| UNITED KI 1.125% 01/31/39 | 2.46 | 9,684,000 |
| FNMA 30YR TBA OCT 2.5% | 2.26 | 9,230,000 |
| FNMA 30YR TBA OCT 2.00% | 2.26 | 9,615,000 |
| FNMA 30YR TBA OCT 6.5% | 2.12 | 7,229,000 |
| US T-NOTE VRN 01/31/26 | 1.68 | 5,913,000 |
| CPPIB CAP VRN 06/15/26 | 1.47 | 3,800,000 |
| LANDESKRE VRN 02/23/26 | 1.35 | 3,500,000 |
| US T-NOTE VRN 07/31/25 | 1.34 | 4,707,000 |
| KINGDOM O 1.9% 06/22/38 | 1.32 | 4,776,000 |
| FNMA 30YR TBA OCT 6% | 1.30 | 4,484,000 |
| INTERNATI VRN 05/15/28 | 1.29 | 4,550,000 |
| US T-NOTE VRN 10/31/25 | 1.28 | 4,500,000 |
| FRANCE 1.25% 05/25/2038 | 1.27 | 5,098,000 |
| EUROPEAN 3.375% 10/04/38 | 1.25 | 3,803,000 |
| EXPORT DE VRN 08/01/28 | 1.24 | 4,380,000 |
| US T-BOND 1.75% 08/15/41 | 1.21 | 6,000,000 |
| NEDERLAND 2.% 12/16/24 | 0.95 | 2,500,000 |
| ACTION LO 4.125% 10/03/38 | 0.94 | 2,800,000 |
| JAPAN GOV .1% 06/20/29 | 0.94 | 483,500,000 |
| TREASURY 2.% 11/20/37 | 0.94 | 6,850,000 |
| JAPAN GOV .4% 06/20/33 | 0.93 | 483,850,000 |
| GNMA 30YR TBA OCT 6% | 0.92 | 3,187,000 |
| INTER-AME VRN 08/01/29 | 0.91 | 3,210,000 |
| AMAZON.CO 2.875% 05/12/41 | 0.91 | 4,035,000 |
| TREASURY 2.% 09/17/35 | 0.89 | 6,004,000 |
| NEW SOUTH 2.25% 05/07/41 | 0.87 | 6,600,000 |
| CISCO SYS 5.5% 01/15/40 | 0.87 | 2,844,000 |
| NRW.BANK 10/11/24 | 0.85 | 3,000,000 |
| JAPAN GOV .5% 12/20/41 | 0.81 | 483,600,000 |
| KREDITANS 1.375% 12/09/24 | 0.79 | 2,100,000 |
| JAPAN GOV 2.4% 09/20/38 | 0.78 | 342,900,000 |
| JAPAN GOV 1.4% 09/20/34 | 0.72 | 347,100,000 |
| EUROPEAN VRN 01/18/27 | 0.66 | 1,700,000 |
| US T-NOTE VRN 07/31/26 | 0.66 | 2,318,000 |
| JAPAN GOV .1% 06/20/28 | 0.64 | 327,800,000 |
| CANADIAN 0.00% 01/15/25 | 0.62 | 3,000,000 |
| CITIGROUP 8.125% 07/15/39 | 0.60 | 1,589,000 |
| CPPIB CAP 4.125% 10/21/24 | 0.60 | 2,100,000 |
| ASIAN DEV VRN 05/23/29 | 0.59 | 1,500,000 |
| FOX CORP 5.476% 01/25/39 | 0.59 | 2,048,000 |
| QUEBEC T- 0.00% 12/13/24 | 0.58 | 2,800,000 |
| US T-NOTE VRN 01/31/25 | 0.57 | 2,000,000 |
| INTER-AME 1.7% 10/10/24 | 0.55 | 2,600,000 |
| NEW SOUTH 4.25% 02/20/36 | 0.54 | 2,893,000 |
| JAPAN GOV .4% 03/20/36 | 0.53 | 287,950,000 |
| JAPAN GOV 2.2% 03/20/41 | 0.53 | 242,500,000 |
| TREASURY 4.75% 09/15/36 | 0.52 | 2,738,000 |
| NORDIC IN VRN 10/04/27 | 0.51 | 1,800,000 |
| EUROPEAN VRN 02/16/29 | 0.50 | 1,781,000 |
| CISCO SYS 5.90% 02/15/39 | 0.50 | 1,570,000 |
| JAPAN GOV 0.2% 12/20/27 | 0.50 | 254,600,000 |
| APPLE INC 3.85% 05/04/43 | 0.50 | 1,950,000 |
| AUSTRALIA VRN 07/16/27 | 0.50 | 1,750,000 |
| JAPAN GOV .2% 03/20/32 | 0.48 | 250,350,000 |
| ABN AMRO VRN 01/15/27 | 0.48 | 1,500,000 |
| SIEMENS F 2.875% 03/11/41 | 0.48 | 2,147,000 |
| WESTPAC B 1.019% 11/18/24 | 0.48 | 1,687,000 |
| INTERNATI VRN 06/15/27 | 0.47 | 1,646,000 |
| JAPAN GOV .5% 12/20/32 | 0.47 | 238,550,000 |
| JAPAN GOV .5% 03/20/33 | 0.47 | 238,500,000 |
| CTB 0.00% 01/30/25 | 0.46 | 2,210,000 |
| JAPAN GOV 1.5% 03/20/34 | 0.46 | 216,700,000 |
| EUROPEAN .4% 02/04/37 | 0.45 | 1,900,000 |
| JAPAN GOV 1.2% 12/20/34 | 0.44 | 216,700,000 |
| HP INC 6.% 09/15/41 | 0.43 | 1,421,000 |
| PROVINCE 2.875% 10/16/24 | 0.43 | 1,500,000 |
| CANADIAN 0.00% 01/03/25 | 0.42 | 2,000,000 |
| NEW SOUTH 1.75% 03/20/34 | 0.41 | 2,700,000 |
| MORGAN ST 6.375% 07/24/42 | 0.40 | 1,193,000 |
| WESTPAC B VRN 04/16/26 | 0.40 | 1,400,000 |
| JAPAN GOV 1.5% 09/20/43 | 0.37 | 191,800,000 |
| TIMKEN CO 4.125% 05/23/34 | 0.37 | 1,168,000 |
