Invesco Global Strategic Income Fund
as of 03/31/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
EUR/USD FWD 20200617
06/17/2020
18.18
USD/EUR FWD 20200617
06/17/2020
18.01
USD/EUR FWD 20200617
06/17/2020
9.68
CASH & EQUIVALENTS
0.00
9.26
USD/EUR FWD 20200617
06/17/2020
8.32
STIT - Government & Agency Portfoli
5.48
USD/ZAR FWD 20200617 000004334 USD
06/17/2020
5.40
USD/INR FWD 20200617 000004334 USD
06/17/2020
5.15
USD/GBP FWD 20200617
06/17/2020
4.25
USD/BRL FWD 20200402 000004334 USD
04/02/2020
4.18
EUR/USD FWD 20200617
06/17/2020
3.97
Oppenheimer Global Strategic Income
3.90
USD/IDR FWD 20200617 000004334 USD
06/17/2020
3.63
EUR/USD FWD 20200617
06/17/2020
3.47
Fannie Mae or Freddie Mac
3.00
04/01/2050
3.44
Fannie Mae or Freddie Mac
3.50
04/01/2050
3.40
USD/BRL FWD 20200505 000004334 USD
05/05/2020
3.18
USD/GBP FWD 20200617
06/17/2020
2.94
Goldman Sachs International
01/08/2021
2.68
USD/EUR FWD 20200617
06/17/2020
2.59
BRL/USD FWD 20200402 000004334 USD
04/02/2020
2.56
USD/RUB FWD 20200617 000004334 USD
06/17/2020
2.50
Goldman Sachs International
01/08/2021
2.48
MXN/USD FWD 20200724 000006038 USD
07/24/2020
2.36
MXN/USD FWD 20200617 000004334 USD
06/17/2020
2.29
COP/USD FWD 20200617 000000908 USD
06/17/2020
2.13
Goldman Sachs International
05/11/2020
1.91
USD/INR FWD 20200420 000006038 USD
04/20/2020
1.86
Goldman Sachs International
05/11/2020
1.81
USD/NZD FWD 20200617
06/17/2020
1.81
Invesco Oppenheimer Master Event-Li
1.76
USD/BRL FWD 20200401 000004334 USD
04/01/2020
1.74
USD/MXN FWD 20200617 000000908 USD
06/17/2020
1.65
USD/NOK FWD 20210830
08/30/2021
1.62
ZAR/USD FWD 20200617 000004334 USD
06/17/2020
1.60
NOK/USD FWD 20200617
06/17/2020
1.58
EUR/USD FWD 20210830
08/30/2021
1.56
USD/GBP FWD 20200617
06/17/2020
1.48
Goldman Sachs International
04/01/2020
1.43
NZD/USD FWD 20200617
06/17/2020
1.43
GBP/USD FWD 20200617
06/17/2020
1.36
JPMorgan Chase Bank NA
08/07/2020
1.31
Goldman Sachs International
08/07/2020
1.31
Hellenic Republic Government Bond
1.88
02/04/2035
1.30
Paragon Mortgages No 13 PLC
0.96
01/15/2039
1.28
EUR/USD FWD 20200807
08/07/2020
1.27
JPMorgan Chase Bank NA
08/07/2020
1.26
Ginnie Mae II Pool
3.50
04/01/2050
1.21
MXN/USD FWD 20200706 000004334 USD
07/06/2020
1.17
BRL/USD FWD 20200402 000010098 USD
04/02/2020
1.13
BRL/USD FWD 20200417 000011091 USD
04/17/2020
1.13
JPMorgan Chase Bank NA
04/01/2020
1.13
THB/USD FWD 20200505 000004334 USD
05/05/2020
1.10
Newgate Funding PLC
0.83
12/01/2050
1.08
Mexican Bonos
8.50
05/31/2029
1.07
USD/IDR FWD 20201026
10/26/2020
1.05
USD/CLP FWD 20200617 000004334 USD
06/17/2020
1.04
RUB/USD FWD 20210225 000011091 USD
02/25/2021
1.04
USD/JPY FWD 20200617
06/17/2020
1.04
CLP/USD FWD 20200617 000004334 USD
06/17/2020
1.02
RUB/USD FWD 20210111 000011091 USD
01/11/2021
1.00
SLM Student Loan Trust 2004-5
0.01
10/25/2039
0.98
USD/MXN FWD 20200617 000004334 USD
06/17/2020
0.92
USD/ZAR FWD 20200709
07/09/2020
0.90
Invesco Oppenheimer Ultra-Short Dur
0.90
JPMorgan Chase Bank NA
02/08/2021
0.90
Goldman Sachs International
03/08/2021
0.89
USD/BRL FWD 20200402 000006038 USD
04/02/2020
0.85
USD/RUB FWD 20210225 000011091 USD
02/25/2021
0.84
USD/TRY FWD 20200617 000004334 USD
06/17/2020
0.83
Republic of South Africa Government
10.50
12/21/2026
0.83
Russian Federal Bond - OFZ
7.25
05/10/2034
0.80
USD/MXN FWD 20220110
01/10/2022
0.78
Hellenic Republic Government Bond
3.90
01/30/2033
0.78
Goldman Sachs International
05/11/2020
0.77
India Government Bond
7.59
01/11/2026
0.76
Goldman Sachs International
02/08/2021
0.75
RUB/USD FWD 20200617 000004334 USD
06/17/2020
0.74
BRL/USD FWD 20200402 000006038 USD
04/02/2020
0.74
Goldman Sachs International
05/11/2020
0.73
INR/USD FWD 20200617 000004334 USD
06/17/2020
0.70
Goldman Sachs International
03/08/2021
0.69
THB/USD FWD 20200617 000004334 USD
06/17/2020
0.68
USD/MXN FWD 20200617 000006038 USD
06/17/2020
0.68
JPY/USD FWD 20200617
06/17/2020
0.67
Goldman Sachs International
05/13/2020
0.67
MXN/USD FWD 20200617 000006038 USD
06/17/2020
0.66
MXN/USD FWD 20200617 000011091 USD
06/17/2020
0.66
Argentina Treasury Bill
0.00
10/29/2020
0.64
Indonesia Treasury Bond
8.38
09/15/2026
0.64
USD/THB FWD 20200617 000004334 USD
06/17/2020
0.63
BBVA Consumer Auto 2018-1 FTA
2.30
07/20/2031
0.63
Indonesia Treasury Bond
7.50
08/15/2032
0.63
Fannie Mae or Freddie Mac
2.50
04/01/2035
0.62
USD/RUB FWD 20200526 000010098 USD
05/26/2020
0.62
BRL/USD FWD 20200401 000010098 USD
04/01/2020
0.60
BRL/USD FWD 20200505 000004334 USD
05/05/2020
0.59
Deutsche Bank AG
2.62
02/12/2026
0.58
Russian Federal Bond - OFZ
7.70
03/23/2033
0.58
USD/ZAR FWD 20200617
06/17/2020
0.57
IDR/USD FWD 20200617 000004334 USD
06/17/2020
0.54
Fannie Mae or Freddie Mac
3.00
04/01/2035
0.54
Towd Point Mortgage Funding 2019 -
2.45
10/20/2051
0.51
ZAR/USD FWD 20200617 000006038 USD
06/17/2020
0.50
FREMF 2015-K45 Mortgage Trust
3.71
04/25/2048
0.50
FREMF 2012-K20 Mortgage Trust
3.87
05/25/2045
0.49
Republic of South Africa Government
8.00
01/31/2030
0.48
India Government Bond
8.20
09/24/2025
0.47
USD/ZAR FWD 20200617 000006038 USD
06/17/2020
0.46
Indonesia Treasury Bond
7.00
05/15/2027
0.44
Dominican Republic International Bo
6.00
07/19/2028
0.44
Indonesia Treasury Bond
8.12
05/15/2024
0.44
Republic of South Africa Government
8.50
01/31/2037
0.43
Russian Federal Bond - OFZ
7.65
04/10/2030
0.42
MXN/USD FWD 20220110
01/10/2022
0.42
USD/COP FWD 20200617 000000908 USD
06/17/2020
0.42
Fannie Mae Connecticut Avenue Secur
5.18
07/25/2029
0.41
USD/MXN FWD 20200529 000004334 USD
05/29/2020
0.40
Societe Generale SA 144A
7.38
12/29/2049
0.40
Minejesa Capital BV
4.62
08/10/2030
0.39
EUR/USD FWD 20200617
06/17/2020
0.39
Credit Suisse Group AG REGS
7.50
12/31/2059
0.39
CASH & EQUIVALENTS
0.38
Russian Federal Bond - OFZ
7.05
01/19/2028
0.38
JPY/USD FWD 20200617
06/17/2020
0.38
Export-Import Bank of India
8.00
05/27/2021
0.37
Republic of South Africa Government
8.75
02/28/2048
0.37
Times China Holdings Ltd
7.85
06/04/2021
0.37
Indonesia Treasury Bond
7.00
09/15/2030
0.36
Hellenic Republic Government Bond
4.00
01/30/2037
0.36
BRL/USD FWD 20210218 000011091 USD
02/18/2021
0.35
Morgan Stanley Reremic Trust
3.27
11/26/2036
0.35
EUR/RUB FWD 20201105
11/05/2020
0.35
CIFI Holdings Group Co Ltd
7.62
03/02/2021
0.34
Freddie Mac Structured Agency Credi
5.48
03/25/2029
0.34
USD/COP FWD 20200420 000010098 USD
04/20/2020
0.34
GBP/USD FWD 20200617
06/17/2020
0.33
Towd Point Mortgage Funding 2019 -
2.10
10/20/2051
0.33
Freddie Mac Structured Agency Credi
5.53
04/25/2029
0.33
Melco Resorts Finance Ltd 144A
4.88
06/06/2025
0.33
Argentina Treasury Bill
0.00
07/29/2020
0.33
USD/COP FWD 20200420 000000908 USD
04/20/2020
0.33
Nuveen Floating Rate Income Fund
0.33
India Government Bond
7.17
01/08/2028
0.32
Exeter Automobile Receivables Trust
3.30
03/15/2024
0.32
Caixa Geral de Depositos SA
10.75
12/31/2099
0.32
Brazil Notas do Tesouro Nacional Se
6.00
05/15/2045
0.32
NOK/USD FWD 20200617
06/17/2020
0.31
USD/IDR FWD 20200617 000000908 USD
06/17/2020
0.31
Pakistan Government International B
8.25
04/15/2024
0.31
Egypt Government Bond
16.00
06/11/2022
0.31
FREMF 2013-K28 Mortgage Trust
3.49
06/25/2046
0.30
CaixaBank SA
6.75
12/31/2099
0.29
Americredit Automobile Receivables
2.99
06/18/2025
0.28
Reliance Industries Ltd
7.00
08/31/2022
0.28
FREMF 2015-K44 Mortgage Trust
3.68
01/25/2048
0.28
Gemgarto 2018-1 PLC
2.74
09/16/2065
0.28
Dominican Republic International Bo
7.50
05/06/2021
0.27
UBS Group AG REGS
7.00
12/31/2099
0.27
HSBC Holdings PLC REGS
6.00
12/31/2059
0.27
Wynn Macau Ltd
4.88
10/01/2024
0.26
Mexican Bonos
5.75
03/05/2026
0.26
ArcelorMittal SA
3.60
07/16/2024
0.26
Freddie Mac Structured Agency Credi
6.63
12/25/2028
0.26
Perusahaan Listrik Negara PT 144A
4.12
05/15/2027
0.26
TRY/USD FWD 20200617 000004334 USD
06/17/2020
0.26
Freeport-McMoRan Inc
5.40
11/14/2034
0.26
Ford Motor Credit Co LLC
4.13
08/04/2025
0.26
BNP Paribas SA REGS
7.62
12/31/2099
0.26
Ivory Coast Government Internationa
6.88
10/17/2040
0.25
Caisse Nationale de Reassurance Mut
6.38
12/31/2049
0.25
International Game Technology PLC 1
6.25
02/15/2022
0.25
Westlake Automobile Receivables Tru
2.80
06/16/2025
0.25
IDR/USD FWD 20200622
06/22/2020
0.25
Egypt Government International Bond
5.58
02/21/2023
0.25
AmeriCredit Automobile Receivables
1.80
12/18/2025
0.25
Santander Retail Auto Lease Trust 2
3.30
05/22/2023
0.24
Costa Rica Government International
4.38
04/30/2025
0.24
Oman Government International Bond
3.88
03/08/2022
0.24
Suzano Austria GmbH
5.00
01/15/2030
0.24
Citibank NA
05/13/2020
0.23
Exeter Automobile Receivables Trust
2.58
09/15/2025
0.23
DT Auto Owner Trust 2019-4
2.85
07/15/2025
0.23
Egypt Government Bond
18.15
12/11/2021
0.23
EUR/USD FWD 20200617
06/17/2020
0.22
Cyprus Government International Bon
2.75
05/03/2049
0.22
India Government Bond
8.24
02/15/2027
0.22
HSBC Holdings PLC REGS
5.25
12/29/2049
0.22
LCH.Clearnet LLC
03/02/2025
0.22
Drive Auto Receivables Trust 2019-3
3.18
10/15/2026
0.22
Prosil Acquisition SA
1.60
10/31/2039
0.22
Omnicare Inc
4.75
12/01/2022
0.22
Fannie Mae Connecticut Avenue Secur
3.73
03/25/2031
0.21
Turkey Government Bond
8.50
09/14/2022
0.21
Westlake Automobile Receivables Tru
2.84
07/15/2024
0.21
Eurosail 2006-2bl PLC
3.76
12/15/2044
0.21
Santander Retail Auto Lease Trust 2
2.39
11/20/2023
0.21
BNP Paribas SA 144A
6.75
12/31/2049
0.21
NZD/USD FWD 20200617
06/17/2020
0.21
Standard Life Aberdeen PLC
4.25
06/30/2028
0.21
Sri Lanka Government International
6.25
10/04/2020
0.21
LCH.Clearnet LLC
03/02/2025
0.20
Netflix Inc
5.88
11/15/2028
0.20
TRY/USD FWD 20200617 000011091 USD
06/17/2020
0.20
Panama Notas del Tesoro
3.75
04/17/2026
0.20
Centrais Eletricas Brasileiras SA
3.62
02/04/2025
0.20
Colombian TES
6.25
11/26/2025
0.20
Egypt Government International Bond
8.70
03/01/2049
0.19
Cooperatieve Rabobank UA
4.62
12/31/2099
0.19
Drive Auto Receivables Trust 2019-3
2.90
08/15/2025
0.19
UBS Group AG REGS
6.88
12/31/2049
0.19
Controladora Mabe SA de CV
5.60
10/23/2028
0.19
Turkey Government Bond
12.40
03/08/2028
0.19
COMM 2014-UBS6 Mortgage Trust
4.05
12/10/2047
0.19
LCH.Clearnet LLC
03/03/2025
0.19
Ivory Coast Government Internationa
5.25
03/22/2030
0.19
USD/TRY FWD 20200617 000006038 USD
06/17/2020
0.19
Sri Lanka Government International
6.25
07/27/2021
0.19
Power Finance Corp Ltd
7.50
08/16/2021
0.19
Power Finance Corp Ltd
7.27
12/22/2021
0.19
Freddie Mac Structured Agency Credi
4.88
07/25/2029
0.19
REC Ltd
7.24
10/21/2021
0.18
Muthoot Finance Ltd
4.40
09/02/2023
0.18
REC Ltd
7.60
04/17/2021
0.18
Banco Bilbao Vizcaya Argentaria SA
8.88
12/31/2099
0.18
Egypt Government Bond
16.00
12/12/2020
0.18
FREMF 2013-K29 Mortgage Trust
3.48
05/25/2046
0.18
Argentine Republic Government Inter
7.50
04/22/2026
0.18
Listrindo Capital BV 144A
4.95
09/14/2026
0.18
Standard Chartered PLC REGS
7.75
12/31/2049
0.18
Egypt Government International Bond
4.75
04/16/2026
0.18
DT Auto Owner Trust 2017-4
5.15
11/15/2024
0.17
Exeter Automobile Receivables Trust
4.13
12/16/2024
0.17
Azure Power Solar Energy Pvt Ltd
5.65
12/24/2024
0.17
FREMF 2017-K724 Mortgage Trust
3.60
11/25/2023
0.17
Indonesia Treasury Bond
8.25
05/15/2029
0.17
NOK/USD FWD 20200617
06/17/2020
0.17
Santander Drive Auto Receivables Tr
2.68
10/15/2025
0.16
Connecticut Avenue Securities Trust
4.03
04/25/2031
0.16
American Credit Acceptance Receivab
2.76
09/12/2025
0.16
Argentina Treasury Bill
0.00
08/27/2020
0.16
Oil India International Pte Ltd
4.00
04/21/2027
0.16
Colombian TES
10.00
07/24/2024
0.16
KazTransGas JSC
4.38
09/26/2027
0.16
FREMF 2013-K27 Mortgage Trust 144A
3.50
01/25/2046
0.16
Logan Property Holdings Co Ltd
6.88
04/24/2021
0.16
Petroleos Mexicanos
4.50
01/23/2026
0.16
FREMF 2016-K54 Mortgage Trust
4.05
04/25/2048
0.15
Freddie Mac Structured Agency Credi
5.63
08/25/2024
0.15
Cyprus Government International Bon
1.25
01/21/2040
0.15
LCH.Clearnet LLC
01/30/2022
0.15
Unipol Gruppo SpA
3.50
11/29/2027
0.15
CASH & EQUIVALENTS
0.15
LCH.Clearnet LLC
02/03/2022
0.15
Dominican Republic International Bo
5.88
01/30/2060
0.15
USD/EGP FWD 20200810 000011091 USD
08/10/2020
0.14
Danske Bank A/S REGS
6.12
12/31/2049
0.14
JBS Investments GmbH
6.25
02/05/2023
0.14
HTA Group Ltd/Mauritius
9.12
03/08/2022
0.14
Inkia Energy Ltd
5.88
11/09/2027
0.14
Indonesia Treasury Bond
7.50
04/15/2040
0.14
Agile Group Holdings Ltd
6.70
03/07/2022
0.14
Country Garden Holdings Co Ltd
4.75
07/25/2022
0.14
Danske Bank A/S
5.88
12/31/2099
0.14
Senegal Government International Bo
6.25
07/30/2024
0.14
Global Bank Corp
5.25
04/16/2029
0.14
Banco del Estado de Chile
2.70
01/09/2025
0.13
ENN Clean Energy International Inve
7.50
02/27/2021
0.13
Logan Property Holdings Co Ltd
5.25
02/23/2023
0.13
ArcelorMittal SA
6.12
06/01/2025
0.13
Bankinter SA REGS
8.62
12/31/2049
0.13
AmeriCredit Automobile Receivables
2.58
09/18/2025
0.13
Celanese US Holdings LLC
5.88
06/15/2021
0.13
American Credit Acceptance Receivab
3.41
06/12/2025
0.13
Cemex SAB de CV 144A
7.75
04/16/2026
0.13
General Motors Financial Co Inc
4.20
11/06/2021
0.13
Freddie Mac Multifamily Structured
0.95
05/25/2029
0.13
Cosan Ltd
5.50
09/20/2029
0.13
CASH & EQUIVALENTS
0.00
0.13
MGM China Holdings Ltd
5.38
05/15/2024
0.13
Celulosa Arauco y Constitucion SA
4.50
08/01/2024
0.13
Petroleos Mexicanos
5.95
01/28/2031
0.13
ING Groep NV REGS
6.88
12/31/2099
0.13
Banco Santander SA
5.25
12/31/2049
0.13
Lennar Corp
4.75
04/01/2021
0.13
Residential Asset Securitization Tr
6.00
06/25/2035
0.13
Core & Main Holdings LP
8.62
09/15/2024
0.13
Ford Motor Credit Co LLC
5.58
03/18/2024
0.13
Rumo Luxembourg Sarl
5.88
01/18/2025
0.12
Tenet Healthcare Corp
5.12
11/01/2027
0.12
Muthoot Finance Ltd
6.12
10/31/2022
0.12
Azure Power Energy Ltd
5.50
11/03/2022
0.12
Fannie Mae Connecticut Avenue Secur
6.08
01/25/2029
0.12
MGM Resorts International
6.00
03/15/2023
0.12
First Quantum Minerals Ltd 144A
7.25
04/01/2023
0.12
Banco Votorantim SA
4.50
09/24/2024
0.12
Prestige Auto Receivables Trust 201
2.70
10/15/2024
0.12
DT Auto Owner Trust 2017-3
5.60
08/15/2024
0.12
Starfruit Finco BV / Starfruit US H
6.50
10/01/2026
0.12
Credit Suisse Group AG
6.38
12/31/2049
0.12
Telecom Italia Capital SA
7.20
07/18/2036
0.12
Dominican Republic International Bo
6.40
06/05/2049
0.12
Morgan Stanley Capital Services LLC
05/13/2020
0.12
JPMorgan Chase Bank NA
05/13/2020
0.12
GMR Hyderabad International Airport
5.38
04/10/2024
0.11
VEON Holdings BV
4.00
04/09/2025
0.11
JSW Steel Ltd REGS
5.25
04/13/2022
0.11
Axtel SAB de CV
6.38
11/14/2024
0.11
Dell Equipment Finance Trust 2019-2
2.48
04/22/2025
0.11
Senegal Government International Bo
6.75
03/13/2048
0.11
Petroleos Mexicanos REGS
3.75
04/16/2026
0.11
Level 3 Financing Inc
5.25
03/15/2026
0.11
Diamond Sports Group LLC / Diamond
5.38
08/15/2026
0.11
MGM China Holdings Ltd
5.88
05/15/2026
0.11
Santander Retail Auto Lease Trust 2
2.77
08/21/2023
0.11
Targa Resources Partners LP / Targa
5.88
04/15/2026
0.11
Transcanada Trust
5.88
08/15/2076
0.11
La Mondiale SAM
5.05
12/31/2049
0.11
United Rentals North America Inc
5.88
09/15/2026
0.11
Coriolanus DAC
0.00
04/30/2025
0.11
USD/EUR FWD 20200617
06/17/2020
0.10
Connecticut Avenue Securities Trust
3.78
09/25/2031
0.10
Metinvest BV
8.50
04/23/2026
0.10
Ghana Government International Bond
8.95
03/26/2051
0.10
BNP Paribas SA 144A
7.62
12/31/2049
0.10
Americredit Automobile Receivables
2.74
04/18/2025
0.10
Petrobras Global Finance BV
5.75
02/01/2029
0.10
El Salvador Government Internationa
7.12
01/20/2050
0.10
SunCoke Energy Partners LP / SunCok
7.50
06/15/2025
0.10
Itau Unibanco Holding SA/Cayman Isl
4.62
12/31/2049
0.10
Freddie Mac Structured Agency Credi
3.43
07/25/2030
0.10
Ukraine Government International Bo
7.75
09/01/2025
0.10
L Brands Inc
6.88
11/01/2035
0.10
Nigeria Government International Bo
7.70
02/23/2038
0.10
Iron Mountain US Holdings Inc 144A
5.38
06/01/2026
0.10
Credit Acceptance Auto Loan Trust 2
3.77
06/15/2027
0.10
Credit Acceptance Auto Loan Trust 2
3.60
04/15/2027
0.10
Coriolanus DAC
0.00
04/30/2025
0.10
Olin Corp
5.62
08/01/2029
0.10
Centene Corp
5.38
06/01/2026
0.10
Bayan Resources Tbk PT
6.12
01/24/2023
0.10
MPT Operating Partnership LP / MPT
4.62
08/01/2029
0.10
Swiss Insured Brazil Power Finance
9.85
07/16/2032
0.10
JB Poindexter & Co Inc
7.12
04/15/2026
0.09
NRG Energy Inc
5.25
06/15/2029
0.09
NRG Energy Inc
6.62
01/15/2027
0.09
Santander Drive Auto Receivables Tr
5.05
07/15/2024
0.09
Export-Import Bank of India
7.35
05/18/2022
0.09
TMB Bank PCL/Cayman Islands
4.90
12/31/2049
0.09
Rede D'or Finance Sarl
4.50
01/22/2030
0.09
LIC Housing Finance Ltd
7.45
10/17/2022
0.09
AMC Networks Inc
5.00
04/01/2024
0.09
Coriolanus DAC
0.00
04/30/2025
0.09
Societe Generale SA 144A
8.00
12/31/2049
0.09
Brink's Co/The
4.62
10/15/2027
0.09
HCA Inc
5.38
09/01/2026
0.09
Norbord Inc
5.75
07/15/2027
0.09
1011778 BC ULC / New Red Finance In
5.00
10/15/2025
0.09
CSN Islands XI Corp
6.75
01/28/2028
0.09
Freddie Mac Structured Agency Credi
5.38
09/25/2024
0.09
Sri Lanka Government International
5.88
07/25/2022
0.09
Argentine Republic Government Inter
6.88
01/26/2027
0.09
Springleaf Finance Corp
7.12
03/15/2026
0.09
Brazil Notas do Tesouro Nacional Se
10.00
01/01/2029
0.09
Marriott Ownership Resorts Inc
4.75
01/15/2028
0.09
Parkland Fuel Corp
6.00
04/01/2026
0.09
Eterna Capital Pte Ltd
7.50
12/11/2022
0.09
Carmax Auto Owner Trust 2019-3
2.85
01/15/2026
0.09
Cemex SAB de CV
5.45
11/19/2029
0.09
Mueller Industries Inc
6.00
03/01/2027
0.09
CCO Holdings LLC / CCO Holdings Cap
4.50
08/15/2030
0.09
Standard Industries Inc/NJ 144A
6.00
10/15/2025
0.09
Cleaver-Brooks Inc
7.88
03/01/2023
0.09
AmeriCredit Automobile Receivables
3.42
04/18/2023
0.09
Louisiana-Pacific Corp
4.88
09/15/2024
0.09
CASH & EQUIVALENTS
0.00
0.09
Banco Bilbao Vizcaya Argentaria SA
5.88
12/31/2099
0.09
Coriolanus DAC
0.00
04/30/2025
0.08
