NPORT-P false 0001485894 XXXXXXXX S000054802 C000172241 J.P. Morgan Exchange-Traded Fund Trust 811-22903 0001485894 5493001E1K1DVWDV2464 277 Park Avenue New York 10172 844-457-6383 JPMorgan International Bond Opportunities ETF S000054802 549300PP3H1CINB2QS44 2025-02-28 2024-11-30 N 510179739.68 3962431.48 506217308.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2892904.89000000 AUD BRL CAD COP CZK EUR GBP HUF IDR JPY MXN NZD PLN TRY USD ZAR N N/A N/A N/A N/A N/A 1.00000000 NC N/A -945.05000000 -0.00018668859 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 168826.46000000 USD 158617.53000000 EUR 2025-01-06 -945.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -567.49000000 -0.00011210402 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 931234.91000000 EUR 983553.18000000 USD 2024-12-04 -567.49000000 N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 N/A 600000.00000000 PA 678433.50000000 0.134020210097 Long DBT CORP GB Y 2 2029-03-15 Fixed 8.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -42207.90000000 -0.00833790139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1883504.10000000 USD 1794452030.00000000 CLP 2025-01-06 -42207.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -14739.60000000 -0.00291171395 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2526470.93000000 EUR 2659287.00000000 USD 2025-01-06 -14739.60000000 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BP2 29000.00000000 PA USD 30917.86000000 0.006107626013 Long DBT CORP US Y 2 2030-10-06 Fixed 6.37500000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 30161MAN3 210000.00000000 PA USD 212048.80000000 0.041888887749 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 1100000.00000000 PA 1101995.17000000 0.217692116043 Long DBT CORP FR Y 2 2027-06-15 Fixed 2.37500000 N N N N N N Cadent Finance plc 5493005M8TJ0J6IMUF67 N/A 800000.00000000 PA 741077.64000000 0.146395160338 Long DBT CORP GB Y 2 2030-03-19 Fixed 0.62500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 600000.00000000 PA 635125.98000000 0.125465085786 Long DBT CORP FR Y 2 2047-07-06 Variable 3.37500000 N N N N N N N/A N/A N/A -140.00000000 NC USD -646284.51000000 -0.12766938220 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2025-03-20 -17828125.00000000 USD -646284.51000000 N N N Accenture Capital, Inc. 254900FRO0P7RIINYT25 00440KAD5 230000.00000000 PA USD 223631.16000000 0.044176909081 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Generali 549300X5UKJVE386ZB61 N/A 200000.00000000 PA 196798.55000000 0.038876298145 Long DBT CORP IT Y 2 2031-07-14 Fixed 2.42900000 N N N N N N LB-UBS Commercial Mortgage Trust N/A 50179MAH4 134898.25630000 PA USD 44934.02000000 0.008876429010 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45199840 N N N N N N Neopharmed Gentili SpA 815600C8FD3DCB866E50 N/A 328000.00000000 PA 367064.23000000 0.072511197079 Long DBT CORP IT Y 2 2030-04-08 Fixed 7.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFR1 300000.00000000 PA USD 314603.83000000 0.062147979712 Long DBT CORP US N 2 2035-04-19 Variable 5.83100000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAD1 705000.00000000 PA USD 657738.89000000 0.129932121906 Long DBT CORP US Y 2 2028-09-15 Fixed 2.86600000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AY2 270000.00000000 PA USD 204410.04000000 0.040379899440 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABD8 555000.00000000 PA USD 540770.92000000 0.106825845588 Long DBT CORP US Y 2 2026-11-02 Fixed 3.50000000 N N N N N N Viridien 969500FCVQ5SLAAUJV59 N/A 604000.00000000 PA 632356.35000000 0.124917963048 Long DBT CORP FR Y 2 2027-04-01 Fixed 7.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CL1 614000.00000000 PA USD 509546.16000000 0.100657593437 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1431080.72000000 0.282700867160 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 45221536.36000000 EUR 49220793.37000000 USD 2024-12-04 1431080.72000000 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B69 467000.00000000 PA USD 412366.39000000 0.081460349798 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 263169.00000000 PA 294790.07000000 0.058233897819 Long DBT CORP DE Y 2 2028-05-15 Fixed 8.75000160 N N Y N N N Pro-Gest SpA 815600EDD04F9C60D660 N/A 477000.00000000 PA 139879.36000000 0.027632275256 Long DBT CORP IT Y 2 2024-12-15 Fixed 3.25000000 Y N N N N N Gatwick Funding Ltd. 213800NK8FA3GKS6X167 N/A 700000.00000000 PA 788585.06000000 0.155779948102 Long DBT CORP JE Y 2 2030-04-15 Fixed 2.50000000 N N N N N N Mobico Group plc 213800A8IQEMY8PA5X34 N/A 294000.00000000 PA 357826.94000000 0.070686429366 Long DBT CORP GB Y 2 2025-11-26 Variable 4.25000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 N/A 1200000.00000000 PA 989435.02000000 0.195456576448 Long DBT CORP LU Y 2 2028-01-15 Fixed 3.00000000 N N N N N N International Game Technology plc 549300UQ6KHRCZDRGZ76 N/A 1000000.00000000 PA 1016276.47000000 0.200758933670 Long DBT CORP GB Y 2 2028-04-15 Fixed 2.37500000 N N N N N N Repsol International Finance BV 5493002YCY6HTK0OUR29 N/A 400000.00000000 PA 423167.68000000 0.083594075734 Long DBT CORP NL Y 2 2075-03-25 Variable 4.50000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAG6 570000.00000000 PA USD 533667.40000000 0.105422590526 Long DBT CORP CA N 2 2037-05-04 Variable 4.58800000 N N N N Y N/A USD XXXX N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 200000.00000000 PA 219577.86000000 0.043376205523 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.25000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEZ8 185000.00000000 PA USD 175318.17000000 0.034632986103 Long DBT CORP US Y 2 2029-03-21 Fixed 3.30000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 505000.00000000 PA USD 485305.00000000 0.095868906917 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 780000.00000000 PA USD 799642.21000000 0.157964217549 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 600000.00000000 PA USD 656215.80000000 0.129631245192 Long DBT CORP ES N 2 2028-11-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 N/A 1050000.00000000 PA 1164867.15000000 0.230112074623 Long DBT CORP FR Y 2 2029-05-01 Fixed 7.00000000 N N N N N N RELX Finance BV 54930086P8MBY4IN4E29 N/A 500000.00000000 PA 458633.20000000 0.090600062971 Long DBT CORP NL Y 2 2032-03-10 Fixed 0.87500000 N N N N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 700000.00000000 PA 764417.02000000 0.151005705972 Long DBT CORP NL Y 2 2029-03-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 67219.56000000 0.013278795274 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2556119.70000000 GBP 3319748.96000000 USD 2024-12-04 67219.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -168276.47000000 -0.03324194318 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 52717173.66000000 TRY 1273054.18000000 USD 2025-01-22 -168276.47000000 N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A 100000.00000000 PA 105199.46000000 0.020781482240 Long DBT CORP DE Y 2 2025-02-25 Fixed 2.50000000 N N N N N N PLT VII Finance Sarl 894500SKZV4JDP64R249 N/A 300000.00000000 PA 329706.00000000 0.065131317056 Long DBT CORP LU Y 2 2031-06-15 Fixed 6.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 917000.00000000 PA USD 922731.25000000 0.182279672198 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N CF Industries, Inc. 5FVKT86LAD2F40NPC183 12527GAD5 224000.00000000 PA USD 204810.37000000 0.040458982077 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CN8 670000.00000000 PA USD 720002.10000000 0.142231821855 Long DBT CORP GB Y 2 2028-11-16 Variable 7.76700000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 360000.00000000 PA USD 386093.76000000 0.076270359338 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N Cerba Healthcare SACA 9845000C1FYE89DC8677 N/A 939000.00000000 PA 824849.53000000 0.162943762814 Long DBT CORP FR Y 2 2028-05-31 Fixed 3.50000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAR6 116000.00000000 PA USD 118665.56000000 0.023441624392 Long DBT CORP US N 2 2054-11-30 Variable 6.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12925.62000000 -0.00255337377 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 657885.96000000 USD 609370.73000000 EUR 2025-01-06 -12925.62000000 N N N GNMA 549300M8ZYFG0OCMTT87 38376RCK0 37800.87000000 PA USD 946.99000000 0.000187071833 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.61366040 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAV2 325000.00000000 PA USD 328148.44000000 0.064823631014 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 150000.00000000 PA 162243.88000000 0.032050243516 Long DBT CORP IT Y 2 2032-09-16 Variable 3.85000000 N N N N N N Abertis Infraestructuras Finance BV 5493007WHKI5H75YJ358 N/A 1200000.00000000 PA 1225555.24000000 0.242100619664 Long DBT CORP NL Y 2 2027-01-26 Variable 2.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKJ7 175000.00000000 PA USD 166971.74000000 0.032984202099 Long DBT CORP US N 2 2028-02-04 Variable 2.55100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3218.44000000 -0.00063578229 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1290978.47000000 USD 41737334.00000000 TWD 2025-01-06 -3218.44000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 190000.00000000 PA USD 162104.44000000 0.032022698033 Long DBT CORP US N 2 2032-07-21 Variable 2.38300000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 084659BF7 47000.00000000 PA USD 41322.21000000 0.008162938985 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N Bertrand Franchise Finance SAS 969500HGPPEHSTNJFW57 N/A 150000.00000000 PA 166904.15000000 0.032970850126 Long DBT CORP FR Y 2 2030-07-18 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 30305MAG5 19724.60000000 PA USD 19687.79000000 0.003889197323 Long ABS-MBS USGSE US Y 2 2024-09-25 Floating 7.46394120 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 150000.00000000 PA USD 137645.12000000 0.027190915397 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13648TAG2 90000.00000000 PA USD 67650.75000000 0.013363974108 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAB6 64196.91830000 PA USD 58736.10000000 0.011602941868 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.93999840 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CC6 707000.00000000 PA USD 672607.00000000 0.132869222190 Long DBT CORP JP N 2 2028-01-19 Variable 2.34100000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDU9 43000.00000000 PA USD 42462.74000000 0.008388243410 Long DBT CORP GB N 2 2025-06-22 Variable 4.37500000 N N N N N N Valeo SE 5493006IH2N2WMIBB742 N/A 800000.00000000 PA 876847.19000000 0.173215568846 Long DBT CORP FR Y 2 2027-05-28 Fixed 5.37500000 N N N N N N Fells Point Funding Trust N/A 314382AA0 274000.00000000 PA USD 263788.39000000 0.052109713699 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N N/A N/A N/A 63383000.00000000 PA USD -173677.83000000 -0.03430894739 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2028-07-15 0.00000000 USD 0.00000000 USD 63383000.00000000 USD -173677.83000000 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 567000.00000000 PA USD 580636.35000000 0.114701006977 Long DBT CORP KY Y 2 2029-11-15 Fixed 5.75000000 N N N N N N Country Garden Holdings Co. Ltd. 549300MGHLPT1EFHGF84 N/A 530000.00000000 PA USD 49025.00000000 0.009684576012 Long DBT CORP KY Y 2 2025-10-22 Fixed 3.12500000 Y N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAS2 700000.00000000 PA USD 707385.00000000 0.139739394236 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACR6 110000.00000000 PA USD 116284.70000000 0.022971300687 Long DBT CORP US Y 2 2029-01-16 Fixed 6.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 37428000000.00000000 PA 2373893.99000000 0.468947614304 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AD2 400000.00000000 PA USD 396099.79000000 0.078246986735 Long DBT CORP DE Y 2 2054-09-03 Variable 5.60000000 N N N N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 800000.00000000 PA 768947.94000000 0.151900760314 Long DBT CORP GB Y 2 2028-09-01 Fixed 0.25000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 250000.00000000 PA 230770.42000000 0.045587224352 Long DBT CORP JE Y 2 2034-03-14 Fixed 1.87500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AG3 490000.00000000 PA USD 426049.44000000 0.084163349039 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 617451BW8 1136.15000000 PA USD 1101.58000000 0.000217610101 Long ABS-MBS CORP US N 2 2042-11-14 Variable 5.44379760 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 455000.00000000 PA USD 459460.33000000 0.090763457226 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N TI Automotive Finance plc 549300MZ54ZRN8UFQS35 N/A 650000.00000000 PA 674213.05000000 0.133186487122 Long DBT CORP GB Y 2 2029-04-15 Fixed 3.75000000 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 425000.00000000 PA 444852.12000000 0.087877698528 Long DBT CORP LU Y 2 2026-09-15 Fixed 3.12500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BT9 310000.00000000 PA USD 202346.03000000 0.039972167431 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N TSMC Global Ltd. 549300N2ZLI21P85T117 872882AK1 700000.00000000 PA USD 606235.00000000 0.119757856987 Long DBT CORP VG Y 2 2031-04-23 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -480689.06000000 -0.09495705741 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 139371897.79000000 EUR 147011010.88000000 USD 2025-01-03 -480689.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 150.79000000 0.000029787602 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 519964.59000000 USD 16857356.00000000 TWD 2025-01-06 150.79000000 N N N Progress Residential N/A 74331FAJ0 250000.00000000 PA USD 240192.05000000 0.047448407256 Long ABS-O CORP US Y 2 2038-04-17 Fixed 2.10600000 N N N N N N Romania 315700IASY927EDWBK92 N/A 776000.00000000 PA 884615.99000000 0.174750245728 Long DBT NUSS RO Y 2 2029-09-27 Fixed 6.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 200000.00000000 PA USD 217986.78000000 0.043061897819 Long DBT CORP CH Y 2 2028-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05602XJC3 200000.00000000 PA USD 200460.12000000 0.039599617941 Long DBT CORP FR Y 2 2034-09-10 Variable 7.37500000 N N N N Y N/A USD XXXX N N N Banijay Entertainment SAS 969500CE0IE2EZ5VBG13 N/A 218000.00000000 PA 241848.61000000 0.047775650117 Long DBT CORP FR Y 2 2029-05-01 Fixed 7.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AF5 1385000.00000000 PA USD 1406109.12000000 0.277767886878 Long DBT CORP GB N 2 2028-09-30 Variable 5.51600000 N N N N N N Flagship Credit Auto Trust N/A 337955AG3 66000.00000000 PA USD 66010.90000000 0.013040032201 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.05000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 322000.00000000 PA USD 320535.79000000 0.063319800569 Long DBT CORP CH Y 2 2027-08-05 Variable 4.70300000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAP5 853000.00000000 PA USD 507801.56000000 0.100312958836 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABFU2 234029.40000000 PA USD 6024.85000000 0.001190170684 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.00000000 N N N N N N Schaeffler AG 549300Q7E782X7GC1P43 D6T0B6DT0 200000.00000000 PA 206224.76000000 0.040738385799 Long DBT CORP DE Y 2 2028-10-12 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11249.27000000 -0.00222222152 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 9996481.00000000 CNY 1382461.32000000 USD 2025-01-06 -11249.27000000 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 1545000.00000000 PA USD 1616071.98000000 0.319244710487 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2496.10000000 0.000493088632 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2585483.07000000 USD 2522138734.00000000 CLP 2025-01-06 2496.10000000 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AA6 1380000.00000000 PA USD 1467112.57000000 0.289818729275 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BA9 88906.00000000 PA USD 85460.89000000 0.016882253651 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 2100000.00000000 PA 1702639.83000000 0.336345637025 Long DBT CORP FR Y 2 2028-01-15 Fixed 3.37500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BK3 450000.00000000 PA USD 458463.04000000 0.090566448948 Long DBT CORP US Y 2 2028-05-08 Fixed 5.40000000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 N/A 500000.00000000 PA 554503.14000000 0.109538558049 Long DBT CORP NL Y 2 2031-04-03 Fixed 3.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 2038000.00000000 PA USD 2054913.36000000 0.405935025672 Long DBT CORP FR Y 2 2027-01-18 Variable 5.97500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 1000000.00000000 PA 1035946.82000000 0.204644685833 Long DBT CORP ES Y 2 2026-03-27 Fixed 1.12500000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 1452000.00000000 PA USD 1310249.34000000 0.258831398843 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 575000.00000000 PA USD 581164.80000000 0.114805398903 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 400000.00000000 PA 399155.61000000 0.078850644482 Long DBT NUSS FR Y 2 2027-12-01 Variable 2.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AK4 430000.00000000 PA USD 366676.91000000 0.072434684484 Long DBT CORP CH Y 2 2033-02-11 Variable 2.74600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYB4 290000.00000000 PA USD 252002.33000000 0.049781452731 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 37240000.00000000 PA 1233160.70000000 0.243603029770 Long DBT NUSS CZ N 2 2037-07-30 Fixed 1.95000000 N N N N N N Adler Pelzer Holding GmbH 984500950ABB2CB7E742 N/A 308000.00000000 PA 308404.37000000 0.060923315936 Long DBT CORP DE Y 2 2027-04-01 Fixed 9.50000000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 100000.00000000 PA 102760.48000000 0.020299677299 Long DBT CORP PT Y 2 2081-08-02 Variable 1.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11313.65000000 0.002234939386 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 319294841.53000000 INR 3780426.73000000 USD 2025-01-06 11313.65000000 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDU0 740000.00000000 PA USD 749403.19000000 0.148039819630 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 N/A 493000.00000000 PA 459611.78000000 0.090793375207 Long DBT CORP NL Y 2 2031-01-17 Fixed 0.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6156.50000000 0.001216177301 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 193723153.00000000 HUF 501212.53000000 USD 2025-01-06 6156.50000000 N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 261000.00000000 PA 279547.07000000 0.055222740406 Long DBT CORP NL Y 2 2029-06-01 Fixed 5.25000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 2370000.00000000 PA 2457262.68000000 0.485416567192 Long DBT NUSS DE Y 2 2032-08-15 Fixed 1.70000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJP5 560000.00000000 PA USD 489833.89000000 0.096763560246 Long DBT CORP US N 2 2032-03-11 Variable 2.65100000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCC3 180000.00000000 PA USD 176174.12000000 0.034802073565 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CH4 59000.00000000 PA USD 60560.90000000 0.011963419468 Long DBT CORP US N 2 2029-03-15 Variable 6.70000000 N N N N Y N/A USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 760000.00000000 PA USD 753265.44000000 0.148802782480 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N RCI Banque SA 96950001WI712W7PQG45 N/A 500000.00000000 PA 542323.04000000 0.107132456993 Long DBT CORP FR Y 2 2034-10-09 Variable 5.50000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAJ9 45000.00000000 PA USD 46153.56000000 0.009117341357 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDW5 860000.00000000 PA USD 893851.32000000 0.176574626256 Long DBT CORP GB N 2 2033-12-01 Variable 6.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 1385000.00000000 PA USD 1153530.77000000 0.227872645070 Long DBT CORP FR Y 2 2032-01-20 Variable 2.27700000 N N N N N N Summer BC Holdco B SARL 984500NRF59D5DB9B654 N/A 1075000.00000000 PA 1134501.05000000 0.224113445277 Long DBT CORP LU Y 2 2026-10-31 Fixed 5.75000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 700000.00000000 PA 784108.50000000 0.154895632231 Long DBT CORP DE Y 2 2028-05-15 Variable 8.75000160 N N Y N N N N/A N/A N/A 1.00000000 NC N/A 17560.04000000 0.003468873883 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1285256213.00000000 HUF 3302009.16000000 USD 2025-01-06 17560.04000000 N N N Benteler International AG 529900ZAFSOBVFCKF263 N/A 900000.00000000 PA 999246.95000000 0.197394860628 Long DBT CORP AT Y 2 2028-05-15 Fixed 9.37500000 N N N N N N Holcim Finance Luxembourg SA 529900XU3Z9D2HLBR716 N/A 900000.00000000 PA 807844.82000000 0.159584590829 Long DBT CORP LU Y 2 2031-04-23 Fixed 0.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAG2 450000.00000000 PA USD 388036.22000000 0.076654079920 Long DBT CORP DE N 2 2033-01-07 Variable 3.74200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -195513.40000000 -0.03862242496 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 249992255.32000000 MXN 12049727.75000000 USD 2025-01-06 -195513.40000000 N N N Eversholt Funding plc 5493002X7O83FCJVYO69 N/A 656414.36000000 PA 701718.98000000 0.138620108130 Long DBT CORP GB Y 2 2040-06-30 Fixed 2.74200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 154459.25000000 0.030512439519 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 47982115.89000000 USD 45549758.77000000 EUR 2024-12-04 154459.25000000 N N N BE Semiconductor Industries NV 7245007A1YFLI2GNYX06 N/A 900000.00000000 PA 977229.56000000 0.193045465686 Long DBT CORP NL Y 2 2031-07-15 Fixed 4.50000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AJ9 550000.00000000 PA USD 534015.63000000 0.105491381141 Long DBT NUSS PY Y 2 2031-04-28 Fixed 4.95000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 95000.00000000 PA USD 88034.01000000 0.017390557093 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 498000.00000000 PA 490888.30000000 0.096971852216 Long DBT CORP IT Y 2 2029-01-18 Fixed 1.62500000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290CA9 488000.00000000 PA USD 478392.50000000 0.094503386638 Long DBT CORP MX Y 2 2026-06-08 Variable 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 62720.06000000 0.012389947752 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5320761.66000000 CAD 78973883.81000000 MXN 2025-01-06 62720.06000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 495000.00000000 PA USD 499098.74000000 0.098593772262 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Republic of Italy 815600DE60799F5A9309 465410BY3 1135000.00000000 PA USD 1036449.28000000 0.204743943601 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLE7 210000.00000000 PA USD 210598.18000000 0.041602327022 Long DBT CORP US N 2 2027-01-20 Variable 5.08000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWV80 600335.03000000 PA USD 101764.65000000 0.020102957435 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AR4 495000.00000000 PA USD 489831.41000000 0.096763070338 Long DBT CORP NL N 2 2026-11-16 Variable 5.75000000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 192.91000000 0.000038108139 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 97340.97000000 EUR 103218.97000000 USD 2025-01-06 192.91000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CB3 150000.00000000 PA USD 103247.16000000 0.020395817829 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N Alternative Loan Trust N/A 02149HAF7 109191.78000000 PA USD 58107.57000000 0.011478779776 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.75000000 N N N N N N Naturgy Finance Iberia SA 2138005FTXOJUBQ5J563 N/A 500000.00000000 PA 513091.75000000 0.101358002124 Long DBT CORP ES Y 2 2026-11-23 Variable 2.37400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -157.32000000 -0.00003107756 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 42348.66000000 EUR 44664.67000000 USD 2025-01-06 -157.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 4258828.68000000 0.841304438037 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 134577157.61000000 EUR 146478757.70000000 USD 2024-12-04 4258828.68000000 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AP5 366000.00000000 PA USD 352641.00000000 0.069661980001 Long DBT NUSS MX Y 2 2035-01-24 Fixed 6.45000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAN5 800000.00000000 PA USD 754932.84000000 0.149132166714 Long DBT CORP ES N 2 2027-09-14 Variable 1.72200000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAB4 57000.00000000 PA USD 56673.73000000 0.011195533831 Long DBT CORP CA N 2 2076-08-15 Variable 5.87500000 N N N N N N Guala Closures SpA 81560014151D1C625F49 N/A 434000.00000000 PA 436615.28000000 0.086250563330 Long DBT CORP IT Y 2 2028-06-15 Fixed 3.25000000 N N N N N N CCUBS Commercial Mortgage Trust N/A 12508GAZ9 28000.00000000 PA USD 25253.06000000 0.004988580910 Long ABS-MBS CORP US N 2 2050-11-15 Variable 4.57733880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBT6 400000.00000000 PA USD 23780.52000000 0.004697690026 Long ABS-MBS USGSE US N 2 2045-12-25 Variable 2.20762080 N N N N N N UGI International LLC 5493001JFF8MQO00ZQ21 N/A 350000.00000000 PA 337869.39000000 0.066743942675 Long DBT CORP US Y 2 2029-12-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFM2 150000.00000000 PA USD 153565.25000000 0.030335835522 Long DBT CORP US N 2 2039-02-07 Variable 5.94200000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NE7 140000.00000000 PA USD 119221.35000000 0.023551417161 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 N/A 543000.00000000 PA 586318.68000000 0.115823515020 Long DBT CORP DE Y 2 2031-11-15 Fixed 6.99999840 N N Y N N N OEG Finance plc 254900KMBHWF9UK63G44 N/A 250000.00000000 PA 270950.70000000 0.053524582350 Long DBT CORP GB Y 2 2029-09-27 Fixed 7.25000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HS9 366000.00000000 PA USD 353091.03000000 0.069750880556 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 N/A 377000.00000000 PA 406470.21000000 0.080295597052 Long DBT CORP US N 2 2030-01-17 Fixed 4.30200000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 N/A 1150000.00000000 PA 1207235.69000000 0.238481709424 Long DBT CORP GB Y 2 2026-03-22 Variable 3.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 690000.00000000 PA USD 684230.03000000 0.135165277622 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 N/A 100000.00000000 PA 113165.41000000 0.022355104846 Long DBT CORP US Y 2 2035-09-19 Fixed 4.12500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 1100000.00000000 PA 1230136.26000000 0.243005570942 Long DBT CORP IT Y 2 2029-01-17 Variable 4.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 140000.00000000 PA USD 115763.83000000 0.022868406141 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 105898.01000000 0.020919476336 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4026923.43000000 GBP 5229948.68000000 USD 2024-12-04 105898.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 15807.81000000 0.003122732025 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3236721.59000000 USD 2556119.70000000 GBP 2024-12-04 15807.81000000 N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 155000.00000000 PA USD 130957.39000000 0.025869796997 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851AW2 85000.00000000 PA USD 55924.32000000 0.011047492666 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 N/A 320000.00000000 PA USD 334137.60000000 0.066006751366 Long DBT NUSS OM Y 2 2048-01-17 Fixed 6.75000000 N N N N N N iliad SA 969500FZ9BTRZS3JNB97 N/A 600000.00000000 PA 661513.88000000 0.130677847099 Long DBT CORP FR Y 2 2027-06-14 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15845.81000000 -0.00313023868 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2556119.70000000 GBP 3236619.60000000 USD 2025-01-03 -15845.81000000 N N N American Medical Systems Europe BV 549300AA2JE6ZQ5D2493 N/A 100000.00000000 PA 97610.41000000 0.019282313824 Long DBT CORP NL N 2 2031-03-08 Fixed 1.62500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 2179000.00000000 PA 555919.89000000 0.109818427974 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 290876AD3 236000.00000000 PA USD 238404.12000000 0.047095213090 Long DBT CORP CA N 2 2076-06-15 Variable 6.75000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 1350000.00000000 PA 1153603.09000000 0.227886931425 Long DBT CORP FR Y 2 2027-02-01 Fixed 5.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 276000.00000000 PA 305516.99000000 0.060352932436 Long DBT CORP IT Y 2 2027-01-11 Variable 7.75000000 N N N N Y N/A EUR XXXX N N N Renault SA 969500F7JLTX36OUI695 N/A 900000.00000000 PA 932443.44000000 0.184198253377 Long DBT CORP FR Y 2 2026-09-28 Fixed 2.00000000 N N N N N N ELO SACA 969500ASEC557H5A4F22 N/A 300000.00000000 PA 266697.28000000 0.052684346362 Long DBT CORP FR Y 2 2029-03-22 Fixed 6.00000000 N N N N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 400000.00000000 PA 423228.37000000 0.083606064657 Long DBT CORP IT Y 2 2026-05-25 Fixed 3.62500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 700000.00000000 PA 669140.44000000 0.132184425376 Long DBT CORP GB Y 2 2029-06-03 Fixed 0.37500000 N N N N N N ELO SACA 969500ASEC557H5A4F22 N/A 500000.00000000 PA 464971.06000000 0.091852066783 Long DBT CORP FR Y 2 2027-07-23 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGR64 1820000.00000000 PA USD 123433.13000000 0.024383427433 Long ABS-MBS USGSE US N 2 2046-06-25 Variable 2.28587400 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBE8 1246000.00000000 PA USD 1114001.88000000 0.220063965011 Long DBT NUSS SA Y 2 2053-01-18 Fixed 5.00000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 300000.00000000 PA 332058.96000000 0.065596129294 Long DBT CORP ES Y 2 2032-02-09 Variable 4.12500000 N N N N N N Centrica plc E26EDV109X6EEPBKVH76 N/A 200000.00000000 PA 248630.11000000 0.049115292182 Long DBT CORP GB Y 2 2029-03-13 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7490.49000000 -0.00147969851 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 324527.79000000 USD 300000.00000000 EUR 2024-12-04 -7490.49000000 N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAM6 220000.00000000 PA USD 194796.35000000 0.038480776307 Long DBT CORP US N 2 2031-06-01 Fixed 2.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11081.39000000 -0.00218905790 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2510499.85000000 SGD 1866390.00000000 USD 2025-01-06 -11081.39000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 87370000.00000000 PA 3718472.37000000 0.734560496009 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.49999880 N N N N N N FREMF Mortgage Trust N/A 30307PAA9 133318.92000000 PA USD 131564.16000000 0.025989660540 Long ABS-MBS USGSE US Y 2 2025-06-25 Floating 6.86394000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 900000.00000000 PA 992880.45000000 0.196137199166 Long DBT CORP FR Y 2 2028-07-13 Fixed 4.37500000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508CJ1 225000.00000000 PA USD 223342.78000000 0.044119941452 Long DBT CORP US N 2 2054-02-08 Fixed 5.15000000 N N N N N N Greenko Dutch BV 724500PT585P4JPVRP08 39530LAD2 179000.00000000 PA USD 171392.50000000 0.033857495036 Long DBT CORP NL Y 2 2026-03-29 Fixed 3.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1956.14000000 0.000386422978 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 569121771.00000000 HUF 1456336.58000000 USD 2025-01-06 1956.14000000 N N N Rossini SARL 549300EC5JCCW6F83R11 N/A 232000.00000000 PA 258956.59000000 0.051155222432 Long DBT CORP LU Y 2 2029-12-31 Fixed 6.75000000 N N N N N N Dufry One BV 7245003K5MN9U7XW0808 N/A 1375000.00000000 PA 1404267.52000000 0.277404090546 Long DBT CORP NL Y 2 2027-02-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 14377000.00000000 PA USD -240641.14000000 -0.04753712212 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2034-08-15 2852.00000000 USD 0.00000000 USD 14377000.00000000 USD -240641.14000000 N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 600000.00000000 PA 626027.37000000 0.123667713422 Long DBT CORP NL Y 2 2030-11-18 Fixed 3.25000000 N N N N N N N/A N/A N/A 11.00000000 NC USD 34265.40000000 0.006768911185 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2025-03-20 1315187.50000000 USD 34265.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -118951.04000000 -0.02349801914 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 20389040.62000000 EUR 21460888.41000000 USD 2025-01-06 -118951.04000000 N N N Indonesia Asahan Aluminium PT 2549008P48EB9SN2OI80 74445PAF9 200000.00000000 PA USD 200937.50000000 0.039693921315 Long DBT CORP ID Y 2 2030-05-15 Fixed 5.45000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 933000.00000000 PA USD 957720.29000000 0.189191533850 Long DBT CORP US Y 2 2034-04-04 Fixed 5.63400000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BA1 990000.00000000 PA USD 937035.00000000 0.185105286765 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DM9 200000.00000000 PA USD 199149.64000000 0.039340740977 Long DBT CORP US N 2 2030-09-06 Variable 4.89500000 N N N N N N OEG Finance plc 254900KMBHWF9UK63G44 N/A 209000.00000000 PA 226514.79000000 0.044746551793 Long DBT CORP GB Y 2 2029-09-27 Fixed 7.25000000 N N N N N N CT Investment GmbH 529900VYBTC7HKBCNB72 N/A 750000.00000000 PA 821094.75000000 0.162202029977 Long DBT CORP DE Y 2 2030-04-15 Fixed 6.37500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCE3 119000.00000000 PA USD 115841.16000000 0.022883682190 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N SCIL IV LLC N/A N/A 800000.00000000 PA 908593.65000000 0.179486879504 Long DBT CORP US Y 2 2028-07-15 Fixed 9.50000000 N N N N N N Abertis Infraestructuras Finance BV 5493007WHKI5H75YJ358 N/A 600000.00000000 PA 631641.88000000 0.124776824057 Long DBT CORP NL Y 2 2025-11-24 Variable 3.24800000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UDN2 5995.18720000 PA USD 5855.90000000 0.001156795689 Long ABS-MBS CORP US N 2 2029-07-25 Floating 5.26218840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44566.66000000 -0.00880385938 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1404363.15000000 USD 1286722.25000000 EUR 2024-12-04 -44566.66000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8A72 330773.00000000 PA USD 43914.02000000 0.008674934516 Long ABS-MBS USGSE US N 2 2044-02-15 Floating 1.67988960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -24405.85000000 -0.00482121997 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1860830.00000000 USD 2455612.68000000 SGD 2025-01-06 -24405.85000000 N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBM0 490000.00000000 PA USD 441715.44000000 0.087258067404 Long DBT CORP NZ Y 2 2030-02-13 Fixed 2.55000000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 200000.00000000 PA 49667.25000000 0.009811448402 Long DBT CORP LU Y 2 2028-02-15 Fixed 4.00000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAA8 51924.18190000 PA USD 50181.26000000 0.009912987799 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.05000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 329000.00000000 PA 361056.07000000 0.071324323398 Long DBT CORP SE Y 2 2030-05-15 Fixed 5.50000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 130000.00000000 PA 127424.77000000 0.025171950452 Long DBT CORP LU Y 2 2027-11-04 Fixed 0.87500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 229000.00000000 PA USD 226978.53000000 0.044838160671 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N N/A N/A N/A 6.00000000 NC 45230.34000000 0.008934965135 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Buxl 30 Year Bond 2024-12-06 840720.00000000 EUR 45230.34000000 N N N Greenko Power II Ltd. 254900YYA4B6O2O4JM12 39530MAA6 368687.50000000 PA USD 340040.48000000 0.067172827655 Long DBT CORP MU Y 2 2028-12-13 Fixed 4.30000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MV0 686000.00000000 PA USD 663106.68000000 0.130992494578 Long DBT CORP US N 2 2026-02-18 Variable 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8930.51000000 0.001764165281 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1885180.00000000 USD 34235245.84000000 ZAR 2025-01-06 8930.51000000 N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 600000.00000000 PA USD 590928.00000000 0.116734056783 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.37500000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 1100000.00000000 PA 1144581.78000000 0.226104829182 Long DBT CORP SE Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AT7 500000.00000000 PA USD 486720.00000000 0.096148431141 Long DBT CORP GB Y 2 2027-09-11 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 177.95000000 0.000035152887 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 44653.39000000 USD 42357.50000000 EUR 2025-01-06 177.95000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659T2D2 870000.00000000 PA USD 868301.79000000 0.171527479589 Long DBT CORP FR Y 2 2035-11-19 Variable 5.90600000 N N N N N N BANK 549300664283JRAXM588 06539LBG4 118000.00000000 PA USD 100758.10000000 0.019904119904 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.69560240 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1800000.00000000 PA 1753135.57000000 0.346320748342 Long DBT NUSS FR Y 2 2030-06-15 Variable 3.37500000 N N N N N N BX Commercial Mortgage Trust N/A 05612EAC2 283345.45000000 PA USD 282991.72000000 0.055903209040 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 6.30054000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 536000.00000000 PA USD 457377.43000000 0.090351993618 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.49999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1DW5 221792.09180000 PA USD 25126.18000000 0.004963516575 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 1.22988960 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 N/A 400000.00000000 PA 424759.82000000 0.083908592835 Long DBT CORP GB Y 2 2028-07-15 Fixed 4.50000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 150000.00000000 PA 156333.75000000 0.030882735036 Long DBT CORP FR Y 2 2028-07-01 Fixed 3.50000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 1090000.00000000 PA 1176807.88000000 0.232470889662 Long DBT NUSS DE Y 2 2033-02-15 Fixed 2.30000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565A5R0 1000000.00000000 PA USD 1042294.00000000 0.205898530752 Long DBT CORP FR Y 2 2028-08-14 Variable 8.50000000 N N N N Y N/A USD XXXX N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CL1 3260000.00000000 PA USD 3012797.59000000 0.595158944824 Long DBT CORP GB N 2 2028-09-22 Variable 2.01300000 N N N N N N Flora Food Management BV 2549002VGA888UKFKS25 N/A 492000.00000000 PA 537137.44000000 0.106108074793 Long DBT CORP NL Y 2 2029-07-02 Fixed 6.87500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 22841000000.00000000 PA 1452287.86000000 0.286890202384 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AP3 274000.00000000 PA USD 262959.72000000 0.051946015227 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 1004000.00000000 PA 1155138.71000000 0.228190283360 Long DBT CORP IT Y 2 2028-02-15 Fixed 6.87500000 N N N N N N Charter Communications Operating LLC N/A 161175BV5 308000.00000000 PA USD 204157.14000000 0.040329940658 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 N/A 200000.00000000 PA 207277.29000000 0.040946306387 Long DBT CORP GB Y 2 2029-03-22 Variable 3.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BS8 650000.00000000 PA USD 635349.00000000 0.125509141964 Long DBT CORP GB Y 2 2031-04-01 Variable 4.64400000 N N N N N N Orange SA 969500MCOONR8990S771 N/A 1100000.00000000 PA 1078242.18000000 0.212999864393 Long DBT CORP FR Y 2 2028-07-15 Variable 1.75000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 50000.00000000 PA USD 48952.63000000 0.009670279780 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 547000.00000000 PA 576676.92000000 0.113918846838 Long DBT CORP GB Y 2 2026-03-31 Fixed 3.37500000 N N N N N N N/A N/A N/A 227.00000000 NC USD 186045.78000000 0.036752157025 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2025-03-31 24432648.32000000 USD 186045.78000000 N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VBB6 190000.00000000 PA USD 189465.08000000 0.037427617928 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1859.90000000 -0.00036741138 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2523290.54000000 SGD 1885176.98000000 USD 2025-01-06 -1859.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -2717.77000000 -0.00053687812 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1767652.52000000 CAD 1261576.43000000 USD 2025-01-06 -2717.77000000 N N N Iceland Bondco plc 2138002DRBYIA8QXHO36 N/A 400000.00000000 PA 538635.03000000 0.106403914144 Long DBT CORP GB Y 2 2027-12-15 Fixed 10.87500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558CA9 119000.00000000 PA USD 123127.26000000 0.024323004766 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 200000.00000000 PA USD 229915.40000000 0.045418320605 Long DBT CORP CH Y 2 2033-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AR6 480000.00000000 PA USD 462384.77000000 0.091341161692 Long DBT CORP FR Y 2 2034-09-23 Variable 6.70000000 N N N N Y N/A USD XXXX N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9X60 66186.26750000 PA USD 11311.86000000 0.002234585782 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.00000000 N N N N N N Telecom Italia Finance SA 549300O482B6CBF38D50 N/A 100000.00000000 PA 129554.38000000 0.025592641322 Long DBT CORP LU N 2 2033-01-24 Fixed 7.75000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087R97 19358000.00000000 PA 14036399.31000000 2.772801143427 Long DBT NUSS CA N 2 2026-08-01 Fixed 4.00000000 N N N N N N iliad SA 969500FZ9BTRZS3JNB97 N/A 1500000.00000000 PA 1684014.61000000 0.332666343627 Long DBT CORP FR Y 2 2030-02-15 Fixed 5.62500000 N N N N N N Hungary 5299003F3UFKGCCMAP43 445545AU0 936000.00000000 PA USD 897390.00000000 0.177273669916 Long DBT NUSS HU Y 2 2036-03-26 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8284.26000000 0.001636502716 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26634399.82000000 CNY 3721655.51000000 USD 2025-01-06 8284.26000000 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BP6 295000.00000000 PA USD 304680.13000000 0.060187616081 Long DBT CORP US N 2 2054-03-15 Variable 6.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAW7 106000.00000000 PA USD 99378.02000000 0.019631493903 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.29199920 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 660000.00000000 PA USD 676269.00000000 0.133592626930 Long DBT NUSS DO Y 2 2045-01-27 Fixed 6.85000000 N N N N N N N/A N/A N/A 14714000.00000000 PA USD 37039.72000000 0.007316960404 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2036-07-15 0.00000000 USD 0.00000000 USD 14714000.00000000 USD 37039.72000000 N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 348000.00000000 PA 382669.32000000 0.075593883061 Long DBT CORP GB Y 2 2029-04-15 Fixed 6.37500000 N N N N N N N/A N/A N/A -8.00000000 NC USD -4015.60000000 -0.00079325616 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2025-03-31 -1649000.00000000 USD -4015.60000000 N N N N/A N/A N/A -44.00000000 NC -35438.44000000 -0.00700063775 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bund 2024-12-06 -5935160.00000000 EUR -35438.44000000 N N N Republic of Poland 259400R9L8QEP0TPXS31 731011AZ5 1025000.00000000 PA USD 990293.50000000 0.195626163696 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N Nomad Foods Bondco plc 213800BPK5X4TY4RZ619 N/A 1025000.00000000 PA 1031761.56000000 0.203817914418 Long DBT CORP GB Y 2 2028-06-24 Fixed 2.50000000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 1000000.00000000 PA 1041495.50000000 0.205740792171 Long DBT CORP PT Y 2 2080-07-20 Variable 1.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 250000.00000000 PA USD 211093.65000000 0.041700203959 Long DBT CORP FR Y 2 2032-10-19 Variable 3.11600000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 130000.00000000 PA USD 82786.87000000 0.016354018058 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N CPUK Finance Ltd. 6354003CVDDPNXREIR29 N/A 500000.00000000 PA 604352.88000000 0.119386056187 Long DBT CORP JE Y 2 2027-08-28 Fixed 4.50000000 N N N N N N JBS USA Holding Lux Sarl N/A 47214BAC2 458000.00000000 PA USD 498884.66000000 0.098551482124 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DF4 350000.00000000 PA USD 391453.13000000 0.077329068694 Long DBT NUSS TR N 2 2028-01-15 Fixed 9.87500000 N N N N N N South Eastern Power Networks plc 213800H7NWVLCWAVKA15 N/A 400000.00000000 PA 528955.94000000 0.104491871659 Long DBT CORP GB Y 2 2030-09-30 Fixed 5.62500000 N N N N N N GS Mortgage Securities Trust N/A 36192PAK2 263511.72920000 PA USD 239810.40000000 0.047373014734 Long ABS-MBS CORP US Y 2 2045-11-10 Variable 4.75428240 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 118020000.00000000 PA 5261086.46000000 1.039294068926 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000080 N N N N N N Lebanese Republic 529900QPC4K9S1KHL354 N/A 227000.00000000 PA USD 20997.50000000 0.004147922178 Long DBT NUSS LB Y 2 2024-04-22 Fixed 6.65000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A -2794.19000000 -0.00055197440 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4585151.91000000 EUR 4842753.08000000 USD 2024-12-04 -2794.19000000 N N N Connecticut Avenue Securities Trust N/A 20755AAB8 266904.63620000 PA USD 272973.35000000 0.053924143955 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 7.03402920 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAR4 875000.00000000 PA USD 902518.75000000 0.178286821762 Long DBT CORP KY N 2 2033-06-12 Fixed 6.12500000 N N N N N N eDreams ODIGEO SA 959800Y8LQ5MR2YZ4N96 N/A 307000.00000000 PA 328477.53000000 0.064888640644 Long DBT CORP ES Y 2 2027-07-15 Fixed 5.50000000 N N N N N N Birkenstock Financing SARL 5299004DSXRFOZZ5UG09 N/A 1200000.00000000 PA 1288389.60000000 0.254513146652 Long DBT CORP LU Y 2 2029-04-30 Fixed 5.25000000 N N N N N N RAC Bond Co. plc 2138008FCM2SUNLC7B21 N/A 854000.00000000 PA 1049417.64000000 0.207305760392 Long DBT CORP GB Y 2 2027-11-04 Fixed 5.25000000 N N N N N N N/A N/A N/A 18896360.63000000 PA -159789.36000000 -0.03156536874 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-01-04 0.00000000 USD 0.00000000 USD 18896360.63000000 BRL -159789.36000000 N N N Agrifarma SpA 815600F89DA538E88804 N/A 1450000.00000000 PA 1518910.63000000 0.300051105601 Long DBT CORP IT Y 2 2028-10-31 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 870000.00000000 PA USD 888814.28000000 0.175579591136 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 600000.00000000 PA 664243.46000000 0.131217058215 Long DBT CORP DE Y 2 2030-02-21 Fixed 7.00000000 N N N N N N ASK Chemicals Deutschland Holding GmbH 529900793W6Y4S5VIK84 N/A 382000.00000000 PA 406706.09000000 0.080342193641 Long DBT CORP DE Y 2 2029-11-15 Fixed 10.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -30710.22000000 -0.00606660805 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 103960038.98000000 CZK 4324638.95000000 USD 2025-01-06 -30710.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAE8 1050000.00000000 PA USD 1037539.00000000 0.204959210835 Long DBT CORP FR Y 2 2029-11-21 Variable 8.12500000 N N N N Y N/A USD XXXX N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 500000.00000000 PA USD 512777.99000000 0.101296020838 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Nidda Healthcare Holding GmbH 549300Q89C4WAO6L0L19 N/A 792714.58000000 PA 862832.17000000 0.170446991049 Long DBT CORP DE Y 2 2026-08-21 Fixed 7.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAX6 200000.00000000 PA USD 198801.01000000 0.039271871344 Long DBT CORP NL Y 2 2032-06-15 Fixed 5.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDU0 60000.00000000 PA USD 63584.34000000 0.012560680753 Long DBT CORP US N 2 2054-06-01 Variable 7.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BW4 110000.00000000 PA USD 113989.47000000 0.022517892642 Long DBT CORP US N 2 2035-01-22 Variable 5.67600000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 N/A 750000.00000000 PA 784636.87000000 0.155000008354 Long DBT CORP NL Y 2 2026-08-15 Fixed 3.75000000 N N N N N N EMRLD Borrower LP N/A N/A 950000.00000000 PA 1054421.35000000 0.208294211383 Long DBT CORP US Y 2 2030-12-15 Fixed 6.37500000 N N N N N N Marvell Technology, Inc. N/A 573874AQ7 233000.00000000 PA USD 245622.23000000 0.048521104676 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3636.87000000 -0.00071844046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 412183.89000000 GBP 520845.70000000 USD 2024-12-04 -3636.87000000 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KJ5 460000.00000000 PA USD 485700.84000000 0.095947102584 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CR4 377000.00000000 PA USD 256116.70000000 0.050594220278 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891CBD4 150000.00000000 PA USD 146154.30000000 0.028871849625 Long DBT CORP US Y 2 2026-11-02 Fixed 3.50000000 N N N N N N Renault SA 969500F7JLTX36OUI695 N/A 100000.00000000 PA 99387.34000000 0.019633335010 Long DBT CORP FR Y 2 2027-10-04 Fixed 1.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6866.91000000 -0.00135651426 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 421141.90000000 USD 392012.22000000 EUR 2024-12-04 -6866.91000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BAP5 580000.00000000 PA USD 345281.25000000 0.068208108337 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 475000.00000000 PA 500450.38000000 0.098860780122 Long DBT CORP SE Y 2 2026-07-15 Fixed 3.87500000 N N N N N N Herens Midco SARL 222100BJH5XPZD1JHF79 N/A 703000.00000000 PA 573886.58000000 0.113367632971 Long DBT CORP LU Y 2 2029-05-15 Fixed 5.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 173000.00000000 PA USD 147933.91000000 0.029223400228 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4445.51000000 0.000878182141 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4990835.14000000 SGD 3736829.80000000 USD 2025-01-06 4445.51000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CP2 170000.00000000 PA USD 171997.40000000 0.033976989173 Long DBT CORP US N 2 2028-06-01 Fixed 5.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 16369.08000000 0.003233607333 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3309080.01000000 USD 3240846783.00000000 CLP 2025-01-06 16369.08000000 N N N N/A N/A N/A 41810000.00000000 PA USD 300378.29000000 0.059337815032 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-04-19 0.00000000 USD 7483.55000000 USD 41810000.00000000 USD 300378.29000000 N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 280000.00000000 PA USD 286216.84000000 0.056540310922 Long DBT CORP US N 2 2054-10-01 Variable 6.87500000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 123000.00000000 PA USD 136977.60000000 0.027059051079 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N N Lorca Telecom Bondco SA 9598004HFBAS82YM7X35 N/A 750000.00000000 PA 826642.69000000 0.163297990133 Long DBT CORP ES Y 2 2029-04-30 Fixed 5.75000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 1000000.00000000 PA 1149071.91000000 0.226991825721 Long DBT CORP BE Y 2 2028-09-05 Variable 8.00000000 N N N N Y N/A EUR XXXX N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAU6 150000.00000000 PA USD 152237.40000000 0.030073527225 Long DBT CORP US Y 2 2034-12-30 Fixed 5.70000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BN4 1250000.00000000 PA USD 1086645.16000000 0.214659819488 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.68800000 N N N N Y N/A USD XXXX N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 500000.00000000 PA 509881.87000000 0.100723910806 Long DBT CORP IT Y 2 2027-10-12 Fixed 2.37500000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 2800000.00000000 PA 3191913.37000000 0.630542124557 Long DBT CORP NL Y 2 2030-02-03 Variable 6.13500000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 1560000.00000000 PA 1860786.48000000 0.367586498892 Long DBT CORP IT Y 2 2028-07-31 Fixed 7.87500000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 378000.00000000 PA USD 373840.90000000 0.073849885008 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 6.35043960 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 400000.00000000 PA 422897.82000000 0.083540766613 Long DBT CORP IT Y 2 2025-06-03 Variable 5.37500000 N N N N Y N/A EUR XXXX N N N N/A N/A N/A 1.00000000 NC N/A -1927.34000000 -0.00038073372 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 322148.22000000 USD 303012.50000000 EUR 2024-12-04 -1927.34000000 N N N Ontex Group NV 549300AQESC6JJOPW253 N/A 800000.00000000 PA 837199.62000000 0.165383444311 Long DBT CORP BE Y 2 2026-07-15 Fixed 3.50000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCC7 42000.00000000 PA USD 39114.18000000 0.007726756743 Long DBT CORP US Y 2 2030-07-15 Fixed 3.95000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 400000.00000000 PA 441193.12000000 0.087154886419 Long DBT CORP IT Y 2 2026-06-03 Variable 7.50000000 N N N N Y N/A EUR XXXX N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAE3 1000000.00000000 PA USD 992650.00000000 0.196091675239 Long DBT CORP US Y 2 2036-01-09 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -30682.14000000 -0.00606106103 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 5215183.26000000 AUD 3371923.15000000 USD 2025-01-06 -30682.14000000 N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 600000.00000000 PA 668526.47000000 0.132063139519 Long DBT CORP LU Y 2 2029-03-15 Fixed 6.50000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YAC6 1000000.00000000 PA USD 984629.00000000 0.194507177856 Long ABS-MBS CORP US Y 2 2025-02-28 Variable 1.93553280 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4999.60000000 0.000987639086 N/A DFE N/A N 2 Barclays Bank plc G5GSEF7VJP5I7OUK5573 517742.12000000 USD 509442718.00000000 CLP 2025-01-06 4999.60000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 460000.00000000 PA USD 466696.46000000 0.092192908547 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11244.41000000 -0.00222126146 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 3583266.72000000 AUD 2326629.77000000 USD 2025-01-06 -11244.41000000 N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 650000.00000000 PA 721575.32000000 0.142542601430 Long DBT CORP DE Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Matterhorn Telecom SA 549300MTB0YI26SMUT22 N/A 600000.00000000 PA 634145.11000000 0.125271321175 Long DBT CORP LU Y 2 2027-11-15 Fixed 4.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 400000.00000000 PA USD 377080.24000000 0.074489795961 Long DBT CORP FR Y 2 2026-05-26 Variable 4.75000000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -78534.09000000 -0.01551390849 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 78349703.97000000 ZAR 4256267.49000000 USD 2025-01-06 -78534.09000000 N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CG5 659000.00000000 PA USD 693268.00000000 0.136950670941 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBS3 1253000.00000000 PA USD 1325648.94000000 0.261873491586 Long DBT CORP CA N 2 2084-01-15 Variable 8.25000000 N N N N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A 300000.00000000 PA 315598.39000000 0.062344448695 Long DBT CORP DE Y 2 2025-02-25 Fixed 2.50000000 N N N N N N Grupo Antolin-Irausa SA 213800OILC5Q9AR63B63 N/A 550000.00000000 PA 436635.89000000 0.086254634704 Long DBT CORP ES Y 2 2028-04-30 Fixed 3.50000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAS4 285000.00000000 PA USD 289524.50000000 0.057193718055 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EK7 65000.00000000 PA USD 64666.98000000 0.012774549378 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N N/A N/A N/A 9964000.00000000 PA USD -273112.15000000 -0.05395156300 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2037-04-19 5076.35000000 USD 0.00000000 USD 9964000.00000000 USD -273112.15000000 N N N Eutelsat SA 549300MCOOY1V7P2PG30 N/A 200000.00000000 PA 161970.19000000 0.031996177802 Long DBT CORP FR Y 2 2028-10-13 Fixed 1.50000000 N N N N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 237000.00000000 PA 263598.39000000 0.052072180411 Long DBT CORP IT Y 2 2028-06-01 Fixed 7.12500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AY5 410000.00000000 PA USD 416738.44000000 0.082324020385 Long DBT CORP GB N 2 2027-08-07 Variable 5.98500000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 900000.00000000 PA 965769.11000000 0.190781526896 Long DBT CORP GB Y 2 2078-10-03 Variable 4.20000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 2500000.00000000 PA 2676615.66000000 0.528748349106 Long DBT NUSS DE Y 2 2026-06-18 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2325.50000000 -0.00045938769 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 494539.05000000 EUR 521096.54000000 USD 2025-01-06 -2325.50000000 N N N Accelerated Assets LLC N/A 00436MAC9 45568.92840000 PA USD 44284.60000000 0.008748140232 Long ABS-O CORP US Y 2 2033-12-02 Fixed 6.65000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 800000.00000000 PA 837182.71000000 0.165380103848 Long DBT CORP IT Y 2 2026-08-24 Variable 3.37500000 N N N N N N N/A N/A N/A 109.00000000 NC USD 56060.86000000 0.011074465272 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2025-03-31 22467625.00000000 USD 56060.86000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 800000.00000000 PA 928883.25000000 0.183494960554 Long DBT NUSS FR Y 2 2028-09-06 Variable 7.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 561000.00000000 PA USD 497799.96000000 0.098337206558 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 400000.00000000 PA 402292.04000000 0.079470226221 Long DBT CORP PT Y 2 2082-03-14 Variable 1.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 280000.00000000 PA USD 235278.86000000 0.046477837914 Long DBT CORP CH Y 2 2032-02-11 Variable 2.09500000 N N N N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 150000.00000000 PA 163643.43000000 0.032326715690 Long DBT CORP IT Y 2 2030-06-01 Fixed 5.37500000 N N N N N N BHMS N/A 05549GAA9 130000.00000000 PA USD 129940.30000000 0.025668877356 Long ABS-MBS CORP US Y 2 2035-07-15 Floating 6.15629160 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 815000.00000000 PA USD 852821.29000000 0.168469405566 Long DBT CORP US N 2 2029-05-10 Variable 7.50000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 200000.00000000 PA USD 199231.61000000 0.039356933627 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 N/A 424000.00000000 PA 460265.41000000 0.090922495644 Long DBT CORP GB Y 2 2030-04-15 Fixed 6.75000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAB2 200000.00000000 PA USD 210811.54000000 0.041644474929 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19906.98000000 -0.00393249690 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5068830.62000000 SGD 3770806.05000000 USD 2025-01-06 -19906.98000000 N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BQ3 350000.00000000 PA USD 347649.40000000 0.068675921263 Long DBT CORP GB N 2 2025-12-29 Variable 6.00000000 N N N N Y N/A USD XXXX N N N Schaeffler AG 549300Q7E782X7GC1P43 N/A 1100000.00000000 PA 1134236.19000000 0.224061123874 Long DBT CORP DE Y 2 2028-10-12 Fixed 3.37500000 N N N N N N SELP Finance SARL 549300Y4VYEJE1MH6D45 N/A 1400000.00000000 PA 1331346.70000000 0.262999047727 Long DBT CORP LU Y 2 2029-05-27 Fixed 0.87500000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 1800000.00000000 PA 2044537.34000000 0.403885309111 Long DBT CORP DK Y 2 2030-06-21 Variable 4.75000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 495000.00000000 PA USD 505405.23000000 0.099839579131 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 320000.00000000 PA USD 331560.64000000 0.065497689357 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 205.59000000 0.000040612993 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 1911.04000000 USD 77416.42000000 TRY 2025-01-22 205.59000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 942000.00000000 PA USD 578152.50000000 0.114210338254 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAH0 1000000.00000000 PA USD 956968.38000000 0.189042998826 Long DBT CORP FR Y 2 2027-01-26 Variable 1.24700000 N N N N N N JBS USA Holding Lux SARL N/A 46590XAQ9 120000.00000000 PA USD 93953.65000000 0.018559944213 Long DBT CORP LU N 2 2052-02-02 Fixed 4.37500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8J4 148000.00000000 PA USD 132061.86000000 0.026087978000 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DL6 45000.00000000 PA USD 47848.28000000 0.009452122482 Long DBT CORP US Y 2 2034-05-01 Fixed 6.52800000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AC2 1005000.00000000 PA USD 1129059.11000000 0.223038424745 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 656000.00000000 PA 702330.08000000 0.138740827036 Long DBT NUSS MX N 2 2032-05-25 Fixed 4.48990000 N N N N N N Titan Holdings II BV 549300XU72VK2GL31495 N/A 868000.00000000 PA 930600.53000000 0.183834198263 Long DBT CORP NL Y 2 2029-07-15 Fixed 5.12500000 N N N N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 124000.00000000 PA 137654.37000000 0.027192742675 Long DBT CORP DE Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Amber Finco plc 9845004C0870D380O790 N/A 950000.00000000 PA 1062206.69000000 0.209832155636 Long DBT CORP GB Y 2 2029-07-15 Fixed 6.62500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 270000.00000000 PA USD 268714.80000000 0.053082894568 Long DBT NUSS CI Y 2 2028-03-03 Fixed 6.37500000 N N N N N N GM Financial Automobile Leasing Trust 254900DSTG5GSVOBDN09 362541AD6 93721.95000000 PA USD 93842.24000000 0.018537935878 Long ABS-O CORP US N 2 2026-04-20 Fixed 5.16000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BC8 321000.00000000 PA USD 300649.81000000 0.059391452075 Long DBT CORP US N 2 2026-09-15 Variable 3.40000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 N/A 200000.00000000 PA USD 213934.00000000 0.042261296983 Long DBT CORP AT Y 2 2047-03-16 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27518.77000000 -0.00543615746 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4439107.32000000 GBP 5620903.34000000 USD 2025-01-03 -27518.77000000 N N N Airbus SE MINO79WLOO247M1IL051 N/A 1100000.00000000 PA 1097085.09000000 0.216722161061 Long DBT CORP NL Y 2 2030-06-09 Fixed 1.62500000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 N/A 400000.00000000 PA 408252.11000000 0.080647600030 Long DBT CORP FR Y 2 2026-06-01 Variable 1.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1497.24000000 0.000295770210 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 183043.16000000 USD 174357.26000000 EUR 2025-01-06 1497.24000000 N N N N/A N/A N/A -40.00000000 NC -72569.57000000 -0.01433565562 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Bobl 2024-12-06 -4796400.00000000 EUR -72569.57000000 N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BWG2 8575.92790000 PA USD 8303.06000000 0.001640216536 Long ABS-MBS CORP US N 2 2034-07-25 Variable 6.62028120 N N N N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 380000.00000000 PA USD 339625.00000000 0.067090752232 Long DBT CORP KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 110000.00000000 PA 113266.69000000 0.022375112064 Long DBT CORP DE Y 2 2029-04-15 Fixed 5.12500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 200000.00000000 PA 207623.90000000 0.041014776981 Long DBT CORP IT Y 2 2032-01-15 Variable 2.73100000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCH4 310000.00000000 PA USD 316272.57000000 0.062477628654 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AQ1 200000.00000000 PA USD 212452.40000000 0.041968616354 Long DBT CORP GB N 2 2033-11-10 Variable 8.12500000 N N N N Y N/A USD XXXX N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 900000.00000000 PA 945130.78000000 0.186704556460 Long DBT CORP IE Y 2 2026-05-15 Fixed 3.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 N/A 200000.00000000 PA 187919.32000000 0.037122262900 Long DBT CORP NL Y 2 2030-06-17 Variable 0.74999988 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 7070000.00000000 PA 7437826.13000000 1.469295104991 Long DBT NUSS ES Y 2 2025-04-30 Fixed 1.60000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 300000.00000000 PA 292606.52000000 0.057802551445 Long DBT CORP JE Y 2 2030-02-11 Fixed 1.50000000 N N N N N N OI European Group BV 72450053F5WRDY8CDZ66 N/A 180000.00000000 PA 197620.07000000 0.039038584180 Long DBT CORP NL Y 2 2028-05-15 Fixed 6.25000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AK1 70000.00000000 PA USD 69928.68000000 0.013813964648 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -29652.18000000 -0.00585759900 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1860825.51000000 USD 2448591.44000000 SGD 2025-01-06 -29652.18000000 N N N Lorca Telecom Bondco SA 9598004HFBAS82YM7X35 N/A 1466000.00000000 PA 1545322.51000000 0.305268604010 Long DBT CORP ES Y 2 2027-09-18 Fixed 4.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 950000.00000000 PA USD 850250.00000000 0.167961463629 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 572995.26000000 0.113191558391 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100363619.73000000 BRL 17184109.51000000 USD 2025-01-06 572995.26000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 250000.00000000 PA USD 245411.06000000 0.048479389389 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N TSMC Global Ltd. 549300N2ZLI21P85T117 872882AH8 700000.00000000 PA USD 667142.00000000 0.131789646302 Long DBT CORP VG Y 2 2026-04-23 Fixed 1.25000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCW8 240000.00000000 PA USD 244693.92000000 0.048337722957 Long DBT CORP US N 2 2054-09-01 Variable 6.70000000 N N N N N N Picard Groupe SAS 969500C0PA29TV19CT55 N/A 500000.00000000 PA 546889.26000000 0.108034484625 Long DBT CORP FR Y 2 2029-07-01 Fixed 6.37500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCB3 897000.00000000 PA USD 773140.89000000 0.152729050839 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A 400000.00000000 PA 468341.46000000 0.092517867803 Long DBT CORP ES Y 2 2028-07-18 Variable 9.37500000 N N N N Y N/A EUR XXXX N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DG1 380000.00000000 PA USD 382538.71000000 0.075568081889 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATQ80 301497.41000000 PA USD 17776.59000000 0.003511651955 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EH7 530000.00000000 PA USD 542562.21000000 0.107179703501 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 285000.00000000 PA USD 295816.13000000 0.058436589426 Long DBT CORP KY Y 2 2028-05-04 Fixed 6.37500000 N N N N N N Benteler International AG 529900ZAFSOBVFCKF263 N/A 116000.00000000 PA 128791.83000000 0.025442004434 Long DBT CORP AT Y 2 2028-05-15 Fixed 9.37500000 N N N N N N Flora Food Management BV 2549002VGA888UKFKS25 N/A 500000.00000000 PA 545871.39000000 0.107833410900 Long DBT CORP NL Y 2 2029-07-02 Fixed 6.87500000 N N N N N N iliad SA 969500FZ9BTRZS3JNB97 N/A 1000000.00000000 PA 1002333.72000000 0.198004632351 Long DBT CORP FR Y 2 2028-02-11 Fixed 1.87500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBC8 342000.00000000 PA USD 352620.78000000 0.069657985669 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBL4 490000.00000000 PA USD 432194.97000000 0.085377359288 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMB2 795000.00000000 PA USD 794517.85000000 0.156951932920 Long DBT CORP US N 2 2035-08-15 Variable 5.42500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBS5 680000.00000000 PA USD 543656.15000000 0.107395804369 Long DBT CORP IT Y 2 2042-06-01 Variable 4.95000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 31636000000.00000000 PA 1964151.36000000 0.388005571556 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXDW5 340534.71000000 PA USD 58159.34000000 0.011489006609 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 N/A 420000.00000000 PA USD 418996.20000000 0.082770026471 Long DBT NUSS TR Y 2 2025-12-09 Fixed 6.37500000 N N N N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 900000.00000000 PA 927869.72000000 0.183294744168 Long DBT CORP NL Y 2 2026-02-23 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7033.67000000 0.001389456639 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 863452.80000000 USD 15733674.55000000 ZAR 2025-01-06 7033.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -14705.96000000 -0.00290506858 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 8254893140.00000000 COP 1838137.82000000 USD 2025-01-07 -14705.96000000 N N N SES SA 5493008JPA4HYMH1HX51 N/A 1600000.00000000 PA 1576400.47000000 0.311407856757 Long DBT CORP LU Y 2 2026-05-27 Variable 2.87500000 N N N N N N Morgan Stanley Capital I Trust N/A 61765DAX6 28000.00000000 PA USD 26480.39000000 0.005231032122 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.15253880 N N N N N N N/A N/A N/A 1.00000000 NC N/A -84849.45000000 -0.01676146758 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 121331905.32000000 THB 3463360.41000000 USD 2025-01-06 -84849.45000000 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 450000.00000000 PA USD 396604.21000000 0.078346631688 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 N/A 450000.00000000 PA 485985.06000000 0.096003248432 Long DBT CORP FR Y 2 2028-10-15 Fixed 5.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CC1 370000.00000000 PA USD 312319.36000000 0.061696697236 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 430000.00000000 PA 559810.25000000 0.110586943775 Long DBT CORP IT N 2 2033-01-24 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8EX4 64909.11600000 PA USD 6967.55000000 0.001376395055 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 1.25148960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F64R5 2066166.76000000 PA USD 50047.72000000 0.009886607824 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 1.29306960 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AN9 215000.00000000 PA USD 221591.19000000 0.043773926021 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 100000.00000000 PA 129035.12000000 0.025490064821 Long DBT CORP JE Y 2 2041-05-13 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -71488.97000000 -0.01412218998 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 17151512.16000000 TRY 397447.40000000 USD 2025-01-22 -71488.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 400000.00000000 PA 455311.30000000 0.089943842817 Long DBT CORP FR Y 2 2030-06-11 Variable 7.37500000 N N N N Y N/A EUR XXXX N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBG2 62000.00000000 PA USD 44820.15000000 0.008853934718 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.36827240 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3903.23000000 0.000771058187 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 1885173.95000000 USD 34144270.58000000 ZAR 2025-01-06 3903.23000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 355000.00000000 PA USD 336164.14000000 0.066407081416 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AF7 273000.00000000 PA USD 244335.00000000 0.048266820600 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DBJ3 29000.00000000 PA USD 29432.17000000 0.005814137431 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 600000.00000000 PA 671967.46000000 0.132742885143 Long DBT CORP FR Y 2 2029-11-17 Fixed 7.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DQ9 720000.00000000 PA USD 735290.34000000 0.145251916141 Long DBT CORP GB N 2 2026-11-03 Variable 7.33600000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 570000.00000000 PA USD 517275.00000000 0.102184376476 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280EL9 450000.00000000 PA USD 452557.96000000 0.089399938063 Long DBT CORP GB N 2 2035-11-18 Variable 5.87400000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 300000.00000000 PA USD 302700.00000000 0.059796454032 Long DBT NUSS CR Y 2 2031-02-19 Fixed 6.12500000 N N N N N N ZF Finance GmbH 5493001N9T6QDCCXB426 N/A 1000000.00000000 PA 1001064.56000000 0.197753917889 Long DBT CORP DE Y 2 2028-09-21 Fixed 3.75000000 N N N N N N AccorInvest Group SA 2221000MD2YP7WLTNC52 N/A 205000.00000000 PA 226109.57000000 0.044666503167 Long DBT CORP LU Y 2 2029-10-15 Fixed 6.37500000 N N N N N N Punch Finance plc 2138006IJRIU1Q5DN388 N/A 838000.00000000 PA 1052984.19000000 0.208010309592 Long DBT CORP GB Y 2 2026-06-30 Fixed 6.12500000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 521000.00000000 PA USD 553236.88000000 0.109288416464 Long DBT NUSS CR Y 2 2054-11-13 Fixed 7.30000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 720000.00000000 PA USD 747460.80000000 0.147656112877 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3280.26000000 -0.00064799443 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2381523.21000000 USD 2247008.94000000 EUR 2025-01-06 -3280.26000000 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCH6 203000.00000000 PA USD 198190.28000000 0.039151225528 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 802000.00000000 PA 779843.78000000 0.154053164000 Long DBT CORP IT N 2 2029-01-18 Fixed 1.62500000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 2140000.00000000 PA 1058488.39000000 0.209097629190 Long DBT NUSS AU Y 2 2047-03-21 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 72630000.00000000 PA 3137254.51000000 0.619744615441 Long DBT NUSS MX N 2 2035-05-24 Fixed 7.99999920 N N N N N N Structured Asset Investment Loan Trust N/A 86358EWX0 3412.86360000 PA USD 3392.01000000 0.000670069937 Long ABS-O CORP US N 2 2035-09-25 Floating 5.42219040 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 400000.00000000 PA 405155.84000000 0.080035951643 Long DBT CORP FR Y 2 2027-09-15 Variable 0.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165AAF2 300000.00000000 PA USD 304717.56000000 0.060195010139 Long ABS-O CORP US N 2 2030-09-16 Fixed 5.98000000 N N N N N N Adler Pelzer Holding GmbH 984500950ABB2CB7E742 N/A 500000.00000000 PA 500656.45000000 0.098901487936 Long DBT CORP DE Y 2 2027-04-01 Fixed 9.50000000 N N N N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 400000.00000000 PA 409532.89000000 0.080900609948 Long DBT CORP DE Y 2 2031-04-15 Fixed 5.37500000 N N N N N N Azelis Finance NV 699400J0P7A5VXKGK641 N/A 1200000.00000000 PA 1308045.15000000 0.258395975169 Long DBT CORP BE Y 2 2028-03-15 Fixed 5.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 1000000.00000000 PA 1159260.03000000 0.229004423835 Long DBT CORP GB Y 2 2084-08-30 Variable 6.50000000 N N N N N N ZF Finance GmbH 5493001N9T6QDCCXB426 N/A 1000000.00000000 PA 964284.37000000 0.190488225981 Long DBT CORP DE Y 2 2028-05-03 Fixed 2.25000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 N/A 600000.00000000 PA 638802.20000000 0.126191299596 Long DBT CORP IE Y 2 2025-09-01 Variable 6.00000000 N N N N Y N/A EUR XXXX N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CY3 1160000.00000000 PA USD 1130850.27000000 0.223392256977 Long DBT CORP DE N 2 2035-09-11 Variable 5.40300000 N N N N N N Renault SA 969500F7JLTX36OUI695 N/A 400000.00000000 PA 414508.07000000 0.081883425020 Long DBT CORP FR Y 2 2027-06-02 Fixed 2.50000000 N N N N N N MEGlobal Canada ULC 635400MHHHT7LMKMQL03 58518N2B7 200000.00000000 PA USD 199282.00000000 0.039366887850 Long DBT CORP CA Y 2 2025-05-18 Fixed 5.00000000 N N N N N N Windstream Holdings, Inc. 529900M9WS6K57ZMIJ19 N/A 16.00000000 NS USD 280.00000000 0.000055312213 Long EC CORP US N 3 N N N Canada 4BFD7AQU0A75QLAHK410 135087D50 12102000.00000000 PA 8600152.04000000 1.698905173863 Long DBT NUSS CA N 2 2025-06-01 Fixed 2.25000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAC1 200000.00000000 PA USD 196400.00000000 0.038797567135 Long DBT NUSS ID Y 2 2027-05-15 Fixed 4.12500000 N N N N N N N/A N/A N/A -30.00000000 NC USD -60531.75000000 -0.01195766107 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2025-03-20 -3445312.50000000 USD -60531.75000000 N N N INEOS Styrolution Ludwigshafen GmbH 5299003M4PGUGL48LS74 N/A 400000.00000000 PA 411604.12000000 0.081309768222 Long DBT CORP DE Y 2 2027-01-16 Fixed 2.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CC1 374000.00000000 PA USD 357348.40000000 0.070591896841 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Holcim Sterling Finance Netherlands BV 529900KU5LFL22MEGK07 N/A 300000.00000000 PA 297872.40000000 0.058842792448 Long DBT CORP NL Y 2 2034-04-04 Fixed 2.25000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAT2 839000.00000000 PA USD 738202.73000000 0.145827240207 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -50201.29000000 -0.00991694459 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2262930.85000000 USD 13369214.40000000 BRL 2025-01-06 -50201.29000000 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 500000.00000000 PA 490841.88000000 0.096962682241 Long DBT CORP DK Y 2 2029-06-09 Variable 0.75000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 N/A 280000.00000000 PA 315122.85000000 0.062250508802 Long DBT CORP FR Y 2 2031-04-15 Fixed 6.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 95000.00000000 PA USD 100537.46000000 0.019860533879 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDU2 290000.00000000 PA USD 181993.35000000 0.035951625330 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N Alternative Loan Trust N/A 12667F5H4 45976.05220000 PA USD 39590.52000000 0.007820854672 Long ABS-MBS CORP US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XBA6 580000.00000000 PA USD 578029.51000000 0.114186042364 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83371GAA9 440000.00000000 PA USD 471692.76000000 0.093179895740 Long DBT CORP FR Y 2 2028-11-14 Variable 10.00000000 N N N N Y N/A USD XXXX N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 191000.00000000 PA 208372.64000000 0.041162685792 Long DBT CORP IT Y 2 2030-06-01 Fixed 5.37500000 N N N N N N Alfa Desarrollo SpA 2549006BJAN34R520038 01538TAA3 336953.40680000 PA USD 256222.74000000 0.050615167804 Long DBT CORP CL Y 2 2051-09-27 Fixed 4.55000000 N N N N N N Monitchem HoldCo 3 SA 222100SJHJ1CNJMSW162 N/A 200000.00000000 PA 214530.82000000 0.042379194967 Long DBT CORP LU Y 2 2028-05-01 Fixed 8.75000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 500000.00000000 PA 459686.25000000 0.090808086281 Long DBT CORP ES Y 2 2028-10-15 Fixed 3.87500000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 451000.00000000 PA USD 362538.82000000 0.071617231202 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DK3 568000.00000000 PA USD 591430.00000000 0.116833223680 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDT3 100000.00000000 PA USD 105339.34000000 0.020809114641 Long DBT CORP US N 2 2055-02-01 Variable 6.87500000 N N N N N N Mundys SpA 8156008DEC771409C487 N/A 1100000.00000000 PA 1212317.44000000 0.239485576720 Long DBT CORP IT Y 2 2029-01-24 Fixed 4.75000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 1110000.00000000 PA USD 1122694.27000000 0.221781091206 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Galaxy XV CLO Ltd. 549300MJK1HWQWCLYA68 36318WAK6 72143.01000000 PA USD 72139.11000000 0.014250620994 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.88750840 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 N/A 146000.00000000 PA 158534.52000000 0.031317483110 Long DBT CORP DE Y 2 2029-07-15 Fixed 5.37500000 N N N N N N Mundys SpA 8156008DEC771409C487 N/A 1100000.00000000 PA 1107209.81000000 0.218722234910 Long DBT CORP IT Y 2 2028-02-12 Fixed 1.87500000 N N N N N N Renault SA 969500F7JLTX36OUI695 N/A 500000.00000000 PA 521532.54000000 0.103025426343 Long DBT CORP FR Y 2 2025-06-24 Fixed 1.25000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 300000.00000000 PA USD 298500.00000000 0.058966770824 Long DBT NUSS NG Y 2 2025-11-21 Fixed 7.62500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 840000.00000000 PA USD 837114.46000000 0.165366621496 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -32179.68000000 -0.00635689050 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 24462923.70000000 CAD 17464659.85000000 USD 2025-01-06 -32179.68000000 N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAS2 327000.00000000 PA USD 276471.96000000 0.054615272042 Long DBT NUSS NG Y 2 2033-09-28 Fixed 7.37500000 N N N N N N TK Elevator Midco GmbH 254900K869UN2ZWVB351 N/A 700000.00000000 PA 735475.28000000 0.145288449858 Long DBT CORP DE Y 2 2027-07-15 Fixed 4.37500000 N N N N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 N/A 400000.00000000 PA 389306.70000000 0.076905055140 Long DBT CORP JP Y 2 2027-04-22 Variable 4.25000000 N N N N N N Abertis Infraestructuras Finance BV 5493007WHKI5H75YJ358 N/A 300000.00000000 PA 315820.94000000 0.062388412028 Long DBT CORP NL Y 2 2025-11-24 Variable 3.24800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 312000.00000000 PA USD 320499.51000000 0.063312633686 Long DBT CORP US N 2 2035-01-23 Variable 5.46800000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAK7 315000.00000000 PA USD 315585.90000000 0.062341981375 Long DBT CORP KY Y 2 2026-01-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 472610.17000000 0.093361124233 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 146814357.13000000 USD 139371897.79000000 EUR 2024-12-04 472610.17000000 N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AF7 625000.00000000 PA USD 640298.19000000 0.126486822877 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 51.00000000 NC 91502.96000000 0.018075826037 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2025-03-27 4890390.00000000 GBP 91502.96000000 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 336000.00000000 PA USD 350098.54000000 0.069159733246 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 N/A 300000.00000000 PA USD 302250.00000000 0.059707559402 Long DBT NUSS OM Y 2 2028-01-17 Fixed 5.62500000 N N N N N N SPIE SA 969500TJNS5GSFWJ8X85 N/A 600000.00000000 PA 627557.33000000 0.123969947260 Long DBT CORP FR Y 2 2026-06-18 Fixed 2.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 20998.55000000 0.004148129599 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 733322.74000000 EUR 795967.42000000 USD 2024-12-04 20998.55000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 1125000.00000000 PA 1119641.15000000 0.221177966826 Long DBT CORP GB Y 2 2080-08-27 Variable 3.00000000 N N N N N N TeamSystem SpA 81560062081DF3AB7A90 N/A 200000.00000000 PA 207152.59000000 0.040921672697 Long DBT CORP IT Y 2 2028-02-15 Fixed 3.50000000 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 1096000.00000000 PA 1260480.78000000 0.248999937296 Long DBT CORP IT Y 2 2028-02-15 Fixed 6.87500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 200000.00000000 PA USD 198797.33000000 0.039271144383 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DS1 1340000.00000000 PA USD 1082050.00000000 0.213752074943 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAN8 425000.00000000 PA USD 386989.50000000 0.076447307061 Long DBT CORP NL Y 2 2028-07-12 Fixed 2.12500080 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MU2 160000.00000000 PA USD 156226.66000000 0.030861580090 Long DBT CORP US N 2 2025-12-10 Variable 4.00000000 N N N N N N NGG Finance plc 549300MLDJ2T68G21W86 N/A 1430000.00000000 PA 1449110.62000000 0.286262558890 Long DBT CORP GB Y 2 2082-09-05 Variable 2.12500000 N N N N N N AL Candelaria -spain- SA 213800L5KA2MJ5FKRZ02 00870WAA4 250000.00000000 PA USD 203750.00000000 0.040249512748 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.75000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BG2 398000.00000000 PA USD 343021.95000000 0.067761798034 Long DBT CORP US Y 2 2031-09-23 Fixed 2.62500000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 N/A 600000.00000000 PA 616613.62000000 0.121808087161 Long DBT CORP DE Y 2 2027-02-11 Fixed 3.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 276000.00000000 PA 240177.19000000 0.047445471758 Long DBT NUSS RO Y 2 2049-04-03 Fixed 4.62500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAZ9 250000.00000000 PA USD 225286.86000000 0.044503982054 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAC7 500000.00000000 PA USD 535610.19000000 0.105806376298 Long DBT NUSS FR Y 2 2033-05-23 Fixed 6.25000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 N/A 300000.00000000 PA 242174.76000000 0.047840078969 Long DBT CORP FR Y 2 2029-01-15 Fixed 4.12500000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 450000.00000000 PA 128395.12000000 0.025363636904 Long DBT CORP LU Y 2 2027-05-15 Fixed 8.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 400000.00000000 PA 441721.50000000 0.087259264518 Long DBT CORP ES Y 2 2029-11-20 Variable 7.00000000 N N N N Y N/A EUR XXXX N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAM3 1000000.00000000 PA USD 1088694.00000000 0.215064554760 Long DBT CORP ES N 2 2029-03-19 Variable 9.37500000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -22969.00000000 -0.00453737942 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3557996.07000000 NZD 2085240.45000000 USD 2025-01-06 -22969.00000000 N N N Alternative Loan Trust N/A 12667FWJ0 66135.35790000 PA USD 58946.25000000 0.011644455660 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC N/A 161175CA0 282000.00000000 PA USD 191871.07000000 0.037902905904 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A 200000.00000000 PA 258760.34000000 0.051116454496 Long DBT CORP GB Y 2 2027-12-20 Fixed 5.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAH4 265000.00000000 PA USD 263258.95000000 0.052005126204 Long DBT CORP KY Y 2 2025-02-15 Fixed 2.87500000 N N N N N N EMRLD Borrower LP N/A N/A 182000.00000000 PA 202004.93000000 0.039904785302 Long DBT CORP US Y 2 2030-12-15 Fixed 6.37500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBG2 250000.00000000 PA USD 260258.79000000 0.051412463735 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 800000.00000000 PA 839080.63000000 0.165755025837 Long DBT CORP LU Y 2 2028-03-01 Fixed 3.50000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 81832.68000000 PA 85628.53000000 0.016915369864 Long DBT CORP ES Y 2 2025-02-15 Fixed 1.62500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AC2 550000.00000000 PA USD 542391.75000000 0.107146030215 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 N/A 200000.00000000 PA 216007.52000000 0.042670907632 Long DBT CORP DE Y 2 2031-04-11 Fixed 4.00000000 N N N N N N Chase Funding Trust N/A 161546HC3 50295.66880000 PA USD 49025.48000000 0.009684670833 Long ABS-O CORP US N 2 2034-11-25 Variable 4.88156400 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 665000.00000000 PA USD 692832.51000000 0.136864642669 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N Volvo Car AB 5299000EAMGGBEYP7J33 N/A 200000.00000000 PA 210682.98000000 0.041619078721 Long DBT CORP SE Y 2 2025-01-24 Fixed 2.00000000 N N N N N N Rossini Sarl 549300EC5JCCW6F83R11 N/A 1000000.00000000 PA 1116192.19000000 0.220496646779 Long DBT CORP LU Y 2 2029-12-31 Fixed 6.75000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDV7 94000.00000000 PA USD 90994.58000000 0.017975398811 Long DBT CORP GB N 2 2030-03-22 Variable 4.87500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 N/A 300000.00000000 PA 291136.74000000 0.057512205782 Long DBT CORP NL Y 2 2031-05-13 Fixed 1.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 249000.00000000 PA USD 218024.51000000 0.043069351139 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N Iceland Bondco plc 2138002DRBYIA8QXHO36 N/A 120000.00000000 PA 161590.51000000 0.031921174440 Long DBT CORP GB Y 2 2027-12-15 Fixed 10.87500000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 230000.00000000 PA USD 229897.98000000 0.045414879395 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 27452.78000000 0.005423121563 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5621080.46000000 USD 4439107.32000000 GBP 2024-12-04 27452.78000000 N N N CCO Holdings LLC N/A 1248EPBT9 140000.00000000 PA USD 138109.03000000 0.027282557858 Long DBT CORP US Y 2 2027-05-01 Fixed 5.12500000 N N N N N N N/A N/A N/A -9.00000000 NC USD -27956.84000000 -0.00552269540 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2025-03-20 -1076062.50000000 USD -27956.84000000 N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 1200000.00000000 PA 1217157.89000000 0.240441776739 Long DBT CORP NL Y 2 2028-02-24 Variable 2.88000000 N N N N N N Flagship Credit Auto Trust N/A 337955AE8 88000.00000000 PA USD 88050.42000000 0.017393798784 Long ABS-O CORP US Y 2 2027-08-16 Fixed 5.01000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBD6 635000.00000000 PA USD 650739.73000000 0.128549482496 Long DBT CORP IE N 2 2027-01-15 Fixed 6.10000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 50000.00000000 PA USD 45221.97000000 0.008933311695 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 200000.00000000 PA 201069.94000000 0.039720083992 Long DBT CORP FR Y 2 2029-03-25 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3751.23000000 -0.00074103155 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 189964.96000000 GBP 237964.55000000 USD 2025-01-03 -3751.23000000 N N N Accenture Capital, Inc. 254900FRO0P7RIINYT25 00440KAC7 170000.00000000 PA USD 166278.50000000 0.032847256959 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N Hungary 5299003F3UFKGCCMAP43 445545AT3 394000.00000000 PA USD 415177.50000000 0.082015666646 Long DBT NUSS HU Y 2 2052-09-25 Fixed 6.75000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDV8 300000.00000000 PA USD 307380.00000000 0.060720958177 Long DBT CORP US N 2 2055-05-15 Variable 6.62500000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 288000.00000000 PA 307094.66000000 0.060664591080 Long DBT CORP FR Y 2 2027-02-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 18880535.85000000 PA -155754.82000000 -0.03076837110 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2027-01-04 0.00000000 USD 0.00000000 USD 18880535.85000000 BRL -155754.82000000 N N N N/A N/A N/A 25200000.00000000 PA 277676.17000000 0.054853156046 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2029-12-18 0.00000000 USD 0.00000000 USD 25200000.00000000 EUR 277676.17000000 N N N Cellnex Finance Co. SA 549300OUROMFTRFA7T23 N/A 500000.00000000 PA 524782.05000000 0.103667346315 Long DBT CORP ES Y 2 2026-04-12 Fixed 2.25000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 210000.00000000 PA USD 189525.00000000 0.037439454742 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 N/A 900000.00000000 PA 953747.52000000 0.188406738479 Long DBT CORP NL Y 2 2026-06-22 Variable 3.87500000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 N/A 380000.00000000 PA USD 414200.00000000 0.081822567757 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576BAA0 760000.00000000 PA USD 786943.13000000 0.155455595305 Long DBT CORP US Y 2 2031-06-15 Fixed 5.80000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 500000.00000000 PA USD 506013.78000000 0.099959794302 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DW8 655000.00000000 PA USD 649302.95000000 0.128265655773 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AE0 195000.00000000 PA USD 217753.21000000 0.043015757555 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAU4 554000.00000000 PA USD 542288.44000000 0.107125621984 Long DBT NUSS RO Y 2 2034-01-30 Fixed 6.37500000 N N N N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 610000.00000000 PA 664117.18000000 0.131192112407 Long DBT CORP IE Y 2 2029-12-15 Fixed 5.75000000 N N N N N N Ardagh Packaging Finance plc N/A N/A 1700000.00000000 PA 1579147.07000000 0.311950430066 Long DBT CORP IE Y 2 2026-08-15 Fixed 2.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38782.93000000 0.007661320419 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1155000.00000000 EUR 1259376.54000000 USD 2024-12-04 38782.93000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EL8 155000.00000000 PA USD 158511.48000000 0.031312931705 Long DBT CORP US N 2 2064-02-22 Fixed 5.65000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 755000.00000000 PA USD 743448.08000000 0.146863425638 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N N/A N/A N/A 59200000.00000000 PA 96756.04000000 0.019113538480 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2026-12-18 0.00000000 USD 0.00000000 USD 59200000.00000000 EUR 96756.04000000 N N N Sovereign in right of New Zealand 549300237GPHG2AI7C34 N/A 952000.00000000 PA 572589.43000000 0.113111389264 Long DBT NUSS NZ Y 2 2027-04-15 Fixed 4.50000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 210000.00000000 PA USD 205480.25000000 0.040591312598 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Emera US Finance LP N/A 29103DAT3 1272000.00000000 PA USD 1095247.13000000 0.216359083788 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Klabin Austria GmbH 984500578YEA8DD41B09 N/A 200000.00000000 PA USD 208814.00000000 0.041249873644 Long DBT CORP AT Y 2 2049-04-03 Fixed 7.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 N/A 1000000.00000000 PA 1256111.74000000 0.248136861314 Long DBT CORP NO Y 2 2026-06-10 Variable 2.62500000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 1240000.00000000 PA USD 865423.52000000 0.170958895711 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 300000.00000000 PA 310860.85000000 0.061408577890 Long DBT CORP NL Y 2 2028-06-27 Variable 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5356.26000000 0.001058094994 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2860831541.45000000 COP 647481.34000000 USD 2025-01-07 5356.26000000 N N N ZF Europe Finance BV 549300RI533US2G6G542 N/A 600000.00000000 PA 594918.97000000 0.117522447447 Long DBT CORP NL Y 2 2027-10-23 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44722.01000000 -0.00883454778 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1886018.21000000 USD 1794452029.00000000 CLP 2025-01-06 -44722.01000000 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G23 200000.00000000 PA USD 198048.92000000 0.039123300762 Long DBT CORP US N 2 2029-09-06 Fixed 5.30300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -91564.80000000 -0.01808804213 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 15563687.29000000 AUD 10062840.53000000 USD 2025-01-06 -91564.80000000 N N N JBS USA Holding Lux Sarl N/A 47214BAD0 290000.00000000 PA USD 336656.43000000 0.066504330165 Long DBT CORP LU N 2 2053-11-15 Fixed 7.25000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 1100000.00000000 PA 1102832.12000000 0.217857450177 Long DBT CORP ES Y 2 2027-11-15 Fixed 2.25000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAM0 1010000.00000000 PA USD 960196.27000000 0.189680647904 Long DBT CORP NL Y 2 2026-07-12 Fixed 1.62500040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 235.43000000 0.000046507694 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 151537.55000000 USD 143397.98000000 EUR 2025-01-06 235.43000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38144GAE1 10000.00000000 PA USD 9581.73000000 0.001892809638 Long DBT CORP US N 2 2026-05-10 Variable 3.80000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765LAY6 36000.00000000 PA USD 33234.75000000 0.006565312853 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.46272560 N N N N N N N/A N/A N/A 1.00000000 NC N/A 226.90000000 0.000044822647 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 67619.86000000 USD 103988.93000000 AUD 2025-01-06 226.90000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EG6 370000.00000000 PA USD 371110.00000000 0.073310413134 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N Verisure Holding AB 549300VQQCWGISM3N408 N/A 250000.00000000 PA 274358.72000000 0.054197814961 Long DBT CORP SE Y 2 2030-05-15 Fixed 5.50000000 N N N N N N eircom Finance DAC 254900NA4DUH50UERM85 N/A 300000.00000000 PA 315043.59000000 0.062234851494 Long DBT CORP IE Y 2 2026-05-15 Fixed 3.50000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 182000.00000000 PA 203830.12000000 0.040265339943 Long DBT CORP FR Y 2 2029-11-17 Fixed 7.25000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AY5 840000.00000000 PA USD 834489.60000000 0.164848097147 Long DBT NUSS GT Y 2 2031-08-06 Fixed 6.05000000 N N N N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89157XAE1 140000.00000000 PA USD 136830.37000000 0.027029966732 Long DBT CORP FR N 2 2054-09-10 Fixed 5.27500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAH5 265000.00000000 PA USD 231333.64000000 0.045698484870 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAR2 1715000.00000000 PA USD 1750771.47000000 0.345853735468 Long DBT CORP US Y 2 2034-08-15 Fixed 5.75000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEF4 1365000.00000000 PA USD 1343576.83000000 0.265415031891 Long DBT CORP US N 2 2053-05-15 Fixed 5.35000000 N N N N N N Bertrand Franchise Finance SAS 969500HGPPEHSTNJFW57 N/A 700000.00000000 PA 778886.04000000 0.153863968573 Long DBT CORP FR Y 2 2030-07-18 Fixed 6.50000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBZ9 1220000.00000000 PA USD 1300170.56000000 0.256840400148 Long DBT CORP IT Y 2 2033-06-20 Fixed 6.62500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 170000.00000000 PA USD 174358.63000000 0.034443435097 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -580.70000000 -0.00011471358 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 111145.02000000 EUR 117055.62000000 USD 2025-01-06 -580.70000000 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBT6 881000.00000000 PA USD 769215.62000000 0.151953638791 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 690000.00000000 PA USD 659309.63000000 0.130242411573 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 N/A 200000.00000000 PA 226144.50000000 0.044673403365 Long DBT CORP GB Y 2 2029-03-15 Fixed 8.50000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 N/A 750000.00000000 PA 766621.93000000 0.151441271877 Long DBT CORP NL Y 2 2027-11-22 Fixed 1.50000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 800000.00000000 PA 836178.38000000 0.165181704863 Long DBT CORP JE Y 2 2025-10-12 Fixed 1.50000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 1900000.00000000 PA 2131306.24000000 0.421025951794 Long DBT CORP DE Y 2 2083-09-25 Variable 7.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAQ2 400000.00000000 PA USD 458864.80000000 0.090645814073 Long DBT CORP ES N 2 2033-05-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 300000.00000000 PA 276208.03000000 0.054563134354 Long DBT CORP IT Y 2 2030-06-08 Variable 1.87500000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 890000.00000000 PA USD 866198.96000000 0.171112078937 Long DBT CORP NL Y 2 2028-04-06 Variable 3.64900000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CU4 80000.00000000 PA USD 64228.91000000 0.012688011444 Long DBT CORP US N 2 2052-04-01 Fixed 3.90000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 28247000000.00000000 PA 1753742.05000000 0.346440554598 Long DBT NUSS ID N 2 2035-07-15 Fixed 6.75000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAW5 36000.00000000 PA USD 31817.66000000 0.006285375763 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.18961160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5893.28000000 -0.00116417986 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2907200.00000000 AUD 1890886.49000000 USD 2025-01-06 -5893.28000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 1595000.00000000 PA 1868426.79000000 0.369095793394 Long DBT CORP IT Y 2 2030-01-13 Fixed 5.25000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 121900000.00000000 PA 19715012.13000000 3.894574881309 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAM5 1575000.00000000 PA USD 1624945.91000000 0.320997698750 Long DBT CORP NO Y 2 2033-06-13 Fixed 6.00000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAQ3 70000.00000000 PA USD 68281.77000000 0.013488628084 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N Paprec Holding SA 969500ASAFSVN9KVC873 N/A 723000.00000000 PA 753528.66000000 0.148854779912 Long DBT CORP FR Y 2 2028-07-01 Fixed 3.50000000 N N N N N N Sigma Holdco BV 254900RAPCKVT00GAO59 N/A 171255.13000000 PA 178875.47000000 0.035335708025 Long DBT CORP NL Y 2 2026-05-15 Fixed 5.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 490000.00000000 PA USD 521202.21000000 0.102960171759 Long DBT CORP US N 2 2054-05-15 Variable 8.00000000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 N/A 100000.00000000 PA 99572.80000000 0.019669971450 Long DBT CORP FR Y 2 2030-09-26 Fixed 1.75000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECK9 270000.00000000 PA USD 283594.42000000 0.056022268580 Long DBT CORP GB N 2 2029-09-13 Variable 6.49000000 N N N N N N Thames Water Utilities Finance plc 213800ESMPQ4RQ7G8351 N/A 400000.00000000 PA 325510.68000000 0.064302558353 Long DBT CORP GB Y 2 2031-01-18 Fixed 4.37500000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAM4 575000.00000000 PA USD 584467.37000000 0.115457800539 Long DBT CORP IE Y 2 2034-04-03 Fixed 5.55000000 N N N N N N Southern Copper Corp. 2549007U6NAP46Q9TU15 84265VAJ4 140000.00000000 PA USD 138964.00000000 0.027451451728 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46645UAZ0 28000.00000000 PA USD 22874.29000000 0.004518670071 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.51135360 N N N N N N N/A N/A N/A 1.00000000 NC N/A 30084.88000000 0.005943076128 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3770353.95000000 USD 129956936.98000000 THB 2025-01-06 30084.88000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FLBC9 18786.00000000 PA USD 297.55000000 0.000058779104 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.99999960 N N N N N N Bain Capital Credit CLO Ltd. N/A 05682NAA1 250000.00000000 PA USD 250260.50000000 0.049437365326 Long ABS-CBDO CORP KY Y 2 2035-01-22 Floating 6.03324000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 23000.00000000 PA USD 17303.02000000 0.003418101222 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.77730080 N N N N N N 888 Acquisitions Ltd. 254900RFD0BP3JOPZU89 N/A 285000.00000000 PA 291792.19000000 0.057641685749 Long DBT CORP GI Y 2 2027-07-15 Fixed 7.55800000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DU1 200000.00000000 PA USD 203609.92000000 0.040221840838 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBQ2 429000.00000000 PA USD 448511.55000000 0.088600595581 Long DBT CORP GB N 2 2079-04-04 Variable 7.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 1430000.00000000 PA USD 1463646.31000000 0.289133991724 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N JetBlue Pass-Through Trust N/A 477143AJ0 38416.77000000 PA USD 34727.99000000 0.006860292889 Long ABS-O CORP US N 2 2028-05-15 Fixed 2.95000000 N N N N N N Virgin Media Finance plc 2138001LVYC87DDHT482 N/A 1200000.00000000 PA 1144460.25000000 0.226080821706 Long DBT CORP GB Y 2 2030-07-15 Fixed 3.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RLJ9 99000.00000000 PA USD 70352.85000000 0.013897756726 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Swiss Re Finance Luxembourg SA 549300CLQZ6TM98LW631 87089NAA8 200000.00000000 PA USD 198554.00000000 0.039223076094 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 48000.00000000 PA USD 43110.24000000 0.008516152905 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 N/A 200000.00000000 PA 210029.06000000 0.041489900996 Long DBT CORP NL Y 2 2025-09-22 Variable 4.37500000 N N N N Y N/A EUR XXXX N N N N/A N/A N/A 1.00000000 NC N/A -24326.96000000 -0.00480563576 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 3522294.47000000 GBP 4457447.10000000 USD 2025-01-06 -24326.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 13892.54000000 0.002744382654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3242863.29000000 USD 105554065.00000000 TWD 2025-01-06 13892.54000000 N N N Evonik Industries AG 41GUOJQTALQHLF39XJ34 N/A 800000.00000000 PA 808701.19000000 0.159753761260 Long DBT CORP DE Y 2 2081-09-02 Variable 1.37500000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 200000.00000000 PA 228036.08000000 0.045047072928 Long DBT CORP DE Y 2 2031-10-09 Variable 7.87500000 N N N N Y N/A EUR XXXX N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 320000.00000000 PA USD 276563.72000000 0.054633398645 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N Ontex Group NV 549300AQESC6JJOPW253 N/A 300000.00000000 PA 313949.86000000 0.062018792110 Long DBT CORP BE Y 2 2026-07-15 Fixed 3.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PL9 1045000.00000000 PA USD 1068532.39000000 0.211081757318 Long DBT CORP US N 2 2035-06-11 Variable 5.44900000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 N/A 1000000.00000000 PA 1034450.46000000 0.204349089460 Long DBT CORP NL Y 2 2027-06-29 Variable 4.37500000 N N N N Y N/A EUR XXXX N N N Chrome Holdco SAS 9845000E49865VT3N679 N/A 520000.00000000 PA 318166.29000000 0.062851720959 Long DBT CORP FR Y 2 2029-05-31 Fixed 5.00000000 N N N N N N Alstom SA 96950032TUYMW11FB530 N/A 1000000.00000000 PA 1105645.82000000 0.218413278663 Long DBT CORP FR Y 2 2029-05-29 Variable 5.86800000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BD5 512000.00000000 PA USD 523330.65000000 0.103380631504 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N VM Master Issuer LLC 549300DTHP15ZDVADB72 92859MAA8 916823.98000000 PA USD 910515.31000000 0.179866491178 Long ABS-MBS CORP US Y 3 2025-05-24 Variable 6.16299840 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 921000.00000000 PA USD 868908.24000000 0.171647279918 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DN7 1296000.00000000 PA USD 1243123.20000000 0.245571058093 Long DBT NUSS TR N 2 2035-01-03 Fixed 6.50000000 N N N N N N Czech Republic 3157007EFDLQABN47912 N/A 68550000.00000000 PA 3068942.82000000 0.606250076851 Long DBT NUSS CZ N 2 2034-04-14 Fixed 4.90000000 N N N N N N Amber Finco plc 9845004C0870D380O790 N/A 215000.00000000 PA 240394.15000000 0.047488330822 Long DBT CORP GB Y 2 2029-07-15 Fixed 6.62500000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 600000.00000000 PA 625097.21000000 0.123483966248 Long DBT CORP FR Y 2 2026-06-15 Fixed 3.12500000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CH0 104000.00000000 PA USD 99303.69000000 0.019616810486 Long DBT CORP US N 2 2026-09-15 Variable 3.55000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331CAM0 640000.00000000 PA USD 661409.09000000 0.130657146503 Long DBT CORP US N 2 2055-03-15 Variable 7.37500000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 350000.00000000 PA USD 337859.38000000 0.066741965264 Long DBT CORP NL Y 2 2033-02-13 Fixed 7.25000000 N N N N N N Chase Mortgage Finance Trust N/A 161630AE8 7387.93000000 PA USD 7263.70000000 0.001434897598 Long ABS-MBS CORP US N 2 2037-02-25 Variable 6.65276400 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 96800000.00000000 PA 4647702.93000000 0.918124065438 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAT0 45000.00000000 PA USD 45505.07000000 0.008989236294 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 525000.00000000 PA USD 448096.27000000 0.088518559666 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N Y N/A USD XXXX N N N Petronas Capital Ltd. 549300G7YFX3540OYR85 71675CAE8 436000.00000000 PA USD 307458.48000000 0.060736461400 Long DBT CORP MY Y 2 2061-04-28 Fixed 3.40400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 315000.00000000 PA USD 310955.10000000 0.061427196376 Long DBT CORP US N 2 2028-04-20 Variable 4.21000000 N N N N N N JPMorgan U.S. Government Money Market Fund 8I5DZWZKVSZI1NUHU748 4812C2270 6104128.11000000 NS USD 6104128.11000000 1.205831568996 Long STIV RF US N 1 N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 731000.00000000 PA USD 728989.75000000 0.144007274779 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 N/A 480000.00000000 PA 482856.97000000 0.095385314207 Long DBT CORP IT Y 2 2028-10-21 Fixed 1.62500000 N N N N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 900000.00000000 PA 1005761.81000000 0.198681829662 Long DBT CORP LU Y 2 2028-07-31 Fixed 7.87500000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAE3 367000.00000000 PA USD 372268.09000000 0.073539186426 Long DBT CORP US N 2 2032-12-15 Fixed 5.25000000 N N N N N N Ziggo Bond Co. BV 213800JYI4P7V5QDOG59 N/A 1900000.00000000 PA 1812564.02000000 0.358060459537 Long DBT CORP NL Y 2 2030-02-28 Fixed 3.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJK99 1586690.18000000 PA USD 210768.15000000 0.041635903511 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 1.17988920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AN4Q7 172078.38000000 PA USD 18909.35000000 0.003735421466 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 1.32149160 N N N N N N Kleopatra Holdings 2 SCA 222100ALG258IKQWWE73 N/A 500000.00000000 PA 449911.31000000 0.088877109239 Long DBT CORP LU Y 2 2026-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6H2 880000.00000000 PA USD 74521.13000000 0.014721173850 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 2.42627760 N N N N N N MFA Trust N/A 55285RAA8 220890.42000000 PA USD 221260.70000000 0.043708639830 Long ABS-MBS CORP US Y 3 2027-08-25 Variable 7.57500120 N N N N N N Iberdrola International BV 549300ZMLFJKWC63XN87 N/A 300000.00000000 PA 309878.62000000 0.061214544619 Long DBT CORP NL Y 2 2026-01-28 Variable 1.87400000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508CC6 90000.00000000 PA USD 87201.59000000 0.017226117832 Long DBT CORP US N 2 2053-03-14 Fixed 5.00000000 N N N N N N BBVA Bancomer SA 549300WIWQK5Q9MCUN92 05533UAF5 200000.00000000 PA USD 186626.00000000 0.036866775785 Long DBT CORP MX Y 2 2033-01-18 Variable 5.12500000 N N N N Y N/A USD XXXX N N N ProGroup AG 529900YI5W5TQ8F2FP82 N/A 400000.00000000 PA 411878.88000000 0.081364045307 Long DBT CORP DE Y 2 2029-04-15 Fixed 5.12500000 N N N N N N Autostrade per l'Italia SpA 815600149448CEB9B230 N/A 1650000.00000000 PA 1905330.24000000 0.376385834529 Long DBT CORP IT Y 2 2033-06-14 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 58718.64000000 0.011599492757 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1412416525.00000000 HUF 3465712.63000000 EUR 2025-01-06 58718.64000000 N N N PLT VII Finance SARL 894500SKZV4JDP64R249 N/A 977000.00000000 PA 1073742.54000000 0.212110989214 Long DBT CORP LU Y 2 2031-06-15 Fixed 6.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 410000.00000000 PA USD 418297.09000000 0.082631921750 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 695000.00000000 PA USD 614573.56000000 0.121405086322 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 N/A 900000.00000000 PA 950011.70000000 0.187668751070 Long DBT CORP DE Y 2 2025-02-11 Fixed 2.87500000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 N/A 660000.00000000 PA USD 554400.00000000 0.109518183400 Long DBT NUSS SN Y 2 2033-05-23 Fixed 6.25000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AZ2 525000.00000000 PA USD 529100.25000000 0.104520379178 Long DBT NUSS GT Y 2 2037-02-06 Fixed 6.55000000 N N N N N N 888 Acquisitions Ltd. 254900RFD0BP3JOPZU89 N/A 230000.00000000 PA 235760.92000000 0.046573065792 Long DBT CORP GI Y 2 2027-07-15 Fixed 7.55800000 N N N N N N Pinnacle Bidco plc 2138006Z5V8OBL2A2Q06 N/A 287000.00000000 PA 321833.27000000 0.063576109466 Long DBT CORP GB Y 2 2028-10-11 Fixed 8.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 60000.00000000 PA USD 58697.40000000 0.011595296930 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Mundys SpA 8156008DEC771409C487 N/A 450000.00000000 PA 459740.14000000 0.090818731906 Long DBT CORP IT Y 2 2027-07-13 Fixed 1.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 470000.00000000 PA USD 399103.08000000 0.078840267516 Long DBT CORP US N 2 2032-07-21 Variable 2.29900000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 357000.00000000 PA USD 367422.67000000 0.072582004615 Long DBT CORP US Y 2 2029-11-15 Fixed 5.37500000 N N N N N N TUI Cruises GmbH 529900SVD83QUUIZYY18 N/A 84670.48720000 PA 90661.09000000 0.017909519989 Long DBT CORP DE Y 2 2026-05-15 Fixed 6.50000000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 N/A 550000.00000000 PA USD 573375.00000000 0.113266573606 Long DBT NUSS OM Y 2 2031-01-25 Fixed 6.25000000 N N N N N N Kaixo Bondco Telecom SA 959800ULWB3MZHZ69055 N/A 942000.00000000 PA 1002767.15000000 0.198090253682 Long DBT CORP ES Y 2 2029-09-30 Fixed 5.12500000 N N N N N N Republic of Poland 259400R9L8QEP0TPXS31 N/A 10127238.66000000 PA 2217373.07000000 0.438027905028 Long DBT NUSS PL N 2 2036-08-25 Fixed 2.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 795000.00000000 PA USD 661337.97000000 0.130643097200 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N International Consolidated Airlines Group SA 959800TZHQRUSH1ESL13 N/A 100000.00000000 PA 105498.52000000 0.020840559635 Long DBT CORP ES Y 2 2025-03-25 Fixed 2.75000000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 380000.00000000 PA USD 377252.23000000 0.074523771488 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N VZ Vendor Financing II BV 724500DRKUUR3GFOSK76 N/A 1000000.00000000 PA 964030.75000000 0.190438124968 Long DBT CORP NL Y 2 2029-01-15 Fixed 2.87500000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 300000.00000000 PA 318042.65000000 0.062827296666 Long DBT CORP DE Y 2 2030-12-05 Variable 4.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475CA1 260000.00000000 PA USD 257492.11000000 0.050865923750 Long DBT CORP US N 2 2032-10-21 Variable 4.81200000 N N N N N N Verisure Midholding AB 549300496LYEZ55X1M49 N/A 1450000.00000000 PA 1531061.67000000 0.302451466040 Long DBT CORP SE Y 2 2029-02-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -63582.05000000 -0.01256022837 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1878937.90000000 USD 10968300.00000000 BRL 2025-01-06 -63582.05000000 N N N N/A N/A N/A -7.00000000 NC -3056.12000000 -0.00060371701 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short N/A Euro-Schatz 2024-12-06 -749560.00000000 EUR -3056.12000000 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBU3 600000.00000000 PA USD 593687.26000000 0.117279130994 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N OCP SA 213800D26TAPVTCVWG40 N/A 200000.00000000 PA USD 196626.00000000 0.038842211993 Long DBT NUSS MA Y 2 2044-04-25 Fixed 6.87500000 N N N N N N N/A N/A N/A 203.00000000 NC USD 289839.23000000 0.057255890959 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2025-03-20 22577406.25000000 USD 289839.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 11119.38000000 0.002196562586 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 690732.32000000 USD 2855412.83000000 PLN 2025-01-07 11119.38000000 N N N Autoroutes du Sud de la France SA 213800U12KWYZEECZ934 N/A 800000.00000000 PA 829675.56000000 0.163897114255 Long DBT CORP FR Y 2 2026-04-20 Fixed 1.12500000 N N N N N N Neopharmed Gentili SpA 815600C8FD3DCB866E50 N/A 600000.00000000 PA 671458.95000000 0.132642432236 Long DBT CORP IT Y 2 2030-04-08 Fixed 7.12500000 N N N N N N Techem Verwaltungsgesellschaft 674 mbH 549300W2QKB8BC676O97 N/A 879197.86440000 PA 930067.89000000 0.183728978629 Long DBT CORP DE Y 2 2026-07-30 Fixed 6.00000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 730000.00000000 PA 673311.57000000 0.133008405499 Long DBT NUSS CI Y 2 2040-10-17 Fixed 6.87500000 N N N N N N BMW Vehicle Lease Trust N/A 05593AAC3 29479.89000000 PA USD 29503.47000000 0.005828222291 Long ABS-O CORP US N 2 2025-11-25 Fixed 5.16000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A 1000000.00000000 PA USD 903750.00000000 0.178530047345 Long DBT CORP SE Y 2 2031-03-01 Variable 4.75000000 N N N N Y N/A USD XXXX N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370PAD3 400000.00000000 PA USD 379250.00000000 0.074918418208 Long DBT NUSS ID Y 2 2029-07-30 Fixed 3.65000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAA4 800000.00000000 PA USD 833088.94000000 0.164571405699 Long DBT CORP US Y 2 2030-08-15 Fixed 5.92700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 390000.00000000 PA USD 399691.57000000 0.078956519961 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 350000.00000000 PA 384868.56000000 0.076028328894 Long DBT CORP GB Y 2 2029-04-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -52716.97000000 -0.01041390113 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 125483992815.00000000 IDR 7854531.35000000 USD 2025-01-06 -52716.97000000 N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 293000.00000000 PA 319963.12000000 0.063206673264 Long DBT CORP NL Y 2 2029-03-01 Fixed 5.12500000 N N N N N N Benchmark Mortgage Trust N/A 08162BBL5 315000.00000000 PA USD 232868.16000000 0.046001619507 Long ABS-MBS CORP US N 2 2052-05-15 Variable 3.75000120 N N N N N N Altice Finco SA 549300IGQP5SEZB5Z419 N/A 600000.00000000 PA 374089.50000000 0.073898994352 Long DBT CORP LU Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 400000.00000000 PA 509328.36000000 0.100614568437 Long DBT CORP JE Y 2 2032-03-05 Fixed 6.00000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 1000000.00000000 PA 943135.15000000 0.186310332484 Long DBT CORP JE Y 2 2030-10-08 Fixed 1.12500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 1094000.00000000 PA USD 1166818.97000000 0.230497644213 Long DBT CORP US N 2 2035-03-06 Variable 6.40100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 125000.00000000 PA USD 127846.54000000 0.025255268425 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 400000.00000000 PA 410293.75000000 0.081050912988 Long DBT CORP NL Y 2 2027-03-01 Fixed 2.00000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AG1 160000.00000000 PA USD 147662.41000000 0.029169767135 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWHF7 158777.22400000 PA USD 18500.83000000 0.003654720946 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 1.25148960 N N N N N N EDP SA 529900CLC3WDMGI9VH80 N/A 2200000.00000000 PA 2439458.13000000 0.481899391918 Long DBT CORP PT Y 2 2083-04-23 Variable 5.94300000 N N N N N N Phoenix PIB Dutch Finance BV 529900UUYBCBB7HMVI56 N/A 1100000.00000000 PA 1209549.71000000 0.238938829314 Long DBT CORP NL Y 2 2029-07-10 Fixed 4.87500000 N N N N N N N/A N/A N/A -168.00000000 NC USD -134708.92000000 -0.02661088781 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2025-03-31 -18082312.42000000 USD -134708.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -157099.61000000 -0.03103402579 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 45549758.77000000 EUR 48046386.60000000 USD 2025-01-03 -157099.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 21005.48000000 0.004149498576 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3358095.82000000 USD 4518435.46000000 SGD 2025-01-06 21005.48000000 N N N Lebanese Republic 529900QPC4K9S1KHL354 N/A 226000.00000000 PA USD 20905.00000000 0.004129649393 Long DBT NUSS LB Y 2 2028-11-03 Fixed 6.65000000 Y N N N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A 800000.00000000 PA 868648.50000000 0.171595969938 Long DBT NUSS DK Y 2 3022-12-08 Variable 5.25000000 N N N N N N Volvo Car AB 5299000EAMGGBEYP7J33 N/A 400000.00000000 PA 412094.46000000 0.081406631761 Long DBT CORP SE Y 2 2027-10-07 Fixed 2.50000000 N N N N N N Sovereign in right of New Zealand 549300237GPHG2AI7C34 N/A 3201000.00000000 PA 1562341.35000000 0.308630567286 Long DBT NUSS NZ Y 2 2037-04-15 Fixed 2.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 1080000.00000000 PA USD 1118178.44000000 0.220889017796 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N FREMF Mortgage Trust N/A 30296WAG4 9421.88960000 PA USD 9350.45000000 0.001847121749 Long ABS-MBS USGSE US Y 2 2025-05-25 Floating 6.96394080 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PK1 670000.00000000 PA USD 689289.30000000 0.136164704136 Long DBT CORP US N 2 2029-08-15 Variable 7.12500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MBL8 150000.00000000 PA USD 148119.80000000 0.029260121611 Long DBT CORP IE N 2 2029-09-10 Fixed 4.62500000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDB3 220000.00000000 PA USD 228960.48000000 0.045229682251 Long DBT CORP US N 2 2054-06-15 Variable 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB52 546000.00000000 PA USD 546804.06000000 0.108017653909 Long DBT CORP US N 2 2034-11-10 Variable 6.12500000 N N N N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 N/A 1100000.00000000 PA 1081803.85000000 0.213703449581 Long DBT CORP GB Y 2 2031-01-31 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5301.75000000 -0.00104732689 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 6957145.62000000 CAD 4970720.82000000 USD 2025-01-06 -5301.75000000 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAG6 200000.00000000 PA USD 199033.76000000 0.039317849622 Long DBT CORP ES N 2 2025-03-05 Variable 6.50000000 N N N N Y N/A USD XXXX N N N N/A N/A N/A 91.00000000 NC 354601.11000000 0.070049187227 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-BTP 2024-12-06 11186630.00000000 EUR 354601.11000000 N N N Elis SA 969500UX71LCE8MAY492 N/A 1400000.00000000 PA 1408742.65000000 0.278288123930 Long DBT CORP FR Y 2 2028-04-03 Fixed 1.62500000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 2500000.00000000 PA 2422255.93000000 0.478501207043 Long DBT CORP GB Y 2 2029-09-14 Variable 0.67000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 800000.00000000 PA 858081.00000000 0.169508427724 Long DBT CORP ES Y 2 2027-10-09 Variable 5.87500000 N N N N Y N/A EUR XXXX N N N Dryden 68 CLO Ltd. 254900MX6QAMC9XBAB53 26252QAJ1 290000.00000000 PA USD 289927.50000000 0.057273328134 Long ABS-CBDO CORP KY Y 2 2035-07-15 Floating 6.08751000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 2500000.00000000 PA 2661858.14000000 0.525833095171 Long DBT NUSS DE Y 2 2029-04-12 Fixed 2.10000000 N N N N N N Grupo Antolin-Irausa SA 213800OILC5Q9AR63B63 N/A 198000.00000000 PA 179110.63000000 0.035382162383 Long DBT CORP ES Y 2 2030-01-30 Fixed 10.37500000 N N N N N N Heidelberg Materials Finance Luxembourg SA 529900RYHTCF5X9DD509 N/A 1250000.00000000 PA 1462969.98000000 0.289000387047 Long DBT CORP LU Y 2 2033-11-21 Fixed 4.87500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAC8 425000.00000000 PA USD 459890.09000000 0.090848353572 Long DBT CORP ES Y 2 2034-09-13 Variable 6.84000000 N N N N N N EC Finance plc 213800NKPB53RHYDQE45 N/A 899000.00000000 PA 902365.33000000 0.178256514619 Long DBT CORP GB Y 2 2026-10-15 Fixed 3.00000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAQ4 540000.00000000 PA USD 560352.51000000 0.110694063779 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Sunrise HoldCo IV BV 213800G1DU7LKI6ZCD69 N/A 1000000.00000000 PA 1022511.30000000 0.201990584564 Long DBT CORP NL Y 2 2029-06-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1876.53000000 0.000370696530 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 106279042.46000000 INR 1256446.53000000 USD 2025-01-06 1876.53000000 N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 N/A 900000.00000000 PA 923836.21000000 0.182497949997 Long DBT CORP DE Y 2 2028-01-15 Fixed 4.37500000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BK1 525000.00000000 PA USD 532634.28000000 0.105218504261 Long DBT CORP JP N 2 2034-07-05 Fixed 5.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 279606.01000000 0.055234383627 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1628544.38000000 USD 69791269.40000000 TRY 2025-01-22 279606.01000000 N N N N/A N/A N/A -17.00000000 NC 126082.01000000 0.024906696779 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short N/A Japan 10 Year Bond 2024-12-13 -2430830000.00000000 JPY 126082.01000000 N N N Republic of Kenya 549300VVURQQYU45PR87 491798AG9 780000.00000000 PA USD 751483.20000000 0.148450712337 Long DBT NUSS KE Y 2 2028-02-28 Fixed 7.25000000 N N N N N N Duke Energy Ohio, Inc. L6KC0HABGHNFU1Z6QY21 26442EAK6 15000.00000000 PA USD 15518.62000000 0.003065604385 Long DBT CORP US N 2 2053-04-01 Fixed 5.65000000 N N N N N N Optics Bidco SpA 254900QZ5RQ7MPFWE741 N/A 200000.00000000 PA 209714.15000000 0.041427692534 Long DBT CORP IT Y 2 2026-01-28 Fixed 2.87500000 N N N N N N US Auto Funding N/A 90355EAC5 557410.32000000 PA USD 521819.67000000 0.103082147043 Long ABS-O CORP US Y 2 2026-05-15 Fixed 2.20000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BS1 220000.00000000 PA USD 221824.20000000 0.043819955660 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 34000.00000000 PA USD 31197.58000000 0.006162882915 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Renault SA 969500F7JLTX36OUI695 N/A 1400000.00000000 PA 1391422.72000000 0.274866682245 Long DBT CORP FR Y 2 2027-10-04 Fixed 1.12500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDJ4 280000.00000000 PA USD 282520.00000000 0.055810023763 Long DBT NUSS DO Y 2 2026-01-29 Fixed 6.87500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 110000.00000000 PA USD 113930.72000000 0.022506286955 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYN8 300000.00000000 PA USD 257730.47000000 0.050913010247 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N Guara Norte SARL 549300U2I4L03BBA3485 400666AA1 269148.75000000 PA USD 252125.09000000 0.049805703186 Long DBT CORP LU Y 2 2034-06-15 Fixed 5.19800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18654.60000000 0.003685097229 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3774167.49000000 USD 5071650.79000000 SGD 2025-01-06 18654.60000000 N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BD1 1170000.00000000 PA USD 1188724.21000000 0.234824884638 Long DBT CORP GB Y 2 2033-05-02 Fixed 5.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BZ1 500000.00000000 PA USD 458715.46000000 0.090616312909 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 130000.00000000 PA USD 92895.54000000 0.018350921332 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Lottomatica Group SpA 549300R72LKEGT4EX026 N/A 1100000.00000000 PA 1223452.46000000 0.241685228889 Long DBT CORP IT Y 2 2028-06-01 Fixed 7.12500000 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 N/A 500000.00000000 PA 532105.33000000 0.105114013563 Long DBT CORP GB Y 2 2026-01-15 Fixed 4.50000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 3456937.56000000 PA 4363589.96000000 0.861999360613 Long DBT NUSS GB Y 2 2036-03-07 Fixed 4.25000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12544MAA7 39688.91000000 PA USD 16881.05000000 0.003334743740 Long ABS-MBS CORP US N 2 2037-10-25 Fixed 6.50000000 N N N N N N Loxam SAS 969500BNA2YRNE1R5K91 N/A 300000.00000000 PA 314718.33000000 0.062170598456 Long DBT CORP FR Y 2 2026-04-15 Fixed 2.87500000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06417XAE1 420000.00000000 PA USD 358427.48000000 0.070805062212 Long DBT CORP CA N 2 2032-02-02 Fixed 2.45000000 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AH4 380000.00000000 PA USD 371727.40000000 0.073432376566 Long DBT CORP US N 2 2032-04-22 Fixed 4.25000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EJ0 70000.00000000 PA USD 70242.83000000 0.013876022977 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N Credit-Based Asset Servicing and Securitization LLC N/A 04542BHY1 62020.34920000 PA USD 65594.07000000 0.012957690094 Long ABS-O CORP US N 2 2034-01-25 Floating 5.61719160 N N N N N N N/A N/A N/A 192.00000000 NC USD 300956.16000000 0.059451969564 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2025-03-20 22050000.00000000 USD 300956.16000000 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813CS6 605000.00000000 PA USD 515722.82000000 0.101877753219 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N N Altice France Holding SA 5299000JVHXKJPOE6H40 N/A 123000.00000000 PA 35094.67000000 0.006932728184 Long DBT CORP LU Y 2 2027-05-15 Fixed 8.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 258000.00000000 PA USD 228932.50000000 0.045224154980 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Zurich Insurance Co. Ltd. 50ZCTKCMUDIABGHX3R52 N/A 700000.00000000 PA 745031.79000000 0.147176277446 Long DBT CORP NL Y 2 2046-10-01 Variable 3.50000000 N N N N N N Rexel SA 969500N6AVPA51648T62 N/A 1300000.00000000 PA 1311652.89000000 0.259108661192 Long DBT CORP FR Y 2 2028-06-15 Fixed 2.12500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAF5 200000.00000000 PA USD 192081.09000000 0.037944394015 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 75000.00000000 PA USD 77376.03000000 0.015285141133 Long DBT CORP US N 2 2035-01-24 Variable 5.71100000 N N N N N N CD Mortgage Trust N/A 12515ABJ8 21000.00000000 PA USD 11829.73000000 0.002336887697 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.10822280 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAB0 200000.00000000 PA USD 204924.58000000 0.040481543534 Long DBT CORP BE Y 2 2029-01-19 Variable 5.79600000 N N N N N N Forvia SE 969500F0VMZLK2IULV85 N/A 1450000.00000000 PA 1486879.69000000 0.293723597734 Long DBT CORP FR Y 2 2028-06-15 Fixed 3.75000000 N N N N N N Cirsa Finance International SARL 254900KUJN6DHWH2K029 N/A 149000.00000000 PA 166017.41000000 0.032795680295 Long DBT CORP LU Y 2 2029-03-15 Fixed 6.50000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCF0 159000.00000000 PA USD 154006.57000000 0.030423015472 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Pinnacle Bidco plc 2138006Z5V8OBL2A2Q06 N/A 700000.00000000 PA 784959.18000000 0.155063678638 Long DBT CORP GB Y 2 2028-10-11 Fixed 8.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10287.76000000 -0.00203228136 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3610693.84000000 EUR 1491415144.00000000 HUF 2025-01-06 -10287.76000000 N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 35000.00000000 PA USD 35239.33000000 0.006961304844 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BB1 363000.00000000 PA 354863.22000000 0.070100965386 Long DBT CORP JP N 2 2029-07-09 Fixed 1.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAQ8 900000.00000000 PA USD 854245.43000000 0.168750735338 Long DBT CORP GB N 2 2027-06-14 Variable 1.67300000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 410000.00000000 PA USD 361215.75000000 0.071355867163 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12700000 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 N/A 150000.00000000 PA 148393.85000000 0.029314258441 Long DBT CORP AU Y 2 2030-07-15 Fixed 2.00000000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 16638000.00000000 PA 8812910.72000000 1.740934293878 Long DBT NUSS AU N 2 2032-05-21 Fixed 1.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2579.51000000 0.000509565745 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1613319.58000000 USD 6574122.42000000 PLN 2025-01-07 2579.51000000 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 205000.00000000 PA USD 196011.13000000 0.038720748347 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BV0 91000.00000000 PA USD 87151.20000000 0.017216163609 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 400000.00000000 PA 483840.17000000 0.095579539095 Long DBT CORP CH Y 2 2029-03-01 Variable 7.75000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 410000.00000000 PA USD 406186.46000000 0.080239544049 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 300000.00000000 PA 334276.87000000 0.066034263267 Long DBT CORP IE Y 2 2029-07-23 Variable 4.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 290000.00000000 PA USD 295307.38000000 0.058336089109 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAR0 277000.00000000 PA USD 248924.03000000 0.049173354203 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 21018.62000000 0.004152094300 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 14641100.00000000 BRL 2444257.10000000 USD 2025-01-06 21018.62000000 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 900000.00000000 PA 943511.10000000 0.186384599008 Long DBT CORP GB Y 2 2026-06-30 Fixed 2.17900000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EK0 230000.00000000 PA USD 237852.95000000 0.046986332973 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 N/A 40916.34000000 PA 42814.26000000 0.008457683944 Long DBT CORP ES Y 2 2025-02-15 Fixed 1.62500000 N N N N N N Charter Communications Operating LLC N/A 161175CK8 165000.00000000 PA USD 139708.69000000 0.027598560487 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 570000.00000000 PA USD 384571.88000000 0.075969721653 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 262.37000000 0.000051829519 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 71584.38000000 USD 67882.17000000 EUR 2025-01-06 262.37000000 N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 300000.00000000 PA 393882.78000000 0.077809030552 Long DBT CORP JE Y 2 2026-12-03 Fixed 6.75000000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 N/A 500000.00000000 PA 547977.71000000 0.108249500979 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14681.78000000 0.002900291981 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1051131.12000000 USD 21759062.78000000 MXN 2025-01-06 14681.78000000 N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AJ4 140000.00000000 PA USD 118895.21000000 0.023486990285 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N eDreams ODIGEO SA 959800Y8LQ5MR2YZ4N96 N/A 500000.00000000 PA 534979.69000000 0.105681825045 Long DBT CORP ES Y 2 2027-07-15 Fixed 5.50000000 N N N N N N Techem Verwaltungsgesellschaft 674 mbH 549300W2QKB8BC676O97 N/A 219799.47000000 PA 232516.98000000 0.045932246138 Long DBT CORP DE Y 2 2026-07-30 Fixed 6.00000000 N N N N N N Dryden 68 CLO Ltd. 254900MX6QAMC9XBAB53 26252QAS1 330000.00000000 PA USD 330000.00000000 0.065189394881 Long ABS-CBDO CORP KY Y 3 2035-07-15 Floating 0.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 500000.00000000 PA 642180.07000000 0.126858576267 Long DBT CORP FR Y 2 2027-11-29 Variable 5.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 600000.00000000 PA 611197.57000000 0.120738181034 Long DBT CORP IT Y 2 2028-01-18 Variable 0.92500000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAK0 115000.00000000 PA USD 96563.73000000 0.019075548867 Long DBT CORP US N 2 2031-03-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWKF3 574119.85400000 PA USD 63727.53000000 0.012588967024 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 1.25148960 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 2035000.00000000 PA 2104994.86000000 0.415828306520 Long DBT NUSS BE Y 2 2053-03-04 Fixed 3.00000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CC4 100000.00000000 PA 92787.27000000 0.018329533284 Long DBT CORP US N 2 2031-10-01 Fixed 0.87500000 N N N N N N Romania 315700IASY927EDWBK92 77586RAS9 148000.00000000 PA USD 155663.44000000 0.030750319571 Long DBT NUSS RO Y 2 2053-01-17 Fixed 7.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6S8 850000.00000000 PA USD 71012.57000000 0.014028080203 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.37628080 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 190988.92000000 0.037728642799 Long DBT CORP IT Y 2 2027-06-03 Variable 1.98200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB37 380000.00000000 PA USD 383735.62000000 0.075804523824 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N FREMF N/A 302955AC3 19278.34060000 PA USD 18444.42000000 0.003643577511 Long ABS-MBS USGSE US Y 2 2028-03-25 Floating 6.91394040 N N N N N N CT Investment GmbH 529900VYBTC7HKBCNB72 N/A 197000.00000000 PA 215674.22000000 0.042605066343 Long DBT CORP DE Y 2 2030-04-15 Fixed 6.37500000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 700000.00000000 PA 746197.59000000 0.147406573799 Long DBT CORP IE Y 2 2025-06-23 Variable 6.25000000 N N N N Y N/A EUR XXXX N N N Generali 549300X5UKJVE386ZB61 N/A 200000.00000000 PA 222242.98000000 0.043902682978 Long DBT CORP IT Y 2 2047-10-27 Variable 5.50000000 N N N N N N Autoroutes du Sud de la France SA 213800U12KWYZEECZ934 N/A 600000.00000000 PA 640819.12000000 0.126589729276 Long DBT CORP FR Y 2 2033-01-19 Fixed 3.25000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GBA4 325000.00000000 PA USD 317705.72000000 0.062760738294 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AU8 490000.00000000 PA USD 464275.00000000 0.091714564571 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEG9 375000.00000000 PA USD 331406.25000000 0.065467190598 Long DBT NUSS DO Y 2 2041-01-21 Fixed 5.30000000 N N N N N N Techem Verwaltungsgesellschaft 675 mbH 529900N0M7FQHNAV1A41 N/A 500000.00000000 PA 542926.45000000 0.107251656789 Long DBT CORP DE Y 2 2029-07-15 Fixed 5.37500000 N N N N N N Huarong Finance 2017 Co. Ltd. 5493006V07LYI3HE6G83 N/A 200000.00000000 PA USD 191500.00000000 0.037829603393 Long DBT CORP VG Y 2 2027-11-07 Fixed 4.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CY3 440000.00000000 PA USD 380259.06000000 0.075117751574 Long DBT CORP GB N 2 2032-11-22 Variable 2.87100000 N N N N N N Finance Department Government of Sharjah 254900ZNL8O3F1CLJO24 38381CAB8 400000.00000000 PA USD 267624.00000000 0.052867413987 Long DBT NUSS AE Y 2 2050-07-28 Fixed 4.00000000 N N N N N N 2024-12-30 J.P. Morgan Exchange-Traded Fund Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX