Mortgage Corp. STRIPS 1.463% 04/15/2039
Other
0.00%
1269
Bought USD / Sold KWD 05/2030% 01/31/3967
Other
0.00%
1270
State Of North Rhine-Westphalia Germany 0 2029-01-15
Other
0.00%
1271
Henley Clo Xiv Dac
Other
0.00%
1272
Wamu Mortgage Pass-Through Certificates Trust 5.033% 10/25/2046
Other
0.00%
1273
Bought IDR / Sold USD 10/2025% 07/26/2015
Other
0.00%
1274
Residential Asset Mortgage Products Trust 5.142% 04/25/2034
Other
0.00%
1275
Specialty Underwriting & Residential Finance Trust 4.972% 03/25/2037
Other
0.00%
1276
Bpce Sfh Regs 3.25% Apr 12, 2028
Other
0.00%
1277
Bought BRL / Sold USD 10/2025% 07/07/2428
Other
0.00%
1278
Broadcom Inc 4.6 01/15/2033 4.6 2033-01-15
Other
0.00%
1279
Harley-Davidson Motorcycle Trust 2025-A 4.67 04/15/2030
Other
0.00%
1280
Fx Forwards
Other
0.00%
1281
Bought GBP / Sold USD 10/2025% 01/22/8318
Other
0.00%
1282
Bought PLN / Sold USD 10/2025% 03/19/2190
Other
0.00%
1283
Peru Government Bonds 6.15% 08/12/2032
Other
0.00%
1284
Bought USD / Sold CZK 12/2025% 08/24/8064
Other
0.00%
1285
OIS
Other
0.00%
1286
Jp Morgan Alternative Loan Trust 6% 12/25/2035
Other
0.00%
1287
District Of Columbia 5 10/15/2028
Other
0.00%
1288
Morgan Stanley Capital I Trust 5.765% 12/15/2036
Other
0.00%
1289
JPY Fwd Sale To USD 2/10/2026
Other
0.00%
1290
Citigroup Mortgage Loan Trust, Inc. 5.5% 11/25/2035
Other
0.00%
1291
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 7.122% 08/25/2032
Other
0.00%
1292
Fnr 2025-102 Da Fnr 2025-102 Da
Other
0.00%
1293
Sold TRY Bought USD 20260417
Other
0.00%
1294
Peru Government International Bonds 5.4% 08/12/2034
Other
0.00%
1295
Bought BRL / Sold USD 12/2025% 10/02/2441
Other
0.00%
1296
India Government Bond
Other
0.00%
1297
Bought AUD / Sold USD 10/2025% 09/06/2693
Other
0.00%
1298
Fhlmc 30Yr Umbs 5 05/01/2056
Other
0.00%
1299
First Horizon Mortgage Pass-Through Trust 5.5% 08/25/2037
Other
0.00%
1300
Citigroup Mortgage Loan Trust, Inc. 6.951% 03/25/2037
Other
0.00%
1301
Japan (2 Year Issue) Bonds 02/27 0.7
Other
0.00%
1302
Irs CLP 5.44000 02/28/25-10Y Cme
Other
0.00%
1303
Sptr Trs Equity Sofr+48 Cib
Other
0.00%
1304
Bought USD / Sold HUF
Other
0.00%
1305
Sold COP Bought USD 20260420
Other
0.00%
1306
Bought MXN Sold USD 20251217
Other
0.00%
1307
Hudson Pacific Properties Lp 5.95% 02/15/2028
Other
0.00%
1308
Countrywide Alternative Loan Trust 6% 11/25/2036
Other
0.00%
1309
Morgan Stanley Bank Of America Merrill Lynch Trust 4.609 08/15/2058 4.609 2058-08-15
Other
0.00%
1310
Sold INR Bought USD 20260407
Other
0.00%
1311
Tampa Bay Water 6 10/01/2029
Other
0.00%
1312
Regal Trust Iv 4.433% 09/29/2031
Other
0.00%
1313
Bought JPY Sold USD 20260402
Other
0.00%
1314
Bought CAD / Sold USD
Other
0.00%
1315
Castell 2025-1 Plc Ser 2025-1 Cl D V/R Regd Reg S /Gbp/ 6.22067000
Other
0.00%
1316
Rocket Cos Inc 6.38 08/01/2033
Other
0.00%
1317
Bought IDR / Sold USD 10/2025% 08/22/2003
Other
0.00%
1318
317Ubkma0 Pimco Swaption 3.4625 Call USD 20260
Other
0.00%
1319
Qualcomm Inc 3.25 05/20/2027
Other
0.00%
1320
First Horizon Alternative Mortgage Securities Trust 2.828% 11/25/2036
Other
0.00%
1321
Pepsico Inc 2.625 10/21/2041
Other
0.00%
1322
Gray Television, Inc. 9.53% 06/04/2029
Other
0.00%
1323
Indymac Indx Mortgage Loan Trust 4.872% 07/25/2036
Other
0.00%
1324
Square 4.53 46377 2026-12-21
Other
0.00%
1325
Countrywide Alternative Loan Trust 6.25% 12/25/2036
Other
0.00%
1326
Peru Government International Bonds 5.4% 08/12/2034
Other
0.00%
1327
Sgd251110 - 11/10/2025
Other
0.00%
1328
Federal National Mortgage Association Remics 2.169% 12/25/2036
Other
0.00%
1329
Bought USD / Sold AUD 11/2025% 08/18/3115
Other
0.00%
1330
New Fortress Energy Inc Term Loan B
Other
0.00%
1331
Ghana Government International Bonds 0% 07/03/2026
Other
0.00%
1332
Bought USD / Sold DOP
Other
0.00%
1333
Intercontinental Exchange Inc 3 09/15/2060
Other
0.00%
1334
Lehman Mortgage Trust 5.739% 04/25/2036
Other
0.00%
1335
Pay 1-Day USD-Sofr Compounded-Ois 3.25% 06/18/2030
Other
0.00%
1336
Bought PLN / Sold USD 10/2025% 08/09/3172
Other
0.00%
1337
Bought USD / Sold CNH
Other
0.00%
1338
Bought PLN / Sold USD 10/2025% 06/29/3254
Other
0.00%
1339
Rali Trust 6% 05/25/2037
Other
0.00%
1340
Sold MXN Bought USD 20260617
Other
0.00%
1341
Rfrf USD Sf+26.161/1.7* 8/12/23-28Y Cme
Other
0.00%
1342
Bought USD / Sold AUD 10/2025% 08/18/3115
Other
0.00%
1343
Bought USD / Sold ZAR
Other
0.00%
1344
Structured Asset Mortgage Investments Ii Trust 4.612% 03/25/2037
Other
0.00%
1345
Chase Mortgage Finance Trust 6% 03/25/2037
Other
0.00%
1346
Pay 1-Year Brl-Cdi 11.275% 01/04/2027
Other
0.00%
1347
Jp Morgan Mortgage Acquisition Trust 4.432% 08/25/2036
Other
0.00%
1348
Securitized Asset-Backed Receivables Llc Trust 4.947% 01/25/2035
Other
0.00%
1349
Bought THB Sold USD 20260420
Other
0.00%
1350
Currency Contract - AUD
Other
0.00%
1351
Bought GBP / Sold USD 10/2025% 01/22/8318
Other
0.00%
1352
Sold PEN Bought USD 20260514
Other
0.00%
1353
European Invt Bk
Other
0.00%
1354
Bought TRY / Sold USD
Other
0.00%
1355
Mitsubishi Ufj Financial Group Inc 5.188 09/12/2036
Other
0.00%
1356
Bear Stearns Arm Trust 4.146% 08/25/2047
Other
0.00%
1357
Government National Mortgage Assn. Pool 004291 6.00% 11/20/2038
Other
0.00%
1358
Rfr USD Sofr/4.0520* 03/16/26-30Y* Lch
Other
0.00%
1359
Bought USD / Sold IDR
Other
0.00%
1360
Piedmont Natural Gas Co Sr Unsecured 03/31 2.5
Other
0.00%
1361
Ing Groep Nv 6.114 09/11/2034
Other
0.00%
1362
First Horizon Alternative Mortgage Securities Trust 5.147% 11/25/2036
Other
0.00%
1363
Service Properties Trust 4.95% 2/15/2027
Other
0.00%
1364
Forward Foreign Currency Contract
Other
0.00%
1365
Bought EUR Sold USD 20260402
Other
0.00%
1366
Bought USD / Sold DOP
Other
0.00%
1367
Pay 1-Year Brl-Cdi 13.927% 01/04/2027
Other
0.00%
1368
Fannie Mae Pool 4.5 08/01/2031
Other
0.00%
1369
Cifi Holdings Group Co. Ltd. 5.25% 05/13/2026
Other
0.00%
1370
Onondaga Civic Development Corp 5 07/01/2033
Other
0.00%
1371
Thames Water Utilities Finance Plc 1.604% 12/23/2029
Other
0.00%
1372
Bought EUR / Sold USD
Other
0.00%
1373
2.58 R Iswp Fwd EUR006M P 09/17/2055
Other
0.00%
1374
Harborview Mortgage Loan Trust 4.808% 06/19/2034
Other
0.00%
1375
Hsbc Securities (Usa) Inc.
Other
0.00%
1376
Csmc Mortgage-Backed Trust 4.872% 07/25/2036
Other
0.00%
1377
American Home Mortgage Assets Trust 4.812% 11/25/2035
Other
0.00%
1378
Winston Re Ltd. 10.404% 02/21/2028
Other
0.00%
1379
Jp Morgan Mortgage Acquisition Trust 4.592% 07/25/2036
Other
0.00%
1380
Euro-bund
Other
0.00%
1381
Indymac Indx Mortgage Loan Trust 4.692% 11/25/2036
Other
0.00%
1382
Ap Core Holdings Ii, Llc 0% 09/01/2027
Other
0.00%
1383
Bought IDR / Sold USD 10/2025% 10/05/2286
Other
0.00%
1384
Charter Communications Operating Llc / Charter Communications Operating Capital 5.38 05/01/2047
Other
0.00%
1385
Bought USD / Sold DOP
Other
0.00%
1386
Align Technology Inc Com
Other
0.00%
1387
EUR/USD Fwd 20260318
Other
0.00%
1388
Rfr USD Sofr/3.97500 03/21/25-10Y Lch
Other
0.00%
1389
Sub General Refunding RB Series 2025F 1.800000%
Other
0.00%
1390
Russian Railways Via Rzd Capital Plc 7.487% 03/25/2031
Other
0.00%
1391
Impac Cmb Trust 4.792% 11/25/2035
Other
0.00%
1392
Bought IDR / Sold USD 12/2025% 03/12/2061
Other
0.00%
1393
Lehman Mortgage Trust 6% 08/25/2036
Other
0.00%
1394
Crédit Agricole Corporate And Investment Bank Sa 4.68% 12/29/2025
Other
0.00%
1395
Bought USD / Sold CNH
Other
0.00%
1396
Bear Stearns Asset-Backed Securities Trust 5.037% 07/25/2036
Other
0.00%
1397
Sold PEN Bought USD 20260617
Other
0.00%
1398
Robert Bosch Investment Nederland BV 2.625 2028-05-24
Other
0.00%
1399
Ois Recfix USD 3.215% 05-10-23/05-10-30 Lch
Other
0.00%
1400
Bought IDR / Sold USD 10/2025% 10/01/2015
Other
0.00%
1401
United Kingdom Gilt 1.125 2073-10-22
Other
0.00%
1402
Bought USD / Sold CAD
Other
0.00%
1403
Morgan Stanley Mortgage Loan Trust 5.75% 12/25/2035
Other
0.00%
1404
California Infrastructure & Economic Development Bank 5 10/01/2031
Other
0.00%
1405
Rfr USD Sofr/3.71500 08/07/24-10Y Lch
Other
0.00%
1406
Contra Gtx Inc Del
Other
0.00%
1407
University Va Univ Revs 4% 04/01/2045
Other
0.00%
1408
Ginnie Mae Ii Pool 3.00 2/20/2050
Other
0.00%
1409
Graphic Packagin
Other
0.00%
1410
Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030
Other
0.00%
1411
Home Equity Mortgage Loan Asset-Backed Trust 4.684% 12/25/2031
Other
0.00%
1412
Bought USD / Sold IDR
Other
0.00%
1413
Public Service Electric And Gas Co. 4.20% 1/1/2031
Other
0.00%
1414
Government National Mortgage Association Remics 2% 12/20/2040
Other
0.00%
1415
Bear Stearns Alt-A Trust 4.932% 05/25/2035
Other
0.00%
1416
Freddie Mac Pool Qj5370 6.00% 10/1/2054
Other
0.00%
1417
Petroleos Mexicanos 4.85% 07/06/2026
Other
0.00%
1418
Major Joint Local Government Bond 0.364 2032-07-23
Other
0.00%
1419
Forward Foreign Currency Contract
Other
0.00%
1420
Thames Water Utilities Finance Plc 2.375% 04/22/2042
Other
0.00%
1421
TWD/USD Fwd 20260916
Other
0.00%
1422
207018904.Srdlc
Other
0.00%
1423
Structured Asset Securities Corp. Mortgage Pass-Through Certificates 5.114% 01/25/2034
Other
0.00%
1424
Freddie Mac Gold Pool 4 12/01/2040
Other
0.00%
1425
Bought USD / Sold ZAR
Other
0.00%
1426
North Dakota Housing Finance Agency 6 01/01/2056
Other
0.00%
1427
Huntington Bancshares Inc/Oh 4.44 08/04/2028
Other
0.00%
1428
Federal Home Loan Mortgage Corp. Remics 2.213% 04/15/2036
Other
0.00%
1429
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 7.122% 08/25/2032
Other
0.00%
1430
Freddie Mac 4.62776 06/25/2055
Other
0.00%
1431
Bought TRY / Sold USD 10/2025% 08/12/2008
Other
0.00%
1432
Cba Commercial Small Balance Commercial Mortgage 6.04% 01/25/2039
Other
0.00%
1433
Forward Foreign Currency Contract
Other
0.00%
1434
CNH Fwd Pur From USD 2/9/2026
Other
0.00%
1435
Sequoia Mortgage Trust 10 5.45% 10/20/2027
Other
0.00%
1436
Constellation En Gen Llc Sr Unsecured 10/39 6.25
Other
0.00%
1437
Bought USD / Sold CNH 10/2025% 10/02/3165
Other
0.00%
1438
Morgan Stanley Mortgage Loan Trust 5.252% 07/25/2035
Other
0.00%
1439
Bought USD / Sold IDR
Other
0.00%
1440
Bought USD / Sold ZAR
Other
0.00%
1441
Bought TRY / Sold USD
Other
0.00%
1442
REPIX_IXRE_UBS
Other
0.00%
1443
Windmill Iii Re Dac 7.147% 07/05/2028
Other
0.00%
1444
Argent Securities Trust 4.512% 04/25/2036
Other
0.00%
1445
J M Smucker Co/The 2.38 03/15/2030
Other
0.00%
1446
Russia Foreign Bonds - Eurobond 5.875% 09/16/2043
Other
0.00%
1447
Gsr Mortgage Loan Trust 6.12% 11/25/2035
Other
0.00%
1448
Bought ZAR / Sold USD 10/2025% 11/04/2676
Other
0.00%
1449
Bought KRW Sold USD 20260423
Other
0.00%
1450
Western Australian Treasury Corp 1.5 2030-10-22
Other
0.00%
1451
Bought EUR / Sold USD
Other
0.00%
1452
Government National Mortgage Association Remics 3.5% 06/20/2042
Other
0.00%
1453
Federal Home Loan Mortgage Corp. Remics 2.093% 09/15/2036
Other
0.00%
1454
203947876.Srdlc
Other
0.00%
1455
Securitized Asset-Backed Receivables Llc Trust 4.732% 02/25/2037
Other
0.00%
1456
Countrywide Alternative Loan Trust 4.622% 08/25/2036
Other
0.00%
1457
Azorra Soar Tlb Finance Ltd 2026 Term Loan B
Other
0.00%
1458
Forward Foreign Currency Contract
Other
0.00%
1459
Country Garden Holdings Co. Ltd. 3.875% 10/22/2030
Other
0.00%
1460
Countrywide Alternative Loan Trust 8.051% 07/25/2035
Other
0.00%
1461
Malaysia Gvt Myr 3.582% 07-15-32
Other
0.00%
1462
Genesis Energy, Lp 7.875% 5/15/2032
Other
0.00%
1463
Bought CAD / Sold USD
Other
0.00%
1464
Square 6.41 46421 2027-02-03
Other
0.00%
1465
Residential Asset Mortgage Products Trust 4.701% 08/25/2033
Other
0.00%
1466
Bought USD / Sold DOP
Other
0.00%
1467
Bought IDR / Sold USD 10/2025% 02/10/2024
Other
0.00%
1468
Bought USD / Sold KWD 05/2029% 01/17/4767
Other
0.00%
1469
Receive 1-Day USD-Sofr Compounded-Ois 2.3% 01/17/2026
Other
0.00%
1470
American International Sr Unsecured 05/35 5.45
Other
0.00%
1471
Fx Forward Contract: Idr/USD Settle 2026-03-25
Other
0.00%
1472
Affrm 2026-X1 B 4.590% 04/15/2031
Other
0.00%
1473
Banc Of America Mortgage Trust 5.975% 01/25/2036
Other
0.00%
1474
Forward Foreign Currency Contract
Other
0.00%
1475
Sold KRW Bought USD 20260427
Other
0.00%
1476
Jp Morgan Resecuritization Trust 6.488% 03/21/2037
Other
0.00%
1477
Bought BRL / Sold USD 12/2025% 10/02/2441
Other
0.00%
1478
Bear Stearns Arm Trust 4.475% 02/25/2036
Other
0.00%
1479
31750Sbi5 Pimco Fxvan Put USD KRW 1350.0000000
Other
0.00%
1480
Soft Bank Group,Inc. 1% 06/20/2026
Other
0.00%
1481
TRY/USD Fwd 20260416 Chasgb2L
Other
0.00%
1482
Bear Stearns Asset-Backed Securities I Trust 2.709% 09/25/2034
Other
0.00%
1483
Bought USD / Sold ZAR
Other
0.00%
1484
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 07/25/2035
Other
0.00%
1485
Chl Mortgage Pass-Through Trust 5.5% 12/25/2034
Other
0.00%
1486
Bcap Llc Trust 3.834% 07/26/2036
Other
0.00%
1487
Adler Group Sa Common Stock
ADJ:BEUnknown
0.00%
1488
Intelsat Emergence Sa
INTEQ:LUUnknown
0.00%
1489
Westmoreland Mining Holdings L Common
WLBAQUnknown
0.00%
1490
Bought JPY Sold USD 20251002
Other
0.00%
1491
Fwdp30Yrtp4.240014Apr2031
Other
0.00%
1492
U.S. Treasury 10 Year Notes Future
Other
0.00%
1493
THB260410
Other
0.00%
1494
Forward Foreign Currency Contract
Other
0.00%
1495
Square 4.84 46368 2026-12-12
Other
0.00%
1496
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates 4.992% 05/25/2035
Other
0.00%
1497
Countrywide Alternative Loan Trust 6% 08/25/2036
Other
0.00%
1498
211488922.Srdlc
Other
0.00%
1499
Thames Water Utilities Ltd. 0% 03/22/2027
Other
0.00%
1500
Bought USD / Sold AUD 11/2025% 08/18/3115
Other
0.00%
1501
California Municipal Finance Authority 5 06/01/2048
Other
0.00%
1502
Thames Water Utilities Finance Plc 1.25% 01/31/2034
Other
0.00%
1503
Bought IDR / Sold USD 12/2025% 05/17/2029
Other
0.00%
1504
BOUGHT BRL SOLD USD 20251002
Other
0.00%
1505
Charles River Re Ltd. 11.536% 05/10/2031
Other
0.00%
1506
Sold TRY Bought USD 20260428
Other
0.00%
1507
Wamu Mortgage Pass-Through Certificates Trust 5.112% 06/25/2044
Other
0.00%
1508
Sumitomo Mitsui Financial Group Inc 2.47 01/14/2029
Other
0.00%
1509
Tsmc Arizona Corp 3.13 10/25/2041
Other
0.00%
1510
Forward Foreign Currency Contract
Other
0.00%
1511
Wamu Mortgage Pass-Through Certificates Trust 4.099% 11/25/2036
Other
0.00%
1512
Wells Fargo Alternative Loan Trust 5.75% 07/25/2037
Other
0.00%
1513
Bought USD / Sold PEN
Other
0.00%
1514
Peco Energy Co 3.05% 3/15/2051
Other
0.00%
1515
Federal Home Loan Mortgage Corp. Remics 1.629% 06/25/2050
Other
0.00%
1516
Bayou Re Ltd. 12.236% 04/30/2031
Other
0.00%
1517
Bought IDR / Sold USD 10/2025% 01/28/2015
Other
0.00%
1518
Air Canada 2020-2A Ptt Acacn 5 1/4 04/01/29
Other
0.00%
1519
Banc Of America Funding Trust 4.376% 10/20/2046
Other
0.00%
1520
Arthur J. Gallagher & Co. 5.15% 2/15/2035
Other
0.00%
1521
Bought USD / Sold CNH
Other
0.00%
1522
Bought IDR / Sold USD 10/2025% 10/01/2015
Other
0.00%
1523
Chl Mortgage Pass-Through Trust 4.731% 05/20/2036
Other
0.00%
1524
Sold PLN Bought USD 20260415
Other
0.00%
1525
Receive 6-Month Eur-Euribor 0.15% 06/17/2030
Other
0.00%
1526
Conseco Finance Securitizations Corp. 7.77% 09/01/2031
Other
0.00%
1527
317U9Zxa8 Pimco Swaption 2.989 Call USD 202608
Other
0.00%
1528
Malaysia (Federation Of), Series 0417, 4.895% 5/8/2047
Other
0.00%
1529
Bear Stearns Asset-Backed Securities I Trust 6% 12/25/2035
Other
0.00%
1530
Mill City Mortgage Loan Trust 0% 04/25/2066
Other
0.00%
1531
Spain Government Bond 3.45 2043-07-30
Other
0.00%
1532
Efmt 0.25% 02/25/2068
Other
0.00%
1533
Ois Payfix USD 4.5335% 06-18-24/06-18-26 Lch
Other
0.00%
1534
Interest Rate Swaps
Other
0.00%
1535
Fhr 5274 Io Io 02.5000 01/25/2051 2.5 2051-01-25
Other
0.00%
1536
Federal National Mortgage Association Remics 1.679% 02/25/2043
Other
0.00%
1537
Pres + Fellows Of Harvar Sr Unsecured 10/40 4.875
Other
0.00%
1538
Square 6.41 44844 2022-10-10
Other
0.00%
1539
Countrywide Alternative Loan Trust 4.952% 10/25/2046
Other
0.00%
1540
Eutelsat Sa 5% 12/20/2025
Other
0.00%
1541
Bought TWD Sold USD 20260423
Other
0.00%
1542
Sold MXN Bought USD 20260617
Other
0.00%
1543
S&P 500 Index Mini Futures Contracts
Other
0.00%
1544
Rali Trust 6% 06/25/2036
Other
0.00%
1545
Sold NOK Bought USD 20260504
Other
0.00%
1546
Federal Home Loan Mortgage Corp. Remics 2.093% 09/15/2036
Other
0.00%
1547
Bought PLN / Sold USD 10/2025% 06/28/2638
Other
0.00%
1548
Times China Holdings Ltd
Other
0.00%
1549
Euro(Fgbl) Bund Futures
Other
0.00%
1550
Altagas, Ltd. 7.200 10/15/2054 7.2 2054-10-15
Other
0.00%
1551
University Of Washington 3.25 07/01/2043
Other
0.00%
1552
Starwood Mortgage Residential Trust 3.935% 11/25/2066
Other
0.00%
1553
Peru (Republic Of) 6.85% Aug 12, 2035
Other
0.00%
1554
Glaxosmithkline Capital Inc 4.5 04/15/2030
Other
0.00%
1555
JPY/USD Fwd 20251105
Other
0.00%
1556
Corestate Capital Holding Sa (8.000% Cash Or 9.000% Pik) 8% 12/31/2026
Other
0.00%
1557
Abx.He.Aa.6-1 Index 0.32% 07/25/2045
Other
0.00%
1558
Bought BRL Sold USD 20260402
Other
0.00%
1559
Bought THB Sold USD 20260420
Other
0.00%
1560
Wamu Mortgage Pass-Through Certificates Trust 3.825% 03/25/2037
Other
0.00%
1561
Cds Oracle Corp
Other
0.00%
1562
Government National Mortgage Association Remics 1.85% 12/20/2048
Other
0.00%
1563
Republic Of 6.625% 02/34 02/15/2034
Other
0.00%
1564
Citigroup Mortgage Loan Trust, Inc. 0% 08/25/2037
Other
0.00%
1565
Solrr Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046
Other
0.00%
1566
Lehman Xs Trust 6.67% 06/24/2046
Other
0.00%
1567
Archrock Partners, Lp 6.625% 9/1/2032
Other
0.00%
1568
Peru Government Bonds 5.35% 08/12/2040
Other
0.00%
1569
Citigroup Mortgage Loan Trust, Inc. 5.5% 11/25/2035
Other
0.00%
1570
Bought IDR / Sold USD 12/2025% 11/05/2060
Other
0.00%
1571
Chl Mortgage Pass-Through Trust 6% 07/25/2037
Other
0.00%
1572
Bought USD / Sold BRL 10/2025% 05/12/4791
Other
0.00%
1573
Freddie Mac Pool Qc4231 2.50% 7/1/2051
Other
0.00%
1574
D.R. Horton Inc 1.4% 10/15/2027
Other
0.00%
1575
206504845.Srdlc
Other
0.00%
1576
Peru Government Bonds 5.35% 08/12/2040
Other
0.00%
1577
Soft Bank Group,Inc. 1% 06/20/2026
Other
0.00%
1578
Washington Mutual Msc Mortgage Pass-Through Certificates Trust 3.725% 06/25/2033
Other
0.00%
1579
Square 6.18 46316 2026-10-21
Other
0.00%
1580
Intel Corp. 5.60% 2/21/2054
Other
-0.01%
1581
US Dollar
Other
-0.01%
1582
Irs EUR 2.50000 03/18/26-5Y Lch
Other
-0.01%
1583
Standard Chartered Bank, London 5.502% 10/31/2025
Other
-0.01%
1584
Volkswagen International Finance Nv 3.748 12/31/2099 3.748 2099-12-31
Other
-0.01%
1585
Td Securities (Usa) Llc 5.254% 04/29/2026
Other
-0.01%
1586
Sold BRL Bought USD 20261002
Other
-0.01%
1587
U.S. Dollar
Other
-0.01%
1588
Bnp Paribas Sa 3.8% Tbd
Other
-0.01%
1589
Ois Payfix USD 3.5535% 02-02-26/02-02-31 Lch
Other
-0.01%
1590
193067174.SRDLC
Other
-0.01%
1591
Sold TRY Bought USD 20260430
Other
-0.01%
1592
Banco Santander Sa 5.365 07/15/2028
Other
-0.01%
1593
Bnp Paribas Sa 4.85% 12/29/2025
Other
-0.01%
1594
American Airlines 2016-2 Class Aa Pass Through Trust 3.2 06/15/2028 3.2 2028-06-15
Other
-0.01%
1595
The Bank Of Nova Scotia - Toronto 5.34% 11/14/2025
Other
-0.01%
1596
Square 4.5 46424 2027-02-06
Other
-0.01%
1597
Merrill Lynch International 2.53% 12/29/2025
Other
-0.01%
1598
Societe Generale, Paris 4.56% 12/24/2025
Other
-0.01%
1599
Fannie Mae Pool 3 04/01/2042
Other
-0.01%
1600
Forward Foreign Currency Contract
Other
-0.01%
1601
Barclays Bank Plc 5.26% 10/01/2025
Other
-0.01%
1602
Rbc (Barbados) Trading Bank Corp. 5.14% 01/09/2026
Other
-0.01%
1603
Forward Foreign Currency Contract
Other
-0.01%
1604
Board Of Trade Of The City Of Chicago, Inc.