Banco BTG Pactual SA/Cayman Islands
4.50
01/10/2025
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
Indonesia Treasury Bond
6.12
05/15/2028
0.08
Kenya Government International Bond
6.88
06/24/2024
0.08
Ford Motor Credit Co LLC
5.11
05/03/2029
0.08
iStar Inc
4.75
10/01/2024
0.08
Credit Agricole SA REGS
7.50
12/31/2099
0.08
Shriram Transport Finance Co Ltd
5.10
07/16/2023
0.08
USD/COP FWD 20200427 000010098 USD
04/27/2020
0.08
Novo Banco SA/Luxembourg
3.50
02/19/2043
0.08
AT&T Inc
2.88
12/31/2059
0.08
EnerSys 144A
5.00
04/30/2023
0.08
HCA Inc
4.12
06/15/2029
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
Freddie Mac Structured Agency Credi
6.28
10/25/2028
0.08
William Carter Co/The
5.62
03/15/2027
0.08
Santander Drive Auto Receivables Tr
3.20
11/15/2023
0.08
VTR Finance BV 144A
6.88
01/15/2024
0.08
Ukraine Government International Bo
7.75
09/01/2026
0.08
Telenet Finance Luxembourg Notes Sa
5.50
03/01/2028
0.08
Freddie Mac Structured Agency Credi
5.23
04/25/2024
0.08
GEMS MENASA Cayman Ltd / GEMS Educa
7.12
07/31/2026
0.08
National Bank for Agriculture and R
8.39
07/19/2021
0.08
Coriolanus DAC
0.00
04/30/2025
0.08
Argentina Treasury Bill
0.00
05/28/2020
0.08
Puma International Financing SA
5.12
10/06/2024
0.08
FREMF 2013-K25 Mortgage Trust
3.62
11/25/2045
0.08
CSN Resources SA
7.62
02/13/2023
0.08
Level 3 Financing Inc
5.38
05/01/2025
0.08
TransDigm Inc
6.38
06/15/2026
0.08
Freddie Mac Structured Agency Credi
6.13
02/25/2024
0.08
CEMEX Finance LLC 144A
6.00
04/01/2024
0.08
BRL/USD FWD 20200402
04/02/2020
0.08
Industrias Penoles SAB de CV
5.65
09/12/2049
0.07
Coriolanus DAC
0.00
04/30/2025
0.07
DT Auto Owner Trust 2019-3
2.96
04/15/2025
0.07
LCH.Clearnet LLC
03/03/2025
0.07
Springleaf Finance Corp
6.88
03/15/2025
0.07
USD/EUR FWD 20200617
06/17/2020
0.07
Future Retail Ltd
5.60
01/22/2025
0.07
Western Digital Corp
4.75
02/15/2026
0.07
Charles River Laboratories Internat
4.25
05/01/2028
0.07
Credit Agricole SA 144A
8.12
12/31/2049
0.07
Freddie Mac Structured Agency Credi
5.88
11/25/2023
0.07
ADT Security Corp/The
6.25
10/15/2021
0.07
Barclays Bank PLC
05/13/2020
0.07
Westlake Automobile Receivables Tru
4.63
07/15/2024
0.07
FREMF 2016-K723 Mortgage Trust
3.70
11/25/2023
0.07
Barclays PLC
6.38
12/31/2059
0.07
Fannie Mae Connecticut Avenue Secur
4.18
12/25/2030
0.07
USD/CNY FWD 20200617 000006219 USD
06/17/2020
0.07
WFRBS Commercial Mortgage Trust 201
3.49
06/15/2046
0.07
CCO Holdings LLC / CCO Holdings Cap
5.75
02/15/2026
0.07
Sirius XM Radio Inc 144A
5.38
07/15/2026
0.07
Grupo Aval Ltd
4.38
02/04/2030
0.07
Metinvest BV
7.75
10/17/2029
0.07
AmeriGas Partners LP / AmeriGas Fin
5.88
08/20/2026
0.07
Ghana Government International Bond
7.88
02/11/2035
0.07
CarMax Auto Owner Trust 2017-1
3.43
07/17/2023
0.07
Dell International LLC / EMC Corp 1
7.12
06/15/2024
0.07
MSCI Inc 144A
5.75
08/15/2025
0.07
Sunoco LP / Sunoco Finance Corp
5.88
03/15/2028
0.07
JP Morgan Chase Commercial Mortgage
4.04
07/15/2047
0.07
Sri Lanka Government International
6.35
06/28/2024
0.07
Targa Resources Partners LP / Targa
5.25
05/01/2023
0.07
Netflix Inc
5.38
11/15/2029
0.07
NuStar Logistics LP
6.00
06/01/2026
0.07
Centene Corp
5.38
08/15/2026
0.07
Bank Leumi Le-Israel BM
3.27
01/29/2031
0.07
Intrado Corp
5.38
07/15/2022
0.07
American Credit Acceptance Receivab
3.57
01/10/2024
0.07
CSC Holdings LLC
5.50
04/15/2027
0.07
Virgin Media Secured Finance PLC 14
5.50
08/15/2026
0.07
Intesa Sanpaolo SpA REGS
6.25
12/31/2099
0.07
CCG Receivables Trust 2017-1
2.75
11/14/2023
0.07
Affinion Group Inc
12.50
11/10/2022
0.07
Societe Generale SA REGS
8.00
12/31/2049
0.07
Lithia Motors Inc
5.25
08/01/2025
0.07
Lloyds Bank PLC
1.69
12/31/2059
0.07
ASGN Inc
4.62
05/15/2028
0.07
Fannie Mae Connecticut Avenue Secur
4.63
07/25/2024
0.07
China SCE Group Holdings Ltd
5.88
03/10/2022
0.07
Pilgrim's Pride Corp
5.88
09/30/2027
0.06
MARB BondCo PLC 144A
7.00
03/15/2024
0.06
BMC East LLC 144A
5.50
10/01/2024
0.06
Teleflex Inc
4.88
06/01/2026
0.06
Barclays PLC
5.88
12/31/2049
0.06
JPMBB Commercial Mortgage Securitie
4.12
11/15/2047
0.06
CIFI Holdings Group Co Ltd
6.45
11/07/2024
0.06
Logan Property Holdings Co Ltd
7.50
08/25/2022
0.06
Murphy Oil USA Inc
5.62
05/01/2027
0.06
Banco de Sabadell SA REGS
6.50
12/31/2099
0.06
LCH.Clearnet LLC
06/17/2030
0.06
EnPro Industries Inc
5.75
10/15/2026
0.06
Kenan Advantage Group Inc/The 144A
7.88
07/31/2023
0.06
Danske Bank A/S
7.00
12/31/2099
0.06
Morgan Stanley Bank of America Merr
3.46
05/15/2046
0.06
Bausch Health Cos Inc 144A
7.00
03/15/2024
0.06
Chicago Mercantile Exchange Inc
01/04/2027
0.06
US Foods Inc 144A
5.88
06/15/2024
0.06
Skandinaviska Enskilda Banken AB
5.12
12/31/2099
0.06
LCH.Clearnet LLC
12/07/2051
0.06
Egypt Government International Bond
8.50
01/31/2047
0.06
Hadrian Merger Sub Inc
8.50
05/01/2026
0.06
Boise Cascade Co
5.62
09/01/2024
0.06
Lennar Corp
5.00
06/15/2027
0.06
WFRBS Commercial Mortgage Trust 201
4.18
05/15/2047
0.06
LCH.Clearnet LLC
05/18/2030
0.06
CSC Holdings LLC
3.11
04/15/2027
0.06
Southern Copper Corp
7.50
07/27/2035
0.06
Argentum Netherlands BV for Swiss R
5.62
08/15/2052
0.06
JBS USA LUX SA / JBS USA Food Co /
5.50
01/15/2030
0.06
MTS Systems Corp
5.75
08/15/2027
0.06
Credit Acceptance Auto Loan Trust 2
3.48
10/15/2026
0.06
Occidental Petroleum Corp
2.70
08/15/2022
0.06
Charter Communications Operating LL
2.74
04/30/2025
0.06
Banco Santander SA
4.38
12/31/2059
0.06
Unigel Luxembourg SA
8.75
10/01/2026
0.06
Chicago Mercantile Exchange Inc
01/02/2025
0.06
Banco do Brasil SA/Cayman
6.25
12/31/2049
0.06
NAK Naftogaz Ukraine via Kondor Fin
7.62
11/08/2026
0.06
GLP Capital LP / GLP Financing II I
5.38
11/01/2023
0.06
Reynolds Group Holdings Inc
3.74
02/05/2023
0.06
Jasa Marga Persero Tbk PT
7.50
12/11/2020
0.06
Sociedad Quimica y Minera de Chile
4.25
01/22/2050
0.06
China Aoyuan Group Ltd
7.50
05/10/2021
0.06
Targa Resources Partners LP / Targa
5.12
02/01/2025
0.06
United Rentals North America Inc
5.25
01/15/2030
0.06
Freddie Mac STACR Trust 2019-HRP1
3.03
02/25/2049
0.06
Yuzhou Properties Co Ltd
6.38
03/06/2021
0.06
Superior Plus LP / Superior General
7.00
07/15/2026
0.06
Bausch Health Americas Inc
3.36
11/27/2025
0.06
Meredith Corp
6.88
02/01/2026
0.06
Hess Midstream Operations LP
5.62
02/15/2026
0.06
Mastr Asset Backed Securities Trust
1.73
08/25/2036
0.05
Power Finance Corp Ltd
7.42
06/26/2020
0.05
Angolan Government International Bo
8.00
11/26/2029
0.05
Itron Inc
5.00
01/15/2026
0.05
Novo Banco SA/Luxembourg
3.50
03/18/2043
0.05
United Rentals North America Inc
6.50
12/15/2026
0.05
Eskom Holdings SOC Ltd
6.75
08/06/2023
0.05
Par Pharmaceutical Inc
7.50
04/01/2027
0.05
Boyd Gaming Corp
6.00
08/15/2026
0.05
LCH.Clearnet LLC
10/01/2021
0.05
Fannie Mae Connecticut Avenue Secur
4.03
05/25/2030
0.05
Element Solutions Inc
5.88
12/01/2025
0.05
Vistra Operations Co LLC
5.00
07/31/2027
0.05
Meritage Homes Corp
5.12
06/06/2027
0.05
Alba 2007-1 PLC
3.74
03/17/2039
0.05
XPO Logistics Inc 144A
6.12
09/01/2023
0.05
Caesars Resort Collection LLC
3.74
12/23/2024
0.05
HCA Inc
5.62
09/01/2028
0.05
OI European Group BV
4.00
03/15/2023
0.05
Sirius XM Radio Inc
4.62
07/15/2024
0.05
AerCap Global Aviation Trust 144A
6.50
06/15/2045
0.05
Ghana Government International Bond
7.62
05/16/2029
0.05
Ardagh Packaging Finance PLC / Arda
4.12
08/15/2026
0.05
Eskom Holdings SOC Ltd
7.12
02/11/2025
0.05
Hudbay Minerals Inc 144A
7.62
01/15/2025
0.05
ReNew Power Pvt Ltd
5.88
03/05/2027
0.05
AES Gener SA
6.35
10/07/2079
0.05
National Bank of Greece SA
8.25
07/18/2029
0.05
Michaels Stores Inc
8.00
07/15/2027
0.05
Banca Monte dei Paschi di Siena SpA
5.38
01/18/2028
0.05
Cincinnati Bell Inc
8.00
10/15/2025
0.05
Koppers Inc 144A
6.00
02/15/2025
0.05
Sirius XM Radio Inc
5.50
07/01/2029
0.05
MPH Acquisition Holdings LLC 144A
7.12
06/01/2024
0.05
Embarq Corp
8.00
06/01/2036
0.05
Wynn Las Vegas LLC / Wynn Las Vegas
5.50
03/01/2025
0.05
Scientific Games International Inc
4.44
08/14/2024
0.05
UniCredit SpA REGS
6.62
12/31/2099
0.05
AECOM
5.12
03/15/2027
0.05
HLF Financing Sarl LLC / Herbalife
7.25
08/15/2026
0.05
iHeartCommunications Inc
8.38
05/01/2027
0.05
Triumph Group Inc
7.75
08/15/2025
0.05
T-Mobile USA Inc
4.75
02/01/2028
0.05
Ally Financial Inc
8.00
11/01/2031
0.05
Sonic Capital LLC
3.85
01/20/2050
0.05
Argentine Republic Government Inter
5.62
01/26/2022
0.05
ZAR/USD FWD 20200617
06/17/2020
0.05
Calumet Specialty Products Partners
7.62
01/15/2022
0.05
Citigroup Mortgage Loan Trust 2014-
2.23
07/20/2036
0.05
DISH DBS Corp
5.88
11/15/2024
0.05
Mattel Inc
6.75
12/31/2025
0.05
Berry Global Inc
4.88
07/15/2026
0.05
Connecticut Avenue Securities Trust
3.93
08/25/2031
0.05
Prime Security Services Borrower LL
5.75
04/15/2026
0.05
European Bank for Reconstruction &
6.85
06/21/2021
0.05
Beazer Homes USA Inc
6.75
03/15/2025
0.05
ACCO Brands Corp 144A
5.25
12/15/2024
0.05
Credit Acceptance Auto Loan Trust 2
3.94
06/15/2028
0.05
Hughes Satellite Systems Corp
6.62
08/01/2026
0.05
Alpha Holding SA de CV
10.00
12/19/2022
0.05
Alpha Holding SA de CV
9.00
02/10/2025
0.05
DCP Midstream Operating LP
5.12
05/15/2029
0.05
Herc Holdings Inc
5.50
07/15/2027
0.05
Mexico City Airport Trust
3.88
04/30/2028
0.05
WFRBS Commercial Mortgage Trust 201
4.35
03/15/2047
0.05
Avis Budget Car Rental LLC / Avis B
5.75
07/15/2027
0.05
Simmons Foods Inc
5.75
11/01/2024
0.05
Antero Midstream Partners LP / Ante
5.75
01/15/2028
0.05
Cumulus Media New Holdings Inc
6.75
07/01/2026
0.05
Navient Corp
6.12
03/25/2024
0.05
Altice France SA/France 144A
7.38
05/01/2026
0.05
DT Auto Owner Trust 2017-1
5.79
02/15/2024
0.04
Taylor Morrison Communities Inc / T
5.88
04/15/2023
0.04
Frontier Communications Corp
10.50
09/15/2022
0.04
Waste Pro USA Inc
5.50
02/15/2026
0.04
Cascades Inc/Cascades USA Inc
5.38
01/15/2028
0.04
Puma International Financing SA
5.00
01/24/2026
0.04
AES Andres BV / Dominican Power Par
7.95
05/11/2026
0.04
DT Auto Owner Trust 2017-4
3.47
07/17/2023
0.04
CIT Group Inc
4.12
03/09/2021
0.04
Titan International Inc
6.50
11/30/2023
0.04
Taseko Mines Ltd
8.75
06/15/2022
0.04
Flex Acquisition Co Inc 144A
6.88
01/15/2025
0.04
Enviva Partners LP / Enviva Partner
6.50
01/15/2026
0.04
InterCement Financial Operations BV
5.75
07/17/2024
0.04
Ardagh Packaging Finance PLC / Arda
6.00
02/15/2025
0.04
Medco Bell Pte Ltd
6.38
01/30/2027
0.04
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2027
0.04
LCH.Clearnet LLC
02/26/2026
0.04
Fannie Mae Pool
7.00
12/01/2032
0.04
Barclays Bank PLC
1.00
12/20/2024
0.04
Kraft Heinz Foods Co
5.00
06/04/2042
0.04
L Brands Inc
7.50
06/15/2029
0.04
Taylor Morrison Communities Inc
5.75
01/15/2028
0.04
Telecom Italia SpA/Milano 144A
5.30
05/30/2024
0.04
Navient Corp
5.00
03/15/2027
0.04
Fannie Mae Pool
7.00
04/01/2034
0.04
Murphy Oil USA Inc
4.75
09/15/2029
0.04
PetSmart Inc
5.00
03/11/2022
0.04
Lennar Corp
4.75
05/30/2025
0.04
Chicago Mercantile Exchange Inc
12/07/2023
0.04
Tenneco Inc
5.38
12/15/2024
0.04
American Greetings Corp
5.50
04/06/2024
0.04
ADES International Holding PLC
8.62
04/24/2024
0.04
Banco Comercial Portugues SA
4.50
12/07/2027
0.04
CSC Holdings LLC 144A
6.62
10/15/2025
0.04
Altice Financing SA
4.41
07/15/2025
0.04
Fannie Mae Pool
6.50
12/01/2029
0.04
KFC Holding Co/Pizza Hut Holdings L
5.25
06/01/2026
0.04
CenturyLink Inc
5.62
04/01/2025
0.04
Diamond Sports Group LLC / Diamond
6.62
08/15/2027
0.04
MGM Growth Properties Operating Par
5.62
05/01/2024
0.04
Standard Industries Inc/NJ 144A
5.38
11/15/2024
0.04
Alliance Data Systems Corp
4.75
12/15/2024
0.04
Calpine Corp
5.25
06/01/2026
0.04
Iron Mountain Inc
4.88
09/15/2029
0.04
Energizer Holdings Inc
7.75
01/15/2027
0.04
Argentine Republic Government Inter
5.88
01/11/2028
0.04
Wynn Las Vegas LLC / Wynn Las Vegas
5.25
05/15/2027
0.04
Belo Corp
7.75
06/01/2027
0.04
Intelsat Jackson Holdings SA
8.50
10/15/2024
0.04
AmeriCredit Automobile Receivables
3.08
12/18/2023
0.04
Terraform Global Operating LLC
6.12
03/01/2026
0.04
Citigroup Mortgage Loan Trust Inc
4.36
05/25/2035
0.04
Post Holdings Inc
4.62
04/15/2030
0.04
Dun & Bradstreet Corp/The
4.96
02/06/2026
0.04
Eterna Capital Pte Ltd
8.00
12/11/2022
0.04
Hanesbrands Inc 144A
4.62
05/15/2024
0.04
Ziggo BV 144A
5.50
01/15/2027
0.04
Southwestern Energy Co
7.50
04/01/2026
0.04
Wynn Resorts Finance LLC / Wynn Res
5.12
10/01/2029
0.04
Flex Acquisition Co Inc
7.88
07/15/2026
0.04
Freddie Mac Gold Pool
7.50
01/01/2032
0.04
DT Auto Owner Trust 2017-2
3.89
01/15/2023
0.03
LCH.Clearnet LLC
08/18/2025
0.03
Novelis Corp
4.75
01/30/2030
0.03
EnLink Midstream Partners LP
4.85
07/15/2026
0.03
Hanesbrands Inc 144A
4.88
05/15/2026
0.03
Mattamy Group Corp
5.25
12/15/2027
0.03
Genesis Energy LP / Genesis Energy
6.25
05/15/2026
0.03
T-Mobile USA Inc
4.00
04/15/2022
0.03
Altice Financing SA 144A
7.50
05/15/2026
0.03
Reynolds Group Issuer Inc / Reynold
5.12
07/15/2023
0.03
Chicago Mercantile Exchange Inc
12/07/2023
0.03
Targa Resources Partners LP / Targa
5.00
01/15/2028
0.03
Citigroup Commercial Mortgage Trust
1.11
10/12/2050
0.03
Angolan Government International Bo
9.38
05/08/2048
0.03
Bausch Health Americas Inc
8.50
01/31/2027
0.03
China Evergrande Group
10.00
04/11/2023
0.03
Operadora de Servicios Mega SA de C
8.25
02/11/2025
0.03
CHL Mortgage Pass-Through Trust 200
5.50
11/25/2035
0.03
MGM Resorts International
4.62
09/01/2026
0.03
Navient Corp
5.88
10/25/2024
0.03
CSC Holdings LLC 144A
10.88
10/15/2025
0.03
AMC Entertainment Holdings Inc
5.88
11/15/2026
0.03
1011778 BC ULC / New Red Finance In
4.25
05/15/2024
0.03
FREMF 2017-K62 Mortgage Trust
3.87
01/25/2050
0.03
Fannie Mae Pool
7.50
01/01/2033
0.03
Taylor Morrison Communities Inc
5.88
01/31/2025
0.03
Centrais Eletricas Brasileiras SA
4.62
02/04/2030
0.03
Mercer International Inc
5.50
01/15/2026
0.03
Lamar Media Corp
5.75
02/01/2026
0.03
Navient Corp
6.75
06/25/2025
0.03
CHL Mortgage Pass-Through Trust 200
5.50
09/25/2035
0.03
QEP Resources Inc
5.62
03/01/2026
0.03
United Rentals North America Inc
4.88
01/15/2028
0.03
Freddie Mac Gold Pool
5.50
09/01/2039
0.03
Centene Corp
4.75
05/15/2022
0.03
CSC Holdings LLC
5.25
06/01/2024
0.03
DPL Inc
4.35
04/15/2029
0.03
HSBC Bank PLC
1.43
12/31/2059
0.03
CCO Holdings LLC / CCO Holdings Cap
5.00
02/01/2028
0.03
Lions Gate Capital Holdings LLC
5.88
11/01/2024
0.03
Albertsons Cos Inc / Safeway Inc /
7.50
03/15/2026
0.03
CarMax Auto Owner Trust 2017-4
3.30
05/15/2024
0.03
PetSmart Inc
5.88
06/01/2025
0.03
Crestwood Midstream Partners LP / C
5.62
05/01/2027
0.03
Santander Drive Auto Receivables Tr
3.32
03/15/2024
0.03
Tenet Healthcare Corp
6.25
02/01/2027
0.03
COMM 2014-LC15 Mortgage Trust
4.20
04/10/2047
0.03
Bausch Health Cos Inc
5.75
08/15/2027
0.03
Moog Inc
4.25
12/15/2027
0.03
Lennar Corp
5.25
06/01/2026
0.03
Panther BF Aggregator 2 LP / Panthe
8.50
05/15/2027
0.03
Morgan Stanley Bank of America Merr
4.76
02/15/2047
0.03
Navient Corp
6.62
07/26/2021
0.03
CME Group Inc
02/25/2022
0.03
Fannie Mae REMICS
2.03
03/25/2042
0.03
Dana Financing Luxembourg Sarl 144A
6.50
06/01/2026
0.03
Sensata Technologies BV
5.62
11/01/2024
0.03
Golden Nugget Inc
8.75
10/01/2025
0.03
AES Corp/VA
4.00
03/15/2021
0.03
Lamb Weston Holdings Inc 144A
4.62
11/01/2024
0.03
Geopark Ltd
5.50
01/17/2027
0.03
T-Mobile USA Inc
6.00
04/15/2024
0.03
CIT Group Inc
5.25
03/07/2025
0.03
Altice France SA/France
8.12
02/01/2027
0.03
Pilgrim's Pride Corp
5.75
03/15/2025
0.03
American Credit Acceptance Receivab
4.14
10/15/2024
0.03
Spectrum Brands Inc
6.12
12/15/2024
0.03
Vistra Operations Co LLC
5.62
02/15/2027
0.03
Amsted Industries Inc
5.62
07/01/2027
0.03
Gulfport Energy Corp
6.62
05/01/2023
0.03
Iron Mountain Inc
5.25
03/15/2028
0.03
Dell Equipment Finance Trust 2019-1
3.14
03/22/2024
0.03
Silgan Holdings Inc
4.12
02/01/2028
0.03
Cable Onda SA
4.50
01/30/2030
0.02
AMC Networks Inc
4.75
08/01/2025
0.02
Navient Corp
6.50
06/15/2022
0.02
CCO Holdings LLC / CCO Holdings Cap
5.12
05/01/2023
0.02
LCH.Clearnet LLC
03/11/2022
0.02
Colfax Corp
6.00
02/15/2024
0.02
Owens-Brockway Glass Container Inc
5.00
01/15/2022
0.02
XPO Logistics Inc
6.75
08/15/2024
0.02
Garda World Security Corp
9.50
11/01/2027
0.02
Penske Automotive Group Inc
5.50
05/15/2026
0.02
DT Auto Owner Trust 2017-1
3.55
11/15/2022
0.02
Spectrum Brands Inc
5.00
10/01/2029
0.02
PBF Holding Co LLC / PBF Finance Co
6.00
02/15/2028
0.02
Icahn Enterprises LP / Icahn Enterp
6.75
02/01/2024
0.02
CenturyLink Inc
7.50
04/01/2024
0.02
eG Global Finance PLC
8.50
10/30/2025
0.02
Ingles Markets Inc
5.75
06/15/2023
0.02
LCH.Clearnet LLC
07/27/2030
0.02
Chicago Mercantile Exchange Inc
01/15/2024
0.02
Penn National Gaming Inc
5.62
01/15/2027
0.02
DCP Midstream Operating LP
4.75
09/30/2021
0.02
Lions Gate Capital Holdings LLC
6.38
02/01/2024
0.02
Aramark Services Inc
5.00
02/01/2028
0.02
NuStar Logistics LP
4.80
09/01/2020
0.02
Hexion Holdings Corp
0.02
Angolan Government International Bo
9.12
11/26/2049
0.02
Citigroup Commercial Mortgage Trust
3.48
05/10/2047
0.02
CCG Receivables Trust 2018-1
3.09
06/16/2025
0.02
Centene Corp
4.62
12/15/2029
0.02
Melco Resorts Finance Ltd
5.62
07/17/2027
0.02
Gray Television Inc
5.12
10/15/2024
0.02
Navistar Financial Dealer Note Mast
2.58
05/25/2024
0.02
EnLink Midstream Partners LP
5.60
04/01/2044
0.02
Everi Payments Inc
7.50
12/15/2025
0.02
Hughes Satellite Systems Corp
5.25
08/01/2026
0.02
TEGNA Inc 144A
5.50
09/15/2024
0.02
CME Group Inc
11/04/2022
0.02
Mexarrend SAPI de CV
10.25
07/24/2024
0.02
Camelot Finance SA
4.50
11/01/2026
0.02
Freddie Mac REMICS
6.50
04/15/2028
0.02
Navistar Financial Dealer Note Mast
3.08
05/25/2024
0.02
Gray Television Inc 144A
5.88
07/15/2026
0.02
LCH.Clearnet LLC
02/22/2023
0.02
JSW Steel Ltd
5.95
04/18/2024
0.02
AmWINS Group Inc
7.75
07/01/2026
0.02
Dana Inc
5.38
11/15/2027
0.02
Piraeus Bank SA
9.75
06/26/2029
0.02
DT Auto Owner Trust 2019-2
3.48
02/18/2025
0.02
Icahn Enterprises LP / Icahn Enterp
6.38
12/15/2025
0.02
EnerSys
4.38
12/15/2027
0.02
Chicago Mercantile Exchange Inc
07/17/2024
0.02
eG Global Finance PLC
6.25
10/30/2025
0.02
Scientific Games International Inc
7.00
05/15/2028
0.02
International Finance Corp
0.00
02/15/2029
0.02
Aramark Services Inc
4.75
06/01/2026
0.02
UniCredit SpA
4.88
02/20/2029
0.02
GLS Auto Receivables Trust 2018-1
2.82
07/15/2022
0.02
Station Casinos LLC
4.50
02/15/2028
0.02
Lithia Motors Inc
4.62
12/15/2027
0.02
Ascent Resources Utica Holdings LLC
10.00
04/01/2022
0.02
UBS Commercial Mortgage Trust 2017-
1.01
11/15/2050
0.02
Fannie Mae Pool
7.00
04/01/2033
0.02
Antero Resources Corp
5.38
11/01/2021
0.02
MYR/USD FWD 20200617 000010098 USD
06/17/2020
0.02
CME Group Inc
03/06/2025
0.02
Petrobras Global Finance BV
6.85
06/05/2115
0.02
India Government Bond
7.72
05/25/2025
0.02
CNH Equipment Trust 2017-C
2.54
05/15/2025
0.02
GS Mortgage Securities Trust 2014-G
3.65
01/10/2047
0.02
Deutsche Mortgage Securities Inc
1.87
07/22/2036
0.02
Adient Global Holdings Ltd
4.88
08/15/2026
0.02
Hilcorp Energy I LP / Hilcorp Finan
6.25
11/01/2028
0.02
Iron Mountain Inc
4.88
09/15/2027
0.02
CME Group Inc
02/25/2022
0.02
USD/CAD FWD 20200617
06/17/2020
0.02
Fannie Mae REMICS
18.23
06/25/2036
0.02
CarMax Auto Owner Trust 2018-1
3.37
07/15/2024
0.02
ASG Finance Designated Activity Co
7.88
12/03/2024
0.02
Banco Bilbao Vizcaya Argentaria SA
6.50
12/31/2099
0.02
Bombardier Inc 144A
7.50
03/15/2025
0.02
Standard Industries Inc/NJ 144A
5.00
02/15/2027
0.02
Genesis Energy LP / Genesis Energy
6.50
10/01/2025
0.02
COMM 2014-CCRE20 Mortgage Trust
3.31
11/10/2047
0.02
Navient Corp
6.75
06/15/2026
0.02
Bombardier Inc
7.88
04/15/2027
0.02
TerraForm Power Operating LLC
4.25
01/31/2023
0.02
CAD/USD FWD 20200617
06/17/2020
0.02
VICI Properties LP / VICI Note Co I
4.12
08/15/2030
0.02
VICI Properties LP / VICI Note Co I
3.75
02/15/2027
0.02
TransDigm Inc
6.25
03/15/2026
0.02
Drive Auto Receivables Trust
4.30
09/16/2024
0.02
RR Donnelley & Sons Co
7.88
03/15/2021
0.02
VICI Properties LP / VICI Note Co I
3.50
02/15/2025
0.02
Chicago Mercantile Exchange Inc
12/26/2028
0.02
JP Morgan Chase Commercial Mortgage
3.22
04/15/2046
0.02
Spirit AeroSystems Inc
4.60
06/15/2028
0.02
Benchmark 2018-B1 Mortgage Trust
0.52
01/15/2051
0.02
AES Corp/VA
6.00
05/15/2026
0.02
Quicken Loans Inc
5.25
01/15/2028
0.02
Cablevision Systems Corp
5.88
09/15/2022
0.02
CCO Holdings LLC / CCO Holdings Cap
4.00
03/01/2023
0.02
Lennar Corp
4.50
04/30/2024
0.02
GS Mortgage Securities Trust 2013-G
4.65
11/10/2046
0.02
Fannie Mae REMICS
5.00
04/25/2040
0.02
CSC Holdings LLC
5.38
07/15/2023
0.02
Service Corp International/US
4.62
12/15/2027
0.02
Fannie Mae REMICS
18.60
03/25/2036
0.02
KFC Holding Co/Pizza Hut Holdings L
4.75
06/01/2027
0.02
Eagle Intermediate Global Holding B
7.50
05/01/2025
0.02
Quicken Loans Inc
5.75
05/01/2025
0.02
Freddie Mac REMICS
7.50
09/15/2022
0.02
Holly Energy Partners LP / Holly En
5.00
02/01/2028
0.02
Albertsons Cos Inc / Safeway Inc /
5.75
03/15/2025
0.02
Sunoco LP / Sunoco Finance Corp
4.88
01/15/2023
0.02
LCH.Clearnet LLC
08/28/2030
0.02
T-Mobile USA Inc
5.12
04/15/2025
0.02
Fannie Mae Pool
6.50
11/01/2031
0.02
LCH.Clearnet LLC
03/08/2028
0.02
Energy Transfer Operating LP
6.25
12/31/2099
0.01
CCO Holdings LLC / CCO Holdings Cap
5.88
04/01/2024
0.01
Icahn Enterprises LP / Icahn Enterp
6.25
05/15/2026
0.01
Greif Inc
6.50
03/01/2027
0.01
LCH.Clearnet LLC
08/25/2030
0.01
Freddie Mac Gold Pool
5.00
12/01/2034
0.01
Fannie Mae Pool
7.50
09/01/2032
0.01
NGL Energy Partners LP / NGL Energy
6.12
03/01/2025
0.01
Santander Drive Auto Receivables Tr
3.22
07/15/2025
0.01
Mauser Packaging Solutions Holding
5.50
04/15/2024
0.01
Vistra Operations Co LLC
5.50
09/01/2026
0.01
LCH.Clearnet LLC
02/21/2022
0.01
Santander Drive Auto Receivables Tr
3.88
02/15/2024
0.01
Freddie Mac REMICS
6.50
03/15/2032
0.01
AmeriGas Partners LP / AmeriGas Fin
5.50
05/20/2025
0.01
Freddie Mac Multifamily Structured
1.10
05/25/2026
0.01
CASH & EQUIVALENTS
0.01
Wells Fargo Commercial Mortgage Tru
0.89
12/15/2050
0.01
LCH.Clearnet LLC
12/12/2029
0.01
Fannie Mae Pool
6.50
01/01/2034
0.01
Vericast Corp
8.38
08/15/2022
0.01
QEP Resources Inc
6.88
03/01/2021
0.01
Talen Energy Supply LLC
7.25
05/15/2027
0.01
Panther BF Aggregator 2 LP / Panthe
6.25
05/15/2026
0.01
Builders FirstSource Inc
5.00
03/01/2030
0.01
Chemours Co/The
6.62
05/15/2023
0.01
Sri Lanka Government International
6.75
04/18/2028
0.01
Rain CII Carbon LLC / CII Carbon Co
7.25
04/01/2025
0.01
Freddie Mac REMICS
22.17
08/15/2035
0.01
CIT Group Inc
5.00
08/15/2022
0.01
HCA Inc
5.88
02/15/2026
0.01
Fannie Mae REMICS
4.91
06/25/2037
0.01
CLAIRES HOLDINGS LLC
0.01
CCG Receivables Trust
3.22
09/14/2026
0.01
Trivium Packaging Finance BV
5.50
08/15/2026
0.01
Citibank NA
1.00
12/20/2024
0.01
Pitney Bowes Inc
5.70
04/01/2023
0.01
Scientific Games International Inc
8.25
03/15/2026
0.01
Blue Cube Spinco LLC
9.75
10/15/2023
0.01
CPS Auto Receivables Trust 2018-A
2.77
04/18/2022
0.01
Frontier Communications Corp
11.00
09/15/2025
0.01
FREMF 2013-K26 Mortgage Trust
3.60
12/25/2045
0.01
PBF Holding Co LLC / PBF Finance Co
7.25
06/15/2025
0.01
CASH & EQUIVALENTS
0.01
Comstock Resources Inc
9.75
08/15/2026
0.01
Fannie Mae REMICS
4.50
08/25/2025
0.01
Simmons Foods Inc
7.75
01/15/2024
0.01
CSI Compressco LP / CSI Compressco
7.50
04/01/2025
0.01
USD/PEN FWD 20200617 000000908 USD
06/17/2020
0.01
FMG Resources August 2006 Pty Ltd 1
4.75
05/15/2022
0.01
Credit Suisse Group AG
5.10
12/31/2059
0.01
Rockpoint Gas Storage Canada Ltd
7.00
03/31/2023
0.01
Virgin Media Secured Finance PLC
5.50
05/15/2029
0.01
MGM Resorts International
5.75
06/15/2025
0.01
MDC Partners Inc
6.50
05/01/2024
0.01
Clearway Energy Operating LLC
5.75
10/15/2025
0.01
Colfax Corp
6.38
02/15/2026
0.01
Downstream Development Authority of
10.50
02/15/2023
0.01
Darling Ingredients Inc
5.25
04/15/2027
0.01
Indigo Natural Resources LLC
6.88
02/15/2026
0.01
Bank of America NA
01/31/2022
0.01
Callon Petroleum Co
6.38
07/01/2026
0.01
Genesis Energy LP / Genesis Energy
7.75
02/01/2028
0.01
CASH & EQUIVALENTS
0.01
Sri Lanka Government International
6.20
05/11/2027
0.01
CNX Resources Corp
5.88
04/15/2022
0.01
American Credit Acceptance Receivab
2.94
01/10/2024
0.01
Fannie Mae REMICS
6.50
11/25/2029
0.01
Freddie Mac REMICS
1.75
10/15/2023
0.01
Chicago Mercantile Exchange Inc
08/26/2026
0.01
Fannie Mae REMICS
6.50
04/25/2032
0.01
Nationstar Mortgage Holdings Inc
6.00
01/15/2027
0.01
Freddie Mac Gold Pool
7.00
03/01/2035
0.01
Intercontinental Exchange Inc
1.00
12/20/2024
0.01
Olin Corp
5.00
02/01/2030
0.01
Capital Auto Receivables Asset Trus
3.15
02/20/2025
0.01
Tervita Corp
7.62
12/01/2021
0.01
Ardagh Packaging Finance PLC / Arda
4.25
09/15/2022
0.01
JPMorgan Chase Bank NA
5.00
12/20/2022
0.01
Fannie Mae Pool
7.50
11/01/2029
0.01
Olin Corp
5.12
09/15/2027
0.01
United Auto Credit Securitization T
3.16
08/12/2024
0.01
Sunoco LP / Sunoco Finance Corp
6.00
04/15/2027
0.01
MGM Growth Properties Operating Par
5.75
02/01/2027
0.01
AMC Entertainment Holdings Inc
5.75
06/15/2025
0.01
Diamond Resorts International Inc
7.75
09/01/2023
0.01
Chicago Mercantile Exchange Inc
10/17/2020
0.01
Targa Resources Partners LP / Targa
6.50
07/15/2027
0.01
Fannie Mae REMICS
8.00
07/18/2027
0.01
Freeport-McMoRan Inc
4.55
11/14/2024
0.01
Energizer Holdings Inc
6.38
07/15/2026
0.01
Targa Resources Partners LP / Targa
5.50
03/01/2030
0.01
Viking Cruises Ltd
5.88
09/15/2027
0.01
Gulfport Energy Corp
6.00
10/15/2024
0.01
Freddie Mac REMICS
6.00
01/15/2029
0.01
CD 2017-CD6 Mortgage Trust
0.96
11/13/2050
0.01
Basic Energy Services Inc
10.75
10/15/2023
0.01
Fannie Mae Pool
7.00
01/01/2030
0.01
Hellenic Republic Government Bond
0.00
10/15/2042
0.01
Freeport-McMoRan Inc
5.45
03/15/2043
0.01
CoreCivic Inc
4.62
05/01/2023
0.01
CCO Holdings LLC / CCO Holdings Cap
5.88
05/01/2027
0.01
CCO Holdings LLC / CCO Holdings Cap
5.38
05/01/2025
0.01
Algeco Global Finance Plc
8.00
02/15/2023
0.01
Fannie Mae Grantor Trust 2001-T10
0.38
12/25/2041
0.01
MPT Operating Partnership LP / MPT
6.38
03/01/2024
0.01
L Brands Inc
5.25
02/01/2028
0.01
Goldman Sachs International
06/24/2029
0.01
Freddie Mac REMICS
4.00
04/15/2040
0.01
Windstream Services LLC
5.58
03/29/2021
0.01
EQT Corp
7.00
02/01/2030
0.01
EQT Corp
3.90
10/01/2027
0.01
CEC Entertainment Inc
8.00
02/15/2022
0.01
Government National Mortgage Associ
5.95
04/16/2041
0.01
Intercontinental Exchange Inc
1.00
12/20/2024
0.01
Morgan Stanley Capital I 2017-HR2
0.79
12/15/2050
0.01
Freddie Mac REMICS
1.50
07/15/2023
0.01
MPT Operating Partnership LP / MPT
5.00
10/15/2027
0.01
Prosus NV
3.68
01/21/2030
0.01
Multifamily Connecticut Avenue Secu
4.88
10/15/2049
0.01
Citigroup Mortgage Loan Trust 2006-
3.88
10/25/2035
0.01
PLN/USD FWD 20200617 000004334 USD
06/17/2020
0.01
Calpine Corp
5.75
01/15/2025
0.01
Boyd Gaming Corp
6.38
04/01/2026
0.01
CASH & EQUIVALENTS
0.01
Fannie Mae Pool
5.50
05/01/2036
0.01
Fannie Mae REMICS
6.00
01/25/2032
0.01
COMM 2012-CCRE5 Mortgage Trust
1.53
12/10/2045
0.01
Ziggo Bond Co BV
5.12
02/28/2030
0.01
Freddie Mac REMICS
1.65
02/15/2032
0.01
Fannie Mae REMICS
4.00
04/25/2041
0.01
CME Group Inc
01/02/2024
0.01
CME Group Inc
03/02/2022
0.01
Credit Acceptance Auto Loan Trust 2
3.75
04/17/2028
0.01
Transocean Inc
8.00
02/01/2027
0.01
CME Group Inc
10/21/2024
0.01
Fannie Mae REMICS
5.07
05/25/2035
0.01
China Evergrande Group
8.25
03/23/2022
0.01
Argentine Bonos del Tesoro
18.20
10/03/2021
0.01
Fannie Mae REMICS
2.23
11/25/2031
0.01
Freddie Mac Gold Pool
6.00
07/01/2024
0.01
Sunoco LP / Sunoco Finance Corp
5.50
02/15/2026
0.01
Fannie Mae Interest Strip
5.50
11/25/2033
0.01
Element Rail Leasing I LLC 144A
2.30
04/19/2044
0.01
CITGO Petroleum Corp
6.25
08/15/2022
0.01
Freddie Mac REMICS
6.02
05/15/2035
0.01
LCH.Clearnet LLC
09/29/2022
0.01
Fannie Mae REMICS
5.60
09/25/2036
0.01
Freddie Mac REMICS
1.65
08/15/2031
0.01
Freddie Mac REMICS
4.00
06/15/2038
0.01
CCG Receivables Trust 2018-1
3.42
06/16/2025
0.01
McDermott Technology Americas Inc /
10.62
12/31/2049
0.01
Fannie Mae REMICS
4.52
12/25/2042
0.01
Freddie Mac REMICS
1.70
03/15/2032
0.01
EMC Corp
2.65
06/01/2020
0.01
Fannie Mae REMICS
6.50
10/25/2028
0.01
Claire's Stores Inc
8.42
12/18/2026
0.01
CME Group Inc
01/01/2025
0.01
Freddie Mac Gold Pool
6.50
08/01/2032
0.01
GS Mortgage Securities Trust 2013-G
2.68
06/10/2046
0.01
CME Group Inc
03/02/2022
0.01
NGL Energy Partners LP / NGL Energy
7.50
04/15/2026
0.01
Nabors Industries Inc
5.75
02/01/2025
0.01
Government National Mortgage Associ
5.85
04/16/2037
0.01
Antero Resources Corp
5.12
12/01/2022
0.01
Precision Drilling Corp
7.12
01/15/2026
0.01
CoreCivic Inc
5.00
10/15/2022
0.01
Builders FirstSource Inc
6.75
06/01/2027
0.01
Freddie Mac Gold Pool
7.50
02/01/2032
0.01
Ensign Drilling Inc
9.25
04/15/2024
0.01
Fannie Mae Interest Strip
6.00
03/25/2033
0.01
Freddie Mac REMICS
5.00
09/15/2023
0.01
Murray Energy Corp
8.24
10/17/2022
0.01
Hilcorp Energy I LP / Hilcorp Finan
5.75
10/01/2025
0.01
Wynn Macau Ltd
5.50
10/01/2027
0.01
Freddie Mac Gold Pool
7.00
10/01/2031
0.01
Freddie Mac REMICS
5.45
07/15/2035
0.01
TerraForm Power Operating LLC
5.00
01/31/2028
0.01
Freddie Mac Structured Agency Credi
4.43
05/25/2028
0.01
Freddie Mac REMICS
3.50
05/15/2032
0.01
Fannie Mae REMICS
4.00
03/25/2041
0.01
Freddie Mac REMICS
6.00
01/15/2035
0.01
Freddie Mac REMICS
1.70
02/15/2032
0.01
GSR Mortgage Loan Trust 2005-AR4
4.66
07/25/2035
0.01
Freddie Mac Multifamily Structured
0.65
02/25/2026
0.01
Fannie Mae REMICS
6.57
01/25/2033
0.01
Goldman Sachs International
05/23/2024
0.00
CME Group Inc
03/02/2022
0.00
Fannie Mae Interest Strip
6.50
06/25/2031
0.00
Fannie Mae REMICS
2.13
12/25/2032
0.00
NGL Energy Partners LP / NGL Energy
7.50
11/01/2023
0.00
Crestwood Midstream Partners LP / C
6.25
04/01/2023
0.00
Chicago Mercantile Exchange Inc
07/01/2022
0.00
Freddie Mac Structured Agency Credi
4.53
07/25/2028
0.00
CME Group Inc
02/28/2023
0.00
WFRBS Commercial Mortgage Trust 201
1.31
03/15/2044
0.00
Fannie Mae Interest Strip
6.50
04/25/2032
0.00
Southwestern Energy Co
6.20
01/23/2025
0.00
Yum! Brands Inc
7.75
04/01/2025
0.00
Fannie Mae REMICS
6.00
05/25/2031
0.00
Quatrim SASU
5.88
01/15/2024
0.00
Crestwood Midstream Partners LP / C
5.75
04/01/2025
0.00
JPMorgan Chase Bank NA
1.00
12/20/2021
0.00
Chicago Mercantile Exchange Inc
07/24/2029
0.00
Fannie Mae REMICS
7.00
03/25/2033
0.00
Fannie Mae REMICS
2.63
04/25/2032
0.00
Fannie Mae REMICS
2.57
06/25/2037
0.00
Freddie Mac REMICS
1.70
03/15/2032
0.00
HighPoint Operating Corp
8.75
06/15/2025
0.00
Fannie Mae Pool
7.50
02/01/2027
0.00
JP Morgan Mortgage Trust 2007-A1
3.98
07/25/2035
0.00
Freddie Mac REMICS
1.70
02/15/2032
0.00
Clear Channel Outdoor Holdings Inc
0.00
Freddie Mac REMICS
1.70
02/15/2032
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
CME Group Inc
12/12/2024
0.00
JP Morgan / Hipotecaria su Casita
6.47
08/26/2035
0.00
Whiting Petroleum Corp Conv Bnd
1.25
04/01/2020
0.00
Fannie Mae Interest Strip
6.00
03/25/2033
0.00
CME Group Inc
01/02/2025
0.00
Fannie Mae REMICS
4.97
05/25/2035
0.00
Whiting Petroleum Corp
5.75
03/15/2021
0.00
EnLink Midstream LLC
5.38
06/01/2029
0.00
Whiting Petroleum Corp
6.62
01/15/2026
0.00
Freddie Mac REMICS
1.70
02/15/2032
0.00
EnLink Midstream Partners LP
4.40
04/01/2024
0.00
Freddie Mac REMICS
6.35
10/15/2033
0.00
Gulfport Energy Corp
6.38
05/15/2025
0.00
CCG Receivables Trust
3.57
09/14/2026
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
Freddie Mac Gold Pool
6.50
07/01/2028
0.00
Ashland LLC
4.75
08/15/2022
0.00
Freddie Mac REMICS
5.37
05/15/2038
0.00
COMM 2014-CCRE21 Mortgage Trust
3.99
12/10/2047
0.00
Fannie Mae REMICS
5.12
05/25/2035
0.00
Freddie Mac REMICS
6.50
06/15/2031
0.00
Fannie Mae REMICS
2.16
10/18/2032
0.00
Party City Holdings Inc
6.62
08/01/2026
0.00
Fannie Mae REMICS
2.03
11/25/2033
0.00
LCH.Clearnet LLC
06/17/2025
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae Interest Strip
6.00
02/25/2033
0.00
WaMu Mortgage Pass-Through Certific
4.18
10/25/2033
0.00
Fannie Mae REMICS
5.92
10/25/2033
0.00
Fannie Mae REMICS
6.62
05/25/2033
0.00
Fannie Mae REMICS
4.92
10/25/2041
0.00
Callon Petroleum Co
8.25
07/15/2025
0.00
USD/HUF FWD 20200617 000004334 USD
06/17/2020
0.00
Ginnie Mae I Pool
8.00
06/15/2028
0.00
Freddie Mac REMICS
6.30
12/15/2037
0.00
Freddie Mac REMICS
6.02
05/15/2035
0.00
Freeport-McMoRan Inc
3.55
03/01/2022
0.00
Fannie Mae Interest Strip
5.50
01/25/2034
0.00
Fannie Mae Pool
5.50
02/01/2035
0.00
Fannie Mae Interest Strip
6.50
02/25/2032
0.00
LCH.Clearnet LLC
03/06/2030
0.00
Fannie Mae REMICS
6.24
11/18/2031
0.00
Ginnie Mae I Pool
8.00
09/15/2028
0.00
Freddie Mac REMICS
6.50
06/15/2032
0.00
LCH.Clearnet LLC
03/06/2030
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Freddie Mac Gold Pool
6.50
06/01/2035
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Sabine Oil & Gas Holdings Inc
0.00
Ginnie Mae II Pool
7.00
01/20/2030
0.00
Freddie Mac REMICS
5.30
03/15/2024
0.00
Fannie Mae Pool
7.50
03/01/2033
0.00
RALI Series 2006-QS13 Trust
6.00
09/25/2036
0.00
Callon Petroleum Co
6.25
04/15/2023
0.00
Fannie Mae Interest Strip
6.50
07/25/2032
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
CWHEQ Revolving Home Equity Loan Tr
1.89
12/15/2035
0.00
Freddie Mac Strips
7.00
09/01/2029
0.00
CLAIRES HOLDINGS LLC Pfd
0.00
Fannie Mae Interest Strip
6.00
12/25/2032
0.00
Freddie Mac REMICS
5.55
12/15/2039
0.00
Fannie Mae REMICS
2.63
04/25/2032
0.00
Fannie Mae REMICS
4.42
03/25/2035
0.00
Fannie Mae Grantor Trust 2001-T3
0.64
11/25/2040
0.00
Asbury Automotive Group Inc
4.75
03/01/2030
0.00
Bear Stearns ARM Trust 2006-1
3.84
02/25/2036
0.00
Fannie Mae REMICS
2.63
09/25/2032
0.00
Freddie Mac Strips
6.00
12/15/2032
0.00
CWHEQ Revolving Home Equity Loan Tr
1.81
11/15/2036
0.00
Fannie Mae Interest Strip
5.50
06/25/2035
0.00
Fannie Mae REMICS
6.62
02/25/2033
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
FREMF 2014-K715 Mortgage Trust
4.12
02/25/2046
0.00
Freddie Mac Gold Pool
6.50
08/01/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae REMICS
5.97
06/25/2026
0.00
Fannie Mae REMICS
6.44
12/18/2032
0.00
Chicago Mercantile Exchange Inc
01/04/2021
0.00
Fannie Mae REMICS
6.34
03/18/2032
0.00
Fannie Mae REMICS
7.00
07/25/2026
0.00
Fannie Mae Interest Strip
5.50
04/25/2034
0.00
Fannie Mae REMICS
6.37
07/25/2032
0.00
Fannie Mae REMICS
2.63
12/25/2032
0.00
HomeBanc Mortgage Trust 2005-3
2.25
07/25/2035
0.00
Freddie Mac REMICS
1.35
07/15/2029
0.00
Lehman Structured Securities Corp
0.00
07/26/2024
0.00
Freddie Mac REMICS
7.40
06/15/2029
0.00
Fannie Mae Pool
7.00
08/01/2022
0.00
Fannie Mae Interest Strip
7.50
11/25/2029
0.00
Fannie Mae REMICS
6.47
03/25/2032
0.00
Fannie Mae Pool
7.00
12/01/2033
0.00
Freddie Mac Strips
7.50
12/15/2029
0.00
Freddie Mac Gold Pool
7.00
01/01/2022
0.00
Fannie Mae REMICS
6.37
07/25/2032
0.00
Ginnie Mae I Pool
8.00
07/15/2028
0.00
Fannie Mae Interest Strip
6.50
04/25/2029
0.00
Fannie Mae Pool
7.00
06/01/2022
0.00
Fannie Mae REMICS
6.47
04/25/2032
0.00
CASH & EQUIVALENTS
0.00
Freddie Mac REMICS
6.75
02/15/2024
0.00
LCH.Clearnet LLC
03/25/2025
0.00
Chase Funding Trust Series 2003-2
2.19
02/25/2033
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Interest Strip
5.50
02/25/2035
0.00
Ginnie Mae I Pool
7.00
03/15/2028
0.00
Freddie Mac Strips
7.00
04/01/2030
0.00
Freddie Mac REMICS
1.15
02/15/2029
0.00
Freddie Mac REMICS
5.30
04/15/2038
0.00
Fannie Mae REMICS
5.37
04/25/2032
0.00
Freddie Mac Gold Pool
6.50
09/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
6.44
12/18/2032
0.00
Fannie Mae Pool
5.50
08/01/2022
0.00
Freddie Mac Gold Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
8.00
05/15/2028
0.00
Freddie Mac REMICS
1.20
01/15/2033
0.00
Fannie Mae REMICS
6.32
01/25/2032
0.00
Freddie Mac Strips
6.50
