NPORT-P false 0001126087 XXXXXXXX S000065170 C000210964 C000210967 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 BRIGHTHOUSE INVESTMENT ADVISERS, LLC ONE FINANCIAL CENTER BOSTON 02111 980-949-5130 AB International Bond Portfolio S000065170 549300OD7OEG1Q12BR56 2020-12-31 2020-06-30 N 1008754642.85 49873582.10 958881060.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1759390.73000000 0.00000000 0.00000000 14266414.24000000 CNY USD ZAR AUD CAD EUR GBP KRW JPY N CBB INTL SUKUK PRGM SPC 5493006IRJ2IWXTNIM16 12482TAA6 1049000.00000000 PA USD 1080470.00000000 0.112680294170 Long DBT CORP BH N 2 2027-03-30 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 818000.00000000 PA USD 725197.90000000 0.075629598881 Long DBT CORP US N 2 2025-01-30 Fixed 4.70000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAA7 1576000.00000000 PA USD 1641404.00000000 0.171179103143 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 547.28000000 0.000057074857 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 55225.00000000 EUR 62639.70000000 USD 2020-08-06 547.28000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 982000.00000000 PA USD 946942.60000000 0.098754959166 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.88000000 N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 1657000.00000000 PA USD 1916320.50000000 0.199849655858 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 46257.80000000 0.004824143670 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4945518.98000000 EUR 5606769.49000000 USD 2020-08-06 46257.80000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 5000000.00000000 OU Notional Amount USD -2523046.90000000 -0.26312407276 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -1024022.36000000 USD 5000000.00000000 USD -1499024.54000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HR4 6992000.00000000 PA USD 2723384.00000000 0.284016872527 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5733.33000000 -0.00059791878 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 720588.37000000 USD 77151984.00000000 JPY 2020-08-07 -5733.33000000 N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 756000.00000000 PA USD 492396.07000000 0.051351110179 Long DBT NUSS LK Y 2 2029-03-14 Fixed 7.85000000 N N N N N N Lincoln Financing SARL 222100831I4WRVCLV609 000000000 569000.00000000 PA 582881.14000000 0.060787637159 Long DBT CORP LU Y 2 2024-04-01 Fixed 3.63000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087K52 7985000.00000000 PA 6125029.06000000 0.638768384392 Long DBT NUSS CA N 2 2025-03-01 Fixed 1.25000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -29953.25000000 -0.00312377115 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 8448689.89000000 ZAR 456123.35000000 USD 2020-07-17 -29953.25000000 N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087J39 13185000.00000000 PA 11204433.52000000 1.168490439391 Long DBT NUSS CA N 2 2029-06-01 Fixed 2.25000000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 460000.00000000 PA USD 445887.98000000 0.046500864210 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 2.28000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 490000.00000000 PA USD 461286.00000000 0.048106696323 Long DBT NUSS GH Y 2 2029-05-16 Fixed 7.63000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AS8 200000.00000000 PA USD 220900.00000000 0.023037268024 Long DBT NUSS GT N 2 2032-04-24 Fixed 5.38000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 2538000.00000000 PA USD 2642692.50000000 0.275601699540 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.13000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 430000.00000000 PA USD 434300.00000000 0.045292374391 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 400000.00000000 PA USD 561760.00000000 0.058584951042 Long DBT NUSS RU Y 2 2043-09-16 Fixed 5.88000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 1320000.00000000 PA USD 1381617.60000000 0.144086441640 Long DBT NUSS EG Y 2 2027-01-31 Fixed 7.50000000 N N N N N N Triangle Re 2019-1 Ltd. N/A 89600TAA1 331594.00000000 PA USD 322952.66000000 0.033680158386 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 2.08000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 384000.00000000 PA USD 364032.00000000 0.037964249676 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 2472000.00000000 PA USD 3176104.70000000 0.331230308951 Long DBT NUSS SA Y 2 2050-01-16 Fixed 5.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 893000.00000000 PA USD 379525.00000000 0.039579987084 Long DBT NUSS EC Y 2 2030-03-27 Fixed 9.50000000 N Y N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AT9 955000.00000000 PA USD 910637.73000000 0.094968788859 Long DBT CORP TH N 2 2034-09-25 Fixed 3.73000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 1362000.00000000 PA USD 1414437.00000000 0.147509118481 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39000000 N N N N N N DAIMLER AG 529900R27DL06UVNT076 000000000 1230000.00000000 PA 1470420.98000000 0.153347588161 Long DBT CORP DE Y 2 2025-04-07 Fixed 2.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 15339.74000000 0.001599754195 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2026123.64000000 EUR 2293418.99000000 USD 2020-08-06 15339.74000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 4471000.00000000 OU Notional Amount -697227.35000000 -0.07271259998 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 Canada Bankers Acceptances 3 Months CDOR03 Index Y 2050-01-14 18.70000000 CAD 0.00000000 CAD 4471000.00000000 CAD -697241.58000000 N N N COSTA RICA GOVERNMENT N/A 000000000 872000.00000000 PA USD 715912.00000000 0.074661188890 Long DBT NUSS CR Y 2 2044-04-04 Fixed 7.00000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 220000.00000000 PA 260853.23000000 0.027203919305 Long DBT NUSS IT Y 2 2025-07-01 Fixed 1.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 105000.00000000 PA 121835.37000000 0.012705993995 Long DBT CORP US Y 2 2026-07-24 Fixed 1.50000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 000000000 302000.00000000 PA USD 295960.00000000 0.030865141894 Long DBT CORP AE Y 2 2049-09-30 Fixed 4.70000000 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 000000000 4310000.00000000 PA 5600487.82000000 0.584064911618 Long DBT NUSS PT Y 1 2025-10-15 Fixed 2.88000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1110000.00000000 PA 1499955.24000000 0.156427663596 Long DBT CORP FR Y 2 2026-01-23 Fixed 3.38000000 N N N N N N ASR Nederland NV 7245000G0HS48PZWUD53 000000000 645000.00000000 PA 820662.22000000 0.085585402986 Long DBT CORP NL Y 2 2045-09-29 Fixed 5.13000000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 000000000 722000.00000000 PA USD 777547.52000000 0.081089047623 Long DBT CORP CL Y 2 2024-07-10 Fixed 4.50000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 3145000.00000000 PA 3860034.20000000 0.402556099812 Long DBT NUSS ES Y 2 2028-04-30 Fixed 1.40000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 32232027.35000000 PA USD 32232027.35000000 3.361420792354 Long RA CORP US N 2 Repurchase N 0.00000000 2020-07-01 30530600.00000000 USD 32875350.08000000 USD UST N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HF0 5412000.00000000 PA USD 2156682.00000000 0.224916529096 Long DBT NUSS AR N 2 2028-07-06 Fixed 6.63000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAE5 986000.00000000 PA USD 1130843.40000000 0.117933646443 Long DBT CORP CL N 2 2050-05-07 Fixed 4.70000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 1020000.00000000 PA USD 1184832.00000000 0.123564021493 Long DBT NUSS SA Y 2 2029-04-16 Fixed 4.38000000 N N N N N N STATE STREET INST US GOVT FUND N/A 000000000 100000.00000000 NS USD 100000.00000000 0.010428822102 Long STIV RF US N 1 N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 74059.72000000 0.007723556448 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1654115.83000000 USD 24745572887.00000000 IDR 2020-07-23 74059.72000000 N N N Republic of Panama 549300SHS4T08CL0LP14 698299AD6 3275000.00000000 PA USD 4650532.75000000 0.484995787315 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.88000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAA7 1600000.00000000 PA USD 1799224.26000000 0.187637897300 Long DBT CORP ES N 2 2025-11-19 Fixed 5.18000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 829000.00000000 PA USD 850305.30000000 0.088676827064 Long DBT CORP US N 2 2025-06-23 Fixed 6.13000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 3285284.66000000 PA USD 3248245.38000000 0.338753732132 Long ABS-MBS USGSE US N 2 2031-04-25 Variable 2.58000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 450000.00000000 PA USD 452227.50000000 0.047162001473 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 1163000.00000000 PA USD 1187215.51000000 0.123812593510 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 3524000.00000000 PA USD 3930245.06000000 0.409878265498 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N TRUST F/1401 N/A 000000000 270000.00000000 PA USD 283837.50000000 0.029600907935 Long DBT MX Y 2 2050-01-15 Fixed 6.39000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 400000.00000000 PA 507661.48000000 0.052943112632 Long DBT CORP US Y 2 2025-07-28 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 2372000.00000000 PA USD 1823712.20000000 0.190191700999 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -185340.66000000 -0.01932884771 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24992691640.00000000 IDR 1560093.11000000 USD 2020-07-23 -185340.66000000 N N N Kingdom Of Bahrain 549300RODM1WN85LFQ95 000000000 215000.00000000 PA USD 217096.25000000 0.022640581703 Long DBT NUSS BH Y 2 2031-09-30 Fixed 5.63000000 N N N N N N BG Energy Capital PLC S2M8QDKEE05NZN8JD460 000000000 655000.00000000 PA 995050.05000000 0.103771999545 Long DBT CORP GB Y 2 2025-12-01 Fixed 5.13000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1529000.00000000 PA USD 1261654.35000000 0.131575687709 Long DBT CORP MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 5769.32000000 0.000601672119 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 896670.82000000 USD 97397434.00000000 JPY 2020-08-07 5769.32000000 N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 000000000 452000.00000000 PA 511051.55000000 0.053296657001 Long DBT CORP US N 2 2027-06-15 Fixed 0.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 94409.41000000 0.009845789416 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2307671.04000000 USD 171172653.30000000 RUB 2020-07-14 94409.41000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 216130000.00000000 OU Notional Amount 668340.64000000 0.069700056384 N/A DIR CN N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 China Interbank Repo Rate 3 Months RP3M Index Y 2024-11-22 0.00000000 CNY 0.00000000 CNY 216130000.00000000 CNY 668340.64000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 7134500.00000000 OU Notional Amount USD 334661.49000000 0.034901251437 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.EM.S33.V1 2I65BZDN9 Y buy protection 2025-06-20 804963.98000000 USD 0.00000000 USD 7134500.00000000 USD -470302.49000000 N N N BELLEMEADE RE LT 254900SCWI9IDKK5LV64 07877GAB5 766877.00000000 PA USD 742983.95000000 0.077484474395 Long ABS-MBS CORP BM N 2 2029-07-25 Floating 1.78000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AK5 874000.00000000 PA USD 857612.50000000 0.089438881953 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 000000000 780000.00000000 PA 872146.06000000 0.090954561071 Long DBT CORP DE Y 2 2024-04-04 Fixed 1.13000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6251.47000000 0.000651954685 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 499480.80000000 USD 408106.06000000 GBP 2020-07-17 6251.47000000 N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 000000000 895000.00000000 PA USD 941092.50000000 0.098144862644 Long DBT CORP LU Y 2 2024-02-09 Fixed 7.