| CHINA GOVERNMENT BOND BONDS 05/34 2.27 | 7.60 | 167,850,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/34 1.25 | 4.30 | 15,490,000 |
| CAPITAL GROUP CENTRAL CASH FUN CAPITAL GROUP CNTRL CSH M | 4.09 | 141,684 |
| UNITED KINGDOM GILT BONDS REGS 03/35 4.5 | 3.93 | 10,380,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 11/32 3 | 3.33 | 10,170,000 |
| UNITED KINGDOM GILT BONDS REGS 10/29 0.875 | 3.09 | 8,809,000 |
| BUNDESSCHATZANWEISUNGEN BONDS REGS 03/28 2.1 | 2.18 | 6,580,000 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/36 2.9 | 1.94 | 5,950,000 |
| JAPAN (30 YEAR ISSUE) BONDS 12/35 2.3 | 1.82 | 1,052,100,000 |
| KOREA TREASURY BOND BONDS 12/33 4.125 | 1.76 | 8,386,100,000 |
| JAPAN (10 YEAR ISSUE) BONDS 12/35 2.1 | 1.48 | 872,000,000 |
| LETRA TESOURO NACIONAL BILLS 01/30 0.00000 | 1.41 | 39,377,000 |
| YUAN RENMINBI OFFSHORE | 1.41 | 32,824,278 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 11/29 2.1 | 1.39 | 4,240,000 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/34 3.5 | 1.38 | 7,410,000 |
| CHINA GOVERNMENT BOND BONDS 01/30 1.43 | 1.30 | 30,130,000 |
| HUNGARY GOVERNMENT BOND BONDS 08/30 3 | 1.10 | 1,308,670,000 |
| JAPAN (5 YEAR ISSUE) BONDS 09/30 1.3 | 1.03 | 586,550,000 |
| JAPAN (10 YEAR ISSUE) BONDS 09/35 1.6 | 0.99 | 597,500,000 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/36 4.25 | 0.99 | 6,025,000 |
| INDONESIA GOVERNMENT BONDS 03/31 5.875 | 0.98 | 62,285,000,000 |
| CZECH REPUBLIC SR UNSECURED 06/31 6.2 | 0.94 | 63,100,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/34 3.85 | 0.94 | 2,820,000 |
| UNITED KINGDOM GILT BONDS REGS 07/35 0.625 | 0.93 | 3,465,000 |
| JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2 | 0.91 | 598,200,000 |
| LETRA TESOURO NACIONAL BILLS 01/29 0.00000 | 0.87 | 21,310,000 |
| CZECH REPUBLIC SR UNSECURED 06/36 3.6 | 0.87 | 70,900,000 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/38 4.75 | 0.86 | 5,120,000 |
| HELLENIC REPUBLIC SR UNSECURED 144A REGS 06/54 4 | 0.79 | 2,560,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 11/32 2 | 0.79 | 2,585,000 |
| NOTA DO TESOURO NACIONAL NOTES 01/31 10 | 0.77 | 16,008,000 |
| US DOLLAR | 0.76 | 2,624,568 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/32 2 | 0.73 | 4,870,000 |
| JAPAN (30 YEAR ISSUE) BONDS 03/56 3.7 | 0.69 | 412,300,000 |
| JAPAN (30 YEAR ISSUE) BONDS 06/56 4 | 0.65 | 363,050,000 |
| UNITED KINGDOM GILT BONDS REGS 03/31 4.125 | 0.65 | 1,700,000 |
| NEW YORK LIFE GLOBAL FDG SECURED REGS 01/30 3.625 | 0.61 | 1,820,000 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/30 1 | 0.61 | 3,418,000 |
| ALLEGRO CLO LTD ALLEG 2020 1A A1R2 144A | 0.61 | 2,110,000 |
| AMAZON.COM INC SR UNSECURED 07/33 5.1 | 0.59 | 2,050,000 |
| AES CORP/THE SR UNSECURED 07/29 5.2 | 0.56 | 1,925,000 |
| CZECH REPUBLIC SR UNSECURED 03/29 5.75 | 0.52 | 35,750,000 |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0.50 | 316,550,000 |
| EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 | 0.49 | 1,500,000 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/56 2.9 | 0.49 | 1,730,000 |
| JAPAN (10 YEAR ISSUE) BONDS 09/35 1.7 | 0.47 | 282,800,000 |
| SEVERN TRENT WATER UTIL SR UNSECURED REGS 08/35 3.875 | 0.47 | 1,450,000 |
| AMPRION GMBH SR UNSECURED REGS 06/36 3.875 | 0.45 | 1,400,000 |
| AFFIRM MASTER TRUST AFRMT 2026 3A D 144A | 0.43 | 1,500,000 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/35 4.25 | 0.43 | 2,209,000 |