Other
-0.01%
1605
Morgan Stanley & Co. International Plc 1.75% Tbd
Other
-0.02%
1606
Air Lease Corp 5.1% 3/1/2029
Other
-0.02%
1607
Deutsche Bank Ag London 5.04% 11/14/2025
Other
-0.02%
1608
U.S. Treasury 4.00% 12/15/2027
Other
-0.02%
1609
Sold IDR Bought USD 20260610
Other
-0.02%
1610
Bnp Paribas Sa 4.55% 12/24/2025
Other
-0.02%
1611
Square 4.59 46091 2026-03-10
Other
-0.02%
1612
Receive Agile Group Holdings Ltd./Pay 0 % 01/28/2036
Other
-0.02%
1613
Barclays Bank Plc 5.33% 01/07/2026
Other
-0.02%
1614
Standard Chartered Bank, London 5.052% 10/31/2025
Other
-0.02%
1615
Long: Bdwfryb98 Trs USD R F 1.00000 Bdwfryba5 Commoditytrs / Short: Bdwfryb98 Trs USD P F .09000 Bdwfrybb3 Commoditytrs
Other
-0.02%
1616
Bought USD / Sold GBP
Other
-0.02%
1617
Square 4.52 46419 2027-02-01
Other
-0.02%
1618
Bnp Paribas Sa 4.87% 10/14/2025
Other
-0.02%
1619
Bought JPY Sold USD 20260402
Other
-0.02%
1620
Barclays Bank Plc 5.44% 11/05/2025
Other
-0.02%
1621
Morgan Stanley Bank Na 5.03% 03/30/2026
Other
-0.02%
1622
Societe Generale, Paris 4.82% 10/07/2025
Other
-0.02%
1623
Bnp Paribas Sa 5.31% 02/11/2026
Other
-0.02%
1624
Ubs Securities Llc 2.53% 12/29/2025
Other
-0.02%
1625
Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2027
Other
-0.02%
1626
Los Angeles Department Of Water & Power 5 07/01/2040
Other
-0.02%
1627
Agence Francaise Develop 3 2034-01-17
Other
-0.02%
1628
Deutsche Bank Ag London 5.102% 10/31/2025
Other
-0.02%
1629
Deutsche Bank Ag London 4.29% Tbd
Other
-0.02%
1630
Republic Of Indonesia Bond Fixed 6.5% 15/Feb/2031
Other
-0.02%
1631
Bought BRL Sold USD 20260402
Other
-0.03%
1632
Nomura Securities International, Inc. 4.5% Tbd
Other
-0.03%
1633
Morgan Stanley Bank Na 5.18% 02/19/2026
Other
-0.03%
1634
Natixis Securities Americas Llc 4.79% 10/28/2025
Other
-0.03%
1635
Forward Foreign Currency Contract
Other
-0.03%
1636
New South Wales Treasury Corp 3 2027-05-20
Other
-0.03%
1637
Gnr 2022-120 Sh Io 01.9511 07/20/2052 1.9511 2052-07-20
Other
-0.03%
1638
OIS
Other
-0.03%
1639
Forward Foreign Currency Contract
Other
-0.03%
1640
Morgan Stanley Bank Na 5.18% 01/09/2026
Other
-0.03%
1641
Bnp Paribas Sa 5.21% 01/22/2026
Other
-0.03%
1642
Deutsche Bank Ag London 5.33% 12/30/2025
Other
-0.03%
1643
Jpmorgan Chase & Co. 4.979 07/22/2028 4.979 2028-07-22
Other
-0.04%
1644
Ubs Ag London 5.34% 10/16/2025
Other
-0.04%
1645
Extended Stay America Trust, Series 2025-Esh, Class A, (1-Month Usd Cme Term Sofr + 1.30%) 4.973% 10/15/2042
Other
-0.04%
1646
Royal Bank Of Canada 4.81% 10/06/2025
Other
-0.04%
1647
Deutsche Bank Ag London 5.402% 10/31/2025
Other
-0.04%
1648
Goldman Sachs Bank Usa 5.304% 04/29/2026
Other
-0.04%
1649
Interstate Power & Light 5.7% 10/15/2033
Other
-0.04%
1650
Molina Healthcare, Inc. 4.38% 6/15/2028
Other
-0.04%
1651
State Of Schleswig-Holstein Germany 1.375 2027-07-14
Other
-0.04%
1652
Gs Mortgage Securities Trust 4.364 11/25/2049 4.364 2049-11-25
Other
-0.04%
1653
Bought INR Sold USD 20260424
Other
-0.04%
1654
Federated Hermes Government Obligations Fund
Other
-0.04%
1655
Crédit Agricole Corporate And Investment Bank Sa 4.76% 12/23/2025
Other
-0.04%
1656
Centene Corp. 0.0425% 12/15/2027
Other
-0.04%
1657
Barclays Bank Plc 4.59% 10/14/2025
Other
-0.04%
1658
Canadian Imperial Bank Of Commerce 5.575% 10/20/2025
Other
-0.04%
1659
Cds Republic Of Turkiye
Other
-0.04%
1660
317Ua0Va5 Pimco Fppswaption 4.485 Put USD
Other
-0.04%
1661
Bnp Paribas Sa 4.66% 12/12/2025
Other
-0.04%
1662
Charter Communications Operating L 5.05 03/30/2029
Other
-0.04%
1663
Gilead Sciences Inc 4.5 02/01/2045
Other
-0.04%
1664
Pique Bidco Tl 12/20/2030
Other
-0.04%
1665
Aquarion Water Authority 5 08/01/2029
Other
-0.04%
1666
Crédit Agricole Corporate And Investment Bank Sa 5.23% 01/23/2026
Other
-0.04%
1667
Standard Chartered Bank, London 5.352% 10/31/2025
Other
-0.04%
1668
Ubs Ltd. 2.809% 12/02/2025
Other
-0.04%
1669
Barclays Plc Sr Unsecured 02/37 Var
Other
-0.05%
1670
Utlutl 5.000 12/15/40
Other
-0.05%
1671
Deutsche Bank Ag London 5.452% 10/31/2025
Other
-0.05%
1672
Morgan Stanley & Co. Llc 5.28% 03/30/2026
Other
-0.05%
1673
Deutsche Bank Ag London 5.002% 10/31/2025
Other
-0.05%
1674
Societe Generale, Paris 5.23% 12/12/2025
Other
-0.05%
1675
Crédit Agricole Corporate And Investment Bank Sa 5.35% 02/11/2026
Other
-0.06%
1676
Barclays Bank Plc 4.3% Tbd
Other
-0.06%
1677
Petroleos Mexicanos 6.375% 1/23/2045
Other
-0.06%
1678
Ubs Securities Llc 4.89% 10/16/2025
Other
-0.06%
1679
Natixis Securities Americas Llc 5.13% 10/08/2025
Other
-0.06%
1680
Barclays Bank Plc 2.15% Tbd
Other
-0.06%
1681
Societe Generale, Paris 5.23% 01/30/2026
Other
-0.06%
1682
East Japan Railway Co 4.875 2034-06-14
Other
-0.06%
1683
Goldman Sachs Bank Usa 5.477% 03/04/2026
Other
-0.06%
1684
The Bank Of Nova Scotia - Toronto 4.94% 11/14/2025
Other
-0.06%
1685
205569647.Srdlc
Other
-0.06%
1686
Petroleos Mexicanos 6.35% 2/12/2048
Other
-0.06%
1687
Nomura Securities International, Inc. 4.35% Tbd
Other
-0.06%
1688
317Ua5Ia9 Pimco Fppswaption 3.1625 Put USD
Other
-0.06%
1689
Deutsche Bank Ag London 2.626% Tbd
Other
-0.06%
1690
Crédit Agricole Corporate And Investment Bank Sa 5.525% 01/26/2026
Other
-0.07%
1691
Deutsche Bank Ag London 5.14% 11/14/2025
Other
-0.07%
1692
Bank Of Nova Scotia London 4.63% 10/10/2025
Other
-0.07%
1693
Natixis Securities Americas Llc 4.79% 10/01/2025
Other
-0.07%
1694
Gilead Sciences Inc 5.5 11/15/2054
Other
-0.07%
1695
Citigroup Global Markets Ltd. 5.475% 01/26/2026
Other
-0.07%
1696
Bnp Paribas Sa 5.06% 01/22/2026
Other
-0.07%
1697
Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2027
Other
-0.07%
1698
Barclays Bank Plc 5.31% 11/14/2025
Other
-0.07%
1699
Barclays Bank Plc 5.33% 12/10/2025
Other
-0.08%
1700
317Uc6Da0 Pimco Swaption 3.9 Put USD 20260420
Other
-0.08%
1701
Waste Management Inc Company Guar 07/27 4.95
Other
-0.08%
1702
Deutsche Bank Ag London 5.152% 10/31/2025
Other
-0.08%
1703
Rbc (Barbados) Trading Bank Corp. 5.41% 01/28/2026
Other
-0.08%
1704
University Tex Univ Revs 5 08/15/2026
Other
-0.08%
1705
Deutsche Bank Ag London 4.79% 11/14/2025
Other
-0.09%
1706
Pacific Gas And Electric Co. 5.80% 5/15/2034
Other
-0.09%
1707
Commonwealth Of Pennsylvania 5 08/15/2031
Other
-0.09%
1708
Rbc (Barbados) Trading Bank Corp. 5.21% 12/08/2025
Other
-0.09%
1709
Bought GBP Sold USD 20251002
Other
-0.09%
1710
Morgan Stanley Bank Na 4.593% 01/26/2026
Other
-0.09%
1711
Spy 09/30/2026 707.05 C
Other
-0.09%
1712
Swap Vm Citi USD 12/31/2060
Other
-0.09%
1713
Ubs Ag London 5.4% 10/03/2025
Other
-0.10%
1714
Treasury Bond 2.88 11/15/2046
Other
-0.10%
1715
Goldman Sachs Bank Usa 5.427% 03/04/2026
Other
-0.10%
1716
Jetti Holdings Ser C Cvt Pfd Stock Pp
Other
-0.10%
1717
Quest Diagnostics Inc 6.4% 11/30/2033
Other
-0.10%
1718
Fswp: Irs Recfix EUR 2.518% 03-10-26/10-10-30 Lch
Other
-0.11%
1719
California Municipal Finance Authority 5 06/01/2042
Other
-0.11%
1720
Rbc (Barbados) Trading Bank Corp. 5.37% 01/28/2026
Other
-0.11%
1721
Strategy, Inc., Series A, 10.00% Junior Subordinated Perpetual Bonds Noncumulative Preferred Shares
Other
-0.11%
1722
Crédit Agricole Corporate And Investment Bank Sa 4.972% 12/29/2025
Other
-0.12%
1723
Sold MXN Bought USD 20260617
Other
-0.12%
1724
Ladder Capital Finance Holdings Lllp 5.50% 8/1/2030
Other
-0.12%
1725
Deutsche Bank Ag London 5.502% 10/31/2025
Other
-0.12%
1726
Hsbc Holdings Plc 5.24% 5/13/2031 (Usd-Sofr + 1.57% On 5/13/2030)
Other
-0.13%
1727
Bought ILS Sold USD 20260617
Other
-0.13%
1728
Barclays Bank Plc 5.4% 12/01/2025
Other
-0.13%
1729
Deutsche Bank Ag London 5.252% 10/31/2025
Other
-0.13%
1730
Usd Call Versus Krw Put
Other
-0.13%
1731
Ubs Ltd. 2.15% Tbd
Other
-0.14%
1732
Munchen Hypobank 2.5 2028-07-04
Other
-0.14%
1733
Bnp Paribas Sa 4.707% 01/26/2026
Other
-0.14%
1734
Citigroup Global Markets Ltd. 5.425% 01/26/2026
Other
-0.14%
1735
Idex Corp Sr Unsecured 09/29 4.95
Other
-0.14%
1736
Ubs Ltd. 2.2% Tbd
Other
-0.14%
1737
Rfr USD Sofr/3.24800 09/18/24-10Y Lch
Other
-0.14%
1738
Deutsche Bank Ag London 4.84% 11/14/2025
Other
-0.14%
1739
Societe Generale, Paris 5.03% 01/30/2026
Other
-0.14%
1740
Deutsche Bank Ag London 5.202% 10/31/2025
Other
-0.15%
1741
General Motors Co 6.6 04/01/2036
Other
-0.15%
1742
Wells Fargo & Co. 5.574% 7/25/2029 (Usd-Sofr + 1.74% On 7/25/2028)
Other
-0.15%
1743
Forward Foreign Currency Contract
Other
-0.15%
1744
Bought ILS Sold USD 20251113
Other
-0.16%
1745
Forward Foreign Currency Contract
Other
-0.16%
1746
Flutter Treasury Dac 5.875% 06/04/2031
Other
-0.16%
1747
Ice 3Mth Sonia Fu Dec26 Ifll 20270316
Other
-0.17%
1748
Angel Oak Mortgage Trust 5.767 12/25/2070
Other
-0.17%
1749
Bofa Securities, Inc. 5.13% 01/23/2026
Other
-0.17%
1750
Tender Option Bond Trust Receipts/Certificates 2.98 2052-01-15
Other
-0.17%
1751
Square 4.51 46380 2026-12-24
Other
-0.17%
1752
Bnp Paribas Sa 4.48% Tbd
Other
-0.18%
1753
Glencore Capital Finance Dac 4.154 2031-04-29
Other
-0.18%
1754
Rbc (Barbados) Trading Bank Corp. 5.16% 03/04/2026
Other
-0.18%
1755
Rbc (Barbados) Trading Bank Corp. 5.36% 03/18/2026
Other
-0.19%
1756
Deutsche Bank Ag London 5.19% 11/14/2025
Other
-0.19%
1757
Rbc (Barbados) Trading Bank Corp. 5.31% 01/09/2026
Other
-0.19%
1758
Societe Generale, Paris 4.56% 12/24/2025
Other
-0.19%
1759
Merrill Lynch International 2.62% 01/16/2026
Other
-0.20%
1760
Hsbc Bank Plc 4.667% 01/19/2026
Other
-0.20%
1761
Duke Energy Carolinas Llc 2.45 02/01/2030
Other
-0.21%
1762
Ficash Mn 4.206% 10/01/25
Other
-0.21%
1763
Republica Federativa Do Brasil
Other
-0.21%
1764
Barclays Bank Plc 5.13% 01/06/2026
Other
-0.21%
1765
Forward Foreign Currency Contract
Other
-0.21%
1766
Deutsche Bank Ag London 5.602% 10/31/2025
Other
-0.21%
1767
Natixis Securities Americas Llc 4.66% 01/23/2026
Other
-0.21%
1768
Bnp Paribas Sa 4.8% 10/31/2025
Other
-0.21%
1769
Deutsche Bank Ag London 5.34% 11/14/2025
Other
-0.21%
1770
Ukraine Government International Bond,0,2036-02-01
Other
-0.22%
1771
Ausgrid Finance Pty Ltd 1.81 02/05/2027
Other
-0.22%
1772
Deutsche Bank Ag London 4.4% Tbd
Other
-0.23%
1773
Barclays Bank Plc 5.42% 10/10/2025
Other
-0.25%
1774
Barclays Bank Plc 4.76% 10/01/2025
Other
-0.25%
1775
Forward Foreign Currency Contract
Other
-0.25%
1776
Bnp Paribas Sa 4.87% 10/14/2025
Other
-0.26%
1777
Texas Instruments, Inc. 5.10% 5/23/2035
Other
-0.26%
1778
Rbc (Barbados) Trading Bank Corp. 5.38% 01/28/2026
Other
-0.26%
1779
Lamar Tex Cons Indpt Sch Dist 4 02/15/2044
Other
-0.27%
1780
Israel Govt Em Sp Cbk
Other
-0.27%
1781
Sunac China Holdings Ltd Regd 144A P/P 6.75000000
Other
-0.27%
1782
Permanent University Fund - University Of Texas System 5 2040-07-01
Other
-0.28%
1783
Fannie Mae Pool 5.50 10/1/2033
Other
-0.30%
1784
Cds Total Energies Se
Other
-0.31%
1785
Natixis Securities Americas Llc 4.63% 01/16/2026
Other
-0.31%
1786
Deutsche Bank Ag London 4.94% 11/14/2025
Other
-0.32%
1787
Fiesta Purchaser, Inc., Term Loan B, (1-Month Usd Cme Term Sofr + 2.75%) 6.466% 2/12/2031
Other
-0.33%
1788
Societe Generale, Paris 5.28% 02/06/2026
Other
-0.33%
1789
Deutsche Bank Ag London 5.352% 10/31/2025
Other
-0.35%
1790
Barclays Bank Plc 5.21% 10/01/2025
Other
-0.37%
1791
Malaysia Govt
Other
-0.38%
1792
Freddie Mac Pool Sd6818 6.00% 8/1/2053
Other
-0.39%
1793
Sold COP Bought USD 20251020
Other
-0.40%
1794
Rbc (Barbados) Trading Bank Corp. 5.28% 01/28/2026
Other
-0.41%
1795
Deutsche Bank Ag London 4.35% Tbd
Other
-0.41%
1796
Bought INR Sold USD 20260407
Other
-0.41%
1797
Deutsche Bank Ag London 5.09% 11/14/2025
Other
-0.42%
1798
Nok Cash
Other
-0.43%
1799
Ubs Ag London 5.35% 10/03/2025
Other
-0.44%
1800
Sold EUR Bought USD 20260402
Other
-0.46%
1801
Bank Of Nova Scotia London 4.63% 10/21/2025
Other
-0.48%
1802
Caisse De Refinancement De L'Habitat Sa 3 2030-01-11
Other
-0.50%
1803
U.S. Bancorp 5.384% 1/23/2030 (Usd-Sofr + 1.56% On 1/23/2029)
Other
-0.52%
1804
Ubs Ag London 5.37% 10/27/2025
Other
-0.52%
1805
Barclays Bank Plc 5.36% 10/01/2025
Other
-0.52%
1806
Soybean Oil Optn Mar26C 60
Other
-0.53%
1807
India Government Bond
Other
-0.53%
1808
Bank Of Nova Scotia London 4.68% 01/08/2026
Other
-0.61%
1809
Hca Inc Company Guar 11/30 4.3
Other
-0.71%
1810
Mizuho Securities Usa 5.25% 03/17/2026
Other
-0.72%
1811
Deutsche Bank Ag London 4.71% 10/17/2025
Other
-0.74%
1812
Forward Foreign Currency Contract
Other
-0.79%
1813
Crédit Agricole Corporate And Investment Bank Sa 5.23% 01/23/2026
Other
-0.89%
1814
Bank Of Nova Scotia London 4.58% 11/03/2025
Other
-1.28%
1815
Bank Of New York Mellon 5.23% 03/27/2026
Other
-1.35%
1816
Forward Foreign Currency Contract
Other
-1.68%
1817
Barclays Bank Plc 5.23% 12/23/2025
Other
-1.88%
1818
Goldman Sachs Bank Usa 5.377% 03/04/2026
Other
-2.15%
1819
Ferrellgas Lp/Ferrellgas Company Guar 144A 01/31 9.25
Other
-3.54%

#	Company	Ticker	Weight
1	Pimco Short-Term Floating Nav Portfolio Iii % 01/00/1900	-	9.710%
2	Seasoned Loans Structured Transaction Trust 6.08% 09/25/2060	-	2.480%
3	AudUSD Euro 9Am Feb26P 69.75	-	2.400%
4	Jp Morgan Securities Llc 4.22% 07/30/2026	-	2.350%
5	Envision Healthcare Corp Equity Equity	EVHC	2.240%
6	Trs Cantaloupe Inc	-	2.190%
7	Beignet 6.85% 06/01/2049	-	1.990%
8	Ecopetrol Sa 7.75% 02/01/2032	ECOPET 7.75 02/01/32	1.700%
9	Comexposium Tbd% 03/28/2026	-	1.680%
10	China (People'S Republic Of), Series Inbk, 3.00% 10/15/2053	-	1.670%
11	Pex Holdings Llc 6.42 2031-11-26	-	1.520%
12	Incora New Equity	-	1.310%
13	Bundesrepublik Deutschland Bundesanleihe 2.5 2035-02-15	-	1.280%
14	X Corp. 10.96% 10/26/2029	-	1.250%
15	Dish Dbs Corp. 5.75% 12/01/2028	-	1.240%
16	Incora Top Holdco Llc 6% 01/30/2033	-	1.170%
17	Coreweave Compute Acquisition Co. IV LLC TBD% 05/16/2029	-	1.150%
18	Forward Air Corp. 8.81% 12/19/2030	-	1.100%
19	Sold THB Bought USD 20260409	-	1.080%
20	Sold CNH Bought USD 20260402	-	1.070%
21	Ivanti Software, Inc. 9.051 - 9.752% 06/01/2029	-	1.050%
22	Incora Intermediate Ii Llc 12.39% 01/31/2030	-	1.000%
23	Peraton Corp. 8.01% 02/01/2028	-	0.980%
24	Gateway Casinos & Entertainment Ltd. 10.28% 12/18/2030	-	0.950%
25	Romania Government International Bonds 6.25% 09/10/2034	-	0.900%
26	211262531.Srdlc	-	0.890%
27	West Allis West Milwaukee School District 3 04/01/2039	-	0.880%
28	Dominican Republic International Bonds 10.5% 03/15/2037	-	0.870%
29	Ares Capital Corp 07.0000 01/15/2027 7 2027-01-15	-	0.870%
30	Subcalidora 2 7.75% 08/14/2029	-	0.870%
31	Central Parent, Inc. 7.25% 07/06/2029	-	0.840%
32	Abslt De Llc 12.84% 05/20/2033	-	0.820%
33	INR/USD Forward	-	0.810%
34	Dish Dbs Corp. 7.75% 07/01/2026	-	0.810%
35	Oi Sa (10.000% Cash Or 6.000% Pik And 7.500% Cash Or 13.500% Pik) 10% 06/30/2027	-	0.800%
36	Scur-Alpha 1503 Gmbh 9.81% 03/29/2030	-	0.800%
37	Sold ILS Bought USD 20251113	-	0.790%
38	Atlas Re Ltd. 0%	-	0.790%
39	Targa Resources Corp 4.35 04/15/2031	-	0.780%
40	Banca Monte Dei Paschi Siena	BMPS:MI	0.770%
41	Fannie Mae Pool Ma4599 3.00% 5/1/2052	-	0.710%
42	Endure Digital, Inc. 7.84% 02/10/2028	-	0.690%
43	Ncl Corp Ltd 6.75 02/01/2032	-	0.680%
44	Sold PHP Bought USD 20260417	-	0.660%
45	Broadcom Inc Sr Unsecured 04/33 3.419	-	0.660%
46	Altice France Sa 5.125% 07/15/2029	-	0.660%
47	Poseidon Bidco Sasu 7% 03/13/2030	-	0.650%
48	Anheuser-Busch Co/Inbev (Abibb 4.7 02/01/36)	-	0.650%
49	Sold PLN Bought USD 20260415	-	0.640%
50	Argentina Republic Government International Bonds 5% 01/09/2038	-	0.610%
51	Topaz Solar Farms Llc 5.75% 09/30/2039	-	0.600%
52	Ocs Group Holdings Ltd. 9.96% 11/28/2031	-	0.560%
53	Unicorn Bay 13% 12/31/2026	-	0.550%
54	Capital One Financial Corp 7.62 10/30/2031	-	0.550%
55	4.147% 10/09/2025 - 01/27/2026	-	0.540%
56	Galaxy U.S. Opco, Inc. TBD - 10.058% 07/31/2030	-	0.510%
57	Bausch Health Cos., Inc. 10.41% 10/08/2030	-	0.510%
58	Turkiye Government Bonds 40.854% 09/06/2028	-	0.490%
59	Fannie Mae Pool Fs0965 2.00% 11/1/2051	-	0.480%
60	Msdb Trust 3.427% 07/11/2039	-	0.470%
61	Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007 0% 06/01/2047	-	0.470%
62	Nationwide Building Society Mtn Regs 2.25% Jun 25, 2029	-	0.470%
63	Ams-Osram Ag 12.25% 03/30/2029	-	0.470%
64	Omaha-Douglas Public Building Commission 4 05/01/2050	-	0.450%
65	South Coast Funding Vii Ltd. 0.454% 01/06/2041	-	0.440%
66	Bought HUF Sold USD 20260415	-	0.430%
67	Fx Forward Contract: USD/AUD Settle 2026-04-28	-	0.430%
68	Espai Barca Fondo De Titulizacion Tbd - 5.000% 06/30/2028	-	0.430%
69	Ihg Finance Llc Mtn Regs 3.38% Sep 10, 2030	-	0.420%
70	Efmt 6.702% 02/25/2068	-	0.420%