| DEUTSCHE .75% 07/16/35 | 0.36 | 1,450,000 |
| DEVELOPME 4.5% 06/06/25 | 0.36 | 950,000 |
| BOOKING H 4.5% 11/15/31 | 0.36 | 1,048,000 |
| US T-NOTE VRN 04/30/26 | 0.34 | 1,206,000 |
| COOPERATI 5.% 01/13/25 | 0.34 | 1,199,000 |
| BROADCOM 3.187% 11/15/36 | 0.34 | 1,397,000 |
| CHUBB COR 6.5% 05/15/38 | 0.33 | 1,000,000 |
| AGENCE FR 3.75% 09/20/38 | 0.33 | 1,000,000 |
| NVIDIA CO 3.5% 04/01/40 | 0.33 | 1,300,000 |
| COREBRIDG 4.35% 04/05/42 | 0.32 | 1,286,000 |
| GATX CORP 6.9% 05/01/34 | 0.32 | 1,000,000 |
| INTER-AME 1.75% 10/02/24 | 0.32 | 1,135,000 |
| LANDESKRE .375% 12/09/24 | 0.32 | 842,000 |
| AERCAP IR 3.85% 10/29/41 | 0.32 | 1,335,000 |
| ITALY BUO .95% 03/01/37 | 0.31 | 1,339,000 |
| ASHTEAD C 5.95% 10/15/33 | 0.31 | 1,050,000 |
| ONTARIO T 0.00% 11/13/24 | 0.31 | 1,481,000 |
| INTERNATI 1.5% 04/15/35 | 0.31 | 2,100,000 |
| ACTION LO 3.125% 09/28/37 | 0.31 | 1,000,000 |
| JAPAN GOV .8% 03/20/34 | 0.31 | 154,800,000 |
| INTER-AME VRN 02/15/29 | 0.30 | 1,072,000 |
| FNMA 30YR TBA OCT 3.00% | 0.30 | 1,189,000 |
| JAPAN GOV .6% 12/20/33 | 0.30 | 154,800,000 |
| BAYER US 5.5% 07/30/35 | 0.29 | 1,030,000 |
| INTERPUBL 3.375% 03/01/41 | 0.29 | 1,328,000 |
| NIKE INC 3.25% 03/27/40 | 0.29 | 1,222,000 |
| ASIAN DEV VRN 06/20/28 | 0.28 | 1,000,000 |
| LA POSTE 2.625% 09/14/28 | 0.28 | 900,000 |
| EBAY INC 4.% 07/15/42 | 0.28 | 1,162,000 |
| VERIZON C 3.4% 03/22/41 | 0.28 | 1,200,000 |
| INTERNATI 4.15% 05/15/39 | 0.28 | 1,059,000 |
| COX COMMU 4.8% 02/01/35 | 0.28 | 1,021,000 |
| T-MOBILE 4.375% 04/15/40 | 0.27 | 1,050,000 |
| ONTARIO T 1.85% 05/03/32 | 0.27 | 924,000 |
| KRAFT HEI 7.125% 08/01/39 | 0.27 | 798,000 |
| ERAC USA 3.85% 11/15/24 | 0.27 | 948,000 |
| UNUM GROU 5.75% 08/15/42 | 0.27 | 926,000 |
| EUROPEAN VRN 11/13/24 | 0.27 | 700,000 |
| 7-ELEVEN 2.5% 02/10/41 | 0.26 | 1,330,000 |
| EUROPEAN VRN 05/21/28 | 0.26 | 900,000 |
| JAPAN GOV 2.% 03/20/42 | 0.26 | 123,800,000 |
| ONTARIO T 3.3% 10/05/29 | 0.26 | 800,000 |
| VERIZON C 4.812% 03/15/39 | 0.26 | 929,000 |
| CPPIB CAP VRN 03/11/26 | 0.26 | 900,000 |
| INTER-AME VRN10/05/28 | 0.26 | 900,000 |
| ALLSTATE 5.55% 05/09/35 | 0.25 | 835,000 |
| MITSUBISH 2.193% 02/25/25 | 0.25 | 886,000 |
| ROYALTY P 3.3% 09/02/40 | 0.25 | 1,115,000 |
| GENERAL M 6.6% 04/01/36 | 0.25 | 797,541 |
| JOHNSON & 4.5% 09/01/40 | 0.24 | 850,000 |
| PLAINS AL 4.3% 01/31/43 | 0.24 | 1,007,000 |
| BPCE SA 2.375% 04/26/32 | 0.24 | 800,000 |
| UNITED KI 1.25% 10/22/41 | 0.24 | 1,000,000 |
| JACKSON F 3.125% 11/23/31 | 0.24 | 961,000 |
| ANTHEM IN 6.375% 06/15/37 | 0.24 | 736,000 |
| NORDEA BA .5% 11/02/28 | 0.24 | 821,000 |
| COOPERATI 5.25% 05/24/41 | 0.24 | 784,000 |
| ITALY BUO 5.75% 02/01/33 | 0.23 | 622,000 |
| WESTERN U 2.75% 03/15/31 | 0.23 | 939,000 |
| EUROPEAN VRN 02/20/28 | 0.23 | 800,000 |
| COMCAST C 3.9% 03/01/38 | 0.23 | 886,000 |
| ABBOTT LA 4.75% 04/15/43 | 0.23 | 785,000 |
| KYNDRYL H 6.35% 02/20/34 | 0.23 | 742,000 |
| GILEAD SC 4.% 09/01/36 | 0.22 | 842,000 |
| TELEFONIC 7.045% 06/20/36 | 0.22 | 685,000 |
| AETNA INC 4.5% 05/15/42 | 0.22 | 886,000 |
| WESTPAC S 1.099% 03/24/26 | 0.22 | 711,000 |
| ROYAL BAN 2.125% 04/26/29 | 0.21 | 700,000 |
| NATIONAL VRN 05/13/25 | 0.21 | 750,000 |
| FRENCH RE 1.25% 05/25/36 | 0.20 | 779,000 |
| FAIRFAX 5.625% 08/16/2032 | 0.20 | 691,000 |
| VIATRIS I 3.85% 06/22/40 | 0.20 | 916,000 |
| PLAINS AL 5.15% 06/01/42 | 0.20 | 748,000 |