| REPUBLIC OF CHILE SR UNSECURED 08/34 4 | 0.43 | 1,300,000 |
| CANADIAN GOVERNMENT BONDS 06/35 3.25 | 0.42 | 2,100,000 |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/38 5.25 | 0.42 | 2,142,700 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 07/31 VAR | 0.41 | 1,180,000 |
| ALPHABET INC SR UNSECURED 05/32 3.45 | 0.40 | 1,199,000 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA REGS 12/99 VAR | 0.39 | 1,200,000 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA REGS 12/99 VAR | 0.39 | 1,200,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 02/31 2.7 | 0.38 | 1,164,000 |
| MALAYSIA GOVERNMENT BONDS 07/34 3.828 | 0.38 | 5,260,000 |
| JAPAN (10 YEAR ISSUE) BONDS 06/33 0.4 | 0.38 | 240,000,000 |
| SVENSKA HANDELSBANKEN AB SUBORDINATED REGS 08/34 VAR | 0.38 | 1,090,000 |
| MARBLE POINT CLO XXII LTD MP22 2021 2A AR2 144A | 0.36 | 1,238,000 |
| NATIONAL BANK GREECE SA SUBORDINATED REGS 01/34 VAR | 0.36 | 1,000,000 |
| DEUTSCHE BANK AG REGS 02/31 VAR | 0.36 | 1,100,000 |
| EUROPEAN UNION SR UNSECURED REGS 12/32 2.75 | 0.36 | 1,105,000 |
| KOREA TOBACCO + GINSENG SR UNSECURED REGS 01/30 4.875 | 0.34 | 1,198,000 |
| CAIXABANK SA REGS 02/32 VAR | 0.34 | 1,000,000 |
| TOTALENERGIES SE JR SUBORDINA REGS 12/99 VAR | 0.34 | 1,020,000 |
| KUWAIT INTL BOND SR UNSECURED 144A 07/29 5.039 | 0.33 | 1,151,000 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 02/30 2.989 | 0.33 | 1,000,000 |
| JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7 | 0.32 | 210,000,000 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/36 3 | 0.32 | 990,000 |
| BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6 | 0.32 | 1,025,000,000 |
| FUTURES MORGAN STANLEY COC FUTURES CASH COLLATERALRAL USD | 0.30 | 1,044,000 |
| INTESA SANPAOLO SPA 144A 06/30 VAR | 0.30 | 1,050,000 |
| INTESA SANPAOLO SPA 144A 11/33 VAR | 0.30 | 900,000 |
| HUNGARY GOVERNMENT BOND BONDS 04/33 2.25 | 0.30 | 399,910,000 |
| GEORGIA POWER CO SR UNSECURED 06/29 4.6 | 0.29 | 1,000,000 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 06/31 5 | 0.28 | 1,000,000 |
| BMS IRELAND CAP FUNDING COMPANY GUAR 11/30 2.973 | 0.28 | 851,000 |
| PHILIP MORRIS INTL INC SR UNSECURED 08/31 0.8 | 0.28 | 950,000 |
| PHILIPPINE GOVERNMENT SR UNSECURED 09/32 6.75 | 0.28 | 62,000,000 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | 0.27 | 915,000 |
| UNITED KINGDOM GILT BONDS REGS 10/35 4.75 | 0.27 | 710,000 |
| NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/32 2.5 | 0.27 | 1,500,000 |
| DANAHER CORP SR UNSECURED 04/30 3.25 | 0.27 | 800,000 |
| ELI LILLY + CO SR UNSECURED 05/33 4.65 | 0.27 | 950,000 |
| MIZUHO FINANCIAL GROUP SR UNSECURED REGS 09/29 VAR | 0.26 | 825,000 |
| MORGAN STANLEY SR UNSECURED 05/32 VAR | 0.25 | 775,000 |
| BLUE OWL CREDIT INCOME SR UNSECURED 144A 10/31 6.55 | 0.25 | 874,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/29 3.35 | 0.25 | 750,000 |
| COTY/HFC PRESTIGE/INT US COMPANY GUAR 144A 01/31 5.6 | 0.25 | 880,000 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 11/31 6.2 | 0.24 | 829,000 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 07/31 5.125 | 0.24 | 850,000 |
| KFW GOVT GUARANT REGS 06/29 2.375 | 0.24 | 730,000 |
| EFSF GOVT GUARANT REGS 02/34 2.875 | 0.24 | 740,000 |
| HELLENIC REPUBLIC SR UNSECURED 144A REGS 07/38 4 | 0.24 | 700,000 |