06/01/2031
0.00
Fannie Mae REMICS
6.17
04/25/2032
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Freddie Mac REMICS
6.50
10/15/2031
0.00
Fannie Mae REMICS
7.00
04/25/2033
0.00
Fannie Mae REMICS
6.37
09/25/2032
0.00
Freddie Mac Strips
7.00
04/01/2027
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac REMICS
8.25
08/15/2029
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Fannie Mae REMICS
4.00
08/25/2026
0.00
Freddie Mac REMICS
7.00
04/15/2028
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Freddie Mac REMICS
6.05
02/15/2035
0.00
Ginnie Mae I Pool
8.00
04/15/2028
0.00
Ginnie Mae I Pool
8.00
01/15/2028
0.00
Freddie Mac REMICS
6.50
01/15/2031
0.00
Freddie Mac Gold Pool
6.00
10/01/2022
0.00
Fannie Mae REMICS
4.42
07/25/2038
0.00
Freddie Mac Gold Pool
6.50
02/01/2022
0.00
Freddie Mac Gold Pool
7.00
08/01/2021
0.00
Freddie Mac REMICS
7.90
07/17/2028
0.00
Fannie Mae REMICS
6.50
04/25/2029
0.00
Murray Energy Corp
12.00
04/15/2024
0.00
Freddie Mac REMICS
3.00
05/15/2040
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Ginnie Mae I Pool
7.00
08/15/2028
0.00
Fannie Mae Pool
7.00
07/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
02/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
USD/KRW FWD 20200617 000010098 USD
06/17/2020
0.00
Freddie Mac REMICS
6.50
02/15/2028
0.00
Freddie Mac REMICS
6.50
03/15/2028
0.00
Freddie Mac REMICS
6.50
04/15/2028
0.00
Freddie Mac Strips
6.50
02/01/2028
0.00
Fannie Mae Pool
8.50
07/01/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2028
0.00
Freddie Mac Gold Pool
7.00
12/01/2021
0.00
Fannie Mae Interest Strip
7.50
05/25/2023
0.00
Fannie Mae REMICS
5.12
03/25/2035
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Fannie Mae Pool
5.50
07/01/2022
0.00
Freddie Mac REMICS
7.90
07/17/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Pool
7.00
09/01/2021
0.00
Fannie Mae Interest Strip
6.00
08/25/2035
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Fannie Mae Interest Strip
7.50
10/25/2023
0.00
Fannie Mae Pool
5.50
01/01/2022
0.00
Fannie Mae Interest Strip
7.50
01/25/2024
0.00
Vendee Mortgage Trust 1995-2
0.79
06/15/2025
0.00
Fannie Mae Pool
5.50
05/01/2022
0.00
Freddie Mac REMICS
7.00
03/15/2028
0.00
Ginnie Mae II Pool
3.25
07/20/2027
0.00
Fannie Mae Pool
5.50
07/01/2022
0.00
Ginnie Mae I Pool
8.00
02/15/2028
0.00
Fannie Mae REMICS
5.50
06/25/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae REMICS
3.00
01/25/2021
0.00
Fannie Mae Pool
5.00
11/01/2021
0.00
Fannie Mae REMICS
6.24
12/18/2031
0.00
Fannie Mae Pool
5.50
04/01/2022
0.00
Fannie Mae Pool
9.50
03/15/2021
0.00
Fannie Mae REMICS
6.27
11/25/2031
0.00
Fannie Mae REMICS
3.00
12/25/2020
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Fannie Mae Pool
4.50
12/01/2020
0.00
Fannie Mae Interest Strip
7.50
11/25/2023
0.00
Capital Lease Funding Securitizatio
1.41
06/22/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Fannie Mae Interest Strip
9.50
11/25/2026
0.00
Fannie Mae Pool
5.00
12/01/2021
0.00
Fannie Mae Pool
5.50
02/01/2022
0.00
Fannie Mae REMICS
5.07
02/25/2024
0.00
Fannie Mae REMICS
2.75
06/25/2020
0.00
Fannie Mae Pool
5.50
03/01/2022
0.00
Fannie Mae Pool
5.00
03/01/2021
0.00
Fannie Mae REMICS
3.00
05/25/2020
0.00
Fannie Mae Pool
5.50
07/01/2022
0.00
Freddie Mac REMICS
4.50
07/15/2020
0.00
Fannie Mae REMICS
4.50
11/25/2020
0.00
Vendee Mortgage Trust 1995-3
0.00
09/15/2025
0.00
Vendee Mortgage Trust 1992-2
0.00
09/15/2022
0.00
CASH & EQUIVALENTS
0.00
0.00
Freddie Mac Structured Agency Credi
2.83
08/25/2029
0.00
Fannie Mae Connecticut Avenue Secur
2.48
11/25/2029
0.00
CASH & EQUIVALENTS
-0.00
Bank of America NA
1.00
12/20/2021
-0.00
USD/KRW FWD 20200617 000010098 USD
06/17/2020
-0.00
CASH & EQUIVALENTS
-0.00
USD/HUF FWD 20200617 000004334 USD
06/17/2020
-0.00
JPMorgan Chase Bank NA
5.00
12/20/2022
-0.00
Intercontinental Exchange Inc
1.00
06/20/2022
-0.00
Chicago Mercantile Exchange Inc
08/01/2029
-0.01
LCH.Clearnet LLC
03/25/2025
-0.01
Citibank NA
1.00
12/20/2024
-0.01
PLN/USD FWD 20200617 000004334 USD
06/17/2020
-0.01
CME Group Inc
01/02/2025
-0.01
LCH.Clearnet LLC
02/27/2022
-0.01
CME Group Inc
01/02/2025
-0.01
USD/PEN FWD 20200617 000000908 USD
06/17/2020
-0.01
LCH.Clearnet LLC
08/07/2029
-0.01
LCH.Clearnet LLC
03/10/2030
-0.01
LCH.Clearnet LLC
02/21/2030
-0.01
Goldman Sachs International
02/28/2025
-0.01
LCH.Clearnet LLC
03/25/2030
-0.02
LCH.Clearnet LLC
12/16/2026
-0.02
USD/CAD FWD 20200617
06/17/2020
-0.02
Goldman Sachs International
03/05/2022
-0.02
CAD/USD FWD 20200617
06/17/2020
-0.02
Goldman Sachs International
01/14/2030
-0.02
Goldman Sachs International
10/25/2021
-0.02
MYR/USD FWD 20200617 000010098 USD
06/17/2020
-0.02
CME Group Inc
01/04/2021
-0.02
Standard Chartered Bank/New York
01/10/2024
-0.02
CME Group Inc
01/04/2021
-0.02
CME Group Inc
01/04/2021
-0.02
CME Group Inc
01/04/2027
-0.02
CME Group Inc
01/04/2021
-0.02
LCH.Clearnet LLC
03/08/2028
-0.02
CME Group Inc
01/03/2022
-0.03
CME Group Inc
01/04/2027
-0.03
CME Group Inc
01/04/2027
-0.03
CME Group Inc
01/02/2023
-0.04
CME Group Inc
01/03/2022
-0.04
LCH.Clearnet LLC
10/01/2029
-0.04
CME Group Inc
01/04/2027
-0.06
ZAR/USD FWD 20200617
06/17/2020
-0.06
LCH.Clearnet LLC
05/18/2030
-0.07
USD/CNY FWD 20200617 000006219 USD
06/17/2020
-0.07
JPMorgan Chase Bank NA
5.00
12/20/2021
-0.07
USD/EUR FWD 20200617
06/17/2020
-0.07
USD/COP FWD 20200427 000010098 USD
04/27/2020
-0.08
BRL/USD FWD 20200402
04/02/2020
-0.09
Barclays Bank PLC
05/13/2020
-0.09
LCH.Clearnet LLC
02/19/2025
-0.09
USD/EUR FWD 20200617
06/17/2020
-0.10
LCH.Clearnet LLC
04/08/2030
-0.11
JPMorgan Chase Bank NA
5.00
12/20/2022
-0.11
LCH.Clearnet LLC
02/03/2025
-0.11
LCH.Clearnet LLC
01/30/2025
-0.11
LCH.Clearnet LLC
03/26/2030
-0.13
LCH.Clearnet LLC
08/19/2050
-0.13
USD/EGP FWD 20200810 000011091 USD
08/10/2020
-0.14
JPMorgan Chase Bank NA
05/13/2020
-0.14
Morgan Stanley Capital Services LLC
05/13/2020
-0.14
Intercontinental Exchange Inc
5.00
12/20/2024
-0.17
LCH.Clearnet LLC
03/06/2030
-0.17
USD/TRY FWD 20200617 000006038 USD
06/17/2020
-0.17
NOK/USD FWD 20200617
06/17/2020
-0.19
LCH.Clearnet LLC
01/17/2030
-0.20
TRY/USD FWD 20200617 000011091 USD
06/17/2020
-0.22
EUR/USD FWD 20200617
06/17/2020
-0.23
NZD/USD FWD 20200617
06/17/2020
-0.23
LCH.Clearnet LLC
07/19/2024
-0.26
LCH.Clearnet LLC
07/30/2024
-0.27
USD/IDR FWD 20200617 000000908 USD
06/17/2020
-0.27
TRY/USD FWD 20200617 000004334 USD
06/17/2020
-0.28
EUR/RUB FWD 20201105
11/05/2020
-0.28
IDR/USD FWD 20200622
06/22/2020
-0.28
Citibank NA
05/13/2020
-0.29
CASH & EQUIVALENTS
-0.31
USD/MXN FWD 20200529 000004334 USD
05/29/2020
-0.33
USD/COP FWD 20200420 000000908 USD
04/20/2020
-0.33
USD/COP FWD 20200420 000010098 USD
04/20/2020
-0.34
GBP/USD FWD 20200617
06/17/2020
-0.35
NOK/USD FWD 20200617
06/17/2020
-0.36
BRL/USD FWD 20210218 000011091 USD
02/18/2021
-0.37
JPY/USD FWD 20200617
06/17/2020
-0.37
EUR/USD FWD 20200617
06/17/2020
-0.39
USD/COP FWD 20200617 000000908 USD
06/17/2020
-0.39
USD/ZAR FWD 20200617 000006038 USD
06/17/2020
-0.46
USD/ZAR FWD 20200617
06/17/2020
-0.50
MXN/USD FWD 20220110
01/10/2022
-0.52
USD/RUB FWD 20200526 000010098 USD
05/26/2020
-0.52
Goldman Sachs International
05/13/2020
-0.54
ZAR/USD FWD 20200617 000006038 USD
06/17/2020
-0.56
USD/MXN FWD 20200617 000006038 USD
06/17/2020
-0.60
USD/THB FWD 20200617 000004334 USD
06/17/2020
-0.60
IDR/USD FWD 20200617 000004334 USD
06/17/2020
-0.61
BRL/USD FWD 20200505 000004334 USD
05/05/2020
-0.61
USD/MXN FWD 20220110
01/10/2022
-0.62
JPY/USD FWD 20200617
06/17/2020
-0.67
Goldman Sachs International
03/08/2021
-0.69
USD/RUB FWD 20210225 000011091 USD
02/25/2021
-0.69
THB/USD FWD 20200617 000004334 USD
06/17/2020
-0.71
BRL/USD FWD 20200401 000010098 USD
04/01/2020
-0.71
INR/USD FWD 20200617 000004334 USD
06/17/2020
-0.72
MXN/USD FWD 20200617 000006038 USD
06/17/2020
-0.72
USD/BRL FWD 20200402 000006038 USD
04/02/2020
-0.72
Goldman Sachs International
05/11/2020
-0.73
USD/ZAR FWD 20200709
07/09/2020
-0.73
MXN/USD FWD 20200617 000011091 USD
06/17/2020
-0.74
JPMorgan Chase Bank NA
02/08/2021
-0.75
Goldman Sachs International
05/11/2020
-0.77
USD/TRY FWD 20200617 000004334 USD
06/17/2020
-0.78
RUB/USD FWD 20200617 000004334 USD
06/17/2020
-0.81
USD/MXN FWD 20200617 000004334 USD
06/17/2020
-0.82
Intercontinental Exchange Inc
5.00
12/20/2024
-0.86
BRL/USD FWD 20200402 000006038 USD
04/02/2020
-0.86
Goldman Sachs International
03/08/2021
-0.88
Goldman Sachs International
02/08/2021
-0.90
USD/IDR FWD 20201026
10/26/2020
-0.92
RUB/USD FWD 20210111 000011091 USD
01/11/2021
-0.99
RUB/USD FWD 20210225 000011091 USD
02/25/2021
-1.01
USD/CLP FWD 20200617 000004334 USD
06/17/2020
-1.02
CLP/USD FWD 20200617 000004334 USD
06/17/2020
-1.04
USD/JPY FWD 20200617
06/17/2020
-1.05
MXN/USD FWD 20200706 000004334 USD
07/06/2020
-1.10
Goldman Sachs International
04/01/2020
-1.13
THB/USD FWD 20200505 000004334 USD
05/05/2020
-1.15
Goldman Sachs International
08/07/2020
-1.26
BRL/USD FWD 20200417 000011091 USD
04/17/2020
-1.26
JPMorgan Chase Bank NA
08/07/2020
-1.27
BRL/USD FWD 20200402 000010098 USD
04/02/2020
-1.27
EUR/USD FWD 20200807
08/07/2020
-1.31
JPMorgan Chase Bank NA
08/07/2020
-1.31
USD/GBP FWD 20200617
06/17/2020
-1.40
USD/NOK FWD 20210830
08/30/2021
-1.40
GBP/USD FWD 20200617
06/17/2020
-1.43
JPMorgan Chase Bank NA
04/01/2020
-1.44
USD/MXN FWD 20200617 000000908 USD
06/17/2020
-1.47
NZD/USD FWD 20200617
06/17/2020
-1.58
EUR/USD FWD 20210830
08/30/2021
-1.62
USD/NZD FWD 20200617
06/17/2020
-1.63
USD/BRL FWD 20200401 000004334 USD
04/01/2020
-1.72
ZAR/USD FWD 20200617 000004334 USD
06/17/2020
-1.77
Goldman Sachs International
05/11/2020
-1.81
NOK/USD FWD 20200617
06/17/2020
-1.83
USD/INR FWD 20200420 000006038 USD
04/20/2020
-1.83
Goldman Sachs International
05/11/2020
-1.91
Goldman Sachs International
01/08/2021
-2.17
MXN/USD FWD 20200724 000006038 USD
07/24/2020
-2.22
COP/USD FWD 20200617 000000908 USD
06/17/2020
-2.26
USD/RUB FWD 20200617 000004334 USD
06/17/2020
-2.31
MXN/USD FWD 20200617 000004334 USD
06/17/2020
-2.56
USD/EUR FWD 20200617
06/17/2020
-2.57
BRL/USD FWD 20200402 000004334 USD
04/02/2020
-2.62
Goldman Sachs International
01/08/2021
-2.70
USD/GBP FWD 20200617
06/17/2020
-2.78
USD/BRL FWD 20200505 000004334 USD
05/05/2020
-3.11
USD/IDR FWD 20200617 000004334 USD
06/17/2020
-3.22
EUR/USD FWD 20200617
06/17/2020
-3.50
USD/BRL FWD 20200402 000004334 USD
04/02/2020
-3.79
EUR/USD FWD 20200617
06/17/2020
-4.00
USD/GBP FWD 20200617
06/17/2020
-4.03
USD/ZAR FWD 20200617 000004334 USD
06/17/2020
-4.99
USD/INR FWD 20200617 000004334 USD
06/17/2020
-5.05
USD/EUR FWD 20200617
06/17/2020
-8.25
USD/EUR FWD 20200617
06/17/2020
-9.67
USD/EUR FWD 20200617
06/17/2020
-17.87
EUR/USD FWD 20200617
06/17/2020
-18.23
as of 03/31/2020
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| EUR/USD FWD 20200617 | 06/17/2020 | 18.18 | |
| USD/EUR FWD 20200617 | 06/17/2020 | 18.01 | |
| USD/EUR FWD 20200617 | 06/17/2020 | 9.68 | |
| CASH & EQUIVALENTS | 0.00 | 9.26 | |
| USD/EUR FWD 20200617 | 06/17/2020 | 8.32 | |
| STIT - Government & Agency Portfoli | 5.48 | ||
| USD/ZAR FWD 20200617 000004334 USD | 06/17/2020 | 5.40 | |
| USD/INR FWD 20200617 000004334 USD | 06/17/2020 | 5.15 | |
| USD/GBP FWD 20200617 | 06/17/2020 | 4.25 | |
| USD/BRL FWD 20200402 000004334 USD | 04/02/2020 | 4.18 | |
| EUR/USD FWD 20200617 | 06/17/2020 | 3.97 | |
| Oppenheimer Global Strategic Income | 3.90 | ||
| USD/IDR FWD 20200617 000004334 USD | 06/17/2020 | 3.63 | |
| EUR/USD FWD 20200617 | 06/17/2020 | 3.47 | |
| Fannie Mae or Freddie Mac | 3.00 | 04/01/2050 | 3.44 |
| Fannie Mae or Freddie Mac | 3.50 | 04/01/2050 | 3.40 |
| USD/BRL FWD 20200505 000004334 USD | 05/05/2020 | 3.18 | |
| USD/GBP FWD 20200617 | 06/17/2020 | 2.94 | |
| Goldman Sachs International | 01/08/2021 | 2.68 | |
| USD/EUR FWD 20200617 | 06/17/2020 | 2.59 | |
| BRL/USD FWD 20200402 000004334 USD | 04/02/2020 | 2.56 | |
| USD/RUB FWD 20200617 000004334 USD | 06/17/2020 | 2.50 | |
| Goldman Sachs International | 01/08/2021 | 2.48 | |
| MXN/USD FWD 20200724 000006038 USD | 07/24/2020 | 2.36 | |
| MXN/USD FWD 20200617 000004334 USD | 06/17/2020 | 2.29 | |
| COP/USD FWD 20200617 000000908 USD | 06/17/2020 | 2.13 | |
| Goldman Sachs International | 05/11/2020 | 1.91 | |
| USD/INR FWD 20200420 000006038 USD | 04/20/2020 | 1.86 | |
| Goldman Sachs International | 05/11/2020 | 1.81 | |
| USD/NZD FWD 20200617 | 06/17/2020 | 1.81 | |
| Invesco Oppenheimer Master Event-Li | 1.76 | ||
| USD/BRL FWD 20200401 000004334 USD | 04/01/2020 | 1.74 | |
| USD/MXN FWD 20200617 000000908 USD | 06/17/2020 | 1.65 | |
| USD/NOK FWD 20210830 | 08/30/2021 | 1.62 | |
| ZAR/USD FWD 20200617 000004334 USD | 06/17/2020 | 1.60 | |
| NOK/USD FWD 20200617 | 06/17/2020 | 1.58 | |
| EUR/USD FWD 20210830 | 08/30/2021 | 1.56 | |
| USD/GBP FWD 20200617 | 06/17/2020 | 1.48 | |
| Goldman Sachs International | 04/01/2020 | 1.43 | |
| NZD/USD FWD 20200617 | 06/17/2020 | 1.43 | |
| GBP/USD FWD 20200617 | 06/17/2020 | 1.36 | |
| JPMorgan Chase Bank NA | 08/07/2020 | 1.31 | |
| Goldman Sachs International | 08/07/2020 | 1.31 | |
| Hellenic Republic Government Bond | 1.88 | 02/04/2035 | 1.30 |
| Paragon Mortgages No 13 PLC | 0.96 | 01/15/2039 | 1.28 |
| EUR/USD FWD 20200807 | 08/07/2020 | 1.27 | |
| JPMorgan Chase Bank NA | 08/07/2020 | 1.26 | |
| Ginnie Mae II Pool | 3.50 | 04/01/2050 | 1.21 |
| MXN/USD FWD 20200706 000004334 USD | 07/06/2020 | 1.17 | |
| BRL/USD FWD 20200402 000010098 USD | 04/02/2020 | 1.13 | |
| BRL/USD FWD 20200417 000011091 USD | 04/17/2020 | 1.13 | |
| JPMorgan Chase Bank NA | 04/01/2020 | 1.13 | |
| THB/USD FWD 20200505 000004334 USD | 05/05/2020 | 1.10 | |
| Newgate Funding PLC | 0.83 | 12/01/2050 | 1.08 |
| Mexican Bonos | 8.50 | 05/31/2029 | 1.07 |
| USD/IDR FWD 20201026 | 10/26/2020 | 1.05 | |
| USD/CLP FWD 20200617 000004334 USD | 06/17/2020 | 1.04 | |
| RUB/USD FWD 20210225 000011091 USD | 02/25/2021 | 1.04 | |
| USD/JPY FWD 20200617 | 06/17/2020 | 1.04 | |
| CLP/USD FWD 20200617 000004334 USD | 06/17/2020 | 1.02 | |
| RUB/USD FWD 20210111 000011091 USD | 01/11/2021 | 1.00 | |
| SLM Student Loan Trust 2004-5 | 0.01 | 10/25/2039 | 0.98 |
| USD/MXN FWD 20200617 000004334 USD | 06/17/2020 | 0.92 | |
| USD/ZAR FWD 20200709 | 07/09/2020 | 0.90 | |
| Invesco Oppenheimer Ultra-Short Dur | 0.90 | ||
| JPMorgan Chase Bank NA | 02/08/2021 | 0.90 | |
| Goldman Sachs International | 03/08/2021 | 0.89 | |
| USD/BRL FWD 20200402 000006038 USD | 04/02/2020 | 0.85 | |
| USD/RUB FWD 20210225 000011091 USD | 02/25/2021 | 0.84 | |
| USD/TRY FWD 20200617 000004334 USD | 06/17/2020 | 0.83 | |
| Republic of South Africa Government | 10.50 | 12/21/2026 | 0.83 |
| Russian Federal Bond - OFZ | 7.25 | 05/10/2034 | 0.80 |
| USD/MXN FWD 20220110 | 01/10/2022 | 0.78 | |
| Hellenic Republic Government Bond | 3.90 | 01/30/2033 | 0.78 |
| Goldman Sachs International | 05/11/2020 | 0.77 | |
| India Government Bond | 7.59 | 01/11/2026 | 0.76 |
| Goldman Sachs International | 02/08/2021 | 0.75 | |
| RUB/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.74 | |
| BRL/USD FWD 20200402 000006038 USD | 04/02/2020 | 0.74 | |
| Goldman Sachs International | 05/11/2020 | 0.73 | |
| INR/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.70 | |
| Goldman Sachs International | 03/08/2021 | 0.69 | |
| THB/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.68 | |
| USD/MXN FWD 20200617 000006038 USD | 06/17/2020 | 0.68 | |
| JPY/USD FWD 20200617 | 06/17/2020 | 0.67 | |
| Goldman Sachs International | 05/13/2020 | 0.67 | |
| MXN/USD FWD 20200617 000006038 USD | 06/17/2020 | 0.66 | |
| MXN/USD FWD 20200617 000011091 USD | 06/17/2020 | 0.66 | |
| Argentina Treasury Bill | 0.00 | 10/29/2020 | 0.64 |
| Indonesia Treasury Bond | 8.38 | 09/15/2026 | 0.64 |
| USD/THB FWD 20200617 000004334 USD | 06/17/2020 | 0.63 | |
| BBVA Consumer Auto 2018-1 FTA | 2.30 | 07/20/2031 | 0.63 |
| Indonesia Treasury Bond | 7.50 | 08/15/2032 | 0.63 |
| Fannie Mae or Freddie Mac | 2.50 | 04/01/2035 | 0.62 |
| USD/RUB FWD 20200526 000010098 USD | 05/26/2020 | 0.62 | |
| BRL/USD FWD 20200401 000010098 USD | 04/01/2020 | 0.60 | |
| BRL/USD FWD 20200505 000004334 USD | 05/05/2020 | 0.59 | |
| Deutsche Bank AG | 2.62 | 02/12/2026 | 0.58 |
| Russian Federal Bond - OFZ | 7.70 | 03/23/2033 | 0.58 |
| USD/ZAR FWD 20200617 | 06/17/2020 | 0.57 | |
| IDR/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.54 | |
| Fannie Mae or Freddie Mac | 3.00 | 04/01/2035 | 0.54 |
| Towd Point Mortgage Funding 2019 - | 2.45 | 10/20/2051 | 0.51 |
| ZAR/USD FWD 20200617 000006038 USD | 06/17/2020 | 0.50 | |
| FREMF 2015-K45 Mortgage Trust | 3.71 | 04/25/2048 | 0.50 |
| FREMF 2012-K20 Mortgage Trust | 3.87 | 05/25/2045 | 0.49 |
| Republic of South Africa Government | 8.00 | 01/31/2030 | 0.48 |
| India Government Bond | 8.20 | 09/24/2025 | 0.47 |
| USD/ZAR FWD 20200617 000006038 USD | 06/17/2020 | 0.46 | |
| Indonesia Treasury Bond | 7.00 | 05/15/2027 | 0.44 |
| Dominican Republic International Bo | 6.00 | 07/19/2028 | 0.44 |
| Indonesia Treasury Bond | 8.12 | 05/15/2024 | 0.44 |
| Republic of South Africa Government | 8.50 | 01/31/2037 | 0.43 |
| Russian Federal Bond - OFZ | 7.65 | 04/10/2030 | 0.42 |
| MXN/USD FWD 20220110 | 01/10/2022 | 0.42 | |
| USD/COP FWD 20200617 000000908 USD | 06/17/2020 | 0.42 | |
| Fannie Mae Connecticut Avenue Secur | 5.18 | 07/25/2029 | 0.41 |
| USD/MXN FWD 20200529 000004334 USD | 05/29/2020 | 0.40 | |
| Societe Generale SA 144A | 7.38 | 12/29/2049 | 0.40 |
| Minejesa Capital BV | 4.62 | 08/10/2030 | 0.39 |
| EUR/USD FWD 20200617 | 06/17/2020 | 0.39 | |
| Credit Suisse Group AG REGS | 7.50 | 12/31/2059 | 0.39 |
| CASH & EQUIVALENTS | 0.38 | ||
| Russian Federal Bond - OFZ | 7.05 | 01/19/2028 | 0.38 |
| JPY/USD FWD 20200617 | 06/17/2020 | 0.38 | |