| FHLB VRN 04/10/26 | 0.20 | 700,000 |
| CAIXABANK 3.75% 09/07/29 | 0.20 | 600,000 |
| SIMON PRO 6.75% 02/01/40 | 0.20 | 594,000 |
| JEFFERIES 2.75% 10/15/32 | 0.19 | 800,000 |
| MOTOROLA 2.75% 05/24/31 | 0.19 | 756,000 |
| WELLS FAR 2.% 07/28/25 | 0.19 | 515,000 |
| INTERCONT 2.65% 09/15/40 | 0.19 | 886,000 |
| INTERNATI 4.0% 06/20/42 | 0.18 | 733,000 |
| BANK OF A 5.875% 02/07/42 | 0.18 | 576,000 |
| CIGNA COR 4.8% 08/15/38 | 0.18 | 659,000 |
| FRENCH RE 1.75% 11/25/24 | 0.18 | 557,000 |
| FIDELITY 3.4% 06/15/30 | 0.18 | 664,000 |
| INTEL COR 5.625% 02/10/43 | 0.17 | 620,000 |
| AERCAP IR 3.3% 01/30/32 | 0.17 | 677,000 |
| ROGERS CO 7.5% 08/15/38 | 0.17 | 506,000 |
| SVENSKA H .05% 09/06/28 | 0.17 | 600,000 |
| AFFILIATE 3.3% 06/15/30 | 0.17 | 648,000 |
| CANADIAN 3.% 11/01/24 | 0.17 | 813,000 |
| NOMURA HO 2.679% 07/16/30 | 0.17 | 666,000 |
| LINCOLN N 7.% 06/15/40 | 0.17 | 514,000 |
| INTESA SA 6.625% 06/20/33 | 0.17 | 538,000 |
| GATX CORP 6.05% 03/15/34 | 0.17 | 545,000 |
| ABN AMRO 4.25% 02/21/30 | 0.17 | 500,000 |
| SUTTER HE 3.161% 08/15/40 | 0.16 | 712,000 |
| BNP PARIB 3.625% 09/01/29 | 0.16 | 500,000 |
| COMMONWEA VRN 01/10/25 | 0.16 | 566,000 |
| THERMO FI 5.404% 08/10/43 | 0.16 | 532,000 |
| INTERNATI VRN 01/12/27 | 0.16 | 559,000 |
| CAISSE D' 1.375% 11/25/24 | 0.16 | 500,000 |
| AVNET INC 5.5% 06/01/32 | 0.16 | 549,000 |
| US T-NOTE VRN 10/31/24 | 0.16 | 555,000 |
| HASBRO IN 6.35% 03/15/40 | 0.15 | 509,000 |
| STANLEY B 5.2% 09/01/40 | 0.15 | 536,000 |
| INTERNATI VRN 08/19/27 | 0.15 | 532,000 |
| PLAINS AL 6.65% 01/15/37 | 0.15 | 481,000 |
| KREDITANS 2.6% 06/20/37 | 0.15 | 62,000,000 |
| ELEVANCE 5.1% 01/15/44 | 0.14 | 516,000 |
| REALTY IN 5.125% 07/06/34 | 0.14 | 414,000 |
| EUROPEAN 2.15% 01/18/27 | 0.14 | 70,000,000 |
| CREDIT AG .375% 04/20/28 | 0.14 | 500,000 |
| ARROW ELE 5.875% 04/10/34 | 0.14 | 485,000 |
| COMCAST C 6.55% 07/01/39 | 0.14 | 435,000 |
| ORACLE CO 6.125% 07/08/39 | 0.14 | 455,000 |
| INTER-AME VRN 09/16/26 | 0.14 | 500,000 |
| GENERAL M 6.25% 10/02/43 | 0.14 | 485,000 |
| PFIZER IN 7.20% 03/15/39 | 0.14 | 395,000 |
| LINCOLN N 6.3% 10/09/37 | 0.14 | 450,000 |
| CIGNA COR 3.2% 03/15/40 | 0.14 | 620,000 |
| FORTUNE B 4.% 03/25/32 | 0.14 | 511,000 |
| ARROW ELE 3.875% 01/12/28 | 0.14 | 497,000 |
| AMERICAN 1.625% 03/08/31 | 0.14 | 473,000 |
| DICK'S SP 3.15% 01/15/32 | 0.14 | 535,000 |
| WALT DISN 3.5% 05/13/40 | 0.14 | 563,000 |
| CVS HEALT 4.125% 04/01/40 | 0.14 | 558,000 |
| JACKSON F 5.67% 06/08/32 | 0.13 | 457,000 |
| EBAY INC 6.3% 11/22/32 | 0.13 | 416,000 |
| NORDEA BA 1.125% 02/12/25 | 0.13 | 417,000 |
| INTESA SA 5.625% 03/08/33 | 0.13 | 365,000 |
| BROWN & B 2.375% 03/15/31 | 0.13 | 525,000 |
| COMMONWEA VRN 07/07/25 | 0.13 | 447,000 |
| ASHTEAD C 5.55% 05/30/33 | 0.13 | 435,000 |
| METLIFE I 6.375% 06/15/34 | 0.12 | 387,000 |
| AMERICAN 8.15% 03/19/38 | 0.12 | 335,000 |
| CREDIT AG 2.5% 08/29/29 | 0.12 | 400,000 |
| MORGAN ST 1.875% 04/27/27 | 0.12 | 400,000 |
| KINGDOM O 1.45% 06/22/37 | 0.12 | 450,000 |
| ORACLE CO 3.6% 04/01/40 | 0.12 | 503,000 |
| ROYAL BAN 3.625% 06/14/27 | 0.12 | 318,000 |
| HCA INC 4.375% 03/15/42 | 0.12 | 473,000 |
| VERIZON C 3.85% 11/01/42 | 0.12 | 485,000 |
| ABBOTT LA 6.% 04/01/39 | 0.12 | 358,000 |
| FIDELITY 3.1% 03/01/41 | 0.12 | 535,000 |
| WESTERN U 6.2% 11/17/36 | 0.12 | 385,000 |
| SOUTH AUS 2.% 05/23/36 | 0.12 | 800,000 |