71	Countrywide Asset-Backed Certificates 4.662% 01/25/2046	-	0.410%
72	Windstream Holdings Inc	WINMQ	0.400%
73	Bbccre Trust 3.966% 08/10/2033	-	0.370%
74	Romania Government International Bonds 5.875% 07/11/2032	-	0.360%
75	Natixis Commercial Mortgage Securities Trust 3.047% 08/15/2036	-	0.360%
76	Harp Finco Ltd. 9.47% 03/27/2032	-	0.360%
77	Jetblue Airways Corp./Jetblue Loyalty Lp 9.875% 09/20/2031	-	0.360%
78	Receive 1-Day Gbp-Sonio Compounded-Ois 0.75% 09/21/2052	-	0.350%
79	Agfc Capital Trust I 6.329% 01/15/2067	-	0.340%
80	Softbank Vision Fund Ii 6% 12/23/2025	-	0.340%
81	Vici Properties Inc	VICI	0.330%
82	Sold TWD Bought USD 20260608	-	0.330%
83	Prime Healthcare Services, Inc. 9.375% 09/01/2029	-	0.330%
84	Morgan Stanley Capital I Trust 3.912% 09/09/2032	-	0.320%
85	Jp Morgan Chase Commercial Mortgage Securities Trust 9.675% 11/15/2038	-	0.320%
86	Bng Bank Nv 2.75 2034-08-28	-	0.320%
87	OIS	-	0.320%
88	Viridien 8.5% 10/15/2030	-	0.320%
89	Forward Foreign Currency Contract	-	0.310%
90	Dbgs Mortgage Trust 7.415% 10/15/2036	-	0.310%
91	New York State Dormitory Authority 5 10/01/2035	-	0.300%
92	Unity Bancorp, Inc.	UNTY	0.300%
93	Uniti Group Lp/Uniti Group Finance 2019, Inc./Csl Capital Llc 6.5% 02/15/2029	-	0.300%
94	Cds Government Of Malaysia	-	0.300%
95	Strategic Gaming Commitment Tbd% 06/17/2030	-	0.300%
96	New York N Y City Transitional 5 08/01/2034	-	0.290%
97	Claritev Corp. (6.500% Cash And 0.750% Pik) 6.75% 03/31/2031	-	0.290%
98	Apa Infrastructure Ltd 1.25 2033-03-15	-	0.290%
99	Ses	SESG:LU	0.290%
100	Zf Europe Finance Bv 6.125 03/13/2029 6.125 2029-03-13	-	0.280%
101	Altice France Sa 8.125% 02/01/2027	-	0.280%
102	Bridgegate Funding PLC 13.066% 10/16/2062	-	0.280%
103	Eurosail Plc 5.705% 09/13/2045	-	0.280%
104	Altice France Sa 3.375% 01/15/2028	-	0.280%
105	Bx Commercial Mortgage Trust 6.24% 01/17/2039	-	0.270%
106	Boots Group Bidco Ltd 7.457% 07/17/2032	-	0.270%
107	Multifamily Connecticut Avenue Securities, Series 2023-01, Class M7, (30-Day Average Usd-Sofr + 4.00%) 7.874% 11/25/2053	-	0.270%
108	Central Parent Llc/Cdk Global Ii Llc/Cdk Financing Co., Inc. 8% 06/15/2029	-	0.260%
109	Hsi Asset Securitization Corp. Trust 4.462% 01/25/2037	-	0.260%
110	Hout Bay Corp. 4.716% 07/05/2041	-	0.250%
111	Titanium 2L Bondco Sarl 6.25% 01/14/2031	-	0.250%
112	Coreweave Compute Acquisition Co. II LLC TBD% 07/31/2028	-	0.250%
113	Nextera Energy Capital Company Guar 12/77 Var	-	0.250%
114	Bx Commercial Mortgage Trust 6.114% 11/15/2038	-	0.250%
115	Dolp Trust 3.704% 05/10/2041	-	0.250%
116	Fxi Holdings Inc Sr Secured 144A 11/29 14 14	-	0.250%
117	Csmc Trust 3.783% 10/25/2060	-	0.250%
118	Cps Auto Securitization Trust 11% 06/16/2032	-	0.240%
119	Japan Government Twenty Year Bonds 2.1 2029-03-20	-	0.240%
120	Venture Global Lng, Inc. 9.5% 02/01/2029	-	0.240%
121	Owl Rock Capital Corp 2.875 06/11/2028	-	0.240%
122	Raac Trust 6.897% 05/25/2046	-	0.240%
123	Morgan Stanley Capital I Trust 9.359% 12/15/2038	-	0.240%
124	Altice France Sa 5.5% 10/15/2029	-	0.230%
125	Goldman Sachs Group, Inc. 4.692% 10/23/2030 (Usd-Sofr + 1.135% On 10/23/2029)	-	0.230%
126	Residential Mortgage Securitie Rms 33A A 144A 6.20671 06/20/2048	-	0.230%
127	Gs Mortgage-Backed Securities Trust 2.176% 11/25/2065	-	0.230%
128	Countrywide Asset-Backed Certificates Trust 4.672% 06/25/2037	-	0.230%
129	El Salvador Government International Bonds 9.25% 04/17/2030	-	0.230%
130	Bought GBP Sold USD 20260402	-	0.230%
131	OIS COP IBR/8.21500 11/14/23-5Y CME	-	0.230%
132	Eurosail Plc 5.355% 06/13/2045	-	0.230%
133	Lehman Xs Trust 4.832% 07/25/2037	-	0.230%
134	Wstn Trust 10.174% 07/05/2037	-	0.230%
135	Svb Financial Trust 11% 11/07/2032	-	0.220%
136	Elevance Health Inc 3.13 05/15/2050	-	0.220%
137	Viridien 10% 10/15/2030	-	0.220%
138	Bought BRL Sold USD 20260402	-	0.220%
139	Receive 6-Month Eur-Euribor 0.5% 09/21/2052	-	0.220%
140	Oi Sa (10.000% Cash Or 6.000% Pik And 7.500% Cash Or 13.500% Pik) 10% 06/30/2027	-	0.220%
141	Databricks, Inc. TBD% 01/03/2031	-	0.220%
142	Ecuador Government International Bonds 6.9% 07/31/2030	-	0.220%
143	Irb Holding Corp 6.22 2030-12-15	-	0.220%
144	Gs Mortgage-Backed Securities Trust 2.272% 10/25/2065	-	0.210%
145	Square 6.12 46468 2027-03-22	-	0.210%
146	Ngl Energy Operating Llc 8.125 02/15/2029 8.125 2029-02-15	-	0.210%
147	Egypt Government International Bonds 6.375% 04/11/2031	-	0.210%
148	Bought NZD Sold USD 20260402	-	0.210%
149	Trs:Verisilicon Microelectroni-A USD 2027-Jan-29	-	0.210%
150	New Residential Mortgage Loan Trust 7.642% 09/25/2064	-	0.210%
151	Avon Finance 7.486% 12/28/2049	-	0.210%
152	Altice France Sa 4.25% 10/15/2029	-	0.210%
153	Dallas Tex Indpt Sch Dist 5 02/15/2033	-	0.210%
154	Sold IDR Bought USD 20260610	-	0.210%
155	Biomarin Pharmaceutical Inc 0.055 02/15/2034	-	0.200%
156	Constellation Software, Inc Warrant	-	0.200%
157	Meta Platforms Inc 4.65 08/15/2062	-	0.200%
158	Petroleos Mexicanos 6.7% 02/16/2032	-	0.200%
159	Receive 1-Day USD-Sofr Compounded-Ois 3.67% 01/08/2034	-	0.200%
160	Severn Trent Utilities Finance Plc 4.625 2034-11-30	-	0.200%
161	Baker Hughes Llc/Co Obl Company Guar 03/29 4.05	-	0.200%
162	Receive 1-Day USD-Sofr Compounded-Ois 1.5% 12/15/2031	-	0.200%
163	Bought AUD Sold USD 20260402	-	0.200%
164	Gs Mortgage-Backed Securities Trust 3.765% 07/25/2059	-	0.190%
165	Jp Morgan Chase Commercial Mortgage Securities Trust 7.448% 02/15/2035	-	0.190%
166	Intesa Sanpaolo Spa 4.875 2030-05-19	-	0.190%
167	New Orleans Hotel Trust 6.237% 04/15/2032	-	0.190%
168	Iheartcommunications, Inc. 10.05% 05/01/2029	-	0.190%
169	Altice France Holding Sa 10.5% 05/15/2027	-	0.190%
170	Argent Securities, Inc. Asset-Backed Pass-Through Certificates 4.962% 11/25/2035	-	0.190%
171	Irs Payfix EUR 2.3327% 05-19-25/05-19-30 Lch	-	0.190%
172	Soho Trust 2.786% 08/10/2038	-	0.190%
173	Starwood Mortgage Trust 7.415% 04/15/2034	-	0.190%
174	Pretm Trust 0% 04/25/2065	-	0.190%
175	Eurosail Plc 7.955% 09/13/2045	-	0.180%
176	Cheplapharm Arzneimittel Gmbh 7.5% 05/15/2030	-	0.180%
177	Cerba Healthcare Sas Tbd% 06/30/2028	-	0.180%
178	Ohio Power Co 5.65 06/01/2034	-	0.180%
179	Morgan Stanley Capital I Trust 5.698% 11/15/2034	-	0.170%
180	280 Park Avenue Mortgage Trust 6.054% 09/15/2034	-	0.170%
181	Purchased USD / Sold Nzd	-	0.170%
182	Gcat 2024-Inv4 Trust 6 12/25/2054	-	0.170%
183	Cash &Amp; Equivalents	-	0.170%
184	Forward Foreign Currency Contract	-	0.170%
185	Rfr USD Sofr/3.75000 06/20/24-5Y Cme	-	0.170%
186	Freddie Mac Pool #Rj1415 5.50% 5/1/2054	-	0.170%
187	Bx Trust 6.509% 10/15/2036	-	0.170%
188	Project Quasar Pledgco Slu 5.13% 04/17/2026	-	0.170%
189	First Franklin Mortgage Loan Trust 5.247% 05/25/2036	-	0.170%
190	Ivanti Software, Inc. 10.05% 06/01/2029	-	0.170%
191	Sutter Health 3.695 08/15/2028	-	0.170%
192	General Motors Financial Co Inc 4.75 04/06/2029	-	0.170%
193	Gc Pastor Hipotecario 5 Fta 2.199% 06/21/2046	-	0.170%
194	Benchmark Mortgage Trust 4.029% 03/15/2062	-	0.170%
195	Massachusetts Development Finance Agency 5 01/01/2047	-	0.170%
196	Petroleos Mexicanos 8.75% 06/02/2029	-	0.170%
197	Exeter Automobile Receivables Trust 0.01% 07/15/2033	-	0.170%
198	New York City Municipal Water Finance Authority 4 06/15/2046	-	0.170%
199	Singapore Dollar	-	0.170%
200	Avon Finance 0% 12/28/2049	-	0.160%
201	Ford Motor Credit Co Llc Sr Unsecured 03/34 6.125	-	0.160%
202	Sysco Corporation 5.95 04/01/2030	-	0.160%
203	Freddie Mac Non Gold Pool 4.95 12/01/2055	-	0.160%
204	Wstn Trust 7.958% 07/05/2037	-	0.160%
205	Chl Mortgage Pass-Through Trust 6.142% 03/25/2046	-	0.160%
206	Carvana Co. (14.000% Pik) 9% 06/01/2031	-	0.160%
207	U.S. Renal Care, Inc. 0% 06/28/2028	-	0.160%
208	College Ave Student Loans Trust 0.01% 06/25/2054	-	0.160%
209	Collateral Position	-	0.160%
210	Goldman Sachs Group Inc/The 4.15 01/21/2029	-	0.160%
211	Countrywide Asset-Backed Certificates Trust 4.752% 03/25/2036	-	0.160%
212	Mastr Asset-Backed Securities Trust 4.812% 12/25/2035	-	0.160%
213	Red Electrica Financiaciones Sau 1.25% 03/13/2027	-	0.160%
214	European Bank For Reconstruction & Development 2.875 2031-07-17	-	0.160%
215	Utssfh 6.750 07/01/55	-	0.160%
216	Bought SGD Sold USD 20260504	-	0.160%
217	245 Park Avenue Trust 3.779% 06/05/2037	-	0.150%
218	Csmc Trust 1.865% 02/27/2047	-	0.150%
219	Jp Morgan Chase Commercial Mortgage Securities Trust 4.379% 07/05/2031	-	0.150%
220	Bank Of America Corp 3.311 04/22/2042	-	0.150%
221	Ashford Hospitality Trust 7.423% 04/15/2035	-	0.150%
222	Peru La Sp Brc	-	0.140%
223	Bought KRW Sold USD 20260415	-	0.140%
224	Im Pastor 3 Fth 2.169% 03/22/2043	-	0.140%
225	Kommunalbanken As 5.25 2034-04-18	-	0.140%
226	Gs Mortgage Securities Corp. Trust 6.997% 11/15/2032	-	0.140%
227	Argentina Bonar Bonds 4.125% 07/09/2035	-	0.140%
228	American Agcredit Corp. 5.25% 06/15/2026	-	0.140%
229	Great Lakes Water Authority Sewage Disposal System Revenue 5 07/01/2031	-	0.140%
230	Cerba Healthcare Sas Tbd% 02/16/2029	-	0.140%
231	Polaris Newco Llc 8.57% 06/02/2028	-	0.140%
232	Morgan Stanley Home Equity Loan Trust 4.502% 04/25/2037	-	0.140%
233	Apex Credit Clo Llc 0% 10/20/2034	-	0.140%
234	3 Month Sofr Fut Mar26 Xcme 20260616	-	0.140%
235	Eurosail Plc 5.855% 06/13/2045	-	0.140%
236	Smb Private Education Loan Trust 0.01% 02/16/2055	-	0.140%
237	10027690.Srdsq 5.72 2027-05-04	-	0.140%
238	Sold TRY Bought USD 20251015	-	0.140%
239	J&J Ventures Gaming Llc 9.28% 04/26/2028	-	0.130%
240	Gsamp Trust 4.812% 04/25/2036	-	0.130%
241	Cdx Itraxx Xov44 5Y 35-100% Sp Boa	-	0.130%
242	Stepstone Group Midco 2 Gmbh 10% 12/19/2031	-	0.130%
243	Rfrf Usd Sf+26.161/1.10 8/01/23-6Y* Cme	-	0.130%
244	Bank Of America Corp. 1.922% 10/24/2031 (Usd-Sofr + 1.37% On 10/24/2030)	-	0.130%
245	Federal Home Loan Mortgage Corp. STACR REMICS Trust 11.856% 10/25/2041	-	0.130%
246	Irsimm	-	0.130%
247	Adjustable Rate Mortgage Trust 5.429% 03/25/2036	-	0.130%
248	Ineos Finance Plc 7.25% 03/31/2031	-	0.130%
249	Ineos Finance Plc 7.25% 03/31/2031	-	0.130%
250	Comexposium Tbd - 1.138% 10/16/2031	-	0.130%
251	Jp Morgan Chase Commercial Mortgage Securities Trust 7.93% 11/15/2038	-	0.130%
252	Sold BRL Bought USD 20260402	-	0.120%
253	Ubisoft Entertainment Sa 3.34% 12/21/2025	-	0.120%
254	Federal Home Loan Mortgage Corp. STACR REMICS Trust 12.156% 11/25/2041	-	0.120%
255	Countrywide Asset-Backed Certificates Trust 4.857% 04/25/2036	-	0.120%
256	Lehman Mortgage Trust 7.25% 09/25/2037	-	0.120%
257	Morgan Stanley Residential Mortgage Loan Trust 1.56% 12/25/2068	-	0.120%
258	Euro(Fgbl) Bund Futures	-	0.120%
259	Kentucky State Property & Building Commission 5 10/01/2037	-	0.120%
260	Thailand (Kingdom Of) 3.35% 6/17/2033	-	0.120%
261	Tcw Central Cash Fund	-	0.120%
262	Altice France Sa 5.5% 01/15/2028	-	0.120%
263	Forward Foreign Currency Contract	-	0.120%
264	Ew Scripps Co. 9.875% 08/15/2030	-	0.120%
265	Takeda U.S. Financing, Inc. 5.20% 7/7/2035	-	0.120%
266	Diamondback Energy Inc 5.2 04/18/2027	-	0.120%
267	Rockford Tower Clo Ltd. 0% 04/20/2034	-	0.120%
268	Duke University 2.68 10/01/2044	-	0.120%
269	State Of Oregon Housing & Community Services Department 5.5 07/01/2055	-	0.120%
270	Sptr Trs Equity Sofr+34 Gst	-	0.120%
271	New Immo Holding Sa 3.25% 07/23/2027	-	0.120%
272	Veon Amsterdam Bv 8.55% 03/25/2027	-	0.120%
273	Chs/Community 9.75 1/34 9.7500% 9.75 2034-01-01	-	0.120%
274	Argentina Republic Government International Bonds 3.5% 07/09/2041	-	0.120%
275	Ecuador Government International Bonds 0% 07/31/2030	-	0.120%
276	Cushman & Wakefield Us Borrower Llc Term Loan B3	-	0.110%
277	Hca Inc Company Guar 04/31 5.45	-	0.110%
278	Coreweave, Inc. 9% 02/01/2031	-	0.110%
279	Wamu Mortgage Pass-Through Certificates Trust 4.963% 07/25/2047	-	0.110%
280	Comision Ejecutiva Hidroelectrica Del Rio Lempa 8.65% 01/24/2033	-	0.110%
281	Clear Channel Outdoor Holdings Inc	CCO	0.110%
282	Rbssp Resecuritization Trust 5.359% 07/26/2045	-	0.110%
283	Bought BRL Sold USD 20260402	-	0.110%
284	Dryden 123 Clo Ltd. 0% 04/15/2038	-	0.110%
285	Bcap Llc Trust 4.177% 02/26/2047	-	0.110%
286	Conseco Finance Securitizations Corp. 9.163% 03/01/2033	-	0.110%
287	Jp Morgan Alternative Loan Trust 4.672% 06/25/2037	-	0.110%
288	Argentina Republic Government International Bonds 4.125% 07/09/2035	-	0.110%
289	Virginia St Hsg Dev Auth Comwl 4.842 07/01/2034	-	0.110%
290	Dbwf Mortgage Trust 3.935% 12/10/2036	-	0.110%
291	Clny Trust 6.613% 11/15/2038	-	0.110%
292	Queensland Treasury Corp 1.75 2031-08-21	-	0.110%
293	Forward Foreign Currency Contract	-	0.110%
294	Pennymac Corp. 5.5% 03/15/2026	-	0.110%
295	Pret Llc 5.249% 10/25/2055	-	0.110%
296	Hca Inc 6 04/01/2054	-	0.100%
297	Receive 1-Day USD-Sofr Compounded-Ois 1.75% 12/21/2052	-	0.100%
298	225 Liberty Street Trust 4.803% 02/10/2036	-	0.100%
299	Russia Foreign Bonds - Eurobond 5.625% 04/04/2042	-	0.100%
300	Freddie Mac Non Gold Pool 5.04 09/01/2055	-	0.100%
301	Csmc Trust 7.744% 07/15/2032	-	0.100%
302	Securitized Asset-Backed Receivables Llc Trust 4.872% 11/25/2035	-	0.100%
303	Cencora Inc 4.85 12/15/2029	-	0.100%
304	Bcap Llc Trust 5.914% 01/26/2036	-	0.100%
305	Petroleos Mexicanos 6.84% 01/23/2030	-	0.100%
306	Petroleos Mexicanos 6.95% 1/28/2060	-	0.100%
307	Citzn 2024-1 A3 144A 05.1100 04/17/2028 5.11 2028-04-17	-	0.100%
308	Fannie Mae Pool Fs6838 5.50% 11/1/2053	-	0.100%
309	Morgan Stanley Abs Capital I, Inc. Trust 4.422% 11/25/2036	-	0.100%
310	10Yr Mini Jgb Fut Mar26	-	0.100%
311	Receive 1-Day USD-Sofr Compounded-Ois 3.5% 12/21/2052	-	0.100%
312	CSMC Trust Capital Certificates 4.215% 09/26/2047	-	0.100%
313	Peco Energy Co. 5.65% 9/15/2055	-	0.100%
314	Receive 1-Day USD-Sofr Compounded-Ois 2.25% 03/12/2050	-	0.100%
315	Alpha Us Buyer Llc, Revolver Loan 0.5 2030-04-04	-	0.100%
316	Residential Asset Securities Corporation Trust 4.752% 08/25/2036	-	0.100%
317	Hopper Merger Sub Inc 0 48949 2034-01-05	-	0.100%
318	Citigroup Mortgage Loan Trust, Inc. 4.592% 09/25/2036	-	0.100%
319	Goldman Sachs Group Inc/The 6.875 2038-01-18	-	0.100%
320	Fannie Mae Pool Fm9530 2.50% 7/1/2051	-	0.090%
321	Fx Forwards	-	0.090%
322	Toll Road Investors Partnership Ii Lp 0% 02/15/2043	-	0.090%
323	Fx Forwards	-	0.090%
324	Fannie Mae Pool Cb1373 2.00% 8/1/2051	-	0.090%
325	Ares Euro Clo Arese 14A Ar 144A 4.128 10/21/2034	-	0.090%
326	Fannie Mae Pool Fm8114 2.00% 6/1/2051	-	0.090%
327	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.997% 08/25/2035	-	0.090%
328	Ubisoft Entertainment Sa 3.56% 12/22/2025	-	0.090%
329	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.285% 11/25/2059	-	0.090%
330	Jp Morgan Chase Commercial Mortgage Securities Trust 5.248% 02/15/2035	-	0.090%
331	New Orleans Hotel Trust 5.487% 04/15/2032	-	0.090%
332	Trs Pt/Galp 2Y 01/20/2028/117814575/Gsilgb2Xxxx_C	-	0.090%
333	Square 5.68 46050 2026-01-28	-	0.090%
334	Morgan Stanley Resecuritization Trust 5.649% 06/26/2035	-	0.090%
335	Thames Water Utilities Ltd. 0.300 - 5.234% 11/28/2025	-	0.090%
336	Egypt (Arab Republic Of) 23.38% Aug 26, 2028	-	0.090%
337	Jp Morgan Chase Commercial Mortgage Securities Trust 1.974% 01/05/2040	-	0.090%
338	Coronado CDO Ltd. 5.922% 09/04/2038	-	0.090%
339	Cnh Industrial Capital Llc 5.5 01/12/2029	-	0.090%
340	Paraguay Government International Bond,5.85,2033-08-21	-	0.090%
341	Republic Of South Africa 8.875% 2035-02-28	-	0.090%
342	Us 10Yr Ultra Fut Mar26	-	0.080%
343	Hillcrest Cdo I Ltd. 4.731% 12/10/2039	-	0.080%
344	Fnma Pool Fm4097 Fn 07/50 Fixed Var	-	0.080%
345	Bx Commercial Mortgage Trust 6.614% 04/15/2034	-	0.080%
346	Fed Hm Ln Pc Pool Sd2081 Fr 12/52 Fixed 5	-	0.080%
347	Cogent Communications Group LLC/Cogent Finance, Inc. 7% 06/15/2027	-	0.080%
348	Countrywide Alternative Loan Trust 4.732% 03/25/2036	-	0.080%
349	Drillco Holdings Luxembourg SA	-	0.080%
350	Iheartmedia Inc	IHRT	0.080%
351	Uniti Group, Inc.	UNIT	0.080%
352	2027-02-19 State Street Spdr S&P 500 Etf Trust P 586.03	-	0.080%
353	Morgan Stanley Re-Remics Trust 6% 04/26/2036	-	0.080%
354	Stratton Hawksmoor Plc 6.736% 02/25/2053	-	0.080%
355	Sold Brl Bought USD 20260402	-	0.080%
356	Countrywide Alternative Loan Trust 4.632% 05/25/2036	-	0.080%
357	Cme Group Inc Sr Unsecured 06/48 4.15	-	0.080%
358	Eurex Euro Stoxx 50 Index	-	0.080%
359	Citigroup Mortgage Loan Trust, Inc. 4.592% 12/25/2036	-	0.080%
360	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 4.752% 01/25/2047	-	0.080%
361	Square 4.52 46397 2027-01-10	-	0.080%
362	Morgan Stanley Capital I Trust 6.648% 11/15/2034	-	0.080%
