NPORT-P false 0000356349 XXXXXXXX S000012219 C000068409 C000068412 C000068410 C000033358 C000033359 C000033360 C000068411 C000117928 MFS Series Trust XIII 811-03327 0000356349 5493000SCRZM3WD72S74 111 Huntington Avenue Boston 02199 617-954-5000 MFS Diversified Income Fund S000012219 7Z555RPCNKK7AVR16U38 2021-02-28 2021-02-28 N 3674984374.01 188697704.31 3486286669.70 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 149301955.53999999 0.00000000 0.00000000 309678.96999999 AUD BRL CAD CHF CLP CNY EGP EUR GBP HKD IDR INR JPY KRW MXN MYR RUB SGD TRY TWD USD UYU ZAR N FHLMC S6XOOCT0IEG5ABCC6L87 31292JBG4 2035.56000000 PA USD 2364.02000000 0.000067809111 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 898306.00000000 NS USD 14902896.54000000 0.427471919321 Long EC CORP US N 1 N N N Oryx Funding Ltd. 549300S728CF0BBRC295 67114NAA9 1210000.00000000 PA USD 1259827.80000000 0.036136666871 Long DBT CORP KY Y 2 2031-02-03 Fixed 5.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHCY1 2125000.00000000 PA USD 2286113.68000000 0.065574460639 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81100000 N N N N N N Corporate Office Properties Trust YY1J47X6LF9TYY8JY420 22002T108 464638.00000000 NS USD 12080588.00000000 0.346517344801 Long EC CORP US N 1 N N N Geopark Ltd. 529900ZR5QI19AH4KZ07 N/A 1527000.00000000 PA USD 1561815.60000000 0.044798828896 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UV90 1243920.65000000 PA USD 1332792.82000000 0.038229581967 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DD97 69505.03000000 PA USD 81125.68000000 0.002326993953 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032647 8175000.00000000 PA USD 8649213.93000000 0.248092447622 Long ABS-MBS USGA US N 2 2051-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XA98 16428.50000000 PA USD 19053.61000000 0.000546530214 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2NB1 5363.41000000 PA USD 5935.24000000 0.000170245322 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N AES Panama Generation Holdings SRL N/A 00109AAB3 1897000.00000000 PA USD 2009492.10000000 0.057639898562 Long DBT CORP PA Y 2 2030-05-31 Fixed 4.37500000 N N N N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 150538.00000000 NS USD 19598542.22000000 0.562160948792 Long EC CORP IE N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36177UCZ5 19142.67000000 PA USD 20692.03000000 0.000593526349 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 447662.75000000 PA USD 490390.04000000 0.014066256922 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 18145.15000000 PA USD 21162.19000000 0.000607012331 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Indian Railway Finance Corp. Ltd. 335800F2JHSOGXQEBY56 45434L2C7 2640000.00000000 PA USD 2558784.15000000 0.073395689810 Long DBT NUSS IN Y 2 2031-02-10 Fixed 2.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 8166315.00000000 PA USD 1246034.31000000 0.035741016963 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.86822360 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 722000.00000000 PA 840639.59000000 0.024112750030 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EZE2 221787.25000000 PA USD 249629.06000000 0.007160313641 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 4.50000000 N N N N N N Jamaica 529900Y93KNSXZI8KK56 470160AV4 3225000.00000000 PA USD 4498875.00000000 0.129044895794 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WHUC7 3752124.21000000 PA USD 4039368.57000000 0.115864498611 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAG8 175000.00000000 PA USD 177184.00000000 0.005082312981 Long DBT MUN US N 2 2025-06-01 Fixed 1.64700000 N N N N N N FNMA or FHLMC N/A 01F020430 5525000.00000000 PA USD 5702835.94000000 0.163579088018 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 2.00000000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 215251.00000000 NS USD 27108710.94000000 0.777581234945 Long EC CORP TW N 1 N N N VTR Comunicaciones SpA 213800XDZJKMC1AEUV94 918367AA1 1467000.00000000 PA USD 1569690.00000000 0.045024696725 Long DBT CORP CL Y 2 2028-01-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEVB2 331787.58000000 PA USD 357399.67000000 0.010251585823 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 2532741.87000000 PA USD 2840284.99000000 0.081470207676 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7PU4 284332.04000000 PA USD 319332.89000000 0.009159685368 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5HJ2 6315.49000000 PA USD 7589.44000000 0.000217694088 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACPT2 2680634.15000000 PA USD 2746580.43000000 0.078782403463 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BL63 415448.54000000 PA USD 484913.15000000 0.013909158825 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 532211.00000000 PA USD 219542.36000000 0.006297312321 Long DBT NUSS EC Y 2 2030-07-31 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 246687.11840000 PA USD 45963.09000000 0.001318396745 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N State Savings Bank of Ukraine N/A N/A 959400.00000000 PA USD 1024159.50000000 0.029376801078 Long DBT CORP GB N 2 2025-03-20 Variable 9.62499960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FXC5 891801.41000000 PA USD 1003806.80000000 0.028793008008 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RB6 6853400.00000000 PA USD 7781553.84000000 0.223204646583 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LLT1 13195.71000000 PA USD 15155.69000000 0.000434723000 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N KazTransGas JSC 635400YGLXBBSVHONW39 N/A 1707000.00000000 PA USD 1899208.20000000 0.054476535636 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PLK3 952535.36000000 PA USD 1053574.79000000 0.030220543799 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAB6 2156000.00000000 PA USD 2117739.06000000 0.060744834278 Long DBT CORP JE Y 2 2036-03-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRH4 90187.12000000 PA USD 104303.47000000 0.002991821381 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH89 785000.00000000 PA USD 812796.85000000 0.023314114041 Long DBT MUN US N 2 2030-06-01 Fixed 2.32600000 N N N N N N FNMA or FHLMC N/A 01F012437 1750000.00000000 PA USD 1766406.25000000 0.050667269142 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHXJ1 1000000.00000000 PA USD 1085166.50000000 0.031126714547 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 3.02300000 N N N N N N Equity LifeStyle Properties, Inc. 529900PEQG66LENB6798 29472R108 273177.00000000 NS USD 16841362.05000000 0.483074504353 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 60885.00000000 NS USD 2750784.30000000 0.078902986490 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 313684.58000000 PA USD 349850.61000000 0.010035049987 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Dominican Republic N/A 25714PEF1 3806000.00000000 PA USD 3863090.00000000 0.110808156815 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JS25 40261.91000000 PA USD 46717.38000000 0.001340032660 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 1000000.00000000 PA 1398294.93000000 0.040108432337 Long DBT NUSS HR N 2 2030-01-27 Fixed 2.75000000 N N N N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851300 857.00000000 NS USD 1306068.00000000 0.037463012188 Long EP CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 109701.25000000 0.003146650301 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 6680420.40000000 USD 51486000.00000000 TRY 2021-04-16 109701.25000000 N N N Vale SA 254900SMTWBX7RU2SR20 N/A 142800.00000000 NS 2408453.66000000 0.069083637927 Long EC CORP BR N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 3506241.00000000 PA USD 480092.75000000 0.013770891366 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.60003800 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 224585.00000000 NS 18916600.78000000 0.542600267052 Long EC CORP CA N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36202F2V7 46402.63000000 PA USD 54434.58000000 0.001561391393 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 11981.44000000 PA USD 13608.48000000 0.000390343115 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 4048000.00000000 PA USD 4938560.00000000 0.141656738756 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N Adani Transmission Ltd. 549300PLH866JQ6LXE52 00652XAB4 3015625.00000000 PA USD 3181551.74000000 0.091259039815 Long DBT CORP IN Y 2 2036-05-21 Fixed 4.25000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913BB9 6363000.00000000 PA USD 6283526.13000000 0.180235497689 Long DBT MUN US N 2 2023-02-15 None 0.00000000 N N N N N N PTT Treasury Center Co. Ltd. 254900FBQLIN5XACCX50 74446T2C6 1999000.00000000 PA USD 1955439.41000000 0.056089461230 Long DBT CORP TH Y 2 2070-07-16 Fixed 3.70000000 N N N N N N Camposol SA 5493008B0STMH3JFSW17 134638AE5 1504000.00000000 PA USD 1603564.80000000 0.045996355203 Long DBT CORP PE Y 2 2027-02-03 Fixed 6.00000000 N N N N N N N/A N/A N/A 55.00000000 NC USD -73423.90000000 -0.00210607752 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2021-06-21 7299531.25000000 USD -73423.90000000 N N N United States of America 254900HROIFWPRGM1V77 912828U24 8336000.00000000 PA USD 8828996.21000000 0.253249289185 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ2X7 714105.25300000 PA USD 80814.72000000 0.002318074434 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 32615.00000000 NS 1503232.21000000 0.043118433807 Long EC CORP NL N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCM47 540097.33000000 PA USD 557481.06000000 0.015990683291 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLRJ9 637582.06000000 PA USD 670447.88000000 0.019231002597 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 3.50000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 165558534.19000000 NS USD 165558534.19000000 4.748850277543 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 582443.56000000 PA USD 641082.03000000 0.018388678004 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX54 3472000.00000000 PA USD 3703353.25000000 0.106226297515 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 -4180.06000000 -0.00011990006 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1875603.46000000 USD 1549326.21000000 EUR 2021-04-16 -4180.06000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 1312861.20000000 PA USD 1423566.80000000 0.040833325967 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BDCW4 5037000.00000000 PA USD 5463136.75000000 0.156703600925 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 3.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412FS38 16566.78000000 PA USD 19510.49000000 0.000559635275 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Commercial Mortgage Trust N/A 12593GAF9 1800000.00000000 PA USD 1992872.34000000 0.057163180449 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.90200000 N N N N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 159785.00000000 NS USD 21527833.05000000 0.617500369005 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31414AQP0 3424.83000000 PA USD 3994.30000000 0.000114571760 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 2781057.00000000 PA USD 888547.71000000 0.025486937655 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12499920 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AJ9 1268000.00000000 PA USD 1195090.00000000 0.034279739827 Long DBT NUSS MX Y 2 2051-02-09 Fixed 4.67700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XZL1 10307.19000000 PA USD 11829.74000000 0.000339322067 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Shriram Transport Finance Co. Ltd. 335800TM2YO24B76XL26 825547AD4 2049000.00000000 PA USD 2058220.50000000 0.059037614946 Long DBT CORP IN Y 2 2024-03-13 Fixed 4.40000000 N N N N N N Baidu, Inc. 254900AL64IANZYI1E02 056752AQ1 641000.00000000 PA USD 678368.13000000 0.019458185578 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 88271.30000000 PA USD 93336.58000000 0.002677249143 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HS2 1517982.00000000 PA USD 551027.47000000 0.015805569713 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12499920 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 63683.00000000 NS USD 13048009.87000000 0.374266694228 Long EC CORP US N 1 N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABP1 597000.00000000 PA USD 610104.02000000 0.017500110513 Long DBT CORP US Y 2 2027-10-15 Fixed 2.37500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAC7 2571000.00000000 PA USD 2748090.48000000 0.078825717457 Long DBT NUSS NG Y 2 2027-11-28 Fixed 6.50000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAA8 2120000.00000000 PA USD 2128534.25000000 0.061054481506 Long DBT CORP JE Y 2 2027-09-30 Fixed 1.75000000 N N N N N N Dominican Republic N/A N/A 2407000.00000000 PA USD 2340807.50000000 0.067143288024 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Grupo KUO SAB de CV 549300WIYIAVCFZI6Z04 40052CAC0 5300000.00000000 PA USD 5611640.00000000 0.160963240595 Long DBT CORP MX Y 2 2027-07-07 Fixed 5.75000000 N N N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 88034QAA5 2119000.00000000 PA USD 2297250.28000000 0.065893900807 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4T37 10026.17000000 PA USD 11778.44000000 0.000337850587 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 120302.00000000 NS USD 13473824.00000000 0.386480667728 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QSX8 6921.65000000 PA USD 8050.62000000 0.000230922490 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Autoridad del Canal de Panama 549300W1ISP1PW2J2P64 N/A 1220000.00000000 PA USD 1537212.20000000 0.044093109535 Long DBT NUSS PA N 2 2035-07-29 Fixed 4.95000000 N N N N N N Howard University N/A 442851AC5 181000.00000000 PA USD 182252.87000000 0.005227707508 Long DBT CORP US N 2 2021-10-01 Fixed 2.63800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3E7 6565.90000000 PA USD 6988.69000000 0.000200462287 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Indonesia Asahan Aluminium Persero PT 2549008P48EB9SN2OI80 74445PAG7 1191000.00000000 PA USD 1375605.00000000 0.039457598594 Long DBT NUSS ID Y 2 2050-05-15 Fixed 5.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRS71 297093.48000000 PA USD 307006.48000000 0.008806116911 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 5408000.00000000 PA USD 5137600.00000000 0.147365965187 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 88034QAC1 3178000.00000000 PA USD 3222447.51000000 0.092432086494 Long DBT CORP BM Y 2 2030-08-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 912607.33000000 PA USD 1023307.56000000 0.029352364190 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 3344437.00000000 PA USD 492504.80000000 0.014126916305 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.79928360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 642617.08000000 PA USD 721243.78000000 0.020688022768 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N CARS-DB4 LP N/A 12510HAD2 516389.32000000 PA USD 535540.50000000 0.015361344339 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 209583.00000000 NS USD 12738454.74000000 0.365387472312 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9ND0 250257.57000000 PA USD 293153.08000000 0.008408748556 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19716.43000000 0.000565542420 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 33542000.00000000 MXN 1614869.00000000 USD 2021-04-16 19716.43000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ69 5617.28000000 PA USD 5980.02000000 0.000171529784 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N MF1 Ltd. N/A 58003UAA6 1592000.00000000 PA USD 1605426.77000000 0.046049763605 Long ABS-CBDO CORP KY Y 2 2035-11-15 Floating 1.81225080 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 27400000.00000000 PA 1649482.44000000 0.047313448269 Long DBT NUSS EG N 2 2021-08-10 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PW2 1349000.00000000 PA USD 1843703.59000000 0.052884451701 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CR9 1967000.00000000 PA USD 2138994.48000000 0.061354520802 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 4164000.00000000 PA USD 4522603.68000000 0.129725524848 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N Seazen Group Ltd. 5493006M8GRAQRCSCD67 N/A 1614000.00000000 PA USD 1608421.18000000 0.046135654706 Long DBT CORP KY N 2 2025-07-13 Fixed 4.45000000 N N N N N N Hon Hai Precision Industry Co. Ltd. 30030004CM3GSZXX7O56 N/A 1421000.00000000 NS 5731814.78000000 0.164410311688 Long EC CORP TW N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7242.66000000 -0.00020774711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1459323.78000000 USD 1631057000.00000000 KRW 2021-05-10 -7242.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 3025.68000000 0.000086788043 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 492358.02000000 EUR 597742.48000000 USD 2021-04-16 3025.68000000 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BZ5 1252000.00000000 PA USD 1249370.80000000 0.035836720223 Long DBT CORP MX Y 2 2031-07-11 Fixed 3.87500000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216JAC9 2738000.00000000 PA USD 2938270.19000000 0.084280796973 Long DBT NUSS IN Y 2 2028-02-01 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416WH39 94995.90000000 PA USD 110493.86000000 0.003169385379 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936U109 185292.00000000 NS USD 12699913.68000000 0.364281967698 Long EC CORP US N 1 N N N Neuberger Berman CLO XX Ltd. 549300NPF57YF6WBDP72 64130TAQ8 841891.77000000 PA USD 840495.07000000 0.024108604645 Long ABS-CBDO CORP KY Y 2 2028-01-15 Floating 1.04124960 N N N N N N GS Mortgage Securities Trust N/A 36258YBG2 1421853.00000000 PA USD 1516409.21000000 0.043496400430 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Sovcombank 635400EQFFCXMNLYU680 84605LAA4 2747000.00000000 PA USD 2955772.00000000 0.084782815644 Long DBT CORP IE Y 2 2030-04-07 Variable 7.99999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MMG9 1158.89000000 PA USD 1352.66000000 0.000038799448 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 N/A 293000.00000000 PA USD 298127.50000000 0.008551433896 Long DBT CORP LU N 2 2025-06-15 Fixed 6.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 8115374.26900000 PA USD 663635.54000000 0.019035598700 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.08938160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36213FTG8 51899.21000000 PA USD 59335.42000000 0.001701966178 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 290556.00000000 NS 5404963.67000000 0.155034975091 Long EC CORP AU N 2 N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DS1 2396000.00000000 PA USD 2384020.00000000 0.068382787357 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828L2B8 2255000.00000000 PA USD 2295148.02000000 0.065833599971 Long DBT CORP IN Y 2 2023-09-02 Fixed 4.40000000 N N N N N N Aeropuertos Dominicanos Siglo XXI SA 254900KJA5MXNPYB4W32 N/A 737000.00000000 PA USD 757267.50000000 0.021721320469 Long DBT CORP DO N 2 2029-03-30 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 412196.94000000 PA USD 432198.02000000 0.012397087817 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKET8 654764.29000000 PA USD 737475.59000000 0.021153612994 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.50000000 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 1689000.00000000 PA USD 1901714.75000000 0.054548433051 Long DBT NUSS CN N 2 2025-09-21 Fixed 4.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4X98 78848010.98370000 PA USD 858331.56000000 0.024620223215 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.13365000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCV9 25470.47000000 PA USD 29568.65000000 0.000848141670 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 N/A 1325000.00000000 PA USD 1603250.00000000 0.045987325538 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N Adani Green Energy UP Ltd. N/A 00654AAA4 3526000.00000000 PA USD 3915623.00000000 0.112315003640 Long DBT CORP IN Y 2 2024-12-10 Fixed 6.25000000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 293380.00000000 NS 10159158.61000000 0.291403420673 Long EC CORP GB N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CAN1 25171000.00000000 PA USD 25164117.24000000 0.721802870048 Long DBT UST US N 2 2022-09-30 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SBD1 168178.73000000 PA USD 182916.23000000 0.005246735203 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7573.02000000 0.000217223100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21667117500.00000000 IDR 1521887.86000000 USD 2021-04-26 7573.02000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CA70 14718.58000000 PA USD 17196.30000000 0.000493255478 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VFL8 14411.88000000 PA USD 17178.48000000 0.000492744333 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LSC0 927479.00000000 PA USD 1011836.02000000 0.029023316665 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N University of California N/A 91412HGG2 1495000.00000000 PA USD 1458985.45000000 0.041849267952 Long DBT MUN US N 2 2030-05-15 Fixed 1.61400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 8379.23000000 PA USD 9744.41000000 0.000279506848 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Puma International Financing SA 222100YFBPO7IDRUBR17 N/A 2372000.00000000 PA USD 2288980.00000000 0.065656677630 Long DBT CORP LU N 2 2026-01-24 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4GZ0 13183.26000000 PA USD 15342.18000000 0.000440072244 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 555296.61000000 PA USD 598080.53000000 0.017155230956 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 981269.88000000 PA USD 1047132.91000000 0.030035766108 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 691247.49000000 PA USD 762264.22000000 0.021864645458 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PKG3 115229.66000000 PA USD 124100.66000000 0.003559680306 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFUW4 3155540.02000000 PA USD 3416173.93000000 0.097988899182 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 N/A 5600000.00000000 PA USD 6320148.80000000 0.181285975560 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 N/A 1061000.00000000 PA USD 1082220.00000000 0.031042197688 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KJU9 40263.12000000 PA USD 47781.00000000 0.001370541338 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 276151.25000000 PA USD 297383.74000000 0.008530100022 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Sun Communities, Inc. 549300H5GEOJYN41ZG57 866674104 124591.00000000 NS USD 18931602.45000000 0.543030572171 Long EC CORP US N 1 N N N Equate Petrochemical BV 635400Y3Z5R4NJSMQ630 N/A 3292000.00000000 PA USD 3578404.00000000 0.102642276411 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 N/A 1060000.00000000 PA 1248990.16000000 0.035825802016 Long DBT NUSS BJ Y 2 2032-01-19 Fixed 4.87500000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BK7 3844000.00000000 PA USD 4435053.44000000 0.127214250008 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Nitto Denko Corp. 3538009GX5P09USH2J25 N/A 29900.00000000 NS 2569305.25000000 0.073697475090 Long EC CORP JP N 2 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E55N4 9243.89000000 PA USD 10070.41000000 0.000288857772 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 737053.80000000 PA USD 784539.07000000 0.022503573123 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N Bank Mandiri Persero Tbk. PT 549300RSKQN4Z5ZSGH94 N/A 543000.00000000 PA USD 574494.00000000 0.016478679306 Long DBT NUSS ID N 2 2024-04-11 Fixed 3.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 9381117.00000000 NS 15947736.16000000 0.457441905125 Long EC CORP GB N 1 N N N Seasoned Credit Risk Transfer Trust N/A 35563PKJ7 728387.00000000 PA USD 806073.92000000 0.023121274765 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKRJ1 5666000.00000000 PA USD 6234053.90000000 0.178816445422 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.32899920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HQU3 452739.72180000 PA USD 63672.05000000 0.001826357268 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YWJX6 1835426.65000000 PA USD 1998254.87000000 0.057317571941 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7177.17000000 -0.00020586861 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1456578.57000000 USD 1628047000.00000000 KRW 2021-05-10 -7177.17000000 N N N GNMA 549300M8ZYFG0OCMTT87 36294UUL4 20288.50000000 PA USD 22160.18000000 0.000635638491 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 106989.00000000 NS USD 2442558.87000000 0.070061905443 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJQT8 1633610.01000000 PA USD 1823194.76000000 0.052296180226 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312932ZG4 11480.18000000 PA USD 13357.83000000 0.000383153517 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Energuate Trust 549300RVM37LH8GY7E41 N/A 1613000.00000000 PA USD 1715844.88000000 0.049216976185 Long DBT CORP KY N 2 2027-05-03 Fixed 5.87500000 N N N N N N Consorcio Transmantaro SA 549300NL65DC6HVEJX96 210314AB6 961000.00000000 PA USD 1114760.00000000 0.031975569011 Long DBT CORP PE Y 2 2034-04-16 Fixed 4.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ51 7817.53000000 PA USD 8323.45000000 0.000238748295 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSWK0 1279778.95000000 PA USD 1377804.35000000 0.039520684342 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Leviathan Bond Ltd. 254900D9T8VKYVQNZ220 N/A 1502000.00000000 PA USD 1659710.00000000 0.047606813703 Long DBT CORP IL Y 2 2030-06-30 Fixed 6.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123DC1 1223000.00000000 PA USD 1210770.00000000 0.034729502037 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.87500000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAE8 1016000.00000000 PA USD 911803.22000000 0.026153994389 Long DBT CORP NL Y 2 2051-02-08 Fixed 3.83200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 1390905.97000000 PA USD 1458240.59000000 0.041827902526 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C6S5 4876.70000000 PA USD 5857.53000000 0.000168016303 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 56143.00000000 NS USD 8896419.78000000 0.255183254358 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 3620A9PQ8 32743.01000000 PA USD 35972.39000000 0.001031825360 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MAJ7 8070.06000000 PA USD 9470.57000000 0.000271652072 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 342625.00000000 NS USD 24881427.50000000 0.713694249995 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31410NLC0 893.28000000 PA USD 896.85000000 0.000025725079 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PML0 1923501.91000000 PA USD 2037710.41000000 0.058449307330 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 14943.00000000 NS USD 1759089.96000000 0.050457410037 Long EC CORP US N 1 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 607549.00000000 NS USD 18919075.86000000 0.542671261787 Long EC CORP US N 1 N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 426980.00000000 NS USD 12625798.60000000 0.362156064495 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179S2P1 693534.79000000 PA USD 740065.67000000 0.021227906369 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 1802000.00000000 PA USD 1955170.00000000 0.056081733524 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.87500000 N N N N N N Indonesia Asahan Aluminium Persero PT 2549008P48EB9SN2OI80 74445PAE2 1905000.00000000 PA USD 2088356.25000000 0.059902023208 Long DBT NUSS ID Y 2 2025-05-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 4685.50000000 PA USD 5501.09000000 0.000157792244 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CXQ9 16048.21000000 PA USD 18731.65000000 0.000537295173 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 1562674.39000000 PA USD 1655905.98000000 0.047497699899 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N JD.com, Inc. 549300HVTWB0GJZ16V92 47215PAE6 1160000.00000000 PA USD 1232583.71000000 0.035355202448 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 2905000.00000000 PA USD 2850386.00000000 0.081759943173 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 302369.49000000 PA USD 329691.82000000 0.009456818994 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 932933.34000000 PA USD 1028412.60000000 0.029498796210 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 4373949.00000000 PA USD 608999.79000000 0.017468436984 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.66245480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE30 3450.85000000 PA USD 4013.46000000 0.000115121341 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Longfor Group Holdings Ltd. 254900UJX27B2F1JYR13 N/A 697500.00000000 NS 4136557.32000000 0.118652242684 Long EC CORP KY N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFZS6 1017836.21000000 PA USD 1066513.11000000 0.030591664170 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 4.00000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TAX1 2150000.00000000 PA USD 2308997.02000000 0.066230842118 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N DP World Salaam 549300SUYBT9X88E9435 N/A 2760000.00000000 PA USD 2999672.88000000 0.086042060340 Long DBT CORP KY N 2 2025-10-01 Variable 6.00000120 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QC5 401000.00000000 PA USD 560695.12000000 0.016082874792 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Dominican Republic N/A N/A 3057000.00000000 PA USD 3443710.50000000 0.098778753047 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N AES Gener SA 549300IF4IFG0FS0RM26 00105DAG0 1885000.00000000 PA USD 2024018.75000000 0.058056578295 Long DBT CORP CL Y 2 2079-10-07 Variable 6.35000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8KR0 1724022.31000000 PA USD 1800926.12000000 0.051657430688 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VZR4 3230918.52000000 PA USD 3347467.80000000 0.096018145297 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N NTPC Ltd. 335800Q4TRGJXNLVMB81 N/A 90000000.00000000 PA 1224286.82000000 0.035117215994 Long DBT NUSS IN N 2 2022-05-03 Fixed 7.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300REQJRID6TODX95 95001RAY5 5895021.72890000 PA USD 357549.57000000 0.010255885527 Long ABS-MBS CORP US Y 2 2052-01-15 Variable 0.94659120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGHU1 3054223.13000000 PA USD 3324918.41000000 0.095371342778 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 1044542.32000000 PA USD 1101858.94000000 0.031605517399 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PMN6 959241.16000000 PA USD 1026770.49000000 0.029451694231 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Empresa de Transmision Electrica SA 254900RX1DOMC83TZ320 29247QAA2 1694000.00000000 PA USD 1965056.94000000 0.056365328677 Long DBT CORP PA Y 2 2049-05-02 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 479977.88000000 PA USD 526815.24000000 0.015111070600 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N United States Small Business Administration N/A 83162CVH3 159736.94000000 PA USD 161725.43000000 0.004638902228 Long ABS-O CORP US N 2 2033-02-01 Fixed 2.21000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAE1 998500.00000000 PA USD 998500.00000000 0.028640788741 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 762384.00000000 PA USD 839358.44000000 0.024076001761 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7E0 878942.98000000 PA USD 1030319.73000000 0.029553499973 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 208594.45000000 PA USD 243466.96000000 0.006983561108 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 180443.18000000 PA USD 202416.70000000 0.005806083067 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396VEQ7 792300.29000000 PA USD 906113.91000000 0.025990803277 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 5.50000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAH5 2468000.00000000 PA USD 2593966.72000000 0.074404860120 Long DBT CORP NL Y 2 2024-11-07 Fixed 2.50000000 N N N N N N N/A N/A N/A 22000.00000000 NC USD 418000.00000000 0.011989834445 N/A DE US N 2 Options Clearing 549300CII6SLYGKNHA04 Put Purchased iShares U.S. Real Estate ETF iShares U.S. Real Estate ETF 100.00000000 69.00000000 USD 2021-03-19 XXXX -5819000.00000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNPS7 1448420.20000000 PA USD 1551135.79000000 0.044492491207 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Republic of South Africa N/A 836205BA1 1946000.00000000 PA USD 1964611.54000000 0.056352552906 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 46650CAB5 1796000.00000000 PA USD 1888062.96000000 0.054156847639 Long DBT CORP AT Y 2 2028-01-15 Fixed 5.75000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 18717.00000000 NS USD 2954104.11000000 0.084734974196 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 1236990.66000000 PA USD 1363249.84000000 0.039103205477 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828B66 7855000.00000000 PA USD 8418964.49000000 0.241488015405 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMNZ8 628434.34000000 PA USD 675607.39000000 0.019378997024 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEEP8 337590.63000000 PA USD 341790.46000000 0.009803854140 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 789481.24000000 PA USD 835227.37000000 0.023957506915 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 771605.00000000 PA USD 832676.46000000 0.023884337086 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 854460.00000000 NS 13244529.21000000 0.379903618515 Long EC CORP CH N 1 N N N JBS USA LUX SA N/A 46590XAA4 1304000.00000000 PA USD 1467299.92000000 0.042087758667 Long DBT CORP US Y 2 2029-04-15 Fixed 6.50000000 N N N N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 161544.00000000 NS USD 18241548.48000000 0.523237192125 Long EC CORP US N 1 N N N Seasoned Credit Risk Transfer Trust N/A 35563PSB6 863616.97670000 PA USD 861260.68000000 0.024704241549 Long ABS-MBS USGSE US N 2 2060-05-25 Fixed 2.00000000 N N N N N N Delhi International Airport Ltd. 335800HBF5DARYMEUD12 246724AA6 1600000.00000000 PA USD 1623680.00000000 0.046573335867 Long DBT CORP IN Y 2 2029-06-04 Fixed 6.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 1256778.16000000 PA USD 1384983.61000000 0.039726612904 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936100 189529.00000000 NS USD 7039107.06000000 0.201908440897 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 1185681.40000000 PA USD 1307072.49000000 0.037491824793 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Dominican Republic N/A 25714PEE4 2282000.00000000 PA USD 2219245.00000000 0.063656411828 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N ICTSI Treasury BV 724500OT4U4QE3XWJH54 N/A 1055000.00000000 PA USD 1223833.07000000 0.035104200714 Long DBT CORP NL N 2 2025-09-17 Fixed 5.87500000 N N N N N N Romania 315700IASY927EDWBK92 N/A 3455000.00000000 PA 4189473.43000000 0.120170078565 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDB5 1374000.00000000 PA USD 1440295.50000000 0.041313168894 Long DBT NUSS MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 1150000.00000000 PA 1394470.17000000 0.039998723631 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N State Savings Bank of Ukraine N/A N/A 1473500.00000000 PA USD 1543196.55000000 0.044264763520 Long DBT CORP GB N 2 2023-03-10 Variable 9.37500120 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PLH0 1457415.71000000 PA USD 1568166.04000000 0.044980983739 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N N/A N/A N/A 204.00000000 NC USD 2151.59000000 0.000061715808 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2021-06-30 45036187.50000000 USD 2151.59000000 N N N Star Energy Geothermal Darajat II N/A 85513LAB0 1119000.00000000 PA USD 1243768.50000000 0.035676024889 Long DBT CORP BM Y 2 2038-10-14 Fixed 4.85000000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 68711.00000000 NS USD 3482960.59000000 0.099904595346 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12253.78000000 0.000351485151 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1039690.40000000 EUR 1268090.63000000 USD 2021-04-16 12253.78000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW71 1396000.00000000 PA USD 1535962.96000000 0.044057276567 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -438.85000000 -0.00001258789 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1183739.83000000 USD 4793791.20000000 MYR 2021-03-29 -438.85000000 N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RQZ5 55000.00000000 PA USD 57473.90000000 0.001648570684 Long DBT MUN US N 2 2026-07-01 Fixed 2.56200000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CE6 511000.00000000 PA USD 684941.67000000 0.019646739780 Long DBT NUSS US N 2 2044-01-24 Fixed 4.37500000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 2452000.00000000 PA USD 2848022.52000000 0.081692149551 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 184415.00000000 NS 11151996.69000000 0.319881803952 Long EC CORP DE N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6HH4 9971.82000000 PA USD 11748.93000000 0.000337004128 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2M6 1098000.00000000 PA USD 992662.03000000 0.028473333493 Long DBT NUSS SA Y 2 2070-11-24 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAF3 10018042.03530000 PA USD 537642.27000000 0.015421631120 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.85937760 N N N N N N Infraestructura Energetica Nova SAB de CV 715K4H1JYF3O6JOK1411 N/A 2466000.00000000 PA USD 2502743.40000000 0.071788227335 Long DBT CORP MX N 2 2048-01-14 Fixed 4.87500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 316268.00000000 NS USD 17397902.68000000 0.499038212525 Long EC CORP US N 1 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBD2 2457000.00000000 PA USD 2771412.46000000 0.079494680804 Long DBT NUSS QA Y 2 2030-04-16 Fixed 3.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297V6E3 7448.90000000 PA USD 8697.48000000 0.000249476902 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 16011.94000000 PA USD 18624.01000000 0.000534207647 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAM3 10500000.00000000 PA USD 10286718.75000000 0.295062332062 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N Cikarang Listrindo Tbk. PT N/A N/A 1877000.00000000 PA USD 1938941.00000000 0.055616223899 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYB75 854237.90000000 PA USD 875395.58000000 0.025109684398 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VTX8 1767623.74000000 PA USD 1849781.50000000 0.053058789343 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 N/A 155167.00000000 NS 22999577.13000000 0.659715603134 Long EC CORP FR N 1 N N N Development Bank of Kazakhstan JSC 213800LCDPGJ1BI7KX98 N/A 1663000.00000000 PA USD 1741992.50000000 0.049966989666 Long DBT CORP KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N Symphony CLO XVII Ltd. 549300X84MR2MGY6OR68 87165UAQ4 2026203.00000000 PA USD 2026194.90000000 0.058118998578 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 1.44124920 N N N N N N State Oil Co. of the Azerbaijan Republic 2549002HARR1VE257O76 N/A 3933000.00000000 PA USD 4163277.15000000 0.119418669330 Long DBT NUSS AZ N 2 2023-03-13 Fixed 4.75000000 N N N N N N Promigas SA ESP N/A 74348DAA5 1820000.00000000 PA USD 1890543.20000000 0.054227990383 Long DBT CORP US Y 2 2029-10-16 Fixed 3.75000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW30 1218000.00000000 PA USD 1267329.00000000 0.036351829900 Long DBT NUSS EG Y 2 2023-02-21 Fixed 5.57700000 N N N N N N TC Ziraat Bankasi A/S 213800K5KTZFSUS8MR51 90014TAG6 1464000.00000000 PA USD 1469563.20000000 0.042152678171 Long DBT CORP TR Y 2 2026-03-02 Fixed 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375GBQ3 120000.00000000 PA USD 126264.97000000 0.003621760972 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N Halyk Savings Bank of Kazakhstan JSC 213800NYDTVQM4SDUD67 N/A 2652495.48000000 PA USD 2652495.48000000 0.076083688213 Long DBT CORP KZ N 2 2022-12-21 Fixed 5.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 1350000.00000000 PA USD 1455988.50000000 0.041763303994 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Aeropuerto Internacional de Tocumen SA 254900FO1PHX49ZIGB14 00787CAC6 2807572.00000000 PA USD 3207679.09000000 0.092008471875 Long DBT NUSS PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N Turkiye Is Bankasi A/S 789000FIRX9MDN0KTM91 N/A 683000.00000000 PA USD 696974.18000000 0.019991878064 Long DBT CORP TR N 2 2030-01-22 Variable 7.75000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 563017.21000000 PA USD 617641.22000000 0.017716306159 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940ZV4 2967.61000000 PA USD 3436.19000000 0.000098563036 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 395000.00000000 NS 18233254.34000000 0.522999284553 Long EC CORP JP N 2 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M73V6 10439.50000000 PA USD 12137.21000000 0.000348141479 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F040636 825000.00000000 PA USD 885515.48000000 0.025399961732 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 4.00000000 N N N N N N Russian Federation 5493004EHVGF71PDBU58 N/A 2800000.00000000 PA USD 3204768.00000000 0.091924970710 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DBX6 5251.83000000 PA USD 6130.05000000 0.000175833216 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419EJE0 177115.81000000 PA USD 205939.44000000 0.005907128687 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 N/A 1280000.00000000 PA 1589232.92000000 0.045585262216 Long DBT NUSS TG Y 2 2033-01-22 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L2T72 184698.77000000 PA USD 191119.33000000 0.005482031402 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.55000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 1763000.00000000 PA USD 1555847.50000000 0.044627641023 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 21215000000.00000000 PA 1473131.46000000 0.042255029478 Long DBT NUSS ID N 2 2026-04-15 Fixed 5.50000000 N N N N N N Petra Diamonds US Treasury plc 635400LZYOO6WHAO2H58 N/A 2699000.00000000 PA USD 1093095.00000000 0.031354134170 Long DBT CORP GB N 2 2022-05-01 Fixed 7.25000000 Y N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 3962.00000000 NS USD 1821212.54000000 0.052239322595 Long EC CORP US N 1 N N N Central American Bottling Corp. 549300DT8SH0CF6BTT37 15238XAB5 1742000.00000000 PA USD 1851397.60000000 0.053105145256 Long DBT CORP VG Y 2 2027-01-31 Fixed 5.75000000 N N N N N N Imperial Brands plc 549300DFVPOB67JL3A42 N/A 283981.00000000 NS 5273912.29000000 0.151275921622 Long EC CORP GB N 1 N N N Ukraine 6354001WLTJXOMEXPY07 903724BY7 3003000.00000000 PA USD 3051918.87000000 0.087540674624 Long DBT NUSS UA Y 2 2033-03-15 Fixed 7.25300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5A45 6755737.25000000 PA USD 7272749.30000000 0.208610191560 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRA9 255000.00000000 PA USD 262968.75000000 0.007542946834 Long DBT MUN US N 2 2027-07-01 Fixed 2.68200000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AF4 1721000.00000000 PA USD 2007369.01000000 0.057579000242 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N FNMA or FHLMC N/A 01F022436 7950000.00000000 PA USD 8304911.77000000 0.238216548345 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XKB7 7693.02000000 PA USD 8702.03000000 0.000249607413 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N FNMA or FHLMC N/A 01F032633 2070655.00000000 PA USD 2194085.46000000 0.062934740251 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KYA33 11894.19000000 PA USD 14138.59000000 0.000405548692 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXC57 8086.58000000 PA USD 9059.23000000 0.000259853272 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.50000000 N N N N N N CANPACK SA N/A 13805AAA5 412000.00000000 PA USD 417150.00000000 0.011965453203 Long DBT CORP US Y 2 2025-11-01 Fixed 3.12500000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 N/A 1630000.00000000 PA USD 1568940.20000000 0.045003189601 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Wal-Mart de Mexico SAB de CV N/A N/A 1150901.00000000 NS 3283101.75000000 0.094171881461 Long EC CORP MX N 1 N N N Howard University N/A 442851AD3 190000.00000000 PA USD 195196.66000000 0.005598984779 Long DBT CORP US N 2 2022-10-01 Fixed 2.73800000 N N N N N N Aeropuerto Internacional de Tocumen SA 254900FO1PHX49ZIGB14 N/A 792819.48040000 PA USD 905804.18000000 0.025981919039 Long DBT NUSS PA N 2 2048-11-18 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 263005.90000000 PA USD 289947.61000000 0.008316803449 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N China Shenhua Energy Co. Ltd. 529900N9JOX4C108MA40 N/A 1706500.00000000 NS 3242953.93000000 0.093020288841 Long EC CORP CN N 1 N N N BANK N/A 06541TBF5 1082036.00000000 PA USD 1071152.12000000 0.030724728672 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.99700000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAB4 2073000.00000000 PA USD 2132055.96000000 0.061155497582 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAGT9 663918.58000000 PA USD 775166.88000000 0.022234742964 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Azure Power Energy Ltd. 54930051LQDFHGQMHF47 05502JAA8 3114000.00000000 PA USD 3180951.00000000 0.091241808301 Long DBT CORP MU Y 2 2022-11-03 Fixed 5.50000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701EAC0 1308942.00000000 PA USD 1301571.35000000 0.037334031114 Long ABS-CBDO CORP KY Y 2 2028-02-20 Floating 1.53237960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 277927.47000000 PA USD 307880.66000000 0.008831191728 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N N/A N/A N/A -163.00000000 NC USD 232083.96000000 0.006657053248 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2021-06-21 -25952656.25000000 USD 232083.96000000 N N N Oman Government International Bond 549300SZ20F0QTKNQC75 68205LAT0 3249000.00000000 PA USD 3207848.17000000 0.092013321735 Long DBT NUSS OM Y 2 2051-01-25 Fixed 7.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 3587406.00000000 PA USD 1650242.63000000 0.047335253418 Long DBT NUSS EC Y 2 2035-07-31 Variable 0.50000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CPF5 2264855.18000000 PA USD 2445021.01000000 0.070132529010 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 576227.00000000 NS 7247946.76000000 0.207898760104 Long EC CORP ES N 1 N N N Amcor plc 549300GSODGFCDQ3DI89 N/A 195838.00000000 NS USD 2142467.72000000 0.061454146574 Long EC CORP JE N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F2Z7 2932.11000000 PA USD 3522.46000000 0.000101037589 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABT3 852000.00000000 PA USD 830848.24000000 0.023831896763 Long DBT CORP US Y 2 2028-01-10 Fixed 1.80000000 N N N N N N United States Small Business Administration N/A 83162CVK6 271010.25000000 PA USD 274937.87000000 0.007886266852 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N Italgas SpA 815600F25FF44EF1FA76 N/A 151681.00000000 NS 893458.29000000 0.025627791821 Long EC CORP IT N 1 N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 1678000.00000000 PA 2179269.66000000 0.062509766593 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HMPP3 160916.99000000 PA USD 169567.09000000 0.004863830948 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N JPMORGAN US GOVERNMENT MONEY MKT FD 549300NQ5E5B7ZV4T516 N/A 13007878.80000000 NS USD 13007878.80000000 0.373115582061 Long STIV RF US N 1 N N CANPACK SA N/A N/A 445000.00000000 PA 551487.69000000 0.015818770578 Long DBT CORP PL Y 2 2027-11-01 Fixed 2.37500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 51005.00000000 NS USD 3360209.40000000 0.096383622987 Long EC CORP US N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 20230.00000000 NS USD 1787725.10000000 0.051278775080 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AT49 239606.56000000 PA USD 276200.99000000 0.007922497951 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 459775.00000000 NS USD 9802403.00000000 0.281170308947 Long US N 1 N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080106 36334.00000000 NS USD 1514037.78000000 0.043428378772 Long US N 1 N N N Hacienda Investments Ltd. 635400OVV3CKEYWLQV14 23291QAA0 1281000.00000000 PA USD 1324041.60000000 0.037978563596 Long DBT CORP IE Y 2 2028-02-08 Fixed 5.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWP99 1667530.22000000 PA USD 1759789.66000000 0.050477480102 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSE8 22225.60000000 PA USD 25851.83000000 0.000741529095 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GP24 29778.39000000 PA USD 33203.49000000 0.000952402746 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Banco Industrial SA 529900GF99QF67JEQU85 05991CAA1 1050000.00000000 PA USD 1071000.00000000 0.030720365290 Long DBT CORP GT Y 2 2031-01-29 Variable 4.87500120 N N N N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 20914UAD8 1352000.00000000 PA USD 1375660.00000000 0.039459176204 Long DBT CORP LU Y 2 2025-06-15 Fixed 6.87500000 N N N N N N BANK N/A 06540YAH2 386670.00000000 PA USD 378417.77000000 0.010854465104 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84400000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 3434000.00000000 PA USD 3711467.20000000 0.106459036551 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 829000.00000000 PA USD 859268.56000000 0.024647099949 Long DBT CORP CH Y 2 2023-05-23 Fixed 3.49100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414QTQ0 2282.32000000 PA USD 2542.96000000 0.000072941792 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 1585000.00000000 PA USD 1633793.04000000 0.046863416431 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 6099000.00000000 PA USD 6968693.00000000 0.199888697064 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N NTPC Ltd. 335800Q4TRGJXNLVMB81 N/A 120000000.00000000 PA 1623204.92000000 0.046559708761 Long DBT NUSS IN N 2 2021-08-10 Fixed 7.37500000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BW2 841000.00000000 PA USD 944358.90000000 0.027087815474 Long DBT CORP MX Y 2 2027-06-05 Fixed 7.37500000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 N/A 1883000.00000000 PA 2385530.35000000 0.068426109956 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N Fondo MIVIVIENDA SA 549300X41PNOK11PZ670 N/A 640000.00000000 PA USD 672966.40000000 0.019303243357 Long DBT NUSS PE N 2 2023-01-31 Fixed 3.50000000 N N N N N N State Oil Co. of the Azerbaijan Republic 2549002HARR1VE257O76 N/A 2267000.00000000 PA USD 2863130.32000000 0.082125498883 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Central Texas Turnpike System N/A 88283KBK3 1355000.00000000 PA USD 1372411.75000000 0.039366004004 Long DBT MUN US N 2 2042-08-15 Variable 1.98000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123DA5 1672000.00000000 PA USD 1667820.00000000 0.047839439438 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 80585Y308 271196.00000000 NS USD 3932342.00000000 0.112794568334 Long EC CORP RU N 1 N N N N/A N/A N/A 1.00000000 NC N/A 36628.95000000 0.001050658005 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43535297000.00000000 IDR 3079310.86000000 USD 2021-04-26 36628.95000000 N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043101 170984.00000000 NS USD 1832948.48000000 0.052575954121 Long EC CORP US N 1 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 N/A 82019000.00000000 PA 2021969.79000000 0.057997806307 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Meituan 21380033K525E5JLIA77 58533EAC7 1511000.00000000 PA USD 1510609.13000000 0.043330032011 Long DBT CORP KY Y 2 2030-10-28 Fixed 3.05000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 46287.00000000 NS USD 3723326.28000000 0.106799200202 Long EC CORP US N 1 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1900000.00000000 PA USD 2139875.00000000 0.061379777474 Long DBT NUSS EG N 2 2027-01-31 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0CN2 1337344.59000000 PA USD 1418849.86000000 0.040698026135 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 2432000.00000000 PA 3096304.61000000 0.088813826955 Long DBT NUSS CI Y 2 2030-03-22 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296FS61 1712.09000000 PA USD 1980.45000000 0.000056806860 Long ABS-MBS USGA US N 2 2058-04-20 Variable 5.87000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJS43 79996.02000000 PA USD 87005.92000000 0.002495661666 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179V7E4 2750000.00000000 PA USD 2849611.05000000 0.081737714651 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LQW2 31740.68000000 PA USD 37031.40000000 0.001062201806 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Weibo Corp. 549300Q9ID4640FE0422 948596AE1 1657000.00000000 PA USD 1675944.43000000 0.048072479081 Long DBT CORP KY N 2 2030-07-08 Fixed 3.37500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AH7 1974000.00000000 PA USD 2179019.64000000 0.062502595065 Long DBT NUSS KE Y 2 2048-02-28 Fixed 8.25000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 1785000.00000000 PA USD 1970390.10000000 0.056518304048 Long DBT NUSS KE N 2 2048-02-28 Fixed 8.25000000 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 N/A 552500.00000000 NS 10015906.15000000 0.287294393689 Long EC CORP JP N 2 N N N Thaioil Treasury Center Co. Ltd. 549300NH03B9E8VGJR89 88322YAL5 2400000.00000000 PA USD 2249785.20000000 0.064532421259 Long DBT CORP TH Y 2 2050-06-18 Fixed 3.75000000 N N N N N N Republic of South Africa N/A N/A 37114000.00000000 PA 2292304.89000000 0.065752048158 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KQ64 36716.51000000 PA USD 42855.35000000 0.001229254908 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NQG2 258654.14000000 PA USD 286427.02000000 0.008215819498 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EW8 1502000.00000000 PA USD 1499776.09000000 0.043019299102 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 12547000.00000000 PA 3034746.53000000 0.087048106410 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 544572.43000000 PA USD 610756.57000000 0.017518828136 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 69343P105 11757.00000000 NS USD 872369.40000000 0.025022882013 Long EC CORP RU N 1 N N N Bancorp Commercial Mortgage Trust N/A 05973BAA5 2001920.83110000 PA USD 2001920.43000000 0.057422714184 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.16224920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 962228.30150000 PA USD 109563.93000000 0.003142711440 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6647.18000000 -0.00019066647 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1982618.12000000 USD 1429190000.00000000 CLP 2021-04-26 -6647.18000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 13680.63000000 PA USD 16113.03000000 0.000462183162 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3G2 5188.93000000 PA USD 5527.04000000 0.000158536589 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 52978.00000000 NS USD 8980830.56000000 0.257604477510 Long EC CORP US N 1 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 14946000.00000000 PA 2854402.34000000 0.081875147124 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y79 1948000.00000000 PA USD 2136940.79000000 0.061295613139 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L3UP8 253752.08000000 PA USD 262878.78000000 0.007540366151 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XFD1 5244.64000000 PA USD 6300.56000000 0.000180724094 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T503 83168.00000000 NS USD 3041453.76000000 0.087240495350 Long EP CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2A6 3535.77000000 PA USD 4075.40000000 0.000116898017 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QLS5 167482.68000000 PA USD 173716.99000000 0.004982865910 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 743401.77000000 PA USD 779503.50000000 0.022359133767 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N IG Group Holdings plc 2138003A5Q1M7ANOUD76 N/A 151832.00000000 NS 1647836.96000000 0.047266249626 Long EC CORP GB N 1 N N N FHLMC Pool N/A 3133D3L45 317812.67000000 PA USD 334688.69000000 0.009600148286 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2599.06000000 -0.00007455095 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2750000.00000000 EUR 3319112.22000000 USD 2021-04-16 -2599.06000000 N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61767EAE4 700873.00000000 PA USD 780994.70000000 0.022401907071 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NJA7 2418353.61000000 PA USD 2632360.25000000 0.075506133011 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Absa Group Ltd. 2138006IPPRD4N6XLT30 N/A 537822.00000000 NS 4312883.70000000 0.123709955853 Long EC CORP ZA N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V2P0 4761.31000000 PA USD 5509.59000000 0.000158036057 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYPS3 18352872.60650000 PA USD 405514.06000000 0.011631690059 Long ABS-MBS USGSE US N 2 2024-04-25 Variable 0.87958080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXJN1 6308.29000000 PA USD 7364.60000000 0.000211244819 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 237600.24000000 PA USD 260705.33000000 0.007478023315 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032639 3125000.00000000 PA USD 3304443.38000000 0.094784040816 Long ABS-MBS USGA US N 2 2051-03-15 Fixed 3.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AJ3 1709000.00000000 PA USD 1884206.68000000 0.054046234819 Long DBT NUSS KE Y 2 2027-05-22 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AA5A5 72725.05000000 PA USD 81929.56000000 0.002350052298 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123DB3 1172000.00000000 PA USD 1173992.40000000 0.033674580183 Long DBT NUSS TR N 2 2026-01-26 Fixed 4.75000000 N N N N N N ICA Tenedora SA de CV N/A N/A 560019.00000000 NS USD 1153802.02000000 0.033095443069 Long EC CORP MX N 2 N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 1305282.47000000 PA USD 1498723.64000000 0.042989110821 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Tunisian Republic N/A 066717AA7 728000.00000000 PA USD 721280.63000000 0.020689079766 Long DBT USGA TN N 2 2021-07-24 Fixed 2.45200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 302897.92000000 PA USD 333259.81000000 0.009559162558 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PBB6 1236000.00000000 PA USD 1523849.57000000 0.043709818336 Long DBT NUSS QA Y 2 2049-03-14 Fixed 4.81700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6WA2 168175.01000000 PA USD 202111.84000000 0.005797338519 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2K0 731000.00000000 PA USD 713150.27000000 0.020455870029 Long DBT NUSS SA Y 2 2030-11-24 Fixed 2.25000000 N N N N N N Mobile TeleSystems PJSC 2534008FX8EXH1FMJA74 607409109 116313.00000000 NS USD 956092.86000000 0.027424390206 Long EC CORP RU N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQY28 542000.00000000 PA USD 586224.49000000 0.016815154505 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 590792.54000000 PA USD 662797.18000000 0.019011551338 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ADWS0 832929.57000000 PA USD 939047.10000000 0.026935452788 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Eskom Holdings SOC Ltd. 3789001900ED06F65111 29646AAC0 2885000.00000000 PA USD 3101375.00000000 0.088959265081 Long DBT NUSS ZA Y 2 2028-08-10 Fixed 6.35000000 N N N N N N Transnet SOC Ltd. 378900B07CD6F01EA796 N/A 1603000.00000000 PA USD 1639978.00000000 0.047040824676 Long DBT NUSS ZA N 2 2022-07-26 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297H6A1 4323.62000000 PA USD 4798.09000000 0.000137627523 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 45793.18000000 PA USD 52216.13000000 0.001497757784 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CWY2 113796.45000000 PA USD 132668.88000000 0.003805449538 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 1325000.00000000 PA 1582691.97000000 0.045397642820 Long DBT NUSS HR N 2 2041-03-04 Fixed 1.75000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 N/A 843800.00000000 NS 16724595.04000000 0.479725181103 Long EC CORP SG N 2 N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940BC2 8000.20000000 PA USD 9047.33000000 0.000259511935 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7492000.00000000 PA USD 7675853.68000000 0.220172762805 Long DBT NUSS EG N 2 2022-01-31 Fixed 6.12500000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 N/A 1029000.00000000 PA 1243526.42000000 0.035669081111 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Ipoteka-Bank ATIB 213800UWVX5JSNXJS434 N/A 1553000.00000000 PA USD 1611237.50000000 0.046216437506 Long DBT CORP UZ N 2 2025-11-19 Fixed 5.50000000 N N N N N N Frontera Energy Corp. A25574TZFLBNK7NWQT47 35905B107 72682.00000000 NS USD 362937.57000000 0.010410433919 Long EC CORP CA N 1 N N N GNMA 549300M8ZYFG0OCMTT87 21H022630 3325000.00000000 PA USD 3441375.00000000 0.098711761999 Long ABS-MBS USGA US N 2 2051-03-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XV64 38397.84000000 PA USD 44649.89000000 0.001280729160 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Banistmo SA 549300E94AMW3HSSMU17 06034LAB6 1500000.00000000 PA USD 1578195.00000000 0.045268652567 Long DBT CORP PA Y 2 2027-07-31 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L7K47 349662.40000000 PA USD 390896.90000000 0.011212414153 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.59000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 74623.00000000 NS USD 4372161.57000000 0.125410271278 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MUR1 11337.77000000 PA USD 13187.20000000 0.000378259198 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool N/A 3133A2EK2 1165406.63000000 PA USD 1225529.01000000 0.035152846742 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 55152.29000000 0.001581978053 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 33115000.00000000 MXN 1629998.07000000 USD 2021-04-16 55152.29000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 841147.18000000 PA USD 895245.74000000 0.025679062705 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JADZ5 395475.59000000 PA USD 428820.03000000 0.012300194178 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Kenbourne Invest SA 222100QGH6Y9KFYZ4B27 48855KAC4 2472000.00000000 PA USD 2574588.00000000 0.073849004511 Long DBT CORP LU Y 2 2028-01-22 Fixed 4.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 80809.33000000 PA USD 88216.59000000 0.002530388300 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 886488.64000000 PA USD 916721.85000000 0.026295079459 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CG3 1943000.00000000 PA USD 1865280.00000000 0.053503345442 Long DBT NUSS TR N 2 2045-02-17 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZZ9 291494.44000000 PA USD 319938.12000000 0.009177045673 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQVJ6 400693.10000000 PA USD 435968.12000000 0.012505228666 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -89825.67000000 -0.00257654285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95153150.72000000 ZAR 6160574.32000000 USD 2021-04-16 -89825.67000000 N N N Madison Park Funding XIII Ltd. N/A 55818MBC0 2390920.00000000 PA USD 2403591.88000000 0.068944183531 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 1.72338120 N N N N N N Rumo Luxembourg SARL 222100HOIQFT7YOSPB46 N/A 2508000.00000000 PA USD 2599567.08000000 0.074565499807 Long DBT CORP LU N 2 2024-02-09 Fixed 7.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXAY6 13972.42000000 PA USD 16787.49000000 0.000481529248 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377VGJ9 568331.20000000 PA USD 601049.52000000 0.017240392915 Long ABS-MBS USGA US N 2 2039-05-16 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 3957955.00000000 PA USD 448598.97000000 0.012867529623 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34177760 N N N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 N/A 1507000.00000000 PA USD 1633768.84000000 0.046862722282 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 N/A 419000.00000000 PA 523238.51000000 0.015008476340 Long DBT NUSS BJ Y 2 2052-01-19 Fixed 6.87500000 N N N N N N ReNew Power Pvt Ltd. 335800BITJZHVZ1CN475 75975AAA8 1670000.00000000 PA USD 1790661.19000000 0.051362993340 Long DBT CORP IN Y 2 2027-03-05 Fixed 5.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M72C9 10739.19000000 PA USD 12536.42000000 0.000359592345 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Urban Edge Properties N/A 91704F104 1185053.00000000 NS USD 19553374.50000000 0.560865366291 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJWU0 1939915.12000000 PA USD 2049811.35000000 0.058796408448 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 2892000.00000000 PA USD 1647022.92000000 0.047242899854 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CED2 708519.08000000 PA USD 748479.64000000 0.021469251123 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWFW2 1809649.25000000 PA USD 1950059.57000000 0.055935146898 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4714.23000000 0.000135222098 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 399986.00000000 EUR 487855.32000000 USD 2021-04-16 4714.23000000 N N N POSCO 988400E5HRVX81AYLM04 N/A 4553.00000000 NS 1140782.82000000 0.032722002751 Long EC CORP KR N 1 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 108267.00000000 NS USD 17289157.23000000 0.495918978214 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912828VS6 7225000.00000000 PA USD 7627455.04000000 0.218784505195 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4733.89000000 0.000135786022 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 703422.94000000 EUR 854394.95000000 USD 2021-04-16 4733.89000000 N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 3248000.00000000 PA USD 3280480.00000000 0.094096679670 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11383.84000000 0.000326531954 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141924000.00000000 RUB 1906275.46000000 USD 2021-04-12 11383.84000000 N N N JBS Investments II GmbH 529900V1Q46CPWIWT649 N/A 928000.00000000 PA USD 975569.28000000 0.027983048223 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N NGK Spark Plug Co. Ltd. 549300RG3XQGTFM4HH31 N/A 49700.00000000 NS 849978.73000000 0.024380632189 Long EC CORP JP N 2 N N N MMC Norilsk Nickel PJSC 253400JPTEEW143W3E47 55315J102 45251.00000000 NS USD 1419523.87000000 0.040717359313 Long EC CORP RU N 1 N N N United States of America 254900HROIFWPRGM1V77 912828V49 12858727.50000000 PA USD 14206884.71000000 0.407507645124 Long DBT UST US N 2 2027-01-15 Fixed 0.37500000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 25351.00000000 NS USD 3275095.69000000 0.093942237121 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MM51 15865.31000000 PA USD 18982.42000000 0.000544488213 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Province of Santa Fe N/A N/A 2012000.00000000 PA USD 1358120.12000000 0.038956065541 Long DBT NUSS AR N 2 2027-11-01 Fixed 6.90000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 1724000.00000000 PA 2080092.21000000 0.059664979018 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 145042.64000000 PA USD 159175.48000000 0.004565759935 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Banco Continental SAECA 8945005Q0D60A6FCEM55 059490AB8 1239000.00000000 PA USD 1235902.50000000 0.035450398004 Long DBT CORP PY Y 2 2025-12-10 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AZE1 1239600.47000000 PA USD 1334286.77000000 0.038272434151 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 830939.64000000 PA USD 911729.92000000 0.026151891866 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Petra Diamonds Ltd. 213800X4QZIAVSA12860 N/A 203613.08000000 PA USD 203613.08000000 0.005840399809 Long DBT CORP BM N 3 2021-03-31 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRD7 646364.07000000 PA USD 754105.66000000 0.021630626837 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PPZS5 5283.29000000 PA USD 5569.07000000 0.000159742170 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZW3 50592193.24380000 PA USD 515569.86000000 0.014788510207 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.11849400 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 602000.00000000 PA 766800.42000000 0.021994760977 Long DBT NUSS CI Y 2 2048-03-22 Fixed 6.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDC3 2208000.00000000 PA USD 2225664.00000000 0.063840533233 Long DBT NUSS MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419FG83 204761.65000000 PA USD 226855.77000000 0.006507088816 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Boardwalk REIT N/A 096631106 310933.00000000 NS 8976644.99000000 0.257484419397 Long EC CORP CA N 1 N N United States Small Business Administration N/A 83162CMC4 2789.27000000 PA USD 2824.65000000 0.000081021736 Long ABS-O CORP US N 2 2022-03-01 Fixed 6.07000000 N N N N N N Samsung Fire & Marine Insurance Co. Ltd. 988400JMBDK47EW0Z936 N/A 30008.00000000 NS 4620724.52000000 0.132540004818 Long EC CORP KR N 1 N N N FS Luxembourg SARL 222100EKR3JUJPGGOY81 30315XAB0 1223000.00000000 PA USD 1308915.75000000 0.037544696521 Long DBT CORP LU Y 2 2025-12-15 Fixed 10.00000000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 617726AK0 1562000.00000000 PA USD 1540453.77000000 0.044186090128 Long DBT NUSS MA Y 2 2027-12-15 Fixed 2.37500000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 N/A 1656000.00000000 PA USD 1856624.40000000 0.053255069817 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F020646 9275000.00000000 PA USD 9309962.39000000 0.267045233856 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 2.00000000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1001000.00000000 PA 1220703.71000000 0.035014438732 Long DBT NUSS MA Y 2 2026-03-30 Fixed 1.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 1177669.30000000 PA USD 1374533.10000000 0.039426852414 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N VTR Finance NV 213800F4XI4RJB82XM19 918374AA7 2925000.00000000 PA USD 3199657.50000000 0.091778382076 Long DBT CORP NL Y 2 2028-07-15 Fixed 6.37500000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 35923.00000000 NS USD 3012143.55000000 0.086399766725 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PNR7 13715.91000000 PA USD 16008.11000000 0.000459173657 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Ukreximbank 254900R5STMV7BZYC307 N/A 337500.00000000 PA USD 365229.00000000 0.010476160872 Long DBT NUSS GB N 2 2025-01-22 Fixed 9.75000000 N N N N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92334VAA3 1444000.00000000 PA USD 1525297.20000000 0.043751341886 Long DBT CORP NL Y 2 2025-04-09 Fixed 4.00000000 N N N N N N Mong Duong Finance Holdings BV 549300995KGQFMWSV879 N/A 1083000.00000000 PA USD 1099245.00000000 0.031530539629 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZM6 34686.17000000 PA USD 40338.16000000 0.001157052297 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 1078941.18000000 PA USD 1172829.22000000 0.033641215743 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UD74 2657748.49000000 PA USD 2769800.36000000 0.079448439626 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.00000000 N N N N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 28292.00000000 NS USD 3663248.16000000 0.105075930554 Long EC CORP US N 1 N N N Emirate of Abu Dhabi United Arab Emirates 213800FER4348CINTA77 29135LAF7 1675000.00000000 PA USD 1614783.75000000 0.046318157483 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379RD34 1495566.32500000 PA USD 66537.90000000 0.001908560778 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.56611080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERZ60 1436763.28000000 PA USD 1616555.53000000 0.046368978892 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -57200.56000000 -0.00164073025 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1365438.55000000 USD 19916000.00000000 ZAR 2021-04-16 -57200.56000000 N N N Republic of South Africa N/A N/A 63469000.00000000 PA 3766209.33000000 0.108029249652 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 22551000.00000000 PA USD 23956033.06000000 0.687150407572 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAD0 1149000.00000000 PA USD 1093523.44000000 0.031366423464 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.02700000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 142060.00000000 NS USD 10682912.00000000 0.306426665737 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AK6V0 921507.30000000 PA USD 933636.09000000 0.026780244381 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 3.00000000 N N N N N N Shriram Transport Finance Co. Ltd. 335800TM2YO24B76XL26 825547AC6 1505000.00000000 PA USD 1532090.00000000 0.043946185301 Long DBT CORP IN Y 2 2023-07-16 Fixed 5.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 668469.37000000 PA USD 749597.90000000 0.021501327085 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 80120.00000000 NS 26242790.08000000 0.752743321657 Long EC CORP CH N 1 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733RAE2 550000.00000000 PA USD 552090.00000000 0.015836047127 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 111274.85000000 PA USD 117463.06000000 0.003369288619 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Wynn Macau Ltd. 254900NMDQ8ENTHU1I31 98313RAH9 887000.00000000 PA USD 928799.88000000 0.026641523431 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEEL9 520045.05000000 PA USD 558458.75000000 0.016018727170 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSD9 85163.19000000 PA USD 94631.11000000 0.002714381201 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225B2U1 58421.74000000 PA USD 67697.79000000 0.001941830847 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJZQ6 1663852.06000000 PA USD 1753492.89000000 0.050296864719 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 20071000000.00000000 PA 1457712.75000000 0.041812762061 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FETQ3 26358086.51440000 PA USD 556329.59000000 0.015957654740 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.30259440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 822845.28000000 PA USD 847781.19000000 0.024317598359 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 1042000.00000000 PA USD 1191860.44000000 0.034187103727 Long DBT NUSS NG N 2 2025-11-21 Fixed 7.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZC7 4104000.00000000 PA USD 4193935.30000000 0.120298062016 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177T4M6 39335.85000000 PA USD 42970.51000000 0.001232558136 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 7173.33000000 PA USD 8337.13000000 0.000239140690 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 253667.00000000 NS USD 9791546.20000000 0.280858894510 Long EC CORP US N 1 N N N Montefiore Obligated Group N/A 61237WAF3 3192000.00000000 PA USD 3941088.60000000 0.113045454186 Long DBT CORP US N 2 2048-11-01 Fixed 5.24600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 628784.76000000 PA USD 692487.01000000 0.019863168913 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CB4 1627000.00000000 PA USD 1525328.77000000 0.043752247434 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Benchmark Mortgage Trust N/A 08163AAE3 1701492.00000000 PA USD 1682329.80000000 0.048255635849 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.92500000 N N N N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 606900.00000000 NS 18731657.21000000 0.537295380004 Long EC CORP JP N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 118058.47000000 PA USD 128837.08000000 0.003695538898 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMF80 71423.09000000 PA USD 80700.50000000 0.002314798169 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 41907000000.00000000 PA 2902295.18000000 0.083248896461 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TSF3 791386.03000000 PA USD 824177.55000000 0.023640555929 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CZ1 1646000.00000000 PA USD 1763277.50000000 0.050577524657 Long DBT NUSS TR N 2 2025-10-14 Fixed 6.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABC0 1689000.00000000 PA USD 1746216.16000000 0.050088140346 Long DBT CORP US Y 2 2022-11-01 Fixed 2.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFWD5 10652.92000000 PA USD 12267.38000000 0.000351875251 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WD3L3 1892975.94000000 PA USD 2063958.35000000 0.059202198371 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 N/A 12337000.00000000 PA 1536570.51000000 0.044074703418 Long DBT NUSS TR N 2 2030-11-13 Fixed 11.69999886 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 722034.95000000 PA USD 777038.74000000 0.022288435049 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWU8 45472321.67270000 PA USD 1546299.94000000 0.044353780583 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.57670920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LS9 269476.13000000 PA USD 295336.23000000 0.008471369625 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JAJ97 235193.88000000 PA USD 255026.87000000 0.007315143422 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 N/A 1037000.00000000 PA USD 1318545.50000000 0.037820914483 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AK0 2010000.00000000 PA USD 2250697.50000000 0.064558589503 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ5E6 678126.47000000 PA USD 692694.05000000 0.019869107610 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.15200000 N N N N N N Telefonica Celular del Paraguay SA 254900R8A8IKGF4THL54 N/A 529000.00000000 PA USD 564813.30000000 0.016200999903 Long DBT CORP PY N 2 2027-04-15 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQS2 688095.16000000 PA USD 738774.48000000 0.021190870114 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 708132.70000000 PA USD 779817.61000000 0.022368143640 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4WB8 226000.00000000 PA USD 239112.59000000 0.006858661167 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAF0 210000.00000000 PA USD 212650.20000000 0.006099618882 Long DBT MUN US N 2 2024-06-01 Fixed 1.49700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TKC3 399975.28070000 PA USD 32731.42000000 0.000938861978 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAH5 2469000.00000000 PA USD 2687692.32000000 0.077093267841 Long DBT NUSS CL Y 2 2024-10-30 Fixed 4.37500000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 617726AM6 1126000.00000000 PA USD 1049995.00000000 0.030117861767 Long DBT NUSS MA Y 2 2050-12-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -52024.61000000 -0.00149226426 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1496375.83000000 USD 8105000.00000000 BRL 2021-04-05 -52024.61000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAX0 1975000.00000000 PA USD 1913928.77000000 0.054898777734 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H020642 2375000.00000000 PA USD 2399399.42000000 0.068823927786 Long ABS-MBS USGA US N 2 2051-04-15 Fixed 2.00000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900HXCCIOHM74FA02 N/A 4379000.00000000 PA USD 2562109.11000000 0.073491062346 Long DBT NUSS LK N 2 2025-06-03 Fixed 6.12500000 N N N N N N Plains All American Pipeline LP 5521FA2ITF25TVH63740 726503105 196217.00000000 NS USD 1656071.48000000 0.047502447070 Long US N 1 N N N ENA Master Trust 549300CBCHB6Q73VG753 29249BAA3 579000.00000000 PA USD 621701.25000000 0.017832763306 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N Terraform Global Operating LLC 549300LC7QMVR79H5O86 88104UAC7 1536000.00000000 PA USD 1577863.68000000 0.045259149045 Long DBT CORP US Y 2 2026-03-01 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9DT6 111195.99000000 PA USD 124833.99000000 0.003580715007 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRY29 3495.40000000 PA USD 3720.32000000 0.000106712968 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VJP3 42981.15000000 PA USD 51487.77000000 0.001476865641 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AS8 880000.00000000 PA USD 1034000.00000000 0.029659064155 Long DBT NUSS GT Y 2 2032-04-24 Fixed 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GLY4 26032.63000000 PA USD 30414.15000000 0.000872393835 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 605272.33000000 PA USD 706202.42000000 0.020256579188 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Turkcell Iletisim Hizmetleri A/S 7890003EX1LTLS2FFL84 N/A 639364.00000000 NS 1364516.03000000 0.039139524636 Long EC CORP TR N 1 N N N United States Small Business Administration N/A 83162CVR1 308005.24000000 PA USD 321364.94000000 0.009217972314 Long ABS-O CORP US N 2 2033-07-01 Fixed 3.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1BS0 2731000.00000000 PA USD 2819141.11000000 0.080863720545 Long ABS-MBS USGSE US N 2 2022-11-25 Fixed 2.51000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAC4 1617000.00000000 PA USD 1519980.00000000 0.043598824308 Long DBT NUSS EG Y 2 2061-02-16 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297LBG4 21823.86000000 PA USD 25480.76000000 0.000730885392 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 16585.77000000 0.000475743149 N/A DFE N/A N 2 NATWEST MARKETS RR3QWICWWIPCS8A4S074 1095796.77000000 USD 8272000.00000000 TRY 2021-03-05 16585.77000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7PB8 69917.00000000 PA USD 78765.27000000 0.002259288390 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QV75 3602.01000000 PA USD 4011.70000000 0.000115070858 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N Dominican Republic N/A 25714PDZ8 3561000.00000000 PA USD 4023930.00000000 0.115421661533 Long DBT NUSS DO Y 2 2028-07-19 Fixed 6.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABE6 789000.00000000 PA USD 813389.55000000 0.023331114938 Long DBT CORP US Y 2 2023-02-10 Fixed 2.37500000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 10138.00000000 NS USD 2152702.92000000 0.061747731152 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MBVM6 20943.31000000 PA USD 21948.96000000 0.000629579896 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F030637 2850000.00000000 PA USD 2980142.57000000 0.085481856552 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 611827.32000000 PA USD 672445.75000000 0.019288309129 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Dar Al-Arkan Sukuk Co. Ltd. 5493000UYHRBXEIYUQ69 N/A 1811000.00000000 PA USD 1788362.50000000 0.051297058143 Long DBT CORP KY N 2 2027-02-26 Fixed 6.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 58710000.00000000 PA 2883331.42000000 0.082704943487 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.74999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 496656.66000000 PA USD 546846.13000000 0.015685632932 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Termocandelaria Power Ltd. 549300YDORW43JL6G659 880879AA9 2307875.00000000 PA USD 2509814.06000000 0.071991040834 Long DBT CORP KY Y 2 2029-01-30 Fixed 7.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VXY1 4458227.60000000 PA USD 4618734.05000000 0.132482910546 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410K6E9 14563.62000000 PA USD 15263.66000000 0.000437819991 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KA79 38124.46000000 PA USD 44499.32000000 0.001276410238 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 229636.62000000 PA USD 251972.27000000 0.007227525842 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 84302LAA0 5170000.00000000 PA USD 6176857.50000000 0.177175834497 Long DBT NUSS AZ Y 2 2026-03-24 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GSK4 22381.77000000 PA USD 26707.93000000 0.000766085308 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WVY4 18133.75000000 PA USD 20575.46000000 0.000590182677 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -14945.51000000 -0.00042869423 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1909850.48000000 USD 141925000.00000000 RUB 2021-04-12 -14945.51000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 634487.30000000 PA USD 714241.55000000 0.020487172102 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DR3 2982000.00000000 PA USD 2958144.00000000 0.084850853652 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N FNMA or FHLMC N/A 01F012635 725000.00000000 PA USD 709140.63000000 0.020340858259 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FNW5 1166687.34000000 PA USD 1187683.16000000 0.034067283402 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 2.25000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAA6 3166000.00000000 PA USD 3344634.27000000 0.095936868848 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9ZC8 4987462.00000000 PA USD 354778.12000000 0.010176389769 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.78193080 N N N N N N FNMA or FHLMC N/A 01F030645 1900000.00000000 PA USD 1987132.80000000 0.056998548549 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 414641.00000000 NS USD 28154123.90000000 0.807567666327 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 104793.11000000 0.003005866124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24474170.73000000 BRL 4466211.80000000 USD 2021-04-05 104793.11000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 1344694.70000000 PA USD 1422681.99000000 0.040807946241 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 600814AR8 512000.00000000 PA USD 547840.00000000 0.015714140915 Long DBT CORP LU Y 2 2031-04-27 Fixed 4.50000000 N N N N N N Dominican Republic N/A N/A 3004000.00000000 PA USD 3499660.00000000 0.100383598125 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.87500000 N N N N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733RAF9 507000.00000000 PA USD 500155.50000000 0.014346367564 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N Jamaica 529900Y93KNSXZI8KK56 470160CB6 3225000.00000000 PA USD 4482750.00000000 0.128582369285 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N Howard University N/A 442851AG6 285000.00000000 PA USD 291859.64000000 0.008371647763 Long DBT CORP US N 2 2025-10-01 Fixed 2.51600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CMG6 3859824.41000000 PA USD 4172991.88000000 0.119697324843 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KC7H9 217613.07000000 PA USD 235946.58000000 0.006767847924 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484101 146067.00000000 NS USD 25671275.25000000 0.736350096310 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 21H030641 775000.00000000 PA USD 807089.84000000 0.023150415225 Long ABS-MBS USGA US N 2 2051-04-15 Fixed 3.00000000 N N N N N N VICI Properties, Inc. 254900RKH6RY9KCJQH63 925652109 880736.00000000 NS USD 25100976.00000000 0.719991738434 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 14262162.80540000 PA USD 1223309.92000000 0.035089194776 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.14450120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HE70 373006.18000000 PA USD 422042.54000000 0.012105789913 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.00000000 N N N N N N China Petroleum & Chemical Corp. 529900A2OB24EZ5B3J19 N/A 26146000.00000000 NS 14422835.35000000 0.413701933215 Long EC CORP CN N 2 N N N Corp. Lindley SA 549300XI785GPWS6HA82 21988VAA1 572500.00000000 PA USD 586812.50000000 0.016832020874 Long DBT CORP PE Y 2 2021-11-23 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HHF67 67750.64000000 PA USD 71398.46000000 0.002047980179 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377DSY3 648421.96000000 PA USD 741327.40000000 0.021264097598 Long ABS-MBS USGA US N 2 2034-08-20 Variable 5.70143880 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 1417000.00000000 PA USD 1524408.60000000 0.043725853448 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Zhengzhou Yutong Bus Co. Ltd. 300300OMPRVW0Q75F037 N/A 607475.00000000 NS 1427472.21000000 0.040945348023 Long EC CORP CN N 1 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501R106 855056.00000000 NS 17046024.45000000 0.488945002662 Long EC CORP CA N 1 N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERE22 1373398.89000000 PA USD 1516090.20000000 0.043487250006 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N EnfraGen Energia Sur SA N/A 29280LAA1 1426000.00000000 PA USD 1429458.05000000 0.041002309489 Long DBT CORP ES Y 2 2030-12-30 Fixed 5.37500000 N N N N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 N/A 10770.00000000 NS 4398455.45000000 0.126164480053 Long EC CORP CH N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456R4 722372.83000000 PA USD 841121.96000000 0.024126586241 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JX62 1710000.00000000 PA USD 1823236.20000000 0.052297368883 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4J8 19916.82000000 PA USD 23178.84000000 0.000664857546 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H040632 8300000.00000000 PA USD 8871213.06000000 0.254460229478 Long ABS-MBS USGA US N 2 2051-03-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L43R2 755030.15000000 PA USD 807554.39000000 0.023163740291 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 3.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMVC3 2881725.84000000 PA USD 3081529.72000000 0.088390026752 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N United States Small Business Administration N/A 83162CRP0 29517.95000000 PA USD 31804.06000000 0.000912261756 Long ABS-O CORP US N 2 2028-02-01 Fixed 5.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AH3J7 537487.29000000 PA USD 550155.27000000 0.015780551690 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 96223.39110000 PA USD 9134.21000000 0.000262003984 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GEV23 223272.49000000 PA USD 259706.49000000 0.007449372774 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 8362000.00000000 NS 6716379.27000000 0.192651376846 Long EC CORP CN N 1 N N N N/A N/A N/A 1.00000000 NC N/A 81048.05000000 0.002324767228 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2793207.31000000 USD 21794000.00000000 TRY 2021-04-16 81048.05000000 N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAE4 3854000.00000000 PA USD 4301064.00000000 0.123370921771 Long DBT CORP CL Y 2 2029-01-12 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 3219663.22000000 PA USD 3734760.46000000 0.107127176099 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A4XB6 839702.51000000 PA USD 976415.41000000 0.028007318459 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Shimao Group Holdings Ltd. 254900WTJ6B5CU69ZD26 N/A 386500.00000000 NS 1277338.64000000 0.036638944556 Long EC CORP KY N 2 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GETS9 19991.69000000 PA USD 22527.32000000 0.000646169467 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Telefonica Celular del Paraguay SA 254900R8A8IKGF4THL54 87936VAB3 1846000.00000000 PA USD 1970974.20000000 0.056535058265 Long DBT CORP PY Y 2 2027-04-15 Fixed 5.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 2188000.00000000 PA USD 170784.56000000 0.004898752632 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.36752840 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 1580000.00000000 PA USD 1701423.00000000 0.048803301655 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N FHLMC Pool N/A 3132DVK46 623337.32000000 PA USD 673138.68000000 0.019308185005 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 111294.00000000 NS USD 6410534.40000000 0.183878579341 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36202FLP9 24221.78000000 PA USD 27263.40000000 0.000782018307 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 1898765.00000000 PA USD 806994.11000000 0.023147669324 Long DBT NUSS EC Y 2 2040-07-31 Variable 0.50000040 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CY4 1629000.00000000 PA USD 1571626.62000000 0.045080246373 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FARG5 24243827.90320000 PA USD 385920.53000000 0.011069672880 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 0.60410160 N N N N N N Banco Nacional de Panama 529900H2Q7WMDKKIW109 059626AC5 241000.00000000 PA USD 232295.08000000 0.006663108975 Long DBT CORP PA Y 2 2030-08-11 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FVG8 1435799.97000000 PA USD 1616123.73000000 0.046356593221 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SA59 649460.27000000 PA USD 708357.94000000 0.020318407724 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Mong Duong Finance Holdings BV 549300995KGQFMWSV879 60935DAA3 2190000.00000000 PA USD 2222850.00000000 0.063759816980 Long DBT CORP NL Y 2 2029-05-07 Fixed 5.12500000 N N N N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 1210000.00000000 PA 1523753.45000000 0.043707061247 Long DBT NUSS HR N 2 2031-06-17 Fixed 1.50000000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAU0 3235000.00000000 PA USD 3195543.13000000 0.091660366250 Long DBT CORP KY Y 2 2030-06-03 Fixed 2.39000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -28121.48000000 -0.00080663131 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1247758.40000000 USD 882145000.00000000 CLP 2021-04-26 -28121.48000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQU7 2910020.05000000 PA USD 3109660.14000000 0.089196914500 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Uzbek Industrial and Construction Bank ATB 213800C2NIFPFTXYIU69 N/A 3783000.00000000 PA USD 3951343.50000000 0.113339603835 Long DBT CORP UZ N 2 2024-12-02 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 2193674.00000000 PA USD 223135.91000000 0.006400389042 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.16988480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296L3U3 15180.66000000 PA USD 17640.71000000 0.000506002852 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Empresas Publicas de Medellin ESP 549300SU25TO8EMXB434 29246BAF5 1193000.00000000 PA USD 1219854.43000000 0.034990078142 Long DBT NUSS CO Y 2 2031-02-15 Fixed 4.37500000 N N N N N N BBVA Bancomer SA 549300WIWQK5Q9MCUN92 05533UAG3 823000.00000000 PA USD 917398.10000000 0.026314476889 Long DBT CORP MX Y 2 2034-09-13 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 808432.63000000 PA USD 842628.20000000 0.024169790950 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 207233.20000000 PA USD 218761.31000000 0.006274908827 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415QRR9 2210.19000000 PA USD 2317.00000000 0.000066460398 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 43225.00000000 NS USD 10044625.50000000 0.288118174196 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 430063.01000000 PA USD 471842.04000000 0.013534229531 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 748139.88000000 PA USD 825438.23000000 0.023676717040 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -77971.57000000 -0.00223652204 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1856008.62000000 USD 27068000.00000000 ZAR 2021-04-16 -77971.57000000 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 10024.00000000 NS USD 1158674.16000000 0.033235194629 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 1362705.59000000 PA USD 1467951.99000000 0.042106462522 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1753000.00000000 PA USD 1858180.00000000 0.053299690359 Long DBT NUSS EG N 2 2028-02-21 Fixed 6.58800000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 3895000.00000000 PA USD 4361426.25000000 0.125102341350 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GBE2 50819.64000000 PA USD 59317.02000000 0.001701438396 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAB1 217679.86000000 PA USD 217714.34000000 0.006244877734 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.06200000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CW8 2529000.00000000 PA USD 2642805.00000000 0.075805728283 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36290VHK3 5510.03000000 PA USD 6351.67000000 0.000182190123 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L47F4 987000.00000000 PA USD 1065021.79000000 0.030548887423 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 3.92000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLAC2 3500000.00000000 PA USD 3845782.50000000 0.110311711696 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.28399920 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 438046.00000000 NS USD 43397217.22000000 1.244797726967 Long EC CORP US N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 N/A 129042.00000000 NS 11123070.01000000 0.319052076430 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NB67 9915.60000000 PA USD 11530.63000000 0.000330742451 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 140095.00000000 NS USD 17978391.35000000 0.515688841834 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 9137900.00000000 PA USD 10788433.19000000 0.309453415973 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALQ49 11566.85000000 PA USD 12995.23000000 0.000372752766 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N AES Gener SA 549300IF4IFG0FS0RM26 N/A 1802000.00000000 PA USD 1958413.60000000 0.056174772345 Long DBT CORP CL N 2 2079-03-26 Variable 7.12500120 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 25625000.00000000 PA 1589368.82000000 0.045589160346 Long DBT NUSS EG N 2 2021-05-18 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LTU3 4597.99000000 PA USD 5341.61000000 0.000153217750 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001YAE4 3335874.00000000 PA USD 3606098.14000000 0.103436649984 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.14600000 N N N N N N United States Small Business Administration N/A 83162CLM3 2158.93000000 PA USD 2171.13000000 0.000062276290 Long ABS-O CORP US N 2 2021-05-01 Fixed 6.34000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFXT3 2555000.00000000 PA USD 2731873.96000000 0.078360565806 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N Empire State Realty Trust, Inc. 549300VOKY1DUEQSB456 292104106 701767.00000000 NS USD 7726454.67000000 0.221624192214 Long EC CORP US N 1 N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 06675QAC7 1855000.00000000 PA USD 2006368.00000000 0.057550287457 Long DBT NUSS US Y 2 2031-10-22 Fixed 4.70000000 N N N N N N Volcan Cia Minera SAA 549300XKJ91C4SZLG750 92863UAB2 930000.00000000 PA USD 956737.50000000 0.027442880940 Long DBT CORP PE Y 2 2026-02-11 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934RV6 17090.07000000 PA USD 19885.00000000 0.000570377650 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N SAN Miguel Industrias Pet SA 529900U7G8NTVARTF926 79911PAB2 2724000.00000000 PA USD 2773032.00000000 0.079541135389 Long DBT CORP PE Y 2 2022-09-18 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DXL1 2725000.00000000 PA USD 2818940.31000000 0.080857960835 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 310452.83000000 0.008904971375 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 28536919.91000000 EUR 34780056.03000000 USD 2021-04-16 310452.83000000 N N N Howard University N/A 442851AE1 209000.00000000 PA USD 215937.60000000 0.006193914054 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N Rayonier, Inc. HGV8VDVNL0W6SF2U9C50 754907103 216843.00000000 NS USD 7077755.52000000 0.203017026153 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 36048.20000000 PA USD 40091.02000000 0.001149963379 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 115176.62000000 PA USD 121583.55000000 0.003487479990 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 1750000.00000000 PA USD 1902620.48000000 0.054574412842 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38200000 N N N N N N China Construction Bank Corp. 5493001KQW6DM7KEDR62 N/A 1764000.00000000 PA USD 1905086.63000000 0.054645151431 Long DBT CORP CN N 2 2029-02-27 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GNH1 13989.13000000 PA USD 16343.77000000 0.000468801666 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N GEMS MENASA Cayman Ltd. N/A 36166LAA5 1470000.00000000 PA USD 1517775.00000000 0.043535576497 Long DBT CORP US Y 2 2026-07-31 Fixed 7.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285T3 13800000.00000000 PA USD 15035531.25000000 0.431276388734 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NCH2 16042.95000000 PA USD 18569.82000000 0.000532653271 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AH3 1944000.00000000 PA USD 2236591.44000000 0.064153973895 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7080.90000000 -0.00020310722 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2981936.48000000 USD 19359000.00000000 CNY 2021-04-16 -7080.90000000 N N N Telkom Indonesia Persero Tbk. PT 529900M5SQZAOKV1PC81 N/A 5991300.00000000 NS 1468373.38000000 0.042118549594 Long EC CORP ID N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 498810.88000000 PA USD 543887.52000000 0.015600768712 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 68205LAS2 2807000.00000000 PA USD 2954367.50000000 0.084742529226 Long DBT NUSS OM Y 2 2031-01-25 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWQJ9 496819.33000000 PA USD 529519.98000000 0.015188652860 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 3.00000000 N N N N N N Boston Properties, Inc. 549300OF70FSEUQBT254 101121101 102398.00000000 NS USD 10150713.74000000 0.291161189589 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 874740.52000000 PA USD 985465.66000000 0.028266914151 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAD5 521000.00000000 PA USD 550749.10000000 0.015797585000 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.14300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 735454.42000000 PA USD 809530.21000000 0.023220414346 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828WJ5 4680000.00000000 PA USD 5001384.40000000 0.143458782189 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40388.57000000 0.001158498248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 231962207.80000000 INR 3156506.70000000 USD 2021-05-24 40388.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 2022.34000000 0.000058008425 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 792396.00000000 EUR 959153.52000000 USD 2021-04-16 2022.34000000 N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 617726AL8 1638000.00000000 PA USD 1585616.76000000 0.045481536953 Long DBT NUSS MA Y 2 2032-12-15 Fixed 3.00000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAE0 1779000.00000000 PA USD 1753519.17000000 0.050297618530 Long DBT CORP JE Y 2 2040-09-30 Fixed 2.94000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAG9 935000.00000000 PA USD 946407.00000000 0.027146562794 Long DBT CORP US Y 2 2028-03-20 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282R0 8936000.00000000 PA USD 9591888.46000000 0.275131948940 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19602.22000000 0.000562266441 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1920000.00000000 EUR 2338760.64000000 USD 2021-04-16 19602.22000000 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AH3 1360000.00000000 PA USD 1339260.00000000 0.038415085358 Long DBT NUSS MX Y 2 2031-02-09 Fixed 3.34800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 34607877.97530000 PA USD 898593.55000000 0.025775090666 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.43222680 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 36603.00000000 NS USD 6296814.09000000 0.180616647068 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECR4 10850.76000000 PA USD 12982.78000000 0.000372395652 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 1615.64000000 PA USD 1808.40000000 0.000051871810 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N CCUBS Commercial Mortgage Trust N/A 12508GAU0 1121346.00000000 PA USD 1247563.70000000 0.035784885702 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.54399840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXMK3 2149.94000000 PA USD 2510.30000000 0.000072004979 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AL5 2432000.00000000 PA USD 2593436.16000000 0.074389641636 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N Transmissora Alianca de Energia Eletrica SA N/A N/A 239548.00000000 NS 1305840.51000000 0.037456486907 Long EC CORP BR N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 294545.06000000 PA USD 307783.54000000 0.008828405956 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N BOC Hong Kong Holdings Ltd. N/A N/A 1573500.00000000 NS 5233876.32000000 0.150127537287 Long EC CORP HK N 1 N N N Ukraine 6354001WLTJXOMEXPY07 N/A 6063000.00000000 PA USD 6648370.52000000 0.190700626479 Long DBT NUSS UA N 2 2040-05-31 Variable 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5C38 143783.94680000 PA USD 12188.65000000 0.000349616975 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMFL5 310475.35000000 PA USD 319563.99000000 0.009166314198 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 N/A 1574000.00000000 PA 1835489.54000000 0.052648841414 Long DBT NUSS RS Y 2 2033-03-03 Fixed 1.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286Y1 16900000.00000000 PA USD 17255824.26000000 0.494962861487 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 715604AA2 3644000.00000000 PA USD 3416250.00000000 0.097991081160 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N MV24 Capital BV N/A N/A 1179114.72000000 PA USD 1290776.88000000 0.037024404539 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 N/A 398000.00000000 NS 3881762.92000000 0.111343767388 Long EC CORP HK N 1 N N N Douglas Emmett, Inc. N/A 25960P109 221524.00000000 NS USD 7254911.00000000 0.208098521072 Long EC CORP US N 1 N N N Sales Tax Securitization Corp. N/A 79467BDK8 1650000.00000000 PA USD 1697536.50000000 0.048691822010 Long DBT MUN US N 2 2043-01-01 Fixed 3.41100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 2202565.55000000 PA USD 2478599.52000000 0.071095688760 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 4347074.65000000 PA USD 4543860.29000000 0.130335245506 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 106494.21000000 PA USD 123272.92000000 0.003535937565 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J8ZX1 123854.69000000 PA USD 134498.28000000 0.003857923709 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UKZ4 556787.33000000 PA USD 609837.48000000 0.017492465129 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.00000000 N N N N N N Grupo Aval Ltd. 549300J4FW1ELLQ80113 40053FAC2 1643000.00000000 PA USD 1702476.60000000 0.048833522922 Long DBT CORP KY Y 2 2030-02-04 Fixed 4.37500000 N N N N N N OCP SA N/A N/A 2448000.00000000 PA USD 3005997.12000000 0.086223463667 Long DBT NUSS MA N 2 2044-04-25 Fixed 6.87500000 N N N N N N FNMA or FHLMC N/A 01F022642 4475000.00000000 PA USD 4613532.71000000 0.132333716274 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24133.25000000 0.000692233665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22460271911.00000000 IDR 1590332.93000000 USD 2021-05-20 24133.25000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31414BKM1 10157.28000000 PA USD 10646.61000000 0.000305385385 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 4.50000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216JAF2 2354000.00000000 PA USD 2188094.55000000 0.062762898100 Long DBT NUSS IN Y 2 2031-01-13 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WH6K3 615795.24000000 PA USD 636796.60000000 0.018265755525 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Autoridad del Canal de Panama 549300W1ISP1PW2J2P64 05330GAA2 281000.00000000 PA USD 354062.81000000 0.010155871950 Long DBT NUSS PA Y 2 2035-07-29 Fixed 4.95000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 903724AR3 2600000.00000000 PA USD 2811250.00000000 0.080637373410 Long DBT NUSS UA Y 2 2024-09-01 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L44T7 445052.54000000 PA USD 478340.10000000 0.013720618678 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 3.78000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 2193000.00000000 PA 2877274.35000000 0.082531203615 Long DBT NUSS CI Y 2 2040-10-17 Fixed 6.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PDDD9 129.99000000 PA USD 130.34000000 0.000003738648 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24664.33000000 0.000707467065 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1528841.94000000 EUR 1871344.88000000 USD 2021-04-16 24664.33000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LKF6 14780.18000000 PA USD 17323.15000000 0.000496894020 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Hungary 5299008DH62LEB10JK83 N/A 2896000.00000000 PA 3734532.70000000 0.107120643074 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.75000000 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 3579749.00000000 PA USD 459532.38000000 0.013181141527 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.00000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CW22 61638.18000000 PA USD 72689.51000000 0.002085012418 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405GT91 2622.23000000 PA USD 2954.64000000 0.000084750345 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6B9 879.05000000 PA USD 978.69000000 0.000028072562 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N FNMA or FHLMC N/A 01F020638 17125000.00000000 PA USD 17226679.69000000 0.494126884048 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 N/A 1566000.00000000 PA 2090457.78000000 0.059962303105 Long DBT NUSS RS Y 2 2027-05-15 Fixed 3.12500000 N N N N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 14500.00000000 NS 2089403.82000000 0.059932071512 Long EC CORP JP N 1 N N N Medco Bell Pte. Ltd. 2549003PNDCWIWGKC768 58406LAA9 1718000.00000000 PA USD 1754937.00000000 0.050338287303 Long DBT CORP SG Y 2 2027-01-30 Fixed 6.37500000 N N N N N N AltaGas Ltd. 549300D7A8QA85Z2MH11 021361100 147211.00000000 NS 2231416.15000000 0.064005526837 Long EC CORP CA N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L3D28 214380.89000000 PA USD 221317.06000000 0.006348217486 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.41000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 65921.00000000 NS USD 4047549.40000000 0.116099156021 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 851658.08000000 PA USD 863389.36000000 0.024765300211 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 3818.39000000 PA USD 4440.08000000 0.000127358430 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FA1 106000.00000000 PA USD 141476.88000000 0.004058096576 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAJ1 2464000.00000000 PA USD 2591743.62000000 0.074341093132 Long DBT CORP NL Y 2 2029-11-07 Fixed 2.87500000 N N N N N N Republic of India N/A N/A 283120000.00000000 PA 4011492.74000000 0.115064913475 Long DBT NUSS IN N 2 2029-01-14 Fixed 7.26000000 N N N N N N B2W Digital Lux SARL 222100KMO43GQ28M6N31 05609AAA9 1498000.00000000 PA USD 1522357.48000000 0.043667019503 Long DBT CORP LU Y 2 2030-12-20 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 220414.85000000 PA USD 240078.06000000 0.006886354529 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Howard University N/A 442851AF8 230000.00000000 PA USD 237196.20000000 0.006803691792 Long DBT CORP US N 2 2024-10-01 Fixed 2.41600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456V5 110017.94000000 PA USD 123544.27000000 0.003543720918 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N NAK Naftogaz Ukraine N/A 50050MAB1 3111000.00000000 PA USD 3175026.06000000 0.091071858421 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2863.45000000 0.000082134668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 708251.35000000 EUR 858356.72000000 USD 2021-04-16 2863.45000000 N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370RAA5 1662000.00000000 PA USD 2100861.24000000 0.060260714021 Long DBT NUSS ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 25799.23000000 0.000740020326 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1072965.30000000 EUR 1321828.66000000 USD 2021-04-16 25799.23000000 N N N State Grid Overseas Investment 2016 Ltd. 3003006V8BHG5158QO96 N/A 1787000.00000000 PA USD 1971597.65000000 0.056552941189 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N Doosan Bobcat, Inc. N/A N/A 22598.00000000 NS 649066.72000000 0.018617709370 Long EC CORP KR N 2 N N N BANK N/A 06541UBW5 958000.00000000 PA USD 944845.61000000 0.027101776173 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.92500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H020634 4850000.00000000 PA USD 4909867.19000000 0.140833719518 Long ABS-MBS USGA US N 2 2051-03-15 Fixed 2.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2005000.00000000 PA USD 2140337.50000000 0.061393043739 Long DBT NUSS EG N 2 2025-06-11 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 11828000.00000000 PA USD 13459432.37000000 0.386067860884 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 82690.00000000 NS 7107712.97000000 0.203876320090 Long EC CORP CH N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APK43 503644.94000000 PA USD 515241.42000000 0.014779089295 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 36321PAC4 1589000.00000000 PA USD 1560712.19000000 0.044767178888 Long DBT CORP JE Y 2 2040-09-30 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MLN1 4112.51000000 PA USD 4743.04000000 0.000136048479 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Medical Properties Trust, Inc. 254900U6E39J1MQCCY14 58463J304 600850.00000000 NS USD 12972351.50000000 0.372096523580 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 313882.30000000 PA USD 345541.81000000 0.009911457167 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N MFS High Yield Pooled Portfolio 549300B758U8480GXX22 552984668 109838224.67300000 NS USD 1012708431.49000000 29.04834075440 Long RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LAAB5 680000.00000000 PA USD 730040.74000000 0.020940353136 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 2.70000000 N N N N N N School District of Philadelphia (The) 254900HSKDHZKBZCUL90 717883UB6 1210000.00000000 PA USD 1537377.60000000 0.044097853838 Long DBT MUN US N 2 2030-09-01 Fixed 5.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TKF3 5440.66000000 PA USD 5750.26000000 0.000164939390 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 85254J102 540018.00000000 NS USD 17037567.90000000 0.488702436551 Long EC CORP US N 1 N N N Conservation Fund A Nonprofit Corp. (The) N/A 20848FAA8 1031000.00000000 PA USD 1092040.11000000 0.031323875901 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFC51 1220368.61000000 PA USD 1275466.18000000 0.036585235261 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419HBF8 17391.64000000 PA USD 19411.50000000 0.000556795864 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 8149500.00000000 PA USD 8829792.23000000 0.253272122075 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 905078.76000000 PA USD 1002321.31000000 0.028750398488 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 48822.00000000 NS 3163543.93000000 0.090742507135 Long EC CORP KR N 1 N N N CoreSite Realty Corp. 549300H0YYORITFM2B74 21870Q105 146654.00000000 NS USD 17849258.34000000 0.511984814534 Long EC CORP US N 1 N N N CDBL Funding 1 254900PLOF8VWTAH3F83 N/A 854000.00000000 PA USD 941005.52000000 0.026991627744 Long DBT CORP KY N 2 2024-12-02 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GFF5 15268.07000000 PA USD 17820.91000000 0.000511171676 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 1082000.00000000 PA 1278374.75000000 0.036668664143 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJW55 2800992.13000000 PA USD 3015177.75000000 0.086486799155 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Afren plc 213800B4XZJ3ZDM7CL47 00830FAB8 200000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP GB N 3 2022-02-01 Fixed 11.50000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 146607.78000000 0.004205270360 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62510762.06000000 MXN 3119424.03000000 USD 2021-04-16 146607.78000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR2J6 647088.02000000 PA USD 691168.37000000 0.019825345288 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568PAF6 1317000.00000000 PA USD 1613325.00000000 0.046276314969 Long DBT NUSS ID Y 2 2048-05-21 Fixed 6.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLMZ8 1775000.00000000 PA USD 1934602.68000000 0.055491784333 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 267643.34000000 PA USD 281200.62000000 0.008065906411 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 69033CAD1 723000.00000000 PA USD 719759.54000000 0.020645449103 Long DBT CORP SG Y 2 2030-09-10 Variable 1.83200040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 80101.05000000 0.002297603656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10364000.00000000 BRL 1927017.29000000 USD 2021-04-05 80101.05000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LYC6 4079.76000000 PA USD 4761.64000000 0.000136581998 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 9928903.00000000 PA USD 1473451.19000000 0.042264200554 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.79641440 N N N N N N N/A N/A N/A 1.00000000 NC N/A -82985.32000000 -0.00238033552 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 1934534.89000000 USD 10390000.00000000 BRL 2021-04-05 -82985.32000000 N N N Empresas Publicas de Medellin ESP 549300SU25TO8EMXB434 N/A 448000.00000000 PA USD 457856.00000000 0.013133056554 Long DBT NUSS CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N United States Small Business Administration N/A 83162CVU4 306074.35000000 PA USD 328389.19000000 0.009419454597 Long ABS-O CORP US N 2 2033-09-01 Fixed 3.62000000 N N N N N N Guara Norte SARL 549300U2I4L03BBA3485 400666AA1 1282000.00000000 PA USD 1313665.40000000 0.037680934600 Long DBT CORP LU Y 2 2034-06-15 Fixed 5.19800000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137206 8251.00000000 NS USD 912725.62000000 0.026180452340 Long EP CORP US N 1 N N N N/A N/A N/A 75.00000000 NC USD -60628.35000000 -0.00173905234 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2021-06-21 14179687.50000000 USD -60628.35000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31381MR56 966386.44000000 PA USD 1127259.76000000 0.032334109807 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.96000000 N N N N N N Republic of South Africa N/A 836205AW4 1734000.00000000 PA USD 1803620.10000000 0.051734704310 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85000000 N N N N N N Cable Onda SA 5299008Q5GONPYNF9J32 12686LAA7 1842000.00000000 PA USD 1962651.00000000 0.056296317140 Long DBT CORP PA Y 2 2030-01-30 Fixed 4.50000000 N N N N N N Emirate of Abu Dhabi United Arab Emirates 213800FER4348CINTA77 29135LAJ9 2122000.00000000 PA USD 2334200.00000000 0.066953759720 Long DBT NUSS AE Y 2 2050-04-16 Fixed 3.87500000 N N N N N N Republic of Uzbekistan Bond 213800L6VDKUM3TCM927 91822Q2C0 1498000.00000000 PA USD 1505669.76000000 0.043188352039 Long DBT NUSS UZ Y 2 2030-11-25 Fixed 3.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B36J2 1277000.00000000 PA USD 1339139.33000000 0.038411624082 Long ABS-MBS USGSE US N 2 2023-02-25 Variable 3.31999920 N N N N N N Meituan 21380033K525E5JLIA77 58533EAB9 865000.00000000 PA USD 872896.50000000 0.025038001251 Long DBT CORP KY Y 2 2025-10-28 Fixed 2.12500000 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 13344.00000000 NS USD 1787695.68000000 0.051277931202 Long EC CORP US N 1 N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121100 625484.00000000 NS USD 20916184.96000000 0.599955968675 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36202DYJ4 102871.54000000 PA USD 115752.22000000 0.003320215202 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QF95 2568.00000000 PA USD 2986.89000000 0.000085675398 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417N4M0 44498.65000000 PA USD 50746.06000000 0.001455590569 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TAV1 1288000.00000000 PA USD 1233260.00000000 0.035374601025 Long DBT NUSS SA Y 2 2033-02-02 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 22330.55000000 PA USD 24604.34000000 0.000705746323 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LLA1 173050.18000000 PA USD 188795.78000000 0.005415383124 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 N/A 4648000.00000000 PA USD 5209478.40000000 0.149427711876 Long DBT NUSS GT N 2 2030-06-01 Fixed 4.90000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863DQ8 1865000.00000000 PA USD 1705673.05000000 0.048925209301 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D66 63933110.08710000 PA USD 1311606.93000000 0.037621889829 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.29064240 N N N N N N Magnit PJSC 2534009KKPTVL99W2Y12 55953Q202 65110.00000000 NS USD 883542.70000000 0.025343374877 Long EC CORP RU N 1 N N N FNMA or FHLMC N/A 01F022634 9280000.00000000 PA USD 9587400.00000000 0.275003202786 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177PCJ2 53836.78000000 PA USD 58206.47000000 0.001669583586 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JT88 8086.73000000 PA USD 9387.77000000 0.000269277052 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FG8 2965000.00000000 PA USD 3866545.31000000 0.110907268286 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7F7 830780.63000000 PA USD 966217.87000000 0.027714814114 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780CE4 3956000.00000000 PA USD 4283966.25000000 0.122880493082 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 57259.00000000 NS USD 12375387.67000000 0.354973323839 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B3NA2 1700000.00000000 PA USD 1793016.01000000 0.051430538560 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.25000080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1561.16000000 -0.00004478002 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 12033421.68000000 TRY 1585441.08000000 USD 2021-04-16 -1561.16000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DSK9 2884583.40000000 PA USD 3027335.87000000 0.086835540413 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 2326000.00000000 PA USD 2957509.00000000 0.084832639429 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BL5 79935146.30000000 PA 2175086.63000000 0.062389781336 Long DBT NUSS UY N 2 2040-07-02 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WHJY2 6436296.52000000 PA USD 6931271.99000000 0.198815319756 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DVC3 2287351.61000000 PA USD 2365360.48000000 0.067847561147 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1074000.00000000 PA 1191473.37000000 0.034176001083 Long DBT NUSS UA Y 2 2030-01-27 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWYJ0 2819050.90000000 PA USD 2934675.68000000 0.084177692715 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.00000000 N N N N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 N/A 208022.00000000 NS 3197599.17000000 0.091719341320 Long EC CORP GR N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36202EDF3 8288.77000000 PA USD 9490.78000000 0.000272231772 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6EF4 680167.88000000 PA USD 795152.24000000 0.022807999322 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5248.99000000 -0.00015056105 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1433552.08000000 USD 1182472.88000000 EUR 2021-04-16 -5248.99000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179TG33 673101.52000000 PA USD 709921.67000000 0.020363261465 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 766028.92000000 PA USD 843358.67000000 0.024190743616 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Hunt Oil Co. of Peru LLC Sucursal Del Peru 549300SVO0550J3IKN50 N/A 1103000.00000000 PA USD 1210818.25000000 0.034730886031 Long DBT CORP PE N 2 2028-06-01 Fixed 6.37500000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 42840.00000000 NS USD 4680698.40000000 0.134260284464 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJU33 1257337.04000000 PA USD 1345009.22000000 0.038579994918 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Brixmor Property Group, Inc. 5299007UXW6Y0W2EGZ95 11120U105 959867.00000000 NS USD 18890182.56000000 0.541842491731 Long EC CORP US N 1 N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 020564AE0 466000.00000000 PA USD 465021.40000000 0.013338587559 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 602000.00000000 PA 714692.56000000 0.020500108789 Long DBT NUSS RO Y 2 2040-12-02 Fixed 2.62500000 N N N N N N Aegea Finance SARL N/A N/A 1716000.00000000 PA USD 1780006.80000000 0.051057384794 Long DBT CORP LU N 2 2024-10-10 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 1166758.83000000 PA USD 1206550.50000000 0.034608470682 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Republic of India N/A N/A 269280000.00000000 PA 3862300.06000000 0.110785498323 Long DBT NUSS IN N 2 2026-04-08 Fixed 7.27000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6N0 498643.84000000 PA USD 548966.00000000 0.015746438890 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N MEGlobal Canada ULC 635400MHHHT7LMKMQL03 58518N2A9 910000.00000000 PA USD 1101558.64000000 0.031596903650 Long DBT CORP CA Y 2 2030-05-18 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NF78 1687502.37000000 PA USD 1836640.02000000 0.052681841569 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 23255.00000000 NS USD 4006138.85000000 0.114911343488 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBTA4 2626852.00000000 PA USD 2824399.41000000 0.081014548647 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06399960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5M56 29258.66000000 PA USD 34162.58000000 0.000979913106 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AH7 1290000.00000000 PA USD 1290000.00000000 0.037002120657 Long DBT NUSS BM Y 2 2050-08-20 Fixed 3.37500000 N N N N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 74736A103 272045.00000000 NS USD 16899435.40000000 0.484740269550 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J2E2 67699.60000000 PA USD 79015.28000000 0.002266459631 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y58 536221.29000000 PA USD 543109.61000000 0.015578455286 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N DAE Sukuk Difc Ltd. 635400AMGMPG1J5EQD94 23302JAA3 1258000.00000000 PA USD 1305728.52000000 0.037453274607 Long DBT CORP AE Y 2 2026-02-15 Fixed 3.75000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 1937000.00000000 PA USD 1987090.82000000 0.056997344402 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 58835.00000000 PA USD 64096.46000000 0.001838530966 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50400000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CM0 2106000.00000000 PA USD 1835379.00000000 0.052645670706 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 44670.86000000 PA USD 50388.52000000 0.001445334958 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N FHLMC Pool N/A 3133A67D7 712838.07000000 PA USD 769749.76000000 0.022079359299 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 210503.35000000 PA USD 225987.05000000 0.006482170613 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N Extra Space Storage, Inc. N/A 30225T102 199027.00000000 NS USD 25017693.90000000 0.717602890130 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17328CAJ1 9496111.19630000 PA USD 594794.62000000 0.017060978523 Long ABS-MBS CORP US Y 2 2072-12-15 Variable 0.87787440 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 17874.00000000 NS USD 1373974.38000000 0.039410826193 Long EC CORP US N 1 N N N BIM Birlesik Magazalar A/S 7890001GCDJQD8DJKE29 N/A 296869.00000000 NS 2642211.05000000 0.075788691531 Long EC CORP TR N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36200J6N5 10973.32000000 PA USD 12437.64000000 0.000356758958 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 926025.14000000 PA USD 1025056.14000000 0.029402520134 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GLGN8 28373.74000000 PA USD 31050.19000000 0.000890637889 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N National Storage Affiliates Trust N/A 637870106 25796.00000000 NS USD 994435.80000000 0.028524211982 Long EC CORP US N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDG4 1634000.00000000 PA USD 1777465.20000000 0.050984482012 Long DBT NUSS MX Y 2 2025-10-16 Fixed 6.87500000 N N N N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 06326BAA7 3963000.00000000 PA USD 4062075.00000000 0.116515805636 Long DBT CORP IL Y 2 2031-01-29 Variable 3.27499920 N N N N N N Abu Dhabi Crude Oil Pipeline LLC 549300DONDFW2383FV66 N/A 3830000.00000000 PA USD 4411639.12000000 0.126542637997 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N Inkia Energy Ltd. N/A 45721RAC7 901000.00000000 PA USD 955060.00000000 0.027394763841 Long DBT CORP BM Y 2 2027-11-09 Fixed 5.87500000 N N N N N N Republic of Rwanda N/A N/A 709000.00000000 PA USD 738959.50000000 0.021196177193 Long DBT NUSS RW N 2 2023-05-02 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -22339.66000000 -0.00064078666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 933179.88000000 USD 658797000.00000000 CLP 2021-04-26 -22339.66000000 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 87606.00000000 NS 6424705.90000000 0.184285072017 Long EC CORP KR N 2 N N N FNMA or FHLMC N/A 01F030439 1400000.00000000 PA USD 1476056.18000000 0.042338921604 Long ABS-MBS USGSE US N 2 2036-03-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GYW5 20615.79000000 PA USD 23128.12000000 0.000663402702 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPS47 257321.96000000 PA USD 282820.86000000 0.008112381074 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N United States Small Business Administration N/A 83162CVS9 370372.13000000 PA USD 386470.32000000 0.011085442954 Long ABS-O CORP US N 2 2033-08-01 Fixed 3.16000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 52862.00000000 NS USD 34272549.08000000 0.983067438999 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 569155.97000000 PA USD 600816.34000000 0.017233704423 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YX47 872726.20000000 PA USD 1018508.13000000 0.029214698230 Long ABS-MBS USGA US N 2 2039-01-20 Variable 5.89032000 N N N N N N Dominican Republic N/A 25714PEG9 1002000.00000000 PA USD 984465.00000000 0.028238211405 Long DBT NUSS DO Y 2 2041-01-21 Fixed 5.30000000 N N N N N N Finance Department Government of Sharjah 254900ZNL8O3F1CLJO24 38381CAB8 991000.00000000 PA USD 910729.00000000 0.026123181662 Long DBT NUSS AE Y 2 2050-07-28 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDM8 9293.61000000 PA USD 10847.38000000 0.000311144235 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Banco de Reservas de la Republica Dominicana 549300CKQT0JZ2EGNC56 N/A 1500000.00000000 PA USD 1560000.00000000 0.044746750562 Long DBT NUSS DO N 2 2023-02-01 Fixed 7.00000000 N N N N N N 2021-03-30 MFS Series Trust XIII Kasey Phillips Kasey Phillips Assistant Treasurer