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -205.00000000 NC USD -314019.36000000 -0.03274852042 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 10 Year US Treasury Note TYU0 Comdty 2020-09-21 -28216215.02000000 USD -314019.36000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 310000.00000000 PA 326503.13000000 0.034050430586 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.88000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 1179000.00000000 PA USD 504034.29000000 0.052564839439 Long DBT NUSS EC Y 2 2026-12-13 Fixed 9.65000000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 000000000 403000.00000000 PA 377922.86000000 0.039412902754 Long DBT CORP NL Y 2 2024-10-15 Fixed 2.50000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAG7 534000.00000000 PA USD 596827.45000000 0.062242073019 Long DBT CORP ID N 2 2050-05-15 Fixed 5.80000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAB0 407000.00000000 PA USD 437236.03000000 0.045598567736 Long DBT CORP VG N 2 2024-05-15 Fixed 5.13000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 1985000.00000000 PA USD 1812801.25000000 0.189053817434 Long DBT NUSS GH Y 2 2051-03-26 Fixed 8.95000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 000000000 1549000.00000000 PA 1739013.01000000 0.181358573151 Long DBT CORP US N 2 2029-06-12 Fixed 1.65000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 000000000 1265000.00000000 PA 1447675.98000000 0.150975552574 Long DBT CORP CH Y 2 2025-07-17 Fixed 1.25000000 N N N N N N Enel Generacion Chile SA 549300PVHXUFEIE6LY50 29246RAA1 749000.00000000 PA USD 800202.86000000 0.083451732728 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -599.00000000 NC USD -164562.07000000 -0.01716188552 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 5 Year US Treasury Note FVU0 Comdty 2020-09-30 -75155008.54000000 USD -164562.07000000 N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 364000.00000000 PA USD 315770.00000000 0.032931091553 Long DBT NUSS SV Y 2 2035-06-15 Fixed 7.65000000 N N N N N N PTTEP Treasury Center Co 2549006WFOUPZX6TZG08 69371MAD9 1505000.00000000 PA USD 1593802.22000000 0.166214798189 Long DBT CORP TH N 2 2059-12-06 Fixed 3.90000000 N N N N N Nexa Resources SA 549300QRMRHM7GAU7L47 000000000 1228000.00000000 PA USD 1187942.64000000 0.123888424605 Long DBT CORP LU Y 2 2027-05-04 Fixed 5.38000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 000000000 345000.00000000 PA 405584.03000000 0.042297636964 Long DBT CORP US N 2 2025-05-30 Fixed 1.30000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 42780.09000000 0.004461459481 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 8076410.98000000 AUD 5617462.85000000 USD 2020-08-13 42780.09000000 N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 947000.00000000 OU Notional Amount USD -296330.24000000 -0.03090375356 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -81479.16000000 USD 947000.00000000 USD -214851.08000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -79400.32000000 -0.00828051812 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 947860228.00000000 JPY 8703039.61000000 USD 2020-08-07 -79400.32000000 N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 1861000.00000000 PA USD 911908.61000000 0.095101326674 Long DBT NUSS EC Y 2 2024-06-20 Fixed 7.95000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 515000.00000000 PA USD 211922.50000000 0.022101020520 Long DBT NUSS EC Y 2 2029-01-31 Fixed 10.65000000 N N N N N N Oaktown Re Ltd 2549008N2FD0KB1Y5E03 67400KAC4 1500000.00000000 PA USD 1393180.20000000 0.145292284624 Long ABS-MBS CORP US N 2 2029-07-25 Floating 2.73000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 306000.00000000 PA USD 303399.00000000 0.031640941970 Long DBT CORP PE N 2 2030-07-01 Fixed 3.13000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 000000000 1070000.00000000 PA 1126914.33000000 0.117523890723 Long DBT CORP US Y 2 2024-11-19 Fixed 0.90000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 918000.00000000 PA 1027504.95000000 0.107156663329 Long DBT CORP US N 2 2028-06-15 Fixed 2.88000000 N N N N N N GLOBO COMMUNICACOES PART 52990054HEKS017PVR75 37959DAB0 1140000.00000000 PA USD 1028850.00000000 0.107296936201 Long DBT CORP BR N 2 2030-01-22 Fixed 4.88000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 701000.00000000 PA USD 825567.70000000 0.086096986768 Long DBT CORP AZ Y 2 2030-03-18 Fixed 6.95000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 2543000.00000000 PA USD 2348816.52000000 0.244953896384 Long DBT NUSS OM Y 2 2026-06-15 Fixed 4.75000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 730151AA5 3210596.68000000 PA USD 3107886.48000000 0.324115952146 Long ABS-MBS CORP US N 2 2023-02-27 Floating 2.53000000 N N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 1949000.00000000 PA 2333190.65000000 0.243324302200 Long DBT NUSS FI Y 2 2027-09-15 Fixed 0.50000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 4234100000.00000000 PA 40401490.06000000 4.213399525108 Long DBT NUSS JP N 2 2036-09-20 Fixed 0.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1270000.00000000 PA 1489548.56000000 0.155342369452 Long DBT CORP US N 2 2024-03-11 Fixed 1.75000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 1187000.00000000 PA USD 1321888.31000000 0.137857380243 Long DBT NUSS BH Y 2 2028-10-12 Fixed 7.00000000 N N N N N N CROWN EURO HOLDINGS SA 85OKW2SW05RZFQS1W718 000000000 250000.00000000 PA 283576.91000000 0.029573731467 Long DBT CORP FR Y 2 2024-09-30 Fixed 2.63000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 320000.00000000 PA USD 364440.32000000 0.038006832642 Long DBT NUSS UA Y 2 2028-11-01 Fixed 9.75000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 860000.00000000 PA USD 827698.40000000 0.086319193681 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 150.00000000 NC 4919.03000000 0.000512996887 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 3 Year Commonwealth Treasury Bond YMU0 Comdty 2020-09-15 17551839.00000000 AUD 4919.03000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -24103.68000000 -0.00251372990 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 842699.55000000 USD 660574.68000000 GBP 2020-07-17 -24103.68000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 1260000.00000000 PA USD 1404900.00000000 0.146514521717 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 5485000.00000000 OU Notional Amount USD -1716337.24000000 -0.17899375743 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -576356.02000000 USD 5485000.00000000 USD -1139981.22000000 N N N Vibrant CLO Ltd 5493008IYL3HLPE46G85 92558NAA0 1300000.00000000 PA USD 1247738.70000000 0.130124449326 Long ABS-CBDO CORP KY N 2 2032-07-20 Variable 2.51000000 N N N N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 000000000 704000.00000000 PA 782393.59000000 0.081594435642 Long DBT CORP US N 2 2024-12-15 Fixed 0.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAC2 58000.00000000 PA USD 58462.84000000 0.006096985579 Long DBT CORP US N 2 2026-11-10 Fixed 5.30000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 707000.00000000 PA USD 719429.06000000 0.075027976820 Long DBT NUSS SN Y 2 2033-05-23 Fixed 6.25000000 N N N N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 000000000 1891601.04000000 PA USD 2070357.34000000 0.215913883874 Long DBT CORP PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 905000.00000000 PA 1545711.73000000 0.161199526538 Long DBT NUSS ES Y 2 2037-01-31 Fixed 4.20000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 271260.00000000 0.028289222835 Long DBT NUSS RU Y 2 2042-04-04 Fixed 5.63000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 5015000.00000000 PA 4404247.26000000 0.459311111698 Long DBT NUSS AU Y 2 2047-03-21 Fixed 3.00000000 N N N N N N ASSICURAZIONI GENERALI 549300X5UKJVE386ZB61 000000000 866000.00000000 PA 1107245.54000000 0.115472667604 Long DBT CORP IT Y 2 2047-10-27 Fixed 5.50000000 N N N N N N DIGITAL EURO FINCO 635400OUEAPTXSW3SC91 000000000 1420000.00000000 PA 1723796.73000000 0.179771694380 Long DBT CORP US Y 2 2026-01-16 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAD0 558000.00000000 PA USD 516150.00000000 0.053828365281 Long DBT CORP US N 2 2022-11-10 Fixed 5.00000000 N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 1785000.00000000 PA 3741401.52000000 0.390184108660 Long DBT NUSS DE Y 2 2039-07-04 Fixed 4.25000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 7723210000.00000000 PA 6412235.15000000 0.668720596586 Long DBT NUSS KR N 2 2029-12-10 Fixed 1.38000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 1180000.00000000 PA USD 967600.00000000 0.100909282663 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AA8 800000.00000000 PA USD 644000.00000000 0.067161614339 Long DBT CORP GB N 2 2027-01-30 Variable 2.27000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 461000.00000000 PA USD 78370.00000000 0.008173067881 Long DBT NUSS LB Y 2 2025-02-26 None 0.00000000 Y N N N N N Republic of Gabon N/A 000000000 3395000.00000000 PA USD 3180145.12000000 0.331651677165 Long DBT NUSS GA Y 2 2025-06-16 Fixed 6.95000000 N N N N N N WEPA HYGIENEPRODUKTE GMB 529900KQ44OJDIDU6J81 000000000 570000.00000000 PA 625209.71000000 0.065202008423 Long DBT CORP DE Y 2 2027-12-15 Fixed 2.88000000 N N N N N N WELLS FARGO GOVT FD LEX N/A 000000000 700000.00000000 NS USD 700000.00000000 0.073001754717 Long STIV RF US N 1 N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 000000000 854000.00000000 PA USD 931116.20000000 0.097104452065 Long DBT CORP CO Y 2 2028-11-01 Fixed 5.55000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 383000.00000000 PA USD 309464.00000000 0.032273450031 Long DBT NUSS AO Y 2 2049-11-26 Fixed 9.13000000 N N N N N N OCI NV 549300NCMRGIBJYUOE57 000000000 765000.00000000 PA 863774.55000000 0.090081511186 Long DBT CORP NL Y 2 2023-04-15 Fixed 5.00000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 50150000.00000000 PA 454970.46000000 0.047448059892 Long DBT NUSS JP N 2 2049-03-20 Fixed 0.50000000 N N N N N N Intertrust Group BV 724500E2H60ZHP192G28 000000000 505000.00000000 PA 563668.05000000 0.058783938183 Long DBT CORP NL Y 2 2025-11-15 Fixed 3.38000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 7261.70000000 0.000757309774 N/A DFE GB N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 559670.57000000 USD 457492.05000000 GBP 2020-07-17 7261.70000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 33.00000000 NC -8768.43000000 -0.00091444396 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Canadian Government Bond CNU0 Comdty 2020-09-21 5087964.02000000 CAD -8768.43000000 N N N State of Qatar 52990074F6OJOAXK4P65 000000000 3018000.00000000 PA USD 3556531.92000000 0.370904386954 Long DBT NUSS QA Y 2 2028-04-23 Fixed 4.50000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 1139000.00000000 PA USD 1309685.98000000 0.136584820955 Long DBT CORP AZ Y 2 2026-03-24 Fixed 6.88000000 N N N N N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 908500000.00000000 PA 8416610.05000000 0.877753289174 Long STIV NUSS JP N 2 2020-09-07 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5937500.00000000 OU Notional Amount USD -43252.91000000 -0.00451076903 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S34.V6 2I65BRWX4 Y sell protection 2025-06-20 0.00000000 USD -22624.86000000 USD 5937500.00000000 USD -20628.05000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 4445000.00000000 PA 6046441.70000000 0.630572648423 Long DBT NUSS ES Y 2 2033-07-30 Fixed 2.35000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 1414000.00000000 PA 1648659.47000000 0.171935763202 Long DBT CORP GB Y 2 2023-09-29 Fixed 6.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAB2 1703000.00000000 PA USD 1830725.00000000 0.190923053435 Long DBT CORP CH N 2 2023-12-11 Fixed 7.50000000 N N N N N N UK TSY 1.75% 2049 ECTRVYYCEF89VWYS6K36 000000000 9981278.00000000 PA 15955980.13000000 1.664020782464 Long DBT NUSS GB Y 2 2049-01-22 Fixed 1.75000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 000000000 1356000.00000000 PA USD 1587035.28000000 0.165509086054 Long DBT CORP NL Y 2 2028-11-07 Fixed 4.50000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BG8 1155000.00000000 PA USD 1414875.00000000 0.147554796722 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 403000.00000000 PA USD 439096.71000000 0.045792614743 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 712000.00000000 PA USD 809330.40000000 0.084403627637 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.38000000 N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAZ1 1605000.00000000 PA USD 1658976.15000000 0.173011671406 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AJ0 586000.00000000 PA USD 596255.00000000 0.062182373227 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.63000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 17359000.00000000 OU Notional Amount 636690.17000000 0.066399285173 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 Canada Bankers Acceptances 3 Months CDOR03 Index Y 2024-05-22 13.87000000 CAD 0.00000000 CAD 17359000.00000000 CAD 636680.49000000 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AE9 943000.00000000 PA USD 1136032.10000000 0.118474766736 Long DBT CORP CO N 2 2043-09-18 Fixed 7.38000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 187000.00000000 PA USD 195907.18000000 0.020430811288 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 69210000.00000000 OU Notional Amount 285293.99000000 0.029752802686 N/A DIR CN N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 China Interbank Repo Rate 3 Months RP3M Index Y 2025-01-06 0.00000000 CNY 0.00000000 CNY 69210000.00000000 CNY 285293.99000000 N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 000000000 200000.00000000 PA USD 232200.00000000 0.024215724921 Long DBT CORP CL Y 2 2047-01-25 Fixed 5.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 860000.00000000 PA USD 797099.60000000 0.083128099263 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 2213000.00000000 PA 2610480.53000000 0.272242370493 Long DBT NUSS IT Y 2 2050-09-01 Fixed 2.45000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 582000.00000000 PA USD 510355.80000000 0.053224098471 Long DBT CORP MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 1079000.00000000 PA USD 1166485.32000000 0.121650678874 Long DBT CORP BH Y 2 2024-11-07 Fixed 7.63000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 67778NAA6 735000.00000000 PA USD 786685.20000000 0.082042000014 Long DBT CORP BH Y 2 2027-10-25 Fixed 7.50000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -2717.49000000 -0.00028340219 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 5060122.91000000 ZAR 288405.44000000 USD 2020-07-17 -2717.49000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 25990000.00000000 OU Notional Amount 47195.76000000 0.004921961850 N/A DIR CN N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 China Interbank Repo Rate 3 Months RP3M Index Y 2025-02-04 0.00000000 CNY 0.00000000 CNY 25990000.00000000 CNY 47195.76000000 N N N AUTOPISTAS DEL SOL SA N/A 000000000 901315.35000000 PA USD 778285.80000000 0.081166041530 Long DBT CORP CR Y 2 2030-12-30 Fixed 7.38000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 975000.00000000 PA 1114494.16000000 0.116228613288 Long DBT CORP US Y 2 2025-05-04 Fixed 1.34000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 3215000.00000000 PA USD 3295375.00000000 0.343668796359 Long DBT NUSS DO Y 2 2024-04-18 Fixed 5.88000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CD0 2694000.00000000 PA USD 2660325.00000000 0.277440561597 Long DBT NUSS BR N 2 2025-06-06 Fixed 2.88000000 N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 1296000.00000000 PA USD 1454760.00000000 0.151714332418 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 1350000.00000000 PA USD 1534585.50000000 0.160039191805 Long DBT CORP CL Y 2 2049-02-05 Fixed 4.38000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1681.44000000 -0.00017535438 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 221859.50000000 USD 195826.36000000 EUR 2020-08-06 -1681.44000000 N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 655000.00000000 PA USD 769625.00000000 0.080262822106 Long DBT CORP MX Y 2 2042-09-19 Fixed 6.