NPORT-P false 0001320615 XXXXXXXX S000041478 C000128968 C000128966 Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 617-747-9500 Mercer Opportunistic Fixed Income Fund S000041478 549300IP3KXY463OLM11 2025-03-31 2025-03-31 N 1923068504.20 64626331.30 1858442172.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8664177.17000000 0.00000000 0.00000000 66866349.17000000 AUD BRL CLP CNY COP CZK EUR GBP IDR INR KRW MXN MYR PEN PLN THB TRY USD ZAR UST Blended Benchmark Opp FI 35%LGCPTRUU,30%JGENVUUG,17.5%LG30TRUU,10.5%JBCDCOMP,7%SPBDALB HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 695120000.00000000 PA 1833830.50000000 0.098675682608 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2276.98000000 0.000122520895 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1040440.78000000 USD 35359900.00000000 THB 2025-04-08 2276.98000000 N N N EROSKI S COOP 959800J76YJMWZP6S661 000000000 1240000.00000000 PA 1450446.14000000 0.078046342315 Long DBT CORP ES N 2 2029-04-30 Fixed 10.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 160000.00000000 PA USD 160387.50000000 0.008630212031 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G1CG0 209088.38000000 PA USD 154762.01000000 0.008327512809 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 4.11000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 36832.58000000 0.001981906165 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 37581600.00000000 ZAR 2080053.98000000 USD 2025-04-03 36832.58000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -27910.66000000 -0.00150183096 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4144555.00000000 RON 871447.03000000 USD 2025-04-02 -27910.66000000 N N N GSAA Home Equity Trust N/A 36249BAD2 34962.93000000 PA USD 33493.10000000 0.001802213729 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.97000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 42956.89000000 0.002311446147 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 353708.06000000 USD 16550000.00000000 TRY 2025-06-18 42956.89000000 N N N SMB Private Education Loan Trust N/A 83207QAE9 1250000.00000000 PA USD 1278189.63000000 0.068777476568 Long ABS-O CORP US N 2 2053-07-15 Fixed 7.51000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAH0 250000.00000000 PA USD 223849.55000000 0.012045010238 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.94000000 N N N N N N Birch Grove CLO Ltd. N/A 09075JBC2 590000.00000000 PA USD 595696.45000000 0.032053537026 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 8.15000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91824PAA5 600000.00000000 PA USD 595334.25000000 0.032034047584 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBB0 620000.00000000 PA USD 636367.38000000 0.034241979076 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 2460000.00000000 PA USD 2448219.80000000 0.131735053998 Long DBT CORP US N 2 2032-09-15 Fixed 6.13000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9297.29000000 -0.00050027330 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 118440561141.00000000 IDR 7140135.11000000 USD 2025-04-08 -9297.29000000 N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAZ5 3190000.00000000 PA USD 2110420.90000000 0.113558599281 Long DBT CORP KY N 2 2051-02-09 Fixed 3.15000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 5218100000.00000000 PA 1117643.25000000 0.060138715441 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 635000.00000000 PA USD 609974.61000000 0.032821823508 Long DBT CORP US N 2 2033-05-01 Fixed 7.38000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 980000.00000000 PA USD 901999.35000000 0.048535238984 Long DBT CORP IL N 2 2031-03-30 Fixed 5.88000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325CU7 1105000.00000000 PA USD 745046.25000000 0.040089826891 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8264.58000000 0.000444704716 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 584174.19000000 USD 50691715.00000000 INR 2025-04-16 8264.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -893.63000000 -0.00004808489 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1570000.00000000 PEN 427804.57000000 USD 2025-04-02 -893.63000000 N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 640000.00000000 PA USD 555814.61000000 0.029907554730 Long DBT CORP US N 2 2029-04-15 Fixed 9.29000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 1470000.00000000 PA USD 1519779.35000000 0.081777058880 Long DBT CORP ES N 2 2035-06-15 Fixed 6.04000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 11367000.00000000 PA 379847.67000000 0.020439036282 Long DBT NUSS TH N 2 2037-06-17 Fixed 3.39000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 60747000.00000000 PA 9543951.82000000 0.513545805146 Long DBT NUSS BR N 2 2026-01-01 None 0.00000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229KAA7 2380000.00000000 PA USD 2452375.80000000 0.131958682156 Long DBT CORP US N 2 2032-08-15 Fixed 7.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCH4 1665000.00000000 PA USD 1618356.59000000 0.087081353060 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 000000000 37500000.00000000 PA 562548.12000000 0.030269874855 Long DBT NUSS XX N 2 2038-02-08 None 0.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -103.92000000 -0.00000559178 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14353920677.00000000 IDR 863549.55000000 USD 2025-06-18 -103.92000000 N N N New Residential Mortgage Loan Trust N/A 64828NAZ8 291287.66000000 PA USD 284277.01000000 0.015296521686 Long ABS-MBS CORP US N 2 2057-06-25 Variable 6.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2711.52000000 0.000145902844 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 266000.00000000 EUR 290244.30000000 USD 2025-04-15 2711.52000000 N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAA9 359000.00000000 PA USD 355471.82000000 0.019127408169 Long DBT CORP LU N 2 2031-02-06 Fixed 9.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -7657.22000000 -0.00041202358 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 50241896.00000000 CNY 6907094.70000000 USD 2025-04-02 -7657.22000000 N N N BX Trust N/A 05610FAA5 1260000.00000000 PA USD 1248231.73000000 0.067165486674 Long ABS-MBS CORP US N 2 2039-01-17 Floating 5.31000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 240696.00000000 PA USD 126594.06000000 0.006811837454 Long DBT NUSS UA N 2 2035-02-01 Variable 1.75000000 N N N N N N Hayfin US XV, Ltd. N/A 420916AL2 840000.00000000 PA USD 850365.60000000 0.045756903948 Long ABS-CBDO CORP KY N 2 2037-04-28 Floating 8.56000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -40383.72000000 -0.00217298770 N/A DFE RO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 8095681.31000000 USD 37215847.00000000 RON 2025-06-18 -40383.72000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -10716.35000000 -0.00057663080 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 489578.71000000 USD 8280000.00000000 GHS 2025-09-17 -10716.35000000 N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 301736.00000000 PA USD 238371.44000000 0.012826411468 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAG5 1495000.00000000 PA USD 1504044.75000000 0.080930403535 Long DBT CORP TR N 2 2026-02-06 Fixed 6.80000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 3447253.00000000 OU Notional Amount -59229.52000000 -0.00318705208 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 3447253.00000000 BRL -59229.52000000 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAS0 3400000.00000000 PA USD 3336594.42000000 0.179537166593 Long DBT CORP ES N 2 2032-01-14 Fixed 7.75000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DC1 2150000.00000000 PA USD 2204495.49000000 0.118620612583 Long DBT CORP GB N 2 2035-05-14 Fixed 5.91000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492TAG5 345000.00000000 PA USD 308853.18000000 0.016618928719 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.84000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XUW2 440000.00000000 PA USD 474840.12000000 0.025550438260 Long ABS-MBS USGSE US N 2 2030-05-25 Floating 8.45000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 400000.00000000 PA USD 383711.00000000 0.020646916304 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 31657744.00000000 PA 550605.97000000 0.029627285585 Long DBT NUSS TR N 2 2028-07-19 Fixed 17.30000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1842.27000000 -0.00009912979 N/A DFE CZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 639876.31000000 USD 14750000.00000000 CZK 2025-05-07 -1842.27000000 N N N SCIL IV LLC / SCIL USA H N/A 000000000 310000.00000000 PA 333655.92000000 0.017953527145 Long DBT CORP US N 2 2026-11-01 Fixed 4.38000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BM6 770000.00000000 PA USD 802632.47000000 0.043188455455 Long DBT CORP US N 2 2055-01-19 Fixed 5.70000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 23000000.00000000 PA 1252752.57000000 0.067408746328 Long DBT NUSS ZA N 2 2033-03-31 Fixed 10.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 60625.30000000 0.003262156922 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 10262184.44000000 USD 1537619423.00000000 JPY 2025-05-07 60625.30000000 N N N Palmer Square CLO Ltd N/A 69702EAC9 300000.00000000 PA USD 300158.70000000 0.016151091724 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.21000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAL0 1055000.00000000 PA USD 1030833.10000000 0.055467590815 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 27624000.00000000 PA 1301423.14000000 0.070027637070 Long DBT NUSS XX N 2 2027-07-07 Fixed 6.50000000 N N N N N N RR Ltd 54930003V8ISBLDELD80 749737AA0 720000.00000000 PA USD 722522.16000000 0.038877839221 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 10.81000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 14950986.00000000 OU Notional Amount -1677.42000000 -0.00009025946 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2026-01-02 0.00000000 BRL 0.00000000 BRL 14950986.00000000 BRL -1677.42000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 175126500.00000000 PA 7710073.10000000 0.414867527891 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2585.72000000 -0.00013913373 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1505000.00000000 EUR 1625580.60000000 USD 2025-04-30 -2585.72000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 243738000.00000000 PA 155621.71000000 0.008373771983 Long DBT NUSS NG N 2 2025-05-06 None 0.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3467.34000000 -0.00018657239 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1210000.00000000 EUR 1303575.35000000 USD 2025-04-02 -3467.34000000 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 800000.00000000 PA USD 842961.24000000 0.045358486386 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 00687YAD7 830000.00000000 PA USD 777907.87000000 0.041858061625 Long DBT CORP JE N 2 2033-02-15 Fixed 7.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 12397.35000000 0.000667082903 N/A DFE EG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 429234.34000000 USD 24050000.00000000 EGP 2025-09-17 12397.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -42343.32000000 -0.00227843086 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6525000.00000000 RON 1373366.17000000 USD 2025-04-07 -42343.32000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -3353.90000000 -0.00018046835 N/A DFE CO N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 372331.10000000 USD 1554110000.00000000 COP 2025-05-07 -3353.90000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAH2 670000.00000000 PA USD 667802.07000000 0.035933432836 Long DBT CORP KY N 2 2032-04-17 Fixed 7.63000000 N N N N N N Madison Park Funding Ltd N/A 55821UAC8 250000.00000000 PA USD 250433.25000000 0.013475439464 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 6.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 370000.00000000 PA USD 340354.31000000 0.018313957515 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAT7 595000.00000000 PA USD 547078.70000000 0.029437488450 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.88000000 N N N N N N Aimco N/A 00901UAG8 830000.00000000 PA USD 832223.57000000 0.044780708387 Long ABS-CBDO CORP JE N 2 2037-04-19 Floating 7.69000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 740000000.00000000 PA 726999.13000000 0.039118738296 Long DBT NUSS CL N 2 2050-07-15 Fixed 5.10000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 44397.27000000 PA USD 41844.43000000 0.002251586334 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N BIOCON BIOLOGICS GLOBAL 254900PMQN51VACG2D55 090978AA5 4455000.00000000 PA USD 4188861.55000000 0.225396389033 Long DBT CORP GB N 2 2029-10-09 Fixed 6.67000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -871.91000000 -0.00004691617 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 56035822000.00000000 IDR 3381620.69000000 USD 2025-04-08 -871.91000000 N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AC6 835000.00000000 PA USD 848489.43000000 0.045655950040 Long DBT CORP MX N 2 2032-01-22 Fixed 6.26000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 1200000.00000000 PA USD 1275252.25000000 0.068619420533 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1281.82000000 0.000068972821 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2290000.00000000 CNY 317209.18000000 USD 2025-05-07 1281.82000000 N N N BLUE RACER MID LLC/FINAN N/A 095796AK4 820000.00000000 PA USD 848889.42000000 0.045677472905 Long DBT CORP US N 2 2032-07-15 Fixed 7.25000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 12200000.00000000 PA 223136.48000000 0.012006641005 Long DBT NUSS PH N 2 2032-09-15 Fixed 6.75000000 N N N N N N Ellington Financial Mortgage Trust N/A 26844QAC1 781631.43000000 PA USD 784272.72000000 0.042200544705 Long ABS-MBS CORP US N 2 2068-02-25 Variable 6.54000000 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KBE8 970000.00000000 PA USD 1060327.08000000 0.057054617865 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 9.09000000 N N N N N N ADANIREN KODSOPAR WARSOM N/A 000000000 1128837.50000000 PA USD 892097.10000000 0.048002413688 Long DBT CORP IN N 2 2039-10-15 Fixed 4.63000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 2380000000.00000000 PA 2389937.76000000 0.128598984399 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AC3 2695000.00000000 PA USD 2717222.97000000 0.146209713147 Long DBT CORP US N 2 2029-02-15 Fixed 6.38000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 275000.00000000 PA USD 193207.88000000 0.010396227701 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 2020000.00000000 PA USD 1856611.37000000 0.099901487228 Long DBT CORP US N 2 2029-02-15 Fixed 7.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 2475000.00000000 PA USD 2496055.72000000 0.134309033468 Long DBT CORP US N 2 2030-07-23 Fixed 5.05000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 2750000.00000000 PA USD 2761019.25000000 0.148566325617 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N PHILIPPINE GOVERNMENT 529900RAHBALMYIJ3T08 000000000 392750000.00000000 PA 6931920.41000000 0.372996292867 Long DBT NUSS PH N 2 2034-01-25 Fixed 6.25000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AQ6 2329600.00000000 PA USD 973676.70000000 0.052392090224 Long DBT NUSS GH N 2 2037-01-03 Fixed 1.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PRE1 614612.75000000 PA USD 589218.00000000 0.031704941299 Long ABS-MBS USGSE US N 2 2059-11-25 Variable 4.25000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AJ9 600000.00000000 PA USD 576750.00000000 0.031034056825 Long DBT NUSS BS N 2 2028-11-21 Fixed 6.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 867000.00000000 PA 841958.23000000 0.045304515915 Long DBT NUSS RS N 2 2028-09-23 Fixed 1.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -880.35000000 -0.00004737031 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 59133200.00000000 INR 690958.55000000 USD 2025-04-03 -880.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 55678.76000000 0.002995990987 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15199950.00000000 PLN 3975064.03000000 USD 2025-04-03 55678.76000000 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBK5 990000.00000000 PA USD 783754.62000000 0.042172666517 Long DBT CORP US N 2 2031-02-15 Fixed 4.75000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AP8 530000.00000000 PA USD 475389.91000000 0.025580021640 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N STEM INC 549300GVWIYFILN5V546 85859NAA0 2230000.00000000 PA USD 602094.02000000 0.032397780720 Long DBT CORP US N 2 2028-12-01 Fixed 0.50000000 N N N N Y Stem Inc USD XXXX N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 19295.68000000 0.001038271746 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 147550000.00000000 JPY 1005988.20000000 USD 2025-04-02 19295.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 964.25000000 0.000051884853 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19895200.00000000 CNY 2740320.38000000 USD 2025-04-08 964.25000000 N N N Republic of Guatemala 529900QKDFFU9UWW5315 000000000 300000.00000000 PA USD 293547.00000000 0.015795326014 Long DBT NUSS GT N 2 2027-06-05 Fixed 4.38000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 38500000.00000000 PA 1872159.18000000 0.100738091682 Long DBT NUSS CZ N 2 2031-06-16 Fixed 6.20000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 880.35000000 0.000047370319 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 690958.55000000 USD 59133200.00000000 INR 2025-04-03 880.35000000 N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 330000.00000000 PA USD 313421.36000000 0.016864735667 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 16736000000.00000000 PA 1095692.58000000 0.058957582645 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 8876.36000000 0.000477623685 N/A DFE CZ N 2 Bank of America NA B4TYDEB6GKMZO031MB27 210280.17000000 USD 5070000.00000000 CZK 2025-04-02 8876.36000000 N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAC5 1782162.18000000 PA USD 1588352.04000000 0.085466852999 Long DBT CORP KY N 2 2030-03-06 Fixed 11.00000000 N N Y N N N Magnetite CLO Ltd 549300P6T1S83Z2MDF55 55954WAN9 1435000.00000000 PA USD 1436714.83000000 0.077307481015 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.05000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9294607.00000000 OU Notional Amount -1151.46000000 -0.00006195834 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 103.74000000 CNY 0.00000000 CNY 9294607.00000000 CNY -1165.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 50487.68000000 0.002716666718 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 94995700.00000000 ZAR 5213595.30000000 USD 2025-04-07 50487.68000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -3813.74000000 -0.00020521165 N/A DFE JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1363717.44000000 USD 203360000.00000000 JPY 2025-04-02 -3813.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -3693.85000000 -0.00019876055 N/A DFE TW N 2 UBS AG BFM8T61CT2L1QCEMIK50 397640.09000000 USD 13080000.00000000 TWD 2025-04-02 -3693.85000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 38421001.00000000 PA 879547.84000000 0.047327156735 Long DBT NUSS TR N 2 2025-10-01 Fixed 12.60000000 N N N N N N MPH ACQUISITION HOLDINGS LLC 5493002WXOPRPTXWTU06 55328HAQ4 694193.00000000 PA USD 572997.32000000 0.030832130714 Long LON CORP US N 2 2030-12-31 Floating 9.15000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -5956.49000000 -0.00032050983 N/A DFE ID N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2434257.85000000 USD 40513110000.00000000 IDR 2025-05-07 -5956.49000000 N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAF9 3925000.00000000 PA USD 3565044.14000000 0.191829705114 Long DBT CORP US N 2 2030-10-15 Fixed 4.63000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 1955000.00000000 PA USD 2095453.12000000 0.112753205375 Long DBT CORP CH N 2 2033-08-12 Fixed 6.54000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 235000.00000000 PA USD 248104.85000000 0.013350151735 Long DBT CORP IT N 2 2034-04-02 Fixed 7.30000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 1165000.00000000 PA USD 1174238.45000000 0.063184018697 Long DBT CORP CA N 2 2030-01-23 Fixed 7.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLN9 10000000.00000000 PA USD 9820312.50000000 0.528416360928 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 27350000.00000000 PA 5797997.15000000 0.311981574382 Long DBT NUSS RO N 2 2028-04-26 Fixed 6.30000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 1420000.00000000 PA USD 1469347.27000000 0.079063383915 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 8.09000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CD0 2135000.00000000 PA USD 1922512.84000000 0.103447546985 Long DBT CORP GB N 2 2028-08-19 Fixed 4.30000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 345000.00000000 PA USD 362043.24000000 0.019481006473 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 18606800000.00000000 PA 2577485.59000000 0.138690653257 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797NV5 75790000.00000000 PA USD 75083350.71000000 4.040123056012 Long STIV UST US N 2 2025-06-20 None 0.00000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 391486.39000000 PA USD 391825.53000000 0.021083547054 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.84000000 N N N N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAE5 1160000.00000000 PA USD 1175651.88000000 0.063260073256 Long ABS-MBS CORP US N 2 2068-12-25 Variable 8.11000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -132558.18000000 -0.00713275785 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1954956.62000000 USD 83371080.00000000 TRY 2025-09-17 -132558.18000000 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 398000.00000000 PA USD 401051.47000000 0.021579981117 Long DBT CORP US N 2 2027-07-01 Fixed 8.13000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 072912AA6 1670000.00000000 PA USD 1690374.00000000 0.090956502421 Long DBT CORP MX N 2 2035-02-11 Fixed 7.63000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9048.41000000 0.000486881439 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 8190000.00000000 MXN 405317.83000000 USD 2025-06-18 9048.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4670.00000000 0.000251285731 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 566214.00000000 USD 32730000.00000000 PHP 2025-05-07 4670.00000000 N N N BX Trust N/A 12434CAQ7 1657780.16000000 PA USD 1621104.26000000 0.087229201082 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.37000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -312.46000000 -0.00001681300 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 18490000.00000000 ZAR 1002238.64000000 USD 2025-05-07 -312.46000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 47954545.28000000 PA 1385368.07000000 0.074544588483 Long DBT NUSS TH N 2 2028-03-12 Fixed 1.25000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 440000.00000000 PA USD 371830.80000000 0.020007660470 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 790000.00000000 PA USD 786577.40000000 0.042324556097 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 935000.00000000 PA 1050847.84000000 0.056544554106 Long DBT CORP LU N 2 2029-03-15 Fixed 6.50000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 665000.00000000 PA USD 666878.63000000 0.035883743907 Long DBT CORP GB N 2 2030-01-23 Fixed 8.13000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 86901000.00000000 PA 2100808.18000000 0.113041353163 Long DBT NUSS TR N 2 2026-08-12 Fixed 36.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6751000000.00000000 PA 410078.41000000 0.022065707288 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAZ8 74254.56000000 PA USD 73467.16000000 0.003953158245 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.96000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 90304.93000000 0.004859173522 N/A DFE NG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 810198.14000000 USD 1486875634.96000000 NGN 2025-08-12 90304.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10820.31000000 0.000582224734 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 313630000.00000000 CLP 340228.37000000 USD 2025-05-07 10820.31000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 30000000.00000000 OU Notional Amount USD 1578055.80000000 0.084912827690 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S43 2I65BRAD3 Y sell protection 2029-12-20 2161350.00000000 USD 0.00000000 USD 30000000.00000000 USD -583294.20000000 N N N NXP BV/NXP FDG/NXP USA N/A 62954HBB3 1065000.00000000 PA USD 1049012.64000000 0.056445804733 Long DBT CORP XX N 2 2033-01-15 Fixed 5.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAD7 420000.00000000 PA USD 353466.04000000 0.019019480140 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 128.76000000 0.000006928383 N/A DFE MX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 38789.92000000 USD 800000.00000000 MXN 2025-05-07 128.76000000 N N N US AIRWAYS 2013-1A PTT N/A 90346WAA1 136422.33000000 PA USD 135533.06000000 0.007292831704 Long DBT CORP US N 2 2025-11-15 Fixed 3.95000000 N N N N N N ROLLINS INC 549300F2A0BXT4SGWD84 775711AA2 315000.00000000 PA USD 313599.98000000 0.016874346943 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N BRAVO Residential Funding Trust N/A 10569FAC2 655912.37000000 PA USD 620331.55000000 0.033379114994 Long ABS-MBS CORP US N 2 2061-09-25 Variable 4.09000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REC4 410000.00000000 PA USD 406381.09000000 0.021866760016 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AL9 9000.00000000 PA USD 9014.36000000 0.000485049259 Long DBT CORP CA N 2 2026-01-15 Fixed 7.13000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3079.39000000 -0.00016569738 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 29860000.00000000 MXN 1449560.30000000 USD 2025-05-07 -3079.39000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -76.65000000 -0.00000412442 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20181203.00000000 CZK 872278.85000000 USD 2025-04-02 -76.65000000 N N N PLT VII FINANCE SARL 894500SKZV4JDP64R249 000000000 1398000.00000000 PA 1512008.05000000 0.081358896824 Long DBT CORP LU N 2 2031-06-15 Floating 6.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AR6 4770000.00000000 PA USD 4604240.59000000 0.247747315312 Long DBT CORP FR N 2 2034-09-23 Fixed 6.70000000 N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 43940.87000000 0.002364392642 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 45856800.08000000 MXN 2285120.87000000 USD 2025-04-03 43940.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10038.85000000 0.000540175537 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 681800.05000000 USD 59133200.00000000 INR 2025-04-03 10038.85000000 N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABJ7 1790000.00000000 PA USD 1842643.70000000 0.099149907749 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 895000.00000000 PA 1011348.05000000 0.054419129351 Long DBT NUSS HU N 2 2033-09-12 Fixed 5.38000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 510000000.00000000 PA 537362.33000000 0.028914665080 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AH0 1520000.00000000 PA USD 1532585.60000000 0.082466144082 Long DBT NUSS OM N 2 2028-01-17 Fixed 5.63000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 1150000.00000000 PA USD 1103488.91000000 0.059377091528 Long DBT CORP US N 2 2026-03-09 Fixed 5.38000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 1120000.00000000 PA 1321792.65000000 0.071123690006 Long DBT CORP GB N 2 2028-03-31 Fixed 4.50000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 2190000.00000000 PA USD 2150200.69000000 0.115699090418 Long DBT CORP ID N 2 2032-04-14 Fixed 5.32000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -103.92000000 -0.00000559178 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4785791625.00000000 IDR 287849.85000000 USD 2025-06-18 -103.92000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 920000.00000000 PA 1224490.39000000 0.065888000598 Long DBT CORP GB N 2 2028-03-27 Fixed 8.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 000000000 1110000.00000000 PA USD 986601.30000000 0.053087543663 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04544PAF6 810000.00000000 PA USD 692675.06000000 0.037271811310 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.03000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 6611.23000000 0.000355740420 N/A DFE RO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1409098.26000000 USD 6525000.00000000 RON 2025-04-07 6611.23000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -6481.48000000 -0.00034875876 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 821969.24000000 USD 15040000.00000000 ZAR 2025-05-07 -6481.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6209175.00000000 OU Notional Amount -72371.34000000 -0.00389419380 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 6209175.00000000 BRL -72371.34000000 N N N Onslow Bay Financial LLC N/A 67116VAA9 362226.12000000 PA USD 364179.39000000 0.019595949516 Long ABS-MBS CORP US N 2 2062-07-25 Variable 4.70000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 181732.38000000 0.009778748171 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1755334.75000000 USD 80820000.00000000 TRY 2025-06-18 181732.38000000 N N N COMMSCOPE LLC 549300Z6K4JXMFE8QY54 20338MAA0 560000.00000000 PA USD 577315.20000000 0.031064469393 Long DBT CORP US N 2 2031-12-15 Fixed 9.50000000 N N N N N N Venture CLO 43 Limited 549300OLN5VHTMLSN650 92290CAG4 500000.00000000 PA USD 495934.50000000 0.026685495369 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 8.03000000 N N N N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAC8 140545.81000000 PA USD 140545.81000000 0.007562560301 Long DBT NUSS AR N 2 2025-12-10 Variable 6.88000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 206800000.00000000 PA 9455502.63000000 0.508786486223 Long DBT NUSS CZ N 2 2030-09-30 Fixed 5.00000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAA7 680000.00000000 PA USD 677536.63000000 0.036457234983 Long DBT CORP KY N 2 2025-06-06 Fixed 4.88000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAY0 1640000.00000000 PA USD 1580365.01000000 0.085037082834 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.39000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 890000.00000000 PA USD 945775.41000000 0.050890763446 Long DBT CORP US N 2 2031-09-01 Fixed 8.88000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 44581000.00000000 OU Notional Amount 9914.16000000 0.000533466154 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 807.17000000 INR 0.00000000 INR 44581000.00000000 INR 9904.56000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 1450000.00000000 PA USD 1166895.56000000 0.062788908743 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 610000.00000000 PA USD 596965.28000000 0.032121810874 Long DBT CORP CA N 2 2026-08-15 Fixed 3.88000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAE5 930000.00000000 PA USD 979578.11000000 0.052709636290 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.09000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1078605.00000000 OU Notional Amount -18724.48000000 -0.00100753632 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 1078605.00000000 BRL -18724.48000000 N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 059578AK0 640000.00000000 PA USD 648595.84000000 0.034899974261 Long DBT CORP BR N 2 2031-03-18 Fixed 6.00000000 N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAX3 1200000.00000000 PA USD 1235961.32000000 0.066505234223 Long DBT CORP ES N 2 2027-11-07 Fixed 6.53000000 N N N N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 435000.00000000 PA USD 454140.00000000 0.024436595694 Long DBT CORP US N 2 2029-11-01 Fixed 1.25000000 N N N N Y Guidewire Software, Inc. USD XXXX N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 765000.00000000 PA USD 677433.66000000 0.036451694321 Long DBT CORP GB N 2 2031-01-14 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLH2 8000000.00000000 PA USD 7976562.48000000 0.429206923751 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 2360000.00000000 PA USD 2484834.56000000 0.133705239594 Long DBT CORP CA N 2 2029-03-01 Fixed 9.38000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 205000000.00000000 PA 203997.88000000 0.010976821500 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N UNITED AIR 2020-1 B PTT N/A 90932VAA3 30720.00000000 PA USD 30674.50000000 0.001650549069 Long DBT CORP US N 2 2026-01-15 Fixed 4.88000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 330000.00000000 PA USD 334219.77000000 0.017983867072 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N TKC HOLDINGS INC N/A 87256YAC7 800000.00000000 PA USD 797866.24000000 0.042931991731 Long DBT CORP US N 2 2028-05-15 Fixed 6.88000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 55220000.00000000 PA 2051998.25000000 0.110414963668 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.20000000 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 3490000.00000000 PA USD 3332951.92000000 0.179341169103 Long DBT CORP US N 2 2028-10-01 Fixed 9.50000000 N N N N N N Fannie Mae - CAS N/A 20754EAF2 1020000.00000000 PA USD 1077134.08000000 0.057958977454 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 8.24000000 N N N N N N BX Trust N/A 05613GAG7 820000.00000000 PA USD 814069.43000000 0.043803861205 Long ABS-MBS CORP US N 2 2041-08-13 Variable 7.71000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 730000.00000000 PA USD 728169.45000000 0.039181711468 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -10839.42000000 -0.00058325301 N/A DFE CL N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 340291.35000000 USD 313630000.00000000 CLP 2025-04-02 -10839.42000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 1065000.00000000 PA USD 1183932.08000000 0.063705618461 Long DBT CORP IT N 2 2054-06-20 Fixed 7.78000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 13770000.00000000 PA 3885910.73000000 0.209095057498 Long DBT NUSS PE N 2 2039-08-12 Fixed 7.60000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBC1 690000.00000000 PA 717512.08000000 0.038608254292 Long DBT CORP US N 2 2042-07-15 Fixed 5.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -20533.11000000 -0.00110485600 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1878043.68000000 USD 2980000.00000000 AUD 2025-05-07 -20533.11000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 43197000.00000000 PA 5915442.34000000 0.318301124794 Long DBT NUSS BR N 2 2035-01-01 Fixed 10.