| TOYOTA FINANCE AUSTRALIA SR UNSECURED REGS 01/29 2.676 | 0.24 | 725,000 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 | 0.23 | 730,000 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2026 1A A2I 144A | 0.23 | 790,000 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 07/31 3.1 | 0.23 | 700,000 |
| BRITISH AMERICAN TOBACCO SUBORDINATED REGS 12/99 VAR | 0.23 | 700,000 |
| CHINA GOVERNMENT BOND BONDS 05/36 1.72 | 0.22 | 5,100,000 |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0.22 | 4,000,000 |
| MALAYSIA INVESTMNT ISSUE BONDS 09/27 3.422 | 0.22 | 3,090,000 |
| SCGHG4QF2 IRS SEK P V 03MSTIBR BCGHG4QF2_FLO CCPVANILLA | 0.22 | -157,500,000 |
| SWAP CCPC CITIBANK COC SWAP CCPC CASH COLLATERAL | 0.21 | 722,000 |
| ORACLE CORP SR UNSECURED 08/55 6 | 0.21 | 885,000 |
| US TREASURY N/B 08/31 4.375 | 0.21 | 731,100 |
| CHINA GOVERNMENT BOND BONDS 01/55 1.92 | 0.21 | 5,050,000 |
| CHINA DEVELOPMENT BANK BONDS 06/30 1.54 | 0.21 | 4,870,000 |
| ABBVIE INC SR UNSECURED 09/33 5.05 | 0.21 | 731,000 |
| META PLATFORMS INC SR UNSECURED 05/33 4.875 | 0.20 | 700,000 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 CLTR1 A1 144A | 0.20 | 698,531 |
| LLOYDS BANKING GROUP PLC SR UNSECURED REGS 08/30 VAR | 0.20 | 600,000 |
| DEUTSCHE BANK AG REGS 07/28 VAR | 0.20 | 600,000 |
| EUROPEAN UNION SR UNSECURED REGS 10/30 2.5 | 0.20 | 615,000 |
| ONTARIO (PROVINCE OF) SR UNSECURED 12/35 3.95 | 0.20 | 950,000 |
| REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75 | 0.20 | 610,000 |
| EUROPEAN UNION SR UNSECURED REGS 10/55 4 | 0.19 | 595,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 04/29 4.97 | 0.19 | 650,000 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR | 0.19 | 650,000 |
| JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1 | 0.19 | 160,000,000 |
| MORGAN STANLEY SR UNSECURED 10/30 VAR | 0.19 | 650,000 |
| MAPS TRUST MAPSL 2026 2A A 144A | 0.19 | 662,024 |
| AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 01/36 3.75 | 0.19 | 600,000 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 07/33 5.375 | 0.19 | 650,000 |
| HUNGARY GOVERNMENT BOND BONDS 10/31 3.25 | 0.18 | 216,640,000 |
| EUROBANK SA REGS 04/31 VAR | 0.17 | 500,000 |
| MEX BONOS DESARR FIX RT BONDS 02/36 8 | 0.17 | 10,558,700 |
| JP MORGAN MORTGAGE TRUST JPMMT 2026 NQX2 A1A 144A | 0.17 | 597,931 |
| KASIKORNBANK PCL HK SUBORDINATED REGS 10/31 VAR | 0.17 | 600,000 |
| KOREA TREASURY BOND BONDS 03/29 3.25 | 0.17 | 826,800,000 |
| PHILIP MORRIS INTL INC SR UNSECURED 06/29 2.75 | 0.17 | 520,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 | 0.16 | 540,000 |
| SCGHGBW69 IRS SEK P V 03MSTIBR BCGHGBW69_FLO CCPVANILLA | 0.16 | -126,100,000 |
| VERALLIA SA SR UNSECURED REGS 11/32 3.875 | 0.16 | 500,000 |
| THE HUNTINGTON NATIONAL BANK HACLN 2026 1 C 144A | 0.16 | 540,656 |
| EFSF GOVT GUARANT REGS 08/38 3.375 | 0.16 | 500,000 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/31 5.4 | 0.16 | 540,000 |
| BCGJ0S7H9 IRS SEK P F 2.40060 BCGJ0S7H9_FIX CCPVANILLA | 0.16 | -159,250,000 |
| AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 09/30 2.75 | 0.16 | 500,000 |
| CANADIAN NATL RAILWAY SR UNSECURED 03/31 4.2 | 0.15 | 525,000 |
| FIBRA SOMA TRUST F/6185 SR UNSECURED 144A 05/36 7.125 | 0.15 | 530,000 |
| NOVO NORDISK FINANCE NL COMPANY GUAR REGS 05/34 3.375 | 0.15 | 475,000 |