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBA5 1778000.00000000 PA USD 1813453.32000000 0.189121820654 Long DBT CORP CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 257000.00000000 PA USD 280303.01000000 0.029232302260 Long DBT CORP FR N 2 2024-07-11 Fixed 4.63000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BG7 311000.00000000 PA USD 317997.50000000 0.033163393565 Long DBT CORP CL N 2 2049-04-30 Fixed 5.50000000 N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 038461AM1 402000.00000000 PA USD 391950.00000000 0.040875768230 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 3061000.00000000 PA USD 3079366.00000000 0.321141602024 Long DBT NUSS DO Y 2 2027-01-25 Fixed 5.95000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 000000000 1640000.00000000 PA 1853458.18000000 0.193293856336 Long DBT CORP US N 2 2024-05-15 Fixed 0.40000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 1405230.54000000 0.146548993146 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 222646870.31000000 EUR 251739023.62000000 USD 2020-08-06 1405230.54000000 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 267000.00000000 PA USD 271272.00000000 0.028290474293 Long DBT CORP MX N 2 2027-06-05 Fixed 7.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 63.89000000 0.000006662974 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3158.62000000 USD 2646137.00000000 CLP 2020-07-15 63.89000000 N N N Government of Jamaica N/A 470160BQ4 3530000.00000000 PA USD 3953635.30000000 0.412317592017 Long DBT NUSS JM N 2 2025-07-09 Fixed 7.63000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 2121000.00000000 PA USD 2164480.50000000 0.225729820787 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 564868.80000000 0.058909162264 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 53496725.78000000 MYR 13028915.19000000 USD 2020-08-13 564868.80000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 78197.49000000 0.008155077120 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 11294541.04000000 EUR 12777254.50000000 USD 2020-08-06 78197.49000000 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 609000.00000000 PA USD 620418.75000000 0.064702367727 Long DBT CORP CL N 2 2030-01-29 Fixed 4.20000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 550000.00000000 PA USD 598424.41000000 0.062408617136 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HL7 11162000.00000000 PA USD 4487124.00000000 0.467954179477 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.88000000 N N N N N N LIGHT SERVICOS ENERGIA N/A 000000000 897000.00000000 PA USD 905081.97000000 0.094389388532 Long DBT CORP BR Y 2 2023-05-03 Fixed 7.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1255000.00000000 PA 1462801.06000000 0.152552920260 Long DBT CORP US N 2 2023-03-30 Fixed 1.88000000 N N N N N N BELLEMEADE RE LT 2549002JVH34IWRT3X93 07877DAC0 2000000.00000000 PA USD 1814195.80000000 0.189199252572 Long ABS-MBS CORP BM N 2 2028-08-25 Floating 1.78000000 N N N N N N HSBC US GOVT FUND LEX N/A 000000000 1000000.00000000 NS USD 1000000.00000000 0.104288221024 Long STIV RF US N 1 N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 2500000.00000000 OU Notional Amount USD -1261523.45000000 -0.13156203638 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -500692.78000000 USD 2500000.00000000 USD -760830.67000000 N N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 000000000 500000.00000000 PA USD 500000.00000000 0.052144110512 Long RA CORP US N 2 Repurchase Y 0.10000000 2020-07-01 184595.33000000 USD 195500.35000000 USD 281829.99000000 USD 314499.75000000 USD UST N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 000000000 44806000.00000000 PA 1769171.50000000 0.184503748422 Long DBT NUSS UA N 2 2021-06-02 Fixed 16.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 21.00000000 NC USD 126843.71000000 0.013228304864 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 4454437.54000000 USD 126843.71000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -435.43000000 -0.00004541022 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 37824.05000000 SGD 26709.45000000 USD 2020-08-27 -435.43000000 N N N COMM Mortgage Trust N/A 12623SAU4 1285000.00000000 PA USD 1071669.44000000 0.111762499424 Long ABS-MBS CORP US N 2 2045-12-10 Variable 4.46000000 N N N N N N Rexel SA 969500N6AVPA51648T62 000000000 780000.00000000 PA 868432.18000000 0.090567247132 Long DBT CORP FR Y 2 2024-06-15 Fixed 2.63000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AV2 270000.00000000 PA USD 304949.99000000 0.031802691958 Long DBT CORP GB N 2 2025-04-01 Fixed 5.38000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -484795.59000000 -0.05055846964 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 30093295.97000000 GBP 36807351.05000000 USD 2020-07-17 -484795.59000000 N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 5431000.00000000 PA USD 6721948.70000000 0.701020071743 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N DOVER CORP 549300FMC2ALGA7N9E80 000000000 1516000.00000000 PA 1618585.27000000 0.168799378385 Long DBT CORP US N 2 2027-11-04 Fixed 0.75000000 N N N N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 000000000 745000.00000000 PA USD 745000.00000000 0.077694724663 Long DBT CORP PA Y 2 2027-10-19 Fixed 4.13000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 4152000.00000000 PA USD 4048200.00000000 0.422179576352 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 000000000 295000.00000000 PA 344549.14000000 0.035932416866 Long DBT CORP GB Y 2 2027-02-16 Fixed 1.57000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 1264000.00000000 PA USD 613040.00000000 0.063932851017 Long DBT NUSS EC Y 2 2022-03-28 Fixed 10.75000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 179000.00000000 PA USD 174030.71000000 0.018149353149 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N GRAN TIERRA ENERGY INTL 549300RQNK5SS6I0T293 000000000 1271000.00000000 PA USD 559240.00000000 0.058322144725 Long DBT CORP KY Y 2 2025-02-15 Fixed 6.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 000000000 400000.00000000 PA 425512.43000000 0.044375934348 Long DBT CORP US N 2 2025-03-02 Fixed 2.88000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AR0 355000.00000000 PA USD 410557.50000000 0.042816311303 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.13000000 N N N N N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 3755000.00000000 PA 4542250.80000000 0.473703255380 Long DBT NUSS AT Y 2 2026-10-20 Fixed 0.75000000 N N N N N N BFLD Trust N/A 054970AL2 328000.00000000 PA USD 291855.02000000 0.030437040832 Long ABS-MBS CORP US N 2 2034-10-15 Floating 2.02000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 1407000.00000000 PA 1129779.73000000 0.117822718191 Long DBT NUSS XX Y 2 2024-08-07 Fixed 4.75000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAE7 1537000.00000000 PA USD 1769471.25000000 0.184535008817 Long DBT CORP ID Y 2 2028-05-21 Fixed 5.45000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 897000.00000000 PA USD 899242.50000000 0.093780400594 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N Q-PARK HOLDING BV 2549003839B7HE3NDP48 000000000 357000.00000000 PA 370716.46000000 0.038661360118 Long DBT CORP NL N 2 2027-03-01 Fixed 2.00000000 N N N N N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 3865000.00000000 PA 4712005.39000000 0.491406659582 Long DBT NUSS AT Y 2 2028-02-20 Fixed 0.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -93960.45000000 -0.00979896817 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 24139703.89000000 ZAR 1294863.78000000 USD 2020-07-17 -93960.45000000 N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 1341600000.00000000 PA 12513689.35000000 1.305030400768 Long DBT NUSS JP N 2 2030-03-20 Fixed 0.10000000 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 000000000 3100000.00000000 PA 3531469.22000000 0.368290642557 Long DBT CORP FR Y 2 2022-01-21 Fixed 0.63000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 552000.00000000 PA USD 447672.00000000 0.046686916482 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AD2 224000.00000000 PA USD 221200.00000000 0.023068554490 Long DBT CORP MX N 2 2029-09-18 Fixed 4.25000000 N N N N N N MORRISON(WM)SUPERMARKETS 213800IN6LSRGTZSOS29 000000000 795000.00000000 PA 1102779.95000000 0.115006959167 Long DBT CORP GB Y 2 2026-07-27 Fixed 3.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 4304000.00000000 PA USD 4470780.00000000 0.466249692793 Long DBT CORP KZ Y 2 2023-04-30 Fixed 4.40000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX62 1385000.00000000 PA USD 1366524.10000000 0.142512367376 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.88000000 N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -232.12000000 -0.00002420738 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2464319.00000000 HUF 7584.42000000 USD 2020-07-29 -232.12000000 N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 829000.00000000 PA USD 792524.00000000 0.082650918079 Long DBT NUSS DO Y 2 2045-01-27 Fixed 6.85000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAL6 300000.00000000 PA USD 268860.00000000 0.028038931104 Long DBT CORP US N 2 2055-05-15 Fixed 3.44000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -79.47000000 -0.00000828778 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8858330.00000000 KRW 7286.31000000 USD 2020-08-13 -79.47000000 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PHJ5 6595000.00000000 PA 5102866.68000000 0.532168888183 Long DBT NUSS CA N 2 2024-12-15 Fixed 1.80000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 817000.00000000 PA 894768.09000000 0.093313772335 Long DBT CORP ES N 2 2025-02-15 Fixed 1.63000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 1719000.00000000 PA USD 1822157.19000000 0.190029531772 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 4125000.00000000 PA USD 5092280.28000000 0.531064851360 Long DBT UST US N 2 2049-11-15 Fixed 2.38000000 N N N N N N SoFi Consumer Loan Program Trust N/A 83404YAB9 750000.00000000 PA USD 756472.43000000 0.078891163979 Long ABS-O CORP US N 2 2028-09-25 Variable 4.55000000 N N N N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 29246XAB6 233703.20000000 PA USD 239545.78000000 0.024981803250 Long DBT CORP CL N 2 2027-05-14 Fixed 5.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -115473.26000000 -0.01204250086 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 182494177.45000000 RUB 2445483.11000000 USD 2020-07-14 -115473.26000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 2985.32000000 0.000311333711 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1094696.57000000 EUR 1233811.27000000 USD 2020-08-06 2985.32000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -324.47000000 -0.00003383839 N/A DFE MX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 652988.74000000 USD 15073551.01000000 MXN 2020-08-07 -324.47000000 N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 289000.00000000 PA USD 283436.75000000 0.029559114430 Long DBT CORP KY Y 2 2029-07-18 Fixed 3.88000000 N N N N N N Government of Jamaica N/A 470160CB6 2278000.00000000 PA USD 2782577.00000000 0.290190005194 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.88000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1530000.00000000 PA 1752329.55000000 0.182747331418 Long DBT NUSS IT N 2 2022-04-01 Fixed 1.20000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 5093000.00000000 PA USD 5304410.43000000 0.553187527330 Long DBT NUSS UA Y 2 2024-09-01 Fixed 7.75000000 N N N N N N Fannie Mae - CAS N/A 20754JAB0 644172.00000000 PA USD 624799.04000000 0.065159180379 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 2.28000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0HR3 200000.00000000 PA USD 225758.71000000 0.023543974246 Long DBT CORP AU N 2 2025-12-09 Fixed 4.50000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -30960.25000000 -0.00322878939 N/A DFE XX N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 9935780.64000000 USD 8809347.05000000 EUR 2020-08-06 -30960.25000000 N N N Freddie Mac - STACR N/A 3137G0KE8 1796509.00000000 PA USD 1877460.95000000 0.195797062519 Long ABS-MBS USGSE US N 2 2028-11-25 Floating 5.33000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 5000000.00000000 OU Notional Amount USD -2523046.90000000 -0.26312407276 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -984120.80000000 USD 5000000.00000000 USD -1538926.10000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GL8 3706988.47000000 PA USD 1682972.77000000 0.175514236216 Long DBT NUSS AR N 2 2033-12-31 Fixed 8.28000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 3335000.00000000 PA 3828305.55000000 0.399247175348 Long DBT NUSS BE Y 2 2027-10-22 None 0.00000000 N N N N N N Freddie Mac - STACR 5493007222WHFWMBOC78 35563KAH3 4433470.35000000 PA USD 4368543.95000000 0.455587677014 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 2.83000000 N N N N N N TRANSJAMAICAN HIGHWAY N/A 893727AA5 772000.00000000 PA USD 741120.00000000 0.077290086365 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75000000 N N N N N N CEMIG GERACAO E TRANSM 529900ZT0AVI5W1VFB58 000000000 837000.00000000 PA USD 923420.25000000 0.096301855130 Long DBT CORP BR Y 2 2024-12-05 Fixed 9.25000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 1025000.00000000 PA USD 1142875.00000000 0.119188400603 Long DBT CORP CL N 2 2028-06-12 Fixed 4.88000000 N N N N N N WPC Eurobond BV 5493005XDMOLBARL5M14 000000000 1300000.00000000 PA 1510508.99000000 0.157528295409 Long DBT NL N 2 2027-04-15 Fixed 2.