| INTER-AME VRN 10/04/27 | 0.11 | 400,000 |
| STANLEY B 2.3% 03/15/30 | 0.11 | 444,000 |
| CVS HEALT 6.% 06/01/44 | 0.11 | 382,000 |
| ING GROEP 3.% 02/18/26 | 0.11 | 300,000 |
| AFLAC INC 6.9% 12/17/39 | 0.11 | 335,000 |
| VOYA FINA 5.7% 07/15/43 | 0.11 | 385,000 |
| SIEMENS F 2.875% 03/11/41 | 0.11 | 500,000 |
| TRUIST FI 2.85% 10/26/24 | 0.11 | 390,000 |
| BROADCOM 3.469% 04/15/34 | 0.11 | 422,000 |
| E.ON INTE 6.65% 04/30/38 | 0.11 | 335,000 |
| AETNA INC 6.75% 12/15/37 | 0.11 | 335,000 |
| GENERAL M 5.15% 04/01/38 | 0.11 | 394,000 |
| BNG BANK 1.6% 11/27/30 | 0.11 | 640,000 |
| FLOWSERVE 3.5% 10/01/30 | 0.11 | 402,000 |
| US T-NOTE VRN 04/30/25 | 0.11 | 372,000 |
| CROWN CAS 2.9% 04/01/41 | 0.11 | 500,000 |
| ASIAN DEV 2.35% 06/21/27 | 0.10 | 50,000,000 |
| VERIZON C 2.65% 11/20/40 | 0.10 | 500,000 |
| METLIFE I 5.875% 02/06/41 | 0.10 | 337,000 |
| AT&T INC 4.85% 03/01/39 | 0.10 | 372,000 |
| AT&T INC 6.25% 03/29/41 | 0.10 | 335,000 |
| OP CORPOR VRN 03/28/27 | 0.10 | 321,000 |
| UNITED KI 5.% 03/07/25 | 0.10 | 267,000 |
| LLOYDS BA 4.55% 08/16/28 | 0.10 | 356,000 |
| SUMITOMO 1.546% 06/15/26 | 0.10 | 327,000 |
| NATIONWID 3.25% 09/05/29 | 0.10 | 315,000 |
| EUROPEAN 1.25% 02/04/43 | 0.10 | 434,000 |
| INTERNATI .875% 02/09/30 | 0.10 | 350,000 |
| JEFFERIES 6.5% 01/20/43 | 0.10 | 320,000 |
| DAIMLER T 5.5% 09/20/33 | 0.10 | 335,000 |
| WESTPAC B VRN 02/16/28 | 0.10 | 500,000 |
| IBRD VRN 09/18/25 | 0.10 | 347,000 |
| INTERNATI VRN 02/23/27 | 0.10 | 347,000 |
| BNG BANK 2.45% 07/21/32 | 0.09 | 556,000 |
| LA POSTE .625% 01/18/36 | 0.09 | 400,000 |
| PENSKE TR 3.35% 11/01/29 | 0.09 | 350,000 |
| CREDIT AG 5.514% 07/05/33 | 0.09 | 312,000 |
| OMERS FIN .45% 05/13/25 | 0.09 | 300,000 |
| MOLSON CO 5.% 05/01/42 | 0.09 | 326,000 |
| LIBERTY M 4.569% 02/01/29 | 0.09 | 317,000 |
| BRIGHTHOU 5.625% 05/15/30 | 0.09 | 306,000 |
| FLEX LTD 4.875% 06/15/29 | 0.09 | 317,000 |
| ONEOK PAR 6.125% 02/01/41 | 0.09 | 300,000 |
| MARKEL CO 5.% 03/30/43 | 0.09 | 335,000 |
| PRINCIPAL 4.625% 09/15/42 | 0.09 | 335,000 |
| AMERICAN 6.593% 10/15/37 | 0.09 | 264,000 |
| EQUIFAX I 2.35% 09/15/31 | 0.09 | 354,000 |
| GENERAL M .65% 09/07/28 | 0.09 | 300,000 |
| PROTECTIV 8.45% 10/15/39 | 0.09 | 234,000 |
| CHARLES S VRN 03/03/27 | 0.09 | 300,000 |
| WESTPAC B 5.35% 10/18/24 | 0.09 | 300,000 |
| LEAR CORP 4.25% 05/15/29 | 0.08 | 303,000 |
| ASHTEAD C 5.5% 08/11/32 | 0.08 | 290,000 |
| BPCE SA .625% 01/15/30 | 0.08 | 300,000 |
| JEFFERIES 6.2% 04/14/2034 | 0.08 | 277,000 |
| HEINEKEN 4.% 10/01/42 | 0.08 | 335,000 |
| INTERNATI 1.25% 02/06/31 | 0.08 | 500,000 |
| INTERNATI 3.268% 11/15/40 | 0.08 | 375,000 |
| AVNET INC 3.% 05/15/31 | 0.08 | 324,000 |
| GLOBAL PA 3.2% 08/15/29 | 0.08 | 299,000 |
| AT&T INC 3.5% 06/01/41 | 0.08 | 341,000 |
| EUROPEAN 3.375% 11/04/42 | 0.08 | 242,000 |
| BNP PARIB 5.75% 06/13/32 | 0.08 | 200,000 |
| SANTANDER 3.625% 01/14/26 | 0.08 | 208,000 |
| LIBERTY M 4.625% 12/02/30 | 0.08 | 233,000 |
| WALMART I 2.5% 09/22/41 | 0.08 | 366,000 |
| COMCAST C 3.25% 11/01/39 | 0.08 | 335,000 |
| COMMONWEA VRN 03/14/25 | 0.08 | 272,000 |
| MARATHON 6.5% 03/01/41 | 0.08 | 250,000 |
| FORTUNE B 3.25% 09/15/29 | 0.08 | 287,000 |
| ABBOTT IR .1% 11/19/24 | 0.08 | 240,000 |
| SOUTH AUS 1.75% 05/24/34 | 0.08 | 500,000 |
| INTERNATI VRN 03/16/26 | 0.07 | 262,000 |
| BOUYGUES 5.375% 06/30/42 | 0.07 | 200,000 |
| SUMITOMO 3.04% 07/16/29 | 0.07 | 277,000 |