363	Argent Securities Trust 4.652% 03/25/2036	-	0.080%
364	Altice France Sa 5.125% 01/15/2029	-	0.080%
365	Rali Trust 4.652% 05/25/2037	-	0.080%
366	Forward Foreign Currency Contract	-	0.080%
367	Ginnie Mae Ii Pool 3.5 02/20/2052	-	0.080%
368	Transcode Therapeutics Inc - Cvr 2025	-	0.080%
369	State Of Illinois 5 11/01/2027	-	0.080%
370	Morgan Stanley Capital I Trust 5.848% 11/15/2034	-	0.080%
371	Forward Foreign Currency Contract	-	0.080%
372	Asg Resecuritization Trust 3.714% 01/28/2037	-	0.080%
373	Harborview Mortgage Loan Trust 4.728% 03/19/2036	-	0.080%
374	Civitas Resources, Inc. 8.375% 7/1/2028	-	0.080%
375	Oi Sa (8.500% Pik) 8.5% 12/31/2028	-	0.070%
376	Massachusetts Water Resources Authority 5 08/01/2032	-	0.070%
377	Forward Foreign Currency Contract	-	0.070%
378	Residential Asset Securities Corporation Trust 4.932% 12/25/2035	-	0.070%
379	Ford Motor Credit Co., Llc 6.125% 3/8/2034	-	0.070%
380	Perusahaan Penerbit Sbsn Indonesia Iii 0.0355 06/09/2051	-	0.070%
381	Toucan Finco Ltd./Toucan Finco Can, Inc./Toucan Finco U.S. Llc 8.25% 05/15/2030	-	0.070%
382	Fx Forward Contract: USD/SGD Settle 2026-04-27	-	0.070%
383	Bcap Llc Trust 5.5% 12/26/2035	-	0.070%
384	Paradigm Parent Llc 8.82% 04/16/2032	-	0.070%
385	Csmc Trust 32.994% 11/25/2037	-	0.070%
386	Cdscmbx	-	0.070%
387	Lavender Trust 6% 11/26/2036	-	0.070%
388	Lansdowne Mortgage Securities No. 2 Plc 2.34% 09/16/2048	-	0.070%
389	Richemont International Holding Sa 1.625 2040-05-26 1.625 05/26/2040	-	0.070%
390	Tda 27 Fta 2.17% 12/28/2050	-	0.070%
391	Sael, Ltd. 7.80% 7/31/2031	-	0.070%
392	Fannie Mae Pool 3.5 09/01/2026	-	0.070%
393	Lealand Finance Co. Bv (5.278% Cash) 5.278% 12/31/2027	-	0.070%
394	Republic Of Kenya Government International Bonds 12.65% 04/05/2028	-	0.070%
395	Mh Sub I Llc 8.41% 12/31/2031	-	0.070%
396	Structured Asset Mortgage Investments Ii Trust 4.652% 07/25/2046	-	0.070%
397	Dolp Trust 3.704% 05/10/2041	-	0.070%
398	Turkiye Ihracat Kredi Bankasi As 6.875 07/03/2028	-	0.070%
399	U.S. Treasury 4.00% 11/15/2035	-	0.070%
400	Ubisoft Entertainment Sa 0.878% 11/24/2027	-	0.070%
401	Receive 1-Day Gbp-Sonio Compounded-Ois 0.5% 09/16/2030	-	0.070%
402	First Franklin Mortgage Loan Trust 4.842% 02/25/2036	-	0.070%
403	Freddie Mac Pool Qb9901 2.50% 3/1/2051	-	0.070%
404	Lehman Xs Trust 4.247% 05/25/2037	-	0.070%
405	Bgaria-Flirb-Reg 3.625% 2032-09-05	-	0.070%
406	American Home Mortgage Assets Trust 4.852% 08/25/2037	-	0.070%
407	Bcap Llc Trust 3.764% 04/26/2037	-	0.070%
408	YEN	-	0.070%
409	Banco De Sabadell Sa 5.125 2034-06-27	-	0.070%
410	Carmx 2025-1 C	-	0.070%
411	Toyota Auto Loan Extended Note Trust, Series 2021-1A, Class A, 1.07%, Due 02/27/2034 1.07 2034-02-27	-	0.060%
412	Forward Foreign Currency Contract	-	0.060%
413	Ace Securities Corp. Home Equity Loan Trust 5.232% 08/25/2035	-	0.060%
414	Stratton Mortgage Funding Plc 0% 06/20/2060	-	0.060%
415	Fannie Mae Pool Bu8884 2.50% 3/1/2052	-	0.060%
416	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.142% 11/25/2035	-	0.060%
417	Bear Stearns Alt-A Trust 4.217% 11/25/2035	-	0.060%
418	M Tron Industries Inc. Rt Exp 041526	-	0.060%
419	Rfr USD Sofr/3.51453 09/03/24-4Y* Lch	-	0.060%
420	Ngd Holdings Bv 6.75% 12/31/2026	-	0.060%
421	Cocoa	-	0.060%
422	Ptc, Inc. 4.000 02/15/2028 4 2028-02-15	-	0.060%
423	District Of Columbia 5 08/01/2041	-	0.060%
424	Citigroup Mortgage Loan Trust, Inc. 4.933% 08/25/2034	-	0.060%
425	Ndirs Cd_K/3.375 KRW0331	-	0.060%
426	Capital Farm Credit Aca 5% 03/15/2026	-	0.060%
427	College Ave Student Loans Trust 8.66% 06/25/2054	-	0.060%
428	Trs:Netapp Inc USD 2026-Aug-31	-	0.060%
429	School District Of Broward County/Fl 5 07/01/2027	-	0.060%
430	Synthetic Cash - Cms USD	-	0.060%
431	Nxpi Us 08/21/26 C260	-	0.060%
432	Fremont Home Loan Trust 4.947% 01/25/2036	-	0.060%
433	Countrywide Alternative Loan Trust 4.772% 06/25/2037	-	0.060%
434	Bbwi 6 3/4 07/01/36	-	0.060%
435	Quantum Bidco Ltd. 9.74% 01/31/2028	-	0.060%
436	Csmc Trust 5.75% 05/26/2037	-	0.060%
437	Gs Mortgage-Backed Securities Trust 7.508% 11/25/2065	-	0.060%
438	Everglades Re Ii Ltd. 14.409% 05/13/2031	-	0.060%
439	Countrywide Asset-Backed Certificates Trust 6.867% 09/25/2046	-	0.060%
440	Rutw Us 01/30/26 P2615	-	0.060%
441	Sold THB Bought USD 20260416	-	0.060%
442	City Of Houston Tx 5.25 03/01/2049	-	0.060%
443	Everglades Re Ii Ltd. 16.654% 05/13/2031	-	0.060%
444	Gs Mortgage-Backed Securities Trust 7.512% 10/25/2065	-	0.060%
445	Fab U.K. Ltd. 0% 12/06/2045	-	0.060%
446	Uniform Mortgage-Backed Security 6.50% 4/1/2056	-	0.060%
447	Option One Mortgage Loan Trust 4.552% 01/25/2037	-	0.060%
448	Abu Dhabi (Emirate Of) 3.125% 9/30/2049	-	0.060%
449	Cdx Itraxx Xov44 5Y 35-100% Sp Gst	-	0.060%
450	Pret Llc 8.967% 09/25/2051	-	0.060%
451	Altice France Sa 2029-10-15	-	0.060%
452	Housing New Zealand Ltd 3.42 2028-10-18	-	0.060%
453	Bcap Llc Trust 4.937% 05/26/2035	-	0.050%
454	Countrywide Asset-Backed Certificates Trust 5.442% 04/25/2036	-	0.050%
455	Fannie Mae Pool 888746 6.50% 10/1/2037	-	0.050%
456	Colonial Sfl Socimi Sa 0.5 2028-04-21 0.5 2028-04-21	-	0.050%
457	Fannie Mae Pool 6.50 1/1/2033	-	0.050%
458	Integrity Re Ltd. 26.703% 06/08/2026	-	0.050%
459	New Residential Mortgage Loan Trust 0.25% 09/25/2064	-	0.050%
460	Residential Asset Securities Corporation Trust 4.532% 11/25/2036	-	0.050%
461	Flora Food Management Bv 6.875% 07/02/2029	-	0.050%
462	Soybean Meal Optn Mar26P 296	-	0.050%
463	Prime Property 5Yr 5.25 09/30/2029	-	0.050%
464	Koninklijke Ahold Delhaize Nv 5.7 10/01/2040	-	0.050%
465	Forward Foreign Currency Contract	-	0.050%
466	Avon Finance 7.986% 12/28/2049	-	0.050%
467	Alibaba Group Holding, Ltd. 4.20% 12/6/2047	-	0.050%
468	Wisconsin Power + Light Sr Unsecured 10/27 3.05	-	0.050%
469	Bought CNH Sold USD 20260402	-	0.050%
470	Square 4.51 46423 2027-02-05	-	0.050%
471	Nykredit 2 2047-10-01	-	0.050%
472	187701388.SRDLC	-	0.050%
473	Avon Finance 7.986% 12/28/2049	-	0.050%
474	Southwest Gas Corp Sr Unsecured 06/49 4.15	-	0.050%
475	Countrywide Alternative Loan Trust 5.75% 01/25/2037	-	0.050%
476	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.292% 01/25/2036	-	0.050%
477	Mosaic Solar Loan Trust 2020-2	-	0.050%
478	Vasa Trust 8.165% 07/15/2039	-	0.050%
479	Sold BRL Bought USD 20260702	-	0.050%
480	Man Glg U.S. Clo Ltd. 0% 07/15/2034	-	0.050%
481	Mplx Lp 5.4 09/15/2035	-	0.050%
482	Chl Mortgage Pass-Through Trust 4.527% 11/20/2035	-	0.050%
483	Countrywide Alternative Loan Trust 6% 03/25/2037	-	0.050%
484	Countrywide Asset-Backed Certificates 5.372% 05/25/2047	-	0.050%
485	Forward Foreign Currency Contract	-	0.050%
486	Lightmatter Ser D Cvt Pfd Pp	-	0.050%
487	Csmc Trust 0.387% 10/25/2060	-	0.050%
488	Fannie Mae Pool Cb6468 6.50% 6/1/2053	-	0.050%
489	Croatia (Republic Of) 3.25% 2/11/2037	-	0.050%
490	Federal Home Loan Mortgage Corp. Remics 3.5% 07/25/2050	-	0.050%
491	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.5% 11/25/2061	-	0.050%
492	Efmt 0% 02/25/2068	-	0.050%
493	Morgan Stanley Re-Remics Trust 5.456% 07/26/2035	-	0.050%
494	Mssg Trust 3.865% 09/13/2039	-	0.050%
495	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 01/25/2036	-	0.050%
496	Hsi Asset Securitization Corp. Trust 4.612% 12/25/2036	-	0.040%
497	Harborview Mortgage Loan Trust 5.225% 06/20/2035	-	0.040%
498	Mill City Mortgage Loan Trust 3.095% 04/25/2066	-	0.040%
499	Sold ZAR Bought USD 20260420	-	0.040%
500	Pakistan (Islamic Republic Of) 6.00% 4/8/2026	-	0.040%
501	Countrywide Alternative Loan Trust 6.5% 11/25/2036	-	0.040%
502	Ing Groep Nv Jr Subordina Regs 12/99 Var	-	0.040%
503	Bear Stearns Alt-A Trust 4.826% 05/25/2036	-	0.040%
504	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 5% 04/25/2062	-	0.040%
505	Csmc Trust 7% 08/26/2036	-	0.040%
506	Republic Of Poland Government Bonds 4.5% 07/25/2030 4.5 2030-07-25	-	0.040%
507	College Ave Student Loans Trust 6.61% 06/25/2054	-	0.040%
508	Sold KRW Bought USD 20251016	-	0.040%
509	Lehman Xs Trust 5.272% 07/25/2047	-	0.040%
510	Glacier Funding CDO III Ltd. 7.77% 08/04/2035	-	0.040%
511	Fnma 15Yr Umbs Super 3 07/01/2038	-	0.040%
512	Euromax V ABS PLC 2.343% 11/10/2095	-	0.040%
513	Countrywide Alternative Loan Trust 5.463% 07/20/2035	-	0.040%
514	Jp Morgan Chase Commercial Mortgage Securities Trust 5.739% 07/05/2033	-	0.040%
515	Ginnie Mae Ii Pool 3.5 07/20/2043	-	0.040%
516	ABFC Trust 5.247% 06/25/2035	-	0.040%
517	Memorial Sloan-Kettering Cancer Center 5 07/01/2042	-	0.040%
518	Raiffeisen Bank International Ag Mtn Regs 3.5% Aug 27, 2031	-	0.040%
519	Abx.He.Aaa.07-1 Sp Ulo	-	0.040%
520	Medtronic Inc 4.2 Oct 15, 2045	-	0.040%
521	Countrywide Asset-Backed Certificates Trust 4.772% 11/25/2047	-	0.040%
522	Merrill Lynch Mortgage Investors Trust 4.44% 03/25/2036	-	0.040%
523	Forward Foreign Currency Contract	-	0.040%
524	Toyota Motor Credit Corp 3.75 01/12/2028 3.75 2028-01-12	-	0.040%
525	Westmoreland Coal Co. 8% 03/15/2029	-	0.040%
526	Fnma Pool Ma4306 Fn 04/51 Fixed 2.5	-	0.040%
527	Motorola Solutions Inc 5.2 08/15/2032	-	0.040%
528	EURo Currency	-	0.040%
529	Romania Government International Bonds 6.375% 09/18/2033	-	0.040%
530	Indymac Indx Mortgage Loan Trust 4.672% 11/25/2046	-	0.040%
531	Stratton Hawksmoor Plc 5.986% 02/25/2053	-	0.040%
532	Mill City Mortgage Loan Trust 0% 11/25/2060	-	0.040%
533	Saxon Asset Securities Trust 4.579% 03/25/2035	-	0.040%
534	Michigan Tobacco Settlement Finance Authority Revenue Bonds, Series 2008 0% 06/01/2046	-	0.040%
535	Long Beach Mortgage Loan Trust 5.187% 08/25/2035	-	0.040%
536	Nomura Home Equity Loan, Inc. Home Equity Loan Trust 4.832% 07/25/2036	-	0.040%
537	Foresea Holding Sa 7.5% 06/15/2030	-	0.040%
538	Clover Holdings 2 Llc	-	0.040%
539	Bcp Trust 7.903% 06/15/2038	-	0.040%
540	Forward Foreign Currency Contract	-	0.040%
541	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 6.467% 05/25/2036	-	0.040%
542	Commonwealth Of Pennsylvania 4 09/15/2034	-	0.040%
543	Bcap Llc Trust 4.376% 05/26/2036	-	0.040%
544	Ap Core Holdings Ii Llc 9.78% 09/01/2027	-	0.040%
545	Realty Income Corp Sr Unsecured 12/29 3.1	-	0.040%
546	Countrywide Asset-Backed Certificates Trust 4.752% 05/25/2036	-	0.040%
547	Ifs Payfix USD Cpurnsa 2.9% 03-10-25/03-10-26 Lch	-	0.040%
548	Jp Morgan Chase Commercial Mortgage Securities Trust 4.128% 07/05/2031	-	0.040%
549	Argentina Republic Government International Bonds 1% 07/09/2029	-	0.040%
550	Altice France Sa 5.03% 02/02/2026	-	0.040%
551	Forward Foreign Currency Contract	-	0.040%
552	Harborview Mortgage Loan Trust 4.748% 01/19/2036	-	0.040%
553	Fannie Mae Pool #Bu4707 6.00% 7/1/2054	-	0.040%
554	Palisades Cdo Ltd. 8.45% 07/22/2039	-	0.040%
555	Mf1 Trust 8.37% 12/15/2034	-	0.040%
556	Ukraine Government 0.000000% 02/01/2035	-	0.040%
557	Soho Trust 2.786% 08/10/2038	-	0.040%
558	Verus Securitization Trust 0.305% 05/25/2065	-	0.040%
559	Fort Bend Independent School District 4.25 08/15/2054	-	0.040%
560	Eurosail Plc 7.605% 06/13/2045	-	0.040%
561	Banc Of America Funding Trust 4.67% 04/20/2047	-	0.040%
562	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 5.123% 06/25/2046	-	0.040%
563	Ghana Government International Bonds 5% 07/03/2029	-	0.040%
564	Nomura Resecuritization Trust 4.413% 09/26/2035	-	0.040%
565	Forward Foreign Currency Contract	-	0.040%
566	Bear Stearns Asset-Backed Securities I Trust 5.201% 12/25/2035	-	0.040%
567	Rigetti Computing Inc Swap Cs	-	0.040%
568	Romania Government International Bonds 5.375% 03/22/2031	-	0.040%
569	Aero Capital Solutions Inc Tl (Tsfr1M+300) Frn 11-17-29 7.61045 2029-11-17	-	0.040%
570	Bought CAD Sold USD 20260504	-	0.040%
571	Pret Llc 6.17% 07/25/2051	-	0.030%
572	Banc Of America Funding Trust 6% 10/25/2037	-	0.030%
573	Sold COP Bought USD 20260410	-	0.030%
574	Cf Hippolyta, Llc, Series 2022-1A, Class A2, 6.11% 8/15/2062	-	0.030%
575	Bought INR Sold USD 20260424	-	0.030%
576	Fieldstone Mortgage Investment Trust 4.612% 07/25/2036	-	0.030%
577	Polestar Re Ltd. 14.402% 01/07/2028	-	0.030%
578	Csmc Trust 6.5% 07/26/2036	-	0.030%
579	Countrywide Alternative Loan Trust 5.003% 11/25/2046	-	0.030%
580	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 3.475% 05/25/2057	-	0.030%
581	Wells Fargo Alternative Loan Trust 6.5% 07/25/2037	-	0.030%
582	Soundview Home Loan Trust 4.422% 06/25/2037	-	0.030%
583	Mexican Bonos 7.5 2033-05-26	-	0.030%
584	Citigroup Mortgage Loan Trust, Inc. 4.487% 09/25/2037	-	0.030%
585	Ukraine Government International Bonds 4.5% 02/01/2035	-	0.030%
586	Santander Bank Auto Credit-Linked Notes 13.03% 06/15/2032	-	0.030%
587	Lehman Abs Mortgage Loan Trust 4.362% 06/25/2037	-	0.030%
588	Ownit Mortgage Loan Trust 5.172% 10/25/2036	-	0.030%
589	Mill City Mortgage Loan Trust 3.25% 08/25/2058	-	0.030%
590	Asset-Backed Securities Corp. Home Equity Loan Trust 4.27% 11/25/2035	-	0.030%
591	Jp Morgan Chase Commercial Mortgage Securities Trust 5.748% 02/15/2035	-	0.030%
592	Towd Point Mortgage Trust 4.545% 01/25/2060	-	0.030%
593	Citigroup Mortgage Loan Trust, Inc. 6% 07/25/2036	-	0.030%
594	192629073.SRDLC	-	0.030%
595	Rali Trust 4.632% 07/25/2036	-	0.030%
596	FFMLT Trust 5.322% 03/25/2035	-	0.030%
597	Johnson & Johnson 04/17/2026 230 Call	-	0.030%
598	31750Skg9 Pimco Cdsopt Put USD 102.31250000 20	-	0.030%
599	Jp Morgan Chase Commercial Mortgage Securities Trust 2.287% 03/05/2042	-	0.030%
600	Ofg Bancorp Common Stock Usd 1	OIBR3:BV	0.030%
601	Promotora De Informaciones Sa	PRS:MA	0.030%
602	Bx Commercial Mortgage Trust 6.614% 02/15/2038	-	0.030%
603	Suzano Austria Gmbh Company Guar 09/28 2.5	-	0.030%
604	Uniform Mortgage-Backed Security 5.00% 4/1/2056	-	0.030%
605	Oklahoma City Water Utilities Trust Iam (Ok) 2.350000%	-	0.030%
606	Cde Us 07/24/26 P16.5	-	0.030%
607	Bsst Mortgage Trust 5.901% 02/15/2037	-	0.030%
608	Indymac Indx Mortgage Loan Trust 3.953% 11/25/2035	-	0.030%
609	Csmc Trust 8.165% 07/15/2038	-	0.030%
610	American Home Mortgage Investment Trust 4.872% 09/25/2045	-	0.030%
611	Colombia (Republic Of) 8.00% 4/20/2033	-	0.030%
612	Deutsche Alt-B Securities, Inc. Mortgage Loan Trust 4.572% 04/25/2037	-	0.030%
613	Warwick Finance Residential Mortgages Number Three Plc 0% 12/21/2049	-	0.030%
614	Greenpoint Mortgage Funding Trust 4.672% 12/25/2046	-	0.030%
615	Wells Fargo &Amp; Company 5.606% 1/15/2044	-	0.030%
616	Park Place Securities, Inc. 5.217% 09/25/2035	-	0.030%
617	Ukraine Government International Bonds 4.5% 02/01/2034	-	0.030%
618	Ndirs	-	0.030%
619	Newday Funding 7.22 2033-07-15	-	0.030%
620	Glp Capital Lp / Fin Ii 3.25% 1/15/2032	-	0.030%
621	Receive 1-Day USD-Sofr Compounded-Ois 2% 12/21/2032	-	0.030%
622	Rali Trust 5.153% 01/25/2046	-	0.030%
623	Countrywide Alternative Loan Trust 4.712% 05/25/2047	-	0.030%
624	Bought PLN Sold USD 20251015	-	0.030%
625	Jp Morgan Mortgage Acquisition Corp. 5.172% 09/25/2035	-	0.030%
626	Nederlandse Waterschapsbank Nv 0 2037-02-16	-	0.030%
627	Aames Mortgage Investment Trust 5.187% 10/25/2035	-	0.030%
628	Csmc Trust 0.23% 01/25/2060	-	0.030%
629	Bought PLN Sold USD 20260422	-	0.030%
630	Mill City Mortgage Loan Trust 3.853% 08/25/2059	-	0.030%
631	Pacific Gas And Electric Co 3.95 12/01/2047	-	0.030%
632	Jp Morgan Chase Commercial Mortgage Securities Trust 6.355% 06/15/2038	-	0.030%
633	Fannie Mae Pool Dd7303 5.50% 6/1/2055	-	0.030%
634	Securitized Asset-Backed Receivables Llc Trust 4.552% 07/25/2036	-	0.030%
635	Teva Pharmaceutical Finance Netherlands Iii Bv 8.125% 9/15/2031	-	0.030%
636	Morgan Stanley Residential Mortgage Loan Trust 1.358% 01/25/2070	-	0.030%
637	Nyo Commercial Mortgage Trust 5.36% 11/15/2038	-	0.030%
638	Residential Asset Mortgage Products Trust 6.252% 04/25/2034	-	0.030%
639	Business Jet Securities, Llc, Series 2024-2A, Class A, 5.346% 9/15/2039	-	0.030%
640	Raymond James Financial Inc 3.75 04/01/2051	-	0.030%
641	Bank Of America Corp 2.69 04/22/2032	-	0.030%
642	Auspwr 5.000 11/15/48	-	0.030%
643	Gs Mortgage-Backed Securities Trust 0% 07/25/2059	-	0.030%
644	Thames Water Super Senior Issuer Plc 9.75% 10/10/2027	-	0.030%
645	United Parcel Service Inc 3.4 09/01/2049	-	0.030%
646	Ois Payfix USD 3.6038% 01-08-24/01-08-34 Lch	-	0.030%
647	Wells Fargo Mortgage Loan Trust 6.085% 04/27/2036	-	0.030%
648	State Of Connecticut Special Tax Revenue 5 11/01/2034	-	0.030%
649	Countrywide Alternative Loan Trust 5.5% 05/25/2036	-	0.030%
650	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 5.461% 05/25/2064	-	0.030%