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -57191.00000000 -0.00596434764 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 90384784.08000000 RUB 1211186.39000000 USD 2020-07-14 -57191.00000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 1150000.00000000 PA USD 1421308.00000000 0.148225682848 Long DBT NUSS SA Y 2 2049-04-17 Fixed 5.00000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 1000000.00000000 PA 1030559.19000000 0.107475184585 Long DBT CORP NL Y 2 2026-12-29 Fixed 3.25000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BM2 1000000.00000000 PA USD 652600.00000000 0.068058493040 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 000000000 1810000.00000000 PA 2065387.50000000 0.215395588101 Long DBT CORP US Y 2 2024-10-15 Fixed 3.50000000 N N N N N N NATIONWIDE MUTUAL INSURA Z7LVXXWM8HZPKF5T2355 638671AK3 567000.00000000 PA USD 911614.32000000 0.095070635693 Long DBT CORP US N 2 2039-08-15 Fixed 9.38000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 650000.00000000 PA USD 610025.00000000 0.063618422030 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.13000000 N N N N N N Fannie Mae - CAS N/A 20754HAE8 437207.08000000 PA USD 427624.42000000 0.044596190028 Long ABS-MBS USGSE US N 2 2039-07-25 Floating 2.18000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBL5 50000.00000000 PA USD 52912.00000000 0.005518098350 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 597433.00000000 PA USD 600373.15000000 0.062611847764 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 2.68000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 195000.00000000 PA 245480.49000000 0.025600723598 Long DBT CORP US N 2 2026-10-23 Fixed 1.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AV4 226000.00000000 PA USD 238565.60000000 0.024879582021 Long DBT CORP US N 2 2045-05-15 Fixed 5.38000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 334000.00000000 PA 515222.08000000 0.053731594155 Long DBT CORP JE Y 2 2026-12-03 Fixed 6.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 000000000 979000.00000000 PA 1101269.96000000 0.114849484996 Long DBT CORP GB Y 2 2025-09-18 Fixed 1.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 938.64000000 0.000097889095 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1542809.64000000 ZAR 89700.76000000 USD 2020-07-17 938.64000000 N N N COLBUN SA 5493003VQJLE2QB8IF36 000000000 200000.00000000 PA USD 215002.00000000 0.022422176096 Long DBT CORP CL Y 2 2027-10-11 Fixed 3.95000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 000000000 3575000.00000000 PA USD 3862823.25000000 0.402846964875 Long DBT NUSS HN Y 2 2024-03-15 Fixed 7.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAK5 1331000.00000000 PA USD 1447462.50000000 0.150953289125 Long DBT CORP ID N 2 2049-07-17 Fixed 4.88000000 N N N N N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 000000000 300000.00000000 PA USD 300000.00000000 0.031286466307 Long RA CORP US N 2 Repurchase Y 0.10000000 2020-07-01 231002.70000000 USD 306000.26000000 USD UST N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 000000000 1290000.00000000 PA 1385101.11000000 0.144449730701 Long DBT CORP US N 2 2024-03-06 Fixed 3.02000000 N N N N N N ARES CLO Ltd 549300VDFIIXSFET0S73 04015GAT6 1960584.00000000 PA USD 1834430.22000000 0.191309464237 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 2.78000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCZ3 667000.00000000 PA USD 550375.05000000 0.057397634860 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 1375000.00000000 PA USD 1127500.00000000 0.117584969205 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 3453000.00000000 PA USD 3614825.92000000 0.376983764511 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAH9 570000.00000000 PA USD 619322.10000000 0.064588000050 Long DBT NUSS ID Y 2 2027-03-29 Fixed 4.15000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAB9 454000.00000000 PA USD 422256.32000000 0.044036360429 Long DBT NUSS OM N 2 2029-08-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 30711XYX6 4767081.51000000 PA USD 4651458.81000000 0.485092364465 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 2.43000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 000000000 138000.00000000 PA 156704.38000000 0.016342421016 Long DBT CORP US N 2 2027-07-01 Fixed 1.13000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 8890000.00000000 PA 11562339.44000000 1.205815811082 Long DBT NUSS ES Y 2 2023-10-31 Fixed 4.40000000 N N N N N N Medco Oak Tree Pte Ltd 254900AU06KP3JTGZL51 58405FAA3 622000.00000000 PA USD 576401.35000000 0.060111871387 Long DBT CORP SG N 2 2026-05-14 Fixed 7.38000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 1098000.00000000 PA USD 962836.20000000 0.100412474436 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N SILGAN HOLDINGS INC KAF673KJXD92C8KSLU49 000000000 290000.00000000 PA 312586.79000000 0.032599120244 Long DBT CORP US N 2 2028-06-01 Fixed 2.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2700000.00000000 OU Notional Amount USD 451250.22000000 0.047060082680 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bond Turkey Government International Bond Y buy protection 2025-06-20 519750.03000000 USD 0.00000000 USD 2700000.00000000 USD -68499.81000000 N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 893350000.00000000 PA 7857260.43000000 0.819419712373 Long DBT NUSS JP N 2 2049-12-20 Fixed 0.40000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4706.87000000 0.000490871098 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7239673.94000000 USD 6443152.14000000 EUR 2020-08-06 4706.87000000 N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAA8 1187000.00000000 PA USD 1160292.50000000 0.121004840693 Long DBT CORP BR N 2 2025-02-04 Fixed 3.63000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBA8 2500000.00000000 PA USD 2767606.83000000 0.288628792796 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Freddie Mac - STACR 549300KB1O80CETXGJ21 35564TAH3 121441.56000000 PA USD 118720.50000000 0.012381149744 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.23000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 4999.63000000 0.000521402518 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 4690246.64000000 ZAR 274842.55000000 USD 2020-07-17 4999.63000000 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 1170000.00000000 PA USD 1230471.44000000 0.128323677499 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 1200000.00000000 PA 1307855.96000000 0.136393971425 Long DBT CORP ES Y 2 2023-09-24 Fixed 5.88000000 N N N N N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 5200000.00000000 PA 6243767.05000000 0.651151358137 Long DBT NUSS AT Y 2 2029-02-20 Fixed 0.50000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370RAA5 684000.00000000 PA USD 872209.58000000 0.090961185458 Long DBT CORP ID Y 2 2044-05-30 Fixed 6.45000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDH9 441000.00000000 PA 560973.47000000 0.058502925228 Long DBT CORP US N 2 2028-11-15 Fixed 2.63000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 000000000 1299000.00000000 PA USD 1539094.00000000 0.160509375249 Long DBT CORP ID Y 2 2042-05-03 Fixed 6.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 000000000 1260000.00000000 PA 1449428.36000000 0.151158305167 Long DBT CORP US N 2 2028-05-19 Fixed 1.60000000 N N N N N N AES GENER SA 549300IF4IFG0FS0RM26 00105DAG0 457000.00000000 PA USD 459285.00000000 0.047898015593 Long DBT CORP CL N 2 2079-10-07 Fixed 6.35000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -4952.53000000 -0.00051649054 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 41509766.87000000 ZAR 2383219.68000000 USD 2020-07-17 -4952.53000000 N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 1277000.00000000 PA 1405813.91000000 0.146609831765 Long DBT US N 2 2028-02-06 Fixed 0.38000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2A1 2374000.00000000 PA USD 2397146.50000000 0.249994144020 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -135.36000000 -0.00001411645 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 213218.38000000 EUR 239597.48000000 USD 2020-08-06 -135.36000000 N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 255000.00000000 PA USD 232687.50000000 0.024266565429 Long DBT NUSS DO Y 2 2049-06-05 Fixed 6.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 40620000.00000000 OU Notional Amount -143853.23000000 -0.01500219744 N/A DIR CN N 2 LCH Limited F226TOH6YD6XJB17KS62 China Interbank Repo Rate 3 Months RP3M Index Y 2025-05-06 0.00000000 CNY 0.00000000 CNY 40620000.00000000 CNY -143853.23000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 474000.00000000 OU Notional Amount USD -148321.58000000 -0.01546819371 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -40577.66000000 USD 474000.00000000 USD -107743.92000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -116.00000000 NC USD -2862.88000000 -0.00029856466 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUU0 Comdty 2020-09-30 -25613199.74000000 USD -2862.88000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3060000.00000000 PA 3808370.84000000 0.397168219906 Long DBT NUSS IT Y 2 2033-09-01 Fixed 2.45000000 N N N N N N MONGOLIA INTL BOND N/A 000000000 1921000.00000000 PA USD 1918599.40000000 0.200087318285 Long DBT NUSS MN Y 2 2023-05-01 Fixed 5.63000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 74445PAF9 335000.00000000 PA USD 373592.02000000 0.038961247154 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 467.65000000 0.000048770386 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 780369.89000000 EUR 877879.29000000 USD 2020-08-06 467.65000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -20680000.00000000 NC USD -134120.14000000 -0.01398715080 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 20680000.00000000 OU Notional Amount N/A -134120.14000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2027-07-21 0.00000000 N/A 0.00000000 N/A 20680000.00000000 USD 1.00000000 0.54500000 USD 2020-07-17 XXXX -43903.64000000 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 815000.00000000 PA 902257.19000000 0.094094797251 Long DBT CORP GB Y 2 2027-03-13 Fixed 1.25000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 000000000 1040000.00000000 PA 1170379.16000000 0.122056760520 Long DBT CORP LU N 2 2023-03-07 Fixed 0.38000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 3015000.00000000 PA USD 2814502.50000000 0.293519458794 Long DBT NUSS SV Y 2 2023-01-24 Fixed 7.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QC5 5335000.00000000 PA USD 8494945.52000000 0.885922755983 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 999000.00000000 PA USD 1045503.45000000 0.109033694875 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 1421000.00000000 OU Notional Amount USD -444651.82000000 -0.04637194728 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -121647.37000000 USD 1421000.00000000 USD -323004.45000000 N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 000000000 584000.00000000 PA 645100.87000000 0.067276422113 Long DBT CORP US Y 2 2028-05-25 Fixed 2.25000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 336.80000000 0.000035124272 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 9954119.33000000 CNY 1404481.10000000 USD 2020-08-13 336.80000000 N N N Dryden Senior Loan Fund N/A 26253LAG7 272928.00000000 PA USD 242019.18000000 0.025239749736 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 4.27000000 N N N N N N FIDELITY INST GOVT LEX N/A 000000000 1500000.00000000 NS USD 1500000.00000000 0.156432331537 Long STIV RF US N 1 N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 3515000.00000000 PA 4197096.62000000 0.437707739969 Long DBT NUSS AT Y 2 2027-04-20 Fixed 0.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 000000000 648000.00000000 PA 735829.27000000 0.076738325546 Long DBT CORP US N 2 2027-07-01 Fixed 1.