| LANDWIRTS 2.% 01/13/25 | 0.07 | 257,000 |
| QUANTA SE 3.05% 10/01/41 | 0.07 | 335,000 |
| PRUDENTIA 6.625% 12/01/37 | 0.07 | 218,000 |
| ORACLE CO 6.5% 04/15/38 | 0.07 | 223,000 |
| CNO FINAN 5.25% 05/30/29 | 0.07 | 250,000 |
| INTERNATI VRN 09/23/26 | 0.07 | 252,000 |
| TAKEDA PH 3.025% 07/09/40 | 0.07 | 324,000 |
| BRISTOL-M 3.55% 03/15/42 | 0.07 | 300,000 |
| NRW BANK .75% 10/25/24 | 0.07 | 250,000 |
| REALTY IN 4.% 07/15/29 | 0.07 | 253,000 |
| FIRST AME 4.% 05/15/30 | 0.07 | 262,000 |
| INTERNATI VRN 11/22/28 | 0.07 | 247,000 |
| FIRST AME 2.4% 08/15/31 | 0.07 | 291,000 |
| INTER-AME VRN 04/12/27 | 0.07 | 243,000 |
| PULTEGROU 7.875% 06/15/32 | 0.07 | 200,000 |
| CAIXABANK 4.25% 09/06/30 | 0.07 | 200,000 |
| NOV INC 3.95% 12/01/42 | 0.07 | 300,000 |
| LAZARD GR 4.5% 09/19/28 | 0.07 | 238,000 |
| LA POSTE 4.% 06/12/35 | 0.07 | 200,000 |
| ORACLE CO 5.375% 07/15/40 | 0.07 | 230,000 |
| DISCOVER 6.7% 11/29/32 | 0.07 | 213,000 |
| UNITEDHEA 5.7% 10/15/40 | 0.07 | 217,000 |
| CHUBB INA .875% 12/15/29 | 0.07 | 231,000 |
| HASBRO IN 5.1% 05/15/44 | 0.07 | 250,000 |
| BANCO SAN 6.938% 11/7/33 | 0.07 | 200,000 |
| HCA INC 7.5% 11/06/33 | 0.07 | 200,000 |
| NEWMARKET 2.7% 03/18/31 | 0.07 | 264,000 |
| JAPAN GOV .6% 09/20/37 | 0.07 | 35,400,000 |
| TAKEDA PH 1.% 07/09/29 | 0.06 | 223,000 |
| BRITISH T 3.375% 08/30/32 | 0.06 | 200,000 |
| VOLKSWAGE 3.875% 09/10/30 | 0.06 | 200,000 |
| HASBRO IN 6.05% 05/14/34 | 0.06 | 212,000 |
| MITSUBISH 3.195% 07/18/29 | 0.06 | 232,000 |
| EUROPEAN .75% 11/15/24 | 0.06 | 162,000 |
| ING GROEP 2.% 09/20/28 | 0.06 | 200,000 |
| FRESENIUS 3.875% 09/20/27 | 0.06 | 187,000 |
| ASIAN DEV VRN 06/16/26 | 0.06 | 210,000 |
| DELL INC 5.4% 09/10/40 | 0.06 | 212,000 |
| ANHEUSER- 5.45% 01/23/39 | 0.06 | 197,000 |
| VOLKSWAGE 5.9% 09/12/33 | 0.06 | 200,000 |
| AERCAP IR 3.65% 07/21/27 | 0.06 | 214,000 |
| LINCOLN N 5.852% 03/15/34 | 0.06 | 198,000 |
| SOCIETE G .25% 07/08/27 | 0.06 | 200,000 |
| JUNIPER N 3.75% 08/15/29 | 0.06 | 215,000 |
| ANTHEM IN 4.625% 05/15/42 | 0.06 | 221,000 |
| FRENCH RE 3.5% 11/25/33 | 0.06 | 175,000 |
| HALLIBURT 4.75% 08/01/43 | 0.06 | 220,000 |
| COMMONWEA VRN 03/13/26 | 0.06 | 200,000 |
| SIMON PRO 2.25% 01/15/32 | 0.06 | 232,000 |
| INTER-AME VRN 03/20/28 | 0.06 | 200,000 |
| PROVINCE 1.5% 02/11/25 | 0.06 | 200,000 |
| BNP PARIB 3.375% 01/23/26 | 0.06 | 148,000 |
| CANADIAN 6.092% 10/03/33 | 0.06 | 178,000 |
| BROOKFIEL 4.35% 04/15/30 | 0.05 | 195,000 |
| COUNCIL O 1.375% 02/27/25 | 0.05 | 191,000 |
| VODAFONE 6.15% 02/27/37 | 0.05 | 166,000 |
| JPMORGAN 5.4% 01/06/42 | 0.05 | 171,000 |
| WESTPAC B VRN 11/17/25 | 0.05 | 180,000 |
| COMCAST C 3.75% 04/01/40 | 0.05 | 208,000 |
| COMMONWEA VRN 09/12/25 | 0.05 | 175,000 |
| GREAT BRITISH POUND | 0.05 | 129,511 |
| DELL INC 6.5% 04/15/38 | 0.05 | 154,000 |
| MARSH & M 4.75% 03/15/39 | 0.05 | 171,000 |
| BOSTON PR 2.55% 04/01/32 | 0.05 | 200,000 |
| VOLVO TRE 2.625% 02/20/26 | 0.05 | 150,000 |
| ORACLE CO 3.65% 03/25/41 | 0.05 | 200,000 |
| INTEL COR 4.25% 12/15/42 | 0.05 | 194,000 |
| CANADIAN 3.6% 04/07/32 | 0.05 | 173,000 |
| DELL INTE 3.375% 12/15/41 | 0.05 | 205,000 |
| EUROPEAN .45% 07/04/41 | 0.05 | 220,000 |
| EUROPEAN VRN 04/14/26 | 0.05 | 160,000 |
| CVS HEALT 6.125% 09/15/39 | 0.04 | 150,000 |
| CURRENCY CONTRACT-252820433 BUYUSD SELLJPY | 0.04 | 9,210,489 |
| VISA INC 2.7% 04/15/40 | 0.04 | 200,000 |