| Export-Import Bank of India | 8.00 | 05/27/2021 | 0.37 |
| Republic of South Africa Government | 8.75 | 02/28/2048 | 0.37 |
| Times China Holdings Ltd | 7.85 | 06/04/2021 | 0.37 |
| Indonesia Treasury Bond | 7.00 | 09/15/2030 | 0.36 |
| Hellenic Republic Government Bond | 4.00 | 01/30/2037 | 0.36 |
| BRL/USD FWD 20210218 000011091 USD | 02/18/2021 | 0.35 | |
| Morgan Stanley Reremic Trust | 3.27 | 11/26/2036 | 0.35 |
| EUR/RUB FWD 20201105 | 11/05/2020 | 0.35 | |
| CIFI Holdings Group Co Ltd | 7.62 | 03/02/2021 | 0.34 |
| Freddie Mac Structured Agency Credi | 5.48 | 03/25/2029 | 0.34 |
| USD/COP FWD 20200420 000010098 USD | 04/20/2020 | 0.34 | |
| GBP/USD FWD 20200617 | 06/17/2020 | 0.33 | |
| Towd Point Mortgage Funding 2019 - | 2.10 | 10/20/2051 | 0.33 |
| Freddie Mac Structured Agency Credi | 5.53 | 04/25/2029 | 0.33 |
| Melco Resorts Finance Ltd 144A | 4.88 | 06/06/2025 | 0.33 |
| Argentina Treasury Bill | 0.00 | 07/29/2020 | 0.33 |
| USD/COP FWD 20200420 000000908 USD | 04/20/2020 | 0.33 | |
| Nuveen Floating Rate Income Fund | 0.33 | ||
| India Government Bond | 7.17 | 01/08/2028 | 0.32 |
| Exeter Automobile Receivables Trust | 3.30 | 03/15/2024 | 0.32 |
| Caixa Geral de Depositos SA | 10.75 | 12/31/2099 | 0.32 |
| Brazil Notas do Tesouro Nacional Se | 6.00 | 05/15/2045 | 0.32 |
| NOK/USD FWD 20200617 | 06/17/2020 | 0.31 | |
| USD/IDR FWD 20200617 000000908 USD | 06/17/2020 | 0.31 | |
| Pakistan Government International B | 8.25 | 04/15/2024 | 0.31 |
| Egypt Government Bond | 16.00 | 06/11/2022 | 0.31 |
| FREMF 2013-K28 Mortgage Trust | 3.49 | 06/25/2046 | 0.30 |
| CaixaBank SA | 6.75 | 12/31/2099 | 0.29 |
| Americredit Automobile Receivables | 2.99 | 06/18/2025 | 0.28 |
| Reliance Industries Ltd | 7.00 | 08/31/2022 | 0.28 |
| FREMF 2015-K44 Mortgage Trust | 3.68 | 01/25/2048 | 0.28 |
| Gemgarto 2018-1 PLC | 2.74 | 09/16/2065 | 0.28 |
| Dominican Republic International Bo | 7.50 | 05/06/2021 | 0.27 |
| UBS Group AG REGS | 7.00 | 12/31/2099 | 0.27 |
| HSBC Holdings PLC REGS | 6.00 | 12/31/2059 | 0.27 |
| Wynn Macau Ltd | 4.88 | 10/01/2024 | 0.26 |
| Mexican Bonos | 5.75 | 03/05/2026 | 0.26 |
| ArcelorMittal SA | 3.60 | 07/16/2024 | 0.26 |
| Freddie Mac Structured Agency Credi | 6.63 | 12/25/2028 | 0.26 |
| Perusahaan Listrik Negara PT 144A | 4.12 | 05/15/2027 | 0.26 |
| TRY/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.26 | |
| Freeport-McMoRan Inc | 5.40 | 11/14/2034 | 0.26 |
| Ford Motor Credit Co LLC | 4.13 | 08/04/2025 | 0.26 |
| BNP Paribas SA REGS | 7.62 | 12/31/2099 | 0.26 |
| Ivory Coast Government Internationa | 6.88 | 10/17/2040 | 0.25 |
| Caisse Nationale de Reassurance Mut | 6.38 | 12/31/2049 | 0.25 |
| International Game Technology PLC 1 | 6.25 | 02/15/2022 | 0.25 |
| Westlake Automobile Receivables Tru | 2.80 | 06/16/2025 | 0.25 |
| IDR/USD FWD 20200622 | 06/22/2020 | 0.25 | |
| Egypt Government International Bond | 5.58 | 02/21/2023 | 0.25 |
| AmeriCredit Automobile Receivables | 1.80 | 12/18/2025 | 0.25 |
| Santander Retail Auto Lease Trust 2 | 3.30 | 05/22/2023 | 0.24 |
| Costa Rica Government International | 4.38 | 04/30/2025 | 0.24 |
| Oman Government International Bond | 3.88 | 03/08/2022 | 0.24 |
| Suzano Austria GmbH | 5.00 | 01/15/2030 | 0.24 |
| Citibank NA | 05/13/2020 | 0.23 | |
| Exeter Automobile Receivables Trust | 2.58 | 09/15/2025 | 0.23 |
| DT Auto Owner Trust 2019-4 | 2.85 | 07/15/2025 | 0.23 |
| Egypt Government Bond | 18.15 | 12/11/2021 | 0.23 |
| EUR/USD FWD 20200617 | 06/17/2020 | 0.22 | |
| Cyprus Government International Bon | 2.75 | 05/03/2049 | 0.22 |
| India Government Bond | 8.24 | 02/15/2027 | 0.22 |
| HSBC Holdings PLC REGS | 5.25 | 12/29/2049 | 0.22 |
| LCH.Clearnet LLC | 03/02/2025 | 0.22 | |
| Drive Auto Receivables Trust 2019-3 | 3.18 | 10/15/2026 | 0.22 |
| Prosil Acquisition SA | 1.60 | 10/31/2039 | 0.22 |
| Omnicare Inc | 4.75 | 12/01/2022 | 0.22 |
| Fannie Mae Connecticut Avenue Secur | 3.73 | 03/25/2031 | 0.21 |
| Turkey Government Bond | 8.50 | 09/14/2022 | 0.21 |
| Westlake Automobile Receivables Tru | 2.84 | 07/15/2024 | 0.21 |
| Eurosail 2006-2bl PLC | 3.76 | 12/15/2044 | 0.21 |
| Santander Retail Auto Lease Trust 2 | 2.39 | 11/20/2023 | 0.21 |
| BNP Paribas SA 144A | 6.75 | 12/31/2049 | 0.21 |
| NZD/USD FWD 20200617 | 06/17/2020 | 0.21 | |
| Standard Life Aberdeen PLC | 4.25 | 06/30/2028 | 0.21 |
| Sri Lanka Government International | 6.25 | 10/04/2020 | 0.21 |
| LCH.Clearnet LLC | 03/02/2025 | 0.20 | |
| Netflix Inc | 5.88 | 11/15/2028 | 0.20 |
| TRY/USD FWD 20200617 000011091 USD | 06/17/2020 | 0.20 | |
| Panama Notas del Tesoro | 3.75 | 04/17/2026 | 0.20 |
| Centrais Eletricas Brasileiras SA | 3.62 | 02/04/2025 | 0.20 |
| Colombian TES | 6.25 | 11/26/2025 | 0.20 |
| Egypt Government International Bond | 8.70 | 03/01/2049 | 0.19 |
| Cooperatieve Rabobank UA | 4.62 | 12/31/2099 | 0.19 |
| Drive Auto Receivables Trust 2019-3 | 2.90 | 08/15/2025 | 0.19 |
| UBS Group AG REGS | 6.88 | 12/31/2049 | 0.19 |
| Controladora Mabe SA de CV | 5.60 | 10/23/2028 | 0.19 |
| Turkey Government Bond | 12.40 | 03/08/2028 | 0.19 |
| COMM 2014-UBS6 Mortgage Trust | 4.05 | 12/10/2047 | 0.19 |
| LCH.Clearnet LLC | 03/03/2025 | 0.19 | |
| Ivory Coast Government Internationa | 5.25 | 03/22/2030 | 0.19 |
| USD/TRY FWD 20200617 000006038 USD | 06/17/2020 | 0.19 | |
| Sri Lanka Government International | 6.25 | 07/27/2021 | 0.19 |
| Power Finance Corp Ltd | 7.50 | 08/16/2021 | 0.19 |
| Power Finance Corp Ltd | 7.27 | 12/22/2021 | 0.19 |
| Freddie Mac Structured Agency Credi | 4.88 | 07/25/2029 | 0.19 |
| REC Ltd | 7.24 | 10/21/2021 | 0.18 |
| Muthoot Finance Ltd | 4.40 | 09/02/2023 | 0.18 |
| REC Ltd | 7.60 | 04/17/2021 | 0.18 |
| Banco Bilbao Vizcaya Argentaria SA | 8.88 | 12/31/2099 | 0.18 |
| Egypt Government Bond | 16.00 | 12/12/2020 | 0.18 |
| FREMF 2013-K29 Mortgage Trust | 3.48 | 05/25/2046 | 0.18 |
| Argentine Republic Government Inter | 7.50 | 04/22/2026 | 0.18 |
| Listrindo Capital BV 144A | 4.95 | 09/14/2026 | 0.18 |
| Standard Chartered PLC REGS | 7.75 | 12/31/2049 | 0.18 |
| Egypt Government International Bond | 4.75 | 04/16/2026 | 0.18 |
| DT Auto Owner Trust 2017-4 | 5.15 | 11/15/2024 | 0.17 |
| Exeter Automobile Receivables Trust | 4.13 | 12/16/2024 | 0.17 |
| Azure Power Solar Energy Pvt Ltd | 5.65 | 12/24/2024 | 0.17 |
| FREMF 2017-K724 Mortgage Trust | 3.60 | 11/25/2023 | 0.17 |
| Indonesia Treasury Bond | 8.25 | 05/15/2029 | 0.17 |
| NOK/USD FWD 20200617 | 06/17/2020 | 0.17 | |
| Santander Drive Auto Receivables Tr | 2.68 | 10/15/2025 | 0.16 |
| Connecticut Avenue Securities Trust | 4.03 | 04/25/2031 | 0.16 |
| American Credit Acceptance Receivab | 2.76 | 09/12/2025 | 0.16 |
| Argentina Treasury Bill | 0.00 | 08/27/2020 | 0.16 |
| Oil India International Pte Ltd | 4.00 | 04/21/2027 | 0.16 |
| Colombian TES | 10.00 | 07/24/2024 | 0.16 |
| KazTransGas JSC | 4.38 | 09/26/2027 | 0.16 |
| FREMF 2013-K27 Mortgage Trust 144A | 3.50 | 01/25/2046 | 0.16 |
| Logan Property Holdings Co Ltd | 6.88 | 04/24/2021 | 0.16 |
| Petroleos Mexicanos | 4.50 | 01/23/2026 | 0.16 |
| FREMF 2016-K54 Mortgage Trust | 4.05 | 04/25/2048 | 0.15 |
| Freddie Mac Structured Agency Credi | 5.63 | 08/25/2024 | 0.15 |
| Cyprus Government International Bon | 1.25 | 01/21/2040 | 0.15 |
| LCH.Clearnet LLC | 01/30/2022 | 0.15 | |
| Unipol Gruppo SpA | 3.50 | 11/29/2027 | 0.15 |
| CASH & EQUIVALENTS | 0.15 | ||
| LCH.Clearnet LLC | 02/03/2022 | 0.15 | |
| Dominican Republic International Bo | 5.88 | 01/30/2060 | 0.15 |
| USD/EGP FWD 20200810 000011091 USD | 08/10/2020 | 0.14 | |
| Danske Bank A/S REGS | 6.12 | 12/31/2049 | 0.14 |
| JBS Investments GmbH | 6.25 | 02/05/2023 | 0.14 |
| HTA Group Ltd/Mauritius | 9.12 | 03/08/2022 | 0.14 |
| Inkia Energy Ltd | 5.88 | 11/09/2027 | 0.14 |
| Indonesia Treasury Bond | 7.50 | 04/15/2040 | 0.14 |
| Agile Group Holdings Ltd | 6.70 | 03/07/2022 | 0.14 |
| Country Garden Holdings Co Ltd | 4.75 | 07/25/2022 | 0.14 |
| Danske Bank A/S | 5.88 | 12/31/2099 | 0.14 |
| Senegal Government International Bo | 6.25 | 07/30/2024 | 0.14 |
| Global Bank Corp | 5.25 | 04/16/2029 | 0.14 |
| Banco del Estado de Chile | 2.70 | 01/09/2025 | 0.13 |
| ENN Clean Energy International Inve | 7.50 | 02/27/2021 | 0.13 |
| Logan Property Holdings Co Ltd | 5.25 | 02/23/2023 | 0.13 |
| ArcelorMittal SA | 6.12 | 06/01/2025 | 0.13 |
| Bankinter SA REGS | 8.62 | 12/31/2049 | 0.13 |
| AmeriCredit Automobile Receivables | 2.58 | 09/18/2025 | 0.13 |
| Celanese US Holdings LLC | 5.88 | 06/15/2021 | 0.13 |
| American Credit Acceptance Receivab | 3.41 | 06/12/2025 | 0.13 |
| Cemex SAB de CV 144A | 7.75 | 04/16/2026 | 0.13 |
| General Motors Financial Co Inc | 4.20 | 11/06/2021 | 0.13 |
| Freddie Mac Multifamily Structured | 0.95 | 05/25/2029 | 0.13 |
| Cosan Ltd | 5.50 | 09/20/2029 | 0.13 |
| CASH & EQUIVALENTS | 0.00 | 0.13 | |
| MGM China Holdings Ltd | 5.38 | 05/15/2024 | 0.13 |
| Celulosa Arauco y Constitucion SA | 4.50 | 08/01/2024 | 0.13 |
| Petroleos Mexicanos | 5.95 | 01/28/2031 | 0.13 |
| ING Groep NV REGS | 6.88 | 12/31/2099 | 0.13 |
| Banco Santander SA | 5.25 | 12/31/2049 | 0.13 |
| Lennar Corp | 4.75 | 04/01/2021 | 0.13 |
| Residential Asset Securitization Tr | 6.00 | 06/25/2035 | 0.13 |
| Core & Main Holdings LP | 8.62 | 09/15/2024 | 0.13 |
| Ford Motor Credit Co LLC | 5.58 | 03/18/2024 | 0.13 |
| Rumo Luxembourg Sarl | 5.88 | 01/18/2025 | 0.12 |
| Tenet Healthcare Corp | 5.12 | 11/01/2027 | 0.12 |
| Muthoot Finance Ltd | 6.12 | 10/31/2022 | 0.12 |
| Azure Power Energy Ltd | 5.50 | 11/03/2022 | 0.12 |
| Fannie Mae Connecticut Avenue Secur | 6.08 | 01/25/2029 | 0.12 |
| MGM Resorts International | 6.00 | 03/15/2023 | 0.12 |
| First Quantum Minerals Ltd 144A | 7.25 | 04/01/2023 | 0.12 |
| Banco Votorantim SA | 4.50 | 09/24/2024 | 0.12 |
| Prestige Auto Receivables Trust 201 | 2.70 | 10/15/2024 | 0.12 |
| DT Auto Owner Trust 2017-3 | 5.60 | 08/15/2024 | 0.12 |
| Starfruit Finco BV / Starfruit US H | 6.50 | 10/01/2026 | 0.12 |
| Credit Suisse Group AG | 6.38 | 12/31/2049 | 0.12 |
| Telecom Italia Capital SA | 7.20 | 07/18/2036 | 0.12 |
| Dominican Republic International Bo | 6.40 | 06/05/2049 | 0.12 |
| Morgan Stanley Capital Services LLC | 05/13/2020 | 0.12 | |
| JPMorgan Chase Bank NA | 05/13/2020 | 0.12 | |
| GMR Hyderabad International Airport | 5.38 | 04/10/2024 | 0.11 |
| VEON Holdings BV | 4.00 | 04/09/2025 | 0.11 |
| JSW Steel Ltd REGS | 5.25 | 04/13/2022 | 0.11 |
| Axtel SAB de CV | 6.38 | 11/14/2024 | 0.11 |
| Dell Equipment Finance Trust 2019-2 | 2.48 | 04/22/2025 | 0.11 |
| Senegal Government International Bo | 6.75 | 03/13/2048 | 0.11 |
| Petroleos Mexicanos REGS | 3.75 | 04/16/2026 | 0.11 |
| Level 3 Financing Inc | 5.25 | 03/15/2026 | 0.11 |
| Diamond Sports Group LLC / Diamond | 5.38 | 08/15/2026 | 0.11 |
| MGM China Holdings Ltd | 5.88 | 05/15/2026 | 0.11 |
| Santander Retail Auto Lease Trust 2 | 2.77 | 08/21/2023 | 0.11 |
| Targa Resources Partners LP / Targa | 5.88 | 04/15/2026 | 0.11 |
| Transcanada Trust | 5.88 | 08/15/2076 | 0.11 |
| La Mondiale SAM | 5.05 | 12/31/2049 | 0.11 |
| United Rentals North America Inc | 5.88 | 09/15/2026 | 0.11 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.11 |
| USD/EUR FWD 20200617 | 06/17/2020 | 0.10 | |
| Connecticut Avenue Securities Trust | 3.78 | 09/25/2031 | 0.10 |
| Metinvest BV | 8.50 | 04/23/2026 | 0.10 |
| Ghana Government International Bond | 8.95 | 03/26/2051 | 0.10 |
| BNP Paribas SA 144A | 7.62 | 12/31/2049 | 0.10 |
| Americredit Automobile Receivables | 2.74 | 04/18/2025 | 0.10 |
| Petrobras Global Finance BV | 5.75 | 02/01/2029 | 0.10 |
| El Salvador Government Internationa | 7.12 | 01/20/2050 | 0.10 |
| SunCoke Energy Partners LP / SunCok | 7.50 | 06/15/2025 | 0.10 |
| Itau Unibanco Holding SA/Cayman Isl | 4.62 | 12/31/2049 | 0.10 |
| Freddie Mac Structured Agency Credi | 3.43 | 07/25/2030 | 0.10 |
| Ukraine Government International Bo | 7.75 | 09/01/2025 | 0.10 |
| L Brands Inc | 6.88 | 11/01/2035 | 0.10 |
| Nigeria Government International Bo | 7.70 | 02/23/2038 | 0.10 |
| Iron Mountain US Holdings Inc 144A | 5.38 | 06/01/2026 | 0.10 |
| Credit Acceptance Auto Loan Trust 2 | 3.77 | 06/15/2027 | 0.10 |
| Credit Acceptance Auto Loan Trust 2 | 3.60 | 04/15/2027 | 0.10 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.10 |
| Olin Corp | 5.62 | 08/01/2029 | 0.10 |
| Centene Corp | 5.38 | 06/01/2026 | 0.10 |
| Bayan Resources Tbk PT | 6.12 | 01/24/2023 | 0.10 |
| MPT Operating Partnership LP / MPT | 4.62 | 08/01/2029 | 0.10 |
| Swiss Insured Brazil Power Finance | 9.85 | 07/16/2032 | 0.10 |
| JB Poindexter & Co Inc | 7.12 | 04/15/2026 | 0.09 |
| NRG Energy Inc | 5.25 | 06/15/2029 | 0.09 |
| NRG Energy Inc | 6.62 | 01/15/2027 | 0.09 |
| Santander Drive Auto Receivables Tr | 5.05 | 07/15/2024 | 0.09 |
| Export-Import Bank of India | 7.35 | 05/18/2022 | 0.09 |
| TMB Bank PCL/Cayman Islands | 4.90 | 12/31/2049 | 0.09 |
| Rede D'or Finance Sarl | 4.50 | 01/22/2030 | 0.09 |
| LIC Housing Finance Ltd | 7.45 | 10/17/2022 | 0.09 |
| AMC Networks Inc | 5.00 | 04/01/2024 | 0.09 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.09 |
| Societe Generale SA 144A | 8.00 | 12/31/2049 | 0.09 |
| Brink's Co/The | 4.62 | 10/15/2027 | 0.09 |
| HCA Inc | 5.38 | 09/01/2026 | 0.09 |
| Norbord Inc | 5.75 | 07/15/2027 | 0.09 |
| 1011778 BC ULC / New Red Finance In | 5.00 | 10/15/2025 | 0.09 |
| CSN Islands XI Corp | 6.75 | 01/28/2028 | 0.09 |
| Freddie Mac Structured Agency Credi | 5.38 | 09/25/2024 | 0.09 |
| Sri Lanka Government International | 5.88 | 07/25/2022 | 0.09 |
| Argentine Republic Government Inter | 6.88 | 01/26/2027 | 0.09 |
| Springleaf Finance Corp | 7.12 | 03/15/2026 | 0.09 |
| Brazil Notas do Tesouro Nacional Se | 10.00 | 01/01/2029 | 0.09 |
| Marriott Ownership Resorts Inc | 4.75 | 01/15/2028 | 0.09 |
| Parkland Fuel Corp | 6.00 | 04/01/2026 | 0.09 |
| Eterna Capital Pte Ltd | 7.50 | 12/11/2022 | 0.09 |
| Carmax Auto Owner Trust 2019-3 | 2.85 | 01/15/2026 | 0.09 |
| Cemex SAB de CV | 5.45 | 11/19/2029 | 0.09 |
| Mueller Industries Inc | 6.00 | 03/01/2027 | 0.09 |
| CCO Holdings LLC / CCO Holdings Cap | 4.50 | 08/15/2030 | 0.09 |
| Standard Industries Inc/NJ 144A | 6.00 | 10/15/2025 | 0.09 |
| Cleaver-Brooks Inc | 7.88 | 03/01/2023 | 0.09 |
| AmeriCredit Automobile Receivables | 3.42 | 04/18/2023 | 0.09 |
| Louisiana-Pacific Corp | 4.88 | 09/15/2024 | 0.09 |
| CASH & EQUIVALENTS | 0.00 | 0.09 | |
| Banco Bilbao Vizcaya Argentaria SA | 5.88 | 12/31/2099 | 0.09 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
| Banco BTG Pactual SA/Cayman Islands | 4.50 | 01/10/2025 | 0.08 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
| Indonesia Treasury Bond | 6.12 | 05/15/2028 | 0.08 |
| Kenya Government International Bond | 6.88 | 06/24/2024 | 0.08 |
| Ford Motor Credit Co LLC | 5.11 | 05/03/2029 | 0.08 |
| iStar Inc | 4.75 | 10/01/2024 | 0.08 |
| Credit Agricole SA REGS | 7.50 | 12/31/2099 | 0.08 |
| Shriram Transport Finance Co Ltd | 5.10 | 07/16/2023 | 0.08 |
| USD/COP FWD 20200427 000010098 USD | 04/27/2020 | 0.08 | |
| Novo Banco SA/Luxembourg | 3.50 | 02/19/2043 | 0.08 |
| AT&T Inc | 2.88 | 12/31/2059 | 0.08 |
| EnerSys 144A | 5.00 | 04/30/2023 | 0.08 |
| HCA Inc | 4.12 | 06/15/2029 | 0.08 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
| Freddie Mac Structured Agency Credi | 6.28 | 10/25/2028 | 0.08 |
| William Carter Co/The | 5.62 | 03/15/2027 | 0.08 |
| Santander Drive Auto Receivables Tr | 3.20 | 11/15/2023 | 0.08 |
| VTR Finance BV 144A | 6.88 | 01/15/2024 | 0.08 |
| Ukraine Government International Bo | 7.75 | 09/01/2026 | 0.08 |
| Telenet Finance Luxembourg Notes Sa | 5.50 | 03/01/2028 | 0.08 |
| Freddie Mac Structured Agency Credi | 5.23 | 04/25/2024 | 0.08 |
| GEMS MENASA Cayman Ltd / GEMS Educa | 7.12 | 07/31/2026 | 0.08 |
| National Bank for Agriculture and R | 8.39 | 07/19/2021 | 0.08 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.08 |
| Argentina Treasury Bill | 0.00 | 05/28/2020 | 0.08 |
| Puma International Financing SA | 5.12 | 10/06/2024 | 0.08 |
| FREMF 2013-K25 Mortgage Trust | 3.62 | 11/25/2045 | 0.08 |
| CSN Resources SA | 7.62 | 02/13/2023 | 0.08 |
| Level 3 Financing Inc | 5.38 | 05/01/2025 | 0.08 |
| TransDigm Inc | 6.38 | 06/15/2026 | 0.08 |
| Freddie Mac Structured Agency Credi | 6.13 | 02/25/2024 | 0.08 |
| CEMEX Finance LLC 144A | 6.00 | 04/01/2024 | 0.08 |
| BRL/USD FWD 20200402 | 04/02/2020 | 0.08 | |
| Industrias Penoles SAB de CV | 5.65 | 09/12/2049 | 0.07 |
| Coriolanus DAC | 0.00 | 04/30/2025 | 0.07 |
| DT Auto Owner Trust 2019-3 | 2.96 | 04/15/2025 | 0.07 |
| LCH.Clearnet LLC | 03/03/2025 | 0.07 | |
| Springleaf Finance Corp | 6.88 | 03/15/2025 | 0.07 |
| USD/EUR FWD 20200617 | 06/17/2020 | 0.07 | |
| Future Retail Ltd | 5.60 | 01/22/2025 | 0.07 |
| Western Digital Corp | 4.75 | 02/15/2026 | 0.07 |
| Charles River Laboratories Internat | 4.25 | 05/01/2028 | 0.07 |
| Credit Agricole SA 144A | 8.12 | 12/31/2049 | 0.07 |
| Freddie Mac Structured Agency Credi | 5.88 | 11/25/2023 | 0.07 |
| ADT Security Corp/The | 6.25 | 10/15/2021 | 0.07 |
| Barclays Bank PLC | 05/13/2020 | 0.07 | |
| Westlake Automobile Receivables Tru | 4.63 | 07/15/2024 | 0.07 |
| FREMF 2016-K723 Mortgage Trust | 3.70 | 11/25/2023 | 0.07 |
| Barclays PLC | 6.38 | 12/31/2059 | 0.07 |
| Fannie Mae Connecticut Avenue Secur | 4.18 | 12/25/2030 | 0.07 |
| USD/CNY FWD 20200617 000006219 USD | 06/17/2020 | 0.07 | |
| WFRBS Commercial Mortgage Trust 201 | 3.49 | 06/15/2046 | 0.07 |
| CCO Holdings LLC / CCO Holdings Cap | 5.75 | 02/15/2026 | 0.07 |
| Sirius XM Radio Inc 144A | 5.38 | 07/15/2026 | 0.07 |
| Grupo Aval Ltd | 4.38 | 02/04/2030 | 0.07 |
| Metinvest BV | 7.75 | 10/17/2029 | 0.07 |
| AmeriGas Partners LP / AmeriGas Fin | 5.88 | 08/20/2026 | 0.07 |
| Ghana Government International Bond | 7.88 | 02/11/2035 | 0.07 |