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -166806.27000000 -0.01739592915 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 35939391.93000000 SEK 3690673.14000000 USD 2020-07-15 -166806.27000000 N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 996000.00000000 PA USD 961140.00000000 0.100235580755 Long DBT CORP AT Y 2 2026-09-29 Fixed 4.35000000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 306000.00000000 PA USD 307377.00000000 0.032055800513 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43000000 N N N N N N Great Wolf Trust N/A 39152TAL4 2682000.00000000 PA USD 2453753.49000000 0.255897586305 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.12000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB59 1021000.00000000 PA USD 1317090.00000000 0.137356973029 Long DBT NUSS IL N 2 2120-04-03 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 540000.00000000 PA USD 481464.00000000 0.050211024047 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAL4 1334000.00000000 PA USD 1437385.00000000 0.149902324577 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N WEPA HYGIENEPRODUKTE GMB 529900KQ44OJDIDU6J81 000000000 197000.00000000 PA 215888.72000000 0.022514650548 Long DBT CORP DE N 2 2027-12-15 Fixed 2.88000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 000000000 1440000.00000000 PA 1584812.80000000 0.165277307569 Long DBT CORP US Y 2 2024-04-01 Fixed 2.20000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -539.91000000 -0.00005630625 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 6047438.45000000 ZAR 347386.02000000 USD 2020-07-17 -539.91000000 N N N State of Qatar 52990074F6OJOAXK4P65 000000000 980000.00000000 PA USD 1287945.40000000 0.134317534543 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.82000000 N N N N N N JOHNSON CONTROLS INTL PL 549300XQ6S1GYKGBL205 000000000 2345000.00000000 PA 2694459.47000000 0.281000384749 Long DBT CORP IE N 2 2025-02-25 Fixed 1.38000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 11455000.00000000 PA 14105923.98000000 1.471081717785 Long DBT NUSS FR Y 2 2027-05-25 Fixed 1.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 14048.50000000 0.001465093073 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 23571819.14000000 CAD 17378496.59000000 USD 2020-08-06 14048.50000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAQ2 2178000.00000000 PA USD 2570040.00000000 0.268024899562 Long DBT CORP NL N 2 2026-05-23 Fixed 8.75000000 N N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 4420000.00000000 PA 5332706.69000000 0.556138493947 Long DBT NUSS FI Y 2 2025-09-15 Fixed 0.88000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -42223.56000000 -0.00440341995 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6591043.03000000 USD 5824519.90000000 EUR 2020-08-06 -42223.56000000 N N N Dryden Senior Loan Fund N/A 26253LAE2 3000000.00000000 PA USD 2829189.00000000 0.295051087752 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 3.22000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -123512.90000000 -0.01288094061 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7917637.53000000 CAD 5709104.65000000 USD 2020-08-06 -123512.90000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 786952.50000000 PA USD 786952.50000000 0.082069876256 Long RA CORP US N 2 Repurchase Y 0.05000000 2020-07-01 800857.73000000 USD 802691.56000000 USD UST N N Republic of Zambia N/A 000000000 1720000.00000000 PA USD 891166.40000000 0.092938158493 Long DBT NUSS ZM Y 2 2027-07-30 Fixed 8.97000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 284000.00000000 PA USD 298421.60000000 0.031121857779 Long DBT CORP KY N 2 2025-04-07 Fixed 3.08000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 1232005.00000000 PA USD 1578518.73000000 0.164620910206 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.98000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBG3 1135000.00000000 PA USD 1227350.43000000 0.127998192918 Long DBT CORP FR N 2 2024-01-17 Fixed 5.00000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AR0 595000.00000000 PA USD 753194.83000000 0.078549348905 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAJ4 541000.00000000 PA USD 698326.11000000 0.072827187707 Long DBT CORP US N 2 2045-04-23 Fixed 5.88000000 N N N N N SPIE SA 969500TJNS5GSFWJ8X85 000000000 600000.00000000 PA 671996.55000000 0.070081324734 Long DBT CORP FR Y 2 2024-03-22 Fixed 3.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 5000000.00000000 OU Notional Amount USD -2523046.90000000 -0.26312407276 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Markit CMBX.NA.BB.6 137BEMAE8 Y sell protection 2063-05-11 0.00000000 USD -1019521.05000000 USD 5000000.00000000 USD -1503525.85000000 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 2500000.00000000 PA USD 2556250.00000000 0.266586764994 Long DBT CORP NL Y 2 2024-04-16 Fixed 6.75000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 -20680000.00000000 NC USD -81686.00000000 -0.00851888762 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A 20680000.00000000 OU Notional Amount N/A -81686.00000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2027-07-31 0.00000000 N/A 0.00000000 N/A 20680000.00000000 USD 1.00000000 0.46000000 USD 2020-07-29 XXXX 0.00000000 N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 726000.00000000 PA USD 624367.26000000 0.065114150811 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 23110000.00000000 PA 1126567.88000000 0.117487760068 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N INDUSTRIAS PENOLES SAB D 549300WA2HB7776CB324 000000000 410000.00000000 PA USD 446900.00000000 0.046606405975 Long DBT CORP MX Y 2 2049-09-12 Fixed 5.65000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 2451000.00000000 PA USD 2182958.64000000 0.227656873136 Long DBT NUSS NG Y 2 2047-11-28 Fixed 7.63000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAK1 403000.00000000 PA USD 394972.24000000 0.041190952263 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 1573000.00000000 PA 1669959.22000000 0.174157076237 Long DBT CORP GB Y 2 2029-07-04 Fixed 4.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 24.00000000 NC 140278.90000000 0.014629436928 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Buxl (FGBX) UBU0 Comdty 2020-09-08 5154181.12000000 EUR 140278.90000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 623.03000000 0.000064974690 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 184433.47000000 EUR 207991.45000000 USD 2020-08-06 623.03000000 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 365000.00000000 PA USD 380056.25000000 0.039635390201 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.13000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 000000000 535000.00000000 PA 698616.98000000 0.072857522021 Long DBT CORP GG Y 2 2025-08-08 Fixed 2.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 59634.96000000 0.006219223889 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 42967584.43000000 MXN 1920072.95000000 USD 2020-08-07 59634.96000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 000000000 562000.00000000 PA 644254.63000000 0.067188169249 Long DBT CORP US Y 2 2027-03-11 Fixed 1.09000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAL1 1365000.00000000 PA USD 1380015.00000000 0.143919309337 Long DBT CORP ID Y 2 2030-02-05 Fixed 3.38000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -130.00000000 NC -37156.62000000 -0.00387499779 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short 10 Year Commonwealth Treasury Bond XMU0 Comdty 2020-09-15 -19288645.74000000 AUD -37156.62000000 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 000000000 590000.00000000 PA 680333.88000000 0.070950810048 Long DBT CORP US N 2 2025-06-15 Fixed 1.70000000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 U63768AB8 1040000.00000000 PA USD 1055288.00000000 0.110054108188 Long DBT CORP US Y 2 2029-08-06 Fixed 6.63000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 000000000 172536.00000000 PA 192681.05000000 0.020094363929 Long DBT CORP DE Y 2 2025-05-15 Fixed 3.63000000 N N Y N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 000000000 2530000.00000000 PA 3005155.96000000 0.313402368970 Long DBT NUSS NL Y 2 2029-07-15 Fixed 0.25000000 N N N N N N CSN Resources SA 222100ZEX458NMOXZP08 000000000 1062000.00000000 PA USD 985005.00000000 0.102724419150 Long DBT CORP LU Y 2 2023-02-13 Fixed 7.63000000 N N N N N N Republic of Azerbaijan 549300P74FF45UQVU281 000000000 1847000.00000000 PA USD 1966242.32000000 0.205055913656 Long DBT NUSS AZ Y 2 2024-03-18 Fixed 4.75000000 N N N N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 000000000 747000.00000000 PA 819249.72000000 0.085438095873 Long DBT CORP LU N 2 2028-03-18 Fixed 0.45000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 5199000.00000000 PA USD 5217061.33000000 0.544078045083 Long DBT NUSS UA Y 2 2032-09-25 Fixed 7.38000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 1557000.00000000 PA USD 1262727.00000000 0.131687552469 Long DBT NUSS SV Y 2 2050-01-20 Fixed 7.12000000 N N N N N N TRINIDAD GEN UNLTD N/A 000000000 962000.00000000 PA USD 899479.62000000 0.093805129417 Long DBT CORP TT Y 2 2027-11-04 Fixed 5.25000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 141000.00000000 PA 156885.10000000 0.016361267984 Long DBT CORP US N 2 2025-12-03 Fixed 0.63000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 000000000 496000.00000000 PA 606260.86000000 0.063225866566 Long DBT CORP US N 2 2031-06-15 Fixed 3.13000000 N N N N N N BIOCEANICO SOVEREIGN N/A 09076AAA5 939990.63000000 PA USD 660343.42000000 0.068866040537 Long DBT CORP KY N 2 2034-06-05 None 0.00000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BE4 1000000.00000000 PA USD 882890.02000000 0.092075029546 Long DBT CORP US N 2 2028-10-15 Fixed 4.38000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 318000.00000000 PA USD 309032.40000000 0.032228439235 Long DBT CORP KY Y 2 2030-01-30 Fixed 3.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -16458.16000000 -0.00171639222 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 850698.32000000 GBP 1037742.30000000 USD 2020-07-17 -16458.16000000 N N N INVERSIONES CMPC SA 549300G475ACIABB4385 000000000 662000.00000000 PA USD 706685.00000000 0.073698921474 Long DBT CORP CL Y 2 2027-04-04 Fixed 4.38000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAB8 970000.00000000 PA USD 858450.00000000 0.089526223338 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 900000.00000000 PA 1024185.35000000 0.106810468151 Long DBT CORP US Y 2 2025-05-01 Fixed 1.25000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 338000.00000000 PA USD 318565.00000000 0.033222577130 Long DBT CORP BR N 2 2030-01-24 Fixed 4.88000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -596983.02000000 -0.06225829713 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 7495681173.00000000 JPY 68854575.02000000 USD 2020-08-07 -596983.02000000 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAJ9 1514000.00000000 PA USD 1787655.50000000 0.186431411900 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.88000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 000000000 834000.00000000 PA USD 897540.79000000 0.093602932286 Long DBT CORP MA Y 2 2024-04-25 Fixed 5.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 298.00000000 NC USD 464274.78000000 0.048418390872 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYU0 Comdty 2020-09-21 46466068.97000000 USD 464274.78000000 N N N BELLEMEADE RE LT 254900I4ZKD8IMM1O953 07877BAG5 750000.00000000 PA USD 694646.10000000 0.072443406010 Long ABS-MBS CORP BM N 2 2029-04-25 Floating 3.28000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 5176000.00000000 PA USD 2122211.76000000 0.221321689088 Long DBT NUSS EC Y 2 2028-01-23 Fixed 7.78000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 377379.18000000 PA USD 358464.94000000 0.037383670892 Long DBT CORP NL N 2 2034-06-01 Fixed 6.75000000 N N N N N N DNB Boligkreditt AS 5967007LIEEXZX659K67 000000000 2445000.00000000 PA 2894468.00000000 0.301858918533 Long DBT CORP NO Y 2 2022-03-21 Fixed 2.75000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 379996.11000000 PA USD 372430.43000000 0.038840107000 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 2.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -4736.32000000 -0.00049394238 N/A DFE MX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 268729.46000000 USD 6097030.72000000 MXN 2020-08-07 -4736.32000000 N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 000000000 200000.00000000 PA USD 197500.00000000 0.020596923652 Long DBT CORP BS Y 2 2029-08-15 Fixed 3.88000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -175676.63000000 -0.01832100321 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5665763.96000000 USD 23563912.31000000 MYR 2020-08-13 -175676.63000000 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAG6 1400000.00000000 PA USD 1351000.00000000 0.140893386604 Long DBT CORP ES N 2 2025-03-05 Fixed 6.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAQ6 976000.00000000 PA USD 964428.64000000 0.100578547170 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 000000000 625000.00000000 PA 913796.39000000 0.095298199891 Long DBT CORP NL Y 2 2029-05-23 Fixed 4.63000000 N N N N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 1500000.00000000 NS USD 1500000.00000000 0.156432331537 Long STIV RF US N 1 N N Eskom Holdings SOC Ltd 3789001900ED06F65111 29646AAB2 286000.00000000 PA USD 264693.00000000 0.027604362087 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.13000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAG1 589000.00000000 PA USD 593417.50000000 0.061886455399 Long DBT CORP US N 2 2053-05-15 Fixed 5.65000000 N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAB6 220000.00000000 PA USD 209825.00000000 0.021882275976 Long DBT CORP BR N 2 2030-02-04 Fixed 4.63000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAJ8 988000.00000000 PA USD 1030978.00000000 0.107518861535 Long DBT CORP ID N 2 2029-07-17 Fixed 3.88000000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAH4 1200000.00000000 PA USD 1324368.00000000 0.138115982702 Long DBT CORP AE N 2 2049-10-03 Fixed 4.