| UNITED MEXICAN STATES SR UNSECURED 08/37 6.25 | 0.15 | 520,000 |
| US TREASURY N/B 08/29 4.25 | 0.15 | 505,000 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125 | 0.15 | 517,000 |
| REPUBLIC OF CHILE SR UNSECURED 04/31 4.35 | 0.15 | 520,000 |
| POLAND GOVERNMENT BOND BONDS 07/30 4.5 | 0.15 | 1,920,000 |
| RIO GRANDE LNG LLC SR SECURED 144A 06/36 5.75 | 0.14 | 493,000 |
| MALAYSIA GOVERNMENT BONDS 05/44 4.18 | 0.14 | 1,920,000 |
| KOREA TREASURY BOND BONDS 12/27 2.375 | 0.14 | 672,890,000 |
| EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 | 0.14 | 450,000 |
| INTL BK RECON + DEVELOP SR UNSECURED 11/32 4.925 | 0.14 | 31,600,000 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR | 0.14 | 490,000 |
| CAIXABANK SA 144A 04/37 VAR | 0.14 | 500,000 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/33 4.4 | 0.14 | 530,000 |
| BPCE SA 144A 01/32 VAR | 0.14 | 500,000 |
| ALPHA BANK SA REGS 05/30 VAR | 0.14 | 400,000 |
| AMGEN INC SR UNSECURED 02/36 4.85 | 0.14 | 491,000 |
| BANCO DE SABADELL SA SUBORDINATED REGS 06/34 VAR | 0.14 | 400,000 |
| BANCO DE SABADELL SA SUBORDINATED REGS 08/33 VAR | 0.14 | 400,000 |
| BARCLAYS PLC SUBORDINATED REGS 03/37 VAR | 0.14 | 400,000 |
| BANCO DE SABADELL SA REGS 03/32 VAR | 0.13 | 400,000 |
| BANCO DE SABADELL SA REGS 05/31 VAR | 0.13 | 400,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2026 2A D 144A | 0.13 | 470,000 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/36 3 | 0.13 | 400,000 |
| FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 | 0.13 | 500,000 |
| EQUIPMENTSHARE EQS 2025 2M C 144A | 0.13 | 453,316 |
| MORGAN STANLEY SR UNSECURED 01/32 VAR | 0.13 | 410,000 |
| TREASURY CORP VICTORIA SR UNSECURED REGS 09/40 3.625 | 0.13 | 400,000 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/53 5.3 | 0.12 | 470,000 |
| MARS INC SR UNSECURED 144A 03/35 5.2 | 0.12 | 430,000 |
| MTN MAURITIUS INVSTMENTS COMPANY GUAR REGS 10/26 6.5 | 0.12 | 400,000 |
| EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/36 5 | 0.12 | 450,000 |
| BELGIUM KINGDOM SR UNSECURED 144A REGS 06/56 4 | 0.12 | 365,000 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2026 MFAM1 A3 | 0.12 | 399,000 |
| FANNIE MAE CAS CAS 2026 R02 1A1 144A | 0.11 | 396,227 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/31 1.5 | 0.11 | 350,000 |
| FREDDIE MAC STACR STACR 2026 DNA1 M2 144A | 0.11 | 385,000 |
| META PLATFORMS INC SR UNSECURED 11/45 5.5 | 0.11 | 420,000 |
| PACIFICORP 1ST MORTGAGE 02/50 4.15 | 0.11 | 500,000 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/30 3 | 0.11 | 400,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2026 SFR1 A 144A | 0.11 | 396,761 |
| SCHLUMBERGER INVESTMENT COMPANY GUAR 05/33 4.8 | 0.11 | 380,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 2 M1 144A | 0.11 | 400,000 |
| UNITED MEXICAN STATES SR UNSECURED 03/33 5.375 | 0.11 | 400,000 |
| SCHLUMBERGER INVESTMENT COMPANY GUAR 05/31 4.55 | 0.10 | 352,000 |
| ORANGE SA SR UNSECURED REGS 05/35 3.5 | 0.10 | 300,000 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 12/28 3.95 | 0.10 | 350,000 |
| HUNGARY GOVERNMENT BOND BONDS 07/31 6.75 | 0.10 | 104,900,000 |
| GENM CAPITAL LABUAN COMPANY GUAR REGS 04/31 3.882 | 0.10 | 400,000 |
| BHP BILLITON FINANCE LTD COMPANY GUAR REGS 09/35 3.643 | 0.10 | 300,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/43 4 | 0.10 | 290,000 |