| CarMax Auto Owner Trust 2017-1 | 3.43 | 07/17/2023 | 0.07 |
| Dell International LLC / EMC Corp 1 | 7.12 | 06/15/2024 | 0.07 |
| MSCI Inc 144A | 5.75 | 08/15/2025 | 0.07 |
| Sunoco LP / Sunoco Finance Corp | 5.88 | 03/15/2028 | 0.07 |
| JP Morgan Chase Commercial Mortgage | 4.04 | 07/15/2047 | 0.07 |
| Sri Lanka Government International | 6.35 | 06/28/2024 | 0.07 |
| Targa Resources Partners LP / Targa | 5.25 | 05/01/2023 | 0.07 |
| Netflix Inc | 5.38 | 11/15/2029 | 0.07 |
| NuStar Logistics LP | 6.00 | 06/01/2026 | 0.07 |
| Centene Corp | 5.38 | 08/15/2026 | 0.07 |
| Bank Leumi Le-Israel BM | 3.27 | 01/29/2031 | 0.07 |
| Intrado Corp | 5.38 | 07/15/2022 | 0.07 |
| American Credit Acceptance Receivab | 3.57 | 01/10/2024 | 0.07 |
| CSC Holdings LLC | 5.50 | 04/15/2027 | 0.07 |
| Virgin Media Secured Finance PLC 14 | 5.50 | 08/15/2026 | 0.07 |
| Intesa Sanpaolo SpA REGS | 6.25 | 12/31/2099 | 0.07 |
| CCG Receivables Trust 2017-1 | 2.75 | 11/14/2023 | 0.07 |
| Affinion Group Inc | 12.50 | 11/10/2022 | 0.07 |
| Societe Generale SA REGS | 8.00 | 12/31/2049 | 0.07 |
| Lithia Motors Inc | 5.25 | 08/01/2025 | 0.07 |
| Lloyds Bank PLC | 1.69 | 12/31/2059 | 0.07 |
| ASGN Inc | 4.62 | 05/15/2028 | 0.07 |
| Fannie Mae Connecticut Avenue Secur | 4.63 | 07/25/2024 | 0.07 |
| China SCE Group Holdings Ltd | 5.88 | 03/10/2022 | 0.07 |
| Pilgrim's Pride Corp | 5.88 | 09/30/2027 | 0.06 |
| MARB BondCo PLC 144A | 7.00 | 03/15/2024 | 0.06 |
| BMC East LLC 144A | 5.50 | 10/01/2024 | 0.06 |
| Teleflex Inc | 4.88 | 06/01/2026 | 0.06 |
| Barclays PLC | 5.88 | 12/31/2049 | 0.06 |
| JPMBB Commercial Mortgage Securitie | 4.12 | 11/15/2047 | 0.06 |
| CIFI Holdings Group Co Ltd | 6.45 | 11/07/2024 | 0.06 |
| Logan Property Holdings Co Ltd | 7.50 | 08/25/2022 | 0.06 |
| Murphy Oil USA Inc | 5.62 | 05/01/2027 | 0.06 |
| Banco de Sabadell SA REGS | 6.50 | 12/31/2099 | 0.06 |
| LCH.Clearnet LLC | 06/17/2030 | 0.06 | |
| EnPro Industries Inc | 5.75 | 10/15/2026 | 0.06 |
| Kenan Advantage Group Inc/The 144A | 7.88 | 07/31/2023 | 0.06 |
| Danske Bank A/S | 7.00 | 12/31/2099 | 0.06 |
| Morgan Stanley Bank of America Merr | 3.46 | 05/15/2046 | 0.06 |
| Bausch Health Cos Inc 144A | 7.00 | 03/15/2024 | 0.06 |
| Chicago Mercantile Exchange Inc | 01/04/2027 | 0.06 | |
| US Foods Inc 144A | 5.88 | 06/15/2024 | 0.06 |
| Skandinaviska Enskilda Banken AB | 5.12 | 12/31/2099 | 0.06 |
| LCH.Clearnet LLC | 12/07/2051 | 0.06 | |
| Egypt Government International Bond | 8.50 | 01/31/2047 | 0.06 |
| Hadrian Merger Sub Inc | 8.50 | 05/01/2026 | 0.06 |
| Boise Cascade Co | 5.62 | 09/01/2024 | 0.06 |
| Lennar Corp | 5.00 | 06/15/2027 | 0.06 |
| WFRBS Commercial Mortgage Trust 201 | 4.18 | 05/15/2047 | 0.06 |
| LCH.Clearnet LLC | 05/18/2030 | 0.06 | |
| CSC Holdings LLC | 3.11 | 04/15/2027 | 0.06 |
| Southern Copper Corp | 7.50 | 07/27/2035 | 0.06 |
| Argentum Netherlands BV for Swiss R | 5.62 | 08/15/2052 | 0.06 |
| JBS USA LUX SA / JBS USA Food Co / | 5.50 | 01/15/2030 | 0.06 |
| MTS Systems Corp | 5.75 | 08/15/2027 | 0.06 |
| Credit Acceptance Auto Loan Trust 2 | 3.48 | 10/15/2026 | 0.06 |
| Occidental Petroleum Corp | 2.70 | 08/15/2022 | 0.06 |
| Charter Communications Operating LL | 2.74 | 04/30/2025 | 0.06 |
| Banco Santander SA | 4.38 | 12/31/2059 | 0.06 |
| Unigel Luxembourg SA | 8.75 | 10/01/2026 | 0.06 |
| Chicago Mercantile Exchange Inc | 01/02/2025 | 0.06 | |
| Banco do Brasil SA/Cayman | 6.25 | 12/31/2049 | 0.06 |
| NAK Naftogaz Ukraine via Kondor Fin | 7.62 | 11/08/2026 | 0.06 |
| GLP Capital LP / GLP Financing II I | 5.38 | 11/01/2023 | 0.06 |
| Reynolds Group Holdings Inc | 3.74 | 02/05/2023 | 0.06 |
| Jasa Marga Persero Tbk PT | 7.50 | 12/11/2020 | 0.06 |
| Sociedad Quimica y Minera de Chile | 4.25 | 01/22/2050 | 0.06 |
| China Aoyuan Group Ltd | 7.50 | 05/10/2021 | 0.06 |
| Targa Resources Partners LP / Targa | 5.12 | 02/01/2025 | 0.06 |
| United Rentals North America Inc | 5.25 | 01/15/2030 | 0.06 |
| Freddie Mac STACR Trust 2019-HRP1 | 3.03 | 02/25/2049 | 0.06 |
| Yuzhou Properties Co Ltd | 6.38 | 03/06/2021 | 0.06 |
| Superior Plus LP / Superior General | 7.00 | 07/15/2026 | 0.06 |
| Bausch Health Americas Inc | 3.36 | 11/27/2025 | 0.06 |
| Meredith Corp | 6.88 | 02/01/2026 | 0.06 |
| Hess Midstream Operations LP | 5.62 | 02/15/2026 | 0.06 |
| Mastr Asset Backed Securities Trust | 1.73 | 08/25/2036 | 0.05 |
| Power Finance Corp Ltd | 7.42 | 06/26/2020 | 0.05 |
| Angolan Government International Bo | 8.00 | 11/26/2029 | 0.05 |
| Itron Inc | 5.00 | 01/15/2026 | 0.05 |
| Novo Banco SA/Luxembourg | 3.50 | 03/18/2043 | 0.05 |
| United Rentals North America Inc | 6.50 | 12/15/2026 | 0.05 |
| Eskom Holdings SOC Ltd | 6.75 | 08/06/2023 | 0.05 |
| Par Pharmaceutical Inc | 7.50 | 04/01/2027 | 0.05 |
| Boyd Gaming Corp | 6.00 | 08/15/2026 | 0.05 |
| LCH.Clearnet LLC | 10/01/2021 | 0.05 | |
| Fannie Mae Connecticut Avenue Secur | 4.03 | 05/25/2030 | 0.05 |
| Element Solutions Inc | 5.88 | 12/01/2025 | 0.05 |
| Vistra Operations Co LLC | 5.00 | 07/31/2027 | 0.05 |
| Meritage Homes Corp | 5.12 | 06/06/2027 | 0.05 |
| Alba 2007-1 PLC | 3.74 | 03/17/2039 | 0.05 |
| XPO Logistics Inc 144A | 6.12 | 09/01/2023 | 0.05 |
| Caesars Resort Collection LLC | 3.74 | 12/23/2024 | 0.05 |
| HCA Inc | 5.62 | 09/01/2028 | 0.05 |
| OI European Group BV | 4.00 | 03/15/2023 | 0.05 |
| Sirius XM Radio Inc | 4.62 | 07/15/2024 | 0.05 |
| AerCap Global Aviation Trust 144A | 6.50 | 06/15/2045 | 0.05 |
| Ghana Government International Bond | 7.62 | 05/16/2029 | 0.05 |
| Ardagh Packaging Finance PLC / Arda | 4.12 | 08/15/2026 | 0.05 |
| Eskom Holdings SOC Ltd | 7.12 | 02/11/2025 | 0.05 |
| Hudbay Minerals Inc 144A | 7.62 | 01/15/2025 | 0.05 |
| ReNew Power Pvt Ltd | 5.88 | 03/05/2027 | 0.05 |
| AES Gener SA | 6.35 | 10/07/2079 | 0.05 |
| National Bank of Greece SA | 8.25 | 07/18/2029 | 0.05 |
| Michaels Stores Inc | 8.00 | 07/15/2027 | 0.05 |
| Banca Monte dei Paschi di Siena SpA | 5.38 | 01/18/2028 | 0.05 |
| Cincinnati Bell Inc | 8.00 | 10/15/2025 | 0.05 |
| Koppers Inc 144A | 6.00 | 02/15/2025 | 0.05 |
| Sirius XM Radio Inc | 5.50 | 07/01/2029 | 0.05 |
| MPH Acquisition Holdings LLC 144A | 7.12 | 06/01/2024 | 0.05 |
| Embarq Corp | 8.00 | 06/01/2036 | 0.05 |
| Wynn Las Vegas LLC / Wynn Las Vegas | 5.50 | 03/01/2025 | 0.05 |
| Scientific Games International Inc | 4.44 | 08/14/2024 | 0.05 |
| UniCredit SpA REGS | 6.62 | 12/31/2099 | 0.05 |
| AECOM | 5.12 | 03/15/2027 | 0.05 |
| HLF Financing Sarl LLC / Herbalife | 7.25 | 08/15/2026 | 0.05 |
| iHeartCommunications Inc | 8.38 | 05/01/2027 | 0.05 |
| Triumph Group Inc | 7.75 | 08/15/2025 | 0.05 |
| T-Mobile USA Inc | 4.75 | 02/01/2028 | 0.05 |
| Ally Financial Inc | 8.00 | 11/01/2031 | 0.05 |
| Sonic Capital LLC | 3.85 | 01/20/2050 | 0.05 |
| Argentine Republic Government Inter | 5.62 | 01/26/2022 | 0.05 |
| ZAR/USD FWD 20200617 | 06/17/2020 | 0.05 | |
| Calumet Specialty Products Partners | 7.62 | 01/15/2022 | 0.05 |
| Citigroup Mortgage Loan Trust 2014- | 2.23 | 07/20/2036 | 0.05 |
| DISH DBS Corp | 5.88 | 11/15/2024 | 0.05 |
| Mattel Inc | 6.75 | 12/31/2025 | 0.05 |
| Berry Global Inc | 4.88 | 07/15/2026 | 0.05 |
| Connecticut Avenue Securities Trust | 3.93 | 08/25/2031 | 0.05 |
| Prime Security Services Borrower LL | 5.75 | 04/15/2026 | 0.05 |
| European Bank for Reconstruction & | 6.85 | 06/21/2021 | 0.05 |
| Beazer Homes USA Inc | 6.75 | 03/15/2025 | 0.05 |
| ACCO Brands Corp 144A | 5.25 | 12/15/2024 | 0.05 |
| Credit Acceptance Auto Loan Trust 2 | 3.94 | 06/15/2028 | 0.05 |
| Hughes Satellite Systems Corp | 6.62 | 08/01/2026 | 0.05 |
| Alpha Holding SA de CV | 10.00 | 12/19/2022 | 0.05 |
| Alpha Holding SA de CV | 9.00 | 02/10/2025 | 0.05 |
| DCP Midstream Operating LP | 5.12 | 05/15/2029 | 0.05 |
| Herc Holdings Inc | 5.50 | 07/15/2027 | 0.05 |
| Mexico City Airport Trust | 3.88 | 04/30/2028 | 0.05 |
| WFRBS Commercial Mortgage Trust 201 | 4.35 | 03/15/2047 | 0.05 |
| Avis Budget Car Rental LLC / Avis B | 5.75 | 07/15/2027 | 0.05 |
| Simmons Foods Inc | 5.75 | 11/01/2024 | 0.05 |
| Antero Midstream Partners LP / Ante | 5.75 | 01/15/2028 | 0.05 |
| Cumulus Media New Holdings Inc | 6.75 | 07/01/2026 | 0.05 |
| Navient Corp | 6.12 | 03/25/2024 | 0.05 |
| Altice France SA/France 144A | 7.38 | 05/01/2026 | 0.05 |
| DT Auto Owner Trust 2017-1 | 5.79 | 02/15/2024 | 0.04 |
| Taylor Morrison Communities Inc / T | 5.88 | 04/15/2023 | 0.04 |
| Frontier Communications Corp | 10.50 | 09/15/2022 | 0.04 |
| Waste Pro USA Inc | 5.50 | 02/15/2026 | 0.04 |
| Cascades Inc/Cascades USA Inc | 5.38 | 01/15/2028 | 0.04 |
| Puma International Financing SA | 5.00 | 01/24/2026 | 0.04 |
| AES Andres BV / Dominican Power Par | 7.95 | 05/11/2026 | 0.04 |
| DT Auto Owner Trust 2017-4 | 3.47 | 07/17/2023 | 0.04 |
| CIT Group Inc | 4.12 | 03/09/2021 | 0.04 |
| Titan International Inc | 6.50 | 11/30/2023 | 0.04 |
| Taseko Mines Ltd | 8.75 | 06/15/2022 | 0.04 |
| Flex Acquisition Co Inc 144A | 6.88 | 01/15/2025 | 0.04 |
| Enviva Partners LP / Enviva Partner | 6.50 | 01/15/2026 | 0.04 |
| InterCement Financial Operations BV | 5.75 | 07/17/2024 | 0.04 |
| Ardagh Packaging Finance PLC / Arda | 6.00 | 02/15/2025 | 0.04 |
| Medco Bell Pte Ltd | 6.38 | 01/30/2027 | 0.04 |
| CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2027 | 0.04 |
| LCH.Clearnet LLC | 02/26/2026 | 0.04 | |
| Fannie Mae Pool | 7.00 | 12/01/2032 | 0.04 |
| Barclays Bank PLC | 1.00 | 12/20/2024 | 0.04 |
| Kraft Heinz Foods Co | 5.00 | 06/04/2042 | 0.04 |
| L Brands Inc | 7.50 | 06/15/2029 | 0.04 |
| Taylor Morrison Communities Inc | 5.75 | 01/15/2028 | 0.04 |
| Telecom Italia SpA/Milano 144A | 5.30 | 05/30/2024 | 0.04 |
| Navient Corp | 5.00 | 03/15/2027 | 0.04 |
| Fannie Mae Pool | 7.00 | 04/01/2034 | 0.04 |
| Murphy Oil USA Inc | 4.75 | 09/15/2029 | 0.04 |
| PetSmart Inc | 5.00 | 03/11/2022 | 0.04 |
| Lennar Corp | 4.75 | 05/30/2025 | 0.04 |
| Chicago Mercantile Exchange Inc | 12/07/2023 | 0.04 | |
| Tenneco Inc | 5.38 | 12/15/2024 | 0.04 |
| American Greetings Corp | 5.50 | 04/06/2024 | 0.04 |
| ADES International Holding PLC | 8.62 | 04/24/2024 | 0.04 |
| Banco Comercial Portugues SA | 4.50 | 12/07/2027 | 0.04 |
| CSC Holdings LLC 144A | 6.62 | 10/15/2025 | 0.04 |
| Altice Financing SA | 4.41 | 07/15/2025 | 0.04 |
| Fannie Mae Pool | 6.50 | 12/01/2029 | 0.04 |
| KFC Holding Co/Pizza Hut Holdings L | 5.25 | 06/01/2026 | 0.04 |
| CenturyLink Inc | 5.62 | 04/01/2025 | 0.04 |
| Diamond Sports Group LLC / Diamond | 6.62 | 08/15/2027 | 0.04 |
| MGM Growth Properties Operating Par | 5.62 | 05/01/2024 | 0.04 |
| Standard Industries Inc/NJ 144A | 5.38 | 11/15/2024 | 0.04 |
| Alliance Data Systems Corp | 4.75 | 12/15/2024 | 0.04 |
| Calpine Corp | 5.25 | 06/01/2026 | 0.04 |
| Iron Mountain Inc | 4.88 | 09/15/2029 | 0.04 |
| Energizer Holdings Inc | 7.75 | 01/15/2027 | 0.04 |
| Argentine Republic Government Inter | 5.88 | 01/11/2028 | 0.04 |
| Wynn Las Vegas LLC / Wynn Las Vegas | 5.25 | 05/15/2027 | 0.04 |
| Belo Corp | 7.75 | 06/01/2027 | 0.04 |
| Intelsat Jackson Holdings SA | 8.50 | 10/15/2024 | 0.04 |
| AmeriCredit Automobile Receivables | 3.08 | 12/18/2023 | 0.04 |
| Terraform Global Operating LLC | 6.12 | 03/01/2026 | 0.04 |
| Citigroup Mortgage Loan Trust Inc | 4.36 | 05/25/2035 | 0.04 |
| Post Holdings Inc | 4.62 | 04/15/2030 | 0.04 |
| Dun & Bradstreet Corp/The | 4.96 | 02/06/2026 | 0.04 |
| Eterna Capital Pte Ltd | 8.00 | 12/11/2022 | 0.04 |
| Hanesbrands Inc 144A | 4.62 | 05/15/2024 | 0.04 |
| Ziggo BV 144A | 5.50 | 01/15/2027 | 0.04 |
| Southwestern Energy Co | 7.50 | 04/01/2026 | 0.04 |
| Wynn Resorts Finance LLC / Wynn Res | 5.12 | 10/01/2029 | 0.04 |
| Flex Acquisition Co Inc | 7.88 | 07/15/2026 | 0.04 |
| Freddie Mac Gold Pool | 7.50 | 01/01/2032 | 0.04 |
| DT Auto Owner Trust 2017-2 | 3.89 | 01/15/2023 | 0.03 |
| LCH.Clearnet LLC | 08/18/2025 | 0.03 | |
| Novelis Corp | 4.75 | 01/30/2030 | 0.03 |
| EnLink Midstream Partners LP | 4.85 | 07/15/2026 | 0.03 |
| Hanesbrands Inc 144A | 4.88 | 05/15/2026 | 0.03 |
| Mattamy Group Corp | 5.25 | 12/15/2027 | 0.03 |
| Genesis Energy LP / Genesis Energy | 6.25 | 05/15/2026 | 0.03 |
| T-Mobile USA Inc | 4.00 | 04/15/2022 | 0.03 |
| Altice Financing SA 144A | 7.50 | 05/15/2026 | 0.03 |
| Reynolds Group Issuer Inc / Reynold | 5.12 | 07/15/2023 | 0.03 |
| Chicago Mercantile Exchange Inc | 12/07/2023 | 0.03 | |
| Targa Resources Partners LP / Targa | 5.00 | 01/15/2028 | 0.03 |
| Citigroup Commercial Mortgage Trust | 1.11 | 10/12/2050 | 0.03 |
| Angolan Government International Bo | 9.38 | 05/08/2048 | 0.03 |
| Bausch Health Americas Inc | 8.50 | 01/31/2027 | 0.03 |
| China Evergrande Group | 10.00 | 04/11/2023 | 0.03 |
| Operadora de Servicios Mega SA de C | 8.25 | 02/11/2025 | 0.03 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 11/25/2035 | 0.03 |
| MGM Resorts International | 4.62 | 09/01/2026 | 0.03 |
| Navient Corp | 5.88 | 10/25/2024 | 0.03 |
| CSC Holdings LLC 144A | 10.88 | 10/15/2025 | 0.03 |
| AMC Entertainment Holdings Inc | 5.88 | 11/15/2026 | 0.03 |
| 1011778 BC ULC / New Red Finance In | 4.25 | 05/15/2024 | 0.03 |
| FREMF 2017-K62 Mortgage Trust | 3.87 | 01/25/2050 | 0.03 |
| Fannie Mae Pool | 7.50 | 01/01/2033 | 0.03 |
| Taylor Morrison Communities Inc | 5.88 | 01/31/2025 | 0.03 |
| Centrais Eletricas Brasileiras SA | 4.62 | 02/04/2030 | 0.03 |
| Mercer International Inc | 5.50 | 01/15/2026 | 0.03 |
| Lamar Media Corp | 5.75 | 02/01/2026 | 0.03 |
| Navient Corp | 6.75 | 06/25/2025 | 0.03 |
| CHL Mortgage Pass-Through Trust 200 | 5.50 | 09/25/2035 | 0.03 |
| QEP Resources Inc | 5.62 | 03/01/2026 | 0.03 |
| United Rentals North America Inc | 4.88 | 01/15/2028 | 0.03 |
| Freddie Mac Gold Pool | 5.50 | 09/01/2039 | 0.03 |
| Centene Corp | 4.75 | 05/15/2022 | 0.03 |
| CSC Holdings LLC | 5.25 | 06/01/2024 | 0.03 |
| DPL Inc | 4.35 | 04/15/2029 | 0.03 |
| HSBC Bank PLC | 1.43 | 12/31/2059 | 0.03 |
| CCO Holdings LLC / CCO Holdings Cap | 5.00 | 02/01/2028 | 0.03 |
| Lions Gate Capital Holdings LLC | 5.88 | 11/01/2024 | 0.03 |
| Albertsons Cos Inc / Safeway Inc / | 7.50 | 03/15/2026 | 0.03 |
| CarMax Auto Owner Trust 2017-4 | 3.30 | 05/15/2024 | 0.03 |
| PetSmart Inc | 5.88 | 06/01/2025 | 0.03 |
| Crestwood Midstream Partners LP / C | 5.62 | 05/01/2027 | 0.03 |
| Santander Drive Auto Receivables Tr | 3.32 | 03/15/2024 | 0.03 |
| Tenet Healthcare Corp | 6.25 | 02/01/2027 | 0.03 |
| COMM 2014-LC15 Mortgage Trust | 4.20 | 04/10/2047 | 0.03 |
| Bausch Health Cos Inc | 5.75 | 08/15/2027 | 0.03 |
| Moog Inc | 4.25 | 12/15/2027 | 0.03 |
| Lennar Corp | 5.25 | 06/01/2026 | 0.03 |
| Panther BF Aggregator 2 LP / Panthe | 8.50 | 05/15/2027 | 0.03 |
| Morgan Stanley Bank of America Merr | 4.76 | 02/15/2047 | 0.03 |
| Navient Corp | 6.62 | 07/26/2021 | 0.03 |
| CME Group Inc | 02/25/2022 | 0.03 | |
| Fannie Mae REMICS | 2.03 | 03/25/2042 | 0.03 |
| Dana Financing Luxembourg Sarl 144A | 6.50 | 06/01/2026 | 0.03 |
| Sensata Technologies BV | 5.62 | 11/01/2024 | 0.03 |
| Golden Nugget Inc | 8.75 | 10/01/2025 | 0.03 |
| AES Corp/VA | 4.00 | 03/15/2021 | 0.03 |
| Lamb Weston Holdings Inc 144A | 4.62 | 11/01/2024 | 0.03 |
| Geopark Ltd | 5.50 | 01/17/2027 | 0.03 |
| T-Mobile USA Inc | 6.00 | 04/15/2024 | 0.03 |
| CIT Group Inc | 5.25 | 03/07/2025 | 0.03 |
| Altice France SA/France | 8.12 | 02/01/2027 | 0.03 |
| Pilgrim's Pride Corp | 5.75 | 03/15/2025 | 0.03 |
| American Credit Acceptance Receivab | 4.14 | 10/15/2024 | 0.03 |
| Spectrum Brands Inc | 6.12 | 12/15/2024 | 0.03 |
| Vistra Operations Co LLC | 5.62 | 02/15/2027 | 0.03 |
| Amsted Industries Inc | 5.62 | 07/01/2027 | 0.03 |
| Gulfport Energy Corp | 6.62 | 05/01/2023 | 0.03 |
| Iron Mountain Inc | 5.25 | 03/15/2028 | 0.03 |
| Dell Equipment Finance Trust 2019-1 | 3.14 | 03/22/2024 | 0.03 |
| Silgan Holdings Inc | 4.12 | 02/01/2028 | 0.03 |
| Cable Onda SA | 4.50 | 01/30/2030 | 0.02 |
| AMC Networks Inc | 4.75 | 08/01/2025 | 0.02 |
| Navient Corp | 6.50 | 06/15/2022 | 0.02 |
| CCO Holdings LLC / CCO Holdings Cap | 5.12 | 05/01/2023 | 0.02 |
| LCH.Clearnet LLC | 03/11/2022 | 0.02 | |
| Colfax Corp | 6.00 | 02/15/2024 | 0.02 |
| Owens-Brockway Glass Container Inc | 5.00 | 01/15/2022 | 0.02 |
| XPO Logistics Inc | 6.75 | 08/15/2024 | 0.02 |
| Garda World Security Corp | 9.50 | 11/01/2027 | 0.02 |
| Penske Automotive Group Inc | 5.50 | 05/15/2026 | 0.02 |
| DT Auto Owner Trust 2017-1 | 3.55 | 11/15/2022 | 0.02 |
| Spectrum Brands Inc | 5.00 | 10/01/2029 | 0.02 |
| PBF Holding Co LLC / PBF Finance Co | 6.00 | 02/15/2028 | 0.02 |
| Icahn Enterprises LP / Icahn Enterp | 6.75 | 02/01/2024 | 0.02 |
| CenturyLink Inc | 7.50 | 04/01/2024 | 0.02 |
| eG Global Finance PLC | 8.50 | 10/30/2025 | 0.02 |
| Ingles Markets Inc | 5.75 | 06/15/2023 | 0.02 |
| LCH.Clearnet LLC | 07/27/2030 | 0.02 | |
| Chicago Mercantile Exchange Inc | 01/15/2024 | 0.02 | |
| Penn National Gaming Inc | 5.62 | 01/15/2027 | 0.02 |
| DCP Midstream Operating LP | 4.75 | 09/30/2021 | 0.02 |
| Lions Gate Capital Holdings LLC | 6.38 | 02/01/2024 | 0.02 |
| Aramark Services Inc | 5.00 | 02/01/2028 | 0.02 |
| NuStar Logistics LP | 4.80 | 09/01/2020 | 0.02 |
| Hexion Holdings Corp | 0.02 | ||
| Angolan Government International Bo | 9.12 | 11/26/2049 | 0.02 |
| Citigroup Commercial Mortgage Trust | 3.48 | 05/10/2047 | 0.02 |
| CCG Receivables Trust 2018-1 | 3.09 | 06/16/2025 | 0.02 |
| Centene Corp | 4.62 | 12/15/2029 | 0.02 |
| Melco Resorts Finance Ltd | 5.62 | 07/17/2027 | 0.02 |
| Gray Television Inc | 5.12 | 10/15/2024 | 0.02 |
| Navistar Financial Dealer Note Mast | 2.58 | 05/25/2024 | 0.02 |
| EnLink Midstream Partners LP | 5.60 | 04/01/2044 | 0.02 |
| Everi Payments Inc | 7.50 | 12/15/2025 | 0.02 |
| Hughes Satellite Systems Corp | 5.25 | 08/01/2026 | 0.02 |
| TEGNA Inc 144A | 5.50 | 09/15/2024 | 0.02 |