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AV6 316000.00000000 PA USD 258911.44000000 0.027001413480 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -124502.38000000 -0.01298413172 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 908723467.00000000 JPY 8295314.20000000 USD 2020-08-07 -124502.38000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 2656000.00000000 PA USD 2201558.40000000 0.229596609018 Long DBT CORP MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -90727.70000000 -0.00946183043 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 94869947.07000000 THB 2978414.48000000 USD 2020-08-27 -90727.70000000 N N N EMPRESA ELECTRICA COCHRA 5493000S11JF8TJHYT07 000000000 1110090.20000000 PA USD 1137842.46000000 0.118663565959 Long DBT CORP CL Y 2 2027-05-14 Fixed 5.50000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 296000.00000000 PA USD 315388.00000000 0.032891253452 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 000000000 1176000.00000000 PA 1283707.12000000 0.133875531861 Long DBT CORP US N 2 2032-02-20 Fixed 0.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 2580000.00000000 PA USD 2777370.00000000 0.289646976427 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 000000000 704000.00000000 PA 831163.18000000 0.086680529423 Long DBT CORP US N 2 2027-06-15 Fixed 2.20000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 1945000.00000000 PA USD 2023593.56000000 0.211036972449 Long DBT NUSS UA Y 2 2026-09-01 Fixed 7.75000000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 1149000.00000000 PA USD 1075406.55000000 0.112152235977 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 1350000.00000000 PA 1421868.47000000 0.148284133267 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.88000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 07876LAC3 228716.00000000 PA USD 204046.83000000 0.021279680906 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 2.68000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CB1 1626000.00000000 PA USD 1858073.81000000 0.193775212177 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 1408000.00000000 PA USD 1453900.80000000 0.151624727978 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N CHEPLAPHARM ARZNEIMITTEL 529900ONXKBELT7EW052 000000000 153000.00000000 PA 166515.11000000 0.017365564595 Long DBT CORP DE N 2 2027-02-11 Fixed 3.50000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 000000000 3946000.00000000 PA USD 3894544.16000000 0.406155082148 Long DBT NUSS BH Y 2 2044-09-19 Fixed 6.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 740000.00000000 PA 1412610.82000000 0.147318669418 Long DBT CORP NL Y 2 2040-09-14 Fixed 5.75000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 000000000 2600000.00000000 PA USD 2587000.00000000 0.269793627791 Long DBT CORP SE Y 2 2022-05-13 Fixed 5.63000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2675000.00000000 PA 3080194.84000000 0.321228040273 Long DBT NUSS ES Y 2 2040-10-31 Fixed 1.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 1500000.00000000 PA USD 1636807.86000000 0.170699779878 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 000000000 607000.00000000 PA USD 700097.13000000 0.073011884232 Long DBT CORP ID Y 2 2043-05-20 Fixed 5.63000000 N N N N N N TRUST F/1401 N/A 000000000 443000.00000000 PA USD 446991.43000000 0.046615941048 Long DBT MX Y 2 2030-01-15 Fixed 4.87000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 709000.00000000 PA 833402.15000000 0.086914027621 Long DBT NUSS CL N 2 2025-01-30 Fixed 1.63000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 947000.00000000 OU Notional Amount USD -296330.24000000 -0.03090375356 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -81090.19000000 USD 947000.00000000 USD -215240.05000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -45076.53000000 -0.00470095112 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2798088.92000000 GBP 3422364.94000000 USD 2020-07-17 -45076.53000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 8253000.00000000 PA 2154192.34000000 0.224656886883 Long DBT NUSS MY N 2 2030-04-15 Fixed 4.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 369000.00000000 PA USD 383590.26000000 0.040003945817 Long DBT CORP CL Y 2 2030-01-14 Fixed 3.15000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 000000000 1185000.00000000 PA 1475382.17000000 0.153864981841 Long DBT CORP DK Y 2 2028-01-14 Fixed 2.25000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 401000.00000000 PA 407408.24000000 0.042487880580 Long DBT NUSS CI Y 2 2048-03-22 Fixed 6.63000000 N N N N N N IRISH TSY 1% 2026 549300KXBEJAOJ9OVF93 000000000 3145000.00000000 PA 3807669.12000000 0.397095038775 Long DBT NUSS IE Y 2 2026-05-15 Fixed 1.00000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 1134000.00000000 PA 1316143.07000000 0.137258219384 Long DBT CORP US N 2 2027-05-21 Fixed 1.50000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 1018.23000000 0.000106189395 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 748694.12000000 MXN 33435.67000000 USD 2020-08-07 1018.23000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1604.87000000 -0.00016736903 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 81323.09000000 GBP 99172.15000000 USD 2020-07-17 -1604.87000000 N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 3974000.00000000 PA USD 3660054.00000000 0.381700520514 Long DBT NUSS DO Y 2 2048-02-15 Fixed 6.50000000 N N N N N N BELLEMEADE RE LT 254900KXN235YISGF415 07876LAD1 486000.00000000 PA USD 356608.09000000 0.037190023309 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 3.03000000 N N N N N N CARNIVAL PLC 4DR1VPDQMHD3N3QW8W95 000000000 798000.00000000 PA 459940.48000000 0.047966374436 Long DBT CORP GB N 2 2029-10-28 Fixed 1.00000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GX2 1999000.00000000 PA USD 809595.00000000 0.084431222300 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 000000000 1275000.00000000 PA 1474725.30000000 0.153796478037 Long DBT CORP NL Y 2 2025-08-29 Fixed 1.00000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 000000000 744000.00000000 PA USD 918943.07000000 0.095834937993 Long DBT CORP ID Y 2 2041-05-27 Fixed 6.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 1145000.00000000 PA 1157766.30000000 0.120741387789 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.63000000 N N N N N N Goldman Sachs Fin Square Govt Fd N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.208576442049 Long STIV RF US N 1 N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CY4 2770000.00000000 PA 2152769.08000000 0.224508457630 Long DBT CORP US N 2 2024-08-19 Fixed 2.51000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 182.00000000 NC 107170.44000000 0.011176614534 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-Bobl (FGBM) OEU0 Comdty 2020-09-08 24470970.16000000 EUR 107170.44000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -85197.36000000 -0.00888508111 N/A DFE MY N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2477746.82000000 USD 10269021.68000000 MYR 2020-08-13 -85197.36000000 N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 000000000 215000.00000000 PA USD 231395.90000000 0.024131866763 Long DBT CORP PE Y 2 2028-04-30 Fixed 4.25000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 1912000.00000000 PA USD 2338376.00000000 0.243865073127 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAG0 583000.00000000 PA USD 690091.88000000 0.071968454508 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 000000000 1155000.00000000 PA 1249481.31000000 0.130306183023 Long DBT CORP US N 2 2025-05-17 Fixed 0.88000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 10438290000.00000000 PA 8828756.36000000 0.920735294645 Long DBT NUSS KR N 2 2025-03-10 Fixed 1.50000000 N N N N N N DP World Crescent Ltd 21380096JRTWB8TL9236 000000000 576000.00000000 PA USD 606032.64000000 0.063202065908 Long DBT CORP KY Y 2 2028-09-26 Fixed 4.85000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 2779000.00000000 PA USD 1167180.00000000 0.121723125815 Long DBT NUSS EC Y 2 2027-10-23 Fixed 8.88000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 1478350000.00000000 PA 13794829.91000000 1.438638270653 Long DBT NUSS JP N 2 2029-12-20 Fixed 0.10000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -110681.95000000 -0.01154282366 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14925164076.00000000 IDR 931658.18000000 USD 2020-07-23 -110681.95000000 N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 2064000.00000000 PA USD 1963483.20000000 0.204768169940 Long DBT CORP ZA Y 2 2021-01-26 Fixed 5.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 4074000.00000000 PA USD 4155235.56000000 0.433342124491 Long DBT CORP CL Y 2 2050-01-30 Fixed 3.70000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 560000.00000000 PA USD 491400.00000000 0.051247231811 Long DBT NUSS SV Y 2 2025-01-30 Fixed 5.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1104.13000000 -0.00011514775 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 231532.59000000 USD 204943.07000000 EUR 2020-08-06 -1104.13000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QF8 903630.78000000 PA USD 1332727.95000000 0.138987827015 Long DBT UST US N 2 2040-02-15 Fixed 2.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -111914.17000000 -0.01167132969 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 31289812.64000000 ZAR 1688275.68000000 USD 2020-07-17 -111914.17000000 N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 435000.00000000 PA 805235.94000000 0.083976623687 Long DBT CORP GB Y 2 2033-09-19 Fixed 7.00000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 000000000 400000.00000000 PA 481981.31000000 0.050264973387 Long DBT CORP FR Y 2 2025-01-13 Fixed 4.25000000 N N N N N N DONGFENG MOTOR HONG KONG 30030005VDXV3TILVP93 000000000 337000.00000000 PA 379177.44000000 0.039543740670 Long DBT CORP HK Y 2 2021-10-23 Fixed 1.15000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAA7 501000.00000000 PA USD 524797.50000000 0.054730197673 Long DBT CORP CO N 2 2030-05-15 Fixed 4.88000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 2803000.00000000 PA 3770500.38000000 0.393218777003 Long DBT NUSS BE Y 2 2037-06-22 Fixed 1.45000000 N N N N N N BRASKEM NETHERLANDS N/A N15516AD4 200000.00000000 PA USD 183000.00000000 0.019084744447 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 000000000 2450000.00000000 PA 2849926.97000000 0.297213813751 Long DBT CORP GB Y 2 2021-04-12 Fixed 4.25000000 N N N N N N SIG COMBIBLOC PURCHASER 549300Q95MWZB4BXB866 000000000 420000.00000000 PA 478947.87000000 0.049948621325 Long DBT CORP LU N 2 2023-06-18 Fixed 1.88000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6072.74000000 0.000633315251 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 128607.98000000 USD 9597370.79000000 RUB 2020-07-14 6072.74000000 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAK3 473000.00000000 PA USD 514387.50000000 0.053644557292 Long DBT CORP ID Y 2 2049-07-17 Fixed 4.88000000 N N N N N N CK HUTCHISON GROUP 254900OM17Q9YNDIUG82 000000000 1035000.00000000 PA 1142609.18000000 0.119160678708 Long DBT CORP LU Y 2 2026-04-17 Fixed 0.75000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1806.89000000 -0.00018843734 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 66473.11000000 GBP 80567.77000000 USD 2020-07-17 -1806.89000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 1453000.00000000 PA USD 1777760.03000000 0.185399430937 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -32723.98000000 -0.00341272565 N/A DFE GB N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1203514.26000000 USD 944781.72000000 GBP 2020-07-17 -32723.98000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 443.48000000 0.000046249740 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2745999.44000000 ZAR 158428.46000000 USD 2020-07-17 443.48000000 N N N Fannie Mae - CAS N/A 20753MAF5 3686041.91000000 PA USD 3639839.22000000 0.379592357070 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 2.33000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAH4 1374000.00000000 PA USD 1243470.00000000 0.129679274197 Long DBT NUSS GH N 2 2035-02-11 Fixed 7.