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1047.30000000 0.000056353650 N/A DFE PH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 76541.17000000 USD 4440000.00000000 PHP 2025-04-02 1047.30000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 32788.52000000 0.001764301331 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4719000879.00000000 KRW 3250896.17000000 USD 2025-06-18 32788.52000000 N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 410000.00000000 PA USD 420372.80000000 0.022619633052 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 3855000.00000000 PA USD 3917374.83000000 0.210788093766 Long DBT CORP US N 2 2029-04-25 Fixed 5.20000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AF0 835000.00000000 PA USD 835017.62000000 0.044931052048 Long DBT CORP NL N 2 2025-04-16 Fixed 6.50000000 N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAB4 300000.00000000 PA USD 489750.00000000 0.026352716653 Long DBT US N 2 2028-05-15 Fixed 2.75000000 N N N N Y Welltower, Inc. USD XXXX N N N Republic of South Africa 378900AAFB4F17004C49 000000000 73362301.00000000 PA 4128718.09000000 0.222160159202 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4718.57000000 0.000253899210 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11950000.00000000 CZK 521634.29000000 USD 2025-05-07 4718.57000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -139363.44000000 -0.00749893873 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9635131.96000000 USD 13924500000.00000000 KRW 2025-06-18 -139363.44000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 69347000.00000000 PA 2260276.25000000 0.121622092038 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.35000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 310875.00000000 PA USD 20206.88000000 0.001087302058 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N Y N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 23108000000.00000000 PA 1298325.78000000 0.069860972750 Long DBT NUSS ID N 2 2036-06-15 Fixed 6.25000000 N N N N N N Bank N/A 06539WBE5 355000.00000000 PA USD 318225.20000000 0.017123223129 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.84000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 95754000000.00000000 PA 6232653.13000000 0.335369764035 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 627.27000000 0.000033752462 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 76816.21000000 USD 4440000.00000000 PHP 2025-05-07 627.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1432.05000000 0.000077056473 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1294808.64000000 USD 1200000.00000000 EUR 2025-04-02 1432.05000000 N N N Freddie Mac - SCRT N/A 35563PWQ8 489988.82000000 PA USD 462932.42000000 0.024909702693 Long ABS-MBS USGSE US N 2 2060-09-25 Fixed 4.25000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 7536.55000000 0.000405530508 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1939660000.00000000 COP 470189.83000000 USD 2025-04-02 7536.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -11812.12000000 -0.00063559255 N/A DFE TW N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 974390.24000000 USD 31960000.00000000 TWD 2025-04-02 -11812.12000000 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBJ8 790000.00000000 PA USD 513096.15000000 0.027608938146 Long DBT CORP US N 2 2029-04-15 Fixed 6.88000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3890000.00000000 OU Notional Amount -115430.39000000 -0.00621113703 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 3890000.00000000 BRL -115430.39000000 N N N GS Mortgage Securities Trust N/A 36253BAE3 280000.00000000 PA USD 94912.50000000 0.005107099988 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.48000000 N N N N N N Residential Asset Securities Corporation N/A 75406BAG2 1160000.00000000 PA USD 1132967.24000000 0.060963276475 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.05000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 1055000.00000000 PA USD 1003605.68000000 0.054002523975 Long DBT CORP MX N 2 2033-01-18 Fixed 5.13000000 N N N N N N Verus Securitization Trust 213800WNY873LW1L3M73 92540GAE8 1576200.00000000 PA USD 1594213.13000000 0.085782229506 Long ABS-MBS CORP US N 2 2069-06-25 Variable 7.64000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 40430000.00000000 OU Notional Amount -46082.58000000 -0.00247963486 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-11-23 0.00000000 ZAR 0.00000000 ZAR 40430000.00000000 ZAR -46082.58000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 57886000.00000000 PA 1942272.72000000 0.104510796640 Long DBT NUSS TH N 2 2043-06-17 Fixed 3.45000000 N N N N N N MPH ACQUISITION HOLDINGS LLC 5493002WXOPRPTXWTU06 55328HAP6 83745.00000000 PA USD 83116.91000000 0.004472396893 Long LON CORP US N 2 2030-12-31 Floating 8.04000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 73758.73000000 0.003968847192 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 224151732.00000000 ZAR 12227548.14000000 USD 2025-05-07 73758.73000000 N N N PANTHER ESCROW ISSUER N/A 69867RAA5 835000.00000000 PA USD 851350.33000000 0.045809890800 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 68500000.00000000 OU Notional Amount 39339.73000000 0.002116812165 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 34929.26000000 CNY 0.00000000 CNY 68500000.00000000 CNY 34514.18000000 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 585000.00000000 PA USD 568437.55000000 0.030586776295 Long DBT CORP ID N 2 2052-04-14 Fixed 6.20000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9411.06000000 0.000506395094 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 183620000.00000000 HUF 500578.90000000 USD 2025-05-07 9411.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5871.88000000 0.000315957100 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 9670000.00000000 ZAR 530191.47000000 USD 2025-05-07 5871.88000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -7174.96000000 -0.00038607389 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 42030000.00000000 INR 484562.15000000 USD 2025-04-02 -7174.96000000 N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAR5 1975000.00000000 PA USD 2005948.25000000 0.107937081887 Long DBT CORP US N 2 2032-03-15 Fixed 6.63000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 31901.86000000 0.001716591479 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4720317874.00000000 KRW 3250907.63000000 USD 2025-06-18 31901.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -3606.93000000 -0.00019408352 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 451358.88000000 USD 7470170000.00000000 IDR 2025-05-07 -3606.93000000 N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 376000.00000000 PA USD 358541.84000000 0.019292601364 Long DBT CORP US N 2 2029-04-15 Fixed 5.13000000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665531AG4 700000.00000000 PA USD 702444.40000000 0.037797484917 Long DBT CORP US N 2 2028-03-01 Fixed 8.13000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 000000000 1600000.00000000 PA 1736556.36000000 0.093441506296 Long DBT CORP NL N 2 2025-12-29 Fixed 4.63000000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BX0 590000.00000000 PA USD 597613.11000000 0.032156669640 Long DBT CORP US N 2 2054-06-01 Fixed 6.00000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 500000.00000000 PA 546695.99000000 0.029416895396 Long DBT NUSS UZ N 2 2027-05-29 Fixed 5.38000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3943000.00000000 PA 871878.73000000 0.046914493370 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.76000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2793720.00000000 OU Notional Amount -40813.61000000 -0.00219611944 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 2793720.00000000 BRL -40813.61000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 1515000.00000000 PA USD 1458664.68000000 0.078488569688 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -4479.12000000 -0.00024101476 N/A DFE ID N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 758076.02000000 USD 12524780461.00000000 IDR 2025-06-18 -4479.12000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1583653000.00000000 PA 996322.77000000 0.053610641457 Long STIV NUSS NG N 2 2025-05-27 None 0.00000000 N N N N N N OSD CLO 2023-27, Ltd. N/A 67570KAG9 990000.00000000 PA USD 994570.83000000 0.053516372180 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 7.66000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46645WAN3 1210000.00000000 PA USD 633174.12000000 0.034070154521 Long ABS-MBS CORP US N 2 2033-07-05 Floating 7.46000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 34270000.00000000 PA 1426944.47000000 0.076781752524 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75000000 N N N N N N SLM Student Loan Trust N/A 78443CAJ3 50000.00000000 PA USD 49603.34000000 0.002669081703 Long ABS-O CORP US N 2 2032-06-15 Variable 8.30000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2528.39000000 0.000136048892 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6910000.00000000 MXN 338688.48000000 USD 2025-05-07 2528.39000000 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 1630000.00000000 PA USD 1742479.78000000 0.093760236686 Long DBT CORP BM N 2 2031-07-15 Fixed 9.13000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAD9 340000.00000000 PA USD 343490.44000000 0.018482707991 Long DBT CORP US N 2 2038-07-15 Fixed 7.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -81.07000000 -0.00000436225 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1890000.00000000 ZAR 102047.26000000 USD 2025-06-18 -81.07000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 205000000.00000000 OU Notional Amount 26729.95000000 0.001438298720 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 0.00000000 THB 0.00000000 THB 205000000.00000000 THB 26729.95000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -41.29000000 -0.00000222175 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 560000.00000000 CZK 24205.94000000 USD 2025-06-18 -41.29000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 391919000.00000000 PA 243009.39000000 0.013075972636 Long STIV NUSS NG N 2 2025-06-17 None 0.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 12103000.00000000 PA 2752777.81000000 0.148122866029 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N BHMS Mortgage Trust N/A 05549GAS0 1000000.00000000 PA USD 982535.60000000 0.052868774413 Long ABS-MBS CORP US N 2 2025-07-15 Floating 11.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -29108.98000000 -0.00156631077 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 44260000.00000000 EGP 783640.23000000 USD 2025-09-17 -29108.98000000 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1560000.00000000 PA USD 1571177.40000000 0.084542711250 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 76597.81000000 0.004121613850 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 37215847.00000000 RON 8131895.40000000 USD 2025-06-18 76597.81000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 8328000000.00000000 PA 540812.07000000 0.029100290441 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -217325.22000000 -0.01169394577 N/A DFE CO N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 16650757.59000000 USD 68896672210.00000000 COP 2025-04-02 -217325.22000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CME8 12000000.00000000 PA USD 12063046.92000000 0.649094553271 Long DBT UST US N 2 2026-12-31 Fixed 4.25000000 N N N N N N MHC Commercial Mortgage Trust N/A 55293AAN7 472000.00000000 PA USD 469375.11000000 0.025256374228 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAW0 720000.00000000 PA USD 733040.01000000 0.039443789034 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBH7 2000000.00000000 PA USD 2082270.00000000 0.112043841361 Long DBT CORP ES N 2 2034-02-01 Fixed 8.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 29831.50000000 0.001605188497 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1950000.00000000 AUD 1245316.61000000 USD 2025-05-07 29831.50000000 N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 640000.00000000 PA USD 641223.04000000 0.034503254895 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11581.12000000 0.000623162784 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 17730000.00000000 ZAR 972924.07000000 USD 2025-05-07 11581.12000000 N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 1580000.00000000 PA USD 1548439.50000000 0.083319218783 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BE1 10343670.00000000 PA 3018061.10000000 0.162397363986 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 640000.00000000 PA USD 584306.50000000 0.031440660813 Long DBT CORP XX N 2 2029-09-15 Fixed 9.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -29877.67000000 -0.00160767283 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1705918.30000000 USD 34640000.00000000 MXN 2025-06-18 -29877.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1594.16000000 0.000085779370 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1547200.00000000 BRL 271351.00000000 USD 2025-04-08 1594.16000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245BB5 1995000.00000000 PA USD 1976646.00000000 0.106360371542 Long DBT CORP AR N 2 2034-01-17 Fixed 8.25000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 7778091.00000000 OU Notional Amount 15093.13000000 0.000812138802 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-11-14 73.08000000 MXN 0.00000000 MXN 7778091.00000000 MXN 15089.56000000 N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 225000.00000000 PA USD 213952.02000000 0.011512438918 Long DBT CORP IE N 2 2029-01-15 Fixed 4.38000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 8511000.00000000 PA 2138371.19000000 0.115062562676 Long DBT NUSS PL N 2 2027-05-25 Fixed 3.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 19359.65000000 0.001041713876 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 931238.50000000 USD 81250000.00000000 INR 2025-04-02 19359.65000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 710000.00000000 PA USD 787899.65000000 0.042395704396 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 905000.00000000 PA USD 922871.88000000 0.049658358675 Long DBT CORP MX N 2 2039-01-08 Fixed 8.13000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 13996.11000000 0.000753109792 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19895200.00000000 CNY 2752355.77000000 USD 2025-04-03 13996.11000000 N N N Bank N/A 06541BBK3 870000.00000000 PA USD 879199.90000000 0.047308434602 Long ABS-MBS CORP US N 2 2056-02-15 Fixed 5.20000000 N N N N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 000000000 615000.00000000 PA USD 608753.91000000 0.032756139463 Long DBT CORP GB N 2 2026-10-14 Fixed 5.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2706.30000000 0.000145621964 N/A DFE RO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1107138.87000000 USD 5114555.00000000 RON 2025-04-02 2706.30000000 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 265000.00000000 PA USD 248583.89000000 0.013375928163 Long DBT US N 2 2029-08-15 Fixed 3.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BQ6 3270000.00000000 PA USD 3326338.50000000 0.178985310842 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03463WAE3 712563.71000000 PA USD 712070.76000000 0.038315464983 Long ABS-MBS CORP US N 2 2049-03-25 Variable 5.02000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 2590000.00000000 PA USD 2400250.18000000 0.129153880330 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149BX7 15088000000.00000000 PA 1882836.31000000 0.101312612114 Long DBT NUSS PY N 2 2035-03-04 Fixed 8.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 34279.00000000 PA USD 26866.17000000 0.001445628515 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 25206.70000000 0.001356334911 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 19118719800.00000000 KRW 13009737.41000000 USD 2025-04-03 25206.70000000 N N N Mill City Solar Loan Ltd. N/A 59982WAA5 349717.15000000 PA USD 315836.94000000 0.016994714422 Long ABS-O CORP KY N 2 2043-03-20 Fixed 4.34000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 140377.00000000 PA USD 55668.25000000 0.002995425459 Long DBT NUSS UA N 2 2034-02-01 Variable 3.00000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 13370000.00000000 PA 569900.21000000 0.030665479847 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAD7 1150000.00000000 PA USD 1011303.22000000 0.054416717116 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N 1261229 BC LTD N/A 68288AAA5 4530000.00000000 PA USD 4507135.05000000 0.242522211114 Long DBT CORP CA N 2 2032-04-15 Fixed 10.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 47358.49000000 0.002548289674 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 69480000.00000000 ZAR 3801790.37000000 USD 2025-06-18 47358.49000000 N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAC9 255000.00000000 PA USD 255148.16000000 0.013729141736 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 6.19000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 1711750.00000000 PA USD 1800166.82000000 0.096864290223 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -916.62000000 -0.00004932195 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 121564.52000000 USD 2480000.00000000 MXN 2025-05-07 -916.62000000 N N N Fannie Mae - CAS N/A 20753UAF7 1590000.00000000 PA USD 1622928.90000000 0.087327382237 Long ABS-MBS USGSE US N 2 2044-01-25 Floating 7.04000000 N N N N N N COLOMBIA TELECOMUNICACIO 549300CK4YN0V1C3MN55 19533PAC4 785000.00000000 PA USD 707352.93000000 0.038061605591 Long DBT CORP CO N 2 2030-07-17 Fixed 4.95000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -932.18000000 -0.00005015921 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2739291.84000000 USD 19895200.00000000 CNY 2025-04-03 -932.18000000 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAL6 2733000.00000000 PA USD 2763136.30000000 0.148680240918 Long DBT CORP US N 2 2029-11-15 Fixed 10.75000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAJ0 935000.00000000 PA USD 954830.42000000 0.051378000021 Long DBT CORP KY N 2 2031-06-26 Fixed 7.13000000 N N N N N N Bahrain Government International Bonds 549300RODM1WN85LFQ95 000000000 975000.00000000 PA USD 903270.23000000 0.048603623140 Long DBT NUSS BH N 2 2034-05-18 Fixed 5.63000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 127.52000000 0.000006861660 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 7849305000.00000000 COP 1853436.84000000 USD 2025-06-18 127.52000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 32406000.00000000 PA 7240977.38000000 0.389626187222 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1932.49000000 0.000103984403 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 600000.00000000 GBP 776334.00000000 USD 2025-04-30 1932.49000000 N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 230000.00000000 PA USD 218036.32000000 0.011732209007 Long DBT CORP KY N 2 2027-03-08 Fixed 2.30000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 224260900.00000000 PA 9019765.89000000 0.485340142487 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 4294000.00000000 PA USD 3338585.00000000 0.179644276732 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 1235000.00000000 PA 1333140.55000000 0.071734303571 Long DBT CORP ES N 2 2027-09-18 Fixed 4.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 7815000.00000000 PA 1396487.45000000 0.075142905728 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -8283.98000000 -0.00044574860 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 473848.68000000 USD 9570000.00000000 MXN 2025-05-07 -8283.98000000 N N N BX Trust N/A 12433EAL5 830000.00000000 PA USD 828521.19000000 0.044581488844 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.32000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 980000.00000000 PA USD 1004680.12000000 0.054060337989 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.74000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -31652.21000000 -0.00170315818 N/A DFE TH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 18293035.20000000 USD 619517418.00000000 THB 2025-04-02 -31652.21000000 N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 2829455.00000000 NS USD 2829455.00000000 0.152248751199 Long STIV RF US N 1 N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -131764.34000000 -0.00709004250 N/A DFE CO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 6573566.39000000 USD 27010784300.00000000 COP 2025-04-03 -131764.34000000 N N N Rockford Tower CLO Ltd N/A 77341NAQ8 325000.00000000 PA USD 323377.60000000 0.017400466084 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 6.29000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 66738385.00000000 OU Notional Amount 2088.28000000 0.000112367230 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 1208.34000000 INR 0.00000000 INR 66738385.00000000 INR 2073.84000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAH3 680000.00000000 PA USD 658874.44000000 0.035453050388 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.63000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAA1 200000.00000000 PA USD 203921.52000000 0.010972712682 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N ELP 2021-ELP N/A 26863LAJ3 769104.78000000 PA USD 765598.74000000 0.041195725708 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.95000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -17543.37000000 -0.00094398256 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 22813000.00000000 ZAR 1222365.11000000 USD 2025-04-07 -17543.37000000 N N N Carlyle Global Market Strategies N/A 14317VAU4 1475000.00000000 PA USD 1464534.88000000 0.078804436390 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.05000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAG4 1675000.00000000 PA USD 1699451.65000000 0.091444957221 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1250000.00000000 PA 1342076.63000000 0.072215140700 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 47710000.00000000 PA 1793565.82000000 0.096509100264 Long DBT NUSS CZ N 2 2030-05-15 Fixed 0.95000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BP3 545000.00000000 PA USD 523327.67000000 0.028159480969 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -8004.77000000 -0.00043072472 N/A DFE TW N 2 Bank of America NA B4TYDEB6GKMZO031MB27 635073.33000000 USD 20820244.00000000 TWD 2025-04-02 -8004.77000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 500102181.00000000 PA 11191103.55000000 0.602176581719 Long DBT NUSS TR N 2 2033-10-05 Fixed 26.20000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 6273000.00000000 PA 1506075.50000000 0.081039675162 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 5642.34000000 0.000303605895 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 5440238.76000000 USD 39491896.00000000 CNY 2025-04-02 5642.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 169.49000000 0.000009120003 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 80000.00000000 CAD 55794.77000000 USD 2025-04-16 169.49000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 41315000.00000000 PA 975816.37000000 0.052507222674 Long DBT NUSS TR N 2 2034-09-27 Fixed 27.70000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5431.48000000 -0.00029225983 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6040000.00000000 BRL 1049102.23000000 USD 2025-04-02 -5431.48000000 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 1050000.00000000 PA USD 975406.64000000 0.052485175714 Long DBT CORP US N 2 2032-04-23 Fixed 6.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1874.72000000 -0.00010087588 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 189122.91000000 USD 3870000.00000000 MXN 2025-06-18 -1874.72000000 N N N Angel Oak Mortgage Trust N/A 03464TAC3 1450590.48000000 PA USD 1362139.71000000 0.073294705095 Long ABS-MBS CORP US N 2 2067-01-25 Variable 4.14000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 1550000.00000000 PA USD 1337516.33000000 0.071969757762 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 69492174.00000000 PA 1671593.11000000 0.089945930757 Long DBT NUSS TR N 2 2028-11-08 Fixed 31.08000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 1770000.00000000 PA USD 1614132.65000000 0.086854069151 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 8167000.00000000 PA 742172.73000000 0.039935207068 Long DBT NUSS BR N 2 2030-01-01 None 0.00000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 1130000.00000000 PA USD 1094348.50000000 0.058885259706 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729TAA2 250000.00000000 PA USD 247613.25000000 0.013323699473 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 9.51000000 N N N N N N Morgan Stanley BAML Trust N/A 553514AC4 300935.19000000 PA USD 286647.24000000 0.015424060225 Long ABS-MBS CORP US N 2 2030-10-15 Fixed 3.28000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 31944TAA8 980000.00000000 PA USD 951011.89000000 0.051172530620 Long DBT CORP US N 2 2030-01-01 Fixed 5.63000000 N N N N N N JB POINDEXTER & CO INC 549300W6P81HOZZGPQ16 465965AC5 1380000.00000000 PA USD 1419920.64000000 0.076403810713 Long DBT CORP US N 2 2031-12-15 Fixed 8.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BN6 2630000.00000000 PA USD 2552329.53000000 0.137337043208 Long DBT CORP US N 2 2029-01-31 Fixed 11.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -6938.67000000 -0.00037335947 N/A DFE XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1011525.20000000 USD 930000.00000000 EUR 2025-04-02 -6938.67000000 N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 350000.00000000 PA USD 273415.47000000 0.014712078427 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 960000.00000000 PA USD 958034.11000000 0.051550385800 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAA2 550000.00000000 PA USD 380323.68000000 0.020464649669 Long DBT CORP US N 2 2028-05-01 Fixed 5.25000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAB0 1450000.00000000 PA USD 1457593.65000000 0.078430939162 Long DBT CORP US N 2 2030-06-15 Fixed 6.38000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -45887.71000000 -0.00246914919 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 19937781.23000000 TRY 431974.46000000 USD 2025-06-18 -45887.71000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CH4 570000.00000000 PA USD 585827.19000000 0.031522486873 Long DBT CORP US N 2 2029-03-15 Fixed 6.70000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1844.30000000 -0.00009923903 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 46860000.00000000 INR 546402.21000000 USD 2025-04-02 -1844.30000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 4721000.00000000 PA 1107304.51000000 0.059582403270 Long DBT NUSS MY N 2 2030-04-15 Fixed 4.50000000 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 000000000 590000.00000000 PA USD 516109.43000000 0.027771078246 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1222.21000000 0.000065765296 N/A DFE CZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 39871.51000000 USD 950000.00000000 CZK 2025-05-07 1222.21000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 12842000.00000000 PA 2927081.80000000 0.157501903620 Long DBT NUSS MY N 2 2026-04-15 Fixed 4.39000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GR9 555000.00000000 PA USD 549278.69000000 0.029555866629 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N DISH DBS CORP N/A 25470XBF1 510000.00000000 PA USD 431063.52000000 0.023194884741 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 3470000.00000000 PA USD 3452957.10000000 0.185798468757 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 98379KAA0 730000.00000000 PA USD 739451.31000000 0.039788771519 Long DBT CORP US N 2 2028-06-01 Fixed 6.25000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCK9 3405000.00000000 PA USD 3410933.69000000 0.183537251776 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAT0 365000.00000000 PA USD 363381.22000000 0.019553001180 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 680000.00000000 PA USD 667277.13000000 0.035905186598 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N CBAM CLO Management 254900FSYLEH1VUJJF28 12481XAU4 1020000.00000000 PA USD 1020682.38000000 0.054921395719 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 6.66000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4690000.00000000 PA 695596.84000000 0.037429027932 Long DBT NUSS CN N 2 2031-05-27 Fixed 3.02000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 540000.00000000 PA USD 549717.94000000 0.029579502016 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N BX Trust N/A 05610HAN3 672000.01000000 PA USD 671449.44000000 0.036129692373 Long ABS-MBS CORP US N 2 2039-02-15 Floating 8.42000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 160000.00000000 PA USD 149666.94000000 0.008053354695 Long DBT CORP US N 2 2029-04-01 Fixed 3.88000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAG3 890000.00000000 PA USD 887277.15000000 0.047743059371 Long DBT CORP US N 2 2054-06-01 Fixed 5.75000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 1895000.00000000 PA USD 1897690.17000000 0.102111876154 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N Generate CLO Ltd. 25490036G9JNQQPHIX69 37149LAQ0 1060000.00000000 PA USD 1062494.18000000 0.057171226282 Long ABS-CBDO CORP KY N 2 2037-04-22 Floating 6.49000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 4422424.00000000 PA 204783.09000000 0.011019072478 Long DBT NUSS GH N 2 2028-02-15 Fixed 8.50000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 1050000.00000000 PA USD 1043647.50000000 0.056157114556 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6949000000.00000000 PA 414814.60000000 0.022320554604 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.13000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -196520.81000000 -0.01057449152 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13181051.52000000 USD 19118719800.00000000 KRW 2025-04-03 -196520.81000000 N N N Freddie Mac - SCRT N/A 35563PPH6 370000.00000000 PA USD 352748.75000000 0.018980883836 Long ABS-MBS USGSE US N 2 2059-08-25 Variable 4.25000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1650961000.00000000 PA 981748.43000000 0.052826417970 Long STIV NUSS NG N 2 2025-08-19 None 0.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAU7 360000.00000000 PA USD 305666.28000000 0.016447446385 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 867.22000000 0.000046663814 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2850000.00000000 MYR 644942.29000000 USD 2025-06-18 867.22000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 16970000.00000000 PA 2431759.27000000 0.130849337442 Long DBT NUSS CN N 2 2034-05-25 Fixed 2.27000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 1000000.00000000 PA USD 993621.03000000 0.053465264859 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 630000.00000000 PA USD 681140.64000000 0.036651161383 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Park Avenue Institutional Advisers CLO N/A 70018QAC9 575000.00000000 PA USD 575574.43000000 0.030970801157 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.31000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10781.40000000 0.000580131045 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 900000.00000000 EUR 982961.91000000 USD 2025-04-02 10781.40000000 N N N Option One Mortgage Loan Trust N/A 68389FHV9 850000.00000000 PA USD 725885.64000000 0.039058823060 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.36000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 42024.63000000 0.002261282627 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 354640.32000000 USD 16550000.00000000 TRY 2025-06-18 42024.63000000 N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 300000.00000000 PA USD 302223.34000000 0.016262186922 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 1215000.00000000 PA USD 1068524.25000000 0.057495695350 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 360000.00000000 PA USD 371876.29000000 0.020010108219 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 5870000.00000000 PA 849700.42000000 0.045721111605 Long DBT NUSS CN N 2 2033-08-25 Fixed 2.52000000 N N N N N N MIDCAP FINANCIAL N/A 59590AAA7 700000.00000000 PA USD 635802.44000000 0.034211580498 Long DBT CORP US N 2 2030-01-15 Fixed 5.63000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -451.54000000 -0.00002429669 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 380000.00000000 PLN 97537.11000000 USD 2025-04-02 -451.54000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 326560000.00000000 PA 875884.84000000 0.047130056171 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797PT8 7490000.00000000 PA USD 7416772.74000000 0.399085473207 Long STIV UST US N 2 2025-06-24 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -992.48000000 -0.00005340386 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 148929.86000000 USD 3420000.00000000 CZK 2025-05-07 -992.48000000 N N N Aegis Asset Backed Securities Trust N/A 00764MHE0 518320.78000000 PA USD 486565.34000000 0.026181354851 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.08000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 809670.00000000 PA 24941.57000000 0.001342068661 Long DBT NUSS GH N 2 2035-02-06 Fixed 9.55000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 9228.71000000 0.000496583113 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 10670000.00000000 MXN 528306.59000000 USD 2025-05-07 9228.71000000 N N N SMB Private Education Loan Trust N/A 78448YAF8 230359.23000000 PA USD 204804.49000000 0.011020223980 Long ABS-O CORP US N 2 2053-01-15 Fixed 3.86000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 472.30000000 0.000025413758 N/A DFE PL N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 321436.32000000 USD 1250000.00000000 PLN 2025-05-07 472.30000000 N N N IVORY COAST 254900ICW11T82O6H590 221625AU0 440000.00000000 PA USD 423506.60000000 0.022788258153 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 180000.00000000 PA USD 162805.99000000 0.008760347369 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 380000.00000000 PA USD 393775.00000000 0.021188445125 Long DBT NUSS BS N 2 2032-10-15 Fixed 8.95000000 N N N N N N Fannie Mae - CAS N/A 20753WAE6 588591.44000000 PA USD 603965.68000000 0.032498491952 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 7.85000000 N N N N N N SUNNOVA ENERGY CORP 549300TH3GCD8YQUDR46 86745GAF0 593000.00000000 PA USD 252698.06000000 0.013597305511 Long DBT CORP US N 2 2026-09-01 Fixed 5.88000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 1550000.00000000 PA USD 1452004.33000000 0.078130186194 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N Bank N/A 06541DCD4 6030366.19000000 PA USD 222153.26000000 0.011953735404 Long ABS-MBS CORP US N 2 2056-08-15 Variable 0.62000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 935000.00000000 PA 1008043.31000000 0.054241306224 Long DBT NUSS UZ N 2 2029-02-25 Fixed 5.10000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AU4 127400.01000000 PA USD 129641.87000000 0.006975835562 Long DBT CORP AR N 2 2026-02-12 Fixed 9.00000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 118628.00000000 PA USD 65690.26000000 0.003534694862 Long DBT NUSS UA N 2 2035-02-01 Variable 3.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 23800000.00000000 PA 448053.86000000 0.024109109582 Long DBT NUSS DO N 2 2033-02-03 Fixed 13.63000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAA4 2030000.00000000 PA USD 1963911.08000000 0.105675124501 Long DBT CORP US N 2 2027-08-15 Fixed 5.13000000 N N N N N N Bank N/A 06541GAH0 1020000.00000000 PA USD 1021196.36000000 0.054949052216 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.05000000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAU6 370000.00000000 PA USD 372478.26000000 0.020042499327 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 7.99000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XAV6 910000.00000000 PA USD 623453.54000000 0.033547104617 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 14309000000.00000000 PA 908535.09000000 0.048886917400 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1560000.00000000 PA 331754.10000000 0.017851193049 Long DBT NUSS RO N 2 2027-07-26 Fixed 5.80000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 27549000.00000000 PA 6250857.18000000 0.336349296800 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529MAB4 418677.28000000 PA USD 398649.22000000 0.021450719630 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.62000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAG8 340000.00000000 PA USD 352683.70000000 0.018977383592 Long DBT CORP US N 2 2029-01-15 Fixed 10.25000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 1161120000.00000000 PA 2704098.16000000 0.145503486706 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 5321.27000000 0.000286329597 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6060906.00000000 CHF 6884407.85000000 USD 2025-05-07 5321.27000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 16280000.00000000 PA USD 16360446.15000000 0.880331192897 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1125.71000000 0.000060572775 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 251791.34000000 USD 1830000.00000000 CNY 2025-05-07 1125.71000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -11350.40000000 -0.00061074808 N/A DFE MY N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 4582401.24000000 USD 20207473.00000000 MYR 2025-06-18 -11350.40000000 N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 1889992403.00000000 OU Notional Amount 7678.77000000 0.000413183154 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2035-03-19 0.00000000 COP 0.00000000 COP 1889992403.00000000 COP 7678.77000000 N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 1610000.00000000 PA USD 1638746.55000000 0.088178506380 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 660000.00000000 PA USD 634293.22000000 0.034130371622 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PMX4 560000.00000000 PA USD 526111.77000000 0.028309289235 Long ABS-MBS USGSE US N 2 2059-02-25 Variable 4.50000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAQ0 900000.00000000 PA USD 40140.00000000 0.002159873499 Long ABS-MBS CORP US N 2 2027-11-15 Floating 7.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 96953000.00000000 PA 15196011.69000000 0.817674712271 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 811.78000000 0.000043680670 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 201207.75000000 USD 30210000.00000000 JPY 2025-04-02 811.78000000 N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBK7 1015000.00000000 PA USD 1021316.24000000 0.054955502780 Long DBT CORP KY N 2 2035-05-26 Fixed 5.25000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAH4 1125000.00000000 PA USD 1126482.00000000 0.060614315388 Long DBT CORP US N 2 2029-10-23 Fixed 6.35000000 N N N N N N Verus Securitization Trust 2138008DC17PCNG48R87 92539TAE3 1550000.00000000 PA USD 1560139.64000000 0.083948785856 Long ABS-MBS CORP US N 2 2068-05-25 Variable 8.09000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1753.57000000 -0.00009435698 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5650000.00000000 BRL 984689.39000000 USD 2025-04-02 -1753.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1309.66000000 -0.00007047085 N/A DFE TH N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 636534.42000000 USD 21550000.00000000 THB 2025-04-02 -1309.66000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 960000.00000000 PA 1022267.25000000 0.055006675209 Long DBT NUSS PH N 2 2032-02-04 Fixed 3.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 154.10000000 0.000008291891 N/A DFE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 445544.66000000 USD 8220000.00000000 ZAR 2025-05-07 154.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 131404.21000000 0.007070664447 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 27010784300.00000000 COP 6568770.50000000 USD 2025-04-08 131404.21000000 N N N Freddie Mac - SCRT N/A 35563PGR4 415000.00000000 PA USD 400889.96000000 0.021571290505 Long ABS-MBS USGSE US N 2 2057-08-25 Variable 4.75000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -15937.87000000 -0.00085759300 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10023834129.00000000 UGX 2683139.66000000 USD 2025-06-18 -15937.87000000 N N N UBS Commercial Mortgage Trust N/A 90276WAR8 196914.48000000 PA USD 190935.62000000 0.010273960782 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.42000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 445000.00000000 PA USD 447513.28000000 0.024080021779 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 450000.00000000 PA USD 436491.38000000 0.023486949788 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5998.02000000 -0.00032274450 N/A DFE HU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 480073.16000000 USD 177230000.00000000 HUF 2025-05-07 -5998.02000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -125470.00000000 -0.00675135346 N/A DFE JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6882269.16000000 USD 1009856000.00000000 JPY 2025-04-07 -125470.00000000 N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAN7 230000.00000000 PA USD 55476.00000000 0.002985080774 Long ABS-MBS CORP US N 2 2027-11-15 Floating 7.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 38039100.00000000 PA 1702534.17000000 0.091610823022 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N WE SODA INV HOLDING PLC 984500SE38C07DB47A90 000000000 910000.00000000 PA USD 938406.11000000 0.050494232410 Long DBT CORP GB N 2 2028-10-06 Fixed 9.50000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 460000.00000000 PA USD 458594.70000000 0.024676296453 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 1165000.00000000 PA USD 1139667.02000000 0.061323781639 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4399.69000000 0.000236740753 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 7930000.00000000 PEN 2165779.05000000 USD 2025-06-18 4399.69000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 2265.09000000 0.000121881112 N/A DFE TR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 475281.34000000 USD 18940000.00000000 TRY 2025-05-07 2265.09000000 N N N AB BSL CLO N/A 00037VAA6 220000.00000000 PA USD 220132.22000000 0.011844986258 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 6.29000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -178116.85000000 -0.00958420189 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9716168.99000000 USD 40396430000.00000000 COP 2025-06-18 -178116.85000000 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 365000.00000000 PA USD 352614.64000000 0.018973667577 Long DBT CORP GB N 2 2029-03-16 Fixed 3.88000000 N N N N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 5614500000.00000000 PA 1358402.01000000 0.073093585036 Long DBT NUSS UG N 2 2043-06-18 Fixed 15.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 13649000.00000000 PA 3599986.22000000 0.193709886295 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAF9 470000.00000000 PA USD 456851.36000000 0.024582489929 Long DBT CORP VG N 2 2028-01-15 Fixed 6.50000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AA6 3212000.00000000 PA 940643.05000000 0.050614598813 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 2504.93000000 0.000134786545 N/A DFE BR N 2 UBS AG BFM8T61CT2L1QCEMIK50 2589308.47000000 USD 14845000.00000000 BRL 2025-04-02 2504.93000000 N N N GREENKO POWER II LTD 254900YYA4B6O2O4JM12 000000000 964425.00000000 PA USD 892804.77000000 0.048040492355 Long DBT CORP MU N 2 2028-12-13 Fixed 4.30000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 3210000.00000000 PA USD 3254921.86000000 0.175142488018 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 98572200.00000000 PA 3993241.26000000 0.214870353150 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -97097.10000000 -0.00522465005 N/A DFE MX N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 6510026.02000000 USD 131197303.00000000 MXN 2025-04-02 -97097.10000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 340000.00000000 PA USD 340229.45000000 0.018307238985 Long DBT CORP LR N 2 2026-08-31 Fixed 5.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 40464.37000000 0.002177327365 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3975000.00000000 EUR 4337241.75000000 USD 2025-04-15 40464.37000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 10326413.00000000 PA 535390.86000000 0.028808583221 Long DBT NUSS GH N 2 2027-02-16 Fixed 8.35000000 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAG8 570000.00000000 PA USD 577205.37000000 0.031058559605 Long DBT CORP CA N 2 2029-05-01 Fixed 9.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -9238.86000000 -0.00049712926 N/A DFE TH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1159128.32000000 USD 39010000.00000000 THB 2025-04-02 -9238.86000000 N N N RACKSPACE FINANCE LLC N/A 75008WAA1 156000.00000000 PA USD 64319.44000000 0.003460933083 Long DBT CORP US N 2 2028-05-15 Fixed 3.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 2681700000.00000000 PA 567737.38000000 0.030549101192 Long DBT NUSS CO N 2 2046-07-25 Fixed 11.50000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389284AA8 710000.00000000 PA USD 696741.46000000 0.037490618226 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N Empower CLO Ltd. N/A 29247BAJ6 500000.00000000 PA USD 504050.00000000 0.027122178314 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.70000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 2790000.00000000 PA 3148075.33000000 0.169393235684 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAA4 1415000.00000000 PA USD 1444451.81000000 0.077723796363 Long DBT CORP US N 2 2030-08-01 Fixed 7.13000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 780000.00000000 PA USD 747422.92000000 0.040217711957 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 1060000.00000000 PA USD 982026.29000000 0.052841369202 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -732.50000000 -0.00003941473 N/A DFE NG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 41962.56000000 USD 65000000.00000000 NGN 2025-05-20 -732.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -1336.81000000 -0.00007193175 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14845000.00000000 BRL 2572974.01000000 USD 2025-05-07 -1336.81000000 N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 550000.00000000 PA USD 544503.93000000 0.029298943918 Long DBT CORP US N 2 2032-04-01 Fixed 7.63000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -1399.20000000 -0.00007528886 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 635746.80000000 USD 2460000.00000000 PLN 2025-04-02 -1399.20000000 N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 2435000.00000000 PA USD 2302216.41000000 0.123878829461 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAJ4 1010000.00000000 PA USD 967782.00000000 0.052074905214 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 300000.00000000 PA USD 300038.28000000 0.016144612104 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N GANNETT CO INC 549300JQ2PU0RI3ZBA32 36472TAA7 76000.00000000 PA USD 74351.55000000 0.004000745951 Long DBT CORP US N 2 2027-12-01 Fixed 6.00000000 N N N N N Gannett Co Inc USD XXXX N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AD7 1990000.00000000 PA USD 2014745.65000000 0.108410456853 Long DBT CORP TR N 2 2032-01-24 Fixed 7.65000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 261.00000000 NC USD 117700.56000000 0.006333291490 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 29668924.44000000 USD 117700.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -95283.20000000 -0.00512704680 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3883766.60000000 CHF 4301731.43000000 USD 2025-04-16 -95283.20000000 N N N KREF 2022-Fl3 Ltd 549300DG0FGL1EU1CT79 48275EAA4 776100.66000000 PA USD 774608.26000000 0.041680514534 Long ABS-CBDO CORP KY N 2 2039-02-17 Floating 5.77000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 1685000.00000000 PA USD 1683925.14000000 0.090609498888 Long DBT CORP KY N 2 2026-05-15 Fixed 5.88000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAR1 740000.00000000 PA USD 342549.34000000 0.018432068804 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 575000.00000000 PA USD 597281.25000000 0.032138812749 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 931.40000000 0.000050117244 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 270000.00000000 CHF 306102.35000000 USD 2025-04-02 931.40000000 N N N BX Trust N/A 05609CAA5 1005622.74000000 PA USD 997961.00000000 0.053698792168 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.16000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 43737.72000000 0.002353461444 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3437000.00000000 EUR 3758760.60000000 USD 2025-04-14 43737.72000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -828.16000000 -0.00004456205 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 261108.19000000 USD 8830000.00000000 THB 2025-04-02 -828.16000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -68263.46000000 -0.00367315491 N/A DFE KR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3451625.78000000 USD 4980696000.00000000 KRW 2025-04-07 -68263.46000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 813648.00000000 PA 23944.32000000 0.001288408127 Long DBT NUSS GH N 2 2037-02-03 Fixed 9.85000000 N N N N N N BBCCRE Trust N/A 05490TAL6 922000.00000000 PA USD 528232.24000000 0.028423388561 Long ABS-MBS CORP US N 2 2033-08-10 Variable 4.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLTR9 169094.14000000 PA USD 155897.86000000 0.008388631202 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Dryden Senior Loan Fund 549300S32UW0TE4JM250 26252FAA4 900000.00000000 PA USD 893185.20000000 0.048060962725 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 10.62000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DZ2 18085000.00000000 PA 5215461.61000000 0.280636206283 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 249000.00000000 PA USD 264698.70000000 0.014243042041 Long DBT US N 2 2028-02-15 Fixed 10.50000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 870000000.00000000 PA 834426.85000000 0.044899263596 Long DBT NUSS CL N 2 2028-10-01 Fixed 2.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 730000.00000000 PA USD 647066.41000000 0.034817677915 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XDJ4 860000.00000000 PA USD 895666.78000000 0.048194492842 Long DBT CORP FR N 2 2031-08-22 Fixed 8.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 170000.00000000 PA USD 113767.33000000 0.006121650254 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 15220000.00000000 PA 640057.21000000 0.034440523322 Long DBT NUSS CZ N 2 2026-06-26 Fixed 1.00000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 6000000.00000000 PA 260443.98000000 0.014014101907 Long DBT CORP ZA N 2 2033-09-15 Fixed 7.50000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 1250000.00000000 PA USD 1065345.00000000 0.057324624652 Long DBT CORP AT N 2 2032-01-15 Fixed 3.13000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4921.67000000 0.000264827718 N/A DFE HU N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 195087.76000000 USD 74628599.00000000 HUF 2025-04-02 4921.67000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 117256422.00000000 PA 6109766.81000000 0.328757434538 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 1201000.00000000 PA USD 1197242.67000000 0.064421841446 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 34800.09000000 0.001872540911 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 980588.45000000 USD 940000.00000000 EUR 2025-04-02 34800.09000000 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AJ4 1530000.00000000 PA USD 1557551.48000000 0.083809520829 Long DBT CORP FR N 2 2025-12-23 Fixed 8.13000000 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 500000.00000000 PA USD 477414.53000000 0.025688963421 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N Paraguay Government International Bonds 529900UXKJTJPCU0HK83 000000000 2110000.00000000 PA USD 1816815.50000000 0.097760130850 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2320.81000000 -0.00012487932 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 375103.41000000 USD 6219402077.00000000 IDR 2025-05-07 -2320.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 15610.71000000 0.000839989009 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5655070000.00000000 KRW 3856065.72000000 USD 2025-04-02 15610.71000000 N N N Suzano Austria GmbH 254900287ZNSGVP1R341 000000000 930000.00000000 PA USD 985218.75000000 0.053013150711 Long DBT CORP AT N 2 2047-03-16 Fixed 7.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2531.22000000 0.000136201170 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 3480000.00000000 CNY 482630.43000000 USD 2025-05-07 2531.22000000 N N N WAMU Mortgage Pass-Through Certificates N/A 92925GAD5 259777.07000000 PA USD 230621.07000000 0.012409375624 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.52000000 N N N N N N ALLEN MEDIA LLC/CO-ISSR N/A 01771YAA8 410000.00000000 PA USD 141962.50000000 0.007638790276 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AF9 115152.00000000 PA USD 100125.42000000 0.005387599434 Long DBT CORP US N 2 2030-12-31 Fixed 11.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -9023.86000000 -0.00048556044 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 7250000.00000000 CZK 304586.09000000 USD 2025-05-07 -9023.86000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3M3 3010000.00000000 PA USD 3033202.46000000 0.163212097972 Long DBT CORP US N 2 2028-04-22 Floating 5.43000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 4832.27000000 0.000260017237 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 8130000.00000000 ZAR 444146.19000000 USD 2025-06-18 4832.27000000 N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 000000000 6232400000.00000000 PA 371666.14000000 0.019998800361 Long DBT NUSS XX N 2 2025-12-09 Fixed 4.60000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -732.66000000 -0.00003942334 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 486288.36000000 USD 72610000.00000000 JPY 2025-04-02 -732.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4657.34000000 -0.00025060451 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 432820.96000000 USD 7143363675.00000000 IDR 2025-05-07 -4657.34000000 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAD8 420000.00000000 PA USD 494637.10000000 0.026615684211 Long DBT CORP US N 2 2027-12-15 Fixed 4.50000000 N N N N Y Evergy, Inc. USD XXXX N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -218359.25000000 -0.01174958538 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 77959124.57000000 BRL 13221926.76000000 USD 2025-06-03 -218359.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -86816.96000000 -0.00467149106 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3256000.00000000 EUR 3431234.66000000 USD 2025-04-07 -86816.96000000 N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AW7 3140000.00000000 PA USD 3191763.18000000 0.171744013698 Long DBT CORP US N 2 2030-01-30 Fixed 5.98000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 3315000.00000000 PA USD 3386771.57000000 0.182237124156 Long DBT CORP US N 2 2036-01-18 Fixed 5.59000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6443000000.00000000 PA 384796.10000000 0.020705303915 Long DBT NUSS ID N 2 2043-06-15 Fixed 7.13000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 41.73000000 0.000002245429 N/A DFE CZ N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 872927.39000000 USD 20181203.00000000 CZK 2025-05-07 41.73000000 N N N Ballyrock Ltd N/A 05876AAA5 1000000.00000000 PA USD 1003850.00000000 0.054015670470 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 11.40000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 7852000000.00000000 PA 466255.17000000 0.025088494912 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.13000000 N N N N N N Madison Park Funding Ltd N/A 55820NBC4 780000.00000000 PA USD 781445.34000000 0.042048407606 Long ABS-CBDO CORP KY N 2 2029-10-20 Floating 7.24000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAA4 690000.00000000 PA USD 700932.27000000 0.037716119458 Long DBT CORP US N 2 2029-04-15 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9310.65000000 0.000500992182 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2110383.58000000 USD 121315400.00000000 PHP 2025-04-08 9310.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13863486.00000000 OU Notional Amount 5271.90000000 0.000283673071 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 154.65000000 CNY 0.00000000 CNY 13863486.00000000 CNY 5250.51000000 N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 6785919.00000000 OU Notional Amount -6808.42000000 -0.00036635092 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 6785919.00000000 BRL -6808.42000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAU7 1190000.00000000 PA USD 811499.56000000 0.043665580335 Long ABS-MBS CORP US N 2 2050-12-15 Variable 2.80000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4017.00000000 0.000216148775 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1438807.66000000 USD 215760000.00000000 JPY 2025-04-02 4017.00000000 N N N FORD MOTOR CREDI UDSQCVRUX5BONN0VY111 345397B69 3240000.00000000 PA USD 2788716.66000000 0.150056681917 Long DBT CORP US N 2 2031-06-17 Fixed 3.63000000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 000000000 745000.00000000 PA USD 675142.10000000 0.036328388897 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 133726000.00000000 PA 4209328.91000000 0.226497707132 Long DBT NUSS TH N 2 2034-06-17 Fixed 2.80000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -18090.01000000 -0.00097339644 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 120890000.00000000 TRY 2879361.68000000 USD 2025-06-18 -18090.01000000 N N N CLARITEV CORP N/A 62548MAA8 649609.00000000 PA USD 390184.40000000 0.020995240298 Long DBT CORP US N 2 2031-03-31 Fixed 6.75000000 N N Y N N N FREEPORT MINERALS CORP G4008SUSNH0WBKRVG414 717265AJ1 300000.00000000 PA USD 313190.10000000 0.016852291912 Long DBT CORP US N 2 2027-11-01 Fixed 7.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 7731000.00000000 PA 373707.89000000 0.020108663882 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAY1 1550000.00000000 PA USD 1507745.92000000 0.081129557969 Long DBT US N 2 2027-01-15 Fixed 4.38000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 9436000.00000000 PA 2347836.26000000 0.126333565511 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4203.25000000 0.000226170610 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 27560000.00000000 CZK 1196353.64000000 USD 2025-05-07 4203.25000000 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CA1 100000.00000000 PA USD 87917.35000000 0.004730701405 Long DBT CORP US N 2 2032-03-03 Fixed 2.90000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -122836.68000000 -0.00660965844 N/A DFE TW N 2 Citibank NA E57ODZWZ7FF32TWEFA76 14425337.43000000 USD 471860000.00000000 TWD 2025-06-18 -122836.68000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AL7 8880.00000000 PA USD 8351.74000000 0.000449394666 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 245000.00000000 PA USD 227453.47000000 0.012238931795 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAN5 220000.00000000 PA USD 235729.29000000 0.012684241319 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 1380000.00000000 PA USD 1575721.26000000 0.084787209576 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 527.51000000 0.000028384525 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 730000.00000000 PLN 188768.87000000 USD 2025-04-02 527.51000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -140.00000000 NC USD -86710.94000000 -0.00466578628 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 -15483914.06000000 USD -86710.94000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 500000.00000000 PA USD 430730.20000000 0.023176949290 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 180000.00000000 PA USD 161777.89000000 0.008705026842 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369BA2 580000.00000000 PA USD 576823.07000000 0.031037988612 Long DBT CORP US N 2 2034-08-05 Fixed 5.00000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 900000.00000000 PA USD 805820.90000000 0.043360020115 Long DBT CORP US N 2 2032-02-01 Fixed 4.25000000 N N N N N N Greywolf CLO Ltd 5493000F00WO8WFFVM11 39809TAQ0 250000.00000000 PA USD 250803.25000000 0.013495348612 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 8.21000000 N N N N N N Navient Student Loan Trust N/A 63940VAC6 316901.78000000 PA USD 310645.00000000 0.016715343879 Long ABS-O CORP US N 2 2042-06-16 Fixed 4.22000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 13391.76000000 0.000720590621 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1015000.00000000 EUR 1110496.28000000 USD 2025-04-14 13391.76000000 N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 590000.00000000 PA USD 612999.62000000 0.032984594782 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3333.03000000 -0.00017934537 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 683859.39000000 USD 630000.00000000 EUR 2025-04-02 -3333.03000000 N N N Trinitas CLO Ltd 254900JOSDBR04E6JB79 89642VAJ7 1190000.00000000 PA USD 1207491.81000000 0.064973332375 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 8.59000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14587.28000000 -0.00078491976 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 365680000.00000000 HUF 963575.54000000 USD 2025-05-07 -14587.28000000 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 1515000.00000000 PA USD 1290795.04000000 0.069455754869 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -28974.00000000 -0.00155904770 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11767075.89000000 TRY 253055.40000000 USD 2025-06-18 -28974.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -28813.86000000 -0.00155043080 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 102500000.00000000 MXN 4971866.51000000 USD 2025-04-16 -28813.86000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1405000.00000000 PA 319596.99000000 0.017197037102 Long DBT NUSS RO N 2 2028-10-30 Fixed 8.75000000 N N N N N N MEDLINE BORROWER/MEDL CO N/A 58506DAA6 460000.00000000 PA USD 466430.34000000 0.025097920548 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9441.60000000 -0.00050803840 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 121315400.00000000 PHP 2110530.44000000 USD 2025-04-03 -9441.60000000 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAB1 775000.00000000 PA USD 788440.83000000 0.042424824484 Long DBT CORP FR N 2 2034-04-10 Fixed 5.63000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 930000.00000000 PA USD 943321.33000000 0.050758713063 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 103252300.00000000 PA 4551464.04000000 0.244907487914 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9900.80000000 -0.00053274727 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 635563.35000000 USD 233900000.00000000 HUF 2025-05-07 -9900.80000000 N N N ORGANON & CO/ORGANON FOR N/A 68622TAB7 2155000.00000000 PA USD 1880614.26000000 0.101193046919 Long DBT CORP US N 2 2031-04-30 Fixed 5.13000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 2036231.00000000 PA 66222.83000000 0.003563351659 Long DBT NUSS GH N 2 2033-02-08 Fixed 9.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC28 3315000.00000000 PA USD 3364715.06000000 0.181050296267 Long DBT CORP US N 2 2030-02-10 Fixed 6.85000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -549.76000000 -0.00002958176 N/A DFE HU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 148686.54000000 USD 55380000.00000000 HUF 2025-05-07 -549.76000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -2642.73000000 -0.00014220135 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1119039.53000000 USD 4940000.00000000 MYR 2025-06-18 -2642.73000000 N N N S&S HOLDINGS LLC N/A 78525CAA3 2185000.00000000 PA USD 2066825.39000000 0.111212789945 Long DBT CORP US N 2 2031-10-01 Fixed 8.38000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 890000.00000000 PA USD 915924.99000000 0.049284556891 Long DBT CORP US N 2 2034-06-08 Fixed 5.87000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAE2 421000.00000000 PA USD 421960.01000000 0.022705038453 Long DBT CORP VG N 2 2025-07-15 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753YCK6 1000000.00000000 PA USD 1032061.70000000 0.055533699947 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.44000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 1640000.00000000 PA USD 1802274.29000000 0.096977690039 Long DBT CORP US N 2 2030-07-30 Fixed 7.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -662.18000000 -0.00003563091 N/A DFE HU N 2 UBS AG BFM8T61CT2L1QCEMIK50 200287.32000000 USD 74628599.00000000 HUF 2025-05-07 -662.18000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2438.39000000 0.000131206127 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 156097.09000000 USD 6126810.73000000 TRY 2025-04-16 2438.39000000 N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAJ6 725000.00000000 PA USD 762761.62000000 0.041043064515 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3539.24000000 -0.00019044122 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 59133200.00000000 INR 688299.66000000 USD 2025-04-03 -3539.24000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 1685000.00000000 PA USD 1773256.93000000 0.095416309200 Long DBT CORP GB N 2 2033-11-10 Fixed 8.13000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 350000.00000000 PA USD 351038.25000000 0.018888844383 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N Towd Point Mortgage Trust N/A 89178BBA1 590000.00000000 PA USD 463829.98000000 0.024957999057 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -12856.51000000 -0.00069178961 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 24050000.00000000 EGP 428775.18000000 USD 2025-09-17 -12856.51000000 N N N Ballyrock Ltd N/A 05875JAL3 415000.00000000 PA USD 415473.52000000 0.022356010106 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.11000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 19416MAB5 440000.00000000 PA USD 434574.05000000 0.023383781122 Long DBT CORP US N 2 2029-07-01 Fixed 5.88000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -3311.80000000 -0.00017820301 N/A DFE NG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 143295.72000000 USD 231136000.00000000 NGN 2025-08-12 -3311.80000000 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 1590000.00000000 PA USD 992739.24000000 0.053417817055 Long DBT CORP US N 2 2061-02-01 Fixed 4.30000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1088000.00000000 PA 723182.17000000 0.038913353374 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust 8I5DZWZKVSZI1NUHU748 46590KAK0 100000.00000000 PA USD 91437.71000000 0.004920126724 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.72000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 111021AE1 805000.00000000 PA USD 983162.00000000 0.052902480062 Long DBT CORP GB N 2 2030-12-15 Fixed 9.63000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 770000.00000000 PA USD 756884.60000000 0.040726830839 Long DBT CORP IT N 2 2035-06-30 Fixed 5.46000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 2890000.00000000 PA USD 2118091.55000000 0.113971345511 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAG1 604179.13000000 PA USD 576241.71000000 0.031006706498 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.56000000 N N N N N N KNDR Trust 2021-KIND N/A 482606AQ3 486008.84000000 PA USD 474406.84000000 0.025527124110 Long ABS-MBS CORP US N 2 2038-08-15 Floating 7.69000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -72895.73000000 -0.00392241045 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2320000.00000000 EUR 2433169.60000000 USD 2025-04-02 -72895.73000000 N N N WRANGLER HOLDCO CORP N/A 37441QAA9 150000.00000000 PA USD 152873.41000000 0.008225890061 Long DBT CORP US N 2 2032-04-01 Fixed 6.63000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 51000000.00000000 PA 2427443.70000000 0.130617123061 Long DBT NUSS XX N 2 2030-01-18 Fixed 7.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 317.68000000 0.000017093886 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 810000.00000000 CZK 35389.57000000 USD 2025-06-18 317.68000000 N N N NBM US Holdings Inc 5493008K1QMSP0J8UC24 62877VAA9 200000.00000000 PA USD 200592.60000000 0.010793588464 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -159709.85000000 -0.00859374869 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8881350.40000000 USD 3267360000.00000000 HUF 2025-06-18 -159709.85000000 N N N STAR PARENT INC 254900GRGCJYRMDRWT73 855170AA4 880000.00000000 PA USD 868476.66000000 0.046731433060 Long DBT CORP US N 2 2030-10-01 Fixed 9.00000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 90014TAM3 1335000.00000000 PA USD 1315058.44000000 0.070761332215 Long DBT CORP TR N 2 2030-02-04 Fixed 7.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBK0 630000.00000000 PA USD 645064.44000000 0.034709954896 Long DBT CORP IE N 2 2055-03-10 Fixed 6.95000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 1000000.00000000 PA 1305155.39000000 0.070228463873 Long DBT CORP FR N 2 2026-06-23 Fixed 7.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 627.68000000 0.000033774524 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 74628599.00000000 HUF 200637.11000000 USD 2025-04-02 627.68000000 N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAZ7 1780000.00000000 PA USD 1576810.69000000 0.084845830179 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.36000000 N N N N N N DISH DBS CORP N/A 25470XBD6 1170000.00000000 PA USD 764865.97000000 0.041156296448 Long DBT CORP US N 2 2029-06-01 Fixed 5.13000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -22850.03000000 -0.00122952601 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2933041.28000000 USD 435190000.00000000 JPY 2025-04-02 -22850.03000000 N N N Galaxy CLO Ltd N/A 36321LAQ2 510000.00000000 PA USD 511073.04000000 0.027500077616 Long ABS-CBDO CORP KY N 2 2031-11-22 Floating 7.28000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 49392.00000000 PA USD 33710.04000000 0.001813886947 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -566024.04000000 -0.03045690892 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9783261.82000000 GBP 12061311.55000000 USD 2025-04-16 -566024.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1555.49000000 0.000083698595 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1030000.00000000 RON 225062.82000000 USD 2025-04-02 1555.49000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 19949000000.00000000 OU Notional Amount -7059.45000000 -0.00037985846 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-06-18 0.00000000 CLP 0.00000000 CLP 19949000000.00000000 CLP -7059.45000000 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 380000.00000000 PA USD 342363.65000000 0.018422077102 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 651000.00000000 PA USD 661764.29000000 0.035608548904 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 1650000.00000000 PA USD 1699726.05000000 0.091459722276 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 98991.88000000 0.005326605338 N/A DFE NG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 753792.49000000 USD 1408084365.04000000 NGN 2025-08-12 98991.88000000 N N N PPM CLO LTD 549300NI5BL19ELU5U14 69355DAL1 1005000.00000000 PA USD 1006668.30000000 0.054167318987 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.41000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAB8 490000.00000000 PA USD 473061.04000000 0.025454708620 Long DBT US N 2 2027-12-15 Fixed 5.50000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 1100000.00000000 PA USD 1121399.40000000 0.060340828267 Long DBT US N 2 2032-02-15 Fixed 8.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 37000000.00000000 OU Notional Amount 51838.17000000 0.002789334570 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-03-06 20.27000000 ZAR 0.00000000 ZAR 37000000.00000000 ZAR 51837.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 16397.40000000 0.000882319624 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 20090000.00000000 MXN 993742.73000000 USD 2025-05-07 16397.40000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BM6 580000.00000000 PA USD 574378.29000000 0.030906438649 Long DBT CORP US N 2 2034-01-24 Fixed 5.07000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 445000.00000000 PA USD 465859.38000000 0.025067198043 Long DBT CORP US N 2 2030-07-15 Fixed 1.38000000 N N N N Y Itron, Inc. USD XXXX N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -37500.50000000 -0.00201784594 N/A DFE CL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1003909.78000000 USD 920003000.00000000 CLP 2025-04-03 -37500.50000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 18651.16000000 0.001003591086 N/A DFE CZ N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 551933.88000000 USD 13200000.00000000 CZK 2025-04-02 18651.16000000 N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 000000000 1530000.00000000 PA 1703527.61000000 0.091664278546 Long DBT CORP US N 2 2030-12-15 Fixed 6.38000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -34249.06000000 -0.00184289080 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4103949.19000000 USD 23605915.76000000 BRL 2025-06-03 -34249.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -22560.91000000 -0.00121396889 N/A DFE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2065782.31000000 USD 37581600.00000000 ZAR 2025-04-03 -22560.91000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2380000.00000000 PA 563908.19000000 0.030343058192 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.46000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 79354.57000000 0.004269950992 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 960410.02000000 USD 10953484.00000000 NOK 2025-04-16 79354.57000000 N N N BX Trust N/A 05608KAA8 222656.76000000 PA USD 222133.47000000 0.011952670534 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.09000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAN9 1360000.00000000 PA USD 1211168.40000000 0.065171164196 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133MAU0 4940000.00000000 PA USD 4921173.66000000 0.264801010855 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.19000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HW3 319996.23000000 PA USD 198237.46000000 0.010666861895 Long DBT NUSS AR N 2 2046-07-09 Variable 4.13000000 N N N N N N Carlyle Global Market Strategies N/A 143120AC7 510000.00000000 PA USD 509392.59000000 0.027409655109 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.21000000 N N N N N N SCIL IV LLC / SCIL USA H N/A 000000000 2860000.00000000 PA 3248607.68000000 0.174802731415 Long DBT CORP US N 2 2028-07-15 Fixed 9.50000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAA2 10000.00000000 PA USD 9818.20000000 0.000528302690 Long DBT CORP US N 2 2027-09-30 Fixed 5.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 10450000.00000000 PA 424655.54000000 0.022850080900 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -32590.86000000 -0.00175366554 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1250000.00000000 EUR 1318012.50000000 USD 2025-04-07 -32590.86000000 N N N Oak Hill Credit N/A 67098WAN1 500000.00000000 PA USD 500232.50000000 0.026916764335 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 5.59000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 191589847.00000000 PA 9327320.95000000 0.501889221306 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -9901.83000000 -0.00053280269 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6560000.00000000 BRL 1135419.55000000 USD 2025-04-02 -9901.83000000 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAN1 2600000.00000000 PA USD 2926902.84000000 0.157492274049 Long DBT CORP ES N 2 2034-11-15 Fixed 7.88000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 423440000.00000000 PA 681033.35000000 0.036645388268 Long DBT NUSS HU N 2 2041-04-25 Fixed 3.00000000 N N N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688AC0 1187000.00000000 PA USD 1170412.51000000 0.062978150575 Long DBT CORP US N 2 2026-04-04 Fixed 7.13000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 23887221.00000000 PA 920440.33000000 0.049527520598 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBA4 980000.00000000 PA USD 713194.88000000 0.038375952203 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 730000.00000000 PA USD 674740.26000000 0.036306766486 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 510000.00000000 PA USD 502697.06000000 0.027049378631 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLP4 5000000.00000000 PA USD 4967480.45000000 0.267292710122 Long DBT UST US N 2 2026-09-30 Fixed 3.50000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 203790000.00000000 OU Notional Amount 350473.08000000 0.018858433429 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2034-11-10 0.00000000 MXN 0.00000000 MXN 203790000.00000000 MXN 350473.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2005.62000000 -0.00010791941 N/A DFE CO N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 488298.90000000 USD 2038770000.00000000 COP 2025-04-02 -2005.62000000 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 380000.00000000 PA USD 372966.46000000 0.020068768640 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BT0 645000.00000000 PA USD 606751.50000000 0.032648392769 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9830.20000000 -0.00052894839 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 495887.92000000 USD 715720000.00000000 KRW 2025-04-02 -9830.20000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711X3M4 492500.00000000 PA USD 531323.68000000 0.028589734334 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 8.20000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 1.00000000 NC 22537.49000000 0.001212708704 N/A DFE US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2700000.00000000 EUR 2940464.70000000 USD 2025-04-11 22537.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 147931.76000000 0.007959987249 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3030204.67000000 USD 474517021.00000000 JPY 2025-04-16 147931.76000000 N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 660000.00000000 PA USD 667738.28000000 0.035930000391 Long DBT CORP US N 2 2030-03-15 Fixed 6.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 7390300.00000000 PA 378717.35000000 0.020378215449 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N BLUE OWL CAPITAL CORP II 549300MMNWZO5XKDDX47 69121DAD2 655000.00000000 PA USD 686862.34000000 0.036959037521 Long DBT CORP US N 2 2026-11-15 Fixed 8.45000000 N N N N N N Bank N/A 06540KBQ1 1270000.00000000 PA USD 971485.99000000 0.052274211388 Long ABS-MBS CORP US N 2 2032-11-15 Variable 4.00000000 N N N N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AC4 265000.00000000 PA USD 262305.29000000 0.014114256220 Long DBT CORP US N 2 2028-07-15 Fixed 6.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 145211000.00000000 PA 6950786.52000000 0.374011450092 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -5050.56000000 -0.00027176309 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 19160000.00000000 ZAR 1036712.39000000 USD 2025-04-02 -5050.56000000 N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 504000.00000000 PA USD 502195.23000000 0.027022375908 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAH4 935000.00000000 PA USD 966233.68000000 0.051991592425 Long DBT CORP GB N 2 2029-09-17 Fixed 10.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -22848.95000000 -0.00122946790 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2280000.00000000 EUR 2440008.35000000 USD 2025-04-02 -22848.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 9417.28000000 0.000506729783 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12224748.00000000 MXN 605827.60000000 USD 2025-04-16 9417.28000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -31845.16000000 -0.00171354053 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2169852.30000000 USD 3430000.00000000 AUD 2025-05-07 -31845.16000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAD1 320000.00000000 PA USD 294892.96000000 0.015867750113 Long DBT CORP KY N 2 2029-12-04 Fixed 5.38000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -44560.49000000 -0.00239773346 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2285740.49000000 USD 45856800.08000000 MXN 2025-04-03 -44560.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -34504.19000000 -0.00185661897 N/A DFE CL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1000884.47000000 USD 920003000.00000000 CLP 2025-04-08 -34504.19000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 2435.11000000 0.000131029635 N/A DFE CZ N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 80178.82000000 USD 1911203.00000000 CZK 2025-04-02 2435.11000000 N N N Extended Stay America Trust N/A 30227FAN0 424413.70000000 PA USD 424962.81000000 0.022866614640 Long ABS-MBS CORP US N 2 2038-07-15 Floating 8.13000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HX1 4954.50000000 PA USD 3852.12000000 0.000207276828 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 12373.31000000 0.000665789346 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1447213.08000000 USD 8360000.00000000 BRL 2025-04-02 12373.31000000 N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 595000.00000000 PA USD 603145.55000000 0.032454361980 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.13000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 1440000.00000000 PA USD 1545399.92000000 0.083155663519 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N Jamaica Government International Bonds 529900Y93KNSXZI8KK56 470160CA8 590000.00000000 PA USD 604720.50000000 0.032539107690 Long DBT NUSS JM N 2 2028-04-28 Fixed 6.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 905000.00000000 PA 986619.26000000 0.053088510064 Long DBT NUSS CL N 2 2034-07-05 Fixed 4.13000000 N N N N N N BX Trust N/A 05609QAA4 762995.67000000 PA USD 761186.68000000 0.040958319344 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.28000000 N N N N N N COLT Funding LLC 2138001HZNOLT1K3WY73 19688TAD7 1440000.00000000 PA USD 1447961.62000000 0.077912654002 Long ABS-MBS CORP US N 2 2069-02-25 Variable 6.59000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBR3 500000.00000000 PA USD 490329.80000000 0.026383914826 Long DBT CORP US N 2 2078-02-15 Fixed 5.38000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 390000.00000000 PA USD 393093.03000000 0.021151749337 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 131639000.00000000 PA 3909650.32000000 0.210372449410 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.13000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 122350000.00000000 PA 2064086.91000000 0.111065436422 Long DBT NUSS EG N 2 2025-12-09 None 0.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 4740000.00000000 PA USD 4810037.62000000 0.258820946389 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAZ7 540000.00000000 PA USD 583928.14000000 0.031420301826 Long ABS-MBS CORP US N 2 2056-12-15 Variable 7.02000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 43397000000.00000000 PA 2894692.61000000 0.155759089640 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.38000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 395000.00000000 PA USD 399568.96000000 0.021500209467 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 3230000.00000000 PA USD 3058010.32000000 0.164546971898 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 24272.80000000 0.001306083146 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 3081913.55000000 USD 18017144.00000000 BRL 2025-06-03 24272.80000000 N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAL4 1075000.00000000 PA USD 1067767.71000000 0.057454987062 Long DBT CORP US N 2 2035-03-18 Fixed 6.45000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XYW8 610000.00000000 PA USD 656206.28000000 0.035309480680 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 8.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -73571.57000000 -0.00395877639 N/A DFE HU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7168502.69000000 USD 2648090200.00000000 HUF 2025-04-08 -73571.57000000 N N N AKUMIN INC N/A 01021XAB6 880000.00000000 PA USD 769969.20000000 0.041430893639 Long DBT CORP US N 2 2027-08-01 Fixed 9.00000000 N N Y N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 590000.00000000 PA USD 534451.50000000 0.028758037661 Long DBT NUSS NG N 2 2030-02-23 Fixed 7.14000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 1195000.00000000 PA USD 1366723.89000000 0.073541372980 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 13887.52000000 0.000747266727 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 462410000.00000000 CLP 499625.07000000 USD 2025-04-02 13887.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 16456.47000000 0.000885498092 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 414177.88000000 USD 1670000.00000000 PLN 2025-04-02 16456.47000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2438.39000000 0.000131206127 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 156097.09000000 USD 6126810.74000000 TRY 2025-04-16 2438.39000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 4870000.00000000 PA 716693.13000000 0.038564187815 Long DBT NUSS CN N 2 2029-11-21 Fixed 3.13000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AG3 1490000.00000000 PA USD 1642185.62000000 0.088363557604 Long DBT CORP US N 2 2029-04-30 Fixed 11.88000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 20454351.11000000 PA 967079.07000000 0.052037081599 Long DBT NUSS MX N 2 2035-11-22 Fixed 4.50000000 N N N N N N FRESHPET INC 549300S4ZK8ZQ6HNPN59 358039AB1 195000.00000000 PA USD 276120.00000000 0.014857605150 Long DBT CORP US N 2 2028-04-01 Fixed 3.00000000 N N N N Y Freshpet, Inc. USD XXXX N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1730000.00000000 OU Notional Amount USD -52173.41000000 -0.00280737333 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 MDC Holdings, Inc. MDC Holdings, Inc. Y buy protection 2029-12-20 0.00000000 USD -49830.15000000 USD 1730000.00000000 USD -2343.26000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 116440.17000000 0.006265471785 N/A DFE NO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1934923.66000000 USD 21610400.00000000 NOK 2025-04-02 116440.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 73082659.00000000 OU Notional Amount 3493.31000000 0.000187969798 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 814.88000000 CZK 0.00000000 CZK 73082659.00000000 CZK 3457.78000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 330000.00000000 PA USD 297718.94000000 0.016019811880 Long DBT CORP US N 2 2038-04-01 Fixed 5.38000000 N N N N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725AE5 1320000.00000000 PA USD 1258208.95000000 0.067702345994 Long DBT CORP CA N 2 2033-02-15 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22252.49000000 0.001197373279 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 118440561141.00000000 IDR 7169091.53000000 USD 2025-04-14 22252.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 18318.89000000 0.000985712133 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 17480000.00000000 ZAR 966106.52000000 USD 2025-05-07 18318.89000000 N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBL2 1070000.00000000 PA USD 1016183.03000000 0.054679292410 Long DBT CORP NL N 2 2035-01-13 Fixed 6.00000000 N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 36170JAA4 3060000.00000000 PA USD 3211310.88000000 0.172795846264 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 25013.58000000 0.001345943412 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19570000.00000000 MXN 977061.77000000 USD 2025-05-07 25013.58000000 N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 660000.00000000 PA USD 587719.30000000 0.031624298488 Long DBT CORP US N 2 2032-02-15 Fixed 4.13000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 2180000.00000000 PA USD 1972253.19000000 0.106124000991 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -57918.53000000 -0.00311650966 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1471593940.00000000 INR 17159244.18000000 USD 2025-04-02 -57918.53000000 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AP5 1660000.00000000 PA USD 1598178.11000000 0.085995579163 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3641.98000000 0.000195969508 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 700000.00000000 CAD 490029.92000000 USD 2025-04-02 3641.98000000 N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 985000.00000000 PA USD 1016224.50000000 0.054681523849 Long DBT CORP AT N 2 2032-01-26 Fixed 7.95000000 N N N N N N COSAN LUXEMBOURG SA 222100ZY943WERK7RZ38 22112EAE8 355000.00000000 PA USD 373979.01000000 0.020123252445 Long DBT CORP LU N 2 2031-06-27 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 40970000.00000000 OU Notional Amount -804791.31000000 -0.04330461941 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 40970000.00000000 BRL -804791.31000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -7450.64000000 -0.00040090781 N/A DFE MX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 449177.65000000 USD 9080000.00000000 MXN 2025-05-07 -7450.64000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 890000.00000000 PA USD 877039.02000000 0.047192160874 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -11776.97000000 -0.00063370118 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4782924.11000000 TRY 102858.58000000 USD 2025-06-18 -11776.97000000 N N N TURKIYE VAKIFLAR BANKASI 789000KAIHOLSQKQ9858 90015WAQ6 1685000.00000000 PA USD 1639624.08000000 0.088225724959 Long DBT CORP TR N 2 2030-01-07 Fixed 6.88000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 309466.00000000 PA USD 161779.29000000 0.008705102174 Long DBT NUSS UA N 2 2036-02-01 Variable 1.75000000 N N N N N N AZURE POWER ENERGY LTD 54930051LQDFHGQMHF47 000000000 682883.92000000 PA USD 644908.75000000 0.034701577450 Long DBT CORP MU N 2 2026-08-19 Fixed 3.58000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 259121488.00000000 OU Notional Amount 348460.16000000 0.018750121208 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 4698.80000000 THB 0.00000000 THB 259121488.00000000 THB 348320.68000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 214.74000000 0.000011554838 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13746.95000000 USD 539567.80000000 TRY 2025-04-16 214.74000000 N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 000000000 1195000.00000000 PA 1351729.89000000 0.072734568215 Long DBT CORP LU N 2 2028-07-31 Fixed 7.88000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AE0 310000.00000000 PA USD 286222.13000000 0.015401185690 Long DBT CORP US N 2 2027-12-01 Fixed 4.50000000 N N N N N N FORTRESS CREDIT BSL LIMITED N/A 34963GAE8 250000.00000000 PA USD 230473.25000000 0.012401421650 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 11.69000000 N N N N N N Yamana Gold Inc 54930002VY22NXG01418 98462YAD2 180000.00000000 PA USD 178711.65000000 0.009616207197 Long DBT CORP CA N 2 2027-12-15 Fixed 4.63000000 N N N N N N BRAVO Residential Funding Trust N/A 10569KAC1 1153193.04000000 PA USD 1160950.45000000 0.062469011246 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.59000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -36714.75000000 -0.00197556590 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 15952218.77000000 TRY 345622.77000000 USD 2025-06-18 -36714.75000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2145.26000000 0.000115433239 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 560000.00000000 GBP 724920.00000000 USD 2025-04-30 2145.26000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5029.17000000 -0.00027061213 N/A DFE MX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1454509.17000000 USD 29957500.00000000 MXN 2025-06-18 -5029.17000000 N N N CANYON CAPITAL CLO LTD N/A 13877PAC1 255000.00000000 PA USD 255134.90000000 0.013728428235 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.26000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1921000.00000000 PA 433933.58000000 0.023349318387 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 456236907.00000000 OU Notional Amount -11810.83000000 -0.00063552313 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-09-17 5087.04000000 HUF 0.00000000 HUF 456236907.00000000 HUF -11824.78000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -4567.03000000 -0.00024574506 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 12529833.99000000 MXN 606727.55000000 USD 2025-04-16 -4567.03000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 59417.75000000 0.003197180459 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19905590.98000000 USD 675667418.00000000 THB 2025-05-07 59417.75000000 N N N Sixth Street CLO LTD. N/A 83012HAG9 515000.00000000 PA USD 515517.06000000 0.027739203700 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.45000000 N N N N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 2103642.00000000 PA USD 1031823.32000000 0.055520873075 Long DBT NUSS EC N 2 2035-07-31 Variable 5.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -23403.46000000 -0.00125930525 N/A DFE JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2871002.76000000 USD 425830000.00000000 JPY 2025-04-02 -23403.46000000 N N N GS Mortgage Securities Trust N/A 36256AAS1 510000.00000000 PA USD 512072.84000000 0.027553875362 Long ABS-MBS CORP US N 2 2032-11-15 Floating 9.07000000 N N N N N N GATWICK AIRPORT FINANCE 213800BDRHDHRGTQ1D63 000000000 1150000.00000000 PA 1461541.12000000 0.078643346632 Long DBT CORP GB N 2 2026-04-07 Fixed 4.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15185.51000000 -0.00081710963 N/A DFE TH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2000944.99000000 USD 67001643.00000000 THB 2025-06-18 -15185.51000000 N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AP8 935000.00000000 PA USD 907403.62000000 0.048826034688 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 145085.46000000 0.007806832093 Long DBT CORP US N 2 2030-12-01 Fixed 4.13000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAE6 3390000.00000000 PA USD 3395678.25000000 0.182716379315 Long DBT CORP LU N 2 2037-02-25 Fixed 6.70000000 N N N N N N LOTTOMATICA GROUP SPA 549300R72LKEGT4EX026 000000000 1015000.00000000 PA 1102228.98000000 0.059309296574 Long DBT CORP IT N 2 2030-12-15 Floating 6.49000000 N N N N N N Bain Capital Credit CLO, Limited 254900YJBP8866ZPO033 05685AAL2 500000.00000000 PA USD 495994.00000000 0.026688696976 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.65000000 N N N N N N VORTEX OPCO LLC N/A 92905YAA6 758670.00000000 PA USD 182080.80000000 0.009797496131 Long DBT CORP KY N 2 2030-04-30 Fixed 8.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EV7 3385000.00000000 PA USD 3378934.76000000 0.181815437104 Long DBT CORP GB N 2 2031-08-27 Fixed 6.95000000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 1280000.00000000 PA 1546422.05000000 0.083210662809 Long DBT CORP NL N 2 2029-09-15 Fixed 7.38000000 N N N N N N DISH DBS CORP N/A 25470XBE4 270000.00000000 PA USD 248351.56000000 0.013363426832 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAF0 2640000.00000000 PA USD 2677889.73000000 0.144093250198 Long DBT CORP FR N 2 2035-01-13 Fixed 5.75000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 95481111.00000000 OU Notional Amount 335.65000000 0.000018060825 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-17 1730.83000000 INR 0.00000000 INR 95481111.00000000 INR 315.43000000 N N N STRATHCONA RESOURCES 549300YNIUISTSZMLF56 86304TAA6 926000.00000000 PA USD 924733.70000000 0.049758540431 Long DBT CORP CA N 2 2026-08-01 Fixed 6.88000000 N N N N N N B3 SA-BRASIL BOLSA BALCA 4GTK5S46E6H318LMDS44 11778EAA4 400000.00000000 PA USD 364752.80000000 0.019626803853 Long DBT CORP BR N 2 2031-09-20 Fixed 4.13000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 9016300000.00000000 OU Notional Amount -427.76000000 -0.00002301712 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-06-18 15353979.00000000 KRW 0.00000000 KRW 9016300000.00000000 KRW -10989.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3761.42000000 0.000202396397 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1150000.00000000 PEN 317776.03000000 USD 2025-04-02 3761.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 93900000.00000000 OU Notional Amount -1636.47000000 -0.00008805600 N/A DIR GB N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 93900000.00000000 BRL -1636.47000000 N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 70470NAA1 390000.00000000 PA USD 386005.23000000 0.020770365396 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 10.55000000 N N N N N N SAKS GLOBAL ENTERPRISES N/A 79380MAA3 3605000.00000000 PA USD 2925418.20000000 0.157412387786 Long DBT CORP US N 2 2029-12-15 Fixed 11.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 10216.56000000 0.000549737847 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 660400000.00000000 HUF 1773037.74000000 USD 2025-06-18 10216.56000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -56975.97000000 -0.00306579192 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3439468.57000000 USD 56035822000.00000000 IDR 2025-04-08 -56975.97000000 N N N REPUBLIC OF MOZAMBIQUE 213800759WLKYIKPER73 000000000 350000.00000000 PA USD 287415.10000000 0.015465377626 Long DBT NUSS MZ N 2 2031-09-15 Fixed 9.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 6402000.00000000 PA 1590187.41000000 0.085565611520 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.89000000 N N N N N N Life Financial Services Trust N/A 53218CAL4 455000.01000000 PA USD 446231.34000000 0.024011042501 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.78000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AJ0 1080000.00000000 PA USD 1081517.29000000 0.058194831443 Long ABS-MBS CORP US N 2 2041-08-15 Floating 8.76000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1117.09000000 0.000060108945 N/A DFE ZA N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1238791.39000000 USD 22813000.00000000 ZAR 2025-04-07 1117.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 176532299.00000000 OU Notional Amount 123804.28000000 0.006661723555 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 1972.41000000 THB 0.00000000 THB 176532299.00000000 THB 123745.73000000 N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 41809JAA3 820000.00000000 PA USD 832847.35000000 0.044814273058 Long DBT NUSS JO N 2 2028-01-15 Fixed 7.75000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 8242000.00000000 PA 1713923.68000000 0.092223675559 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 350000.00000000 PA USD 345257.50000000 0.018577790852 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 8139000000.00000000 PA 494245.31000000 0.026594602576 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.88000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 1180000.00000000 PA USD 998516.00000000 0.053728655890 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.88000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 460000.00000000 PA USD 457545.44000000 0.024619837338 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -5677.52000000 -0.00030549887 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 5320000.00000000 BRL 916877.79000000 USD 2025-05-07 -5677.52000000 N N N MIDCAP FINANCIAL ISSR TR N/A 59567LAA2 235000.00000000 PA USD 226754.48000000 0.012201320186 Long DBT CORP US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20753GAG6 1380000.00000000 PA USD 1391335.04000000 0.074865662235 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 6.54000000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 1530000.00000000 PA USD 1557357.93000000 0.083799106192 Long DBT CORP US N 2 2031-06-01 Fixed 7.38000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 2810000.00000000 PA USD 2637225.75000000 0.141905182117 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3231.38000000 0.000173875735 N/A DFE TR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 332614.36000000 USD 13320000.00000000 TRY 2025-05-07 3231.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6553.60000000 -0.00035263943 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1953992.41000000 USD 291220000.00000000 JPY 2025-04-02 -6553.60000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 7679008.00000000 PA 298548.55000000 0.016064451956 Long DBT NUSS GH N 2 2030-02-12 Fixed 8.80000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -623.05000000 -0.00003352539 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 168458.45000000 USD 3880000.00000000 CZK 2025-05-07 -623.05000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2658000000.00000000 PA 170991.58000000 0.009200801751 Long DBT NUSS ID N 2 2032-06-15 Fixed 8.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4937.50000000 0.000265679506 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2569362.39000000 USD 52765967.59000000 MXN 2025-04-16 4937.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4201.39000000 -0.00022607052 N/A DFE PL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 641127.64000000 USD 2470000.00000000 PLN 2025-04-02 -4201.39000000 N N N Gallatin Funding Ltd N/A 36362MAG2 500000.00000000 PA USD 500598.00000000 0.026936431345 Long ABS-CBDO CORP BM N 2 2035-10-14 Floating 8.14000000 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 1980000.00000000 PA USD 1405910.09000000 0.075649923925 Long DBT CORP US N 2 2026-08-01 Fixed 6.63000000 N N N N N N Stonepeak N/A 78433XAB6 347800.58000000 PA USD 332379.10000000 0.017884823366 Long ABS-O CORP US N 2 2033-02-28 Fixed 2.68000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 270000.00000000 PA USD 253192.50000000 0.013623910589 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 820740.00000000 PA 24040.04000000 0.001293558677 Long DBT NUSS GH N 2 2038-02-02 Fixed 10.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 195.00000000 NC USD 108798.45000000 0.005854282236 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 21578857.80000000 USD 108798.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -66296.20000000 -0.00356729958 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 5250906.00000000 CHF 5868607.45000000 USD 2025-04-02 -66296.20000000 N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 320000.00000000 PA USD 306045.44000000 0.016467848419 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.38000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 747000.00000000 PA USD 662422.19000000 0.035643949521 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 72371.38000000 0.003894195959 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 19431977.55000000 USD 1672043940.00000000 INR 2025-05-07 72371.38000000 N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 760000.00000000 PA USD 682309.00000000 0.036714029091 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 44243.06000000 0.002380653035 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 94995700.00000000 ZAR 5204506.65000000 USD 2025-04-14 44243.06000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 4213000.00000000 OU Notional Amount USD 75067.91000000 0.004039292214 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y sell protection 2030-06-20 82139.01000000 USD 0.00000000 USD 4213000.00000000 USD -7071.10000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 560000.00000000 PA USD 444792.85000000 0.023933639501 Long DBT CORP US N 2 2049-07-01 Fixed 5.13000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 13243000000.00000000 PA 780968.68000000 0.042022759243 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 915000.00000000 PA USD 932739.33000000 0.050189311435 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCL7 2245000.00000000 PA USD 2144947.31000000 0.115416413880 Long DBT CORP US N 2 2055-07-15 Fixed 6.95000000 N N N N N N FOOT LOCKER INC 549300X383CBNP6MTV94 344849AA2 1680000.00000000 PA USD 1393035.00000000 0.074957134545 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -60110.53000000 -0.00323445791 N/A DFE KR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2876592.70000000 USD 4147270000.00000000 KRW 2025-04-02 -60110.53000000 N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AG2 655000.00000000 PA USD 652606.00000000 0.035115754986 Long DBT CORP TR N 2 2035-01-03 Fixed 8.13000000 N N N N N N Octagon Investment Partners 35 LTD 549300EBYXJ9QVMC7X31 67591TAJ9 325000.00000000 PA USD 325367.25000000 0.017507526182 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 7.15000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 3571.74000000 0.000192189999 N/A DFE XX N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 1556195.76000000 USD 1443961.00000000 EUR 2025-04-02 3571.74000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3078.28000000 -0.00016563765 N/A DFE PL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 487864.25000000 USD 1880000.00000000 PLN 2025-04-02 -3078.28000000 N N N DELL INT LLC / EMC CORP N/A 24703TAK2 143000.00000000 PA USD 179867.81000000 0.009678418442 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 7948.95000000 0.000427721137 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 6923400.10000000 USD 50241896.00000000 CNY 2025-05-07 7948.95000000 N N N Sierra Receivables Funding Co LLC N/A 82650DAD4 930385.75000000 PA USD 946997.88000000 0.050956542732 Long ABS-O CORP US N 2 2041-06-20 Fixed 7.48000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 18640.88000000 0.001003037935 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 219830000.00000000 JPY 1488682.34000000 USD 2025-04-02 18640.88000000 N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2A9 1720000.00000000 PA USD 1792240.00000000 0.096437759868 Long DBT CORP CA N 2 2030-05-18 Fixed 5.88000000 N N N N N N Pakistan Government International Bonds 529900LOP29R5WKHOD86 000000000 1190000.00000000 PA USD 1087305.98000000 0.058506312214 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.88000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 1100000.00000000 PA USD 1083818.67000000 0.058318665267 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94983RAD6 162487.72000000 PA USD 159323.63000000 0.008572966774 Long ABS-MBS CORP US N 2 2036-04-25 Variable 6.70000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -76940.88000000 -0.00414007393 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1672043940.00000000 INR 19485420.58000000 USD 2025-04-02 -76940.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7138618.00000000 OU Notional Amount -126876.03000000 -0.00682700983 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 7138618.00000000 BRL -126876.03000000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AR4 340000.00000000 PA USD 345099.99000000 0.018569315474 Long DBT CORP US N 2 2033-10-15 Fixed 5.95000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 30122.67000000 0.001620855921 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3442073.75000000 USD 144870000.00000000 TRY 2025-06-18 30122.67000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 18500000.00000000 PA 988358.82000000 0.053182113192 Long DBT NUSS ZA N 2 2038-03-31 Fixed 10.88000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 6812900000.00000000 PA 1022785.05000000 0.055034537254 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N Trinitas CLO Ltd N/A 89642MAG3 790000.00000000 PA USD 790690.46000000 0.042545873717 Long ABS-CBDO CORP BM N 2 2035-01-20 Floating 7.24000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 182140000.00000000 PA 450262.82000000 0.024227970424 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 34859.53000000 0.001875739288 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5340000.00000000 EUR 5828230.86000000 USD 2025-06-18 34859.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 324.12000000 0.000017440413 N/A DFE EG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 967288.40000000 USD 49370400.00000000 EGP 2025-04-22 324.12000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 43654800.00000000 PA 2110224.20000000 0.113548015147 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 975000.00000000 PA USD 1027567.74000000 0.055291886666 Long DBT CORP DE N 2 2034-02-10 Fixed 7.08000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFP1 4562300.00000000 PA USD 4563538.66000000 0.245557205198 Long DBT UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 1200000.00000000 PA USD 924092.40000000 0.049724033035 Long DBT CORP MA N 2 2051-06-23 Fixed 5.13000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BL6 770000.00000000 PA USD 659973.16000000 0.035512170872 Long DBT CORP CL N 2 2050-01-29 Fixed 5.15000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDX4 910000.00000000 PA USD 1008492.49000000 0.054265475929 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.74000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 70000.00000000 PA USD 75515.96000000 0.004063401116 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAD0 1340000.00000000 PA USD 1329999.34000000 0.071565279748 Long DBT CORP MX N 2 2031-05-20 Fixed 8.38000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 2330000.00000000 PA USD 1461669.53000000 0.078650256183 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC 4190.14000000 0.000225465180 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 9090000.00000000 ZAR 497061.40000000 USD 2025-05-07 4190.14000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 797026433.00000000 OU Notional Amount -8617.83000000 -0.00046371257 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-09-17 3785.88000000 HUF 0.00000000 HUF 797026433.00000000 HUF -8628.22000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC -506.09000000 -0.00002723194 N/A DFE JP N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 451288.49000000 USD 67410000.00000000 JPY 2025-04-02 -506.09000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 2165000.00000000 PA USD 2054348.71000000 0.110541438413 Long DBT CORP US N 2 2032-04-15 Fixed 4.15000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 1600000.00000000 PA USD 1716697.86000000 0.092372950045 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20423.07000000 -0.00109893491 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3939808.34000000 USD 15199950.00000000 PLN 2025-04-03 -20423.07000000 N N N Voya CLO Ltd N/A 92915UAJ3 660000.00000000 PA USD 661578.06000000 0.035598528146 Long ABS-CBDO CORP KY N 2 2030-06-07 Floating 6.21000000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 2280000.00000000 PA USD 2320267.08000000 0.124850109077 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.44000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 1270000.00000000 PA USD 1289270.98000000 0.069373747475 Long DBT CORP US N 2 2031-02-01 Fixed 6.88000000 N N N N N N Neighborly Issuer LLC N/A 64016NAE7 1342600.00000000 PA USD 1366142.22000000 0.073510074185 Long ABS-O CORP US N 2 2053-01-30 Fixed 7.31000000 N N N N N N Mosaic Solar Loans LLC N/A 61947DAD1 415177.20000000 PA USD 341649.53000000 0.018383651371 Long ABS-O CORP US N 2 2046-12-20 Fixed 3.71000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 420000.00000000 PA USD 438886.72000000 0.023615839459 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 1570000.00000000 PA 317791.83000000 0.017099904136 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 1190000.00000000 PA USD 1228154.21000000 0.066085145285 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 10186.02000000 0.000548094535 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2200000.00000000 EUR 2389578.40000000 USD 2025-04-25 10186.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5468.90000000 -0.00029427334 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 543384.01000000 USD 792080000.00000000 KRW 2025-04-02 -5468.90000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 1310000.00000000 PA USD 1327999.31000000 0.071457661118 Long DBT CORP US N 2 2029-04-20 Fixed 5.16000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46654PAQ9 810000.00000000 PA USD 801379.82000000 0.043121052227 Long ABS-MBS CORP US N 2 2038-11-15 Floating 8.85000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -17178.16000000 -0.00092433115 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 24220000.00000000 EGP 427575.25000000 USD 2025-09-17 -17178.16000000 N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAB1 1880000.00000000 PA USD 1585506.72000000 0.085313750576 Long DBT CORP GB N 2 2032-01-15 Fixed 8.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD -27685.66000000 -0.00148972404 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -1912439.34000000 USD -27685.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4263.09000000 -0.00022939051 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 35600000.00000000 TRY 773913.04000000 USD 2025-09-17 -4263.09000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 3743000.00000000 PA 911603.40000000 0.049052018582 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 39045.26000000 0.002100967173 N/A DFE EG N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1343326.20000000 USD 75280000.00000000 EGP 2025-09-17 39045.26000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 1760.81000000 0.000094746558 N/A DFE CA N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 964066.67000000 USD 1390000.00000000 CAD 2025-04-02 1760.81000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -687.04000000 -0.00003696859 N/A DFE ZA N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 117405.13000000 USD 2160000.00000000 ZAR 2025-06-18 -687.04000000 N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 000000000 1335000.00000000 PA USD 1352461.80000000 0.072773951200 Long DBT CORP MX N 2 2029-12-10 Fixed 5.62000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 25877000000.00000000 PA 1599037.15000000 0.086041802823 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N RR DONNELLEY & SONS CO SU4X0P4WWRGOQDTSV032 257867BJ9 1340000.00000000 PA USD 1328631.44000000 0.071491675090 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 44345.40000000 0.002386159798 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1814849.08000000 USD 158910000.00000000 INR 2025-04-02 44345.40000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 3250000.00000000 PA USD 2352245.81000000 0.126570836817 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AM5 89540.00000000 PA USD 78329.37000000 0.004214786510 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 4263.34000000 0.000229403963 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1705725.00000000 NZD 970300.47000000 USD 2025-04-02 4263.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 81095.94000000 0.004363651513 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8499344.20000000 USD 49145757.96000000 BRL 2025-04-02 81095.94000000 N N N VERTIV GROUP CORPORATION 549300ZT8RQ5VK10E643 92535UAB0 690000.00000000 PA USD 657609.12000000 0.035384965407 Long DBT CORP US N 2 2028-11-15 Fixed 4.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EC9 2400000.00000000 PA USD 2639342.66000000 0.142019089885 Long DBT CORP GB N 2 2034-11-13 Fixed 7.40000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 4462141.00000000 OU Notional Amount -15974.99000000 -0.00085959037 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 4462141.00000000 BRL -15974.99000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -4949.98000000 -0.00026635103 N/A DFE TW N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 350494.23000000 USD 11400000.00000000 TWD 2025-06-18 -4949.98000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 18864800000.00000000 PA 4758364.22000000 0.256040477846 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12527DAF7 77629.30000000 PA USD 74658.68000000 0.004017272158 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.25000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23841.17000000 -0.00128285777 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 30360000.00000000 EGP 533661.45000000 USD 2025-09-17 -23841.17000000 N N N Long Beach Mortgage Loan Trust N/A 542514KC7 131255.20000000 PA USD 128593.80000000 0.006919440479 Long ABS-O CORP US N 2 2035-02-25 Floating 5.71000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1080000.00000000 PA 196089.80000000 0.010551299516 Long DBT NUSS CN N 2 2051-04-12 Fixed 3.72000000 N N N N N N CARRIAGE PURCHASER INC N/A 14445LAA5 1640000.00000000 PA USD 1468359.08000000 0.079010210885 Long DBT CORP US N 2 2029-10-15 Fixed 7.88000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 14083.68000000 0.000757821803 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 96710000.00000000 CZK 4201494.48000000 USD 2025-06-18 14083.68000000 N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DG2 545000.00000000 PA USD 604905.31000000 0.032549052040 Long DBT NUSS TR N 2 2033-01-19 Fixed 9.38000000 N N N N N N OPG Trust N/A 67118AAL9 650000.00000000 PA USD 646331.66000000 0.034778142114 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.57000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5600.18000000 -0.00030133732 N/A DFE CL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 500350.57000000 USD 470990000.00000000 CLP 2025-04-02 -5600.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -14393.06000000 -0.00077446908 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 264260000.00000000 KES 2008054.71000000 USD 2025-06-18 -14393.06000000 N N N Verus Securitization Trust 213800DTJD5UKJR53O34 92540DAC9 448827.07000000 PA USD 455142.52000000 0.024490539799 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.97000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 18529000.00000000 PA 4304818.73000000 0.231635871848 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 107452000.00000000 OU Notional Amount -518143.14000000 -0.02788050914 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2026-01-02 0.00000000 BRL 0.00000000 BRL 107452000.00000000 BRL -518143.14000000 N N N Fannie Mae - CAS N/A 20754RAJ5 1210000.00000000 PA USD 1261418.71000000 0.067875058389 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 10.34000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3869.97000000 -0.00020823731 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1125000.00000000 BRL 192545.66000000 USD 2025-04-02 -3869.97000000 N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 244475000.00000000 PA 4510805.37000000 0.242719705556 Long DBT NUSS EG N 2 2025-07-15 None 0.00000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 160684.73000000 PA USD 155011.98000000 0.008340963321 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -16598.86000000 -0.00089315988 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1957842.06000000 USD 11260000.00000000 BRL 2025-06-03 -16598.86000000 N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 191500262.00000000 PA 4452146.15000000 0.239563340464 Long DBT NUSS TR N 2 2029-09-12 Fixed 30.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2335.96000000 -0.00012569452 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 6484684.00000000 PLN 1669836.29000000 USD 2025-04-02 -2335.96000000 N N N BX Trust N/A 05608BAN0 590000.00000000 PA USD 582071.88000000 0.031320419246 Long ABS-MBS CORP US N 2 2034-04-15 Floating 6.52000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -80454.97000000 -0.00432916187 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 21640000.00000000 NOK 1973718.64000000 USD 2025-04-02 -80454.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1212.75000000 -0.00006525626 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2692350.00000000 BRL 465877.04000000 USD 2025-05-05 -1212.75000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 17086.22000000 0.000919384000 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 150190000.00000000 JPY 1021432.88000000 USD 2025-04-02 17086.22000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 350000.00000000 PA USD 318258.40000000 0.017125009572 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 1620000.00000000 PA USD 1657991.75000000 0.089214061872 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5319.14000000 0.000286214985 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 780000.00000000 AUD 491513.18000000 USD 2025-05-07 5319.14000000 N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBB4 790000.00000000 PA USD 789519.11000000 0.042482845122 Long DBT CORP LU N 2 2028-03-30 Fixed 4.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 82281783.00000000 PA 2887349.32000000 0.155363958163 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AB2 581015.00000000 PA USD 649974.38000000 0.034974151441 Long DBT CORP US N 2 2030-11-30 Fixed 3.88000000 N N N N Y EchoStar Corp. USD XXXX N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5265.26000000 -0.00028331578 N/A DFE CH N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6855681.76000000 USD 6060906.00000000 CHF 2025-04-02 -5265.26000000 N N N MONGOLIA INTL BOND N/A 60937LAG0 320000.00000000 PA USD 332457.71000000 0.017889053253 Long DBT NUSS MN N 2 2028-01-19 Fixed 8.65000000 N N N N N N SMRT N/A 78457JAL6 1580000.00000000 PA USD 1549521.64000000 0.083377447121 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.27000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 34000000.00000000 PA 399292.40000000 0.021485328186 Long DBT NUSS XX N 2 2035-01-21 Fixed 6.71000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAP9 290000.00000000 PA USD 232180.82000000 0.012493303444 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 8243000.00000000 PA 1886245.53000000 0.101496057155 Long DBT NUSS MY N 2 2039-04-18 Fixed 4.05000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10378.96000000 0.000558476349 N/A DFE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 952415.82000000 USD 1700000.00000000 NZD 2025-04-02 10378.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8508.00000000 -0.00045780278 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 978257.94000000 USD 5624944.00000000 BRL 2025-06-03 -8508.00000000 N N N American Money Management Corporation N/A 03165UAJ7 520000.00000000 PA USD 526404.32000000 0.028325030914 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 8.80000000 N N N N N N MCLAREN FINANCE PLC 213800BKPDWMWX3GSG36 58175LAA8 2485000.00000000 PA USD 2472575.00000000 0.133045570965 Long DBT CORP GB N 2 2026-08-01 Fixed 7.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DY5 7080000.00000000 PA 2041773.19000000 0.109864768448 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N Ocean Trails CLO 549300RF4JV7XJ3EV147 67515DBA5 620000.00000000 PA USD 621525.82000000 0.033443376881 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 7.79000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -171914.98000000 -0.00925048852 N/A DFE HU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7268613.04000000 USD 2648090200.00000000 HUF 2025-04-03 -171914.98000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 27110000.00000000 PA USD 26430132.17000000 1.422165970801 Long DBT UST US N 2 2034-08-15 Fixed 3.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1528.14000000 -0.00008222693 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 271594.41000000 USD 1547200.00000000 BRL 2025-04-03 -1528.14000000 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 2500000.00000000 PA USD 2640880.00000000 0.142101811856 Long DBT CORP US N 2 2030-08-15 Fixed 9.88000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032XAH7 1085000.00000000 PA USD 962076.08000000 0.051767878173 Long DBT CORP KY N 2 2038-01-19 Fixed 3.93000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCF0 1540000.00000000 PA USD 1508378.87000000 0.081163616064 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFG9 380000.00000000 PA USD 423423.89000000 0.022783807652 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 7.84000000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 1230000.00000000 PA USD 1259264.41000000 0.067759138721 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.49000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9768.15000000 0.000525609574 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2159110000.00000000 COP 524765.28000000 USD 2025-04-02 9768.15000000 N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 200000.00000000 PA USD 199952.64000000 0.010759153172 Long DBT CORP KY N 2 2025-08-08 Fixed 5.13000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -25257.89000000 -0.00135908936 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13013190.90000000 USD 19118719800.00000000 KRW 2025-04-08 -25257.89000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 109639.23000000 0.005899523353 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2893318.36000000 USD 2780000.00000000 EUR 2025-04-02 109639.23000000 N N N Freddie Mac - SCRT N/A 35563PJQ3 246016.06000000 PA USD 239594.01000000 0.012892196135 Long ABS-MBS USGSE US N 2 2058-07-25 Variable 4.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 73429.63000000 0.003951138812 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2648090200.00000000 HUF 7170127.69000000 USD 2025-04-03 73429.63000000 N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 039853AA4 1320000.00000000 PA USD 1345700.40000000 0.072410130356 Long DBT CORP JE N 2 2031-02-15 Fixed 7.75000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05956NAF9 1975000.00000000 PA USD 1973880.06000000 0.106211540438 Long DBT CORP CL N 2 2034-12-12 Fixed 7.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 1220000.00000000 PA USD 1247912.49000000 0.067148308846 Long DBT CORP US N 2 2029-01-15 Fixed 6.88000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AP2 650000.00000000 PA USD 659506.25000000 0.035487047141 Long DBT CORP CA N 2 2027-02-01 Fixed 6.13000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 2031.44000000 0.000109308754 N/A DFE GH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 510480.89000000 USD 8280000.00000000 GHS 2025-06-18 2031.44000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 10159000000.00000000 PA 627279.59000000 0.033752978658 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 4179000.00000000 PA 975654.18000000 0.052498495472 Long DBT NUSS MY N 2 2029-04-30 Fixed 4.50000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAA6 530000.00000000 PA USD 500981.55000000 0.026957069598 Long DBT CORP US N 2 2029-11-15 Fixed 4.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 74527000000.00000000 PA 4598081.88000000 0.247415924318 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 14218.62000000 0.000765082723 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 44470000.00000000 ZAR 2417206.33000000 USD 2025-06-18 14218.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 4847.68000000 0.000260846426 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 11470000.00000000 CZK 501000.25000000 USD 2025-05-07 4847.68000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2614000.00000000 PA 606320.00000000 0.032625174398 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23000000 N N N N N N Apidos CLO Ltd 5493003SQW0Q40KVFQ19 03766AAE5 420000.00000000 PA USD 422182.74000000 0.022717023222 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 11.30000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 930000.00000000 PA USD 959778.60000000 0.051644254203 Long DBT CORP US N 2 2032-05-15 Fixed 8.63000000 N N N N N N BX Trust N/A 05608RAL9 1600000.00000000 PA USD 1589612.80000000 0.085534692614 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.68000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -20076.18000000 -0.00108026928 N/A DFE KR N 2 UBS AG BFM8T61CT2L1QCEMIK50 3863041.67000000 USD 5655070000.00000000 KRW 2025-05-07 -20076.18000000 N N N NAVOI MINING METALLURGIC N/A 63890CAB0 995000.00000000 PA USD 993234.49000000 0.053444465718 Long DBT CORP UZ N 2 2031-10-17 Fixed 6.95000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -281775.78000000 -0.01516193423 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 6060942.07000000 EUR 6270159.73000000 USD 2025-04-16 -281775.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 257807500.00000000 OU Notional Amount -6325.28000000 -0.00034035387 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 4668.16000000 INR 0.00000000 INR 257807500.00000000 INR -6380.86000000 N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CB4 2360000.00000000 PA USD 1669133.60000000 0.089813588194 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11749.45000000 -0.00063222037 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4807935.85000000 USD 34833400.00000000 CNY 2025-04-08 -11749.45000000 N N N Freddie Mac - SCRT N/A 35563PLU1 678762.06000000 PA USD 662198.16000000 0.035631894801 Long ABS-MBS USGSE US N 2 2058-10-25 Variable 4.75000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 3190000.00000000 PA USD 3207641.59000000 0.172598407245 Long DBT CORP US N 2 2034-11-17 Fixed 5.23000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AS4 60000.00000000 PA USD 60138.07000000 0.003235939803 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 2840000.00000000 PA USD 2440184.52000000 0.131302687572 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 984848AU5 1355000.00000000 PA USD 1336792.19000000 0.071930792870 Long DBT CORP TR N 2 2030-03-03 Fixed 7.25000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 810000.00000000 PA USD 826273.60000000 0.044460549381 Long DBT CORP US N 2 2032-04-15 Fixed 6.88000000 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 428416.83000000 PA USD 436036.99000000 0.023462499740 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.20000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 26928.92000000 0.001449004999 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5559196.95000000 USD 114500000.00000000 MXN 2025-04-16 26928.92000000 N N N REPUBLIC OF GABON N/A 000000000 1275000.00000000 PA USD 998557.69000000 0.053730899167 Long DBT NUSS GA N 2 2031-11-24 Fixed 7.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4093.99000000 -0.00022029149 N/A DFE ZA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 960014.81000000 USD 17630000.00000000 ZAR 2025-05-07 -4093.99000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 37922000.00000000 PA 6323529.33000000 0.340259676744 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAE9 630000.00000000 PA USD 664541.01000000 0.035757960064 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -20960.56000000 -0.00112785645 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1104116.21000000 USD 18071070000.00000000 IDR 2025-05-07 -20960.56000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 143848800.00000000 PA 6621349.11000000 0.356284914674 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAL1 1195000.00000000 PA USD 1040378.77000000 0.055981229072 Long DBT CORP US N 2 2031-11-23 Fixed 3.13000000 N N N N N N MUTHOOT FINANCE LTD 335800HAMJMBFL4RRF02 62828M2D2 685000.00000000 PA USD 674332.32000000 0.036284815843 Long DBT CORP IN N 2 2029-04-23 Fixed 6.38000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5732.91000000 0.000308479331 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1940000.00000000 PLN 505990.77000000 USD 2025-04-02 5732.91000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 26466.14000000 0.001424103498 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 953420.40000000 USD 3800000.00000000 PLN 2025-04-02 26466.14000000 N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 465562AA4 2294000.00000000 PA USD 2313905.04000000 0.124507777198 Long DBT CORP BR N 2 2025-08-27 Fixed 7.56000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 31340000.00000000 PA 1428223.48000000 0.076850574143 Long DBT NUSS CZ N 2 2034-04-14 Fixed 4.90000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -23441.54000000 -0.00126135428 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 44920000.00000000 EGP 801427.30000000 USD 2025-09-17 -23441.54000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 52242316.00000000 PA 2522299.46000000 0.135721169955 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 35700000.00000000 OU Notional Amount USD 1877886.40000000 0.101046264843 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S43 2I65BRAD3 Y sell protection 2029-12-20 2732674.35000000 USD 0.00000000 USD 35700000.00000000 USD -854787.95000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BM1 60000.00000000 PA USD 72193.52000000 0.003884625577 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 8870000.00000000 PA 1567904.11000000 0.084366580400 Long DBT NUSS CN N 2 2051-10-18 Fixed 3.53000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 880000.00000000 PA USD 866520.69000000 0.046626185233 Long DBT CORP US N 2 2032-11-01 Fixed 6.13000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 20000.00000000 PA USD 16491.47000000 0.000887381390 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N BRAVO Residential Funding Trust N/A 10568KAC2 211674.42000000 PA USD 210448.30000000 0.011323908974 Long ABS-MBS CORP US N 2 2061-11-25 Variable 5.24000000 N N N N N N El Salvador Government International Bonds 529900AKDMUSFSDOM949 000000000 625000.00000000 PA USD 652487.31000000 0.035109368454 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1130000.00000000 PA USD 1016166.17000000 0.054678385199 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CBA1 470000.00000000 PA USD 351484.72000000 0.018912868268 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 232715319.00000000 PA 9814891.29000000 0.528124653708 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2501.36000000 -0.00013459444 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13670000.00000000 MXN 665688.73000000 USD 2025-04-02 -2501.36000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 190.00000000 NC USD 179314.37000000 0.009648638661 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 23048185.63000000 USD 179314.37000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 1460000.00000000 PA USD 1217663.65000000 0.065520663906 Long DBT CORP CO N 2 2031-11-02 Fixed 4.63000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9297.29000000 0.000500273300 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7140135.11000000 USD 118440561141.00000000 IDR 2025-04-08 9297.29000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 5018000.00000000 PA 1175243.47000000 0.063238097323 Long DBT NUSS MY N 2 2035-05-31 Fixed 4.25000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AP8 128760.00000000 PA USD 91798.80000000 0.004939556438 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 540000.00000000 PA USD 513267.60000000 0.027618163614 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 200000.00000000 PA USD 177334.68000000 0.009542114497 Long DBT CORP GB N 2 2030-12-17 Fixed 4.60000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5402.83000000 -0.00029071821 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3600000.00000000 EUR 3889214.28000000 USD 2025-04-30 -5402.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -717.73000000 -0.00003861998 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4440000.00000000 PHP 76870.74000000 USD 2025-04-02 -717.73000000 N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAC9 235000.00000000 PA USD 228008.30000000 0.012268786369 Long DBT CORP US N 2 2028-03-15 Fixed 4.75000000 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAS6 1750000.00000000 PA USD 1738729.13000000 0.093558419807 Long DBT CORP US N 2 2034-03-01 Fixed 6.38000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 1060000.00000000 PA USD 945168.88000000 0.050858126972 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.13000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DP7 710000.00000000 PA USD 670240.00000000 0.036064614211 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1437000.00000000 PA 979547.43000000 0.052707985445 Long DBT NUSS BR N 2 2045-05-15 Fixed 6.00000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 1680000.00000000 PA USD 1672881.34000000 0.090015248491 Long DBT CORP CA N 2 2029-04-01 Fixed 6.13000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 650000.00000000 PA USD 624423.22000000 0.033599281651 Long DBT CORP US N 2 2027-04-15 Fixed 5.63000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 1018782.07000000 PA USD 1051753.93000000 0.056593309457 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 6.44000000 N N N N N N BX Trust N/A 05609KAQ2 357000.00000000 PA USD 348388.45000000 0.018746262599 Long ABS-MBS CORP US N 2 2038-10-15 Floating 8.32000000 N N N N N N EXPEDIA GROUP INC N/A 30212PBL8 2005000.00000000 PA USD 1998275.63000000 0.107524229655 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 460000.00000000 PA USD 454627.20000000 0.024462811199 Long DBT CORP IL N 2 2027-06-30 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 20753MAE8 713449.80000000 PA USD 753597.62000000 0.040549963350 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 8.55000000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 890000.00000000 PA USD 802194.81000000 0.043164905623 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N GLOBAL AUTO HO/AAG FH UK N/A 00033YAA4 410000.00000000 PA USD 401107.10000000 0.021582974485 Long DBT CORP GB N 2 2029-08-15 Fixed 11.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8825.32000000 -0.00047487729 N/A DFE CO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 608171.40000000 USD 2524410000.00000000 COP 2025-05-07 -8825.32000000 N N N NOBLE FINANCE II LLC N/A 65505PAA5 520000.00000000 PA USD 520027.09000000 0.027981881684 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 1235000.00000000 PA USD 1230124.22000000 0.066191148583 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC 20165.50000000 0.001085075462 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 2510000.00000000 SGD 1895069.05000000 USD 2025-06-18 20165.50000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 213823048.00000000 PA 9669000.12000000 0.520274467561 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 367398AA2 755000.00000000 PA USD 769023.37000000 0.041379999938 Long DBT CORP US N 2 2029-07-01 Fixed 6.88000000 N N N N N N ARDONAGH GROUP FINANCE 254900SRT1BTAJ76NW62 039956AA5 2300000.00000000 PA USD 2344018.53000000 0.126128139157 Long DBT CORP JE N 2 2032-02-15 Fixed 8.88000000 N N N N N N BX Trust N/A 05609VAS4 690000.00000000 PA USD 680934.23000000 0.036640054768 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.28000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 1000000.00000000 PA USD 967766.50000000 0.052074071182 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 19391500000.00000000 PA 3973480.04000000 0.213807031391 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5830.85000000 -0.00031374933 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 117527303.00000000 MXN 5738907.97000000 USD 2025-04-02 -5830.85000000 N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 1205000.00000000 PA USD 1084111.51000000 0.058334422550 Long DBT CORP IN N 2 2029-07-03 Fixed 4.38000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDL1 3335000.00000000 PA USD 3366206.00000000 0.181130521524 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBP9 1145000.00000000 PA USD 1154054.45000000 0.062097947777 Long DBT CORP IE N 2 2031-12-15 Fixed 5.38000000 N N N N N N HAZINE MUSTESARLIGI VARL 6354003QFJP7RDXEOZ20 421790AK2 1155000.00000000 PA USD 1228108.04000000 0.066082660946 Long DBT NUSS TR N 2 2029-01-14 Fixed 8.51000000 N N N N N N CHEVRON PHILLIPS CHEM CO N/A 166754AW1 2070000.00000000 PA USD 2070000.00000000 0.111383610971 Long DBT CORP US N 2 2025-04-01 Fixed 5.13000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 56236000.00000000 PA 7976955.32000000 0.429228061885 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 400000.00000000 PA USD 371330.88000000 0.019980760521 Long DBT CORP US N 2 2029-03-01 Fixed 4.63000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 1425000.00000000 PA USD 1273563.33000000 0.068528542268 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 1430030000.00000000 PA 3180012.51000000 0.171111727680 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N MINERA MEXICO SA DE CV 2549005BMA2EK49I0T98 60284MAC6 1375000.00000000 PA USD 1365127.50000000 0.073455473616 Long DBT CORP MX N 2 2032-02-12 Fixed 5.63000000 N N N N N N Wind River CLO Ltd N/A 97316UAC2 250000.00000000 PA USD 250240.50000000 0.013465067875 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.20000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -11779.41000000 -0.00063383247 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 394691.88000000 USD 364571638.00000000 CLP 2025-05-07 -11779.41000000 N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 590000.00000000 PA USD 572339.97000000 0.030796759691 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.38000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1846.52000000 -0.00009935848 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1673506.28000000 USD 249980000.00000000 JPY 2025-04-02 -1846.52000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 34210000.00000000 PA 1253323.15000000 0.067439448387 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 407220000.00000000 PA 784204.99000000 0.042196900255 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -47.04000000 -0.00000253115 N/A DFE PE N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 681226.37000000 USD 2499215.17000000 PEN 2025-06-18 -47.04000000 N N N Zambia Government International Bonds 213800DMLAZ6LGMMD849 000000000 661505.38000000 PA USD 579288.53000000 0.031170651336 Long DBT NUSS ZM N 2 2033-06-30 Variable 5.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 164054520.00000000 PA 6999334.23000000 0.376623729920 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N SMB Private Education Loan Trust N/A 78449HAC1 1500000.00000000 PA USD 1519183.35000000 0.081744989010 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.77000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 14071000.00000000 PA 2991673.47000000 0.160977484993 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -652.00000000 NC USD -439360.29000000 -0.02364132155 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 -70078514.71000000 USD -439360.29000000 N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 2185000.00000000 PA USD 2213194.15000000 0.119088674497 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Blueberry Park CLO N/A 09609QAG3 760000.00000000 PA USD 761568.64000000 0.040978872041 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 7.19000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5678.31000000 0.000305541387 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2954859.86000000 USD 60682775.08000000 MXN 2025-04-16 5678.31000000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 224860000.00000000 PA 489270.74000000 0.026326928388 Long DBT NUSS HU N 2 2031-10-22 Fixed 3.25000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -6254.33000000 -0.00033653616 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 158910000.00000000 INR 1852940.15000000 USD 2025-04-02 -6254.33000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -1810.25000000 -0.00009740685 N/A DFE MX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 562034.27000000 USD 11578573.75000000 MXN 2025-06-18 -1810.25000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CHL8 3142700.00000000 PA USD 3145023.52000000 0.169229022342 Long DBT UST US N 2 2025-06-30 Fixed 4.63000000 N N N N N N APH/APH2/APH3/AQUARIAN N/A 00188QAA4 200000.00000000 PA USD 197307.00000000 0.010616795231 Long DBT CORP US N 2 2029-11-01 Fixed 7.88000000 N N N N N N FALABELLA SA 5493004CKJQ7H391LM41 000000000 1930000.00000000 PA USD 1655716.72000000 0.089091645903 Long DBT CORP CL N 2 2032-01-15 Fixed 3.38000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 2495000.00000000 PA USD 2476599.38000000 0.133262116847 Long DBT CORP CL N 2 2030-04-15 Fixed 7.88000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 23906.49000000 0.001286372551 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2200000.00000000 EUR 2402908.20000000 USD 2025-04-22 23906.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26099432057.00000000 OU Notional Amount 619.82000000 0.000033351589 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-06-18 0.00000000 KRW -324176.00000000 KRW 26099432057.00000000 KRW 842.82000000 N N N HarborView Mortgage Loan Trust N/A 41161PSM6 125224.31000000 PA USD 117734.72000000 0.006335129589 Long ABS-MBS CORP US N 2 2035-06-20 Floating 5.33000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 10991.23000000 0.000591421684 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 3507060.39000000 USD 3256000.00000000 EUR 2025-04-07 10991.23000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 430000.00000000 PA USD 434192.41000000 0.023363245643 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6230000.00000000 PA 1028528.64000000 0.055343591261 Long DBT NUSS CN N 2 2053-10-15 Fixed 3.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 140000.00000000 PA 100164.76000000 0.005389716261 Long DBT NUSS BR N 2 2035-05-15 Fixed 6.00000000 N N N N N N BX Trust N/A 05612HAG6 1310188.62000000 PA USD 1310024.72000000 0.070490475254 Long ABS-MBS CORP US N 2 2041-04-15 Floating 7.01000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAJ1 700000.00000000 PA USD 548060.87000000 0.029490337552 Long DBT CORP IN N 2 2041-08-02 Fixed 5.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BW6 3375000.00000000 PA USD 3325665.40000000 0.178949092336 Long DBT CORP US N 2 2033-01-15 Fixed 6.00000000 N N N N N N STENA INTERNATIONAL SA 213800A4LTGG4W55QP46 85858EAD5 670000.00000000 PA USD 670410.58000000 0.036073792866 Long DBT CORP LU N 2 2031-01-15 Fixed 7.25000000 N N N N N N 280 Park Avenue Mortgage Trust N/A 90205FAL4 1550000.00000000 PA USD 1497897.99000000 0.080599655552 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.16000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1730000.00000000 OU Notional Amount USD -9144.24000000 -0.00049203790 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Lennar Corp. Lennar Corp. Y sell protection 2029-12-20 24545.27000000 USD 0.00000000 USD 1730000.00000000 USD -33689.51000000 N N N AUTONATION INC N/A 05329WAQ5 60000.00000000 PA USD 58927.92000000 0.003170823438 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -38409.89000000 -0.00206677886 N/A DFE PL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6224452.84000000 USD 24060000.00000000 PLN 2025-06-18 -38409.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 3487.83000000 0.000187674927 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3410000.00000000 PEN 934609.41000000 USD 2025-04-02 3487.83000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 5958000.00000000 PA 1429682.64000000 0.076929089365 Long DBT NUSS PL N 2 2026-10-25 Fixed 0.25000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AG7 1240000.00000000 PA USD 1299706.00000000 0.069935240329 Long DBT CORP LR N 2 2027-10-15 Fixed 7.50000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 287694.84000000 PA USD 293252.13000000 0.015779459499 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 36730000.00000000 PA 1342611.61000000 0.072243927176 Long DBT NUSS CZ N 2 2029-11-29 Fixed 0.05000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 469.61000000 0.000025269013 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2920000.00000000 ZAR 158255.18000000 USD 2025-06-18 469.61000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 3529000.00000000 PA 862591.39000000 0.046414755464 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 550000.00000000 PA USD 622325.73000000 0.033486418844 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -63228.30000000 -0.00340222046 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41730000.00000000 CNY 5685673.41000000 USD 2025-04-16 -63228.30000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 5723000000.00000000 PA 706494.92000000 0.038015437354 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 11925.03000000 0.000641668068 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 498610000.00000000 HUF 1342876.38000000 USD 2025-06-18 11925.03000000 N N N WB Commercial Mortgage Trust N/A 92943PAG6 350000.00000000 PA USD 356652.59000000 0.019190943640 Long ABS-MBS CORP US N 2 2040-03-15 Variable 7.48000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 65807.78000000 0.003541018437 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 19496553.68000000 USD 1672043940.00000000 INR 2025-04-02 65807.78000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 5281000.00000000 PA 157226.94000000 0.008460147014 Long DBT NUSS TH N 2 2052-06-17 Fixed 2.75000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 811659.00000000 PA 24113.72000000 0.001297523288 Long DBT NUSS GH N 2 2036-02-05 Fixed 9.70000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 22293.12000000 0.001199559519 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 194780000.00000000 JPY 1324820.87000000 USD 2025-04-02 22293.12000000 N N N Mexico Government International Bonds 254900EGTWEU67VP6075 000000000 1275000.00000000 PA USD 1305600.00000000 0.070252387673 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.38000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 1780000.00000000 PA USD 1709268.85000000 0.091973206103 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 4019000.00000000 OU Notional Amount USD 158318.34000000 0.008518873619 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Brazil Government International Bonds Brazil Government International Bonds Y buy protection 2030-06-20 174793.45000000 USD 0.00000000 USD 4019000.00000000 USD -16475.11000000 N N N KENYA INFRASTUCTURE BOND 549300VVURQQYU45PR87 000000000 193450000.00000000 PA 1797149.72000000 0.096701944575 Long DBT NUSS KE N 2 2032-08-09 Fixed 18.46000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 15296.74000000 0.000823094752 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 448550000.00000000 CLP 486412.34000000 USD 2025-05-07 15296.74000000 N N N BX Trust N/A 05612RAJ8 1006746.38000000 PA USD 1004956.08000000 0.054075186984 Long ABS-MBS CORP US N 2 2034-05-15 Floating 8.01000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05549RAG2 390000.00000000 PA USD 344262.56000000 0.018524254616 Long ABS-MBS CORP US N 2 2037-07-15 Floating 7.01000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 6968.26000000 0.000374951671 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8450000.00000000 ZAR 465137.91000000 USD 2025-05-07 6968.26000000 N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CA9 1185000.00000000 PA USD 1161147.73000000 0.062479626588 Long DBT CORP MX N 2 2026-06-08 Fixed 5.13000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH77 1390000.00000000 PA USD 1514947.80000000 0.081517080385 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 10.09000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AF4 725000.00000000 PA USD 729440.63000000 0.039250111767 Long DBT CORP TR N 2 2034-02-28 Fixed 8.38000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 23330JAB7 940000.00000000 PA USD 901306.78000000 0.048497972826 Long DBT CORP AE N 2 2048-09-25 Fixed 5.63000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2204.34000000 -0.00011861224 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 398688.38000000 USD 8150000.00000000 MXN 2025-05-07 -2204.34000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -136555.55000000 -0.00734785036 N/A DFE AU N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 6784955.69000000 USD 10665000.00000000 AUD 2025-05-19 -136555.55000000 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 400000.00000000 PA USD 371800.00000000 0.020006003168 Long DBT CORP US N 2 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AW5 1360000.00000000 PA USD 1379728.16000000 0.074241113343 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 1845000.00000000 PA USD 1857040.47000000 0.099924576458 Long DBT CORP US N 2 2031-09-01 Fixed 7.38000000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 74588YAB6 1000000.00000000 PA USD 1010817.00000000 0.054390554343 Long DBT CORP LU N 2 2029-04-25 Fixed 7.75000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 543435000.00000000 PA 336956.89000000 0.018131147415 Long STIV NUSS NG N 2 2025-06-17 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 13918.46000000 0.000748931562 N/A DFE MX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 632618.10000000 USD 13290000.00000000 MXN 2025-05-07 13918.46000000 N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 96847.08000000 0.005211196851 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 131197303.00000000 MXN 6479379.24000000 USD 2025-05-07 96847.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -3173.72000000 -0.00017077313 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 996573.00000000 USD 20420000.00000000 MXN 2025-05-07 -3173.72000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 9583.66000000 0.000515682443 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 511297.81000000 USD 9580000.00000000 ZAR 2025-04-02 9583.66000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 800000.00000000 PA USD 792169.35000000 0.042625450581 Long DBT CORP ES N 2 2028-03-24 Fixed 4.18000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBF6 2800000.00000000 PA USD 2809801.23000000 0.151191211164 Long DBT CORP NL N 2 2035-12-03 Fixed 5.52000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBG4 670000.00000000 PA USD 640333.14000000 0.034455370704 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 100209000.00000000 PA 14812551.06000000 0.797041268003 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 207830000.00000000 PA 9682219.01000000 0.520985756306 Long DBT NUSS CZ N 2 2029-03-29 Fixed 5.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 52500000.00000000 PA 1593578.72000000 0.085748092850 Long DBT NUSS TH N 2 2028-06-17 Fixed 2.65000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 850000.00000000 PA USD 726006.00000000 0.039065299452 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAE2 1015000.00000000 PA USD 1033498.38000000 0.055611005554 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -20098.20000000 -0.00108145414 N/A DFE CO N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1363079.96000000 USD 5634291000.00000000 COP 2025-04-07 -20098.20000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BE1 7787330.00000000 PA 2272175.91000000 0.122262394985 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAD1 330000.00000000 PA USD 324441.12000000 0.017457692508 Long DBT CORP XX N 2 2027-05-01 Fixed 7.88000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 550000.00000000 PA USD 572150.70000000 0.030786575355 Long DBT CORP GB N 2 2029-09-27 Fixed 8.00000000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809HAA1 750000.00000000 PA USD 752606.25000000 0.040496619210 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 10.31000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 2032058.00000000 PA 69689.81000000 0.003749904679 Long DBT NUSS GH N 2 2032-02-10 Fixed 9.10000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 2025000.00000000 PA USD 2003722.72000000 0.107817329439 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 557000.00000000 PA USD 380106.15000000 0.020452944705 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 1000000.00000000 PA USD 1005118.20000000 0.054083910420 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.14000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1654.21000000 0.000089010571 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 490082.90000000 USD 42030000.00000000 INR 2025-04-02 1654.21000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 000000000 1920000.00000000 PA 2098962.10000000 0.112942018353 Long DBT CORP GB N 2 2026-02-16 Fixed 4.63000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAC8 880000.00000000 PA USD 767437.70000000 0.041294677401 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 2335000.00000000 PA USD 2330466.41000000 0.125398919804 Long DBT CORP US N 2 2036-01-30 Fixed 6.18000000 N N N N N N SEPLAT ENERGY PLC 029200711C4S4CB2E982 81733MAA3 1355000.00000000 PA USD 1352439.05000000 0.072772727057 Long DBT CORP NG N 2 2030-03-21 Fixed 9.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EJ0 650000.00000000 PA USD 650076.18000000 0.034979629147 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N PLT VII FINANCE SARL 894500SKZV4JDP64R249 000000000 1290000.00000000 PA 1432998.13000000 0.077107490934 Long DBT CORP LU N 2 2031-06-15 Fixed 6.00000000 N N N N N N HIH Trust N/A 40444VAL5 1350000.00000000 PA USD 1349841.92000000 0.072632979367 Long ABS-MBS CORP US N 2 2041-10-15 Floating 9.76000000 N N N N N N TITAN INTERNATIONAL INC 254900CXRGBE7C4B5A06 88830MAM4 1550000.00000000 PA USD 1535053.82000000 0.082598955317 Long DBT CORP US N 2 2028-04-30 Fixed 7.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 9389000000.00000000 PA 608780.33000000 0.032757561084 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5513.95000000 0.000296697421 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 96690244.00000000 TWD 2917651.41000000 USD 2025-04-02 5513.95000000 N N N CT TRUST 213800MJB7WO427HQD34 000000000 1095000.00000000 PA USD 1002050.93000000 0.053918865198 Long DBT CORP GT N 2 2032-02-03 Fixed 5.13000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BX9 630000.00000000 PA USD 621299.48000000 0.033431197863 Long DBT CORP PA N 2 2033-02-15 Fixed 6.13000000 N N N N N N NORTHWEST ACQ/DOMINION N/A 66727WAA0 400000.00000000 PA USD 8.00000000 0.000000430468 Long DBT CORP CA N 2 2022-11-01 None 0.00000000 Y N N N N N DBGS Mortgage Trust N/A 23306GAG2 765000.00000000 PA USD 752886.15000000 0.040511680211 Long ABS-MBS CORP US N 2 2035-05-15 Floating 5.92000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 2560000000.00000000 PA 2780711.68000000 0.149625945888 Long DBT NUSS CL N 2 2034-10-01 Fixed 5.80000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 655000.00000000 PA USD 658795.66000000 0.035448811354 Long DBT CORP US N 2 2032-03-30 Fixed 5.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20247.55000000 -0.00108949045 N/A DFE CN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4814340.50000000 USD 34833400.00000000 CNY 2025-04-01 -20247.55000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875CG5 510000.00000000 PA USD 512153.85000000 0.027558234389 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3721000.00000000 PA 830154.31000000 0.044669364595 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.07000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 55414000.00000000 OU Notional Amount 4827.45000000 0.000259757880 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 1003.20000000 INR 0.00000000 INR 55414000.00000000 INR 4815.50000000 N N N Sonrava Health Holdings, LLC N/A 83569KAF1 542097.93000000 PA USD 210062.95000000 0.011303173865 Long LON CORP US N 2 2028-08-18 Floating 5.56000000 N N Y N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -5015.61000000 -0.00026988248 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 49145757.96000000 BRL 8575424.53000000 USD 2025-04-02 -5015.61000000 N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 000000000 494000000.00000000 PA 5922971.71000000 0.318706268958 Long DBT NUSS XX N 2 2030-10-06 Fixed 7.35000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BJ6 1000000.00000000 PA USD 986116.60000000 0.053061462679 Long DBT CORP CH N 2 2034-08-10 Fixed 7.13000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -145.47000000 -0.00000782752 N/A DFE ID N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 389955.34000000 USD 6478640000.00000000 IDR 2025-06-18 -145.47000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 10203000.00000000 PA 2505178.63000000 0.134799923642 Long DBT NUSS MY N 2 2042-10-15 Fixed 4.70000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -59156.53000000 -0.00318312460 N/A DFE PE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8462073.59000000 USD 30773583.00000000 PEN 2025-04-02 -59156.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -44301.93000000 -0.00238382074 N/A DFE ZA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5207409.55000000 USD 94995700.00000000 ZAR 2025-04-07 -44301.93000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 622.03000000 0.000033470506 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 430000.00000000 PLN 111178.91000000 USD 2025-06-18 622.03000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 8475.35000000 0.000456045935 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2239000.00000000 EUR 2428061.16000000 USD 2025-04-10 8475.35000000 N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 1830000.00000000 PA USD 1825389.97000000 0.098221510285 Long DBT CORP US N 2 2028-12-15 Fixed 3.88000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 9099571.00000000 PA 499069.06000000 0.026854161365 Long DBT NUSS ZA N 2 2053-03-31 Fixed 11.63000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -8550.03000000 -0.00046006435 N/A DFE XX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 980730.54000000 USD 900000.00000000 EUR 2025-04-02 -8550.03000000 N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBL3 840000.00000000 PA USD 504487.20000000 0.027145703393 Long DBT CORP US N 2 2030-04-01 Fixed 6.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3902000.00000000 PA 187088.87000000 0.010066972904 Long DBT NUSS MX N 2 2026-09-03 Fixed 7.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAE5 2014000.00000000 PA USD 1940663.84000000 0.104424225208 Long DBT CORP US N 2 2030-04-14 Fixed 7.13000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 624000.00000000 PA 144068.17000000 0.007752093237 Long DBT NUSS MY N 2 2032-04-15 Fixed 4.13000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDC6 1980000.00000000 PA USD 1941282.59000000 0.104457519222 Long DBT CORP GB N 2 2035-03-15 Fixed 7.63000000 N N N N N N DIRECTV FINANCING LLC N/A 25461LAB8 2840000.00000000 PA USD 2714287.68000000 0.146051769572 Long DBT CORP US N 2 2030-02-01 Fixed 8.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10629.83000000 -0.00057197528 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1052996.30000000 USD 35359900.00000000 THB 2025-04-03 -10629.83000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797NE3 7000000.00000000 PA USD 6969567.50000000 0.375022026600 Long DBT UST US N 2 2025-05-08 None 0.00000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 4045627.00000000 OU Notional Amount -123582.18000000 -0.00664977268 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 4045627.00000000 BRL -123582.18000000 N N N FIVE POINT OP CO LP/FIVE N/A 33834YAB4 1409418.00000000 PA USD 1436972.69000000 0.077321356077 Long DBT CORP US N 2 2028-01-15 Variable 10.50000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 6010963.00000000 OU Notional Amount -77272.04000000 -0.00415789316 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 6010963.00000000 BRL -77272.04000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -18108.83000000 -0.00097440911 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 783057.00000000 GBP 992622.47000000 USD 2025-04-02 -18108.83000000 N N N Magnetite CLO Ltd 5493000081NBXWGGSW23 55954HBC5 550000.00000000 PA USD 551075.25000000 0.029652536841 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 7.20000000 N N N N N N BAYTEX ENERGY CORP 549300R5LTV2H7I1I079 07317QAJ4 2520000.00000000 PA USD 2561890.14000000 0.137851485365 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86359LJB6 241866.78000000 PA USD 180255.45000000 0.009699276772 Long ABS-MBS CORP US N 2 2045-05-25 Floating 4.99000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 16244.96000000 0.000874117055 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1350000.00000000 AUD 857734.65000000 USD 2025-05-07 16244.96000000 N N N BIG Commercial Mortgage Trust 2022-BIG N/A 05551UAF2 860000.00000000 PA USD 859238.99000000 0.046234367823 Long ABS-MBS CORP US N 2 2039-02-15 Floating 9.75000000 N N N N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AP3 1240000.00000000 PA USD 1211244.75000000 0.065175272476 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6443000000.00000000 PA 398882.39000000 0.021463266160 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.38000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 4953.91000000 0.000266562504 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 120920000.00000000 HUF 328404.60000000 USD 2025-05-07 4953.91000000 N N N XIAOMI BEST TIME INTL 254900IGJCVEY8WNJT74 000000000 1280000.00000000 PA USD 1009178.94000000 0.054302412779 Long DBT CORP HK N 2 2051-07-14 Fixed 4.10000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1843.29000000 -0.00009918468 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 783057.00000000 GBP 1008820.01000000 USD 2025-05-07 -1843.29000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 37875100000.00000000 PA 6572598.91000000 0.353661739162 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 55953GCG8 650000.00000000 PA USD 652430.35000000 0.035106303522 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 10.24000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 94699.24000000 0.005095624786 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 27010784300.00000000 COP 6536501.29000000 USD 2025-04-03 94699.24000000 N N N UGANDA GOVERNMENT BOND 549300NF1DEFHG8XLQ11 000000000 5614500000.00000000 PA 1364915.14000000 0.073444046842 Long DBT NUSS UG N 2 2034-06-22 Fixed 14.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 8136.99000000 0.000437839289 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 342300000.00000000 HUF 921846.39000000 USD 2025-06-18 8136.99000000 N N N COCA-COLA ICECEK AS 789000WT80VVLUWJDK41 1912ERAA8 945000.00000000 PA USD 899165.89000000 0.048382774729 Long DBT CORP TR N 2 2029-01-20 Fixed 4.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 80932000000.00000000 PA 4847585.37000000 0.260841334785 Long DBT NUSS ID N 2 2038-06-15 Fixed 7.13000000 N N N N N N BAIN CAPITAL SPECIALTY F 549300V2JL72R0EYBK64 05684BAD9 365000.00000000 PA USD 358884.01000000 0.019311013021 Long DBT CORP US N 2 2030-03-15 Fixed 5.95000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 820000.00000000 PA USD 789439.83000000 0.042478579183 Long DBT CORP KY N 2 2028-08-26 Fixed 5.63000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 1835000.00000000 PA USD 1809230.84000000 0.097352011613 Long DBT CORP US N 2 2027-07-15 Fixed 5.63000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 430000.00000000 PA USD 414160.94000000 0.022285382135 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N CoreCivic Inc 529900JFA3K6PTLT8B15 21871NAA9 2710000.00000000 PA USD 2631907.56000000 0.141619018249 Long DBT CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 34464.31000000 0.001854473090 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 920003000.00000000 CLP 1000873.59000000 USD 2025-04-03 34464.31000000 N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 1860000.00000000 PA USD 1818921.16000000 0.097873433272 Long DBT CORP CA N 2 2029-01-15 Fixed 6.88000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 9648400000.00000000 PA 2244425.03000000 0.120769161544 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N IMA INDUSTRIA MACCHINE 815600D86992FDA7B908 000000000 265000.00000000 PA 282507.53000000 0.015201308607 Long DBT CORP IT N 2 2028-01-15 Fixed 3.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 760000.00000000 PA USD 703518.85000000 0.037855299468 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 780000.00000000 PA USD 709956.00000000 0.038201672903 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 960000.00000000 PA 1009123.37000000 0.054299422640 Long DBT NUSS ID N 2 2037-01-15 Fixed 4.13000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 980000.00000000 PA USD 980812.80000000 0.052776073116 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -195.26000000 -0.00001050664 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 388554.22000000 USD 2810000.00000000 CNY 2025-05-07 -195.26000000 N N N Freddie Mac - SCRT N/A 35563PTU3 590000.00000000 PA USD 563464.93000000 0.030319207033 Long ABS-MBS USGSE US N 2 2060-05-25 Variable 4.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2438.39000000 0.000131206127 N/A DFE TR N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 156097.09000000 USD 6126810.73000000 TRY 2025-04-16 2438.39000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 11000000.00000000 PA 2497512.31000000 0.134387410403 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.91000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 460000.00000000 PA USD 463747.61000000 0.024953566850 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2738.83000000 -0.00014737235 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5114555.00000000 RON 1105942.44000000 USD 2025-05-07 -2738.83000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 5812326.00000000 PA 209716.87000000 0.011284551817 Long DBT NUSS GH N 2 2031-02-11 Fixed 8.95000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DY1 403000.00000000 PA USD 346817.77000000 0.018661746653 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -456.11000000 -0.00002454259 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 963425.69000000 USD 17760000.00000000 ZAR 2025-05-07 -456.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -961.63000000 -0.00005174387 N/A DFE CN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 961613.44000000 USD 6980000.00000000 CNY 2025-04-02 -961.63000000 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WEJ4 4060000.00000000 PA USD 4140758.07000000 0.222808012559 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N SITIOS LATINOAMERICA 984500D2C0CDC0BFDD35 82983PAA1 1070000.00000000 PA USD 1081309.90000000 0.058183672097 Long DBT CORP MX N 2 2029-11-25 Fixed 6.00000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBA7 1200000.00000000 PA USD 1227442.90000000 0.066046870755 Long DBT CORP NL N 2 2027-09-18 Fixed 6.34000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2589.27000000 -0.00013932475 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 540000.00000000 CHF 607752.63000000 USD 2025-04-02 -2589.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 655.11000000 0.000035250491 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 984967.00000000 CNY 136924.58000000 USD 2025-06-18 655.11000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 16737.23000000 0.000900605369 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 434590000.00000000 CLP 473251.32000000 USD 2025-04-02 16737.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -8195.90000000 -0.00044100914 N/A DFE TW N 2 UBS AG BFM8T61CT2L1QCEMIK50 2923423.40000000 USD 96690244.00000000 TWD 2025-05-07 -8195.90000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 19756000000.00000000 PA 1189106.00000000 0.063984019375 Long DBT NUSS ID N 2 2045-08-15 Fixed 7.13000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 595000.00000000 PA USD 590969.26000000 0.031799173986 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 12446400000.00000000 PA 2286105.06000000 0.123011901760 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797LB1 3490900.00000000 PA USD 3472855.61000000 0.186869177886 Long STIV UST US N 2 2025-05-15 None 0.00000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 215000000.00000000 PA 235397.96000000 0.012666412946 Long DBT NUSS CL N 2 2033-04-01 Fixed 6.00000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39808MAJ2 630000.00000000 PA USD 627422.03000000 0.033760643142 Long ABS-CBDO CORP KY N 2 2041-03-15 Floating 9.65000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2852000.00000000 PA 696828.94000000 0.037495325394 Long DBT NUSS MY N 2 2037-04-07 Fixed 4.76000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2274.01000000 0.000122361084 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1667706.52000000 USD 6484684.00000000 PLN 2025-05-07 2274.01000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBA8 2035000.00000000 PA USD 1991038.55000000 0.107134813180 Long DBT CORP US N 2 2054-08-01 Fixed 5.95000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1576.96000000 -0.00008485386 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 254877.72000000 USD 4226000000.00000000 IDR 2025-05-07 -1576.96000000 N N N MHC Commercial Mortgage Trust N/A 55316VAA2 271192.22000000 PA USD 270593.08000000 0.014560209833 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.23000000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AB0 560000.00000000 PA USD 584378.55000000 0.031444537716 Long DBT CORP US N 2 2028-07-15 Fixed 8.88000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 143770000.00000000 PA 363794.55000000 0.019575241850 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 136.66000000 0.000007353470 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 491930000.00000000 CLP 516814.62000000 USD 2025-05-07 136.66000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 35563000.00000000 PA 9812375.51000000 0.527989283340 Long DBT NUSS PL N 2 2028-07-25 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 4095000.00000000 PA USD 3632235.56000000 0.195445175156 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N Jordan Government International Bonds 5493000JZ4MYPVMBVN50 000000000 990000.00000000 PA USD 992385.90000000 0.053398804357 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 23163200.00000000 PA 927602.52000000 0.049912907354 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 227016000000.00000000 PA 13385444.60000000 0.720250799039 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 880000.00000000 PA USD 897425.07000000 0.048289103803 Long DBT US N 2 2034-03-01 Fixed 5.80000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 1060000.00000000 PA USD 1141997.36000000 0.061449173757 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 7.34000000 N N N N N N INTERDIGITAL INC N/A 45867GAD3 185000.00000000 PA USD 497280.00000000 0.026757894716 Long DBT CORP US N 2 2027-06-01 Fixed 3.50000000 N N N N N InterDigital, Inc. USD XXXX N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 144053.63000000 0.007751310861 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 361409028.00000000 CZK 15792570.51000000 USD 2025-06-18 144053.63000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4546000000.00000000 PA 279180.95000000 0.015022310302 Long DBT NUSS ID N 2 2048-05-15 Fixed 7.38000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3486000.00000000 PA 789076.39000000 0.042459023019 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.83000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T40 2970000.00000000 PA USD 3016989.29000000 0.162339691489 Long DBT CORP US N 2 2029-05-15 Fixed 8.50000000 N N N N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 807687.00000000 PA 25453.24000000 0.001369600860 Long DBT NUSS GH N 2 2034-02-07 Fixed 9.40000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 1533667.00000000 PA USD 987298.13000000 0.053125039045 Long DBT NUSS AR N 2 2037-09-01 Fixed 6.63000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAB4 900000.00000000 PA USD 767591.95000000 0.041302977364 Long DBT CORP XX N 2 2029-09-01 Fixed 4.00000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -8638.73000000 -0.00046483716 N/A DFE HU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 657038.06000000 USD 242400000.00000000 HUF 2025-05-07 -8638.73000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 960000.00000000 PA USD 946200.00000000 0.050913610000 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DK3 620000.00000000 PA USD 625604.18000000 0.033662827346 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.63000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 390000.00000000 PA USD 301743.00000000 0.016236340543 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.13000000 N N N N N N Katayma CLO Ltd 254900HW0KYG9AOGVP97 485862AG1 730000.00000000 PA USD 741409.90000000 0.039894160324 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.79000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 12095.55000000 0.000650843495 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 15813280000.00000000 IDR 959922.30000000 USD 2025-05-07 12095.55000000 N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AC1 130000.00000000 PA USD 129853.75000000 0.006987236508 Long DBT CORP CA N 2 2027-08-15 Fixed 5.75000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 102691000.00000000 OU Notional Amount 18868.15000000 0.001015266994 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 1857.38000000 INR 0.00000000 INR 102691000.00000000 INR 18846.67000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 660000.00000000 PA USD 593731.56000000 0.031947809227 Long DBT CORP DE N 2 2032-01-14 Fixed 3.73000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 4095000.00000000 PA USD 4043120.45000000 0.217554277930 Long DBT CORP CH N 2 2030-02-10 Fixed 7.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 770000.00000000 PA USD 794829.50000000 0.042768589283 Long DBT CORP US N 2 2034-06-12 Fixed 5.84000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 5164395.00000000 OU Notional Amount -84626.67000000 -0.00455363482 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 5164395.00000000 BRL -84626.67000000 N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 675000.00000000 PA USD 644762.87000000 0.034693727865 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -520.49000000 -0.00002800679 N/A DFE MX N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 101222.57000000 USD 2070000.00000000 MXN 2025-05-07 -520.49000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA79 3060000.00000000 PA USD 3217210.56000000 0.173113299241 Long DBT CORP US N 2 2029-05-10 Fixed 7.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 11809.19000000 0.000635434891 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 364571638.00000000 CLP 394772.65000000 USD 2025-04-02 11809.19000000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 2520000.00000000 PA USD 2393442.68000000 0.128787578914 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N TransAlta Corp 984500EE2ADD850F1C96 89346DAE7 1100000.00000000 PA USD 1038816.90000000 0.055897187179 Long DBT CORP CA N 2 2040-03-15 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD 7107.70000000 0.000382454730 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 1165704.80000000 USD 7107.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 17335.72000000 0.000932809223 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 2340000.00000000 EUR 2545005.06000000 USD 2025-04-02 17335.72000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC 5492.56000000 0.000295546457 N/A DFE US N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 850000.00000000 NZD 486889.95000000 USD 2025-04-02 5492.56000000 N N N RAILWORKS HOLDINGS LP/R N/A 75079MAA7 1490000.00000000 PA USD 1461461.88000000 0.078639082846 Long DBT CORP US N 2 2028-11-15 Fixed 8.25000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 2590000.00000000 PA USD 2650988.88000000 0.142645755604 Long DBT CORP FR N 2 2036-01-09 Fixed 5.86000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 14810.50000000 0.000796930903 N/A DFE HU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 392311.52000000 USD 152200000.00000000 HUF 2025-05-07 14810.50000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 13345.15000000 0.000718082606 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 30126070.00000000 PEN 8224425.33000000 USD 2025-06-18 13345.15000000 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 170000.00000000 PA USD 418497.50000000 0.022518725957 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBN9 1070000.00000000 PA USD 1055470.26000000 0.056793279629 Long DBT CORP US N 2 2032-01-15 Fixed 10.88000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 31279439.00000000 OU Notional Amount -11000.36000000 -0.00059191295 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-09-17 566.15000000 ZAR 0.00000000 ZAR 31279439.00000000 ZAR -11031.67000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 2010000.00000000 PA USD 2021684.59000000 0.108783830860 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 26192000000.00000000 PA 1582441.24000000 0.085148801672 Long DBT NUSS ID N 2 2040-08-15 Fixed 7.13000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 282922.00000000 PA USD 223862.03000000 0.012045681768 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 1550000.00000000 PA USD 1521990.37000000 0.081896030567 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 500000.00000000 PA USD 452543.10000000 0.024350668888 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAB7 220000.00000000 PA USD 516395.00000000 0.027786444341 Long DBT CORP US N 2 2027-12-15 Fixed 0.50000000 N N N N Y Axon Enterprise, Inc. USD XXXX N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CF7 224500000.00000000 PA 1481054.11000000 0.079693311505 Long DBT NUSS JM N 2 2030-11-03 Fixed 9.63000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6017000000.00000000 PA 409355.84000000 0.022026826875 Long DBT NUSS ID N 2 2031-07-15 Fixed 9.50000000 N N N N N N BLACKROCK TCP CAP CORP 549300JU1XG1HF56J989 09259EAB4 840000.00000000 PA USD 816057.35000000 0.043910828214 Long DBT CORP US N 2 2026-02-09 Fixed 2.85000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAK5 1980000.00000000 PA USD 1913599.31000000 0.102967923237 Long DBT CORP FI N 2 2031-09-25 Fixed 6.30000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -2058.14000000 -0.00011074544 N/A DFE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 7849305000.00000000 COP 1851251.18000000 USD 2025-06-18 -2058.14000000 N N N 37 Capital CLO Ltd 254900CWCIZKD1LSOX71 883932AS4 1280000.00000000 PA USD 1270864.64000000 0.068383329787 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.80000000 N N N N N N ORGANON & CO/ORGANON FOR N/A 68622TAA9 1660000.00000000 PA USD 1552571.52000000 0.083541556613 Long DBT CORP US N 2 2028-04-30 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 6560000.00000000 PA USD 6611890.65000000 0.355775969057 Long DBT UST US N 2 2029-11-30 Fixed 4.13000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAR2 280000.00000000 PA USD 312418.40000000 0.016810767886 Long DBT CORP NL N 2 2031-09-15 Fixed 8.13000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 810000.00000000 PA USD 830898.00000000 0.044709381444 Long DBT CORP US N 2 2033-11-01 Fixed 8.38000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 1730000.00000000 PA USD 1778465.95000000 0.095696598792 Long DBT CORP US N 2 2031-04-30 Fixed 7.13000000 N N N N N N ENERGIZER GAMMA ACQ BV 5493002SUYZDHEQ3JN34 000000000 1065000.00000000 PA 1073392.12000000 0.057757628171 Long DBT CORP NL N 2 2029-06-30 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2277.64000000 -0.00012255640 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 35359900.00000000 THB 1040088.83000000 USD 2025-04-03 -2277.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20381.18000000 0.001096680881 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15199950.00000000 PLN 3939026.67000000 USD 2025-04-08 20381.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 227810.91000000 0.012258165108 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 72354832210.00000000 COP 17486093.55000000 USD 2025-04-02 227810.91000000 N N N GLOBAL AUTO HO/AAG FH UK N/A 00033GAA3 250000.00000000 PA USD 225800.50000000 0.012149987946 Long DBT CORP GB N 2 2029-01-15 Fixed 8.38000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1900.41000000 0.000102258226 N/A DFE CN N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 517977.69000000 USD 3770000.00000000 CNY 2025-04-02 1900.41000000 N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AL2 880000.00000000 PA USD 899169.04000000 0.048382944226 Long DBT CORP US N 2 2030-09-30 Fixed 7.13000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -18017.45000000 -0.00096949209 N/A DFE SG N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1892921.00000000 USD 2510000.00000000 SGD 2025-06-18 -18017.45000000 N N N Bank N/A 06541MBN3 1280000.00000000 PA USD 1232652.29000000 0.066327180257 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.49000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP KY N 2 2025-09-20 None 0.00000000 Y N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -250.11000000 -0.00001345804 N/A DFE CZ N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 483895.84000000 USD 11170000.00000000 CZK 2025-06-18 -250.11000000 N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 735000.00000000 PA 766873.81000000 0.041264335322 Long DBT CORP NL N 2 2027-03-31 Fixed 1.88000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 326979800.00000000 OU Notional Amount 71339.96000000 0.003838696788 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-16 0.00000000 MXN 0.00000000 MXN 326979800.00000000 MXN 71339.96000000 N N N BENCHMARK Mortgage Trust N/A 08163VAL1 630000.00000000 PA USD 554605.07000000 0.029842471188 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 4.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 5844.51000000 0.000314484361 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1402075.00000000 CAD 980062.18000000 USD 2025-04-02 5844.51000000 N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC -3574.66000000 -0.00019234712 N/A DFE US N 2 NatWest Markets PLC RR3QWICWWIPCS8A4S074 1443961.00000000 EUR 1559176.09000000 USD 2025-05-07 -3574.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5960.92000000 -0.00032074820 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1245316.00000000 PLN 315162.34000000 USD 2025-04-02 -5960.92000000 N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAD2 1400000.00000000 PA USD 1414364.00000000 0.076104816207 Long DBT CORP TR N 2 2029-05-20 Fixed 7.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -15470.01000000 -0.00083241815 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 23300000.00000000 EGP 412389.38000000 USD 2025-09-17 -15470.01000000 N N N Renew Financial N/A 75975DAB0 777261.05000000 PA USD 760783.43000000 0.040936621063 Long ABS-O CORP KY N 2 2060-11-20 Fixed 6.83000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -1654.41000000 -0.00008902133 N/A DFE XX N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 984636.93000000 USD 910000.00000000 EUR 2025-04-02 -1654.41000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFA1 214450000.00000000 PA 3538081.15000000 0.190378866859 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 96236100.00000000 PA 4586670.03000000 0.246801869699 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 2586000.00000000 PA 588522.94000000 0.031667541157 Long DBT NUSS MY N 2 2027-03-15 Fixed 3.89000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 101.00000000 NC -115237.41000000 -0.00620075306 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G M5 Comdty 2025-06-26 9349969.38000000 GBP -115237.41000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 4343000.00000000 PA 1046249.47000000 0.056297122679 Long DBT NUSS PL N 2 2028-04-25 Fixed 2.75000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1161.80000000 0.000062514724 N/A DFE PH N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 667665.09000000 USD 38340000.00000000 PHP 2025-06-18 1161.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2654.84000000 0.000142852978 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13670000.00000000 MXN 667677.77000000 USD 2025-05-07 2654.84000000 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 300000.00000000 PA USD 238140.12000000 0.012813964484 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 1400000.00000000 PA USD 1485805.13000000 0.079948956801 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 1270000.00000000 PA USD 1344288.65000000 0.072334166195 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 7.39000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 1090000.00000000 PA USD 1121667.88000000 0.060355274775 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.24000000 N N N N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 1910056.17000000 PA USD 1229598.66000000 0.066162868984 Long DBT NUSS AR N 2 2037-09-01 Fixed 6.63000000 N N N N N N CFK Trust N/A 12529AAL8 425000.00000000 PA USD 230955.75000000 0.012427384255 Long ABS-MBS CORP US N 2 2039-03-15 Variable 3.46000000 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAN4 515000.00000000 PA USD 514432.28000000 0.027680833307 Long DBT CORP US N 2 2035-03-17 Fixed 5.70000000 N N N N N N OCP CLO Ltd 254900QIJ8IQOK988683 67110DBL0 630000.00000000 PA USD 631643.04000000 0.033987769391 Long ABS-CBDO CORP KY N 2 2036-04-26 Floating 8.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AT3 2090000.00000000 PA USD 2036046.65000000 0.109556631876 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.63000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1517200000.00000000 PA 291739.78000000 0.015698082203 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 425000.00000000 PA USD 418650.30000000 0.022526947897 Long DBT CORP US N 2 2029-03-11 Fixed 4.38000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 5403.65000000 0.000290762342 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 11920000.00000000 CZK 521021.67000000 USD 2025-05-07 5403.65000000 N N N AGL CLO Ltd. 254900LDCU83O7QV9777 00852KAA2 8855000.00000000 PA USD 8843532.78000000 0.475857301828 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.85000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAK1 395000.00000000 PA USD 394956.55000000 0.021252022568 Long DBT CORP JP N 2 2027-07-27 Fixed 4.37000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGL2 490000.00000000 PA USD 345115.49000000 0.018570149506 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 325000.00000000 PA USD 340282.35000000 0.018310085455 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 385000.00000000 PA USD 379133.76000000 0.020400621850 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 171500.00000000 PA USD 146632.50000000 0.007890076007 Long DBT CORP US N 2 2028-06-28 Fixed 10.63000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 22480.65000000 0.001209650228 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 37581600.00000000 ZAR 2064920.47000000 USD 2025-04-08 22480.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 73891000.00000000 OU Notional Amount 12837.65000000 0.000690774789 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-03-19 824.26000000 INR 0.00000000 INR 73891000.00000000 INR 12828.11000000 N N N Palmer Square Loan Funding Ltd N/A 69703NAE4 1030000.00000000 PA USD 1026137.50000000 0.055214927586 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.10000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492JAW2 280000.00000000 PA USD 260162.76000000 0.013998969878 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 000000000 1600000.00000000 PA 1743443.72000000 0.093812104859 Long DBT CORP DE N 2 2025-10-09 Fixed 6.13000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 560000.00000000 PA USD 523893.51000000 0.028189927975 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11528.76000000 0.000620345371 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 34833400.00000000 CNY 4805621.71000000 USD 2025-04-01 11528.76000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1560000.00000000 PA USD 1548975.96000000 0.083348084895 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 2130000.00000000 PA USD 1754268.00000000 0.094394543213 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.88000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -73709.53000000 -0.00396619981 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 61330000.00000000 TRY 1396227.70000000 USD 2025-06-18 -73709.53000000 N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 510000.00000000 PA USD 542322.78000000 0.029181579492 Long DBT CORP CL N 2 2029-05-08 Fixed 8.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 8191.68000000 0.000440782076 N/A DFE RO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 204465.78000000 USD 980000.00000000 RON 2025-04-02 8191.68000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 11904.96000000 0.000640588132 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 536341.55000000 USD 46860000.00000000 INR 2025-04-02 11904.96000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 32564900.00000000 PA 1304106.66000000 0.070172033276 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -22697.98000000 -0.00122134443 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7172130.38000000 USD 118440561141.00000000 IDR 2025-04-08 -22697.98000000 N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDZ8 1005000.00000000 PA USD 1012537.50000000 0.054483131881 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAS2 810000.00000000 PA USD 800165.95000000 0.043055735694 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBN0 430000.00000000 PA USD 452597.79000000 0.024353611675 Long DBT CORP BM N 2 2029-01-15 Fixed 8.13000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DR3 1540000.00000000 PA USD 1636365.50000000 0.088050385632 Long DBT CORP US N 2 2028-05-15 Fixed 7.15000000 N N N N N N National Collegiate Student Loan Trust 635400VQIBXGEB9ZUC59 63543LAD7 501914.33000000 PA USD 489317.84000000 0.026329462769 Long ABS-O CORP US N 2 2033-01-25 Floating 4.72000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AV5 780000.00000000 PA USD 775017.06000000 0.041702511452 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAN8 2375000.00000000 PA USD 2375659.06000000 0.127830668860 Long DBT CORP CA N 2 2032-08-15 Fixed 6.63000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 734.33000000 0.000039513201 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 199310000.00000000 HUF 532757.18000000 USD 2025-06-18 734.33000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 482.74000000 0.000025975519 N/A DFE GB N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 539052.62000000 USD 418015.00000000 GBP 2025-04-16 482.74000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 5550000.00000000 PA 711903.45000000 0.038306462282 Long DBT NUSS BR N 2 2027-07-01 None 0.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 68432400.00000000 PA 3062861.62000000 0.164808013112 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N KNDR Trust 2021-KIND N/A 482606AN0 624868.50000000 PA USD 610827.70000000 0.032867727008 Long ABS-MBS CORP US N 2 2038-08-15 Floating 6.74000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 1045000.00000000 PA USD 704575.59000000 0.037912161070 Long DBT CORP NL N 2 2050-08-03 Fixed 4.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 340000.00000000 PA USD 351052.04000000 0.018889586403 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2113000.00000000 PA 357159.49000000 0.019218219173 Long DBT NUSS BR N 2 2025-07-01 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -15701.32000000 -0.00084486459 N/A DFE CO N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1745156.75000000 USD 7250690000.00000000 COP 2025-04-02 -15701.32000000 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 455000.00000000 PA USD 444878.98000000 0.023938274027 Long DBT CORP US N 2 2030-08-01 Fixed 4.63000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 5619.99000000 0.000302403275 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 414052.56000000 USD 7740000.00000000 ZAR 2025-05-07 5619.99000000 N N N YPF ENERGIA ELECTRICA SA 5493002XN8FRTYQLR778 98424MAB9 2745000.00000000 PA USD 2687080.50000000 0.144587791817 Long DBT CORP AR N 2 2032-10-16 Fixed 7.88000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 3314365.00000000 OU Notional Amount -101472.25000000 -0.00546007034 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 3314365.00000000 BRL -101472.25000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BV3 1110000.00000000 PA USD 1110168.42000000 0.059736505993 Long DBT CORP LR N 2 2033-02-01 Fixed 6.00000000 N N N N N N Falcon Aerospace Limited N/A 000000000 53515.14000000 PA USD 52766.29000000 0.002839275322 Long ABS-O CORP GB N 2 2042-02-15 Fixed 4.58000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 335.00000000 NC 145436.65000000 0.007825729103 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMM5 Comdty 2025-06-16 37507586.58000000 AUD 145436.65000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 1917.10000000 0.000103156290 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 3270000.00000000 ZAR 178615.32000000 USD 2025-06-18 1917.10000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 720000.00000000 PA USD 710612.14000000 0.038236978818 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 380000.00000000 PA USD 318226.82000000 0.017123310299 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 2020000.00000000 PA USD 1704481.17000000 0.091715588187 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.66000000 N N N N N N WW INTERNATIONAL INC SGT8R1MU6ESIC7UJC518 98262PAA9 800000.00000000 PA USD 204853.92000000 0.011022883734 Long DBT CORP US N 2 2029-04-15 Fixed 4.50000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AG7 75238.00000000 PA USD 54635.58000000 0.002939859027 Long DBT CORP US N 2 2030-12-31 Fixed 5.75000000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AE5 1170000.00000000 PA USD 1031039.80000000 0.055478713033 Long DBT CORP LU N 2 2032-01-18 Fixed 4.20000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAC7 1120000.00000000 PA USD 1018892.48000000 0.054825083871 Long DBT CORP KY N 2 2030-10-28 Fixed 3.05000000 N N N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 1050000.00000000 PA USD 1012353.56000000 0.054473234344 Long DBT NUSS KE N 2 2028-02-28 Fixed 7.25000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSJ9 1100000.00000000 PA USD 1150313.45000000 0.061896650150 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 9.09000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 1665000.00000000 PA USD 1708194.93000000 0.091915420071 Long DBT CORP US N 2 2030-04-01 Fixed 6.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1978.67000000 0.000106469279 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 420540000.00000000 CLP 443733.97000000 USD 2025-04-02 1978.67000000 N N N Republic of Kenya Government International Bonds 549300VVURQQYU45PR87 000000000 265000.00000000 PA USD 238443.75000000 0.012830302361 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828M56 2708600.00000000 PA USD 2677571.74000000 0.144076139631 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BK3 1360000.00000000 PA USD 1418412.00000000 0.076322633046 Long DBT CORP CH N 2 2031-04-12 Fixed 7.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875CE0 340000.00000000 PA USD 354953.09000000 0.019099496082 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 237500.00000000 PA USD 190035.63000000 0.010225533663 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 600000.00000000 PA USD 532073.10000000 0.028630059506 Long DBT CORP US N 2 2031-01-14 Fixed 3.13000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 730000.00000000 PA USD 733395.58000000 0.039462921725 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1752.99000000 0.000094325775 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 519350.29000000 USD 44540000.00000000 INR 2025-04-02 1752.99000000 N N N LADDER CAP FIN LLLP/CORP N/A 505742AR7 1590000.00000000 PA USD 1633073.10000000 0.087873226501 Long DBT US N 2 2031-07-15 Fixed 7.00000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AF2 1820000.00000000 PA USD 1826655.47000000 0.098289604951 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -2305.44000000 -0.00012405228 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 920000.00000000 RON 197332.17000000 USD 2025-04-02 -2305.44000000 N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 1225000.00000000 PA USD 1225268.52000000 0.065929870612 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 74103211.00000000 PA 3705452.66000000 0.199384878046 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 45.00000000 NC USD 21432.81000000 0.001153267522 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 4845598.44000000 USD 21432.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1836.12000000 -0.00009879887 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 65000000.00000000 NGN 39393.94000000 USD 2025-05-20 -1836.12000000 N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 37292.00000000 PA USD 33143.27000000 0.001783389899 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 2290799.00000000 OU Notional Amount -23463.61000000 -0.00126254183 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 2290799.00000000 BRL -23463.61000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 703.00000000 0.000037827380 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 581160000.00000000 CLP 611181.22000000 USD 2025-04-02 703.00000000 N N N ARCOS DORADOS BV 549300T91OYP6I7P8G39 03965TAC7 1340000.00000000 PA USD 1370820.00000000 0.073761778547 Long DBT CORP NL N 2 2032-01-29 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10681.89000000 0.000574776560 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 38520000.00000000 MXN 1874454.56000000 USD 2025-06-18 10681.89000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 6620000.00000000 PA USD 6640687.50000000 0.357325484582 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 39053.22000000 0.002101395489 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3110000.00000000 AUD 1977596.13000000 USD 2025-05-07 39053.22000000 N N N Marks & Spencer PLC 213800CN1RI3UCIZWB95 57069PAA0 490000.00000000 PA USD 527692.13000000 0.028394326048 Long DBT CORP GB N 2 2037-12-01 Fixed 7.13000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 213794.58000000 0.011503967307 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 68896672210.00000000 COP 16571260.39000000 USD 2025-05-07 213794.58000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 45331000000.00000000 PA 2655321.06000000 0.142878863745 Long DBT NUSS ID N 2 2034-02-15 Fixed 6.63000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598V1 800000.00000000 PA USD 828265.60000000 0.044567735928 Long DBT CORP CA N 2 2084-01-27 Fixed 8.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 1597000.00000000 PA 395162.45000000 0.021263101739 Long DBT NUSS MY N 2 2046-03-15 Fixed 4.74000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 1450000.00000000 PA USD 1354302.51000000 0.072872997058 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -137412.98000000 -0.00739398739 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4563961.00000000 EUR 4792580.30000000 USD 2025-04-02 -137412.98000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 16237.06000000 0.000873691968 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2497040.37000000 USD 4032727.01000000 AUD 2025-04-16 16237.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2037.06000000 0.000109611158 N/A DFE TH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 659422.04000000 USD 22440000.00000000 THB 2025-04-02 2037.06000000 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 670000.00000000 PA USD 667939.28000000 0.035940815901 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 91734JAB6 1340000.00000000 PA USD 1354405.00000000 0.072878511892 Long DBT CORP LU N 2 2032-01-27 Fixed 7.50000000 N N N N N N TKC HOLDINGS INC N/A 87256YAA1 440000.00000000 PA USD 440236.59000000 0.023688473949 Long DBT CORP US N 2 2029-05-15 Fixed 10.50000000 N N N N N N Heathrow Funding Ltd 7TI96JO3DYEIQWZ7Z726 000000000 545000.00000000 PA 722652.76000000 0.038884866612 Long DBT CORP JE N 2 2026-12-03 Fixed 6.75000000 N N N N N N Balboa Bay Loan Funding Ltd 549300USDGJ8GD3PWY07 05766EAG7 550000.00000000 PA USD 550624.25000000 0.029628269204 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 8.29000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 1550000.00000000 PA USD 1511214.04000000 0.081316172331 Long DBT CORP CO N 2 2036-01-19 Fixed 8.38000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 1070000.00000000 PA USD 975775.10000000 0.052505001997 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5941.08000000 -0.00031968064 N/A DFE TW N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 599571.08000000 USD 19710000.00000000 TWD 2025-04-02 -5941.08000000 N N N Citigroup Commercial Mortgage Trust N/A 17326FAD9 270000.00000000 PA USD 261676.44000000 0.014080418740 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 9641.80000000 0.000518810869 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 34232583.00000000 MYR 7745906.16000000 USD 2025-06-18 9641.80000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 1340000.00000000 PA USD 1315069.30000000 0.070761916575 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.88000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11830.54000000 -0.00063658370 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3830000.00000000 BRL 656855.57000000 USD 2025-04-02 -11830.54000000 N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 000000000 965000.00000000 PA USD 974804.40000000 0.052452770078 Long DBT CORP TR N 2 2029-05-20 Fixed 7.38000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6291.41000000 -0.00033853138 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2905251.42000000 USD 59915000.00000000 MXN 2025-06-18 -6291.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 585000000.00000000 OU Notional Amount 9363.69000000 0.000503846185 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-06-18 21607.44000000 INR 0.00000000 INR 585000000.00000000 INR 9114.76000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 3040000.00000000 PA USD 3521621.03000000 0.189493172365 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AE8 990000.00000000 PA USD 1005513.30000000 0.054105170161 Long DBT CORP AR N 2 2031-09-10 Fixed 7.95000000 N N N N N N ARCTIC CANADIAN DIAMONDS N/A 000000000 1282.00000000 NS USD 61943.80000000 0.003333103440 Long STIV CORP US N 3 N N N MSWF Commercial Mortgage Trust N/A 55376CAD5 490000.00000000 PA USD 498074.81000000 0.026800662256 Long ABS-MBS CORP US N 2 2056-05-15 Fixed 5.47000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1843.22000000 -0.00009918091 N/A DFE CL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 413357.85000000 USD 391751638.00000000 CLP 2025-04-02 -1843.22000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1095000.00000000 OU Notional Amount USD -56772.44000000 -0.00305484027 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 American Airlines Group, Inc. American Airlines Group, Inc. Y sell protection 2029-12-20 49140.61000000 USD 0.00000000 USD 1095000.00000000 USD -105913.05000000 N N N Apex Credit CLO LLC 549300WAK1RS0910RU63 03756ABL0 720000.00000000 PA USD 720000.00000000 0.038742125555 Long ABS-CBDO CORP BM N 2 2035-04-20 Floating 8.61000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BP6 5268328.76000000 PA 126829.35000000 0.006824498058 Long DBT NUSS UY N 2 2045-05-16 Fixed 3.40000000 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871NAC5 400000.00000000 PA USD 423928.41000000 0.022810955120 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AT5 3340000.00000000 PA USD 3819311.18000000 0.205511435098 Long DBT CORP US N 2 2034-11-02 Fixed 7.96000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -14394.82000000 -0.00077456378 N/A DFE MY N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 4843827.92000000 USD 21370000.00000000 MYR 2025-06-18 -14394.82000000 N N N Republic of Peru 254900STKLK2DBJJZ530 000000000 18944000.00000000 PA 5094205.91000000 0.274111618014 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36269JAL2 900000.00000000 PA USD 931584.60000000 0.050127177137 Long ABS-MBS CORP US N 2 2041-03-10 Variable 8.37000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 420000.00000000 PA USD 409977.12000000 0.022060257024 Long DBT CORP BM N 2 2028-02-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAM7 720000.00000000 PA USD 672901.20000000 0.036207809412 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.35000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 18434.85000000 0.000991951768 N/A DFE MX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3535092.57000000 USD 72837400.77000000 MXN 2025-04-16 18434.85000000 N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 1640000.00000000 PA USD 1654326.55000000 0.089016842930 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BT7 414000.00000000 PA USD 415827.40000000 0.022375051861 Long DBT CORP CA N 2 2027-04-15 Fixed 7.88000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 4939.96000000 0.000265811875 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 35680000.00000000 THB 1056671.72000000 USD 2025-04-02 4939.96000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 8396.75000000 0.000451816587 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1732530000.00000000 COP 421644.79000000 USD 2025-04-02 8396.75000000 N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 355000.00000000 PA USD 350052.44000000 0.018835799418 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 1810000.00000000 PA USD 1670620.55000000 0.089893598754 Long DBT CORP US N 2 2029-03-01 Fixed 3.63000000 N N N N N N ENDO FINANCE HOLDINGS N/A 29281RAA7 730000.00000000 PA USD 761956.46000000 0.040999740057 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 58713.75000000 0.003159299269 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 30773583.00000000 PEN 8454520.28000000 USD 2025-05-07 58713.75000000 N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 330000.00000000 PA USD 397938.75000000 0.021412490299 Long DBT CORP KY N 2 2028-06-01 Fixed 3.50000000 N N N N N Seagate Technology Holdings PLC USD XXXX N N N United States Treasury 254900HROIFWPRGM1V77 91282CLS8 65540000.00000000 PA USD 65712810.63000000 3.535908277816 Long DBT UST US N 2 2026-10-31 Fixed 4.13000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 850000.00000000 PA USD 847304.57000000 0.045592194492 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 15692.14000000 0.000844370636 N/A DFE EG N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 943175.29000000 USD 48924200.00000000 EGP 2025-04-22 15692.14000000 N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 1302001000.00000000 PA 823145.21000000 0.044292215383 Long DBT NUSS NG N 2 2025-05-20 None 0.00000000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 12116LAA7 800000.00000000 PA USD 795647.04000000 0.042812579890 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFD5 112850000.00000000 PA 1834105.42000000 0.098690475643 Long DBT NUSS DO N 2 2037-03-15 Fixed 10.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 19064.80000000 0.001025848437 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 48870000.00000000 CZK 2135069.00000000 USD 2025-06-18 19064.80000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 800000.00000000 PA USD 779510.00000000 0.041944269849 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AP2 600000.00000000 PA USD 585734.70000000 0.031517510124 Long DBT CORP US N 2 2029-07-15 Fixed 5.13000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -50386.26000000 -0.00271120945 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 201211732.00000000 ZAR 10889850.04000000 USD 2025-04-02 -50386.26000000 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBY0 430000.00000000 PA USD 466571.50000000 0.025105516157 Long DBT CORP US N 2 2026-04-15 Fixed 4.13000000 N N N N Y Duke Energy Corp. USD XXXX N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -17158.40000000 -0.00092326789 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2966105.96000000 USD 2730000.00000000 EUR 2025-04-02 -17158.40000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 309000.00000000 OU Notional Amount USD -19805.95000000 -0.00106572861 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 American Airlines Group, Inc. American Airlines Group, Inc. Y sell protection 2030-06-20 0.00000000 USD -14537.12000000 USD 309000.00000000 USD -5268.83000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 OU Notional Amount USD -56946.80000000 -0.00306422232 N/A DE US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Long Western Asset Management Emerging Markets Frontier Index JPEIFNTR Index 2025-07-03 3412000.00000000 USD -56946.80000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 268.78000000 0.000014462650 N/A DFE ID N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3376831.78000000 USD 56035822000.00000000 IDR 2025-05-08 268.78000000 N N N ARDAGH METAL PACKAGING N/A 03969YAC2 760000.00000000 PA USD 750049.09000000 0.040359022246 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 363030000.00000000 PA 809882.41000000 0.043578563907 Long DBT NUSS HU N 2 2029-05-23 Fixed 2.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 3363000.00000000 PA 762292.92000000 0.041017844467 Long DBT NUSS MY N 2 2033-04-15 Fixed 3.84000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -7330.73000000 -0.00039445564 N/A DFE CL N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 372191.36000000 USD 347537408.00000000 CLP 2025-06-18 -7330.73000000 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBY0 2250000.00000000 PA USD 2381989.10000000 0.128171278866 Long DBT CORP CA N 2 2030-11-15 Fixed 6.20000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 1500000.00000000 PA USD 1523455.50000000 0.081974867026 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N Trinidad & Tobago Government International Bonds N/A 000000000 310000.00000000 PA USD 304575.00000000 0.016388726237 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 26700.37000000 0.001436707065 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4485181247.00000000 KRW 3085355.47000000 USD 2025-06-18 26700.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -90465.55000000 -0.00486781624 N/A DFE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 6793394.08000000 USD 11822000.00000000 NZD 2025-05-19 -90465.55000000 N N N AES PANAMA GENERATION HL N/A 00109AAB3 1095132.95000000 PA USD 978424.08000000 0.052647539658 Long DBT CORP PA N 2 2030-05-31 Fixed 4.38000000 N N N N N N Bluemountain CLO Ltd N/A 09630LAE2 850000.00000000 PA USD 827175.80000000 0.044509095416 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 11.42000000 N N N N N N Angola Government International Bonds 549300QHR2R3J8JSGK83 000000000 1055000.00000000 PA USD 937879.18000000 0.050465879093 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 1100000.00000000 PA USD 1131088.20000000 0.060862168137 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -1472.29000000 -0.00007922172 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8527660.11000000 USD 49145757.96000000 BRL 2025-05-05 -1472.29000000 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AP5 5919000000.00000000 PA 742024.93000000 0.039927254171 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N CHS/COMMUNITY HEALTH SYS 5493007X5NC5XI1BB106 12543DBM1 1150000.00000000 PA USD 950163.82000000 0.051126897239 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 98857.00000000 PA USD 56562.61000000 0.003043549636 Long DBT NUSS UA N 2 2036-02-01 Variable 3.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 1710000.00000000 PA USD 1770988.45000000 0.095294245676 Long DBT CORP US N 2 2055-02-01 Fixed 6.88000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 94446000.00000000 OU Notional Amount USD 4793580.29000000 0.257935402021 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S44 2I65BRAD4 Y sell protection 2030-06-20 5605338.64000000 USD 0.00000000 USD 94446000.00000000 USD -811758.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2485227.00000000 OU Notional Amount -15853.05000000 -0.00085302896 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 2485227.00000000 BRL -15853.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4510.03000000 0.000242677984 N/A DFE PH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2115462.01000000 USD 121315400.00000000 PHP 2025-04-03 4510.03000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -40.00000000 NC USD -17256.72000000 -0.00092855835 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 -8269618.32000000 USD -17256.72000000 N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 1500000.00000000 PA USD 1543546.50000000 0.083055933755 Long DBT CORP MA N 2 2034-05-02 Fixed 6.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 445000.00000000 PA USD 395836.06000000 0.021299347688 Long DBT CORP GB N 2 2031-03-17 Fixed 2.88000000 N N N N N N Freddie Mac - SCRT N/A 35563PBH1 92789.29000000 PA USD 92281.01000000 0.004965503438 Long ABS-MBS USGSE US N 2 2056-08-25 Variable 4.00000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 665000.00000000 PA USD 684152.00000000 0.036813198170 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6210000.00000000 PA 840783.32000000 0.045241295761 Long DBT NUSS CN N 2 2035-02-15 Fixed 1.61000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 000000000 1055000.00000000 PA USD 951610.00000000 0.051204714027 Long DBT NUSS HN N 2 2030-06-24 Fixed 5.63000000 N N N N N N Arctic Canadian Diamond Company Ltd N/A 000000000 1268285.04000000 PA USD 1215904.87000000 0.065426026579 Long LON CORP US N 3 2027-12-31 Fixed 10.00000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAC4 2045000.00000000 PA USD 2078384.63000000 0.111834775399 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BC7 2880000.00000000 PA USD 2741502.24000000 0.147516144434 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.88000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 37320000.00000000 PA 1387177.37000000 0.074641944216 Long DBT NUSS CZ N 2 2032-06-23 Fixed 1.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -6588.84000000 -0.00035453564 N/A DFE XX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1248819.50000000 USD 1150000.00000000 EUR 2025-04-02 -6588.84000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 240000.00000000 PA USD 206844.48000000 0.011129992798 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VBD6 1210000.00000000 PA USD 1171745.61000000 0.063049882696 Long ABS-MBS CORP US N 2 2048-04-10 Variable 3.76000000 N N N N N N SATURN OIL & GAS INC 549300G6BWJ7K6PIIY73 80412LAA5 1951000.00000000 PA USD 1888627.60000000 0.101624232787 Long DBT CORP CA N 2 2029-06-15 Fixed 9.63000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6770000.00000000 PA 1015912.93000000 0.054664758732 Long DBT NUSS CN N 2 2030-11-19 Fixed 3.27000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 450000.00000000 PA USD 303739.86000000 0.016343788600 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 33388100.00000000 PA 1612770.12000000 0.086780753445 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 44422.71000000 0.002390319733 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 45856800.08000000 MXN 2284093.72000000 USD 2025-04-08 44422.71000000 N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 492164.31000000 PA USD 493227.24000000 0.026539821749 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.99000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC 1988.65000000 0.000107006288 N/A DFE HU N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 58731.91000000 USD 22700000.00000000 HUF 2025-05-07 1988.65000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -14027.52000000 -0.00075479991 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 119710000.00000000 THB 3533874.54000000 USD 2025-06-18 -14027.52000000 N N N BRF SA 254900MTXR9LUVQFU480 000000000 1160000.00000000 PA USD 939685.38000000 0.050563068020 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N N 200 PARK FUNDING TRUST N/A 901928AA9 1880000.00000000 PA USD 1867057.08000000 0.100463555295 Long DBT CORP US N 2 2055-02-15 Fixed 5.74000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 263.00000000 NC -272924.48000000 -0.01468565898 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 34134950.93000000 EUR -272924.48000000 N N N HOWDEN UK REFINANCE / US N/A 44287GAA4 1075000.00000000 PA USD 1086106.03000000 0.058441744695 Long DBT CORP GB N 2 2031-02-15 Fixed 7.25000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DN5 548000.00000000 PA USD 473795.32000000 0.025494219131 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 000000000 2450000.00000000 PA 711115.40000000 0.038264058487 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 690000.00000000 PA USD 682063.42000000 0.036700814797 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3517.39000000 0.000189265506 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 688043.38000000 USD 59133200.00000000 INR 2025-04-08 3517.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1347000000.00000000 OU Notional Amount 5619.50000000 0.000302376909 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2027-06-18 146760.95000000 INR 0.00000000 INR 1347000000.00000000 INR 3928.73000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 5790000.00000000 PA 837280.38000000 0.045052807787 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 259610000.00000000 PA 430221.37000000 0.023149569907 Long DBT NUSS HU N 2 2051-04-28 Fixed 4.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 14378000.00000000 PA 2905997.53000000 0.156367390515 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5064.71000000 -0.00027252448 N/A DFE PE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 551177.07000000 USD 2000000.00000000 PEN 2025-04-02 -5064.71000000 N N N BORGWARNER INC 549300DSFX2IE88NSX47 099724AP1 495000.00000000 PA USD 495924.29000000 0.026684945984 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 1240000.00000000 PA USD 1180610.99000000 0.063526915564 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 605000.00000000 PA USD 599820.69000000 0.032275456226 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N ACCELERATE360 HOLD LLC N/A 00456LAC6 1683565.00000000 PA USD 1750907.60000000 0.094213725104 Long DBT CORP US N 2 2031-12-01 Fixed 11.00000000 N N Y N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 2333.09000000 0.000125540091 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1500000.00000000 PLN 389130.41000000 USD 2025-04-02 2333.09000000 N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 77342JAA1 620451.59000000 PA USD 620556.45000000 0.033391216527 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 5.68000000 N N N N N N COMM Mortgage Trust N/A 12624PAL9 290249.12000000 PA USD 272585.86000000 0.014667438351 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.92000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAF8 860000.00000000 PA USD 674887.59000000 0.036314694093 Long DBT CORP FR N 2 2029-07-15 Fixed 5.13000000 N N N N N N Fannie Mae - CAS N/A 20754CAF6 260000.00000000 PA USD 268557.90000000 0.014450699834 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 7.70000000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 1745000.00000000 PA USD 1817741.79000000 0.097809973132 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 5658000.00000000 PA 1276738.55000000 0.068699396118 Long DBT NUSS MY N 2 2028-04-20 Fixed 3.52000000 N N N N N N PRIMO / TRITON WATER HLD N/A 74168RAC7 290000.00000000 PA USD 289475.79000000 0.015576260279 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C43 1395000.00000000 PA USD 1410471.12000000 0.075895346143 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 15988.57000000 0.000860321092 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5634291000.00000000 COP 1358970.33000000 USD 2025-04-07 15988.57000000 N N N GHANA GOVERNMENT BOND 213800PP4399SNNXZ126 000000000 10464590.00000000 PA 436204.25000000 0.023471499751 Long DBT NUSS GH N 2 2029-02-13 Fixed 8.65000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 530000.00000000 PA USD 504207.55000000 0.027130655844 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N GEO GROUP INC/THE 54930024XOXET7NQVZ63 36162JAH9 1150000.00000000 PA USD 1250995.30000000 0.067314190252 Long DBT CORP US N 2 2031-04-15 Fixed 10.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -41536.78000000 -0.00223503214 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 675667418.00000000 THB 19874967.80000000 USD 2025-04-02 -41536.78000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -44786.63000000 -0.00240990172 N/A DFE HU N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2836578.60000000 USD 1045880000.00000000 HUF 2025-06-18 -44786.63000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBN4 1515000.00000000 PA USD 1515723.87000000 0.081558839554 Long DBT CORP GB N 2 2025-12-15 Fixed 6.13000000 N N N N N N ARES Commercial Mortgage Trust N/A 04021EAA4 820000.00000000 PA USD 819187.22000000 0.044079241848 Long ABS-MBS CORP US N 2 2034-10-15 Floating 5.76000000 N N N N N N BRAVO Residential Funding Trust N/A 10569JAC4 192327.91000000 PA USD 191771.77000000 0.010318952765 Long ABS-MBS CORP US N 2 2062-07-25 Variable 5.50000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 466370000.00000000 PA 798424.77000000 0.042962045397 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.00000000 N N N N N N The Federal Republic of Nigeria 549300G1JG004Y3K8S97 000000000 416642000.00000000 PA 263407.53000000 0.014173566110 Long DBT NUSS NG N 2 2025-05-20 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 486.00000000 NC USD -36490.82000000 -0.00196351656 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 100722022.56000000 USD -36490.82000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 9525000.00000000 PA 2109116.49000000 0.113488410925 Long DBT NUSS RO N 2 2031-07-27 Fixed 7.65000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 000000000 790000.00000000 PA 891390.51000000 0.047964393135 Long DBT CORP US N 2 2028-11-15 Fixed 9.63000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 7975000.00000000 PA 1169790.83000000 0.062944698902 Long DBT NUSS BR N 2 2026-07-01 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 215628.75000000 0.011602661258 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 9645220.58000000 USD 847540000.00000000 INR 2025-06-18 215628.75000000 N N N SPIRIT AVIATION HLDGS INC N/A 84863V101 24810.67000000 NS USD 396970.66000000 0.021360398821 Long EC CORP US N 2 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 7884000.00000000 PA 182791.38000000 0.009835731381 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 460000.00000000 PA USD 457176.64000000 0.024599992760 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N STONEPEAK NILE PARENT 254900TJV3VAFZD0GU41 861932AA9 755000.00000000 PA USD 770232.13000000 0.041445041510 Long DBT CORP US N 2 2032-03-15 Fixed 7.25000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 82.53000000 0.000004440816 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 50780000.00000000 HUF 135914.70000000 USD 2025-05-07 82.53000000 N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 1820000.00000000 PA USD 534410.06000000 0.028755807836 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 92678.80000000 0.004986907924 N/A DFE BR N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4927658.85000000 USD 29120000.00000000 BRL 2025-06-03 92678.80000000 N N N Morgan Stanley Capital I Trust N/A 61691DAA5 320000.00000000 PA USD 297427.55000000 0.016004132619 Long ABS-MBS CORP US N 2 2040-07-11 Variable 4.28000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -7945.15000000 -0.00042751666 N/A DFE ZA N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 634200.71000000 USD 11550000.00000000 ZAR 2025-05-07 -7945.15000000 N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 37565.00000000 PA USD 19502.81000000 0.001049417102 Long DBT NUSS UA N 2 2030-02-01 Variable 3.00000000 N N N N N N KENYA INFRASTUCTURE BOND 549300VVURQQYU45PR87 000000000 35350000.00000000 PA 314528.22000000 0.016924294152 Long DBT NUSS KE N 2 2030-05-06 Fixed 17.93000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -74070.65000000 -0.00398563114 N/A DFE ZA N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 12261595.16000000 USD 224151732.00000000 ZAR 2025-04-02 -74070.65000000 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 260000.00000000 PA USD 258171.65000000 0.013891831221 Long DBT CORP NL N 2 2026-11-16 Fixed 5.75000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 725000.00000000 PA USD 735620.53000000 0.039582642964 Long DBT CORP US N 2 2032-08-15 Fixed 6.88000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 7120000.00000000 PA 1033615.61000000 0.055617313525 Long DBT NUSS CN N 2 2030-03-25 Fixed 2.80000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AH7 1475000.00000000 PA USD 1276395.82000000 0.068680954328 Long DBT CORP KY N 2 2029-04-15 Fixed 9.63000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -46611.43000000 -0.00250809149 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1350000.00000000 EUR 1411735.50000000 USD 2025-04-03 -46611.43000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 107244000.00000000 OU Notional Amount 17724.41000000 0.000953724052 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 1941.29000000 INR 0.00000000 INR 107244000.00000000 INR 17701.80000000 N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46593EAG0 1030000.00000000 PA USD 1031428.82000000 0.055499645619 Long ABS-MBS CORP US N 2 2039-03-15 Floating 7.25000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAP5 200000.00000000 PA USD 92580.90000000 0.004981640071 Long DBT CORP XX N 2 2027-08-15 Fixed 5.25000000 N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 16245200000.00000000 PA 2941387.70000000 0.158271682750 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.25000000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 370000.00000000 PA USD 545565.00000000 0.029356038512 Long DBT CORP KY N 2 2025-12-01 Fixed 2.38000000 N N N N Y Sea Ltd USD XXXX N N N Neuberger Berman CLO Ltd 5493009EGZQAPYYVLD80 64132YAU6 500000.00000000 PA USD 500444.50000000 0.026928171739 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.39000000 N N N N N N Fannie Mae - CAS N/A 20754AAF0 1260000.00000000 PA USD 1281449.74000000 0.068952898222 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.09000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KU0 1310000.00000000 PA USD 1311000.32000000 0.070542970834 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 16840000.00000000 PA 3540267.97000000 0.190496536380 Long DBT NUSS RO N 2 2029-04-25 Fixed 6.30000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 12951.85000000 0.000696919720 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1000000.00000000 EUR 1093843.00000000 USD 2025-04-14 12951.85000000 N N N Natixis Commercial Mortgage Securities N/A 63875FAA4 271634.33000000 PA USD 257083.18000000 0.013833262274 Long ABS-MBS CORP US N 2 2036-07-15 Floating 5.90000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1834000.00000000 PA 458576.85000000 0.024675335971 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 6866000.00000000 PA 1564981.64000000 0.084209326651 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.90000000 N N N N N N Warwick Capital CLO Ltd N/A 93655PAG2 690000.00000000 PA USD 698366.94000000 0.037578082879 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 8.79000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BT9 560000.00000000 PA USD 414017.90000000 0.022277685366 Long DBT CORP US N 2 2041-11-01 Fixed 3.37000000 N N N N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 375000.00000000 PA USD 448012.50000000 0.024106884063 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2564.41000000 -0.00013798707 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 44540000.00000000 INR 518538.87000000 USD 2025-04-02 -2564.41000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 1750000.00000000 PA USD 1824971.75000000 0.098199006491 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 7131.65000000 0.000383743444 N/A DFE MX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1367575.70000000 USD 28177666.49000000 MXN 2025-04-16 7131.65000000 N N N Palmer Square Loan Funding Ltd N/A 69690CAU7 990000.00000000 PA USD 991001.88000000 0.053324332306 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 7.30000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1824.37000000 0.000098166627 N/A DFE GB N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1008906.93000000 USD 783057.00000000 GBP 2025-04-02 1824.37000000 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 1490000.00000000 PA USD 1464148.80000000 0.078783662001 Long DBT CORP MX N 2 2029-06-27 Fixed 7.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -13185.15000000 -0.00070947324 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 24643583.00000000 PEN 6715897.52000000 USD 2025-04-02 -13185.15000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 167137000.00000000 PA 3480205.31000000 0.187264654275 Long DBT NUSS EG N 2 2027-08-13 Fixed 25.32000000 N N N N N N HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 000000000 4903343.00000000 OU Notional Amount -81509.51000000 -0.00438590509 N/A DIR US N 2 HSBC Securities USA, Inc. CYYGQCGNHMHPSMRL3R97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 4903343.00000000 BRL -81509.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 45847.90000000 0.002467007080 N/A DFE EG N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1639514.11000000 USD 91780000.00000000 EGP 2025-09-17 45847.90000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 13660000.00000000 PA 2030009.10000000 0.109231760320 Long DBT NUSS CN N 2 2033-02-25 Fixed 2.88000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3064216239.00000000 IDR 184369.21000000 USD 2025-06-18 0.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33334.59000000 -0.00179368454 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 479255.74000000 USD 20400000.00000000 TRY 2025-09-17 -33334.59000000 N N N TRANSALTA CORP 984500EE2ADD850F1C96 89346DAH0 830000.00000000 PA USD 862571.01000000 0.046413658847 Long DBT CORP CA N 2 2029-11-15 Fixed 7.75000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149BY5 425000.00000000 PA USD 427103.75000000 0.022981815427 Long DBT NUSS PY N 2 2055-03-04 Fixed 6.65000000 N N N N N N Ukraine Government International Bonds 6354001WLTJXOMEXPY07 000000000 137540.00000000 PA USD 73642.35000000 0.003962584958 Long DBT NUSS UA N 2 2034-02-01 Variable 1.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5090.87000000 -0.00027393211 N/A DFE ID N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 407665.26000000 USD 6716440000.00000000 IDR 2025-05-07 -5090.87000000 N N N Fannie Mae - CAS N/A 20754GAF7 1600000.00000000 PA USD 1622674.88000000 0.087313713800 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.84000000 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 2540000.00000000 PA USD 2512498.15000000 0.135193776090 Long DBT CORP US N 2 2028-02-15 Fixed 8.25000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -20725.86000000 -0.00111522759 N/A DFE CL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1491909.45000000 USD 1400530000.00000000 CLP 2025-04-02 -20725.86000000 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AY6 295000.00000000 PA USD 219195.23000000 0.011794568224 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2G8 1940000.00000000 PA USD 1956912.86000000 0.105298560726 Long DBT CORP US N 2 2027-01-16 Fixed 4.85000000 N N N N N N ABU DHABI COMMERCIAL BNK 213800RWVKKIRX1AUH58 000000000 625000.00000000 PA USD 668463.13000000 0.035969003488 Long DBT CORP AE N 2 2028-11-27 Fixed 8.00000000 N N N N N N PAN AMERICAN ENERGY LLC N/A 69784DAD0 1000000.00000000 PA USD 1074945.00000000 0.057841186326 Long DBT CORP AR N 2 2032-04-30 Fixed 8.50000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 726503AE5 980000.00000000 PA USD 980306.94000000 0.052748853544 Long DBT CORP US N 2 2025-05-01 Variable 8.69000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 174688000.00000000 OU Notional Amount 8166.65000000 0.000439435249 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 3159.55000000 INR 0.00000000 INR 174688000.00000000 INR 8129.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 29961.46000000 0.001612181451 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 357356.10000000 USD 16160000.00000000 TRY 2025-06-18 29961.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 10147.22000000 0.000546006765 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 313630000.00000000 CLP 339599.15000000 USD 2025-04-02 10147.22000000 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 465000.00000000 PA USD 590589.93000000 0.031778762805 Long DBT CORP US N 2 2026-09-01 Fixed 0.38000000 N N N N Y Insulet Corp USD XXXX N N N Symphony CLO Ltd 5493006CLZCEH6WYKR81 87167WAJ4 1000000.00000000 PA USD 1001742.00000000 0.053902242136 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 8.15000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 387271.12000000 0.020838481048 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 16829891.59000000 USD 1471593940.00000000 INR 2025-04-02 387271.12000000 N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 300000.00000000 PA USD 285421.35000000 0.015358096913 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -84.97000000 -0.00000457210 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15140304.00000000 ZAR 818038.81000000 USD 2025-06-18 -84.97000000 N N N SLM Student Loan Trust 549300BLEHJGFV7XSO25 78443CAN4 50000.00000000 PA USD 49332.07000000 0.002654485069 Long ABS-O CORP US N 2 2033-03-15 Variable 7.93000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -464.70000000 -0.00002500481 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 6110000.00000000 CNY 842468.11000000 USD 2025-05-07 -464.70000000 N N N ARDONAGH FINCO LTD 254900D2T84O1K03BA28 000000000 2200000.00000000 PA 2429911.19000000 0.130749895016 Long DBT CORP JE N 2 2031-02-15 Fixed 6.88000000 N N N N N N BANCO BTG PACTUAL/CAYMAN 2549002JHJ73KGETOK78 05971AAK7 975000.00000000 PA USD 993717.08000000 0.053470433166 Long DBT CORP BR N 2 2029-04-08 Fixed 6.25000000 N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 1210000.00000000 PA USD 1252936.85000000 0.067418662160 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -1099.05000000 -0.00005913824 N/A DFE CZ N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 251798.14000000 USD 5790000.00000000 CZK 2025-06-18 -1099.05000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CY9 1790000.00000000 PA USD 1268907.55000000 0.068278021694 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 40472000000.00000000 PA 2426921.62000000 0.130589030715 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAD8 685000.00000000 PA USD 651366.50000000 0.035049059341 Long DBT CORP LU N 2 2035-01-17 Fixed 5.70000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 1045000.00000000 PA USD 1053423.38000000 0.056683140070 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3621721.56000000 OU Notional Amount -45504.84000000 -0.00244854753 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 3621721.56000000 BRL -45504.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1070.06000000 -0.00005757833 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2000000.00000000 PEN 545042.30000000 USD 2025-04-02 -1070.06000000 N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 450000.00000000 PA USD 44325.00000000 0.002385062104 Long DBT CORP KY N 2 2024-01-27 None 0.00000000 Y N N N N N Credit Suisse Mortgage Trust N/A 12656DAA1 300000.00000000 PA USD 274617.45000000 0.014776755177 Long ABS-MBS CORP US N 2 2041-12-15 Fixed 3.16000000 N N N N N N ONNI Commercial Mortgage Trust N/A 682939AG8 1560000.00000000 PA USD 1606290.19000000 0.086432078082 Long ABS-MBS CORP US N 2 2039-07-15 Variable 6.54000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1455.69000000 0.000078328506 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1547200.00000000 BRL 271521.96000000 USD 2025-04-03 1455.69000000 N N N MARB BONDCO PLC 254900PVA1EU6QM1JN57 000000000 1585000.00000000 PA USD 1367641.18000000 0.073590730986 Long DBT CORP GB N 2 2031-01-29 Fixed 3.95000000 N N N N N N METHANEX US OPERATIONS N/A 59151LAA4 1050000.00000000 PA USD 1023725.22000000 0.055085126399 Long DBT CORP US N 2 2032-03-15 Fixed 6.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 26443000000.00000000 PA 1537430.51000000 0.082726841459 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.38000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5039.59000000 -0.00027117281 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13360000.00000000 ZAR 721367.14000000 USD 2025-04-02 -5039.59000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 27238000000.00000000 PA 5237548.27000000 0.281824656498 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G3P7 1170000.00000000 PA USD 1236740.72000000 0.066547172574 Long DBT CORP US N 2 2038-01-14 Fixed 5.88000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAM2 140000.00000000 PA USD 143021.07000000 0.007695750348 Long DBT CORP US N 2 2027-06-01 Fixed 7.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 33610300000.00000000 PA 7126478.06000000 0.383465149678 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -3197.82000000 -0.00017206992 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 81250000.00000000 INR 947400.33000000 USD 2025-04-02 -3197.82000000 N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 990000.00000000 PA USD 866745.00000000 0.046638255020 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N BAIN CAPITAL SPECIALTY F 549300V2JL72R0EYBK64 05684BAC1 2265000.00000000 PA USD 2170757.90000000 0.116805243211 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2607.31000000 -0.00014029546 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1730569.21000000 USD 258399423.00000000 JPY 2025-04-02 -2607.31000000 N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAB5 425156.27000000 PA USD 432704.41000000 0.023283178584 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.70000000 N N N N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAB7 550000.00000000 PA USD 564162.50000000 0.030356742234 Long DBT CORP LU N 2 2033-02-05 Fixed 10.88000000 N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 105421.07000000 0.005672550458 N/A DFE IN N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10012089.11000000 USD 869600000.00000000 INR 2025-06-18 105421.07000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 40767000.00000000 PA 9304697.19000000 0.500671870542 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.89000000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AT4 1265000.00000000 PA USD 1251076.54000000 0.067318561655 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 228113511.00000000 PA 10252250.49000000 0.551658299596 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 75000.00000000 PA USD 75997.27000000 0.004089299689 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -9592.57000000 -0.00051616187 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 544864.55000000 USD 8930330000.00000000 IDR 2025-05-07 -9592.57000000 N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 1570500.00000000 PA USD 1564876.20000000 0.084203653082 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AN4 1355000.00000000 PA USD 1244580.37000000 0.066969012442 Long DBT NUSS KE N 2 2036-03-05 Fixed 9.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 680000.00000000 PA USD 740207.20000000 0.039829444832 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N KIMMERIDGE TEXAS GAS LLC 254900LM244SIFQ1QY31 49446BAA2 175000.00000000 PA USD 175034.79000000 0.009418360848 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -4293.93000000 -0.00023104996 N/A DFE TW N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 339208.47000000 USD 11120000.00000000 TWD 2025-04-02 -4293.93000000 N N N PAMPA ENERGIA SA 254900QNIK0CVURGML24 697660AF5 1970000.00000000 PA USD 1997383.00000000 0.107476198567 Long DBT CORP AR N 2 2034-12-16 Fixed 7.88000000 N N N N N N Senegal Government International Bonds 549300NP14ZLQGWIUZ97 000000000 350000.00000000 PA USD 261855.48000000 0.014090052616 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Bain Capital Credit CLO, Limited 549300OV3LSQ8RJ1DY13 05685NAJ9 500000.00000000 PA USD 500650.50000000 0.026939256292 Long ABS-CBDO CORP JE N 2 2036-04-16 Floating 9.21000000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 760235.00000000 PA USD 690763.59000000 0.037168957962 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 1980000.00000000 PA USD 2029430.70000000 0.109200637479 Long DBT CORP CA N 2 2031-06-01 Fixed 8.63000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 11333000.00000000 PA 3268279.04000000 0.175861217941 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.30000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11856.74000000 0.000637993485 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 118440561141.00000000 IDR 7161289.14000000 USD 2025-04-08 11856.74000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 1230000.00000000 PA USD 1275393.15000000 0.068627002152 Long DBT CORP CA N 2 2082-10-31 Fixed 8.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 66387000.00000000 PA 3070968.86000000 0.165244251598 Long DBT NUSS MX N 2 2027-03-04 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PW21 1620000.00000000 PA USD 1361439.90000000 0.073257049363 Long ABS-MBS USGSE US N 2 2063-11-25 Variable 5.00000000 N N N N N N 2025-05-09 Mercer Funds Barry Vallan Barry Vallan Vice President, Treasurer, Chief Financial Officer