| APOLLO AVIATION SECURITIZATION AASET 2026 1A A1 144A | 0.10 | 332,186 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A | 0.09 | 300,000 |
| AT+T INC SR UNSECURED 05/28 1.6 | 0.09 | 270,000 |
| BCGJ0G1G3 IRS SEK P F 2.44050 BCGJ0G1G3_FIX CCPVANILLA | 0.09 | -85,750,000 |
| BELGIUM KINGDOM SR UNSECURED 144A REGS 06/36 3 | 0.09 | 280,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 04/31 5.42 | 0.09 | 330,000 |
| MEX BONOS DESARR FIX RT BONDS 07/53 8 | 0.09 | 6,500,000 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2026 R1 A 144A | 0.09 | 326,405 |
| ORACLE CORP SR UNSECURED 05/33 5.35 | 0.09 | 320,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2026 R1 A1 144A | 0.09 | 304,006 |
| US TREASURY N/B 07/31 4.375 | 0.09 | 316,500 |
| EURO-BUND FUTURE SEP26 XEUR 20260908 | 0.09 | -11,000,000 |
| US TREASURY N/B 05/56 5 | 0.08 | 281,000 |
| PHILIPPINE GOVERNMENT BONDS 02/29 6.25 | 0.08 | 17,900,000 |
| PHILIPPINE GOVERNMENT BONDS 04/35 6.375 | 0.08 | 17,500,000 |
| SYNOPSYS INC SR UNSECURED 04/35 5.15 | 0.08 | 290,000 |
| JPMORGAN CHASE + CO SR UNSECURED 10/31 VAR | 0.08 | 300,000 |
| FORWARDS BNY COC USD FORWARD CASH COLLATERAL USD | 0.08 | 260,000 |
| EUROPEAN UNION SR UNSECURED REGS 12/36 3.25 | 0.08 | 240,000 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2026 NQM1 A1 144A | 0.08 | 274,767 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 4.25 | 0.08 | 267,000 |
| GOLDMAN SACHS PRIVATE CR SR UNSECURED 144A 06/31 6.15 | 0.08 | 280,000 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 05/31 5.95 | 0.08 | 280,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 07/28 0.5 | 0.08 | 250,000 |
| BULGARIA SR UNSECURED REGS 07/35 3.375 | 0.08 | 245,000 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8 | 0.08 | 300,000 |
| BX TRUST BX 2025 VOLT A 144A | 0.08 | 271,000 |
| APOLLO DEBT SOLUTIONS BD SR UNSECURED 144A 01/31 5.7 | 0.08 | 280,000 |
| APOLLO AVIATION SECURITIZATION AASET 2025 3A A 144A | 0.08 | 285,954 |
| AFFIRM MASTER TRUST AFRMT 2026 1A A 144A | 0.08 | 264,000 |
| AES CORP/THE SR UNSECURED 01/31 2.45 | 0.07 | 275,000 |
| 522 FUNDING CLO LTD MORGN 2019 5A AR2 144A | 0.07 | 248,589 |
| ARTHUR J GALLAGHER + CO SR UNSECURED 02/35 5.15 | 0.07 | 240,000 |
| CANYON CAPITAL CLO LTD CANYC 2016 1A CR2 144A | 0.07 | 250,000 |
| CANYON CAPITAL CLO LTD CANYC 2016 2A AR2 144A | 0.07 | 250,000 |
| CANYON CAPITAL CLO LTD CANYC 2018 1A AR1 144A | 0.07 | 250,000 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 10/53 4 | 0.07 | 215,000 |
| BPCE SA 144A 06/32 VAR | 0.07 | 250,000 |
| BELGIUM KINGDOM SR UNSECURED 144A REGS 06/33 3 | 0.07 | 210,000 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | 0.07 | 220,000 |
| FORWRDS RBC COC FORWARDS CASH COLLATERAL USD | 0.07 | 238,000 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/56 3.75 | 0.07 | 250,000 |
| EQUINOR ASA COMPANY GUAR REGS 05/32 1.375 | 0.07 | 250,000 |
| EXPORT IMPORT BK THAILND SR UNSECURED REGS 05/29 5.354 | 0.07 | 250,000 |
| FORWARDS CITIBANK COC OPTIONS CASH COLLATERALD | 0.07 | 230,000 |
| REPUBLIC OF INDONESIA SR UNSECURED 02/27 0.9 | 0.07 | 225,000 |
| RIO GRANDE LNG LLC SR SECURED 144A 06/31 5.25 | 0.07 | 236,000 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/31 4.375 | 0.07 | 238,000 |
| PK ALIFT LOAN FUNDING PKAIR 2026 1 A 144A | 0.07 | 247,981 |
| PK ALIFT LOAN FUNDING PKAIR 2026 2 A 144A | 0.07 | 250,000 |