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 204836.06000000 0.021361988299 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7442022.31000000 GBP 9427122.23000000 USD 2020-07-17 204836.06000000 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB42 977000.00000000 PA USD 1159073.72000000 0.120877736295 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.88000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 1703000.00000000 PA USD 1845285.92000000 0.192441585878 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -22703.78000000 -0.00236773682 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4306147.05000000 USD 3809694.35000000 EUR 2020-08-06 -22703.78000000 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAF4 1683000.00000000 PA USD 2091127.50000000 0.218079966911 Long DBT CORP ID Y 2 2048-05-21 Fixed 6.15000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 000000000 2151000.00000000 PA USD 2923385.38000000 0.304874660650 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 755000.00000000 PA USD 973957.55000000 0.101572300243 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Republic of Austria 529900QWWUI4XRVR7I03 000000000 638000.00000000 PA 958351.87000000 0.099944811638 Long DBT NUSS AT Y 2 2034-05-23 Fixed 2.40000000 N N N N N N Freddie Mac - STACR 54930047IR7X5WWFY307 35563MAH9 304770.30000000 PA USD 298272.14000000 0.031106270861 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 2.53000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 570000.00000000 PA USD 569643.75000000 0.059407133305 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAE5 664000.00000000 PA USD 584320.00000000 0.060937693309 Long DBT CORP NL N 2 2050-01-31 Fixed 5.88000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2270000.00000000 PA 2751974.21000000 0.286998494667 Long DBT NUSS ES Y 2 2030-10-31 Fixed 1.25000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 15440000.00000000 PA 18266770.57000000 1.905009006613 Long DBT NUSS IT N 2 2024-05-15 Fixed 1.85000000 N N N N N N HERTZ CORP 549300PD0C69OJ0NLB27 428040CN7 1000000.00000000 PA USD 312500.00000000 0.032590069070 Long DBT CORP US N 2 2022-10-15 None 0.00000000 Y N N N N N Fannie Mae - CAS N/A 30711X5R1 4132865.38000000 PA USD 4036584.91000000 0.420968259279 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 2.28000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8047.97000000 0.000839308474 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 6255226.87000000 ZAR 367928.55000000 USD 2020-07-17 8047.97000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCW0 1077000.00000000 PA USD 892725.30000000 0.093100733400 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 535000.00000000 PA USD 535000.00000000 0.055794198248 Long DBT CORP ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 9102.67000000 0.000949301260 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2445229.80000000 USD 2182883.25000000 EUR 2020-08-06 9102.67000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -3.17000000 -0.00000033059 N/A DFE XX N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 212847.22000000 USD 189303.49000000 EUR 2020-08-06 -3.17000000 N N N Rolls-Royce PLC X57JK1U580XATGR67572 000000000 1145000.00000000 PA 1162235.28000000 0.121207449763 Long DBT CORP GB Y 2 2024-05-09 Fixed 0.88000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 650000.00000000 PA USD 708220.50000000 0.073859056038 Long DBT CORP CL Y 2 2031-01-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR 5493003FQV7GR462GO02 35565HAH8 306654.00000000 PA USD 293081.13000000 0.030564909663 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4230000.00000000 OU Notional Amount 262570.32000000 0.027382991566 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S32.V1 2I667KHC5 Y sell protection 2024-12-20 500791.13000000 EUR 0.00000000 EUR 4230000.00000000 EUR -291833.53000000 N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 2511000.00000000 PA USD 2422487.25000000 0.252636885757 Long DBT NUSS SN Y 2 2048-03-13 Fixed 6.75000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 359000.00000000 PA USD 415542.50000000 0.043336188085 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 56987.22000000 0.005943095794 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 504603.49000000 USD 8041361186.00000000 IDR 2020-07-23 56987.22000000 N N N Russian Federation 5493004EHVGF71PDBU58 000000000 5600000.00000000 PA USD 7392000.00000000 0.770898529815 Long DBT NUSS RU Y 2 2047-06-23 Fixed 5.25000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AE0 670000.00000000 PA USD 541360.00000000 0.056457471333 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.13000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDA7 1950000.00000000 PA USD 1499043.00000000 0.156332527709 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N UK TSY 1 1/2% 2047 ECTRVYYCEF89VWYS6K36 000000000 2759000.00000000 PA 4149304.73000000 0.432723608781 Long DBT NUSS GB Y 2 2047-07-22 Fixed 1.50000000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 35563XAH5 2000000.00000000 PA USD 1925957.80000000 0.200854712730 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 2.48000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 676097.00000000 PA USD 790195.13000000 0.082408044370 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 946000.00000000 PA USD 1102998.16000000 0.115029715900 Long DBT NUSS SA Y 2 2047-10-04 Fixed 4.63000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 18249.75000000 0.001903233961 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10203310.60000000 ZAR 605274.56000000 USD 2020-07-17 18249.75000000 N N N UK TSY 1 3/4% 2037 ECTRVYYCEF89VWYS6K36 000000000 7288590.00000000 PA 10823646.96000000 1.128778886458 Long DBT NUSS GB Y 2 2037-09-07 Fixed 1.75000000 N N N N N N RBC US GOVT MONEY MKT FUND N/A 000000000 500000.00000000 NS USD 500000.00000000 0.052144110512 Long STIV RF US N 1 N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 243000.00000000 PA USD 257281.11000000 0.026831389265 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 746000.00000000 PA USD 638576.00000000 0.066595955029 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N UK TSY 4 1/2% 2042 ECTRVYYCEF89VWYS6K36 000000000 1630000.00000000 PA 3665804.94000000 0.382300275816 Long DBT NUSS GB Y 2 2042-12-07 Fixed 4.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 3183000.00000000 PA USD 3183063.66000000 0.331956046510 Long DBT NUSS CI Y 2 2024-07-23 Fixed 5.38000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 000000000 1245000.00000000 PA 1422644.93000000 0.148365108899 Long DBT CORP JP Y 2 2022-11-21 Fixed 1.13000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 000000000 4000000.00000000 PA USD 4554816.00000000 0.475013657735 Long DBT NUSS RU Y 2 2026-05-27 Fixed 4.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CB4 6931000.00000000 PA USD 5342068.25000000 0.557114794385 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.88000000 N N N N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 000000000 208000.00000000 PA USD 242582.08000000 0.025298453575 Long DBT CORP MX Y 2 2044-03-25 Fixed 6.88000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 000000000 590000.00000000 PA USD 249280.90000000 0.025997061596 Long DBT NUSS EC Y 2 2027-06-02 Fixed 9.63000000 N Y N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 1100000.00000000 PA 1471822.48000000 0.153493748103 Long DBT CORP NL Y 2 2026-02-18 Fixed 3.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 31095.21000000 0.003242864133 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 762814.84000000 USD 56574162.75000000 RUB 2020-07-14 31095.21000000 N N N RUTAS 2 AND 7 FINANCE N/A 78319MAA1 650000.00000000 PA USD 419250.00000000 0.043722836664 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 000000000 2635000.00000000 PA 2982476.50000000 0.311037168433 Long DBT CORP DK Y 2 2022-02-14 Fixed 0.13000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -1568.82000000 -0.00016360944 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 438621.19000000 ZAR 23666.28000000 USD 2020-07-17 -1568.82000000 N N N Colfax Corp 635400OP2DYYYMOIYL17 000000000 770000.00000000 PA 858506.11000000 0.089532074950 Long DBT CORP US Y 2 2025-05-15 Fixed 3.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAA9 1515000.00000000 PA USD 1670031.12000000 0.174164574560 Long DBT CORP FR N 2 2025-09-28 Fixed 4.38000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 442000.00000000 PA 504035.61000000 0.052564977100 Long DBT NUSS UA N 2 2026-06-20 Fixed 6.75000000 N N N N N N CREDIT AGRICOLE ASSRNCES 969500K2MUPSI57XK083 000000000 400000.00000000 PA 525467.04000000 0.054800022808 Long DBT CORP FR Y 2 2048-09-27 Fixed 4.75000000 N N N N N N Fannie Mae - CAS N/A 30711XUX0 4480172.55000000 PA USD 4379238.29000000 0.456702970707 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 2.58000000 N N N N N N UGI International LLC 5493001JFF8MQO00ZQ21 000000000 510000.00000000 PA 561525.08000000 0.058560451654 Long DBT CORP US Y 2 2025-11-01 Fixed 3.25000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 514000.00000000 PA USD 416422.24000000 0.043427934604 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -69697.92000000 -0.00726867208 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4467896.84000000 CAD 3221628.99000000 USD 2020-08-06 -69697.92000000 N N N DREYFUS TREASURY & AGENCY LEX N/A 000000000 1500000.00000000 NS USD 1500000.00000000 0.156432331537 Long STIV RF US N 1 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 21720.79000000 0.002265222548 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3137266.32000000 EUR 3549117.23000000 USD 2020-08-06 21720.79000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 2130000.00000000 PA USD 1959600.00000000 0.204363197920 Long DBT NUSS UA Y 2 2040-05-31 None 0.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 379000.00000000 PA USD 384685.00000000 0.040118114304 Long DBT CORP GB Y 2 2022-03-15 Fixed 7.88000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1972000.00000000 PA USD 1515955.28000000 0.158096279304 Long DBT CORP MX Y 2 2060-01-28 Fixed 6.95000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 3056.89000000 0.000318797619 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 439156.86000000 USD 356849.11000000 GBP 2020-07-17 3056.89000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAT6 1469000.00000000 PA USD 1574797.38000000 0.164232817234 Long DBT NUSS SA N 2 2030-10-22 Fixed 3.25000000 N N N N N N Husky Energy Inc N/A 448055AP8 1425000.00000000 PA USD 1424128.95000000 0.148519874705 Long DBT CORP CA N 2 2029-04-15 Fixed 4.40000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AS8 573000.00000000 PA USD 786378.97000000 0.082010063832 Long DBT CORP MY N 2 2060-04-21 Fixed 4.80000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 265000.00000000 PA USD 289331.88000000 0.030173907050 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 1300000.00000000 PA 1418135.08000000 0.147894784666 Long DBT CORP ES Y 2 2024-10-01 Fixed 0.63000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 249.18000000 0.000025986538 N/A DFE CZ N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 3491.33000000 USD 88722.80000000 CZK 2020-07-29 249.18000000 N N N Republic of Argentina 549300KPBYGYF7HCHO27 000000000 394000.00000000 PA 169405.53000000 0.017667001355 Long DBT NUSS AR Y 2 2022-01-15 Fixed 3.88000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAE1 600000.00000000 PA USD 668094.22000000 0.069674357680 Long DBT CORP US N 2 2026-04-15 Fixed 4.25000000 N N N N N N Freddie Mac - STACR N/A 3137G0BK4 136224.96000000 PA USD 138189.02000000 0.014411487060 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 4.18000000 N N N N N N Gran Tierra Energy Inc 549300IH2S17MAIUCM32 38502JAA9 355000.00000000 PA USD 157975.00000000 0.016474931716 Long DBT CORP US N 2 2027-05-23 Fixed 7.75000000 N N N N N N CAISSE NAT REASSURANCE 969500P4HYOPYINEPE06 000000000 700000.00000000 PA 942104.87000000 0.098250440911 Long DBT CORP FR N 2 2027-01-23 Fixed 6.00000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 000000000 575945.00000000 PA USD 599059.19000000 0.062474817213 Long DBT CORP VG Y 2 2033-04-24 Fixed 6.75000000 N N N N N N SEVERN TRENT WATER UTIL 213800KY9PT6WBH33232 000000000 1010000.00000000 PA 1421869.63000000 0.148284254241 Long DBT CORP GB Y 2 2026-01-16 Fixed 3.63000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 000000000 2570000.00000000 PA 2924277.45000000 0.304967693043 Long DBT CORP CA Y 2 2022-01-26 Fixed 0.50000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 6653000.00000000 PA USD 1147642.50000000 0.119685594697 Long DBT NUSS LB Y 2 2023-01-27 None 0.00000000 Y N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAJ0 233000.00000000 PA USD 210399.00000000 0.021942137415 Long DBT NUSS GH N 2 2061-03-11 Fixed 8.75000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 2154000.00000000 PA 2948187.01000000 0.307461178521 Long DBT NUSS IT Y 2 2035-03-01 Fixed 3.35000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 000000000 4920000.00000000 PA USD 3271924.48000000 0.341223183346 Long DBT NUSS LK Y 2 2025-11-03 Fixed 6.85000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 90750000.00000000 PA 825360.64000000 0.086075392849 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.30000000 N N N N N N EFSF 222100OW6UHQXNHKN143 000000000 2615000.00000000 PA 3001810.68000000 0.313053495670 Long DBT NUSS LU Y 2 2023-10-17 Fixed 0.13000000 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 000000000 27350000.00000000 PA 3034770.11000000 0.316490775991 Long DBT NUSS SE Y 2 2024-10-02 Fixed 1.00000000 N N N N N N BAT NETHERLANDS FINANCE 2138009B37VJ9VOWAO51 000000000 425000.00000000 PA 527832.62000000 0.055046724938 Long DBT CORP NL Y 2 2028-04-07 Fixed 3.13000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 92220000.00000000 PA 3384314.52000000 0.352944140679 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.88000000 N N N N N N Octagon Investment Partners 29, Ltd. 5493003U22XL00FIHD56 67591JAS1 1509124.00000000 PA USD 1392621.14000000 0.145233981252 Long ABS-CBDO CORP KY N 2 2033-01-24 Floating 4.12000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAP0 341000.00000000 PA USD 341039.96000000 0.035566450726 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 458652AB0 303000.00000000 PA USD 299212.50000000 0.031204339333 Long DBT CORP BS N 2 2029-08-15 Fixed 3.88000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AX2 1854000.00000000 PA USD 1609123.68000000 0.167812645996 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Eskom Holdings SOC Ltd 3789001900ED06F65111 000000000 701000.00000000 PA USD 648775.50000000 0.067659642739 Long DBT CORP ZA Y 2 2025-02-11 Fixed 7.13000000 N N N N N N CNAC HK FINBRIDGE CO LTD 549300US1UQ7R7WABI28 000000000 790000.00000000 PA USD 854933.00000000 0.089159441665 Long DBT CORP HK Y 2 2029-06-19 Fixed 3.88000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 618000.00000000 PA USD 274237.50000000 0.028599741013 Long DBT NUSS EC Y 2 2025-03-27 Fixed 7.88000000 N Y N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 5210000.00000000 PA 6265865.61000000 0.653455977647 Long DBT NUSS FI Y 2 2029-09-15 Fixed 0.50000000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 