| BOARDWALK 5.625% 08/01/34 | 0.04 | 150,000 |
| FISERV IN 1.625% 07/01/30 | 0.04 | 150,000 |
| KEYCORP VRN 05/23/25 | 0.04 | 150,000 |
| JOHN DEER VRN 06/11/27 | 0.04 | 150,000 |
| TORONTO-D VRN 04/05/27 | 0.04 | 150,000 |
| APPLE INC 2.375% 02/08/41 | 0.04 | 200,000 |
| AMERICAN VRN 07/09/27 | 0.04 | 150,000 |
| INTERNATI VRN 01/24/29 | 0.04 | 150,000 |
| OESTERREI 1.5% 02/12/25 | 0.04 | 150,000 |
| FRESENIUS 2.875% 05/24/30 | 0.04 | 134,000 |
| NOVARTIS 4.4% 05/06/44 | 0.04 | 150,000 |
| TRAVELERS 6.25% 06/15/37 | 0.04 | 125,000 |
| GOLDMAN S .875% 05/09/29 | 0.04 | 140,000 |
| CSL FINAN 4.625% 04/27/42 | 0.04 | 150,000 |
| BROADCOM 3.5% 02/15/41 | 0.04 | 171,000 |
| CARRIER G 3.377% 04/05/40 | 0.04 | 169,000 |
| HALLIBURT 4.5% 11/15/41 | 0.04 | 150,000 |
| BLACKROCK 1.25% 05/06/25 | 0.04 | 125,000 |
| NBCUNIVER 4.45% 01/15/43 | 0.04 | 150,000 |
| BANK OF N 4.85% 02/01/30 | 0.04 | 134,000 |
| ABBVIE IN 4.05% 11/21/39 | 0.04 | 147,000 |
| ROYAL BAN 5.% 01/24/28 | 0.04 | 100,000 |
| JEFFERIES 6.25% 01/15/36 | 0.04 | 125,000 |
| BANQUE FE 5.% 01/19/26 | 0.04 | 100,000 |
| KOMMUNEKR .375% 11/15/24 | 0.04 | 100,000 |
| SIMON 4.75% 3/15/42 | 0.04 | 141,000 |
| ROGERS CO 4.5% 03/15/43 | 0.04 | 150,000 |
| FISERV IN 2.25% 07/01/25 | 0.04 | 101,000 |
| INTER-AME 2.625% 04/22/25 | 0.04 | 132,000 |
| ASSURANT 2.65% 01/15/32 | 0.04 | 150,000 |
| BRUNSWICK 2.4% 08/18/31 | 0.04 | 150,000 |
| ANTHEM IN 5.85% 01/15/36 | 0.04 | 115,000 |
| DEUTSCHE 3.625% 12/18/37 | 0.04 | 106,000 |
| BRIXMOR O 4.125% 05/15/29 | 0.04 | 126,000 |
| CITIGROUP 5.875% 01/30/42 | 0.03 | 111,000 |
| KYNDRYL H 4.1% 10/15/41 | 0.03 | 150,000 |
| MINISTERI 4.% 09/26/42 | 0.03 | 100,000 |
| REALTY IN 4.875% 07/06/30 | 0.03 | 101,000 |
| DEUTSCHE 4.% 11/23/43 | 0.03 | 100,000 |
| SOCIETE G 4.25% 11/16/32 | 0.03 | 100,000 |
| ASB FINAN .25% 09/08/28 | 0.03 | 118,000 |
| BANCO SAN 4.25% 06/12/30 | 0.03 | 100,000 |
| TRAVELERS 5.35% 11/01/40 | 0.03 | 112,000 |
| KONINKLIJ 5.% 03/15/42 | 0.03 | 120,000 |
| WHIRLPOOL 5.75% 03/01/34 | 0.03 | 114,000 |
| VOLKSWAGE 4.625% 05/03/31 | 0.03 | 100,000 |
| ABBOTT LA 6.15% 11/30/37 | 0.03 | 100,000 |
| MOTABILIT 3.875% 01/24/34 | 0.03 | 100,000 |
| SOCIETE N 3.375% 05/25/33 | 0.03 | 100,000 |
| ATHENE HO 5.875% 01/15/34 | 0.03 | 109,000 |
| DEUTSCHE 3.375% 01/29/38 | 0.03 | 100,000 |
| AFLAC INC 6.45% 08/15/40 | 0.03 | 100,000 |
| ROGERS CO 4.5% 03/15/42 | 0.03 | 125,000 |
| BANQUE FE VRN 03/05/27 | 0.03 | 100,000 |
| AT&T INC 6.375% 03/01/41 | 0.03 | 100,000 |
| PLAINS AL 6.7% 05/15/36 | 0.03 | 100,000 |
| BOSTON PR 6.5% 01/15/34 | 0.03 | 100,000 |
| CME GROUP 5.3% 09/15/43 | 0.03 | 100,000 |
| ITALY BUO 3.25% 03/01/38 | 0.03 | 100,000 |
| REALTY IN 5.875% 03/15/35 | 0.03 | 100,000 |
| CNO FINAN 6.45% 06/15/34 | 0.03 | 100,000 |
| PLAINS AL 4.7% 06/15/44 | 0.03 | 119,000 |
| AMGEN INC 5.6% 03/02/43 | 0.03 | 100,000 |
| AMGEN INC 6.4% 02/01/39 | 0.03 | 93,000 |
| PRUDENTIA 5.7% 12/14/36 | 0.03 | 96,000 |
| LEGG MASO 5.625% 01/15/44 | 0.03 | 100,000 |
| GENERAL M 6.1% 01/07/34 | 0.03 | 100,000 |
| WESTERN U 6.2% 06/21/40 | 0.03 | 100,000 |
| FMC CORP 5.65% 05/18/33 | 0.03 | 100,000 |
| IBM INTER 5.25% 02/05/44 | 0.03 | 101,000 |
| ASIAN DEV VRN 08/27/26 | 0.03 | 100,000 |
| TOYOTA MO VRN 05/18/26 | 0.03 | 100,000 |
| WESTPAC B VRN 08/26/25 | 0.03 | 100,000 |
| NOMURA HO VRN 07/02/27 | 0.03 | 100,000 |
| AMERICAN VRN 01/09/26 | 0.03 | 100,000 |
| TOYOTA MO VRN 03/19/27 | 0.03 | 100,000 |
| NATWEST M VRN 05/17/27 | 0.03 | 100,000 |
| AMERICAN VRN 11/04/26 | 0.03 | 100,000 |
| ROYAL BAN VRN 01/21/27 | 0.03 | 100,000 |
| EUROPEAN VRN 10/15/24 | 0.03 | 100,000 |
| INTERNATI VRN 08/28/28 | 0.03 | 100,000 |
| INTEL COR 4.6% 03/25/40 | 0.03 | 111,000 |
| BANK OF N VRN 09/15/26 | 0.03 | 100,000 |
| ASIAN DEV 1.5% 10/18/24 | 0.03 | 100,000 |
| ASIAN INF .5% 10/30/24 | 0.03 | 100,000 |
| JANUS HEN 5.45% 09/10/34 | 0.03 | 100,000 |
| ROGERS CO 5.45% 10/01/43 | 0.03 | 100,000 |
| INTER-AME 2.125% 01/15/25 | 0.03 | 100,000 |
| EUROPEAN 1.5% 02/13/25 | 0.03 | 100,000 |
| TREASURY 5.25% 09/15/38 | 0.03 | 142,000 |
| ELEVANCE 4.65% 01/15/43 | 0.03 | 105,000 |
| EUROPEAN 1.625% 03/14/25 | 0.03 | 100,000 |
| JPMORGAN 5.6% 07/15/41 | 0.03 | 90,000 |
| NRW BANK .625% 05/19/25 | 0.03 | 100,000 |
| KOMMUNINV 1.% 05/12/25 | 0.03 | 1,000,000 |
| ASIAN INF .5% 05/28/25 | 0.03 | 100,000 |
| COMCAST C 6.4% 03/01/40 | 0.03 | 86,000 |
| METLIFE I 5.7% 06/15/35 | 0.03 | 88,000 |
| METLIFE I 5.375% 07/15/33 | 0.03 | 90,000 |
| DISCOVERY 6.35% 06/01/40 | 0.03 | 100,000 |
| ROGERS CO 5.% 03/15/44 | 0.03 | 100,000 |
| CVS HEALT 4.78% 03/25/38 | 0.03 | 100,000 |
| BRUNSWICK 4.4% 09/15/32 | 0.03 | 100,000 |
| MYLAN INC 5.4% 11/29/43 | 0.03 | 100,000 |
| ALLSTATE 4.5% 06/15/43 | 0.03 | 100,000 |
| GOLDMAN S 6.25% 02/01/41 | 0.03 | 81,000 |
| EUROPEAN 2.5% 10/15/24 | 0.03 | 92,000 |
| FAIRFAX F 3.375% 03/03/31 | 0.03 | 100,000 |
| FAIRFAX F 4.85% 04/17/28 | 0.03 | 90,000 |
| BAYER US 4.625% 06/25/38 | 0.03 | 100,000 |
| CARDINAL 4.6% 03/15/43 | 0.03 | 100,000 |
| DXC TECHN 2.375% 09/15/28 | 0.03 | 100,000 |
| BANK OF N VRN 03/02/26 | 0.03 | 90,000 |
| AT&T INC 6.3% 01/15/38 | 0.03 | 80,000 |
| HUMANA IN 4.625% 12/01/42 | 0.03 | 100,000 |
| EPR PROPE 3.6% 11/15/31 | 0.03 | 100,000 |
| ONEOK PAR 6.85% 10/15/37 | 0.02 | 78,000 |
| NOVARTIS 3.7% 09/21/42 | 0.02 | 100,000 |
| CANADIAN 2.25% 01/28/25 | 0.02 | 86,000 |
| AUTONATIO 2.4% 08/01/31 | 0.02 | 100,000 |
| ITALY BUO 1.8% 03/01/41 | 0.02 | 100,000 |
| MOTOROLA 2.3% 11/15/30 | 0.02 | 95,000 |
| VERIZON C 4.272% 01/15/36 | 0.02 | 86,000 |
| BRIXMOR O 4.05% 07/01/30 | 0.02 | 84,000 |
| AMERICAN VRN 08/14/25 | 0.02 | 81,000 |
| BOSTON PR 2.45% 10/01/33 | 0.02 | 100,000 |
| ASSURED G 3.15% 06/15/31 | 0.02 | 88,000 |
| SIMON PRO 2.2% 02/01/31 | 0.02 | 90,000 |
| FLOWSERVE 2.8% 01/15/32 | 0.02 | 90,000 |
| WP CAREY 3.85% 07/15/29 | 0.02 | 80,000 |
| TELEFONIC 8.25% 09/15/30 | 0.02 | 66,000 |
| T-MOBILE 3.% 02/15/41 | 0.02 | 100,000 |
| FEDEX COR 4.9% 01/15/34 | 0.02 | 75,000 |
| WELLTOWER 3.85% 06/15/32 | 0.02 | 80,000 |
| PERKINELM 2.55% 03/15/31 | 0.02 | 85,000 |
| HEALTHCAR 3.1% 02/15/30 | 0.02 | 80,000 |
| CANADIAN 0% 12/05/24 | 0.02 | 100,000 |
| PROVINCE 5.35% 05/08/34 | 0.02 | 100,000 |
| CHARLES S VRN 05/13/26 | 0.02 | 72,000 |
| INTEL COR 2.8% 08/12/41 | 0.02 | 100,000 |
| WALMART I 5.625% 04/01/40 | 0.02 | 61,000 |
| NEW SOUTH 4.75% 02/20/35 | 0.02 | 93,000 |
| ROCHE HOL 7.% 03/01/39 | 0.02 | 50,000 |
| MOHAWK IN 3.625% 05/15/30 | 0.02 | 63,000 |
| ATHENE HO 6.65% 02/01/33 | 0.02 | 55,000 |
| FOX CORP 6.5% 10/13/33 | 0.02 | 54,000 |
| INVITATIO 2.% 08/15/31 | 0.02 | 69,000 |
| HSBC HOLD 6.1% 01/14/42 | 0.02 | 50,000 |
| INTERPUBL 4.75% 03/30/30 | 0.02 | 56,000 |
| REALTY IN 4.85% 03/15/30 | 0.02 | 55,000 |
| VALERO EN 6.625% 06/15/37 | 0.02 | 50,000 |
| GOLDMAN S 1.25% 02/07/29 | 0.02 | 54,000 |
| PRINCIPAL 6.05% 10/15/36 | 0.02 | 50,000 |
| NBCUNIVER 5.95% 04/01/41 | 0.02 | 50,000 |
| ABBOTT LA 5.3% 05/27/40 | 0.02 | 50,000 |
| ASIAN INF 3.375% 06/29/25 | 0.02 | 54,000 |
| MICRON TE 5.875% 09/15/33 | 0.02 | 50,000 |
| UNITEDHEA 5.5% 07/15/44 | 0.02 | 50,000 |
| LINCOLN N 6.15% 04/07/36 | 0.02 | 50,000 |
| FAIRFAX F 6.% 12/07/33 | 0.01 | 50,000 |
| ONEOK PAR 6.2% 09/15/43 | 0.01 | 50,000 |
| AT&T INC 6.1% 07/15/40 | 0.01 | 50,000 |
| NEWMONT C 5.45% 06/09/44 | 0.01 | 50,000 |
| GENERAL M VRN 05/08/27 | 0.01 | 51,000 |
| MOSAIC CO 5.625% 11/15/43 | 0.01 | 50,000 |
| COMMONWEA VRN 03/14/27 | 0.01 | 50,000 |
| MACQUARIE VRN 07/02/27 | 0.01 | 50,000 |
| BMW US CA VRN 08/13/26 | 0.01 | 50,000 |
| BANK OF N VRN 08/01/29 | 0.01 | 50,000 |
| BANK OF M VRN 06/04/27 | 0.01 | 50,000 |
| FAIRFAX F 4.625% 04/29/30 | 0.01 | 50,000 |
| AMCOR FIN 4.5% 05/15/28 | 0.01 | 50,000 |
| COUNCIL O 3.% 06/16/25 | 0.01 | 50,000 |
| L-BANK 1.375% 1/27/2025 | 0.01 | 50,000 |
| METLIFE I 4.875% 11/13/43 | 0.01 | 50,000 |
| HEALTH CA 1.5% 06/01/25 | 0.01 | 50,000 |
| KRAFT HEI 5.% 06/04/42 | 0.01 | 50,000 |
| AMAZON.CO 3.875% 08/22/37 | 0.01 | 50,000 |
| BRITISH T 5.125% 12/04/28 | 0.01 | 45,000 |
| AUTONATIO 3.85% 03/01/32 | 0.01 | 50,000 |
| BPCE SA 2.7% 10/01/29 | 0.01 | 50,000 |
| LINCOLN N 3.4% 03/01/32 | 0.01 | 50,000 |
| BOSTON PR 3.25% 01/30/31 | 0.01 | 50,000 |
| AT&T INC 4.3% 12/15/42 | 0.01 | 50,000 |
| EURO | 0.01 | 38,928 |
| JEFFERIES 2.625% 10/15/31 | 0.01 | 50,000 |
| COX COMMU 4.7% 12/15/42 | 0.01 | 50,000 |
| COX COMMU 4.5% 06/30/43 | 0.01 | 50,000 |
| AON GLOBA 4.25% 12/12/42 | 0.01 | 50,000 |
| BROADSTON 2.6% 09/15/31 | 0.01 | 50,000 |
| PVH CORP 4.625% 07/10/25 | 0.01 | 41,000 |
| DISCOVER 4.1% 02/09/27 | 0.01 | 39,842 |
| ROGERS CO 2.9% 11/15/26 | 0.01 | 40,500 |
| MICRON TE 3.366% 11/01/41 | 0.01 | 50,000 |
| US T-NOTE 0.625% 10/15/24 | 0.01 | 38,000 |
| VERIZON C 2.85% 09/03/41 | 0.01 | 50,000 |
| JOHNSON & 2.1% 09/01/40 | 0.01 | 50,000 |
| DEUTSCHE 4.75% 06/21/38 | 0.01 | 35,000 |
| GENERAL M VRN 07/15/27 | 0.01 | 34,000 |
| GATX CORP 4.55% 11/07/28 | 0.01 | 33,000 |
| BRIXMOR O 3.85% 02/01/25 | 0.01 | 33,000 |
| HEALTHCAR 3.625% 01/15/28 | 0.01 | 26,000 |
| ING GROEP 4.05% 04/09/29 | 0.01 | 21,000 |
| ING GROEP 4.55% 10/02/28 | 0.00 | 17,000 |
| AETNA INC 4.125% 11/15/42 | 0.00 | 20,000 |
| AMGEN INC 4.95% 10/01/41 | 0.00 | 17,000 |
| INTERNATI 4.45% 09/26/28 | 0.00 | 14,500 |
| HOST HOTE 5.7% 07/01/34 | 0.00 | 14,000 |
| CURRENCY CONTRACT-252821146 BUYGBP SELLUSD | 0.00 | 3,113,415 |
| CIGNA COR 6.125% 11/15/41 | 0.00 | 11,000 |
| AT&T INC 5.35% 09/01/40 | 0.00 | 11,000 |
| IBRD 0.75% 03/11/25 | 0.00 | 11,000 |
| CURRENCY CONTRACT-252821008 BUYUSD SELLCAD | 0.00 | 1,397,684 |
| CURRENCY CONTRACT-252820127 BUYUSD SELLJPY | 0.00 | 28,407,897 |
| CURRENCY CONTRACT-252820543 BUYUSD SELLJPY | 0.00 | 134,801 |
| CURRENCY CONTRACT-252820942 BUYAUD SELLUSD | 0.00 | 440,588 |
| BEST BUY 1.95% 10/01/30 | 0.00 | 1,000 |
| JAPANESE YEN | 0.00 | 123,290 |
| CURRENCY CONTRACT-252821052 BUYUSD SELLEUR | 0.00 | 335,826 |
| CURRENCY CONTRACT-252821055 BUYUSD SELLJPY | 0.00 | 328,184 |
| CURRENCY CONTRACT-252821049 BUYUSD SELLCAD | 0.00 | 158,909 |
| AUSTRALIAN DOLLAR | 0.00 | 107 |
| CANADIAN DOLLAR | 0.00 | 0 |
| NEW ZEALAND DOLLAR | 0.00 | 0 |