| PROLOGIS EURO FINANCE COMPANY GUAR 05/34 4 | 0.07 | 200,000 |
| REP SRPSKA INTL BOND SR UNSECURED 144A 04/31 6.25 | 0.07 | 220,000 |
| REPUBLIC OF ALBANIA SR UNSECURED 144A 02/35 4.75 | 0.07 | 200,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM19 A1 144A | 0.07 | 237,337 |
| ORACLE CORP SR UNSECURED 09/30 4.45 | 0.07 | 250,000 |
| NOVARTIS CAPITAL CORP COMPANY GUAR 03/33 4.6 | 0.06 | 222,000 |
| SAN MIGUEL GLOBAL POWER SR UNSECURED REGS 12/99 VAR | 0.06 | 200,000 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | 0.06 | 200,000 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/29 4 | 0.06 | 200,000 |
| TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15 | 0.06 | 209,000 |
| STELLANTIS FINANCIAL SER SR UNSECURED 144A 06/29 5.4 | 0.06 | 200,000 |
| U.S. BANK NATIONAL ASSOCIATION USCLN 2026 RVM1 D 144A | 0.06 | 214,863 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2026 P1 A3 144A | 0.06 | 211,000 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/28 4.125 | 0.06 | 200,000 |
| KOREA ELECTRIC POWER CO SR UNSECURED 144A 02/28 4.75 | 0.06 | 200,000 |
| KOREA GAS CORP SR UNSECURED 144A 07/29 5 | 0.06 | 200,000 |
| LGENERGYSOLUTION SR UNSECURED 144A 04/28 5.25 | 0.06 | 200,000 |
| MOTHERSON GLOBAL INVSTMT SR SECURED 144A 07/29 5.625 | 0.06 | 200,000 |
| CAIXABANK SA 144A 04/32 VAR | 0.06 | 200,000 |
| ABBVIE INC SR UNSECURED 03/33 4.4 | 0.06 | 217,000 |
| BCGGN8NK9 IRS SEK P F 2.79020 BCGGN8NK9_FIX CCPVANILLA | 0.06 | -17,750,000 |
| AMGEN INC SR UNSECURED 03/53 5.65 | 0.05 | 199,000 |
| BROADCOM INC SR UNSECURED 04/34 3.469 | 0.05 | 200,000 |
| JAPANESE YEN | 0.05 | 29,228,837 |
| UPSTART SECURITIZATION TRUST UPST 2026 2 A2 144A | 0.05 | 177,000 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR | 0.05 | 175,000 |
| SCGJ0S755 IRS SEK P V 03MSTIBR BCGJ0S755_FLO CCPVANILLA | 0.05 | -58,000,000 |
| NOTA DO TESOURO NACIONAL NOTES 08/50 6 | 0.05 | 1,098,775 |
| SUMISHO AIR LEASE CORP SR UNSECURED 144A 03/29 4.5 | 0.04 | 135,000 |
| SUMISHO AIR LEASE CORP SR UNSECURED 144A 03/31 4.85 | 0.04 | 155,000 |
| S97J5BG25 CDS EUR R F 1.00000 Z97J5BG25_FEE CCPITRAXX | 0.04 | 7,060,000 |
| S97J5BGB5 CDS EUR R F 5.00000 Z97J5BGB5_FEE CCPITRAXX | 0.04 | 4,180,000 |
| VERUS SECURITIZATION TRUST VERUS 2026 R1 A1 144A | 0.04 | 156,895 |
| JPMORGAN CHASE + CO SR UNSECURED 01/32 VAR | 0.04 | 150,000 |
| LAD AUTO RECEIVABLES TRUST LADAR 2026 1A A2 144A | 0.04 | 126,120 |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L A 144A | 0.04 | 153,000 |
| FORWARDS MORGAN STANLEY COC SWAP CASH COLLATERALRALD | 0.04 | 143,000 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 0.04 | 148,024 |
| BLUE OWL CREDIT INCOME SR UNSECURED 03/31 6.65 | 0.04 | 126,000 |
| BX TRUST BX 2025 VOLT D 144A | 0.04 | 140,000 |
| CHARTER COMM OPT LLC/CAP SR SECURED 12/55 6.7 | 0.04 | 155,000 |
| BANK5 BANK5 2025 5YR18 AS | 0.04 | 140,000 |
| BCGCR4A50 IRS EUR R V 06MEURIB BCGCR4A50_FLO CCPVANILLA | 0.04 | 1,250,000 |
| BCGCR3X57 IRS EUR R V 06MEURIB BCGCR3X57_FLO CCPVANILLA | 0.04 | 1,250,000 |
| BCGCQTSV0 IRS BRL R F 14.89000 BCGCQTSV0_FIX NDFPREDISWAP | 0.03 | 4,880,000 |
| ANSLEY PARK CAPITAL LLC APARK 2025 A C 144A | 0.03 | 100,000 |
| ABBVIE INC SR UNSECURED 03/31 4.125 | 0.03 | 125,000 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2026 MFAM1 B | 0.03 | 105,000 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2026 MFAM1 C | 0.03 | 93,000 |