651	Wamu Mortgage Pass-Through Certificates Trust 5.113% 09/25/2046	-	0.030%
652	Atrium Hotel Portfolio Trust 6.098% 12/15/2036	-	0.030%
653	Bought AUD Sold USD 20260402	-	0.030%
654	Bmo Mortgage Trust, Series 2023-5C1, Class A3, 0% 8/15/2056	-	0.030%
655	Jpmorgan Chase & Co 4.81 10/22/2036	-	0.030%
656	Ownit Mortgage Loan Trust 3.15% 10/25/2035	-	0.030%
657	Soundview Home Loan Trust 4.792% 02/25/2037	-	0.030%
658	Acacia CDO 5 Ltd. 8.35% 11/08/2039	-	0.030%
659	Galton Funding Mortgage Trust 2017-1 3.50 11/25/2057	-	0.030%
660	Sold CAD Bought USD 20251002	-	0.030%
661	International Development Association 3.2% 01/18/2044	-	0.030%
662	Xerox Corp. 13.5% 04/15/2031	-	0.030%
663	Csc Holdings, Llc, Term Loan B, (Usd Prime Rate + 1.50%) 8.75% 4/15/2027	-	0.030%
664	Home Equity Mortgage Loan Asset-Backed Trust 4.592% 04/25/2037	-	0.030%
665	Wcore Commercial Mortgage Trust, Series 2024-Core, Class A, (1-Month Usd Cme Term Sofr + 1.492%) 5.165% 11/15/2041	-	0.030%
666	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 4.872% 07/25/2036	-	0.030%
667	Westlake Automobile Receivables Trust, Series 2024-2, Class B, 5.62% 3/15/2030	-	0.030%
668	Sold INR Bought USD 20260818	-	0.030%
669	FW3298488.SRDUP	-	0.030%
670	EURO Fx Curr Fut Mar26	-	0.030%
671	Mastr Alternative Loan Trust 4.672% 03/25/2036	-	0.030%
672	Chase Mortgage Finance Trust 4.435% 01/25/2036	-	0.030%
673	Bank Of America Corp 4.33% 3/15/2050	-	0.030%
674	Upmc Secured 05/43 5.377 5	-	0.030%
675	Torrey Pines Re Ltd. 9.94% 06/07/2032	-	0.030%
676	Compeer Financial Aca 4.875% 08/15/2026	-	0.030%
677	Mill City Mortgage Loan Trust 3.653% 08/25/2058	-	0.030%
678	Aeropuerto Internacional De Tocumen Sa 5.125% 8/11/2061	-	0.030%
679	Banc Of America Funding Trust 6.619% 07/26/2036	-	0.030%
680	JPMMT 2024-10 A11 05.3218 03/25/2055	-	0.030%
681	Clny Trust 6.264% 11/15/2038	-	0.030%
682	Santander Bank Auto Credit-Linked Notes 10.171% 06/15/2032	-	0.030%
683	Nexstar Media, Inc. 5.625% 7/15/2027	-	0.030%
684	Ocp Clo Ltd. 0%	-	0.030%
685	Receive 6-Month Eur-Euribor 0.15% 03/18/2030	-	0.030%
686	Bought USD / Sold EUR	-	0.030%
687	Citigroup Commercial Mortgage Trust 3.917% 12/15/2072	-	0.030%
688	Sfo Commercial Mortgage Trust 5.764% 05/15/2038	-	0.030%
689	Sfo Commercial Mortgage Trust 6.064% 05/15/2038	-	0.030%
690	Newgate Funding Plc 3.514% 12/15/2050	-	0.030%
691	Fannie Mae Pool 2.5 04/01/2030	-	0.020%
692	Lavender Trust 6.25% 10/26/2036	-	0.020%
693	Countrywide Alternative Loan Trust 5.341% 05/25/2036	-	0.020%
694	Bear Stearns Alt-A Trust 4.65% 12/25/2046	-	0.020%
695	Soundview Home Loan Trust 5.372% 09/25/2037	-	0.020%
696	CSMC Trust Capital Certificates 4.428% 12/29/2037	-	0.020%
697	Unitedhealth Group, Inc. 5.15% 7/15/2034	-	0.020%
698	Eurosail Plc 0% 06/13/2045	-	0.020%
699	Cme-CLP Irs 10/2/27 Rec Fix Gsil_C	-	0.020%
700	Duke Energy Progress Llc 3.6 09/15/2047	-	0.020%
701	Structured Asset Mortgage Investments Ii Trust 4.741% 02/25/2036	-	0.020%
702	Bcap Llc Trust 4.511% 02/26/2036	-	0.020%
703	Coronado CDO Ltd. 6% 09/04/2038	-	0.020%
704	Ixis Real Estate Capital Trust 5.247% 09/25/2035	-	0.020%
705	New Century Home Equity Loan Trust 5.292% 06/25/2035	-	0.020%
706	Fannie Mae Pool Bt1339 2.50% 7/1/2051	-	0.020%
707	United Kingdom 4.25% 12/7/2027	-	0.020%
708	Residential Asset Securitization Trust 6% 08/25/2036	-	0.020%
709	Jp Morgan Chase Commercial Mortgage Securities Trust 3.99% 12/05/2038	-	0.020%
710	Jp Morgan Chase Commercial Mortgage Securities Trust 5.507% 04/15/2037	-	0.020%
711	Mastr Asset-Backed Securities Trust 5.277% 03/25/2035	-	0.020%
712	Bought GBP / Sold USD	-	0.020%
713	Rbssp Resecuritization Trust 6% 03/26/2036	-	0.020%
714	Forward Foreign Currency Contract	-	0.020%
715	Bear Stearns Asset-Backed Securities I Trust 4.808% 04/25/2035	-	0.020%
716	Forward Foreign Currency Contract	-	0.020%
717	Homebanc Mortgage Trust 4.682% 04/25/2037	-	0.020%
718	Sold KRW Bought USD 20260415	-	0.020%
719	Ford Motor Credit Co., Llc 6.05% 3/5/2031	-	0.020%
720	Adjustable Rate Mortgage Trust 4.532% 03/25/2036	-	0.020%
721	Corestate Capital Holding Sa (8.000% Cash Or 9.000% Pik) 8% 12/31/2026	-	0.020%
722	Nissan Motor Co. Ltd. 5.25% 07/17/2029	-	0.020%
723	Bear Stearns Alt-A Trust 4.672% 02/25/2034	-	0.020%
724	Mid-State Capital Corp. Trust 6.742% 10/15/2040	-	0.020%
725	218943132.Srdlc 14.99 2027-08-11	-	0.020%
726	Forward Foreign Currency Contract	-	0.020%
727	EUR/USD Fwd 20260916	-	0.020%
728	Ceska Sporitelna As,3.743,2032-09-09	-	0.020%
729	United Nations Development Corp. Rev. 6.54% 8/1/55	-	0.020%
730	Receive 6-Month Eur-Euribor 0.25% 03/18/2050	-	0.020%
731	Fnma Pool Al3344 Fn 10/42 Fixed Var	-	0.020%
732	Soundview Home Loan Trust 5.247% 11/25/2035	-	0.020%
733	Lehman Mortgage Trust 6.5% 09/25/2037	-	0.020%
734	Indymac Indx Mortgage Loan Trust 3.338% 05/25/2037	-	0.020%
735	Greengrove Re Ltd. 11.654% 04/08/2032	-	0.020%
736	Thames Water Utilities Finance Plc 5.5% 02/11/2043	-	0.020%
737	Heathrow Funding Ltd 5.875 2041-05-13 5.875 2041-05-13	-	0.020%
738	Southwest Gas Corp	-	0.020%
739	Freddie Mac Pool 4.5 09/01/2050	-	0.020%
740	Natixis Commercial Mortgage Securities Trust 3.655% 08/15/2036	-	0.020%
741	Countrywide Alternative Loan Trust 2.878% 07/25/2036	-	0.020%
742	PURCHASED USD / SOLD JPY	-	0.020%
743	Sold BRL Bought USD 20260702	-	0.020%
744	CAD260424 2026-04-24	-	0.020%
745	Fhlmc 30Yr Umbs Mirror 3 05/01/2049	-	0.020%
746	Nissan Motor Co. Ltd. 6.375% 07/17/2033	-	0.020%
747	Irs PLN 5.05500 11/04/24-9Y* Cme	-	0.020%
748	Forward Foreign Currency Contract	-	0.020%
749	Synthetic Cash - Qgs USD	-	0.020%
750	Fremont Home Loan Trust 5.337% 06/25/2035	-	0.020%
751	Lux 6.841% 08/15/2040	-	0.020%
752	Fw3909923.Srdup 20.92 2028-08-02	-	0.020%
753	Gsamp Trust 4.332% 01/25/2037	-	0.020%
754	Csab Mortgage-Backed Trust 5.5% 05/25/2037	-	0.020%
755	Bcap Llc Trust 6% 08/26/2037	-	0.020%
756	Bought TRY / Sold USD	-	0.020%
757	Sold BRL Bought USD 20260402	-	0.020%
758	Oakwood Mortgage Investors, Inc. 8.49% 10/15/2030	-	0.020%
759	EUROGRID GMBH RegS 3.72 04/27/2030	-	0.020%
760	Morgan Stanley Abs Capital I, Inc. Trust 4.492% 10/25/2036	-	0.020%
761	Alabama Power Co Sr Unsecured 03/39 6	-	0.020%
762	Cologix Canadian Issuer Lp 7.74% 01/25/2052	-	0.020%
763	General Motors Financial Co Inc 3.6 06/21/2030	-	0.020%
764	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 13.059% 09/25/2060	-	0.020%
765	Eskom 4.65% 06/30/2029	-	0.020%
766	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.25% 09/25/2060	-	0.020%
767	Elevance Health, Inc. 5.70% 9/15/2055	-	0.020%
768	Jp Morgan Alternative Loan Trust 6.46% 12/25/2036	-	0.020%
769	Radnor Township School District 5 08/15/2042	-	0.020%
770	Indymac Imsc Mortgage Loan Trust 3.839% 06/25/2037	-	0.020%
771	Jp Morgan Mortgage Acquisition Trust 4.572% 07/25/2036	-	0.020%
772	Citigroup Mortgage Loan Trust, Inc. 5.247% 10/25/2035	-	0.020%
773	Rbssp Resecuritization Trust 5.231% 09/26/2035	-	0.020%
774	Merrill Lynch Alternative Note Asset Trust 6% 05/25/2037	-	0.020%
775	Circor International, Inc. 0.5% 06/20/2029	-	0.020%
776	Rbssp Resecuritization Trust 5.162% 05/26/2037	-	0.020%
777	Integrity RE III Ltd. 29.404% 06/06/2027	-	0.020%
778	Rga Global Funding 5.25% 1/9/2030	-	0.020%
779	Argent Securities Trust 4.472% 06/25/2036	-	0.020%
780	Sold PLN Bought USD 20260617	-	0.020%
781	Park Place Securities, Inc. Asset-Backed Pass-Through Certificates 5.247% 07/25/2035	-	0.020%
782	Mastr Asset-Backed Securities Trust 5.172% 10/25/2035	-	0.020%
783	Mnsn Holdings Inc	MSN:VE	0.020%
784	Tgs Asa 8.5% 01/15/2030	TGSNO 8.5 01/15/30 R	0.020%
785	Inf Swap Us It 2.52 03/27/25-5Y Lch	-	0.020%
786	Nature Coast Re Ltd. 13.654% 04/10/2033	-	0.020%
787	Spruce Bidco Ii, Inc. 9.13% 01/30/2032	-	0.020%
788	Gsamp Trust 4.522% 12/25/2036	-	0.020%
789	Gs Mortgage Securities Corp. Trust 3.871% 02/10/2037	-	0.020%
790	Abx.He.Penaaa.7-1 Index 0.09% 08/25/2037	-	0.020%
791	Hsi Asset Loan Obligation Trust 6% 06/25/2037	-	0.020%
792	31750S7L3 Pimco Cdsopt Put USD 0.65 20260520	-	0.020%
793	Dominican Republic International Bonds 10.75% 06/01/2036	-	0.020%
794	Square 4.53 45214 2023-10-15	-	0.020%
795	Mastr Asset-Backed Securities Trust 5.352% 03/25/2035	-	0.020%
796	Mastr Asset-Backed Securities Trust 5.322% 05/25/2035	-	0.020%
797	East Lane Re VII Ltd. 12.822% 03/31/2026	-	0.020%
798	Fnma 30Yr Umbs Super 5.5 03/01/2053	-	0.020%
799	Alamo Re Ltd. 15.784% 06/08/2026	-	0.020%
800	Chl Mortgage Pass-Through Trust 6% 08/25/2037	-	0.020%
801	Peru (Republic Of) 7.6% Aug 12, 2039	-	0.020%
802	Nvidia Corp 5.63 06/15/2056	-	0.020%
803	Dbgs Mortgage Trust 5.228% 06/15/2033	-	0.020%
804	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.187% 09/25/2035	-	0.020%
805	Mill City Mortgage Loan Trust 3.653% 08/25/2058	-	0.020%
806	Bridgecrest Lending Auto Securitization Trust 2026-2 4.56 02/17/2032	-	0.020%
807	American Homes 4 Rent Lp 4.95 06/15/2030	-	0.020%
808	Altice France Sa 4% 07/15/2029	-	0.020%
809	Abx.He.Aaa.07-2 Sp Ulo	-	0.020%
810	Conseco Finance Corp. 7.5% 03/01/2030	-	0.020%
811	Altice France Sa 7.52% 08/15/2028	-	0.020%
812	T 4 1/8 09/30/27	-	0.020%
813	Fannie Mae Pool 3.5 09/01/2026	-	0.020%
814	Square 4.96 46470 2027-03-24	-	0.010%
815	Broadstone Net Lease Llc Company Guar 09/31 2.6	-	0.010%
816	Jefferies Resecuritization Trust 6% 12/26/2036	-	0.010%
817	Mastr Asset-Backed Securities Trust 4.492% 08/25/2036	-	0.010%
818	Jp Morgan Resecuritization Trust 6% 09/26/2036	-	0.010%
819	Romanian Government International Bond 5.750 09/16/2030 5.75 2030-09-16	-	0.010%
820	Bear Stearns Alt-A Trust 4.167% 11/25/2036	-	0.010%
821	Rockford Tower Clo Ltd. 0% 10/20/2031	-	0.010%
822	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 4.25% 03/25/2061	-	0.010%
823	Bbcms Mortgage Trust 3.811% 02/15/2053	-	0.010%
824	Conseco Finance Securitizations Corp. 8.26% 12/01/2030	-	0.010%
825	European Investment Bank 0 2027-06-17	-	0.010%
826	Freddie Mac Pool #Rb5111 2.00% 5/1/2041	-	0.010%
827	Ashford Hospitality Trust 5.223% 04/15/2035	-	0.010%
828	Maricopa County, Arizona Industrial Development Authority Revenue Notes, Series 2024 7.375% 10/01/2029	-	0.010%
829	Trs Union Pacific Corp	-	0.010%
830	First Horizon Mortgage Pass-Through Trust 5.186% 05/25/2037	-	0.010%
831	Armor RE II Ltd. 14.107% 05/07/2031	-	0.010%
832	Wamu Mortgage Pass-Through Certificates Trust 4.554% 08/25/2036	-	0.010%
833	Countrywide Asset-Backed Certificates Trust 5.382% 08/25/2035	-	0.010%
834	Cvr F Star	-	0.010%
835	Frisco Independent School District 5 08/15/2036	-	0.010%
836	Countrywide Alternative Loan Trust 5.5% 12/25/2035	-	0.010%
837	Domino'S Pizza Master Issuer Llc 4.93 07/25/2055	-	0.010%
838	Caterpillar Inc 6.05 08/15/2036	-	0.010%
839	Csail 2019-C18 Commercial Mortgage Trust	-	0.010%
840	Rockford Tower Clo Ltd. 0% 10/20/2030	-	0.010%
841	Malaysia Government Bond 4.762 2037-04-07	-	0.010%
842	Centrica Plc	-	0.010%
843	Morgan Stanley Abs Capital I, Inc. Trust 4.342% 10/25/2036	-	0.010%
844	U.S. Treasury 3.50% 1/31/2028	-	0.010%
845	Chile (Republic Of) 4.34% 3/7/2042	-	0.010%
846	Mastr Asset-Backed Securities Trust 4.752% 06/25/2036	-	0.010%
847	Banc Of America Funding Trust 6.593% 09/20/2046	-	0.010%
848	Csmc Mortgage-Backed Trust 6% 07/25/2036	-	0.010%
849	Myr/USD Fwd 20260309 Mrmdus33	-	0.010%
850	Toronto-Dominion Bank (The) 4.693 09/15/2027 4.693 2027-09-15	-	0.010%
851	Mph Acquisition Holdings Llc 8.06% 12/31/2030	-	0.010%
852	Detroit, Michigan General Obligation Bonds, Series 2014 4% 04/01/2044	-	0.010%
853	Securitized Asset-Backed Receivables Llc Trust 5.247% 12/25/2034	-	0.010%
854	Iodex Io Fut Sep26	-	0.010%
855	Morgan Stanley Abs Capital I, Inc. Trust 4.372% 11/25/2036	-	0.010%
856	Vistra Corp 5.55 04/30/2036	-	0.010%
857	Forward Foreign Currency Contract	-	0.010%
858	Big Commercial Mortgage Trust 6.491% 02/15/2039	-	0.010%
859	Countrywide Asset-Backed Certificates 5.172% 03/25/2047	-	0.010%
860	Residential Asset Securitization Trust 5.5% 07/25/2035	-	0.010%
861	Csmc Trust 4.132% 05/27/2036	-	0.010%
862	Sweden Government International Bond 2 2028-06-26	-	0.010%
863	Citigroup Mortgage Loan Trust, Inc. 6.423% 03/25/2036	-	0.010%
864	317Uc30A1 Pimco Swaption 4.088 Put USD 2026050	-	0.010%
865	Bought EUR Sold USD 20260402	-	0.010%
866	Lch - USD Zcis 4/28/55 Rec Cpi_C	-	0.010%
867	Romania Government International Bonds 5.625% 02/22/2036	-	0.010%
868	Ford Motor Credit Co., Llc 7.122% 11/7/2033	-	0.010%
869	Credit Suisse First Boston Mortgage Securities Corp. 7.5% 05/25/2032	-	0.010%
870	Dbgs Mortgage Trust 5.66% 10/15/2036	-	0.010%
871	Thames Water Utilities Finance Plc 6.5% 02/09/2034	-	0.010%
872	Worldwide Plaza Trust 3.715% 11/10/2036	-	0.010%
873	Specialty Underwriting & Residential Finance Trust 3.687% 02/25/2037	-	0.010%
874	Fixed Inc Clearing Corp.Repo	-	0.010%
875	Ukraine Government International Bonds 0% 02/01/2036	-	0.010%
876	Fx Forwards	-	0.010%
877	Banc Of America Funding Trust 5.557% 04/20/2035	-	0.010%
878	Csmc Trust 5.665% 07/15/2038	-	0.010%
879	Csmc Trust 3.904% 11/10/2032	-	0.010%
880	Hestia Re Ltd. 10.659% 03/13/2032	-	0.010%
881	Gsc Capital Corp. Mortgage Trust 4.632% 05/25/2036	-	0.010%
882	Belgium (Kingdom Of), Series 89, 0.10% 6/22/2030	-	0.010%
883	Countrywide Alternative Loan Trust 5.75% 04/25/2037	-	0.010%
884	Federal Home Loan Mortgage Corp. Remics 1.944% 01/25/2051	-	0.010%
885	Segovia European Clo Dac 0% 04/15/2035	-	0.010%
886	Rali Trust 6% 12/25/2035	-	0.010%
887	Benchmark Mortgage Trust 3.094% 04/15/2054	-	0.010%
888	Bcap Llc Trust 6% 10/26/2037	-	0.010%
889	Sold PLN Bought USD 20260415	-	0.010%
890	Egypt Government International Bonds 1% 06/20/2029	-	0.010%
891	186850090.SRDLC	-	0.010%
892	Credit Suisse Ag At1 Claim	CSGN:SM	0.010%
893	Pearland Independent School District 5 02/15/2031	-	0.010%
894	Hyundai Capital America Eur Reg S Sr Unsec 2.875% 06-26-28 2.875 2028-06-26	-	0.010%
895	Fannie Mae Pool	-	0.010%
896	Barclays Plc 4.52 02/24/2032	-	0.010%
897	Square 5.33 46556 2027-06-18	-	0.010%
898	Fannie Mae Pool Cb3356 2.50% 4/1/2052	-	0.010%
899	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 6% 04/25/2037	-	0.010%
900	Fannie Mae Pool 2.5 10/01/2051	-	0.010%
901	Cash	-	0.010%
902	Bear Stearns Alt-A Trust 4.592% 06/25/2046	-	0.010%
903	Pagaya Ai Debt Grantor Trust 10.273% 04/15/2032	-	0.010%
904	Rfr USD Sofr/3.84200 12/26/23-10Y Lch	-	0.010%
905	Sold ILS Bought USD 20260406	-	0.010%
906	Jp Morgan Mortgage Trust 4.677% 06/25/2037	-	0.010%
907	Bcap Llc Trust 6% 06/26/2037	-	0.010%
908	Sold GBP Bought USD 20260402	-	0.010%
909	Colt Mortgage Loan Trust	-	0.010%
910	Carlyle Global Market Strategi Cgmse 2025 1A A1 144A 3.206 08/15/2038	-	0.010%
911	Cswf Corp. 5.332% 06/15/2034	-	0.010%
912	Bear Stearns Alt-A Trust 5.397% 01/25/2035	-	0.010%
913	Impac Secured Assets Corp. 5.132% 03/25/2036	-	0.010%
914	Anheuser- 3.75% 03/22/37	-	0.010%
915	Morgan Stanley Residential Mortgage Loan Trust 0.375% 12/25/2068	-	0.010%
916	Carrington Mortgage Loan Trust 4.352% 03/25/2035	-	0.010%
917	Banc Of America Funding Trust 0% 06/26/2035	-	0.010%
918	New Century Home Equity Loan Trust 5.217% 06/25/2035	-	0.010%
919	Indonesia Treasury Bond	-	0.010%
920	Citigroup Mortgage Loan Trust, Inc. 5.5% 12/25/2035	-	0.010%
921	Indymac Indx Mortgage Loan Trust 4.073% 11/25/2036	-	0.010%
922	Cdx Hy41 5Y Ice	-	0.010%
923	Hess Midstream Operations, Lp 5.50% 10/15/2030	-	0.010%
924	Aust 3Yr Bond Fut Mar26	-	0.010%
925	Mft Mortgage Trust 3.358% 02/10/2042	-	0.010%
926	Enterprise Products Operating Llc 5.375% 02/15/2078 5.375 2078-02-15	-	0.010%
927	Countrywide Alternative Loan Trust 5.5% 11/25/2035	-	0.010%
928	Pagaya Ai Debt Grantor Trust 5.617% 04/15/2032	-	0.010%
929	Energean Israel Finance Ltd 5.88% Mar 30, 2031	-	0.010%
930	Orange Capital Re Dac 7.979% 01/17/2029	-	0.010%
931	Carlyle Global Market Strategies CLO Ltd. 0% 04/17/2031	-	0.010%
932	New Century Home Equity Loan Trust 5.052% 03/25/2035	-	0.010%
933	Argentine Republic Government International Bond 3.5 07/09/2041	-	0.010%
934	Thames Water Utilities Finance Plc 7.75% 04/30/2046	-	0.010%
935	State Of Illinois 5 05/01/2033	-	0.010%
936	Countrywide Alternative Loan Trust 6% 01/25/2037	-	0.010%
937	Dbgs Mortgage Trust 5.043% 06/15/2033	-	0.010%
938	Fed Hm Ln Pc Pool G18522 Fg 08/29 Fixed 3	-	0.010%
939	U.S. Treasury 3.875% 6/30/2028	-	0.010%
940	Bear Stearns Arm Trust 4.247% 06/25/2047	-	0.010%
941	A-Ag Us Gsi Bidco Inc 8.67 2031-10-31	-	0.010%
942	Petroleos Mexicanos 1% 12/20/2028	-	0.010%
943	Towd Point Mortgage Trust 4% 01/25/2060	-	0.010%
944	Sold JPY Bought USD 20260507	-	0.010%
945	Morgan Stanley Capital I Trust 6.509% 12/15/2036	-	0.010%
946	Citigroup Mortgage Loan Trust, Inc. 6.5% 09/25/2036	-	0.010%
947	Citigroup Mortgage Loan Trust, Inc. 3.976% 07/25/2036	-	0.010%
948	Bought MXN Sold USD 20260617	-	0.010%
949	Morgan Stanley Mortgage Loan Trust 4.643% 05/25/2036	-	0.010%
950	American Home Mortgage Investment Trust 4.812% 03/25/2037	-	0.010%
951	Fx Forward Contract: KRW/USD Settle 2026-05-12	-	0.010%
952	Forward Foreign Currency Contract	-	0.010%
953	Huntington Bank Auto Credit-Linked Notes 8.389% 10/20/2032	-	0.010%
954	Mill City Mortgage Loan Trust 0% 08/25/2059	-	0.010%
955	Targa Resources Corp 6.5 03/30/2034	-	0.010%
956	216652539.Srdlc 30.99 2028-05-21	-	0.010%
957	Cds Nrg Energy Inc	-	0.010%
958	Forward Foreign Currency Contract	-	0.010%
959	Forward Foreign Currency Contract	-	0.010%
960	Federal National Mortgage Association Remics 4% 06/25/2050	-	0.010%
961	Amazon.Com Inc 1.5 06/03/2030	-	0.010%
962	Forward Foreign Currency Contract	-	0.010%
963	Titulos De Tesoreria Bonds 01/35 11.75	-	0.010%
964	ZAR251110 - 11/10/2025	-	0.010%
965	Quercus Re Dac 10.017% 01/06/2031	-	0.010%
966	Fx Forward Contract: USD/PLN Settle 2026-03-18	-	0.010%
967	Countrywide Alternative Loan Trust 5.5% 02/25/2036	-	0.010%
968	Boeing Co/The 5.81 05/01/2050	-	0.010%
969	Countrywide Alternative Loan Trust 5.5% 07/25/2035	-	0.010%
970	Forward Foreign Currency Contract	-	0.010%
971	Morgan Stanley Abs Capital I, Inc. Trust 5.307% 03/25/2035	-	0.010%
972	Rali Trust 4.692% 06/25/2037	-	0.010%
973	New Century Home Equity Loan Trust 5.397% 03/25/2035	-	0.010%
974	Gs Mortgage Securities Corp. Trust 5.397% 07/15/2035	-	0.010%
975	Receive 1-Day USD-Sofr Compounded-Ois 2.75% 12/16/2045	-	0.010%
976	Sold TWD Bought USD 20251020	-	0.010%
977	Bought ILS Sold USD 20260610	-	0.010%
978	Bought CAD Sold USD 20260402	-	0.010%
979	Fnma Pool Ma3985 Fn 04/35 Fixed 3	-	0.010%
980	BKV Upstream Midstream LLC 7.5% 10/15/2030	-	0.010%
981	Option One Mortgage Loan Trust 4.712% 01/25/2037	-	0.010%
982	Indymac Indx Mortgage Loan Trust 4.037% 06/25/2036	-	0.010%
983	Structured Adjustable Rate Mortgage Loan Trust 4.587% 08/25/2036	-	0.010%
984	Thames Water Utilities Finance Plc 4% 04/18/2029	-	0.010%
985	Countrywide Alternative Loan Trust 4.522% 06/25/2037	-	0.010%
986	Uy Scuti Acquisition Corp Rights	-	0.010%
987	Nykredit Realkredit As, Series Cce, 1.00% 10/1/2050	-	0.010%
988	317U8Ava6 Pimco Fppswaption 4.098 Call USD	-	0.010%
989	Deutsche Alt-A Securities, Inc. Mortgage Loan Trust 5.5% 12/25/2035	-	0.010%
990	212385813.Srdlc	-	0.010%
991	Pound Sterling	-	0.010%
992	Inf Swap Gb Ni 3.5 08/15/24-10Y Lch	-	0.010%
993	Equifax Inc 5.65 08/15/2033	-	0.010%
994	Pret Llc 5.657% 08/25/2055	-	0.010%
995	Triborough Bridge & Tunnel Authority 5 05/15/2030	-	0.010%
996	Ghana Government International Bonds 0% 01/03/2030	-	0.010%
997	Starm Mortgage Loan Trust 6.614% 02/25/2037	-	0.010%
998	Bonanza Re Ltd. 3.97% 01/08/2026	-	0.010%
999	Landesbank Baden-Wuerttemberg 0.25 2033-05-19	-	0.010%
1000	Chl Mortgage Pass-Through Trust 5.147% 11/25/2035	-	0.010%
1001	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 12.632% 11/25/2060	-	0.010%
1002	Fannie Mae Pool Ca3976 4.00% 8/1/2049	-	0.010%
1003	Bought MYR Sold USD 20260415	-	0.010%
1004	Rali Trust 6% 09/25/2036	-	0.010%
1005	Cifc Funding Ltd. 0% 04/24/2030	-	0.010%
1006	Rfr USD Sofr/3.75000 09/02/25-7Y* Lch	-	0.010%
1007	Morgan Stanley Re-Remics Trust 7.306% 03/26/2037	-	0.010%
1008	Gsamp Trust 4.412% 12/25/2036	-	0.010%
1009	Chl Mortgage Pass-Through Trust 5.555% 06/25/2047	-	0.010%
1010	Thames Water Utilities Finance Plc 4.625% 06/04/2048	-	0.010%
1011	Fannie Mae Pool Fm9086 2.50% 10/1/2051	-	0.010%
1012	Mill City Mortgage Loan Trust 3.853% 08/25/2059	-	0.010%
1013	Ally Bank Auto Credit-Linked Notes 11.395% 09/15/2032	-	0.010%
1014	Countrywide Alternative Loan Trust 5.5% 04/25/2037	-	0.010%
1015	Holcim Finance Luxembourg Sa 2030-03-09	-	0.010%
1016	Adjustable Rate Mortgage Trust 4.572% 03/25/2037	-	0.010%
1017	Bsrep Commercial Mortgage Trust 5.615% 08/15/2038	-	0.010%
1018	Republic Of Turkey Usd 09.1250 07/13/2030	-	0.010%
1019	Adjustable Rate Mortgage Trust 6.102% 11/25/2037	-	0.010%
1020	Port Authority Of New York & New Jersey 5 10/15/2034	-	0.010%
1021	Jpmorgan Mortgage Trust 5.500 06/25/2055	-	0.010%
1022	Alexandria Real Estate Equities Inc 5.25 05/15/2036	-	0.010%
1023	Emerson Electric Co 5.25 11/15/2039	-	0.010%
1024	Fx Forward Contract: USD/AUD Settle 2026-04-28	-	0.010%
1025	Ukraine Government International Bonds 0% 02/01/2035	-	0.010%
1026	Fannie Mae Pool 6.50 5/1/2027	-	0.010%
1027	Romania 7.20% 5/31/2027	-	0.010%
1028	Verizon Master Trust, Series 2024-3, Class A1A, 5.34% 4/20/2027	-	0.010%
1029	Suntrust Alternative Loan Trust 2.878% 04/25/2036	-	0.010%
1030	Countrywide Alternative Loan Trust 6% 02/25/2037	-	0.010%
1031	Credit Suisse First Boston Mortgage Securities Corp. 5.322% 02/25/2031	-	0.010%
1032	Sold BRL Bought USD 20260402	-	0.010%
1033	Masco Corp 1.5% 2/15/2028	-	0.010%
1034	Renaissance Home Equity Loan Trust 5.612% 04/25/2037	-	0.010%
1035	Stratton Mortgage Funding Plc 8.987% 06/20/2060	-	0.010%
1036	Nature Coast Re Ltd. 13.904% 12/07/2030	-	0.010%
1037	Reach Abs Trust 7.75% 08/16/2032	-	0.010%
1038	Adagio VI CLO DAC 0% 04/30/2031	-	0.010%
1039	Metropolitan Council 5 12/01/2028	-	0.010%
1040	Carvana Auto Receivables Trust Crvna 2025 P3 A2	-	0.010%
1041	Athene Global Funding 4.721% 10/8/2029	-	0.010%
1042	Federal National Mortgage Association Remics 0% 10/25/2042	-	0.010%
1043	Bought TRY / Sold USD	-	0.010%
1044	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 11/25/2035	-	0.010%
1045	L5010707.Srdup 21.42 2030-10-18	-	0.010%
1046	Volkswagen Intl Finance Nv 3.875%/Var Perp Regs	-	0.010%
1047	Sold COP Bought USD 20260617	-	0.010%
1048	Fannie Mae 3.500% 11/01/45	-	0.010%
1049	Lloyds Banking Group Plc Sr Unsecured 01/35 Var	-	0.010%
1050	Ukraine Government International Bonds 0% 02/01/2034	-	0.010%
1051	Forward Foreign Currency Contract	-	0.010%
1052	Hub International, Ltd. 7.25% 6/15/2030	-	0.010%
1053	DRB5178644.SRDUP	-	0.010%
1054	Roper Technologies, Inc. 4.45% 9/15/2030	-	0.010%
1055	Banc Of America Mortgage Trust 5.75% 05/25/2037	-	0.010%
1056	Biomarin Phar Cv 01.2500 05/15/2027	-	0.010%
1057	Sold SEK Bought USD 20260402	-	0.010%
1058	Square 4.38 45591 2024-10-26	-	0.010%
1059	Federal Home Loan Mortgage Corp. Remics 0% 11/15/2048	-	0.010%
1060	Wells Fargo Alternative Loan Trust 6.443% 07/25/2037	-	0.010%
1061	Receive 1-Day USD-Sofr Compounded-Ois 2.75% 12/16/2045	-	0.010%
1062	Bought TRY Sold USD 20251107	-	0.010%
1063	Fannie Mae Pool Ma5674 6.00% 4/1/2055	-	0.010%
1064	Total Capital Intl Sa 1.618 05/18/2040	-	0.010%
1065	Bought CNY Sold USD 20251128	-	0.010%
1066	Aegis Asset-Backed Securities Trust 5.247% 06/25/2035	-	0.010%
1067	Tgs Asa 8.50% 1/15/2030	-	0.010%
1068	China Government International Bond 0.0363 11/13/2028	-	0.010%
1069	Aim Aviation Finance Ltd	-	0.010%
1070	Gazprom Pjsc Via Gaz Capital Sa 8.625 04/28/2034	-	0.010%
1071	Wamu Mortgage Pass-Through Certificates Trust 4.037% 06/25/2037	-	0.010%
1072	Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust 3.621% 10/25/2058	-	0.010%
1073	Pagaya Ai Debt Grantor Trust 0% 04/15/2032	-	0.010%
1074	Bought JPY Sold USD 20260402	-	0.010%
1075	Fannie Mae Pool #Bu3083 2.50% 1/1/2052	-	0.010%
1076	Countrywide Asset-Backed Certificates Trust 4.489% 05/25/2036	-	0.010%
1077	Option One Mortgage Loan Trust 4.602% 04/25/2037	-	0.010%
1078	Fannie Mae Pool 4 07/01/2048	-	0.010%
1079	Citigroup Mortgage Loan Trust, Inc. 4.597% 10/25/2035	-	0.010%
1080	Receive 1-Day USD-Sofr Compounded-Ois 1.36% 02/15/2027	-	0.010%
1081	Countrywide Asset-Backed Certificates 5.367% 05/25/2035	-	0.010%
1082	Wamu Mortgage Pass-Through Certificates Trust 4.197% 07/25/2037	-	0.010%
1083	Countrywide Alternative Loan Trust 4.692% 08/25/2047	-	0.010%
1084	Forward Foreign Currency Contract	-	0.010%
1085	Harborview Mortgage Loan Trust 4.783% 06/19/2045	-	0.010%
1086	Wintershall Dea Finance 2 Bv 6.117 12/31/2099 6.117 2099-12-31	-	0.010%
1087	Conseco Finance Securitizations Corp. 8.06% 09/01/2029	-	0.010%
1088	Jp Morgan Chase Commercial Mortgage Securities Trust 5.439% 07/05/2033	-	0.010%
1089	Oman Government International Bond 5.375%, 03/08/2027	-	0.010%
1090	Fwdp 2Y Rtp 3.850000 20-Jan-2028	-	0.010%
1091	Forward Foreign Currency Contract	-	0.010%
1092	Metinvest Bv 7.650% 10/01/2027	-	0.010%
1093	Lch - CNY Irs 3/12/30 Rec Fix_C	-	0.010%
1094	Securitized Asset-Backed Receivables Llc Trust 4.592% 07/25/2036	-	0.010%
1095	Finastra Usa, Inc. 11.29% 09/13/2029	-	0.010%
1096	Bear Stearns Asset-Backed Securities I Trust 5.292% 10/25/2035	-	0.010%
1097	Structured Asset Mortgage Investments Ii Trust 4.692% 08/25/2036	-	0.010%
1098	Telstra Group Ltd 3.375 2035-03-02	-	0.010%
1099	Countrywide Alternative Loan Trust 13.366% 05/25/2037	-	0.010%
1100	Raizen Fuels Finance 5.7 1/17/2035	-	0.010%
1101	Republic Of South Africa 8.875% 2035-02-28	-	0.010%
1102	Caisse D'Amortissement De La Dette Sociale 4.88 09/19/2026	-	0.010%
1103	Countrywide Asset-Backed Certificates Trust 4.366% 10/25/2032	-	0.010%
1104	Mf1 Trust 6.97% 12/15/2034	-	0.010%
1105	Receive 1-Day USD-Sofr Compounded-Ois 2.5% 06/20/2048	-	0.010%
1106	Forward Foreign Currency Contract	-	0.010%
1107	Ubs Group Ag 3.869% 1/12/2029 (3-Month Usd Cme Term Sofr + 1.672% On 1/12/2028)	-	0.010%
1108	Fannie Mae Pool 4.50 1/1/2040	-	0.010%
1109	Putnam Structured Product Funding Ltd. 5.665% 10/15/2038	-	0.010%
1110	Stream Innovations Issuer Trust 6.27% 07/15/2044	-	0.010%
1111	(Pipa070) Pgim Core Government Money Market Fund	-	0.010%
1112	Caesars Entertainment Corp.	CZR	0.000%
1113	Desarrolladora Homex Sab De Common Stock	HOMEX:MX	0.000%
1114	Gazprom Oao Via Gaz Capital Sa 7.29 08/16/2037	-	0.000%
1115	Mcdermott International Inc	MCDAF	0.000%
1116	Sierra Hamilton Holder Llc	-	0.000%
1117	West Marine (Rising Tide)	WMAR	0.000%
1118	Xbp Europe Holdings Inc	XBP	0.000%
1119	Corestate Capital Holding Sa	CCAG:SG	0.000%
1120	Steinhoff International Holdings Nv	SNH:ZA	0.000%
1121	Bought USD / Sold CNH 10/2025% 10/02/3165	-	0.000%
1122	Bought BRL / Sold USD 10/2025% 07/07/2428	-	0.000%
1123	Abu Dhabi Development Ho Sr Unsecured Regs 05/30 4.5	-	0.000%
1124	Cash Collateral Held Fcm Jpmorgan USD	-	0.000%
1125	Option One Mortgage Loan Trust 4.772% 03/25/2037	-	0.000%
1126	Sold TRY Bought USD 20260420	-	0.000%
1127	Morgan Stanley Re-Remics Trust 5.805% 09/26/2035	-	0.000%
1128	Sold TWD Bought USD 20260617	-	0.000%
1129	Fannie Mae Pool Cb8151 5.50% 3/1/2054	-	0.000%
1130	Indymac Indx Mortgage Loan Trust 3.197% 06/25/2037	-	0.000%
1131	BOUGHT BRL SOLD USD 20251104	-	0.000%
1132	Peru (Republic Of) 7.60% 8/12/2039	-	0.000%
1133	Thames Water Utilities Finance Plc 3.5% 02/25/2030	-	0.000%
1134	Lealand Finance Co. Bv 7.28% 06/30/2027	-	0.000%
1135	Freddie Mac Gold Pool 3 02/01/2031	-	0.000%
1136	Jp Morgan Alternative Loan Trust 4.882% 11/25/2036	-	0.000%
1137	Mexico Government International Bond 3 2045-03-06	-	0.000%
1138	Bought ILS Sold USD 20260610	-	0.000%
1139	Venator Material, Llc, Term Loan, (Usd-Sofr + 10.00%) 8.00% Pik And 2.00% Cash 10/12/2028	-	0.000%
1140	Federal National Mortgage Association Remics 3% 01/25/2042	-	0.000%
1141	Morgan Stanley Mortgage Loan Trust 6% 08/25/2037	-	0.000%
1142	Gsr Mortgage Loan Trust 4.668% 01/25/2036	-	0.000%
1143	Washington Mutual Mortgage Pass-Through Certificates Wmalt Trust 5.003% 10/25/2046	-	0.000%
1144	Federal Home Loan Mortgage Corp. Remics 1.629% 06/25/2050	-	0.000%
1145	Sold EUR Bought USD 20260402	-	0.000%
1146	Bought PLN / Sold USD 10/2025% 05/23/2340	-	0.000%
1147	Federal Home Loan Mortgage Corp. Remics 2.213% 04/15/2036	-	0.000%
1148	Totalenergies Capital International Sa 2.99 06/29/2041	-	0.000%
1149	Forward Foreign Currency Contract	-	0.000%
1150	Cbs Corp 3.7% 6/1/2028	-	0.000%
1151	Pernod Ricard Sa	-	0.000%
1152	Canada 10 Year Bond	-	0.000%
1153	Jp Morgan Mortgage Trust 4.526% 05/25/2036	-	0.000%
1154	Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 5.5% 09/25/2033	-	0.000%
1155	Bear Stearns Asset-Backed Securities I Trust 6% 12/25/2035	-	0.000%
1156	Bought USD / Sold EUR	-	0.000%
1157	Bought USD / Sold IDR	-	0.000%
1158	Federal Home Loan Mortgage Corp. Remics 4% 03/15/2027	-	0.000%
1159	Bought USD / Sold IDR	-	0.000%
1160	Verizon Master Trust 5.02 03/21/2033	-	0.000%
1161	Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2028	-	0.000%
1162	Bayou Re Ltd. 22.48% 04/30/2031	-	0.000%
1163	San Francisco City & County Public Utilities Commission Wastewater Revenue 4 10/01/2042	-	0.000%
1164	Bought KRW Sold USD 20260420	-	0.000%
1165	Credit Suisse First Boston Mortgage Securities Corp. 6% 01/25/2036	-	0.000%
1166	RFR USD SOFR/3.50000 12/20/23-10Y CME	-	0.000%
1167	Bought USD / Sold ZAR 11/2025% 01/24/7488	-	0.000%
1168	Banc Of America Alternative Loan Trust 6% 06/25/2037	-	0.000%
1169	Bought TRY Sold USD 20260406	-	0.000%
1170	Countrywide Alternative Loan Trust 4.622% 05/25/2036	-	0.000%
1171	Citigroup Mortgage Loan Trust, Inc. 4.472% 05/25/2037	-	0.000%
1172	Jp Morgan Chase Commercial Mortgage Securities Trust 6.264% 12/15/2036	-	0.000%
1173	Jp Morgan Mortgage Trust 4.341% 10/25/2036	-	0.000%
1174	Chevron Corp., 4.36%, Due 01/30/2026	-	0.000%
1175	T-Mobile Usa Inc 2.63 02/15/2029	-	0.000%
1176	Structured Adjustable Rate Mortgage Loan Trust 4.322% 01/25/2036	-	0.000%
1177	Federal National Mortgage Association Remics 2.169% 12/25/2036	-	0.000%
1178	Bought IDR Sold USD 20260610	-	0.000%
1179	Saltaire Finance Plc 1.527 2051-11-23	-	0.000%
1180	Countrywide Asset-Backed Certificates 4.952% 12/25/2036	-	0.000%
1181	Wamu Mortgage Pass-Through Certificates Trust 3.825% 03/25/2037	-	0.000%
1182	San Diego Calif Pub Facs Fing 5.25% 10/15/2052	-	0.000%
1183	Us Treasury N/B 4% 6/30/2032 4 2032-06-30	-	0.000%
1184	Angolan Government International Bond 8.25% 05/09/2028	-	0.000%
1185	Sold JPY Bought USD 20260402	-	0.000%
1186	Integrity RE III Ltd. 11.904% 06/06/2027	-	0.000%
1187	OIS	-	0.000%
1188	Federal Home Loan Mortgage Corp. Remics 1.713% 09/15/2042	-	0.000%
1189	Countrywide Alternative Loan Trust 6.5% 06/25/2036	-	0.000%
1190	South Carolina Public Service Authority 5 12/01/2050	-	0.000%
1191	210822252.Srdlc	-	0.000%
1192	Bought IDR / Sold USD 12/2025% 09/02/2066	-	0.000%
1193	Morgan Stanley Repo 9W08	-	0.000%
1194	Bought USD / Sold KWD 07/2029% 03/22/2250	-	0.000%
1195	Bought TRY / Sold USD	-	0.000%
1196	Thames Water Utilities Finance Plc 5.125% 09/28/2039	-	0.000%
1197	Ambac Assurance Corp. 5.1% 12/31/2099	-	0.000%
1198	Pay 1-Year Brl-Cdi 11.901% 01/04/2027	-	0.000%
1199	Gsamp Trust 5.922% 10/25/2034	-	0.000%
1200	Dominion Energy Inc 6.3 03/15/2033	-	0.000%
1201	Fannie Mae Pool Fs8783 6.50% 8/1/2054	-	0.000%
1202	Freddie Mac Pool 3 04/01/2040	-	0.000%
1203	Fannie Mae Pool	-	0.000%
1204	Enel Finance Intl Nv	-	0.000%
1205	Countrywide Alternative Loan Trust 1.807% 12/25/2035	-	0.000%
1206	Federal National Mortgage Association Remics 4.5% 04/25/2042	-	0.000%
1207	Fannie Mae Remics	-	0.000%
1208	Federal Home Loan Mortgage Corp. Remics 1.813% 05/15/2037	-	0.000%
1209	First Horizon Alternative Mortgage Securities Trust 4.857% 05/25/2036	-	0.000%
1210	Bought KRW Sold USD 20260413	-	0.000%
1211	Bought USD / Sold CNH	-	0.000%
1212	Fx Forward Contract: ZAR/USD Settle 2026-03-10	-	0.000%
1213	Bought TRY / Sold USD	-	0.000%
1214	Burford Capital Global Finance Llc 6.25 04/15/2028	-	0.000%
1215	Lehman Mortgage Trust 6% 01/25/2038	-	0.000%
1216	Ngn/USD Fwd 20260107 Scblgb2L	-	0.000%
1217	Canadian Imperial Bank Of Commerce 5.237% 6/28/2027	-	0.000%
1218	First Horizon Mortgage Pass-Through Trust 4.893% 01/25/2037	-	0.000%
1219	Countrywide Alternative Loan Trust 4.85% 11/20/2035	-	0.000%
1220	Bought USD / Sold ZAR	-	0.000%
1221	Bought CAD / Sold USD	-	0.000%
1222	Pacific Gas And Electric Company 6.95 03/15/2034	-	0.000%
1223	Pay 1-Year Brl-Cdi 11.731% 01/04/2027	-	0.000%
1224	Mexico, 7.75%, 11/13/2042	-	0.000%
1225	Kaiser Foundation Hospit 2.8100% Mat 06/01/2041	-	0.000%
1226	Novastar Mortgage Funding Trust 4.612% 11/25/2036	-	0.000%
1227	Td Securities Usa Llc	-	0.000%
1228	Bought EUR / Sold USD	-	0.000%
1229	Bought USD / Sold EUR	-	0.000%
1230	Ascent Resources Utica Holdings Llc / Aru Finance Corp 0.0663 10/15/2032	-	0.000%
1231	Gsamp Trust 4.592% 04/25/2036	-	0.000%
1232	Bought USD / Sold ZAR	-	0.000%
1233	Jp Morgan Chase Commercial Mortgage Securities Trust 7.014% 12/15/2036	-	0.000%
1234	Freddie Mac Pool 7 08/01/2054	-	0.000%
1235	Peru Government International Bonds 6.95% 08/12/2031	-	0.000%
1236	C$ Curr 9Am Feb26C 73	-	0.000%
1237	Federal National Mortgage Association Remics 2.249% 06/25/2037	-	0.000%
1238	Bought USD / Sold IDR	-	0.000%
1239	Bought USD / Sold BRL 10/2025% 05/12/4791	-	0.000%
1240	Titulos De Tesoreria 9.250000% 05/28/2042	-	0.000%
1241	Countrywide Alternative Loan Trust 5.75% 05/25/2036	-	0.000%
1242	Gsr Mortgage Loan Trust 4.722% 07/25/2037	-	0.000%
1243	Federal Home Loan Mortgage Corp. Remics 2.113% 05/15/2041	-	0.000%
1244	Chl Mortgage Pass-Through Trust 4.872% 03/25/2035	-	0.000%
1245	Jm Smucker Co/The 4.375 03/15/2045	-	0.000%
1246	Avis Budget Car Rental Llc / Avis Budget Finance Inc 0.0838 06/15/2032	-	0.000%
1247	9842363.Srdsq 5.47 2027-03-25	-	0.000%
1248	Ois Payfix USD 3.41% 03-09-23/07-28-45 Lch	-	0.000%
1249	Sold GBP Bought USD 20260402	-	0.000%
1250	Bought KWD / Sold USD 06/2026% 11/02/3252	-	0.000%
1251	Greensaif Pipelines Bidco Sarl 5.852% 2/23/2036	-	0.000%
1252	212372136.Srdlc	-	0.000%
1253	317Ua1Da3 Pimco Swaption 3.038 Call USD 202608	-	0.000%
1254	Bought CAD / Sold USD	-	0.000%
1255	Bought USD / Sold HUF	-	0.000%
1256	Conseco Finance Corp. 6.53% 02/01/2031	-	0.000%
1257	Federal Home Loan Mortgage Corp. Remics 3.293% 09/15/2036	-	0.000%
1258	Fixed Inc Clearing Corp.Repo 2026-02-02	-	0.000%
1259	Hg COPper Fut Opt Mar26C 755	-	0.000%
1260	Banc Of America Funding Trust 4.31% 09/20/2037	-	0.000%
1261	Ginnie Mae I Pool 7.00 7/15/2029	-	0.000%
1262	Bought EUR / Sold USD	-	0.000%
1263	Comm 2013-Cr13 D 144A 05.1119 11/10/2046 5.1119 2046-11-10	-	0.000%
1264	Forward Foreign Currency Contract	-	0.000%
1265	Inter-American Development Bank 7.00% 4/17/2033	-	0.000%
1266	Pay 1-Year Brl-Cdi 11.746% 01/04/2027	-	0.000%
1267	Forward Foreign Currency Contract	-	0.000%
1268	Federal Home Loan Mortgage Corp. STRIPS 1.463% 04/15/2039	-	0.000%
1269	Bought USD / Sold KWD 05/2030% 01/31/3967	-	0.000%
1270	State Of North Rhine-Westphalia Germany 0 2029-01-15	-	0.000%
1271	Henley Clo Xiv Dac	-	0.000%
1272	Wamu Mortgage Pass-Through Certificates Trust 5.033% 10/25/2046	-	0.000%
1273	Bought IDR / Sold USD 10/2025% 07/26/2015	-	0.000%
1274	Residential Asset Mortgage Products Trust 5.142% 04/25/2034	-	0.000%
1275	Specialty Underwriting & Residential Finance Trust 4.972% 03/25/2037	-	0.000%
1276	Bpce Sfh Regs 3.25% Apr 12, 2028	-	0.000%
1277	Bought BRL / Sold USD 10/2025% 07/07/2428	-	0.000%
1278	Broadcom Inc 4.6 01/15/2033 4.6 2033-01-15	-	0.000%
1279	Harley-Davidson Motorcycle Trust 2025-A 4.67 04/15/2030	-	0.000%
1280	Fx Forwards	-	0.000%
1281	Bought GBP / Sold USD 10/2025% 01/22/8318	-	0.000%
1282	Bought PLN / Sold USD 10/2025% 03/19/2190	-	0.000%
1283	Peru Government Bonds 6.15% 08/12/2032	-	0.000%
1284	Bought USD / Sold CZK 12/2025% 08/24/8064	-	0.000%
1285	OIS	-	0.000%
1286	Jp Morgan Alternative Loan Trust 6% 12/25/2035	-	0.000%
1287	District Of Columbia 5 10/15/2028	-	0.000%
1288	Morgan Stanley Capital I Trust 5.765% 12/15/2036	-	0.000%
1289	JPY Fwd Sale To USD 2/10/2026	-	0.000%
1290	Citigroup Mortgage Loan Trust, Inc. 5.5% 11/25/2035	-	0.000%
1291	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 7.122% 08/25/2032	-	0.000%
1292	Fnr 2025-102 Da Fnr 2025-102 Da	-	0.000%
1293	Sold TRY Bought USD 20260417	-	0.000%
1294	Peru Government International Bonds 5.4% 08/12/2034	-	0.000%
1295	Bought BRL / Sold USD 12/2025% 10/02/2441	-	0.000%
1296	India Government Bond	-	0.000%
1297	Bought AUD / Sold USD 10/2025% 09/06/2693	-	0.000%
1298	Fhlmc 30Yr Umbs 5 05/01/2056	-	0.000%
1299	First Horizon Mortgage Pass-Through Trust 5.5% 08/25/2037	-	0.000%
1300	Citigroup Mortgage Loan Trust, Inc. 6.951% 03/25/2037	-	0.000%
1301	Japan (2 Year Issue) Bonds 02/27 0.7	-	0.000%
1302	Irs CLP 5.44000 02/28/25-10Y Cme	-	0.000%
1303	Sptr Trs Equity Sofr+48 Cib	-	0.000%
1304	Bought USD / Sold HUF	-	0.000%
1305	Sold COP Bought USD 20260420	-	0.000%
1306	Bought MXN Sold USD 20251217	-	0.000%
1307	Hudson Pacific Properties Lp 5.95% 02/15/2028	-	0.000%
1308	Countrywide Alternative Loan Trust 6% 11/25/2036	-	0.000%
1309	Morgan Stanley Bank Of America Merrill Lynch Trust 4.609 08/15/2058 4.609 2058-08-15	-	0.000%
1310	Sold INR Bought USD 20260407	-	0.000%
1311	Tampa Bay Water 6 10/01/2029	-	0.000%
1312	Regal Trust Iv 4.433% 09/29/2031	-	0.000%
1313	Bought JPY Sold USD 20260402	-	0.000%
1314	Bought CAD / Sold USD	-	0.000%
1315	Castell 2025-1 Plc Ser 2025-1 Cl D V/R Regd Reg S /Gbp/ 6.22067000	-	0.000%
1316	Rocket Cos Inc 6.38 08/01/2033	-	0.000%
1317	Bought IDR / Sold USD 10/2025% 08/22/2003	-	0.000%
1318	317Ubkma0 Pimco Swaption 3.4625 Call USD 20260	-	0.000%
1319	Qualcomm Inc 3.25 05/20/2027	-	0.000%
1320	First Horizon Alternative Mortgage Securities Trust 2.828% 11/25/2036	-	0.000%
1321	Pepsico Inc 2.625 10/21/2041	-	0.000%
1322	Gray Television, Inc. 9.53% 06/04/2029	-	0.000%
1323	Indymac Indx Mortgage Loan Trust 4.872% 07/25/2036	-	0.000%
1324	Square 4.53 46377 2026-12-21	-	0.000%
1325	Countrywide Alternative Loan Trust 6.25% 12/25/2036	-	0.000%
1326	Peru Government International Bonds 5.4% 08/12/2034	-	0.000%
1327	Sgd251110 - 11/10/2025	-	0.000%
1328	Federal National Mortgage Association Remics 2.169% 12/25/2036	-	0.000%
1329	Bought USD / Sold AUD 11/2025% 08/18/3115	-	0.000%
1330	New Fortress Energy Inc Term Loan B	-	0.000%
1331	Ghana Government International Bonds 0% 07/03/2026	-	0.000%
1332	Bought USD / Sold DOP	-	0.000%
1333	Intercontinental Exchange Inc 3 09/15/2060	-	0.000%
1334	Lehman Mortgage Trust 5.739% 04/25/2036	-	0.000%
1335	Pay 1-Day USD-Sofr Compounded-Ois 3.25% 06/18/2030	-	0.000%
1336	Bought PLN / Sold USD 10/2025% 08/09/3172	-	0.000%
1337	Bought USD / Sold CNH	-	0.000%
1338	Bought PLN / Sold USD 10/2025% 06/29/3254	-	0.000%
1339	Rali Trust 6% 05/25/2037	-	0.000%
1340	Sold MXN Bought USD 20260617	-	0.000%
1341	Rfrf USD Sf+26.161/1.7* 8/12/23-28Y Cme	-	0.000%
1342	Bought USD / Sold AUD 10/2025% 08/18/3115	-	0.000%
1343	Bought USD / Sold ZAR	-	0.000%
1344	Structured Asset Mortgage Investments Ii Trust 4.612% 03/25/2037	-	0.000%
1345	Chase Mortgage Finance Trust 6% 03/25/2037	-	0.000%
1346	Pay 1-Year Brl-Cdi 11.275% 01/04/2027	-	0.000%
1347	Jp Morgan Mortgage Acquisition Trust 4.432% 08/25/2036	-	0.000%
1348	Securitized Asset-Backed Receivables Llc Trust 4.947% 01/25/2035	-	0.000%
1349	Bought THB Sold USD 20260420	-	0.000%
1350	Currency Contract - AUD	-	0.000%
1351	Bought GBP / Sold USD 10/2025% 01/22/8318	-	0.000%
1352	Sold PEN Bought USD 20260514	-	0.000%
1353	European Invt Bk	-	0.000%
1354	Bought TRY / Sold USD	-	0.000%
1355	Mitsubishi Ufj Financial Group Inc 5.188 09/12/2036	-	0.000%
1356	Bear Stearns Arm Trust 4.146% 08/25/2047	-	0.000%
1357	Government National Mortgage Assn. Pool 004291 6.00% 11/20/2038	-	0.000%
1358	Rfr USD Sofr/4.0520* 03/16/26-30Y* Lch	-	0.000%
1359	Bought USD / Sold IDR	-	0.000%
1360	Piedmont Natural Gas Co Sr Unsecured 03/31 2.5	-	0.000%
1361	Ing Groep Nv 6.114 09/11/2034	-	0.000%
1362	First Horizon Alternative Mortgage Securities Trust 5.147% 11/25/2036	-	0.000%
1363	Service Properties Trust 4.95% 2/15/2027	-	0.000%
1364	Forward Foreign Currency Contract	-	0.000%
1365	Bought EUR Sold USD 20260402	-	0.000%
1366	Bought USD / Sold DOP	-	0.000%
1367	Pay 1-Year Brl-Cdi 13.927% 01/04/2027	-	0.000%
1368	Fannie Mae Pool 4.5 08/01/2031	-	0.000%
1369	Cifi Holdings Group Co. Ltd. 5.25% 05/13/2026	-	0.000%
1370	Onondaga Civic Development Corp 5 07/01/2033	-	0.000%
1371	Thames Water Utilities Finance Plc 1.604% 12/23/2029	-	0.000%
1372	Bought EUR / Sold USD	-	0.000%
1373	2.58 R Iswp Fwd EUR006M P 09/17/2055	-	0.000%
1374	Harborview Mortgage Loan Trust 4.808% 06/19/2034	-	0.000%
1375	Hsbc Securities (Usa) Inc.	-	0.000%
1376	Csmc Mortgage-Backed Trust 4.872% 07/25/2036	-	0.000%
1377	American Home Mortgage Assets Trust 4.812% 11/25/2035	-	0.000%
1378	Winston Re Ltd. 10.404% 02/21/2028	-	0.000%
1379	Jp Morgan Mortgage Acquisition Trust 4.592% 07/25/2036	-	0.000%
1380	Euro-bund	-	0.000%
1381	Indymac Indx Mortgage Loan Trust 4.692% 11/25/2036	-	0.000%
1382	Ap Core Holdings Ii, Llc 0% 09/01/2027	-	0.000%
1383	Bought IDR / Sold USD 10/2025% 10/05/2286	-	0.000%
1384	Charter Communications Operating Llc / Charter Communications Operating Capital 5.38 05/01/2047	-	0.000%
1385	Bought USD / Sold DOP	-	0.000%
1386	Align Technology Inc Com	-	0.000%
1387	EUR/USD Fwd 20260318	-	0.000%
1388	Rfr USD Sofr/3.97500 03/21/25-10Y Lch	-	0.000%
1389	Sub General Refunding RB Series 2025F 1.800000%	-	0.000%
1390	Russian Railways Via Rzd Capital Plc 7.487% 03/25/2031	-	0.000%
1391	Impac Cmb Trust 4.792% 11/25/2035	-	0.000%
1392	Bought IDR / Sold USD 12/2025% 03/12/2061	-	0.000%
1393	Lehman Mortgage Trust 6% 08/25/2036	-	0.000%
1394	Crédit Agricole Corporate And Investment Bank Sa 4.68% 12/29/2025	-	0.000%
1395	Bought USD / Sold CNH	-	0.000%
1396	Bear Stearns Asset-Backed Securities Trust 5.037% 07/25/2036	-	0.000%
1397	Sold PEN Bought USD 20260617	-	0.000%
1398	Robert Bosch Investment Nederland BV 2.625 2028-05-24	-	0.000%
1399	Ois Recfix USD 3.215% 05-10-23/05-10-30 Lch	-	0.000%
1400	Bought IDR / Sold USD 10/2025% 10/01/2015	-	0.000%
1401	United Kingdom Gilt 1.125 2073-10-22	-	0.000%
1402	Bought USD / Sold CAD	-	0.000%
1403	Morgan Stanley Mortgage Loan Trust 5.75% 12/25/2035	-	0.000%
1404	California Infrastructure & Economic Development Bank 5 10/01/2031	-	0.000%
1405	Rfr USD Sofr/3.71500 08/07/24-10Y Lch	-	0.000%
1406	Contra Gtx Inc Del	-	0.000%
1407	University Va Univ Revs 4% 04/01/2045	-	0.000%
1408	Ginnie Mae Ii Pool 3.00 2/20/2050	-	0.000%
1409	Graphic Packagin	-	0.000%
1410	Mission Lane Credit Card Master Trust, Series 2025-C, Class A, 4.78% 12/16/2030	-	0.000%
1411	Home Equity Mortgage Loan Asset-Backed Trust 4.684% 12/25/2031	-	0.000%
1412	Bought USD / Sold IDR	-	0.000%
1413	Public Service Electric And Gas Co. 4.20% 1/1/2031	-	0.000%
1414	Government National Mortgage Association Remics 2% 12/20/2040	-	0.000%
1415	Bear Stearns Alt-A Trust 4.932% 05/25/2035	-	0.000%
1416	Freddie Mac Pool Qj5370 6.00% 10/1/2054	-	0.000%
1417	Petroleos Mexicanos 4.85% 07/06/2026	-	0.000%
1418	Major Joint Local Government Bond 0.364 2032-07-23	-	0.000%
1419	Forward Foreign Currency Contract	-	0.000%
1420	Thames Water Utilities Finance Plc 2.375% 04/22/2042	-	0.000%
1421	TWD/USD Fwd 20260916	-	0.000%
1422	207018904.Srdlc	-	0.000%
1423	Structured Asset Securities Corp. Mortgage Pass-Through Certificates 5.114% 01/25/2034	-	0.000%
1424	Freddie Mac Gold Pool 4 12/01/2040	-	0.000%
1425	Bought USD / Sold ZAR	-	0.000%
1426	North Dakota Housing Finance Agency 6 01/01/2056	-	0.000%
1427	Huntington Bancshares Inc/Oh 4.44 08/04/2028	-	0.000%
1428	Federal Home Loan Mortgage Corp. Remics 2.213% 04/15/2036	-	0.000%
1429	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 7.122% 08/25/2032	-	0.000%
1430	Freddie Mac 4.62776 06/25/2055	-	0.000%
1431	Bought TRY / Sold USD 10/2025% 08/12/2008	-	0.000%
1432	Cba Commercial Small Balance Commercial Mortgage 6.04% 01/25/2039	-	0.000%
1433	Forward Foreign Currency Contract	-	0.000%
1434	CNH Fwd Pur From USD 2/9/2026	-	0.000%
1435	Sequoia Mortgage Trust 10 5.45% 10/20/2027	-	0.000%
1436	Constellation En Gen Llc Sr Unsecured 10/39 6.25	-	0.000%
1437	Bought USD / Sold CNH 10/2025% 10/02/3165	-	0.000%
1438	Morgan Stanley Mortgage Loan Trust 5.252% 07/25/2035	-	0.000%
1439	Bought USD / Sold IDR	-	0.000%
1440	Bought USD / Sold ZAR	-	0.000%
1441	Bought TRY / Sold USD	-	0.000%
1442	REPIX_IXRE_UBS	-	0.000%
1443	Windmill Iii Re Dac 7.147% 07/05/2028	-	0.000%
1444	Argent Securities Trust 4.512% 04/25/2036	-	0.000%
1445	J M Smucker Co/The 2.38 03/15/2030	-	0.000%
1446	Russia Foreign Bonds - Eurobond 5.875% 09/16/2043	-	0.000%
1447	Gsr Mortgage Loan Trust 6.12% 11/25/2035	-	0.000%
1448	Bought ZAR / Sold USD 10/2025% 11/04/2676	-	0.000%
1449	Bought KRW Sold USD 20260423	-	0.000%
1450	Western Australian Treasury Corp 1.5 2030-10-22	-	0.000%
1451	Bought EUR / Sold USD	-	0.000%
1452	Government National Mortgage Association Remics 3.5% 06/20/2042	-	0.000%
1453	Federal Home Loan Mortgage Corp. Remics 2.093% 09/15/2036	-	0.000%
1454	203947876.Srdlc	-	0.000%
1455	Securitized Asset-Backed Receivables Llc Trust 4.732% 02/25/2037	-	0.000%
1456	Countrywide Alternative Loan Trust 4.622% 08/25/2036	-	0.000%
1457	Azorra Soar Tlb Finance Ltd 2026 Term Loan B	-	0.000%
1458	Forward Foreign Currency Contract	-	0.000%
1459	Country Garden Holdings Co. Ltd. 3.875% 10/22/2030	-	0.000%
1460	Countrywide Alternative Loan Trust 8.051% 07/25/2035	-	0.000%
1461	Malaysia Gvt Myr 3.582% 07-15-32	-	0.000%
1462	Genesis Energy, Lp 7.875% 5/15/2032	-	0.000%
1463	Bought CAD / Sold USD	-	0.000%
1464	Square 6.41 46421 2027-02-03	-	0.000%
1465	Residential Asset Mortgage Products Trust 4.701% 08/25/2033	-	0.000%
1466	Bought USD / Sold DOP	-	0.000%
1467	Bought IDR / Sold USD 10/2025% 02/10/2024	-	0.000%
1468	Bought USD / Sold KWD 05/2029% 01/17/4767	-	0.000%
1469	Receive 1-Day USD-Sofr Compounded-Ois 2.3% 01/17/2026	-	0.000%
1470	American International Sr Unsecured 05/35 5.45	-	0.000%
1471	Fx Forward Contract: Idr/USD Settle 2026-03-25	-	0.000%
1472	Affrm 2026-X1 B 4.590% 04/15/2031	-	0.000%
1473	Banc Of America Mortgage Trust 5.975% 01/25/2036	-	0.000%
1474	Forward Foreign Currency Contract	-	0.000%
1475	Sold KRW Bought USD 20260427	-	0.000%
1476	Jp Morgan Resecuritization Trust 6.488% 03/21/2037	-	0.000%
1477	Bought BRL / Sold USD 12/2025% 10/02/2441	-	0.000%
1478	Bear Stearns Arm Trust 4.475% 02/25/2036	-	0.000%
1479	31750Sbi5 Pimco Fxvan Put USD KRW 1350.0000000	-	0.000%
1480	Soft Bank Group,Inc. 1% 06/20/2026	-	0.000%
1481	TRY/USD Fwd 20260416 Chasgb2L	-	0.000%
1482	Bear Stearns Asset-Backed Securities I Trust 2.709% 09/25/2034	-	0.000%
1483	Bought USD / Sold ZAR	-	0.000%
1484	Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 5.217% 07/25/2035	-	0.000%
1485	Chl Mortgage Pass-Through Trust 5.5% 12/25/2034	-	0.000%
1486	Bcap Llc Trust 3.834% 07/26/2036	-	0.000%
1487	Adler Group Sa Common Stock	ADJ:BE	0.000%
1488	Intelsat Emergence Sa	INTEQ:LU	0.000%
1489	Westmoreland Mining Holdings L Common	WLBAQ	0.000%
1490	Bought JPY Sold USD 20251002	-	0.000%
1491	Fwdp30Yrtp4.240014Apr2031	-	0.000%
1492	U.S. Treasury 10 Year Notes Future	-	0.000%
1493	THB260410	-	0.000%
1494	Forward Foreign Currency Contract	-	0.000%
1495	Square 4.84 46368 2026-12-12	-	0.000%
1496	Park Place Securities, Inc. Asset-Backed Pass-Through Certificates 4.992% 05/25/2035	-	0.000%
1497	Countrywide Alternative Loan Trust 6% 08/25/2036	-	0.000%
1498	211488922.Srdlc	-	0.000%
1499	Thames Water Utilities Ltd. 0% 03/22/2027	-	0.000%
1500	Bought USD / Sold AUD 11/2025% 08/18/3115	-	0.000%
1501	California Municipal Finance Authority 5 06/01/2048	-	0.000%
1502	Thames Water Utilities Finance Plc 1.25% 01/31/2034	-	0.000%
1503	Bought IDR / Sold USD 12/2025% 05/17/2029	-	0.000%
1504	BOUGHT BRL SOLD USD 20251002	-	0.000%
1505	Charles River Re Ltd. 11.536% 05/10/2031	-	0.000%
1506	Sold TRY Bought USD 20260428	-	0.000%
1507	Wamu Mortgage Pass-Through Certificates Trust 5.112% 06/25/2044	-	0.000%
1508	Sumitomo Mitsui Financial Group Inc 2.47 01/14/2029	-	0.000%
1509	Tsmc Arizona Corp 3.13 10/25/2041	-	0.000%
1510	Forward Foreign Currency Contract	-	0.000%
1511	Wamu Mortgage Pass-Through Certificates Trust 4.099% 11/25/2036	-	0.000%
1512	Wells Fargo Alternative Loan Trust 5.75% 07/25/2037	-	0.000%
1513	Bought USD / Sold PEN	-	0.000%
1514	Peco Energy Co 3.05% 3/15/2051	-	0.000%
1515	Federal Home Loan Mortgage Corp. Remics 1.629% 06/25/2050	-	0.000%
1516	Bayou Re Ltd. 12.236% 04/30/2031	-	0.000%
1517	Bought IDR / Sold USD 10/2025% 01/28/2015	-	0.000%
1518	Air Canada 2020-2A Ptt Acacn 5 1/4 04/01/29	-	0.000%
1519	Banc Of America Funding Trust 4.376% 10/20/2046	-	0.000%
1520	Arthur J. Gallagher & Co. 5.15% 2/15/2035	-	0.000%
1521	Bought USD / Sold CNH	-	0.000%
1522	Bought IDR / Sold USD 10/2025% 10/01/2015	-	0.000%
1523	Chl Mortgage Pass-Through Trust 4.731% 05/20/2036	-	0.000%
1524	Sold PLN Bought USD 20260415	-	0.000%
1525	Receive 6-Month Eur-Euribor 0.15% 06/17/2030	-	0.000%
1526	Conseco Finance Securitizations Corp. 7.77% 09/01/2031	-	0.000%
1527	317U9Zxa8 Pimco Swaption 2.989 Call USD 202608	-	0.000%
1528	Malaysia (Federation Of), Series 0417, 4.895% 5/8/2047	-	0.000%
1529	Bear Stearns Asset-Backed Securities I Trust 6% 12/25/2035	-	0.000%
1530	Mill City Mortgage Loan Trust 0% 04/25/2066	-	0.000%
1531	Spain Government Bond 3.45 2043-07-30	-	0.000%
1532	Efmt 0.25% 02/25/2068	-	0.000%
1533	Ois Payfix USD 4.5335% 06-18-24/06-18-26 Lch	-	0.000%
1534	Interest Rate Swaps	-	0.000%
1535	Fhr 5274 Io Io 02.5000 01/25/2051 2.5 2051-01-25	-	0.000%
1536	Federal National Mortgage Association Remics 1.679% 02/25/2043	-	0.000%
1537	Pres + Fellows Of Harvar Sr Unsecured 10/40 4.875	-	0.000%
1538	Square 6.41 44844 2022-10-10	-	0.000%
1539	Countrywide Alternative Loan Trust 4.952% 10/25/2046	-	0.000%
1540	Eutelsat Sa 5% 12/20/2025	-	0.000%
1541	Bought TWD Sold USD 20260423	-	0.000%
1542	Sold MXN Bought USD 20260617	-	0.000%
1543	S&P 500 Index Mini Futures Contracts	-	0.000%
1544	Rali Trust 6% 06/25/2036	-	0.000%
1545	Sold NOK Bought USD 20260504	-	0.000%
1546	Federal Home Loan Mortgage Corp. Remics 2.093% 09/15/2036	-	0.000%
1547	Bought PLN / Sold USD 10/2025% 06/28/2638	-	0.000%
1548	Times China Holdings Ltd	-	0.000%
1549	Euro(Fgbl) Bund Futures	-	0.000%
1550	Altagas, Ltd. 7.200 10/15/2054 7.2 2054-10-15	-	0.000%
1551	University Of Washington 3.25 07/01/2043	-	0.000%
1552	Starwood Mortgage Residential Trust 3.935% 11/25/2066	-	0.000%
1553	Peru (Republic Of) 6.85% Aug 12, 2035	-	0.000%
1554	Glaxosmithkline Capital Inc 4.5 04/15/2030	-	0.000%
1555	JPY/USD Fwd 20251105	-	0.000%
1556	Corestate Capital Holding Sa (8.000% Cash Or 9.000% Pik) 8% 12/31/2026	-	0.000%
1557	Abx.He.Aa.6-1 Index 0.32% 07/25/2045	-	0.000%
1558	Bought BRL Sold USD 20260402	-	0.000%
1559	Bought THB Sold USD 20260420	-	0.000%
1560	Wamu Mortgage Pass-Through Certificates Trust 3.825% 03/25/2037	-	0.000%
1561	Cds Oracle Corp	-	0.000%
1562	Government National Mortgage Association Remics 1.85% 12/20/2048	-	0.000%
1563	Republic Of 6.625% 02/34 02/15/2034	-	0.000%
1564	Citigroup Mortgage Loan Trust, Inc. 0% 08/25/2037	-	0.000%
1565	Solrr Aircraft Aviation Holding, Ltd., Series 2021-1, Class A, 2.636% 10/15/2046	-	0.000%
1566	Lehman Xs Trust 6.67% 06/24/2046	-	0.000%
1567	Archrock Partners, Lp 6.625% 9/1/2032	-	0.000%
1568	Peru Government Bonds 5.35% 08/12/2040	-	0.000%
1569	Citigroup Mortgage Loan Trust, Inc. 5.5% 11/25/2035	-	0.000%
1570	Bought IDR / Sold USD 12/2025% 11/05/2060	-	0.000%
1571	Chl Mortgage Pass-Through Trust 6% 07/25/2037	-	0.000%
1572	Bought USD / Sold BRL 10/2025% 05/12/4791	-	0.000%
1573	Freddie Mac Pool Qc4231 2.50% 7/1/2051	-	0.000%
1574	D.R. Horton Inc 1.4% 10/15/2027	-	0.000%
1575	206504845.Srdlc	-	0.000%
1576	Peru Government Bonds 5.35% 08/12/2040	-	0.000%
1577	Soft Bank Group,Inc. 1% 06/20/2026	-	0.000%
1578	Washington Mutual Msc Mortgage Pass-Through Certificates Trust 3.725% 06/25/2033	-	0.000%
1579	Square 6.18 46316 2026-10-21	-	0.000%
1580	Intel Corp. 5.60% 2/21/2054	-	-0.010%
1581	US Dollar	-	-0.010%
1582	Irs EUR 2.50000 03/18/26-5Y Lch	-	-0.010%
1583	Standard Chartered Bank, London 5.502% 10/31/2025	-	-0.010%
1584	Volkswagen International Finance Nv 3.748 12/31/2099 3.748 2099-12-31	-	-0.010%
1585	Td Securities (Usa) Llc 5.254% 04/29/2026	-	-0.010%
1586	Sold BRL Bought USD 20261002	-	-0.010%
1587	U.S. Dollar	-	-0.010%
1588	Bnp Paribas Sa 3.8% Tbd	-	-0.010%
1589	Ois Payfix USD 3.5535% 02-02-26/02-02-31 Lch	-	-0.010%
1590	193067174.SRDLC	-	-0.010%
1591	Sold TRY Bought USD 20260430	-	-0.010%
1592	Banco Santander Sa 5.365 07/15/2028	-	-0.010%
1593	Bnp Paribas Sa 4.85% 12/29/2025	-	-0.010%
1594	American Airlines 2016-2 Class Aa Pass Through Trust 3.2 06/15/2028 3.2 2028-06-15	-	-0.010%
1595	The Bank Of Nova Scotia - Toronto 5.34% 11/14/2025	-	-0.010%
1596	Square 4.5 46424 2027-02-06	-	-0.010%
1597	Merrill Lynch International 2.53% 12/29/2025	-	-0.010%
1598	Societe Generale, Paris 4.56% 12/24/2025	-	-0.010%
1599	Fannie Mae Pool 3 04/01/2042	-	-0.010%
1600	Forward Foreign Currency Contract	-	-0.010%
1601	Barclays Bank Plc 5.26% 10/01/2025	-	-0.010%
1602	Rbc (Barbados) Trading Bank Corp. 5.14% 01/09/2026	-	-0.010%
1603	Forward Foreign Currency Contract	-	-0.010%
1604	Board Of Trade Of The City Of Chicago, Inc.	-	-0.010%
1605	Morgan Stanley & Co. International Plc 1.75% Tbd	-	-0.020%
1606	Air Lease Corp 5.1% 3/1/2029	-	-0.020%
1607	Deutsche Bank Ag London 5.04% 11/14/2025	-	-0.020%
1608	U.S. Treasury 4.00% 12/15/2027	-	-0.020%
1609	Sold IDR Bought USD 20260610	-	-0.020%
1610	Bnp Paribas Sa 4.55% 12/24/2025	-	-0.020%
1611	Square 4.59 46091 2026-03-10	-	-0.020%
1612	Receive Agile Group Holdings Ltd./Pay 0 % 01/28/2036	-	-0.020%
1613	Barclays Bank Plc 5.33% 01/07/2026	-	-0.020%
1614	Standard Chartered Bank, London 5.052% 10/31/2025	-	-0.020%
1615	Long: Bdwfryb98 Trs USD R F 1.00000 Bdwfryba5 Commoditytrs / Short: Bdwfryb98 Trs USD P F .09000 Bdwfrybb3 Commoditytrs	-	-0.020%
1616	Bought USD / Sold GBP	-	-0.020%
1617	Square 4.52 46419 2027-02-01	-	-0.020%
1618	Bnp Paribas Sa 4.87% 10/14/2025	-	-0.020%
1619	Bought JPY Sold USD 20260402	-	-0.020%
1620	Barclays Bank Plc 5.44% 11/05/2025	-	-0.020%
1621	Morgan Stanley Bank Na 5.03% 03/30/2026	-	-0.020%
1622	Societe Generale, Paris 4.82% 10/07/2025	-	-0.020%
1623	Bnp Paribas Sa 5.31% 02/11/2026	-	-0.020%
1624	Ubs Securities Llc 2.53% 12/29/2025	-	-0.020%
1625	Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2027	-	-0.020%
1626	Los Angeles Department Of Water & Power 5 07/01/2040	-	-0.020%
1627	Agence Francaise Develop 3 2034-01-17	-	-0.020%
1628	Deutsche Bank Ag London 5.102% 10/31/2025	-	-0.020%
1629	Deutsche Bank Ag London 4.29% Tbd	-	-0.020%
1630	Republic Of Indonesia Bond Fixed 6.5% 15/Feb/2031	-	-0.020%
1631	Bought BRL Sold USD 20260402	-	-0.030%
1632	Nomura Securities International, Inc. 4.5% Tbd	-	-0.030%
1633	Morgan Stanley Bank Na 5.18% 02/19/2026	-	-0.030%
1634	Natixis Securities Americas Llc 4.79% 10/28/2025	-	-0.030%
1635	Forward Foreign Currency Contract	-	-0.030%
1636	New South Wales Treasury Corp 3 2027-05-20	-	-0.030%
1637	Gnr 2022-120 Sh Io 01.9511 07/20/2052 1.9511 2052-07-20	-	-0.030%
1638	OIS	-	-0.030%
1639	Forward Foreign Currency Contract	-	-0.030%
1640	Morgan Stanley Bank Na 5.18% 01/09/2026	-	-0.030%
1641	Bnp Paribas Sa 5.21% 01/22/2026	-	-0.030%
1642	Deutsche Bank Ag London 5.33% 12/30/2025	-	-0.030%
1643	Jpmorgan Chase & Co. 4.979 07/22/2028 4.979 2028-07-22	-	-0.040%
1644	Ubs Ag London 5.34% 10/16/2025	-	-0.040%
1645	Extended Stay America Trust, Series 2025-Esh, Class A, (1-Month Usd Cme Term Sofr + 1.30%) 4.973% 10/15/2042	-	-0.040%
1646	Royal Bank Of Canada 4.81% 10/06/2025	-	-0.040%
1647	Deutsche Bank Ag London 5.402% 10/31/2025	-	-0.040%
1648	Goldman Sachs Bank Usa 5.304% 04/29/2026	-	-0.040%
1649	Interstate Power & Light 5.7% 10/15/2033	-	-0.040%
1650	Molina Healthcare, Inc. 4.38% 6/15/2028	-	-0.040%
1651	State Of Schleswig-Holstein Germany 1.375 2027-07-14	-	-0.040%
1652	Gs Mortgage Securities Trust 4.364 11/25/2049 4.364 2049-11-25	-	-0.040%
1653	Bought INR Sold USD 20260424	-	-0.040%
1654	Federated Hermes Government Obligations Fund	-	-0.040%
1655	Crédit Agricole Corporate And Investment Bank Sa 4.76% 12/23/2025	-	-0.040%
1656	Centene Corp. 0.0425% 12/15/2027	-	-0.040%
1657	Barclays Bank Plc 4.59% 10/14/2025	-	-0.040%
1658	Canadian Imperial Bank Of Commerce 5.575% 10/20/2025	-	-0.040%
1659	Cds Republic Of Turkiye	-	-0.040%
1660	317Ua0Va5 Pimco Fppswaption 4.485 Put USD	-	-0.040%
1661	Bnp Paribas Sa 4.66% 12/12/2025	-	-0.040%
1662	Charter Communications Operating L 5.05 03/30/2029	-	-0.040%
1663	Gilead Sciences Inc 4.5 02/01/2045	-	-0.040%
1664	Pique Bidco Tl 12/20/2030	-	-0.040%
1665	Aquarion Water Authority 5 08/01/2029	-	-0.040%
1666	Crédit Agricole Corporate And Investment Bank Sa 5.23% 01/23/2026	-	-0.040%
1667	Standard Chartered Bank, London 5.352% 10/31/2025	-	-0.040%
1668	Ubs Ltd. 2.809% 12/02/2025	-	-0.040%
1669	Barclays Plc Sr Unsecured 02/37 Var	-	-0.050%
1670	Utlutl 5.000 12/15/40	-	-0.050%
1671	Deutsche Bank Ag London 5.452% 10/31/2025	-	-0.050%
1672	Morgan Stanley & Co. Llc 5.28% 03/30/2026	-	-0.050%
1673	Deutsche Bank Ag London 5.002% 10/31/2025	-	-0.050%
1674	Societe Generale, Paris 5.23% 12/12/2025	-	-0.050%
1675	Crédit Agricole Corporate And Investment Bank Sa 5.35% 02/11/2026	-	-0.060%
1676	Barclays Bank Plc 4.3% Tbd	-	-0.060%
1677	Petroleos Mexicanos 6.375% 1/23/2045	-	-0.060%
1678	Ubs Securities Llc 4.89% 10/16/2025	-	-0.060%
1679	Natixis Securities Americas Llc 5.13% 10/08/2025	-	-0.060%
1680	Barclays Bank Plc 2.15% Tbd	-	-0.060%
1681	Societe Generale, Paris 5.23% 01/30/2026	-	-0.060%
1682	East Japan Railway Co 4.875 2034-06-14	-	-0.060%
1683	Goldman Sachs Bank Usa 5.477% 03/04/2026	-	-0.060%
1684	The Bank Of Nova Scotia - Toronto 4.94% 11/14/2025	-	-0.060%
1685	205569647.Srdlc	-	-0.060%
1686	Petroleos Mexicanos 6.35% 2/12/2048	-	-0.060%
1687	Nomura Securities International, Inc. 4.35% Tbd	-	-0.060%
1688	317Ua5Ia9 Pimco Fppswaption 3.1625 Put USD	-	-0.060%
1689	Deutsche Bank Ag London 2.626% Tbd	-	-0.060%
1690	Crédit Agricole Corporate And Investment Bank Sa 5.525% 01/26/2026	-	-0.070%
1691	Deutsche Bank Ag London 5.14% 11/14/2025	-	-0.070%
1692	Bank Of Nova Scotia London 4.63% 10/10/2025	-	-0.070%
1693	Natixis Securities Americas Llc 4.79% 10/01/2025	-	-0.070%
1694	Gilead Sciences Inc 5.5 11/15/2054	-	-0.070%
1695	Citigroup Global Markets Ltd. 5.475% 01/26/2026	-	-0.070%
1696	Bnp Paribas Sa 5.06% 01/22/2026	-	-0.070%
1697	Pay 1-Day USD-Sofr Compounded-Ois 3.75% 12/18/2027	-	-0.070%
1698	Barclays Bank Plc 5.31% 11/14/2025	-	-0.070%
1699	Barclays Bank Plc 5.33% 12/10/2025	-	-0.080%
1700	317Uc6Da0 Pimco Swaption 3.9 Put USD 20260420	-	-0.080%
1701	Waste Management Inc Company Guar 07/27 4.95	-	-0.080%
1702	Deutsche Bank Ag London 5.152% 10/31/2025	-	-0.080%
1703	Rbc (Barbados) Trading Bank Corp. 5.41% 01/28/2026	-	-0.080%
1704	University Tex Univ Revs 5 08/15/2026	-	-0.080%
1705	Deutsche Bank Ag London 4.79% 11/14/2025	-	-0.090%
1706	Pacific Gas And Electric Co. 5.80% 5/15/2034	-	-0.090%
1707	Commonwealth Of Pennsylvania 5 08/15/2031	-	-0.090%
1708	Rbc (Barbados) Trading Bank Corp. 5.21% 12/08/2025	-	-0.090%
1709	Bought GBP Sold USD 20251002	-	-0.090%
1710	Morgan Stanley Bank Na 4.593% 01/26/2026	-	-0.090%
1711	Spy 09/30/2026 707.05 C	-	-0.090%
1712	Swap Vm Citi USD 12/31/2060	-	-0.090%
1713	Ubs Ag London 5.4% 10/03/2025	-	-0.100%
1714	Treasury Bond 2.88 11/15/2046	-	-0.100%
1715	Goldman Sachs Bank Usa 5.427% 03/04/2026	-	-0.100%
1716	Jetti Holdings Ser C Cvt Pfd Stock Pp	-	-0.100%
1717	Quest Diagnostics Inc 6.4% 11/30/2033	-	-0.100%
1718	Fswp: Irs Recfix EUR 2.518% 03-10-26/10-10-30 Lch	-	-0.110%
1719	California Municipal Finance Authority 5 06/01/2042	-	-0.110%
1720	Rbc (Barbados) Trading Bank Corp. 5.37% 01/28/2026	-	-0.110%
1721	Strategy, Inc., Series A, 10.00% Junior Subordinated Perpetual Bonds Noncumulative Preferred Shares	-	-0.110%
1722	Crédit Agricole Corporate And Investment Bank Sa 4.972% 12/29/2025	-	-0.120%
1723	Sold MXN Bought USD 20260617	-	-0.120%
1724	Ladder Capital Finance Holdings Lllp 5.50% 8/1/2030	-	-0.120%
1725	Deutsche Bank Ag London 5.502% 10/31/2025	-	-0.120%
1726	Hsbc Holdings Plc 5.24% 5/13/2031 (Usd-Sofr + 1.57% On 5/13/2030)	-	-0.130%
1727	Bought ILS Sold USD 20260617	-	-0.130%
1728	Barclays Bank Plc 5.4% 12/01/2025	-	-0.130%
1729	Deutsche Bank Ag London 5.252% 10/31/2025	-	-0.130%
1730	Usd Call Versus Krw Put	-	-0.130%
1731	Ubs Ltd. 2.15% Tbd	-	-0.140%
1732	Munchen Hypobank 2.5 2028-07-04	-	-0.140%
1733	Bnp Paribas Sa 4.707% 01/26/2026	-	-0.140%
1734	Citigroup Global Markets Ltd. 5.425% 01/26/2026	-	-0.140%
1735	Idex Corp Sr Unsecured 09/29 4.95	-	-0.140%
1736	Ubs Ltd. 2.2% Tbd	-	-0.140%
1737	Rfr USD Sofr/3.24800 09/18/24-10Y Lch	-	-0.140%
1738	Deutsche Bank Ag London 4.84% 11/14/2025	-	-0.140%
1739	Societe Generale, Paris 5.03% 01/30/2026	-	-0.140%
1740	Deutsche Bank Ag London 5.202% 10/31/2025	-	-0.150%
1741	General Motors Co 6.6 04/01/2036	-	-0.150%
1742	Wells Fargo & Co. 5.574% 7/25/2029 (Usd-Sofr + 1.74% On 7/25/2028)	-	-0.150%
1743	Forward Foreign Currency Contract	-	-0.150%
1744	Bought ILS Sold USD 20251113	-	-0.160%
1745	Forward Foreign Currency Contract	-	-0.160%
1746	Flutter Treasury Dac 5.875% 06/04/2031	-	-0.160%
1747	Ice 3Mth Sonia Fu Dec26 Ifll 20270316	-	-0.170%
1748	Angel Oak Mortgage Trust 5.767 12/25/2070	-	-0.170%
1749	Bofa Securities, Inc. 5.13% 01/23/2026	-	-0.170%
1750	Tender Option Bond Trust Receipts/Certificates 2.98 2052-01-15	-	-0.170%
1751	Square 4.51 46380 2026-12-24	-	-0.170%
1752	Bnp Paribas Sa 4.48% Tbd	-	-0.180%
1753	Glencore Capital Finance Dac 4.154 2031-04-29	-	-0.180%
1754	Rbc (Barbados) Trading Bank Corp. 5.16% 03/04/2026	-	-0.180%
1755	Rbc (Barbados) Trading Bank Corp. 5.36% 03/18/2026	-	-0.190%
1756	Deutsche Bank Ag London 5.19% 11/14/2025	-	-0.190%
1757	Rbc (Barbados) Trading Bank Corp. 5.31% 01/09/2026	-	-0.190%
1758	Societe Generale, Paris 4.56% 12/24/2025	-	-0.190%
1759	Merrill Lynch International 2.62% 01/16/2026	-	-0.200%
1760	Hsbc Bank Plc 4.667% 01/19/2026	-	-0.200%
1761	Duke Energy Carolinas Llc 2.45 02/01/2030	-	-0.210%
1762	Ficash Mn 4.206% 10/01/25	-	-0.210%
1763	Republica Federativa Do Brasil	-	-0.210%
1764	Barclays Bank Plc 5.13% 01/06/2026	-	-0.210%
1765	Forward Foreign Currency Contract	-	-0.210%
1766	Deutsche Bank Ag London 5.602% 10/31/2025	-	-0.210%
1767	Natixis Securities Americas Llc 4.66% 01/23/2026	-	-0.210%
1768	Bnp Paribas Sa 4.8% 10/31/2025	-	-0.210%
1769	Deutsche Bank Ag London 5.34% 11/14/2025	-	-0.210%
1770	Ukraine Government International Bond,0,2036-02-01	-	-0.220%
1771	Ausgrid Finance Pty Ltd 1.81 02/05/2027	-	-0.220%
1772	Deutsche Bank Ag London 4.4% Tbd	-	-0.230%
1773	Barclays Bank Plc 5.42% 10/10/2025	-	-0.250%
1774	Barclays Bank Plc 4.76% 10/01/2025	-	-0.250%
1775	Forward Foreign Currency Contract	-	-0.250%
1776	Bnp Paribas Sa 4.87% 10/14/2025	-	-0.260%
1777	Texas Instruments, Inc. 5.10% 5/23/2035	-	-0.260%
1778	Rbc (Barbados) Trading Bank Corp. 5.38% 01/28/2026	-	-0.260%
1779	Lamar Tex Cons Indpt Sch Dist 4 02/15/2044	-	-0.270%
1780	Israel Govt Em Sp Cbk	-	-0.270%
1781	Sunac China Holdings Ltd Regd 144A P/P 6.75000000	-	-0.270%
1782	Permanent University Fund - University Of Texas System 5 2040-07-01	-	-0.280%
1783	Fannie Mae Pool 5.50 10/1/2033	-	-0.300%
1784	Cds Total Energies Se	-	-0.310%
1785	Natixis Securities Americas Llc 4.63% 01/16/2026	-	-0.310%
1786	Deutsche Bank Ag London 4.94% 11/14/2025	-	-0.320%
1787	Fiesta Purchaser, Inc., Term Loan B, (1-Month Usd Cme Term Sofr + 2.75%) 6.466% 2/12/2031	-	-0.330%
1788	Societe Generale, Paris 5.28% 02/06/2026	-	-0.330%
1789	Deutsche Bank Ag London 5.352% 10/31/2025	-	-0.350%
1790	Barclays Bank Plc 5.21% 10/01/2025	-	-0.370%
1791	Malaysia Govt	-	-0.380%
1792	Freddie Mac Pool Sd6818 6.00% 8/1/2053	-	-0.390%
1793	Sold COP Bought USD 20251020	-	-0.400%
1794	Rbc (Barbados) Trading Bank Corp. 5.28% 01/28/2026	-	-0.410%
1795	Deutsche Bank Ag London 4.35% Tbd	-	-0.410%
1796	Bought INR Sold USD 20260407	-	-0.410%
1797	Deutsche Bank Ag London 5.09% 11/14/2025	-	-0.420%
1798	Nok Cash	-	-0.430%
1799	Ubs Ag London 5.35% 10/03/2025	-	-0.440%
1800	Sold EUR Bought USD 20260402	-	-0.460%
1801	Bank Of Nova Scotia London 4.63% 10/21/2025	-	-0.480%
1802	Caisse De Refinancement De L'Habitat Sa 3 2030-01-11	-	-0.500%
1803	U.S. Bancorp 5.384% 1/23/2030 (Usd-Sofr + 1.56% On 1/23/2029)	-	-0.520%
1804	Ubs Ag London 5.37% 10/27/2025	-	-0.520%
1805	Barclays Bank Plc 5.36% 10/01/2025	-	-0.520%
1806	Soybean Oil Optn Mar26C 60	-	-0.530%
1807	India Government Bond	-	-0.530%
1808	Bank Of Nova Scotia London 4.68% 01/08/2026	-	-0.610%
1809	Hca Inc Company Guar 11/30 4.3	-	-0.710%
1810	Mizuho Securities Usa 5.25% 03/17/2026	-	-0.720%
1811	Deutsche Bank Ag London 4.71% 10/17/2025	-	-0.740%
1812	Forward Foreign Currency Contract	-	-0.790%
1813	Crédit Agricole Corporate And Investment Bank Sa 5.23% 01/23/2026	-	-0.890%
1814	Bank Of Nova Scotia London 4.58% 11/03/2025	-	-1.280%
1815	Bank Of New York Mellon 5.23% 03/27/2026	-	-1.350%
1816	Forward Foreign Currency Contract	-	-1.680%
1817	Barclays Bank Plc 5.23% 12/23/2025	-	-1.880%
1818	Goldman Sachs Bank Usa 5.377% 03/04/2026	-	-2.150%
1819	Ferrellgas Lp/Ferrellgas Company Guar 144A 01/31 9.25	-	-3.540%