| CME Group Inc | 11/04/2022 | 0.02 | |
| Mexarrend SAPI de CV | 10.25 | 07/24/2024 | 0.02 |
| Camelot Finance SA | 4.50 | 11/01/2026 | 0.02 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.02 |
| Navistar Financial Dealer Note Mast | 3.08 | 05/25/2024 | 0.02 |
| Gray Television Inc 144A | 5.88 | 07/15/2026 | 0.02 |
| LCH.Clearnet LLC | 02/22/2023 | 0.02 | |
| JSW Steel Ltd | 5.95 | 04/18/2024 | 0.02 |
| AmWINS Group Inc | 7.75 | 07/01/2026 | 0.02 |
| Dana Inc | 5.38 | 11/15/2027 | 0.02 |
| Piraeus Bank SA | 9.75 | 06/26/2029 | 0.02 |
| DT Auto Owner Trust 2019-2 | 3.48 | 02/18/2025 | 0.02 |
| Icahn Enterprises LP / Icahn Enterp | 6.38 | 12/15/2025 | 0.02 |
| EnerSys | 4.38 | 12/15/2027 | 0.02 |
| Chicago Mercantile Exchange Inc | 07/17/2024 | 0.02 | |
| eG Global Finance PLC | 6.25 | 10/30/2025 | 0.02 |
| Scientific Games International Inc | 7.00 | 05/15/2028 | 0.02 |
| International Finance Corp | 0.00 | 02/15/2029 | 0.02 |
| Aramark Services Inc | 4.75 | 06/01/2026 | 0.02 |
| UniCredit SpA | 4.88 | 02/20/2029 | 0.02 |
| GLS Auto Receivables Trust 2018-1 | 2.82 | 07/15/2022 | 0.02 |
| Station Casinos LLC | 4.50 | 02/15/2028 | 0.02 |
| Lithia Motors Inc | 4.62 | 12/15/2027 | 0.02 |
| Ascent Resources Utica Holdings LLC | 10.00 | 04/01/2022 | 0.02 |
| UBS Commercial Mortgage Trust 2017- | 1.01 | 11/15/2050 | 0.02 |
| Fannie Mae Pool | 7.00 | 04/01/2033 | 0.02 |
| Antero Resources Corp | 5.38 | 11/01/2021 | 0.02 |
| MYR/USD FWD 20200617 000010098 USD | 06/17/2020 | 0.02 | |
| CME Group Inc | 03/06/2025 | 0.02 | |
| Petrobras Global Finance BV | 6.85 | 06/05/2115 | 0.02 |
| India Government Bond | 7.72 | 05/25/2025 | 0.02 |
| CNH Equipment Trust 2017-C | 2.54 | 05/15/2025 | 0.02 |
| GS Mortgage Securities Trust 2014-G | 3.65 | 01/10/2047 | 0.02 |
| Deutsche Mortgage Securities Inc | 1.87 | 07/22/2036 | 0.02 |
| Adient Global Holdings Ltd | 4.88 | 08/15/2026 | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finan | 6.25 | 11/01/2028 | 0.02 |
| Iron Mountain Inc | 4.88 | 09/15/2027 | 0.02 |
| CME Group Inc | 02/25/2022 | 0.02 | |
| USD/CAD FWD 20200617 | 06/17/2020 | 0.02 | |
| Fannie Mae REMICS | 18.23 | 06/25/2036 | 0.02 |
| CarMax Auto Owner Trust 2018-1 | 3.37 | 07/15/2024 | 0.02 |
| ASG Finance Designated Activity Co | 7.88 | 12/03/2024 | 0.02 |
| Banco Bilbao Vizcaya Argentaria SA | 6.50 | 12/31/2099 | 0.02 |
| Bombardier Inc 144A | 7.50 | 03/15/2025 | 0.02 |
| Standard Industries Inc/NJ 144A | 5.00 | 02/15/2027 | 0.02 |
| Genesis Energy LP / Genesis Energy | 6.50 | 10/01/2025 | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust | 3.31 | 11/10/2047 | 0.02 |
| Navient Corp | 6.75 | 06/15/2026 | 0.02 |
| Bombardier Inc | 7.88 | 04/15/2027 | 0.02 |
| TerraForm Power Operating LLC | 4.25 | 01/31/2023 | 0.02 |
| CAD/USD FWD 20200617 | 06/17/2020 | 0.02 | |
| VICI Properties LP / VICI Note Co I | 4.12 | 08/15/2030 | 0.02 |
| VICI Properties LP / VICI Note Co I | 3.75 | 02/15/2027 | 0.02 |
| TransDigm Inc | 6.25 | 03/15/2026 | 0.02 |
| Drive Auto Receivables Trust | 4.30 | 09/16/2024 | 0.02 |
| RR Donnelley & Sons Co | 7.88 | 03/15/2021 | 0.02 |
| VICI Properties LP / VICI Note Co I | 3.50 | 02/15/2025 | 0.02 |
| Chicago Mercantile Exchange Inc | 12/26/2028 | 0.02 | |
| JP Morgan Chase Commercial Mortgage | 3.22 | 04/15/2046 | 0.02 |
| Spirit AeroSystems Inc | 4.60 | 06/15/2028 | 0.02 |
| Benchmark 2018-B1 Mortgage Trust | 0.52 | 01/15/2051 | 0.02 |
| AES Corp/VA | 6.00 | 05/15/2026 | 0.02 |
| Quicken Loans Inc | 5.25 | 01/15/2028 | 0.02 |
| Cablevision Systems Corp | 5.88 | 09/15/2022 | 0.02 |
| CCO Holdings LLC / CCO Holdings Cap | 4.00 | 03/01/2023 | 0.02 |
| Lennar Corp | 4.50 | 04/30/2024 | 0.02 |
| GS Mortgage Securities Trust 2013-G | 4.65 | 11/10/2046 | 0.02 |
| Fannie Mae REMICS | 5.00 | 04/25/2040 | 0.02 |
| CSC Holdings LLC | 5.38 | 07/15/2023 | 0.02 |
| Service Corp International/US | 4.62 | 12/15/2027 | 0.02 |
| Fannie Mae REMICS | 18.60 | 03/25/2036 | 0.02 |
| KFC Holding Co/Pizza Hut Holdings L | 4.75 | 06/01/2027 | 0.02 |
| Eagle Intermediate Global Holding B | 7.50 | 05/01/2025 | 0.02 |
| Quicken Loans Inc | 5.75 | 05/01/2025 | 0.02 |
| Freddie Mac REMICS | 7.50 | 09/15/2022 | 0.02 |
| Holly Energy Partners LP / Holly En | 5.00 | 02/01/2028 | 0.02 |
| Albertsons Cos Inc / Safeway Inc / | 5.75 | 03/15/2025 | 0.02 |
| Sunoco LP / Sunoco Finance Corp | 4.88 | 01/15/2023 | 0.02 |
| LCH.Clearnet LLC | 08/28/2030 | 0.02 | |
| T-Mobile USA Inc | 5.12 | 04/15/2025 | 0.02 |
| Fannie Mae Pool | 6.50 | 11/01/2031 | 0.02 |
| LCH.Clearnet LLC | 03/08/2028 | 0.02 | |
| Energy Transfer Operating LP | 6.25 | 12/31/2099 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 5.88 | 04/01/2024 | 0.01 |
| Icahn Enterprises LP / Icahn Enterp | 6.25 | 05/15/2026 | 0.01 |
| Greif Inc | 6.50 | 03/01/2027 | 0.01 |
| LCH.Clearnet LLC | 08/25/2030 | 0.01 | |
| Freddie Mac Gold Pool | 5.00 | 12/01/2034 | 0.01 |
| Fannie Mae Pool | 7.50 | 09/01/2032 | 0.01 |
| NGL Energy Partners LP / NGL Energy | 6.12 | 03/01/2025 | 0.01 |
| Santander Drive Auto Receivables Tr | 3.22 | 07/15/2025 | 0.01 |
| Mauser Packaging Solutions Holding | 5.50 | 04/15/2024 | 0.01 |
| Vistra Operations Co LLC | 5.50 | 09/01/2026 | 0.01 |
| LCH.Clearnet LLC | 02/21/2022 | 0.01 | |
| Santander Drive Auto Receivables Tr | 3.88 | 02/15/2024 | 0.01 |
| Freddie Mac REMICS | 6.50 | 03/15/2032 | 0.01 |
| AmeriGas Partners LP / AmeriGas Fin | 5.50 | 05/20/2025 | 0.01 |
| Freddie Mac Multifamily Structured | 1.10 | 05/25/2026 | 0.01 |
| CASH & EQUIVALENTS | 0.01 | ||
| Wells Fargo Commercial Mortgage Tru | 0.89 | 12/15/2050 | 0.01 |
| LCH.Clearnet LLC | 12/12/2029 | 0.01 | |
| Fannie Mae Pool | 6.50 | 01/01/2034 | 0.01 |
| Vericast Corp | 8.38 | 08/15/2022 | 0.01 |
| QEP Resources Inc | 6.88 | 03/01/2021 | 0.01 |
| Talen Energy Supply LLC | 7.25 | 05/15/2027 | 0.01 |
| Panther BF Aggregator 2 LP / Panthe | 6.25 | 05/15/2026 | 0.01 |
| Builders FirstSource Inc | 5.00 | 03/01/2030 | 0.01 |
| Chemours Co/The | 6.62 | 05/15/2023 | 0.01 |
| Sri Lanka Government International | 6.75 | 04/18/2028 | 0.01 |
| Rain CII Carbon LLC / CII Carbon Co | 7.25 | 04/01/2025 | 0.01 |
| Freddie Mac REMICS | 22.17 | 08/15/2035 | 0.01 |
| CIT Group Inc | 5.00 | 08/15/2022 | 0.01 |
| HCA Inc | 5.88 | 02/15/2026 | 0.01 |
| Fannie Mae REMICS | 4.91 | 06/25/2037 | 0.01 |
| CLAIRES HOLDINGS LLC | 0.01 | ||
| CCG Receivables Trust | 3.22 | 09/14/2026 | 0.01 |
| Trivium Packaging Finance BV | 5.50 | 08/15/2026 | 0.01 |
| Citibank NA | 1.00 | 12/20/2024 | 0.01 |
| Pitney Bowes Inc | 5.70 | 04/01/2023 | 0.01 |
| Scientific Games International Inc | 8.25 | 03/15/2026 | 0.01 |
| Blue Cube Spinco LLC | 9.75 | 10/15/2023 | 0.01 |
| CPS Auto Receivables Trust 2018-A | 2.77 | 04/18/2022 | 0.01 |
| Frontier Communications Corp | 11.00 | 09/15/2025 | 0.01 |
| FREMF 2013-K26 Mortgage Trust | 3.60 | 12/25/2045 | 0.01 |
| PBF Holding Co LLC / PBF Finance Co | 7.25 | 06/15/2025 | 0.01 |
| CASH & EQUIVALENTS | 0.01 | ||
| Comstock Resources Inc | 9.75 | 08/15/2026 | 0.01 |
| Fannie Mae REMICS | 4.50 | 08/25/2025 | 0.01 |
| Simmons Foods Inc | 7.75 | 01/15/2024 | 0.01 |
| CSI Compressco LP / CSI Compressco | 7.50 | 04/01/2025 | 0.01 |
| USD/PEN FWD 20200617 000000908 USD | 06/17/2020 | 0.01 | |
| FMG Resources August 2006 Pty Ltd 1 | 4.75 | 05/15/2022 | 0.01 |
| Credit Suisse Group AG | 5.10 | 12/31/2059 | 0.01 |
| Rockpoint Gas Storage Canada Ltd | 7.00 | 03/31/2023 | 0.01 |
| Virgin Media Secured Finance PLC | 5.50 | 05/15/2029 | 0.01 |
| MGM Resorts International | 5.75 | 06/15/2025 | 0.01 |
| MDC Partners Inc | 6.50 | 05/01/2024 | 0.01 |
| Clearway Energy Operating LLC | 5.75 | 10/15/2025 | 0.01 |
| Colfax Corp | 6.38 | 02/15/2026 | 0.01 |
| Downstream Development Authority of | 10.50 | 02/15/2023 | 0.01 |
| Darling Ingredients Inc | 5.25 | 04/15/2027 | 0.01 |
| Indigo Natural Resources LLC | 6.88 | 02/15/2026 | 0.01 |
| Bank of America NA | 01/31/2022 | 0.01 | |
| Callon Petroleum Co | 6.38 | 07/01/2026 | 0.01 |
| Genesis Energy LP / Genesis Energy | 7.75 | 02/01/2028 | 0.01 |
| CASH & EQUIVALENTS | 0.01 | ||
| Sri Lanka Government International | 6.20 | 05/11/2027 | 0.01 |
| CNX Resources Corp | 5.88 | 04/15/2022 | 0.01 |
| American Credit Acceptance Receivab | 2.94 | 01/10/2024 | 0.01 |
| Fannie Mae REMICS | 6.50 | 11/25/2029 | 0.01 |
| Freddie Mac REMICS | 1.75 | 10/15/2023 | 0.01 |
| Chicago Mercantile Exchange Inc | 08/26/2026 | 0.01 | |
| Fannie Mae REMICS | 6.50 | 04/25/2032 | 0.01 |
| Nationstar Mortgage Holdings Inc | 6.00 | 01/15/2027 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 03/01/2035 | 0.01 |
| Intercontinental Exchange Inc | 1.00 | 12/20/2024 | 0.01 |
| Olin Corp | 5.00 | 02/01/2030 | 0.01 |
| Capital Auto Receivables Asset Trus | 3.15 | 02/20/2025 | 0.01 |
| Tervita Corp | 7.62 | 12/01/2021 | 0.01 |
| Ardagh Packaging Finance PLC / Arda | 4.25 | 09/15/2022 | 0.01 |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | 0.01 |
| Fannie Mae Pool | 7.50 | 11/01/2029 | 0.01 |
| Olin Corp | 5.12 | 09/15/2027 | 0.01 |
| United Auto Credit Securitization T | 3.16 | 08/12/2024 | 0.01 |
| Sunoco LP / Sunoco Finance Corp | 6.00 | 04/15/2027 | 0.01 |
| MGM Growth Properties Operating Par | 5.75 | 02/01/2027 | 0.01 |
| AMC Entertainment Holdings Inc | 5.75 | 06/15/2025 | 0.01 |
| Diamond Resorts International Inc | 7.75 | 09/01/2023 | 0.01 |
| Chicago Mercantile Exchange Inc | 10/17/2020 | 0.01 | |
| Targa Resources Partners LP / Targa | 6.50 | 07/15/2027 | 0.01 |
| Fannie Mae REMICS | 8.00 | 07/18/2027 | 0.01 |
| Freeport-McMoRan Inc | 4.55 | 11/14/2024 | 0.01 |
| Energizer Holdings Inc | 6.38 | 07/15/2026 | 0.01 |
| Targa Resources Partners LP / Targa | 5.50 | 03/01/2030 | 0.01 |
| Viking Cruises Ltd | 5.88 | 09/15/2027 | 0.01 |
| Gulfport Energy Corp | 6.00 | 10/15/2024 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2029 | 0.01 |
| CD 2017-CD6 Mortgage Trust | 0.96 | 11/13/2050 | 0.01 |
| Basic Energy Services Inc | 10.75 | 10/15/2023 | 0.01 |
| Fannie Mae Pool | 7.00 | 01/01/2030 | 0.01 |
| Hellenic Republic Government Bond | 0.00 | 10/15/2042 | 0.01 |
| Freeport-McMoRan Inc | 5.45 | 03/15/2043 | 0.01 |
| CoreCivic Inc | 4.62 | 05/01/2023 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 5.88 | 05/01/2027 | 0.01 |
| CCO Holdings LLC / CCO Holdings Cap | 5.38 | 05/01/2025 | 0.01 |
| Algeco Global Finance Plc | 8.00 | 02/15/2023 | 0.01 |
| Fannie Mae Grantor Trust 2001-T10 | 0.38 | 12/25/2041 | 0.01 |
| MPT Operating Partnership LP / MPT | 6.38 | 03/01/2024 | 0.01 |
| L Brands Inc | 5.25 | 02/01/2028 | 0.01 |
| Goldman Sachs International | 06/24/2029 | 0.01 | |
| Freddie Mac REMICS | 4.00 | 04/15/2040 | 0.01 |
| Windstream Services LLC | 5.58 | 03/29/2021 | 0.01 |
| EQT Corp | 7.00 | 02/01/2030 | 0.01 |
| EQT Corp | 3.90 | 10/01/2027 | 0.01 |
| CEC Entertainment Inc | 8.00 | 02/15/2022 | 0.01 |
| Government National Mortgage Associ | 5.95 | 04/16/2041 | 0.01 |
| Intercontinental Exchange Inc | 1.00 | 12/20/2024 | 0.01 |
| Morgan Stanley Capital I 2017-HR2 | 0.79 | 12/15/2050 | 0.01 |
| Freddie Mac REMICS | 1.50 | 07/15/2023 | 0.01 |
| MPT Operating Partnership LP / MPT | 5.00 | 10/15/2027 | 0.01 |
| Prosus NV | 3.68 | 01/21/2030 | 0.01 |
| Multifamily Connecticut Avenue Secu | 4.88 | 10/15/2049 | 0.01 |
| Citigroup Mortgage Loan Trust 2006- | 3.88 | 10/25/2035 | 0.01 |
| PLN/USD FWD 20200617 000004334 USD | 06/17/2020 | 0.01 | |
| Calpine Corp | 5.75 | 01/15/2025 | 0.01 |
| Boyd Gaming Corp | 6.38 | 04/01/2026 | 0.01 |
| CASH & EQUIVALENTS | 0.01 | ||
| Fannie Mae Pool | 5.50 | 05/01/2036 | 0.01 |
| Fannie Mae REMICS | 6.00 | 01/25/2032 | 0.01 |
| COMM 2012-CCRE5 Mortgage Trust | 1.53 | 12/10/2045 | 0.01 |
| Ziggo Bond Co BV | 5.12 | 02/28/2030 | 0.01 |
| Freddie Mac REMICS | 1.65 | 02/15/2032 | 0.01 |
| Fannie Mae REMICS | 4.00 | 04/25/2041 | 0.01 |
| CME Group Inc | 01/02/2024 | 0.01 | |
| CME Group Inc | 03/02/2022 | 0.01 | |
| Credit Acceptance Auto Loan Trust 2 | 3.75 | 04/17/2028 | 0.01 |
| Transocean Inc | 8.00 | 02/01/2027 | 0.01 |
| CME Group Inc | 10/21/2024 | 0.01 | |
| Fannie Mae REMICS | 5.07 | 05/25/2035 | 0.01 |
| China Evergrande Group | 8.25 | 03/23/2022 | 0.01 |
| Argentine Bonos del Tesoro | 18.20 | 10/03/2021 | 0.01 |
| Fannie Mae REMICS | 2.23 | 11/25/2031 | 0.01 |
| Freddie Mac Gold Pool | 6.00 | 07/01/2024 | 0.01 |
| Sunoco LP / Sunoco Finance Corp | 5.50 | 02/15/2026 | 0.01 |
| Fannie Mae Interest Strip | 5.50 | 11/25/2033 | 0.01 |
| Element Rail Leasing I LLC 144A | 2.30 | 04/19/2044 | 0.01 |
| CITGO Petroleum Corp | 6.25 | 08/15/2022 | 0.01 |
| Freddie Mac REMICS | 6.02 | 05/15/2035 | 0.01 |
| LCH.Clearnet LLC | 09/29/2022 | 0.01 | |
| Fannie Mae REMICS | 5.60 | 09/25/2036 | 0.01 |
| Freddie Mac REMICS | 1.65 | 08/15/2031 | 0.01 |
| Freddie Mac REMICS | 4.00 | 06/15/2038 | 0.01 |
| CCG Receivables Trust 2018-1 | 3.42 | 06/16/2025 | 0.01 |
| McDermott Technology Americas Inc / | 10.62 | 12/31/2049 | 0.01 |
| Fannie Mae REMICS | 4.52 | 12/25/2042 | 0.01 |
| Freddie Mac REMICS | 1.70 | 03/15/2032 | 0.01 |
| EMC Corp | 2.65 | 06/01/2020 | 0.01 |
| Fannie Mae REMICS | 6.50 | 10/25/2028 | 0.01 |
| Claire's Stores Inc | 8.42 | 12/18/2026 | 0.01 |
| CME Group Inc | 01/01/2025 | 0.01 | |
| Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.01 |
| GS Mortgage Securities Trust 2013-G | 2.68 | 06/10/2046 | 0.01 |
| CME Group Inc | 03/02/2022 | 0.01 | |
| NGL Energy Partners LP / NGL Energy | 7.50 | 04/15/2026 | 0.01 |
| Nabors Industries Inc | 5.75 | 02/01/2025 | 0.01 |
| Government National Mortgage Associ | 5.85 | 04/16/2037 | 0.01 |
| Antero Resources Corp | 5.12 | 12/01/2022 | 0.01 |
| Precision Drilling Corp | 7.12 | 01/15/2026 | 0.01 |
| CoreCivic Inc | 5.00 | 10/15/2022 | 0.01 |
| Builders FirstSource Inc | 6.75 | 06/01/2027 | 0.01 |
| Freddie Mac Gold Pool | 7.50 | 02/01/2032 | 0.01 |
| Ensign Drilling Inc | 9.25 | 04/15/2024 | 0.01 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.01 |
| Freddie Mac REMICS | 5.00 | 09/15/2023 | 0.01 |
| Murray Energy Corp | 8.24 | 10/17/2022 | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finan | 5.75 | 10/01/2025 | 0.01 |
| Wynn Macau Ltd | 5.50 | 10/01/2027 | 0.01 |
| Freddie Mac Gold Pool | 7.00 | 10/01/2031 | 0.01 |
| Freddie Mac REMICS | 5.45 | 07/15/2035 | 0.01 |
| TerraForm Power Operating LLC | 5.00 | 01/31/2028 | 0.01 |
| Freddie Mac Structured Agency Credi | 4.43 | 05/25/2028 | 0.01 |
| Freddie Mac REMICS | 3.50 | 05/15/2032 | 0.01 |
| Fannie Mae REMICS | 4.00 | 03/25/2041 | 0.01 |
| Freddie Mac REMICS | 6.00 | 01/15/2035 | 0.01 |
| Freddie Mac REMICS | 1.70 | 02/15/2032 | 0.01 |
| GSR Mortgage Loan Trust 2005-AR4 | 4.66 | 07/25/2035 | 0.01 |
| Freddie Mac Multifamily Structured | 0.65 | 02/25/2026 | 0.01 |
| Fannie Mae REMICS | 6.57 | 01/25/2033 | 0.01 |
| Goldman Sachs International | 05/23/2024 | 0.00 | |
| CME Group Inc | 03/02/2022 | 0.00 | |
| Fannie Mae Interest Strip | 6.50 | 06/25/2031 | 0.00 |
| Fannie Mae REMICS | 2.13 | 12/25/2032 | 0.00 |
| NGL Energy Partners LP / NGL Energy | 7.50 | 11/01/2023 | 0.00 |
| Crestwood Midstream Partners LP / C | 6.25 | 04/01/2023 | 0.00 |
| Chicago Mercantile Exchange Inc | 07/01/2022 | 0.00 | |
| Freddie Mac Structured Agency Credi | 4.53 | 07/25/2028 | 0.00 |
| CME Group Inc | 02/28/2023 | 0.00 | |
| WFRBS Commercial Mortgage Trust 201 | 1.31 | 03/15/2044 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2032 | 0.00 |
| Southwestern Energy Co | 6.20 | 01/23/2025 | 0.00 |
| Yum! Brands Inc | 7.75 | 04/01/2025 | 0.00 |
| Fannie Mae REMICS | 6.00 | 05/25/2031 | 0.00 |
| Quatrim SASU | 5.88 | 01/15/2024 | 0.00 |
| Crestwood Midstream Partners LP / C | 5.75 | 04/01/2025 | 0.00 |
| JPMorgan Chase Bank NA | 1.00 | 12/20/2021 | 0.00 |
| Chicago Mercantile Exchange Inc | 07/24/2029 | 0.00 | |
| Fannie Mae REMICS | 7.00 | 03/25/2033 | 0.00 |
| Fannie Mae REMICS | 2.63 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.57 | 06/25/2037 | 0.00 |
| Freddie Mac REMICS | 1.70 | 03/15/2032 | 0.00 |
| HighPoint Operating Corp | 8.75 | 06/15/2025 | 0.00 |
| Fannie Mae Pool | 7.50 | 02/01/2027 | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | 3.98 | 07/25/2035 | 0.00 |
| Freddie Mac REMICS | 1.70 | 02/15/2032 | 0.00 |
| Clear Channel Outdoor Holdings Inc | 0.00 | ||
| Freddie Mac REMICS | 1.70 | 02/15/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| CME Group Inc | 12/12/2024 | 0.00 | |
| JP Morgan / Hipotecaria su Casita | 6.47 | 08/26/2035 | 0.00 |
| Whiting Petroleum Corp Conv Bnd | 1.25 | 04/01/2020 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 03/25/2033 | 0.00 |
| CME Group Inc | 01/02/2025 | 0.00 | |
| Fannie Mae REMICS | 4.97 | 05/25/2035 | 0.00 |
| Whiting Petroleum Corp | 5.75 | 03/15/2021 | 0.00 |
| EnLink Midstream LLC | 5.38 | 06/01/2029 | 0.00 |
| Whiting Petroleum Corp | 6.62 | 01/15/2026 | 0.00 |
| Freddie Mac REMICS | 1.70 | 02/15/2032 | 0.00 |
| EnLink Midstream Partners LP | 4.40 | 04/01/2024 | 0.00 |
| Freddie Mac REMICS | 6.35 | 10/15/2033 | 0.00 |
| Gulfport Energy Corp | 6.38 | 05/15/2025 | 0.00 |
| CCG Receivables Trust | 3.57 | 09/14/2026 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2028 | 0.00 |
| Ashland LLC | 4.75 | 08/15/2022 | 0.00 |
| Freddie Mac REMICS | 5.37 | 05/15/2038 | 0.00 |
| COMM 2014-CCRE21 Mortgage Trust | 3.99 | 12/10/2047 | 0.00 |
| Fannie Mae REMICS | 5.12 | 05/25/2035 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2031 | 0.00 |
| Fannie Mae REMICS | 2.16 | 10/18/2032 | 0.00 |
| Party City Holdings Inc | 6.62 | 08/01/2026 | 0.00 |
| Fannie Mae REMICS | 2.03 | 11/25/2033 | 0.00 |
| LCH.Clearnet LLC | 06/17/2025 | 0.00 | |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 02/25/2033 | 0.00 |
| WaMu Mortgage Pass-Through Certific | 4.18 | 10/25/2033 | 0.00 |
| Fannie Mae REMICS | 5.92 | 10/25/2033 | 0.00 |
| Fannie Mae REMICS | 6.62 | 05/25/2033 | 0.00 |
| Fannie Mae REMICS | 4.92 | 10/25/2041 | 0.00 |
| Callon Petroleum Co | 8.25 | 07/15/2025 | 0.00 |
| USD/HUF FWD 20200617 000004334 USD | 06/17/2020 | 0.00 | |
| Ginnie Mae I Pool | 8.00 | 06/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.30 | 12/15/2037 | 0.00 |
| Freddie Mac REMICS | 6.02 | 05/15/2035 | 0.00 |
| Freeport-McMoRan Inc | 3.55 | 03/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 01/25/2034 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2035 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 02/25/2032 | 0.00 |
| LCH.Clearnet LLC | 03/06/2030 | 0.00 | |
| Fannie Mae REMICS | 6.24 | 11/18/2031 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 09/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 06/15/2032 | 0.00 |
| LCH.Clearnet LLC | 03/06/2030 | 0.00 | |
| Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 06/01/2035 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Sabine Oil & Gas Holdings Inc | 0.00 | ||
| Ginnie Mae II Pool | 7.00 | 01/20/2030 | 0.00 |
| Freddie Mac REMICS | 5.30 | 03/15/2024 | 0.00 |
| Fannie Mae Pool | 7.50 | 03/01/2033 | 0.00 |
| RALI Series 2006-QS13 Trust | 6.00 | 09/25/2036 | 0.00 |
| Callon Petroleum Co | 6.25 | 04/15/2023 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 07/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
| CWHEQ Revolving Home Equity Loan Tr | 1.89 | 12/15/2035 | 0.00 |
| Freddie Mac Strips | 7.00 | 09/01/2029 | 0.00 |
| CLAIRES HOLDINGS LLC Pfd | 0.00 | ||
| Fannie Mae Interest Strip | 6.00 | 12/25/2032 | 0.00 |
| Freddie Mac REMICS | 5.55 | 12/15/2039 | 0.00 |
| Fannie Mae REMICS | 2.63 | 04/25/2032 | 0.00 |
| Fannie Mae REMICS | 4.42 | 03/25/2035 | 0.00 |
| Fannie Mae Grantor Trust 2001-T3 | 0.64 | 11/25/2040 | 0.00 |
| Asbury Automotive Group Inc | 4.75 | 03/01/2030 | 0.00 |
| Bear Stearns ARM Trust 2006-1 | 3.84 | 02/25/2036 | 0.00 |
| Fannie Mae REMICS | 2.63 | 09/25/2032 | 0.00 |
| Freddie Mac Strips | 6.00 | 12/15/2032 | 0.00 |
| CWHEQ Revolving Home Equity Loan Tr | 1.81 | 11/15/2036 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 06/25/2035 | 0.00 |
| Fannie Mae REMICS | 6.62 | 02/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| FREMF 2014-K715 Mortgage Trust | 4.12 | 02/25/2046 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 08/01/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae REMICS | 5.97 | 06/25/2026 | 0.00 |
| Fannie Mae REMICS | 6.44 | 12/18/2032 | 0.00 |
| Chicago Mercantile Exchange Inc | 01/04/2021 | 0.00 | |
| Fannie Mae REMICS | 6.34 | 03/18/2032 | 0.00 |
| Fannie Mae REMICS | 7.00 | 07/25/2026 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 04/25/2034 | 0.00 |
| Fannie Mae REMICS | 6.37 | 07/25/2032 | 0.00 |
| Fannie Mae REMICS | 2.63 | 12/25/2032 | 0.00 |
| HomeBanc Mortgage Trust 2005-3 | 2.25 | 07/25/2035 | 0.00 |
| Freddie Mac REMICS | 1.35 | 07/15/2029 | 0.00 |
| Lehman Structured Securities Corp | 0.00 | 07/26/2024 | 0.00 |
| Freddie Mac REMICS | 7.40 | 06/15/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 08/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2029 | 0.00 |
| Fannie Mae REMICS | 6.47 | 03/25/2032 | 0.00 |
| Fannie Mae Pool | 7.00 | 12/01/2033 | 0.00 |
| Freddie Mac Strips | 7.50 | 12/15/2029 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 01/01/2022 | 0.00 |
| Fannie Mae REMICS | 6.37 | 07/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 07/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 6.50 | 04/25/2029 | 0.00 |
| Fannie Mae Pool | 7.00 | 06/01/2022 | 0.00 |
| Fannie Mae REMICS | 6.47 | 04/25/2032 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | ||
| Freddie Mac REMICS | 6.75 | 02/15/2024 | 0.00 |
| LCH.Clearnet LLC | 03/25/2025 | 0.00 | |
| Chase Funding Trust Series 2003-2 | 2.19 | 02/25/2033 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 5.50 | 02/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 03/15/2028 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2030 | 0.00 |
| Freddie Mac REMICS | 1.15 | 02/15/2029 | 0.00 |
| Freddie Mac REMICS | 5.30 | 04/15/2038 | 0.00 |
| Fannie Mae REMICS | 5.37 | 04/25/2032 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 09/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 6.44 | 12/18/2032 | 0.00 |
| Fannie Mae Pool | 5.50 | 08/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 07/01/2029 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 05/15/2028 | 0.00 |
| Freddie Mac REMICS | 1.20 | 01/15/2033 | 0.00 |
| Fannie Mae REMICS | 6.32 | 01/25/2032 | 0.00 |
| Freddie Mac Strips | 6.50 | 06/01/2031 | 0.00 |
| Fannie Mae REMICS | 6.17 | 04/25/2032 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 10/15/2031 | 0.00 |
| Fannie Mae REMICS | 7.00 | 04/25/2033 | 0.00 |
| Fannie Mae REMICS | 6.37 | 09/25/2032 | 0.00 |
| Freddie Mac Strips | 7.00 | 04/01/2027 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac REMICS | 8.25 | 08/15/2029 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Fannie Mae REMICS | 4.00 | 08/25/2026 | 0.00 |
| Freddie Mac REMICS | 7.00 | 04/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Freddie Mac REMICS | 6.05 | 02/15/2035 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 04/15/2028 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 01/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 01/15/2031 | 0.00 |
| Freddie Mac Gold Pool | 6.00 | 10/01/2022 | 0.00 |
| Fannie Mae REMICS | 4.42 | 07/25/2038 | 0.00 |
| Freddie Mac Gold Pool | 6.50 | 02/01/2022 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 08/01/2021 | 0.00 |
| Freddie Mac REMICS | 7.90 | 07/17/2028 | 0.00 |
| Fannie Mae REMICS | 6.50 | 04/25/2029 | 0.00 |
| Murray Energy Corp | 12.00 | 04/15/2024 | 0.00 |
| Freddie Mac REMICS | 3.00 | 05/15/2040 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 08/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 02/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| USD/KRW FWD 20200617 000010098 USD | 06/17/2020 | 0.00 | |
| Freddie Mac REMICS | 6.50 | 02/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 03/15/2028 | 0.00 |
| Freddie Mac REMICS | 6.50 | 04/15/2028 | 0.00 |
| Freddie Mac Strips | 6.50 | 02/01/2028 | 0.00 |
| Fannie Mae Pool | 8.50 | 07/01/2032 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 01/15/2028 | 0.00 |
| Freddie Mac Gold Pool | 7.00 | 12/01/2021 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 05/25/2023 | 0.00 |
| Fannie Mae REMICS | 5.12 | 03/25/2035 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Fannie Mae Pool | 5.50 | 07/01/2022 | 0.00 |
| Freddie Mac REMICS | 7.90 | 07/17/2028 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Pool | 7.00 | 09/01/2021 | 0.00 |
| Fannie Mae Interest Strip | 6.00 | 08/25/2035 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 10/25/2023 | 0.00 |
| Fannie Mae Pool | 5.50 | 01/01/2022 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 01/25/2024 | 0.00 |
| Vendee Mortgage Trust 1995-2 | 0.79 | 06/15/2025 | 0.00 |
| Fannie Mae Pool | 5.50 | 05/01/2022 | 0.00 |
| Freddie Mac REMICS | 7.00 | 03/15/2028 | 0.00 |
| Ginnie Mae II Pool | 3.25 | 07/20/2027 | 0.00 |
| Fannie Mae Pool | 5.50 | 07/01/2022 | 0.00 |
| Ginnie Mae I Pool | 8.00 | 02/15/2028 | 0.00 |
| Fannie Mae REMICS | 5.50 | 06/25/2023 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae REMICS | 3.00 | 01/25/2021 | 0.00 |
| Fannie Mae Pool | 5.00 | 11/01/2021 | 0.00 |
| Fannie Mae REMICS | 6.24 | 12/18/2031 | 0.00 |
| Fannie Mae Pool | 5.50 | 04/01/2022 | 0.00 |
| Fannie Mae Pool | 9.50 | 03/15/2021 | 0.00 |
| Fannie Mae REMICS | 6.27 | 11/25/2031 | 0.00 |
| Fannie Mae REMICS | 3.00 | 12/25/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
| Fannie Mae Pool | 4.50 | 12/01/2020 | 0.00 |
| Fannie Mae Interest Strip | 7.50 | 11/25/2023 | 0.00 |
| Capital Lease Funding Securitizatio | 1.41 | 06/22/2024 | 0.00 |
| Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
| Fannie Mae Interest Strip | 9.50 | 11/25/2026 | 0.00 |
| Fannie Mae Pool | 5.00 | 12/01/2021 | 0.00 |
| Fannie Mae Pool | 5.50 | 02/01/2022 | 0.00 |
| Fannie Mae REMICS | 5.07 | 02/25/2024 | 0.00 |
| Fannie Mae REMICS | 2.75 | 06/25/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 03/01/2022 | 0.00 |
| Fannie Mae Pool | 5.00 | 03/01/2021 | 0.00 |
| Fannie Mae REMICS | 3.00 | 05/25/2020 | 0.00 |
| Fannie Mae Pool | 5.50 | 07/01/2022 | 0.00 |
| Freddie Mac REMICS | 4.50 | 07/15/2020 | 0.00 |
| Fannie Mae REMICS | 4.50 | 11/25/2020 | 0.00 |
| Vendee Mortgage Trust 1995-3 | 0.00 | 09/15/2025 | 0.00 |
| Vendee Mortgage Trust 1992-2 | 0.00 | 09/15/2022 | 0.00 |
| CASH & EQUIVALENTS | 0.00 | 0.00 | |
| Freddie Mac Structured Agency Credi | 2.83 | 08/25/2029 | 0.00 |
| Fannie Mae Connecticut Avenue Secur | 2.48 | 11/25/2029 | 0.00 |
| CASH & EQUIVALENTS | -0.00 | ||
| Bank of America NA | 1.00 | 12/20/2021 | -0.00 |
| USD/KRW FWD 20200617 000010098 USD | 06/17/2020 | -0.00 | |
| CASH & EQUIVALENTS | -0.00 | ||
| USD/HUF FWD 20200617 000004334 USD | 06/17/2020 | -0.00 | |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | -0.00 |
| Intercontinental Exchange Inc | 1.00 | 06/20/2022 | -0.00 |
| Chicago Mercantile Exchange Inc | 08/01/2029 | -0.01 | |
| LCH.Clearnet LLC | 03/25/2025 | -0.01 | |
| Citibank NA | 1.00 | 12/20/2024 | -0.01 |
| PLN/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.01 | |
| CME Group Inc | 01/02/2025 | -0.01 | |
| LCH.Clearnet LLC | 02/27/2022 | -0.01 | |
| CME Group Inc | 01/02/2025 | -0.01 | |
| USD/PEN FWD 20200617 000000908 USD | 06/17/2020 | -0.01 | |
| LCH.Clearnet LLC | 08/07/2029 | -0.01 | |
| LCH.Clearnet LLC | 03/10/2030 | -0.01 | |
| LCH.Clearnet LLC | 02/21/2030 | -0.01 | |
| Goldman Sachs International | 02/28/2025 | -0.01 | |
| LCH.Clearnet LLC | 03/25/2030 | -0.02 | |
| LCH.Clearnet LLC | 12/16/2026 | -0.02 | |
| USD/CAD FWD 20200617 | 06/17/2020 | -0.02 | |
| Goldman Sachs International | 03/05/2022 | -0.02 | |
| CAD/USD FWD 20200617 | 06/17/2020 | -0.02 | |
| Goldman Sachs International | 01/14/2030 | -0.02 | |
| Goldman Sachs International | 10/25/2021 | -0.02 | |
| MYR/USD FWD 20200617 000010098 USD | 06/17/2020 | -0.02 | |
| CME Group Inc | 01/04/2021 | -0.02 | |
| Standard Chartered Bank/New York | 01/10/2024 | -0.02 | |
| CME Group Inc | 01/04/2021 | -0.02 | |
| CME Group Inc | 01/04/2021 | -0.02 | |
| CME Group Inc | 01/04/2027 | -0.02 | |
| CME Group Inc | 01/04/2021 | -0.02 | |
| LCH.Clearnet LLC | 03/08/2028 | -0.02 | |
| CME Group Inc | 01/03/2022 | -0.03 | |
| CME Group Inc | 01/04/2027 | -0.03 | |
| CME Group Inc | 01/04/2027 | -0.03 | |
| CME Group Inc | 01/02/2023 | -0.04 | |
| CME Group Inc | 01/03/2022 | -0.04 | |
| LCH.Clearnet LLC | 10/01/2029 | -0.04 | |
| CME Group Inc | 01/04/2027 | -0.06 | |
| ZAR/USD FWD 20200617 | 06/17/2020 | -0.06 | |
| LCH.Clearnet LLC | 05/18/2030 | -0.07 | |
| USD/CNY FWD 20200617 000006219 USD | 06/17/2020 | -0.07 | |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2021 | -0.07 |
| USD/EUR FWD 20200617 | 06/17/2020 | -0.07 | |
| USD/COP FWD 20200427 000010098 USD | 04/27/2020 | -0.08 | |
| BRL/USD FWD 20200402 | 04/02/2020 | -0.09 | |
| Barclays Bank PLC | 05/13/2020 | -0.09 | |
| LCH.Clearnet LLC | 02/19/2025 | -0.09 | |
| USD/EUR FWD 20200617 | 06/17/2020 | -0.10 | |
| LCH.Clearnet LLC | 04/08/2030 | -0.11 | |
| JPMorgan Chase Bank NA | 5.00 | 12/20/2022 | -0.11 |
| LCH.Clearnet LLC | 02/03/2025 | -0.11 | |
| LCH.Clearnet LLC | 01/30/2025 | -0.11 | |
| LCH.Clearnet LLC | 03/26/2030 | -0.13 | |
| LCH.Clearnet LLC | 08/19/2050 | -0.13 | |
| USD/EGP FWD 20200810 000011091 USD | 08/10/2020 | -0.14 | |
| JPMorgan Chase Bank NA | 05/13/2020 | -0.14 | |
| Morgan Stanley Capital Services LLC | 05/13/2020 | -0.14 | |
| Intercontinental Exchange Inc | 5.00 | 12/20/2024 | -0.17 |
| LCH.Clearnet LLC | 03/06/2030 | -0.17 | |
| USD/TRY FWD 20200617 000006038 USD | 06/17/2020 | -0.17 | |
| NOK/USD FWD 20200617 | 06/17/2020 | -0.19 | |
| LCH.Clearnet LLC | 01/17/2030 | -0.20 | |
| TRY/USD FWD 20200617 000011091 USD | 06/17/2020 | -0.22 | |
| EUR/USD FWD 20200617 | 06/17/2020 | -0.23 | |
| NZD/USD FWD 20200617 | 06/17/2020 | -0.23 | |
| LCH.Clearnet LLC | 07/19/2024 | -0.26 | |
| LCH.Clearnet LLC | 07/30/2024 | -0.27 | |
| USD/IDR FWD 20200617 000000908 USD | 06/17/2020 | -0.27 | |
| TRY/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.28 | |
| EUR/RUB FWD 20201105 | 11/05/2020 | -0.28 | |
| IDR/USD FWD 20200622 | 06/22/2020 | -0.28 | |
| Citibank NA | 05/13/2020 | -0.29 | |
| CASH & EQUIVALENTS | -0.31 | ||
| USD/MXN FWD 20200529 000004334 USD | 05/29/2020 | -0.33 | |
| USD/COP FWD 20200420 000000908 USD | 04/20/2020 | -0.33 | |
| USD/COP FWD 20200420 000010098 USD | 04/20/2020 | -0.34 | |
| GBP/USD FWD 20200617 | 06/17/2020 | -0.35 | |
| NOK/USD FWD 20200617 | 06/17/2020 | -0.36 | |
| BRL/USD FWD 20210218 000011091 USD | 02/18/2021 | -0.37 | |
| JPY/USD FWD 20200617 | 06/17/2020 | -0.37 | |
| EUR/USD FWD 20200617 | 06/17/2020 | -0.39 | |
| USD/COP FWD 20200617 000000908 USD | 06/17/2020 | -0.39 | |
| USD/ZAR FWD 20200617 000006038 USD | 06/17/2020 | -0.46 | |
| USD/ZAR FWD 20200617 | 06/17/2020 | -0.50 | |
| MXN/USD FWD 20220110 | 01/10/2022 | -0.52 | |
| USD/RUB FWD 20200526 000010098 USD | 05/26/2020 | -0.52 | |
| Goldman Sachs International | 05/13/2020 | -0.54 | |
| ZAR/USD FWD 20200617 000006038 USD | 06/17/2020 | -0.56 | |
| USD/MXN FWD 20200617 000006038 USD | 06/17/2020 | -0.60 | |
| USD/THB FWD 20200617 000004334 USD | 06/17/2020 | -0.60 | |
| IDR/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.61 | |
| BRL/USD FWD 20200505 000004334 USD | 05/05/2020 | -0.61 | |
| USD/MXN FWD 20220110 | 01/10/2022 | -0.62 | |
| JPY/USD FWD 20200617 | 06/17/2020 | -0.67 | |
| Goldman Sachs International | 03/08/2021 | -0.69 | |
| USD/RUB FWD 20210225 000011091 USD | 02/25/2021 | -0.69 | |
| THB/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.71 | |
| BRL/USD FWD 20200401 000010098 USD | 04/01/2020 | -0.71 | |
| INR/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.72 | |
| MXN/USD FWD 20200617 000006038 USD | 06/17/2020 | -0.72 | |
| USD/BRL FWD 20200402 000006038 USD | 04/02/2020 | -0.72 | |
| Goldman Sachs International | 05/11/2020 | -0.73 | |
| USD/ZAR FWD 20200709 | 07/09/2020 | -0.73 | |
| MXN/USD FWD 20200617 000011091 USD | 06/17/2020 | -0.74 | |
| JPMorgan Chase Bank NA | 02/08/2021 | -0.75 | |
| Goldman Sachs International | 05/11/2020 | -0.77 | |
| USD/TRY FWD 20200617 000004334 USD | 06/17/2020 | -0.78 | |
| RUB/USD FWD 20200617 000004334 USD | 06/17/2020 | -0.81 | |
| USD/MXN FWD 20200617 000004334 USD | 06/17/2020 | -0.82 | |
| Intercontinental Exchange Inc | 5.00 | 12/20/2024 | -0.86 |
| BRL/USD FWD 20200402 000006038 USD | 04/02/2020 | -0.86 | |
| Goldman Sachs International | 03/08/2021 | -0.88 | |
| Goldman Sachs International | 02/08/2021 | -0.90 | |
| USD/IDR FWD 20201026 | 10/26/2020 | -0.92 | |
| RUB/USD FWD 20210111 000011091 USD | 01/11/2021 | -0.99 | |
| RUB/USD FWD 20210225 000011091 USD | 02/25/2021 | -1.01 | |
| USD/CLP FWD 20200617 000004334 USD | 06/17/2020 | -1.02 | |
| CLP/USD FWD 20200617 000004334 USD | 06/17/2020 | -1.04 | |
| USD/JPY FWD 20200617 | 06/17/2020 | -1.05 | |
| MXN/USD FWD 20200706 000004334 USD | 07/06/2020 | -1.10 | |
| Goldman Sachs International | 04/01/2020 | -1.13 | |
| THB/USD FWD 20200505 000004334 USD | 05/05/2020 | -1.15 | |
| Goldman Sachs International | 08/07/2020 | -1.26 | |
| BRL/USD FWD 20200417 000011091 USD | 04/17/2020 | -1.26 | |
| JPMorgan Chase Bank NA | 08/07/2020 | -1.27 | |
| BRL/USD FWD 20200402 000010098 USD | 04/02/2020 | -1.27 | |
| EUR/USD FWD 20200807 | 08/07/2020 | -1.31 | |
| JPMorgan Chase Bank NA | 08/07/2020 | -1.31 | |
| USD/GBP FWD 20200617 | 06/17/2020 | -1.40 | |
| USD/NOK FWD 20210830 | 08/30/2021 | -1.40 | |
| GBP/USD FWD 20200617 | 06/17/2020 | -1.43 | |
| JPMorgan Chase Bank NA | 04/01/2020 | -1.44 | |
| USD/MXN FWD 20200617 000000908 USD | 06/17/2020 | -1.47 | |
| NZD/USD FWD 20200617 | 06/17/2020 | -1.58 | |
| EUR/USD FWD 20210830 | 08/30/2021 | -1.62 | |
| USD/NZD FWD 20200617 | 06/17/2020 | -1.63 | |
| USD/BRL FWD 20200401 000004334 USD | 04/01/2020 | -1.72 | |
| ZAR/USD FWD 20200617 000004334 USD | 06/17/2020 | -1.77 | |
| Goldman Sachs International | 05/11/2020 | -1.81 | |
| NOK/USD FWD 20200617 | 06/17/2020 | -1.83 | |
| USD/INR FWD 20200420 000006038 USD | 04/20/2020 | -1.83 | |
| Goldman Sachs International | 05/11/2020 | -1.91 | |
| Goldman Sachs International | 01/08/2021 | -2.17 | |
| MXN/USD FWD 20200724 000006038 USD | 07/24/2020 | -2.22 | |
| COP/USD FWD 20200617 000000908 USD | 06/17/2020 | -2.26 | |
| USD/RUB FWD 20200617 000004334 USD | 06/17/2020 | -2.31 | |
| MXN/USD FWD 20200617 000004334 USD | 06/17/2020 | -2.56 | |
| USD/EUR FWD 20200617 | 06/17/2020 | -2.57 | |
| BRL/USD FWD 20200402 000004334 USD | 04/02/2020 | -2.62 | |
| Goldman Sachs International | 01/08/2021 | -2.70 | |
| USD/GBP FWD 20200617 | 06/17/2020 | -2.78 | |
| USD/BRL FWD 20200505 000004334 USD | 05/05/2020 | -3.11 | |
| USD/IDR FWD 20200617 000004334 USD | 06/17/2020 | -3.22 | |
| EUR/USD FWD 20200617 | 06/17/2020 | -3.50 | |
| USD/BRL FWD 20200402 000004334 USD | 04/02/2020 | -3.79 | |
| EUR/USD FWD 20200617 | 06/17/2020 | -4.00 | |
| USD/GBP FWD 20200617 | 06/17/2020 | -4.03 | |
| USD/ZAR FWD 20200617 000004334 USD | 06/17/2020 | -4.99 | |
| USD/INR FWD 20200617 000004334 USD | 06/17/2020 | -5.05 | |
| USD/EUR FWD 20200617 | 06/17/2020 | -8.25 | |
| USD/EUR FWD 20200617 | 06/17/2020 | -9.67 | |
| USD/EUR FWD 20200617 | 06/17/2020 | -17.87 | |
| EUR/USD FWD 20200617 | 06/17/2020 | -18.23 |
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