| BX TRUST BX 2025 BIO3 A 144A | 0.03 | 100,000 |
| CALI MORTGAGE TRUST CALI 2024 SUN A 144A | 0.03 | 100,000 |
| BROADCOM INC SR UNSECURED 07/35 5.2 | 0.03 | 102,000 |
| BMS IRELAND CAP FUNDING COMPANY GUAR 11/55 4.581 | 0.03 | 100,000 |
| DURST COMMERCIAL MORTGAGE TRUS DURST 2025 151 A 144A | 0.03 | 100,000 |
| FREDDIE MAC STACR STACR 2022 DNA6 M1B 144A | 0.03 | 100,000 |
| HAWAII HOTEL TRUST HHT 2025 MAUI E 144A | 0.03 | 100,000 |
| HELLENIC REPUBLIC SR UNSECURED 144A REGS 06/32 1 | 0.03 | 100,000 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 2A C 144A | 0.03 | 100,000 |
| IMPRINT PAYMENTS CREDIT CARD M PRNT 2025 A D 144A | 0.03 | 100,000 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 03/31 4.2 | 0.03 | 115,000 |
| MMP CAPITAL MMP 2025 A B 144A | 0.03 | 100,000 |
| MISSION LANE CREDIT CARD MASTE MLANE 2025 C A 144A | 0.03 | 100,000 |
| MISSION LANE CREDIT CARD MASTE MLANE 2026 A C 144A | 0.03 | 100,000 |
| MISSION LANE CREDIT CARD MASTE MLANE 2026 A D 144A | 0.03 | 100,000 |
| MCDONALD S CORP SR UNSECURED REGS 10/28 0.25 | 0.03 | 100,000 |
| JPY260915 | 0.03 | -4,101,127,088 |
| U.S. BANK NATIONAL ASSOCIATION USCLN 2025 SUP1 B 144A | 0.03 | 103,653 |
| UNITEDHEALTH GROUP INC SR UNSECURED 07/34 5.15 | 0.03 | 102,000 |
| RIO GRANDE LNG LLC SR SECURED 144A 06/41 6.15 | 0.03 | 97,000 |
| SCF EQUIPMENT TRUST LLC SCFET 2025 1A A3 144A | 0.03 | 100,000 |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA D 144A | 0.03 | 100,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5 | 0.03 | 100,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM3 A1 144A | 0.02 | 65,342 |
| PHP260911 | 0.02 | -124,000,000 |
| VERUS SECURITIZATION TRUST VERUS 2024 9 A1 144A | 0.02 | 67,190 |
| JPY260910 | 0.02 | -1,198,956,000 |
| MFRA TRUST MFRA 2025 NQM3 A1 144A | 0.02 | 85,506 |
| EURO CURRENCY | 0.02 | 64,777 |
| BLUE OWL CREDIT INCOME SR UNSECURED 03/30 5.8 | 0.02 | 75,000 |
| BRL260911 | 0.02 | -39,049,106 |
| BX TRUST BX 2021 ACNT A 144A | 0.02 | 73,097 |
| BCGF9PW94 IRS SEK P F 2.33270 BCGF9PW94_FIX CCPVANILLA | 0.02 | -13,000,000 |
| BCGGFEL27 IRS SEK P F 2.59870 BCGGFEL27_FIX CCPVANILLA | 0.02 | -6,230,000 |
| BCGHTRYR2 IRS BRL P V 00MBRCDI BCGHTRYR2_FLO NDFPREDISWAP | 0.02 | -10,760,000 |
| BCGHAD1X6 IRS SEK P F 2.86520 BCGHAD1X6_FIX CCPVANILLA | 0.01 | -21,910,000 |
| BCGFX9EX0 IRS SEK P F 2.95920 BCGFX9EX0_FIX CCPVANILLA | 0.01 | -7,388,000 |
| BCGG16L11 IRS SEK P F 2.97470 BCGG16L11_FIX CCPVANILLA | 0.01 | -9,430,000 |
| BCGDPFGH3 IRS SEK P F 2.31320 BCGDPFGH3_FIX CCPVANILLA | 0.01 | -22,000,000 |
| BCGDPFGH3 IRS SEK R V 03MSTIBR BCGDPFGH3_FLO CCPVANILLA | 0.01 | 22,000,000 |
| BCGF0J1H3 IRS USD P F 3.31300 BCGF0J1H3_FIX CCPOIS | 0.01 | -970,000 |
| BCGBB7HK2 IRS BRL R F 11.91000 BCGBB7HK2_FIX NDFPREDISWAP | 0.01 | 6,400,000 |
| B97JNT7P5 CDS USD R V 03MEVENT Z97JNT7P5_PRO CCPCDX | 0.01 | 980,000 |
| CLP260911 | 0.01 | -1,095,200,000 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2026 MFAM1 AS | 0.01 | 32,000 |
| BRL260909 | 0.01 | -11,964,000 |
| BCGJA2EV6 IRS SEK P F 2.72970 BCGJA2EV6_FIX CCPVANILLA | 0.01 | -12,210,000 |
| BCGJA2EV6 IRS SEK R V 03MSTIBR BCGJA2EV6_FLO CCPVANILLA | 0.01 | 12,210,000 |
| BMO MORTGAGE TRUST BMO 2024 5C8 AS | 0.01 | 45,000 |
| ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2 | 0.01 | 19,000 |
| GBP260921 | 0.01 | -8,464,000 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685 | 0.01 | 50,000 |
| JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR | 0.01 | 47,000 |
| LYB INT FINANCE III COMPANY GUAR 01/31 5.125 | 0.01 | 37,000 |
| US TREASURY N/B 08/36 4.625 | 0.01 | 21,400 |
| WINGSPIRE EQUIPMENT FINANCE LL WEF 2024 1A A2 144A | 0.01 | 29,980 |
| US ULTRA BOND CBT DEC26 XCBT 20261221 | 0.01 | -5,500,000 |
| US 10YR ULTRA FUT DEC26 XCBT 20261221 | 0.01 | -9,300,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6 | 0.01 | 25,000 |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2026 A D 144A | 0.01 | 32,533 |
| SCGHMKZX0 IRS GBP R F 4.38330 BCGHMKZX0_FIX CCPOIS | 0.01 | 4,550,000 |
| SCGJGM4T2 IRS EUR P V 06MEURIB BCGJGM4T2_FLO CCPVANILLA | -0.01 | -1,400,000 |
| SCGHMKZX0 IRS GBP P V 12MSONIA BCGHMKZX0_FLO CCPOIS | -0.01 | -4,550,000 |
| POUND STERLING | -0.01 | -23,393 |
| US 10YR NOTE (CBT)DEC26 XCBT 20261221 | -0.01 | 3,600,000 |
| HUF260910 | -0.01 | -1,858,798,000 |
| IDR260921 | -0.01 | -61,518,100,000 |
| BRL261008 | -0.01 | -3,979,900 |
| CAD260910 | -0.01 | -3,263,914 |
| BCGF9PW94 IRS SEK R V 03MSTIBR BCGF9PW94_FLO CCPVANILLA | -0.01 | 13,000,000 |
| BCGG16L11 IRS SEK R V 03MSTIBR BCGG16L11_FLO CCPVANILLA | -0.01 | 9,430,000 |
| BCGGFEL27 IRS SEK R V 03MSTIBR BCGGFEL27_FLO CCPVANILLA | -0.01 | 6,230,000 |
| BCGH70QH6 IRS BRL P V 12MBRCDI BCGH70QH6_FLO NDFPREDISWAP | -0.01 | -6,300,000 |
| BCGHAD1X6 IRS SEK R V 03MSTIBR BCGHAD1X6_FLO CCPVANILLA | -0.01 | 21,910,000 |
| B97JNT7P5 CDS USD P F 5.00000 Z97JNT7P5_FEE CCPCDX | -0.02 | -980,000 |
| CNH260921 | -0.02 | -222,671,000 |
| CZK260916 | -0.02 | -115,524,000 |
| NZD260915 | -0.02 | -9,523,000 |
| NZD260916 | -0.02 | -5,870,000 |
| US 2YR NOTE (CBT) DEC26 XCBT 20261231 | -0.02 | 31,600,000 |
| US 5YR NOTE (CBT) DEC26 XCBT 20261231 | -0.02 | 11,300,000 |
| EURO-SCHATZ FUT SEP26 XEUR 20260908 | -0.03 | 21,400,000 |
| S97J5BG25 CDS EUR P V 03MEVENT Z97J5BG25_PRO CCPITRAXX | -0.03 | -7,060,000 |
| BCGHTRYR2 IRS BRL R F 13.76500 BCGHTRYR2_FIX NDFPREDISWAP | -0.03 | 10,760,000 |
| BCGCQTSV0 IRS BRL P V 00MBRCDI BCGCQTSV0_FLO NDFPREDISWAP | -0.03 | -4,880,000 |
| BCGBB7HK2 IRS BRL P V 00MBRCDI BCGBB7HK2_FLO NDFPREDISWAP | -0.03 | -6,400,000 |
| BCGCR3X57 IRS EUR P F 2.20320 BCGCR3X57_FIX CCPVANILLA | -0.04 | -1,250,000 |
| BCGCR4A50 IRS EUR P F 2.20070 BCGCR4A50_FIX CCPVANILLA | -0.04 | -1,250,000 |
| BCGGN8NK9 IRS SEK R V 03MSTIBR BCGGN8NK9_FLO CCPVANILLA | -0.04 | 17,750,000 |
| GBP260910 | -0.04 | -15,098,201 |
| EUR260911 | -0.04 | -29,690,395 |
| EUR260914 | -0.05 | -32,387,944 |
| EUR260910 | -0.05 | -31,372,000 |
| AUD260910 | -0.06 | -15,371,122 |
| EURO-BUXL 30Y BND SEP26 XEUR 20260908 | -0.06 | 3,400,000 |
| JPN 10Y BOND(OSE) SEP26 XOSE 20260914 | -0.06 | 2,000,000,000 |
| SWEDISH KRONA | -0.07 | -2,157,002 |
| SCGJ0S755 IRS SEK R F 2.59560 BCGJ0S755_FIX CCPVANILLA | -0.08 | 58,000,000 |
| BCGJ0G1G3 IRS SEK R V 03MSTIBR BCGJ0G1G3_FLO CCPVANILLA | -0.08 | 85,750,000 |
| KRW260909 | -0.09 | -10,213,219,000 |
| EURO-BOBL FUTURE SEP26 XEUR 20260908 | -0.11 | 25,900,000 |
| BCGJ0S7H9 IRS SEK R V 03MSTIBR BCGJ0S7H9_FLO CCPVANILLA | -0.13 | 159,250,000 |
| SCGHGBW69 IRS SEK R F 2.43350 BCGHGBW69_FIX CCPVANILLA | -0.18 | 126,100,000 |
| SCGHG4QF2 IRS SEK R F 2.46500 BCGHG4QF2_FIX CCPVANILLA | -0.23 | 157,500,000 |
| NET OTHER ASSETS | -1.29 | 0 |
| YUAN RENMINBI | -1.41 | -32,824,278 |