000000000 354000.00000000 PA 382227.70000000 0.039861846859 Long DBT US N 2 2027-01-22 Fixed 1.45000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 1140000.00000000 PA 1418319.14000000 0.147913979956 Long DBT CORP IE N 2 2026-05-14 Fixed 2.88000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 1000000.00000000 PA USD 1043940.00000000 0.108870645456 Long DBT CORP FR N 2 2026-05-01 Fixed 7.38000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -154.10000000 -0.00001607081 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2727934.93000000 ZAR 156791.58000000 USD 2020-07-17 -154.10000000 N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 000000000 1270000.00000000 PA 1469692.59000000 0.153271625664 Long DBT CORP GB Y 2 2025-03-04 Fixed 2.00000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 3437095.00000000 PA USD 3385393.53000000 0.353056668712 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 2.48000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859WAE9 767000.00000000 PA USD 828779.59000000 0.086431949062 Long DBT CORP GB N 2 2026-09-14 Fixed 4.00000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 1698379.60000000 PA USD 2002389.55000000 0.208825643968 Long DBT CORP KY Y 2 2034-07-05 Fixed 5.88000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 000000000 1095000.00000000 PA USD 1037512.50000000 0.108200332916 Long DBT CORP MX Y 2 2048-01-14 Fixed 4.88000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 000000000 1379000.00000000 PA USD 1084238.75000000 0.113073330403 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.38000000 N N N N N N Stillwater Mining Co 6354007DPCY4ZN2MRR73 000000000 880000.00000000 PA USD 923310.08000000 0.096290365697 Long DBT CORP US Y 2 2025-06-27 Fixed 7.13000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 000000000 3270000.00000000 PA USD 3399165.00000000 0.354492870819 Long DBT NUSS GT Y 2 2026-05-03 Fixed 4.50000000 N N N N N N Triangle Re 2019-1 Ltd. N/A 89600TAB9 2701000.00000000 PA USD 2282345.54000000 0.238021756130 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 3.08000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 10.00000000 NC -4998.01000000 -0.00052123357 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Ten Year Bond JBU0 Comdty 2020-09-14 1520039660.00000000 JPY -4998.01000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 4869000.00000000 PA USD 4224432.04000000 0.440558502291 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 000000000 3800000.00000000 PA USD 3854682.00000000 0.401997928396 Long DBT NUSS KE Y 2 2024-06-24 Fixed 6.88000000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAD7 860000.00000000 PA USD 786900.00000000 0.082064401124 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 911000.00000000 PA USD 906581.65000000 0.094545787492 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 54680000.00000000 OU Notional Amount -50242.67000000 -0.00523971867 N/A DIR CN N 2 LCH Limited F226TOH6YD6XJB17KS62 China Interbank Repo Rate 3 Months RP3M Index Y 2025-04-02 0.00000000 CNY 0.00000000 CNY 54680000.00000000 CNY -50242.67000000 N N N Radnor Re LTD 254900JBDDKUTX6TX151 75049SAC7 1100000.00000000 PA USD 1043400.60000000 0.108814392390 Long ABS-MBS CORP BM N 2 2029-02-25 Floating 3.38000000 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 000000000 2006000.00000000 PA USD 341822.40000000 0.035648050002 Long DBT NUSS LB Y 2 2028-11-03 None 0.00000000 Y N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 180751908.00000000 PA 9622137.43000000 1.003475595030 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N INVERSIONES CMPC CI 549300G475ACIABB4385 000000000 301000.00000000 PA USD 314462.61000000 0.032794746175 Long DBT CORP CL Y 2 2023-05-15 Fixed 4.38000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 000000000 2075000.00000000 PA 2387472.98000000 0.248985309829 Long DBT CORP US N 2 2025-01-31 Fixed 0.88000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 2039000.00000000 PA USD 2362764.65000000 0.246408522048 Long DBT NUSS KZ Y 2 2025-07-21 Fixed 5.13000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 000000000 11500000.00000000 OU Notional Amount USD -3598519.28000000 -0.37528317403 N/A DCR US N 2 Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 Markit CMBX.NA.BBB-.6 137BERAF4 Y sell protection 2063-05-11 0.00000000 USD -1014131.71000000 USD 11500000.00000000 USD -2584387.57000000 N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 561000.00000000 PA USD 623804.49000000 0.065055460529 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 000000000 755000.00000000 PA 770913.02000000 0.080397147420 Long DBT CORP US Y 2 2024-07-15 Fixed 5.00000000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 000000000 1794000.00000000 PA USD 1922091.60000000 0.200451513610 Long DBT CORP CL Y 2 2029-07-31 Fixed 4.63000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 21118000.00000000 OU Notional Amount 852741.91000000 0.088930936787 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 Canada Bankers Acceptances 3 Months CDOR03 Index Y 2025-01-14 55.13000000 CAD 0.00000000 CAD 21118000.00000000 CAD 852699.64000000 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 2334000.00000000 PA USD 2717961.67000000 0.283451387377 Long DBT CORP KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639EAR2 1500000.00000000 PA USD 1068909.60000000 0.111474680620 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.57000000 N N N N N N Black Diamond CLO Ltd N/A 09204GAA7 2121980.00000000 PA USD 2033837.19000000 0.212105262399 Long ABS-CBDO CORP KY N 2 2032-07-23 Floating 2.47000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114GW4 1708000.00000000 PA USD 714798.00000000 0.074545011812 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.88000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 2500000.00000000 PA USD 2702655.60000000 0.281855144566 Long DBT CORP US N 2 2027-01-15 Fixed 3.88000000 N N N N N N ARENA LUX FIN SARL 222100KX2LPK5KRSIG74 000000000 736000.00000000 PA 753526.88000000 0.078583977809 Long DBT CORP LU N 2 2028-02-01 Fixed 1.88000000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 505000.00000000 PA USD 489937.13000000 0.051094671701 Long DBT CORP GB N 2 2026-11-08 Fixed 7.63000000 N N N N N Marlette Funding Trust 549300KBRIH5UIIBZH88 57109TAC0 977839.40000000 PA USD 974468.89000000 0.101625626982 Long ABS-O CORP US N 2 2028-03-15 Fixed 3.69000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -125.00000000 NC -317399.86000000 -0.03310106675 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-Bund (FGBL) RXU0 Comdty 2020-09-08 -21782490.00000000 EUR -317399.86000000 N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 304000.00000000 PA USD 307912.48000000 0.032111644770 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69345WAA6 850653.13000000 PA USD 740472.28000000 0.077222536799 Long ABS-MBS CORP US N 2 2023-05-27 Floating 2.93000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAY1 206000.00000000 PA USD 210523.22000000 0.021955092098 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 422000.00000000 PA USD 397735.00000000 0.041479075589 Long DBT CORP BR Y 2 2030-01-24 Fixed 4.88000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC 8951.16000000 0.000933500552 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1292870.82000000 EUR 1462595.02000000 USD 2020-08-06 8951.16000000 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 186000.00000000 PA USD 191935.26000000 0.020016586817 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 000000000 665000.00000000 PA USD 724850.00000000 0.075593317009 Long DBT CORP AE Y 2 2048-09-25 Fixed 5.63000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AN2 642000.00000000 PA USD 654807.90000000 0.068288751003 Long DBT CORP US N 2 2044-03-15 Fixed 5.20000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAJ0 700000.00000000 PA USD 692887.24000000 0.072259977630 Long DBT CORP ID N 2 2060-02-25 Fixed 4.15000000 N N N N N N Freddie Mac - STACR N/A 3137G0NX3 1138037.00000000 PA USD 1153354.75000000 0.120281315088 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 3.63000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 000000000 558000.00000000 PA USD 481275.00000000 0.050191313573 Long DBT CORP LU Y 2 2026-04-17 Fixed 7.63000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 000000000 1005000.00000000 PA 1143230.41000000 0.119225465680 Long DBT CORP GB Y 2 2025-09-06 Fixed 0.88000000 N N N N N N EMPRESA DE TRANSMISION 254900RX1DOMC83TZ320 000000000 454000.00000000 PA USD 531180.00000000 0.055395817243 Long DBT CORP PA Y 2 2049-05-02 Fixed 5.13000000 N N N N N N CREDIT SUISSE GUERNSEY ANGGYXNX0JLX3X63JN86 000000000 2595000.00000000 PA 2951720.92000000 0.307829723708 Long DBT CORP CH Y 2 2021-09-17 Fixed 0.75000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 000000000 150000.00000000 PA USD 154125.00000000 0.016073422065 Long DBT NUSS DO Y 2 2044-04-30 Fixed 7.45000000 N N N N N N PMT Credit Risk Transfer Trust N/A 69349MAA4 108072.18000000 PA USD 102071.65000000 0.010644870795 Long ABS-MBS CORP US N 2 2022-10-27 Floating 2.88000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 201000.00000000 PA USD 205442.10000000 0.021425191132 Long DBT CORP NL N 2 2025-04-16 Fixed 6.50000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAC2 3000000.00000000 PA USD 2814753.00000000 0.293545582994 Long ABS-O CORP KY N 2 2031-04-15 Floating 2.77000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 213000.00000000 PA 291430.91000000 0.030392811155 Long DBT NUSS IT Y 2 2046-09-01 Fixed 3.25000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 221000.00000000 PA 335421.05000000 0.034980464598 Long DBT NUSS IT Y 2 2049-09-01 Fixed 3.85000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 1202000.00000000 PA USD 1259095.00000000 0.131308777651 Long DBT NUSS SN Y 2 2024-07-30 Fixed 6.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 3457000.00000000 PA USD 3686890.50000000 0.384499251358 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78000000 N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 473000.00000000 OU Notional Amount USD -92279.11000000 -0.00962362421 N/A DCR GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ukraine Government International Bond Ukraine Government International Bond Y sell protection 2025-06-20 0.00000000 USD -129551.83000000 USD 473000.00000000 USD 37272.72000000 N N N GLENCORE FINANCE EUROPE 213800WHKNIC1JQQG433 000000000 1280000.00000000 PA 1441559.60000000 0.150337686185 Long DBT CORP JE Y 2 2025-03-17 Fixed 1.75000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 2227000.00000000 PA USD 1995819.58000000 0.208140473484 Long DBT NUSS AO Y 2 2025-11-12 Fixed 9.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6260.52000000 0.000652898493 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 594134.10000000 USD 484494.85000000 GBP 2020-07-17 6260.52000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC -5783.33000000 -0.00060313319 N/A DFE US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 8098789.05000000 ZAR 460162.50000000 USD 2020-07-17 -5783.33000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25248.32000000 0.002633102376 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 10092873.47000000 ZAR 605919.37000000 USD 2020-07-17 25248.32000000 N N N Lincoln Financing SARL 222100831I4WRVCLV609 000000000 206000.00000000 PA 211025.51000000 0.022007475028 Long DBT CORP LU N 2 2024-04-01 Fixed 3.63000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 000000000 283000.00000000 PA 318891.51000000 0.033256628277 Long DBT CORP JP N 2 2027-07-09 Fixed 0.75000000 N N N N N N CNP ASSURANCES 969500QKVPV2H8UXM738 000000000 600000.00000000 PA 773529.45000000 0.080670010250 Long DBT CORP FR Y 2 2047-06-10 Fixed 4.50000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 29246QAD7 400000.00000000 PA USD 431500.00000000 0.045000367372 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 5170000.00000000 PA USD 5612690.50000000 0.585337507407 Long DBT NUSS ID Y 2 2025-01-15 Fixed 4.13000000 N N N N N N MS GOVT US LEX N/A 000000000 1500000.00000000 NS USD 1500000.00000000 0.156432331537 Long STIV RF US N 1 N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -90124.42000000 -0.00939891543 N/A DFE MY N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2454710.67000000 USD 10149001.25000000 MYR 2020-08-13 -90124.42000000 N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 1095000.00000000 PA USD 1165798.27000000 0.121579027652 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N European Investment Bank 5493006YXS1U5GIHE750 000000000 6360000.00000000 PA 714610.32000000 0.074525438998 Long DBT NUSS XX Y 2 2025-05-12 Fixed 1.25000000 N N N N N N Republic of Argentina 549300KPBYGYF7HCHO27 040114HK9 2443000.00000000 PA USD 1012623.50000000 0.105604703382 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.63000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 3711000.00000000 PA USD 3915142.11000000 0.408303205711 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 2524000.00000000 PA USD 2277960.48000000 0.237564446024 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1681900.00000000 PA 2196487.22000000 0.229067744677 Long DBT NUSS FR Y 2 2034-05-25 Fixed 1.25000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 1775000.00000000 PA 3461453.01000000 0.360988776573 Long DBT NUSS DE Y 2 2034-07-04 Fixed 4.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 2136000.00000000 PA USD 2117865.36000000 0.220868410764 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.13000000 N N N N N 2020-07-28 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer