NPORT-P false 0000783740 XXXXXXXX S000028956 C000088939 C000088940 C000120923 C000088941 C000088935 C000088936 C000088938 C000088942 C000088937 MFS Series Trust X 811-04492 0000783740 5493001MUVNRNUPJY164 111 Huntington Avenue Boston 02199 617-954-5000 MFS Global Bond Fund S000028956 XE280U8NKIY4V6K1JN70 2019-11-30 2019-11-30 N 665373435.93 15249339.67 650124096.26 0 0 0 0 0 0 0 0 0 0 5950207.84999999 0 0 0 THB USD BRL MXN IDR CNY RUB DKK SEK CAD CZK PLN ILS JPY CLP CHF AUD SGD NZD EUR KRW INR GBP NOK N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 N/A 600000.00000000 PA 682327.11000000 0.104953364123 Long DBT CORP AU N 2 2025-03-05 Variable 1.25000100 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 1095000.00000000 PA USD 1161082.46000000 0.178593974085 Long DBT CORP US N 2 2028-05-01 Variable 3.53999900 N N N N N N Suez 549300JQIZM6CL7POC81 N/A 500000.00000000 PA 545391.00000000 0.083890291582 Long DBT CORP FR N 2 2026-06-01 Variable 1.62499800 N N N N N N ALM XVI Ltd. N/A 00162LCU9 3306000.00000000 PA USD 3299503.71000000 0.507519061204 Long ABS-CBDO CORP KY Y 2 2027-07-15 Floating 3.90088100 N N N N N N QBE Capital Funding IV Ltd. N/A N/A 450000.00000000 PA 610910.81000000 0.093968338277 Long DBT CORP JE N 2 2041-05-24 Variable 7.50000200 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAQ3 1532563.00000000 PA USD 1595035.94000000 0.245343304328 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.14800000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 1757000.00000000 PA USD 1904148.75000000 0.292890043755 Long DBT CORP CH Y 2 2024-01-31 Variable 6.99999800 N N N N N N LLPL Capital Pte. Ltd. N/A N/A 296460.00000000 PA USD 342974.57000000 0.052755246571 Long DBT CORP SG N 2 2039-02-04 Fixed 6.87500000 N N N N N N Plains All American Pipeline LP N/A 72650RBM3 737000.00000000 PA USD 710554.99000000 0.109295285944 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 00205GAC1 799000.00000000 PA USD 915029.52000000 0.140746901286 Long DBT CORP AU Y 2 2035-03-23 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -312037.50000000 -0.04799660584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4407140.12000000 GBP 5389680.71000000 USD 2019-12-13 -312037.5 N N N Low Income Investment Fund N/A 54750AAB2 840000.00000000 PA USD 871601.48000000 0.134066939683 Long DBT CORP US N 2 2029-07-01 Fixed 3.71100000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 8310000.00000000 PA 11687498.58000000 1.797733486150 Long DBT NUSS GB N 2 2028-10-22 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D41 4100000.00000000 PA USD 4482367.23000000 0.689463327968 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.60000000 N N N N N N Eutelsat SA 549300MCOOY1V7P2PG30 N/A 1400000.00000000 PA 1615789.69000000 0.248535579483 Long DBT CORP FR N 2 2027-07-13 Fixed 2.25000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 N/A 680000.00000000 PA 807732.40000000 0.124242802973 Long DBT CORP US N 2 2027-06-21 Fixed 1.87500000 N N N N N N Abanca Corp. Bancaria SA 54930056IRBXK0Q1FP96 N/A 800000.00000000 PA 973730.29000000 0.149776065154 Long DBT CORP ES N 2 2029-01-18 Variable 6.12499900 N N N N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 750000.00000000 PA 877820.03000000 0.135023457067 Long DBT CORP IT N 2 2025-09-30 Fixed 3.00000000 N N N N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 400000.00000000 PA 503652.40000000 0.077470194213 Long DBT CORP JE N 2 2022-01-31 Fixed 2.87500000 N N N N N N Merlin Properties Socimi SA 959800L8KD863DP30X04 N/A 550000.00000000 PA 648227.50000000 0.099708271655 Long DBT CORP ES N 2 2026-11-02 Fixed 1.87500000 N N N N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 N/A 1850000.00000000 PA 2022636.89000000 0.311115508813 Long DBT CORP US N 2 2026-05-22 Fixed 1.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZU7 2850000.00000000 PA USD 3186398.90000000 0.490121642672 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1400000.00000000 PA 1973575.76000000 0.303569083403 Long DBT NUSS FR N 2 2029-01-22 Variable 5.87500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XZU5 3002000.00000000 PA USD 3043236.88000000 0.468100920656 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 900000.00000000 PA 1104416.77000000 0.169877839685 Long DBT CORP LU N 2 2024-01-29 Variable 5.62500000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAJ7 1100000.00000000 PA 847280.73000000 0.130326000047 Long DBT NUSS CA N 2 2026-06-18 Fixed 2.30000000 N N N N N N Abbott Ireland Financing DAC 54930021QV18ZVZQDE71 N/A 500000.00000000 PA 546801.30000000 0.084107219397 Long DBT CORP IE N 2 2027-11-19 Fixed 0.37500000 N N N N N N innogy Finance BV 5299005PIU82TA2PW123 N/A 500000.00000000 PA 827768.89000000 0.127324751499 Long DBT CORP NL N 2 2034-01-31 Fixed 4.75000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69369EAD1 1600000.00000000 PA USD 1915959.18000000 0.294706686157 Long DBT NUSS ID Y 2 2042-05-03 Fixed 6.00000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 751000.00000000 PA 1353909.73000000 0.208254045310 Long DBT NUSS DE N 2 2046-08-15 Fixed 2.50000000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAJ2 750000.00000000 PA USD 881521.11000000 0.135592745303 Long DBT CORP US N 2 2044-03-15 Fixed 5.00000000 N N N N N N Portuguese Republic 549300P6U1FJ3IMP7K42 N/A 1167000.00000000 PA 1539185.60000000 0.236752584445 Long DBT NUSS PT N 2 2034-04-18 Fixed 2.25000000 N N N N N N LEG Immobilien AG 391200SO40AKONBO0Z96 N/A 300000.00000000 PA 331234.13000000 0.050949369805 Long DBT CORP DE N 2 2027-11-28 Fixed 0.87500000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 5760000.00000000 PA 7304149.64000000 1.123500833459 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85000000 N N N N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 650000.00000000 PA 771822.14000000 0.118719202140 Long DBT CORP BE N 2 2030-04-18 Fixed 1.50000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348BK1 577000.00000000 PA USD 592775.16000000 0.091178770854 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 1673400.00000000 PA USD 1689349.59000000 0.259850326994 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Kingdom of Belgium 549300SZ25JZFHRHWD76 N/A 800000.00000000 PA 1089547.98000000 0.167590770172 Long DBT NUSS BE N 2 2047-06-22 Fixed 1.60000000 N N N N N N SELP Finance Sarl 549300Y4VYEJE1MH6D45 N/A 800000.00000000 PA 906938.29000000 0.139502334280 Long DBT CORP LU N 2 2026-12-20 Fixed 1.50000000 N N N N N N Japan N/A N/A 1365600000.00000000 PA 17172713.29000000 2.641451591902 Long DBT NUSS JP N 2 2037-03-20 Fixed 2.40000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BU7 462000.00000000 PA USD 542833.52000000 0.083496908224 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TZT0 339045.56000000 PA USD 344916.31000000 0.053053918780 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.77000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AL0 520000.00000000 PA USD 544419.20000000 0.083740812428 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 36190CAA5 1600000.00000000 PA USD 1666576.00000000 0.256347366539 Long DBT CORP CL Y 2 2029-07-31 Fixed 4.63400000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAG3 569000.00000000 PA USD 599437.18000000 0.092203501369 Long DBT CORP IT Y 2 2023-09-12 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 1287363.06000000 PA USD 1377639.21000000 0.211904037694 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAR7 126000.00000000 PA USD 143873.61000000 0.022130176504 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBV9 510000.00000000 PA USD 676416.09000000 0.104044150015 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1560000.00000000 PA USD 1676968.80000000 0.257945953649 Long DBT CORP CH N 2 2024-05-15 Fixed 5.12500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 66654000000.00000000 PA 5107808.72000000 0.785666728765 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N VTR Finance BV 213800F4XI4RJB82XM19 918370AB3 1328000.00000000 PA USD 1359540.00000000 0.209120075355 Long DBT CORP NL Y 2 2024-01-15 Fixed 6.87500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAT2 435000.00000000 PA USD 453731.69000000 0.069791550968 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 450000.00000000 PA USD 466008.07000000 0.071679864302 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAB1 1311000.00000000 PA USD 1350500.44000000 0.207729639274 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 723.88000000 0.000111344896 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 456457.15000000 USD 712000.00000000 NZD 2019-12-13 723.88 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 84572.67000000 PA USD 89428.94000000 0.013755672265 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Sensata Technologies, Inc. N/A 81728UAA2 1319000.00000000 PA USD 1315636.55000000 0.202366987713 Long DBT CORP US Y 2 2030-02-15 Fixed 4.37500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BZ6 1823000.00000000 PA USD 2155697.94000000 0.331582532073 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 1600000.00000000 PA 1779151.37000000 0.273663348310 Long DBT CORP GB N 2 2028-02-07 Variable 1.99999900 N N N N N N N/A N/A N/A -290.00000000 NC 734987.77000000 0.113053457674 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bobl 2019-12-06 -38952800 EUR 731059.94 N N N Argentine Republic 549300KPBYGYF7HCHO27 040114GX2 3265000.00000000 PA USD 1416193.75000000 0.217834373183 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 1179000.00000000 PA USD 1430137.47000000 0.219979151400 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 362000.00000000 PA USD 408113.57000000 0.062774718295 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Kingdom of Sweden ERE94C0BSULG2RM19605 N/A 29750000.00000000 PA 3900599.39000000 0.599977667715 Long DBT NUSS SE N 2 2032-06-01 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15014.00000000 0.002309405248 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 4273962.65000000 CAD 3232785.79000000 USD 2019-12-13 15014 N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 500000.00000000 PA 580591.30000000 0.089304688649 Long DBT CORP NL N 2 2027-03-30 Fixed 1.87500000 N N N N N N DS Smith plc 39RSBE4RCI4M15BLWH36 N/A 700000.00000000 PA 758250.38000000 0.116631637615 Long DBT CORP GB N 2 2026-09-12 Fixed 0.87500000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAC7 256000.00000000 PA USD 269221.27000000 0.041410750893 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N Northwell Healthcare, Inc. 54930073NUTKK4QD3P47 667274AC8 931000.00000000 PA USD 1023944.72000000 0.157499887466 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -29976.50000000 -0.00461088893 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4133229.83000000 USD 5450091.74000000 CAD 2019-12-13 -29976.5 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 600000.00000000 PA 662194.58000000 0.101856643033 Long DBT CORP FR N 2 2027-11-27 Fixed 0.37500000 N N N N N N Magnetite VII Ltd. 549300B54XJTQC6DWJ15 55951PBA4 2165000.00000000 PA USD 2156556.50000000 0.331714593014 Long ABS-CBDO CORP KY Y 2 2028-01-15 Floating 2.80087900 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 N/A 725000.00000000 PA 825430.76000000 0.126965107853 Long DBT CORP NL N 2 2023-03-16 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381LPG6 167316.21000000 PA USD 167076.08000000 0.025699105903 Long ABS-MBS USGSE US N 2 2019-12-01 Fixed 4.26000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 719000.00000000 PA USD 733380.00000000 0.112806155658 Long DBT CORP US Y 2 2027-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5519.28000000 0.000848957919 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 3066874.97000000 USD 2786598.86000000 EUR 2019-12-13 5519.28 N N N N/A N/A N/A 1.00000000 NC N/A 2060.60000000 0.000316954872 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 817585.15000000 EUR 903497.82000000 USD 2019-12-13 2060.6 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJEH8 2130000.00000000 PA USD 2383422.29000000 0.366610360039 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.89999900 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3177.02000000 0.000488679010 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 299286.00000000 EUR 333157.99000000 USD 2019-12-13 3177.02 N N N N/A N/A N/A 1.00000000 NC N/A -10727.19000000 -0.00165002190 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1665009.75000000 USD 1500400.51000000 EUR 2019-12-13 -10727.19 N N N N/A N/A N/A 1.00000000 NC N/A 7055.56000000 0.001085263573 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 996780.50000000 EUR 1106066.52000000 USD 2019-12-13 7055.56 N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 N/A 400000.00000000 PA 425463.15000000 0.065443374956 Long DBT CORP LU N 2 2039-09-18 Fixed 1.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179U6U1 3800000.00000000 PA USD 3908302.70000000 0.601162566113 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAX1 440000.00000000 PA 498021.97000000 0.076604139558 Long DBT CORP US N 2 2025-06-15 Fixed 1.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 40920.92000000 PA USD 43731.60000000 0.006726654226 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 1099000.00000000 PA USD 1180051.25000000 0.181511692427 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 590000.00000000 PA 464403.15000000 0.071433000664 Long DBT NUSS AU N 2 2025-06-24 Fixed 4.25000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAC2 268000.00000000 PA USD 301805.86000000 0.046422807851 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 1015000.00000000 PA 1141140.87000000 0.175526622773 Long DBT CORP IE N 2 2024-05-28 Fixed 1.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18174.74000000 0.002795580121 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 3000000.00000000 CAD 2276808.28000000 USD 2019-12-13 18174.74 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481AJ0 776000.00000000 PA 630713.97000000 0.097014396732 Long DBT CORP CA N 2 2023-09-12 Fixed 4.86000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 900000.00000000 PA 985079.27000000 0.151521728800 Long DBT CORP AT N 2 2030-06-10 Variable 1.00000100 N N N N N N Emera US Finance LP N/A 29103DAF3 321000.00000000 PA USD 323329.93000000 0.049733571153 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Dominican Republic N/A N/A 1475000.00000000 PA USD 1598015.00000000 0.245801533767 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAS1 1026000.00000000 PA USD 1154168.33000000 0.177530464820 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19787.98000000 0.003043723515 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 29440000.00000000 NOK 3212845.08000000 USD 2019-12-13 19787.98 N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 890000.00000000 PA USD 1124853.20000000 0.173021305697 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 200000.00000000 PA 222671.13000000 0.034250557898 Long DBT CORP IT N 2 2030-10-01 Fixed 2.12400000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBL9 164000.00000000 PA 181407.14000000 0.027903463514 Long DBT CORP US N 2 2025-12-03 Fixed 0.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -79563.23000000 -0.01223816044 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3662090.84000000 USD 5295000.00000000 AUD 2019-12-13 -79563.23 N N N FNMA B1V7KEBTPIMZEU4LTD58 31381RTG9 160225.05000000 PA USD 164052.08000000 0.025233963937 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.99000000 N N N N N N Power Finance Corp. Ltd. 3358003Q6D9LIJJZ1614 N/A 1100000.00000000 PA USD 1094694.41000000 0.168382377502 Long DBT NUSS IN N 2 2027-12-06 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 32390000.00000000 PA USD 34044926.56000000 5.236681236067 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515BF0 895000.00000000 PA USD 905033.36000000 0.139209324066 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 116085.58000000 0.017855910997 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 465876000.00000000 JPY 4376622.70000000 USD 2019-12-13 116085.58 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 47437.80000000 PA USD 50763.28000000 0.007808244655 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 22800000.00000000 PA 36781.86000000 0.005657667545 N/A DCR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Purchased N/A Itrx Europe 12/24 1.00000000 50 EUR 2019-12-18 XXXX 14787.98 N N N SES GLOBAL Americas Holdings GP 5299000YGN3VJ3R60481 78413KAB8 911000.00000000 PA USD 903791.80000000 0.139018351296 Long DBT CORP US Y 2 2044-03-25 Fixed 5.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 31673.26000000 0.004871879104 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2242166.21000000 USD 3541209.24000000 NZD 2019-12-13 31673.26 N N N N/A N/A N/A 1.00000000 NC N/A -3623.01000000 -0.00055727975 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2258492.16000000 USD 2995000.00000000 CAD 2019-12-13 -3623.01 N N N GLP Capital LP N/A 361841AK5 1130000.00000000 PA USD 1286505.00000000 0.197886066275 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404BB0 2924308.00000000 PA USD 3170874.83000000 0.487733780095 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.68800000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 115000.00000000 PA 219903.29000000 0.033824817640 Long DBT NUSS DE N 2 2042-07-04 Fixed 3.25000000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 N/A 813000.00000000 PA USD 819260.10000000 0.126015956755 Long DBT NUSS US N 2 2031-10-22 Fixed 4.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 81087.15000000 0.012472564925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9837546.14000000 USD 69821000.00000000 CNY 2020-01-15 81087.15 N N N Dryden XXVI Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 1724000.00000000 PA USD 1721588.12000000 0.264809154114 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 2.90088000 N N N N N N CNH Industrial Finance Europe SA 5493007GVB1I2FDSS786 N/A 800000.00000000 PA 927918.14000000 0.142729387410 Long DBT CORP LU N 2 2026-01-19 Fixed 1.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4531.58000000 0.000697033078 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 495355.00000000 EUR 550690.51000000 USD 2019-12-13 4531.58 N N N N/A N/A N/A 1.00000000 NC N/A -193.92000000 -0.00002982815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 391491.47000000 USD 11825000.00000000 THB 2019-12-16 -193.92 N N N N/A N/A N/A 1.00000000 NC N/A -64457.73000000 -0.00991468096 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6511496.99000000 USD 464986000.00000000 INR 2020-01-30 -64457.73 N N N Imerys SA 54930075MZSSIB2TGC64 N/A 600000.00000000 PA 677276.55000000 0.104176503208 Long DBT CORP FR N 2 2027-01-15 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSRJ4 62189000.00000000 PA USD 936473.06000000 0.144045277722 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.32425200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 1598610.39000000 PA USD 1665751.02000000 0.256220470765 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 700000.00000000 PA 790356.39000000 0.121570080934 Long DBT CORP AT N 2 2026-05-22 Fixed 0.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAE8 1220000.00000000 PA USD 1335700.90000000 0.205453221574 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.71700000 N N N N N N N/A N/A N/A -8300000.00000000 PA -106.93000000 -0.00001644762 N/A DCR N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written N/A Itrx Europe 12/24 1.00000000 80 EUR 2019-12-18 XXXX 4742.75 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CM9 1100000.00000000 PA 1115187.96000000 0.171534629529 Long DBT CORP US N 2 2039-08-01 Fixed 1.45000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 650000.00000000 PA 784929.48000000 0.120735331072 Long DBT CORP GB N 2 2039-05-24 Fixed 2.50000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAE1 1249000.00000000 PA USD 1308471.77000000 0.201264924270 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087XW9 1400000.00000000 PA 1606853.87000000 0.247161100356 Long DBT NUSS CA N 2 2037-06-01 Fixed 5.00000000 N N N N N N N/A N/A N/A -2.00000000 NC USD 2210.61000000 0.000340028928 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2020-03-20 -375437.5 USD 2210.61 N N N Republic of Croatia 74780000O00QGQ7CER13 N/A 3350000.00000000 PA 3805673.38000000 0.585376453802 Long DBT NUSS HR N 2 2029-06-19 Fixed 1.12500000 N N N N N N Chubb INA Holdings, Inc. CZCBJZWDMLTHWJDXU843 00440EAU1 740000.00000000 PA USD 760648.67000000 0.117000534878 Long DBT CORP US N 2 2022-11-03 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3065.81000000 0.000471573045 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 693882.00000000 EUR 768112.80000000 USD 2019-12-13 3065.81 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 N/A 400000.00000000 PA 433233.05000000 0.066638516014 Long DBT CORP US N 2 2031-10-01 Fixed 0.87500000 N N N N N N Islandsbanki HF 549300PZMFIQR79Q0T97 N/A 1380000.00000000 PA 1531656.51000000 0.235594484008 Long DBT CORP IS N 2 2024-01-19 Variable 1.12499900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 1053806.97000000 PA USD 1142463.87000000 0.175730122383 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 189754AC8 385000.00000000 PA USD 393055.44000000 0.060458525112 Long DBT CORP US N 2 2027-07-15 Fixed 4.12500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCQ3 1919000.00000000 PA USD 2346970.33000000 0.361003436651 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 1550000.00000000 PA USD 1542199.32000000 0.237216145174 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 N/A 600000.00000000 PA 681110.72000000 0.104766262920 Long DBT CORP DE N 2 2026-06-19 Fixed 1.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAD3 1085000.00000000 PA USD 1178961.00000000 0.181343993674 Long DBT CORP KY Y 2 2024-05-15 Fixed 5.25000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AF3 581000.00000000 PA USD 638662.34000000 0.098236989472 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N N/A N/A N/A -132.00000000 NC 453027.13000000 0.069683177812 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2019-12-06 -22581240 EUR 450397.51 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAP3 667000.00000000 PA USD 747234.57000000 0.114937221108 Long DBT CORP US N 2 2025-12-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -168692.67000000 -0.02594776458 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 47519279.09000000 SEK 4796487.27000000 USD 2019-12-13 -168692.67 N N N Symrise AG 529900D82I6R9601CF26 N/A 665000.00000000 PA 762664.30000000 0.117310572610 Long DBT CORP DE N 2 2025-11-29 Fixed 1.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1607.16000000 0.000247208188 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 362599.84000000 EUR 401395.48000000 USD 2019-12-13 1607.16 N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 373000.00000000 PA USD 399287.07000000 0.061417054420 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N FORT CRE LLC N/A 34719RAA9 919000.00000000 PA USD 918999.08000000 0.141357486253 Long ABS-CBDO CORP US Y 2 2035-11-16 Floating 3.05799800 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAC9 206000.00000000 PA USD 233785.48000000 0.035960131511 Long DBT CORP US Y 2 2029-01-25 Fixed 4.70900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1707.82000000 0.000262691386 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1108000.00000000 EUR 1223345.02000000 USD 2019-12-13 1707.82 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMUX7 904895.47000000 PA USD 980504.84000000 0.150818104672 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508BG8 528000.00000000 PA USD 519287.19000000 0.079875087385 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 628000.00000000 PA USD 697842.97000000 0.107339963864 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N CRH America Finance, Inc. 549300WEVUODRJ4CWK56 12636YAD4 783000.00000000 PA USD 871539.51000000 0.134057407657 Long DBT CORP US Y 2 2048-04-04 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 60288.34000000 0.009273358785 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 660000000.00000000 JPY 6096131.56000000 USD 2019-12-13 60288.34 N N N N/A N/A N/A 1.00000000 NC N/A 32495.99000000 0.004998428790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29441000.00000000 NOK 3225661.55000000 USD 2019-12-13 32495.99 N N N MDGH - GMTN BV 213800L53ZH5KG593W13 N/A 836000.00000000 PA USD 839344.00000000 0.129105197735 Long DBT CORP NL N 2 2024-11-07 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 1850000.00000000 PA USD 1980642.54000000 0.304656072801 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N State Bank of India 5493001JZ37UBBZF6L49 N/A 850000.00000000 PA USD 894566.87000000 0.137599402198 Long DBT CORP IN N 2 2024-01-24 Fixed 4.37500000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BG3 202000.00000000 PA USD 238384.82000000 0.036667587214 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12755.21000000 0.001961965426 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2012730.21000000 USD 8601000.00000000 BRL 2020-02-04 12755.21 N N N N/A N/A N/A 1.00000000 NC N/A -102.03000000 -0.00001569392 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 99966.00000000 EUR 110116.55000000 USD 2019-12-13 -102.03 N N N N/A N/A N/A 1.00000000 NC N/A -38327.99000000 -0.00589548829 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 7526305.43000000 USD 8831141000.00000000 KRW 2020-01-31 -38327.99 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 N/A 350000.00000000 PA 384527.10000000 0.059146723250 Long DBT CORP US N 2 2027-12-01 Fixed 0.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38941.64000000 0.005989877966 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 8831141000.00000000 KRW 7515672.79000000 USD 2019-12-03 38941.64 N N N Transurban Finance Co. Pty. Ltd. 54930081LPJMUMEA6E57 N/A 700000.00000000 PA 831941.19000000 0.127966521282 Long DBT CORP AU N 2 2028-03-29 Fixed 1.75000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBE9 2188000.00000000 PA USD 2312800.04000000 0.355747472414 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BL9 1580000.00000000 PA USD 1714402.67000000 0.263703911278 Long DBT CORP US N 2 2026-04-01 Fixed 4.37500000 N N N N N N Broadcom Corp. N/A 11134LAH2 610000.00000000 PA USD 622690.44000000 0.095780243123 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 N/A 900000.00000000 PA 995923.63000000 0.153189773418 Long DBT CORP ES N 2 2026-07-08 Fixed 0.87500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 489000.00000000 PA USD 540863.22000000 0.083193843008 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DHE5 3190549.10000000 PA USD 3278810.82000000 0.504336147338 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498AT3 455000.00000000 PA USD 508412.45000000 0.078202369812 Long DBT CORP US N 2 2025-07-01 Fixed 5.25000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 29265WAA6 1000000.00000000 PA USD 1170000.00000000 0.179965641441 Long DBT CORP IT Y 2 2073-09-24 Variable 8.75000200 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 N/A 450000.00000000 PA 488928.16000000 0.075205358917 Long DBT CORP NL N 2 2027-06-17 Fixed 0.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 2053577.55000000 PA USD 2225009.83000000 0.342243864332 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Japan N/A N/A 2028000000.00000000 PA 22224781.94000000 3.418544562161 Long DBT NUSS JP N 2 2030-09-20 Fixed 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 180812.15000000 PA USD 193259.23000000 0.029726513924 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 136664.93000000 PA USD 146217.32000000 0.022490678447 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 190092.76000000 0.029239457681 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 847663395.00000000 JPY 7942158.45000000 USD 2019-12-13 190092.76 N N N French Republic 969500KCGF3SUYJHPV70 N/A 5010000.00000000 PA 6344554.10000000 0.975898930142 Long DBT NUSS FR N 2 2036-05-25 Fixed 1.25000000 N N N N N N State Grid Overseas Investment 2016 Ltd. 3003006V8BHG5158QO96 N/A 1523000.00000000 PA USD 1603307.23000000 0.246615567585 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3456.40000000 -0.00053165234 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 631486.00000000 USD 5790435.59000000 NOK 2019-12-13 -3456.4 N N N City of Chicago IL T5UYO5SYLC8K73MJQX30 167486VV8 1485000.00000000 PA USD 1777648.95000000 0.273432250892 Long DBT MUN US N 2 2033-01-01 Fixed 7.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2073.31000000 0.000318909883 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 482350.03000000 EUR 533893.47000000 USD 2019-12-13 2073.31 N N N Consolidated Energy Finance SA 549300PUNIS0USNSL750 20914UAD8 1150000.00000000 PA USD 1086750.00000000 0.167160393877 Long DBT CORP LU Y 2 2025-06-15 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERZ60 1431474.10000000 PA USD 1549989.18000000 0.238414356415 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAS0 408000.00000000 PA USD 427890.00000000 0.065816665227 Long DBT CORP US Y 2 2029-12-15 Fixed 4.62500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 618000.00000000 PA USD 651928.20000000 0.100277501441 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 1550000.00000000 PA 1742956.80000000 0.268096015826 Long DBT CORP CH N 2 2027-06-24 Variable 1.00000100 N N N N N N Marks & Spencer plc 213800CN1RI3UCIZWB95 N/A 550000.00000000 PA 704041.82000000 0.108293451058 Long DBT CORP GB N 2 2027-07-10 Fixed 3.25000000 N N N N N N Tesco Corporate Treasury Services plc 21380018AJDKNF3A6712 N/A 150000.00000000 PA 164836.99000000 0.025354696272 Long DBT CORP GB N 2 2026-05-29 Fixed 0.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -9805.02000000 -0.00150817667 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3262310.63000000 USD 3841697000.00000000 KRW 2019-12-03 -9805.02 N N N United States of America 254900HROIFWPRGM1V77 912810QA9 12405000.00000000 PA USD 15241674.67000000 2.344425434725 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8352.39000000 0.001284737798 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 4700000.00000000 AUD 3188310.80000000 USD 2019-12-13 8352.39 N N N N/A N/A N/A 1.00000000 NC N/A -26848.78000000 -0.00412979308 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 3249633.56000000 USD 2923000.00000000 EUR 2019-12-13 -26848.78 N N N N/A N/A N/A 1.00000000 NC N/A 177.51000000 0.000027304017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1439498.17000000 USD 9755512.24000000 DKK 2019-12-13 177.51 N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 N/A 250000.00000000 PA 355583.28000000 0.054694677838 Long DBT CORP US N 2 2031-05-21 Fixed 3.36000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -643.76000000 -0.00009902109 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 298776.00000000 EUR 328774.90000000 USD 2019-12-13 -643.76 N N N LLPL Capital Pte. Ltd. N/A 50201PAA4 647271.00000000 PA USD 748827.82000000 0.115182289705 Long DBT CORP SG Y 2 2039-02-04 Fixed 6.87500000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAT3 1086000.00000000 PA USD 1119102.40000000 0.172136736115 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 367000.00000000 PA USD 382728.10000000 0.058870006849 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -19321.92000000 -0.00297203566 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1626855.35000000 USD 1458000.00000000 EUR 2019-12-13 -19321.92 N N N Adani Green Energy UP Ltd. N/A 00654AAA4 894000.00000000 PA USD 950659.93000000 0.146227456491 Long DBT CORP IN Y 2 2024-12-10 Fixed 6.25000000 N N N N N N Belfius Bank SA A5GWLFH3KM7YV2SFQL84 N/A 1500000.00000000 PA 1632851.07000000 0.251159906146 Long DBT NUSS BE N 2 2026-02-13 Fixed 0.37500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAY6 1743000.00000000 PA USD 1853871.18000000 0.285156509451 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54400000 N N N N N N Chubb INA Holdings, Inc. CZCBJZWDMLTHWJDXU843 171239AB2 351000.00000000 PA 465202.01000000 0.071555878743 Long DBT CORP US N 2 2038-03-15 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179U6V9 1500000.00000000 PA USD 1556851.79000000 0.239469941039 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 N/A 400000.00000000 PA 459145.62000000 0.070624304289 Long DBT CORP GB N 2 2026-03-08 Variable 1.50000000 N N N N N N Consorcio Transmantaro SA 549300NL65DC6HVEJX96 210314AB6 200000.00000000 PA USD 219000.00000000 0.033685876474 Long DBT CORP PE Y 2 2034-04-16 Fixed 4.70000000 N N N N N N Portuguese Republic 549300P6U1FJ3IMP7K42 N/A 1130000.00000000 PA 1857227.17000000 0.285672717052 Long DBT NUSS PT N 2 2037-04-15 Fixed 4.10000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAW1 506000.00000000 PA USD 518861.52000000 0.079809612193 Long DBT CORP US N 2 2022-06-01 Fixed 3.49700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D82 46151000.00000000 PA USD 1162797.52000000 0.178857779105 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.42701800 N N N N N N Chubb INA Holdings, Inc. CZCBJZWDMLTHWJDXU843 171239AC0 100000.00000000 PA 113090.96000000 0.017395288168 Long DBT CORP US N 2 2027-06-15 Fixed 0.87500000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 75625QAE9 467000.00000000 PA USD 480912.24000000 0.073972375853 Long DBT CORP GB Y 2 2027-06-26 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 792746.03000000 PA USD 848250.48000000 0.130475163877 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Canada 4BFD7AQU0A75QLAHK410 135087E67 21289000.00000000 PA 16045043.13000000 2.467996990467 Long DBT NUSS CA N 2 2026-06-01 Fixed 1.50000000 N N N N N N Heathrow Funding Ltd. 7TI96JO3DYEIQWZ7Z726 N/A 275000.00000000 PA 502851.33000000 0.077346976199 Long DBT CORP JE N 2 2046-10-31 Fixed 4.62500000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164Q6M5 1728000.00000000 PA USD 1786129.80000000 0.274736747995 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6732.87000000 0.001035628434 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 1330000.00000000 SGD 979298.51000000 USD 2019-12-13 6732.87 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 22200000000.00000000 PA 1580802.95000000 0.243154031529 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AB6 1460000.00000000 PA USD 1753460.00000000 0.269711584309 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1795240.56000000 -0.27613813583 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 72643847.71000000 USD 7747066817.00000000 JPY 2019-12-13 -1795240.56 N N N N/A N/A N/A -128.00000000 NC USD 17795.97000000 0.002737318936 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2020-03-31 -15228000 USD 17795.97 N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804FX7 1624000.00000000 PA USD 1731701.34000000 0.266364737126 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MB70 200000.00000000 PA 220578.16000000 0.033928623976 Long DBT CORP US N 2 2028-12-03 Fixed 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1821.38000000 0.000280158820 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2280198.72000000 USD 16064000.00000000 CNY 2020-01-15 1821.38 N N N Empresa Nacional de Telecomunicaciones SA N/A 29245VAB1 1600000.00000000 PA USD 1652511.38000000 0.254183991872 Long DBT CORP CL Y 2 2026-08-01 Fixed 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -42705.37000000 -0.00656880282 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3270361.15000000 USD 29759000.00000000 NOK 2019-12-13 -42705.37 N N N Zurich Insurance Co. Ltd. 724500RPEZI5VVQQWE89 N/A 900000.00000000 PA 1145578.92000000 0.176209269367 Long DBT CORP NL N 2 2046-10-01 Variable 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 95235.71000000 0.014648850972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4205146.12000000 USD 5079396000.00000000 KRW 2019-12-03 95235.71 N N N N/A N/A N/A 1.00000000 NC N/A 10409.83000000 0.001601206609 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 1353683.10000000 USD 5341000.00000000 PLN 2019-12-13 10409.83 N N N Investor AB 549300VEBQPHRZBKUX38 N/A 320000.00000000 PA 378356.36000000 0.058197559846 Long DBT CORP SE N 2 2039-06-20 Fixed 1.50000000 N N N N N N Octagon Investment Partners XVII Ltd. 54930007Y57X4ONHQV20 67590GBL2 3084000.00000000 PA USD 3020022.42000000 0.464530146994 Long ABS-CBDO CORP KY Y 2 2031-01-25 Floating 3.33963000 N N N N N N French Republic 969500KCGF3SUYJHPV70 N/A 4110000.00000000 PA 5479126.08000000 0.842781572244 Long DBT NUSS FR N 2 2050-05-25 Fixed 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 157.66000000 0.000024250754 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 198254.00000000 EUR 218744.72000000 USD 2019-12-13 157.66 N N N N/A N/A N/A 1.00000000 NC N/A -11805.28000000 -0.00181585024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8628000.00000000 CAD 6484024.78000000 USD 2019-12-13 -11805.28 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 11260000.00000000 PA 14799199.27000000 2.276365290124 Long DBT NUSS GB N 2 2029-10-22 Fixed 0.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2071.60000000 0.000318646857 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3832499.94000000 USD 3477878.10000000 EUR 2019-12-13 2071.6 N N N N/A N/A N/A 1.00000000 NC N/A 28933.69000000 0.004450487247 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3565560.49000000 USD 25303000.00000000 CNY 2020-01-15 28933.69 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 1200000.00000000 PA 1447765.19000000 0.222690590662 Long DBT CORP AT N 2 2025-10-15 Variable 5.12500200 N N N N N N MMS USA Financing, Inc. 549300LOC0C0BMC7FX79 N/A 2000000.00000000 PA 2265133.32000000 0.348415530670 Long DBT CORP US N 2 2031-06-13 Fixed 1.75000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 1250000.00000000 PA USD 1368402.93000000 0.210483342775 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4202.78000000 0.000646458118 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 693602.00000000 EUR 768941.05000000 USD 2019-12-13 4202.78 N N N Chubb INA Holdings, Inc. CZCBJZWDMLTHWJDXU843 171239AA4 204000.00000000 PA 241970.88000000 0.037219183443 Long DBT CORP US N 2 2028-03-15 Fixed 1.55000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAA0 1000000.00000000 PA USD 1023284.47000000 0.157398329932 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.37500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 1000000.00000000 PA 1092599.97000000 0.168060217470 Long DBT CORP GB N 2 2025-11-12 Variable 0.49999900 N N N N N N N/A N/A N/A 1.00000000 NC N/A -56530.79000000 -0.00869538451 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 8466981.05000000 GBP 10897588.83000000 USD 2019-12-13 -56530.79 N N N Toll Road Investors Partnership II LP N/A 88948ABC0 1754000.00000000 PA USD 1258863.50000000 0.193634339542 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10064.43000000 -0.00154807829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3301531.31000000 USD 31501000.00000000 SEK 2019-12-13 -10064.43 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 410000.00000000 PA 458600.80000000 0.070540501826 Long DBT CORP DE N 2 2024-08-28 Fixed 0.62500000 N N N N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 900000.00000000 PA 1035152.11000000 0.159223772192 Long DBT CORP FI N 2 2024-06-07 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPW21 2389000.00000000 PA USD 2471019.15000000 0.380084227644 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.67300000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 901000.00000000 PA USD 972197.83000000 0.149540347080 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 118299.86000000 PA USD 126548.71000000 0.019465316041 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 1318375.91000000 PA USD 1410787.56000000 0.217002810404 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15104.09000000 -0.00232326260 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 1022595.17000000 USD 913773.84000000 EUR 2019-12-13 -15104.09 N N N N/A N/A N/A 1.00000000 NC N/A -48026.86000000 -0.00738733732 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3302038.38000000 USD 30002000.00000000 NOK 2019-12-13 -48026.86 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 1250000.00000000 PA 1341028.32000000 0.206272668205 Long DBT CORP DE N 2 2049-12-09 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5211.27000000 0.000801580810 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 13554000.00000000 NOK 1475275.67000000 USD 2019-12-13 5211.27 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCQ3 651000.00000000 PA USD 727793.16000000 0.111946805877 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051DB0 760000.00000000 PA 760091.55000000 0.116914840470 Long DBT NUSS CA N 2 2040-12-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 35704.31000000 0.005491922266 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3252531.76000000 USD 5121000.00000000 NZD 2019-12-13 35704.31 N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 2050000.00000000 PA 2927261.63000000 0.450261980264 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6067.22000000 -0.00093324028 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 67769440000.00000000 IDR 4798176.15000000 USD 2019-12-04 -6067.22 N N N N/A N/A N/A 1.00000000 NC N/A 37602.78000000 0.005783938822 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2924000.00000000 EUR 3261490.13000000 USD 2019-12-13 37602.78 N N N N/A N/A N/A 1.00000000 NC N/A 2197.69000000 0.000338041615 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1947701.00000000 EUR 2149656.17000000 USD 2019-12-13 2197.69 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AG1 458000.00000000 PA USD 462705.02000000 0.071171799762 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12542.24000000 -0.00192920706 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 8601000.00000000 BRL 2019014.08000000 USD 2019-12-03 -12542.24 N N N Loomis Sayles CLO II Ltd. 549300SUQAYPCZFFGP18 54347LAN2 3474000.00000000 PA USD 3460399.29000000 0.532267502451 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 2.90088000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 927320AA9 1394000.00000000 PA USD 1534083.45000000 0.235967788123 Long DBT CORP FR Y 2 2029-04-10 Fixed 3.75000000 N N N N N N Vattenfall AB 549300T5RZ1HA5HZ3109 N/A 200000.00000000 PA 223042.22000000 0.034307637769 Long DBT NUSS SE N 2 2026-06-24 Fixed 0.50000000 N N N N N N NTPC Ltd. 335800Q4TRGJXNLVMB81 N/A 600000.00000000 PA USD 633904.02000000 0.097505079975 Long DBT NUSS IN N 2 2026-02-26 Fixed 4.25000000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 N/A 300000.00000000 PA 325194.51000000 0.050020374859 Long DBT CORP BE N 2 2029-12-03 Variable 0.49999900 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 650000.00000000 PA 889193.80000000 0.136772933831 Long DBT NUSS IT N 2 2048-03-01 Fixed 3.45000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAU9 806000.00000000 PA USD 810030.00000000 0.124596212424 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 600000.00000000 PA 954439.86000000 0.146808873181 Long DBT CORP FR N 2 2029-04-16 Fixed 5.25000000 N N N N N N Hellenic Republic 2138003EKTMKZ5598902 N/A 16441000.00000000 PA 21882550.02000000 3.365903547628 Long DBT NUSS GR N 2 2029-03-12 Fixed 3.87500000 N N N N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 268270AD7 1920000.00000000 PA USD 1998773.20000000 0.307444872678 Long DBT CORP CL Y 2 2025-01-29 Fixed 4.50000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BC5 414000.00000000 PA USD 479461.74000000 0.073749264603 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 N/A 1350000.00000000 PA 1465118.54000000 0.225359827212 Long DBT CORP LU N 2 2022-08-01 Fixed 7.50000000 N N N N N N SES SA 5493008JPA4HYMH1HX51 N/A 300000.00000000 PA 323824.75000000 0.049809682776 Long DBT CORP LU N 2 2027-11-04 Fixed 0.87500000 N N N N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 084670BR8 738000.00000000 PA USD 757879.69000000 0.116574619270 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Abbott Ireland Financing DAC 54930021QV18ZVZQDE71 N/A 750000.00000000 PA 887979.18000000 0.136586104884 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764XBJ3 691382.00000000 PA USD 723940.77000000 0.111354243622 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.33800000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAD6 993000.00000000 PA USD 1070747.93000000 0.164699006875 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A 550000.00000000 PA 677585.29000000 0.104223992603 Long DBT CORP DE N 2 2026-03-23 Fixed 4.00000000 N N N N N N MFS Institutional Money Market Portfolio YKRR71V3A4XQ5N0QTU29 55291X109 16402328.22900000 NS USD 16403968.46000000 2.523205731700 Long STIV RF US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 300000.00000000 PA 329127.27000000 0.050625299368 Long DBT CORP US N 2 2023-02-17 Fixed 1.51400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6039.91000000 -0.00092903955 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 856545.09000000 USD 93000000.00000000 JPY 2019-12-13 -6039.91 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAD2 1500000.00000000 PA USD 1649871.51000000 0.253777935549 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 98765.56000000 PA USD 105501.47000000 0.016227897197 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CH0 1100000.00000000 PA 1253628.48000000 0.192829105583 Long DBT CORP US N 2 2023-05-24 Fixed 1.40100000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 N/A 1560000.00000000 PA 1969733.33000000 0.302978053164 Long DBT NUSS DE N 2 2037-06-15 Fixed 1.12500000 N N N N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865BA2 447000.00000000 PA USD 461210.80000000 0.070941963642 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BX9 1791000.00000000 PA USD 1873413.72000000 0.288162480175 Long DBT CORP US N 2 2027-08-15 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B36J2 12000.00000000 PA USD 12486.25000000 0.001920594863 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.32000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -530.22000000 -0.00008155673 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 340093.99000000 USD 22000000.00000000 RUB 2020-01-28 -530.22 N N N N/A N/A N/A 1.00000000 NC N/A -336.51000000 -0.00005176088 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 609000.00000000 EUR 671122.93000000 USD 2019-12-13 -336.51 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BK7 2984000.00000000 PA USD 3303288.00000000 0.508101148535 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826CAF9 1126000.00000000 PA USD 1387466.05000000 0.213415570655 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315AS2 1019000.00000000 PA USD 1183724.43000000 0.182076689175 Long DBT CORP US N 2 2047-04-15 Fixed 4.12500000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 4097000.00000000 PA 5450835.34000000 0.838429981500 Long DBT NUSS IT N 2 2030-03-01 Fixed 3.50000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A 1000000.00000000 PA 1126819.65000000 0.173323778718 Long DBT CORP IT N 2 2025-07-03 Variable 1.62499800 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38881.21000000 0.005980582818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 349220000.00000000 JPY 3232573.89000000 USD 2019-12-13 38881.21 N N N N/A N/A N/A 1.00000000 NC N/A 58291.29000000 0.008966178970 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6396696.11000000 USD 126513401.57000000 MXN 2019-12-13 58291.29 N N N State of Qatar 52990074F6OJOAXK4P65 74727PBA8 907000.00000000 PA USD 1010488.70000000 0.155430125696 Long DBT NUSS QA Y 2 2029-03-14 Fixed 4.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 N/A 100000.00000000 PA 135384.84000000 0.020824461172 Long DBT CORP US N 2 2025-05-21 Fixed 2.60200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -52457.42000000 -0.00806883182 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3269660.99000000 USD 3800000000.00000000 KRW 2019-12-03 -52457.42 N N N N/A N/A N/A 1.00000000 NC N/A -3036.73000000 -0.00046710005 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 504762.03000000 USD 455054.60000000 EUR 2019-12-13 -3036.73 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 554000.00000000 PA USD 619005.78000000 0.095213480558 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 79511.02000000 PA USD 85090.63000000 0.013088367357 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 700000.00000000 PA 776003.25000000 0.119362327048 Long DBT CORP FR N 2 2050-07-27 Variable 1.99999900 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CH1 276000.00000000 PA USD 328552.74000000 0.050536927009 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15808.62000000 -0.00243163114 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1338881.40000000 USD 1200000.00000000 EUR 2019-12-13 -15808.62 N N N N/A N/A N/A 1.00000000 NC N/A -556.43000000 -0.00008558827 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 554076.13000000 USD 502031.07000000 EUR 2019-12-13 -556.43 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418XGC6 650524.72000000 PA USD 718246.44000000 0.110478360074 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -71780.73000000 -0.01104108129 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2103100.85000000 USD 8600000.00000000 BRL 2019-12-03 -71780.73 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284AQ9 447000.00000000 PA USD 461234.72000000 0.070945642940 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10941.45000000 0.001682978690 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1488765.00000000 EUR 1652395.16000000 USD 2019-12-13 10941.45 N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 785000.00000000 PA 916755.88000000 0.141012444435 Long DBT NUSS DE N 2 2028-08-15 Fixed 0.25000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BJ4 355000.00000000 PA USD 384630.74000000 0.059162664822 Long DBT CORP US N 2 2025-04-01 Fixed 4.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 79682.82000000 0.012256555395 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5737386.52000000 EUR 6405499.44000000 USD 2019-12-13 79682.82 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPUM4 753974.16000000 PA USD 817090.48000000 0.125682232776 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 625.56000000 0.000096221629 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 4803617.81000000 USD 67769440000.00000000 IDR 2019-12-04 625.56 N N N N/A N/A N/A 1.00000000 NC N/A 32889.36000000 0.005058935700 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4296000.00000000 CAD 3267252.59000000 USD 2019-12-13 32889.36 N N N N/A N/A N/A 1.00000000 NC N/A 50354.61000000 0.007745384348 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 464985000.00000000 INR 6497380.00000000 USD 2020-01-30 50354.61 N N N United States Small Business Administration N/A 83162CVK6 544798.15000000 PA USD 543992.72000000 0.083675212644 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZY9 46683000.00000000 PA USD 556424.01000000 0.085587353737 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.24862700 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26180.35000000 -0.00402697733 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23620619.37000000 CAD 17757260.68000000 USD 2019-12-13 -26180.35 N N N Japan N/A N/A 970700000.00000000 PA 10724629.29000000 1.649628025125 Long DBT NUSS JP N 2 2031-06-20 Fixed 1.80000000 N N N N N N N/A N/A N/A 82.00000000 NC USD -7427.27000000 -0.00114243881 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-03-31 17678046.88 USD -7427.27 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAL2 1910000.00000000 PA USD 2035602.54000000 0.313109843445 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 644000.00000000 PA USD 642689.85000000 0.098856488122 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 545385.49000000 0.083889444051 Long DBT CORP FR N 2 2027-02-24 Fixed 0.50000000 N N N N N N OMV AG 549300V62YJ9HTLRI486 N/A 350000.00000000 PA 389315.85000000 0.059883313391 Long DBT CORP AT N 2 2034-07-03 Fixed 1.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BW9 2300000.00000000 PA USD 2812088.03000000 0.432546347101 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAC5 508000.00000000 PA USD 536430.67000000 0.082512042406 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Merlin Properties Socimi SA 959800L8KD863DP30X04 N/A 700000.00000000 PA 764395.78000000 0.117576903301 Long DBT CORP ES N 2 2034-12-04 Fixed 1.87500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 400000.00000000 PA 443640.92000000 0.068239421143 Long DBT CORP JP N 2 2024-05-30 Fixed 0.46500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAH8 1406000.00000000 PA USD 1406476.99000000 0.216339772374 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAH8 712000.00000000 PA USD 718862.80000000 0.110573166590 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 N/A 800000.00000000 PA 939199.00000000 0.144464573056 Long DBT CORP US N 2 2026-06-22 Fixed 1.75000000 N N N N N N Hungary 5299008DH62LEB10JK83 445545AH9 1600000.00000000 PA USD 1750816.00000000 0.269304892723 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 446475.55000000 PA USD 483914.33000000 0.074434147693 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 693000.00000000 PA USD 736659.00000000 0.113310520904 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 1017000.00000000 PA USD 1157529.06000000 0.178047401512 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -34637.63000000 -0.00532784897 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 3538302.12000000 USD 3500000.00000000 CHF 2019-12-13 -34637.63 N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 9807000.00000000 PA USD 11478403.97000000 1.765571224944 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 N/A 530000.00000000 PA 607447.63000000 0.093435643055 Long DBT CORP US N 2 2031-06-05 Fixed 1.00000000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 9485000.00000000 PA 11239695.72000000 1.728853888766 Long DBT NUSS IT N 2 2026-07-15 Fixed 2.10000000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AK9 827000.00000000 PA USD 856743.80000000 0.131781579075 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 20067.77000000 0.003086759914 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4481064.56000000 EUR 4960713.23000000 USD 2019-12-13 20067.77 N N N N/A N/A N/A 1.00000000 NC N/A -18980.21000000 -0.00291947492 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1625233.84000000 USD 1456839.25000000 EUR 2019-12-13 -18980.21 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJM64 625245.20000000 PA USD 677903.09000000 0.104272875578 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17896.31000000 0.002752752913 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3939509.62000000 USD 3058874.85000000 GBP 2019-12-13 17896.31 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DGF3 3781405.36000000 PA USD 3822959.07000000 0.588035283108 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6888.60000000 0.001059582322 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 842101.30000000 EUR 935356.36000000 USD 2019-12-13 6888.6 N N N N/A N/A N/A 1.00000000 NC N/A 25282.89000000 0.003888932919 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 4230000.00000000 CAD 3209956.18000000 USD 2019-12-13 25282.89 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVM3 2000000.00000000 PA USD 2126746.76000000 0.327129354570 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N CEZ A/S 529900S5R9YHJHYKKG94 N/A 1050000.00000000 PA 1149347.07000000 0.176788874095 Long DBT NUSS CZ N 2 2026-12-02 Fixed 0.87500000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514LUR6 90000.00000000 PA USD 92715.30000000 0.014261169603 Long DBT MUN PR N 2 2027-07-01 Fixed 6.00000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAC6 800000.00000000 PA USD 843495.34000000 0.129743743517 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27142.36000000 -0.00417495062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3172477.14000000 USD 29000000.00000000 NOK 2019-12-13 -27142.36 N N N N/A N/A N/A 1.00000000 NC N/A -3026.87000000 -0.00046558341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 347336.35000000 USD 276445000.00000000 CLP 2019-12-19 -3026.87 N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CE2 975000.00000000 PA USD 1040812.50000000 0.160094435198 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 706000.00000000 PA USD 880838.19000000 0.135487700743 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAE1 321000.00000000 PA USD 322701.30000000 0.049636877306 Long DBT CORP US Y 2 2029-10-01 Fixed 4.50000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 700000.00000000 PA 899269.75000000 0.138322784092 Long DBT CORP FR N 2 2024-10-02 Fixed 1.25000000 N N N N N N NBM US Holdings, Inc. 5493008K1QMSP0J8UC24 62877VAA9 1134000.00000000 PA USD 1204285.32000000 0.185239299224 Long DBT CORP US Y 2 2026-05-14 Fixed 7.00000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 N/A 300000.00000000 PA 324441.54000000 0.049904555432 Long DBT CORP LU N 2 2049-09-18 Fixed 1.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 17844000.00000000 PA USD 18166028.53000000 2.794240151150 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Bilfinger SE 529900H0HULEN2BZ4604 N/A 1000000.00000000 PA 1183084.19000000 0.181978209515 Long DBT CORP DE N 2 2024-06-14 Fixed 4.50000000 N N N N N N Japan N/A N/A 807200000.00000000 PA 7735310.11000000 1.189820551876 Long DBT NUSS JP N 2 2038-06-20 Fixed 0.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11957.91000000 -0.00183932730 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1290298.49000000 USD 139782422.00000000 JPY 2019-12-13 -11957.91 N N N Infraestructura Energetica Nova SAB de CV 715K4H1JYF3O6JOK1411 N/A 1100000.00000000 PA USD 1045000.00000000 0.160738542996 Long DBT CORP MX N 2 2048-01-14 Fixed 4.87500000 N N N N N N Mytilineos Financial Partners SA 549300L040TXCH607P64 N/A 609000.00000000 PA 676015.25000000 0.103982494094 Long DBT CORP LU N 2 2024-12-01 Fixed 2.50000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 N/A 1250000.00000000 PA 1504998.19000000 0.231493986864 Long DBT CORP SE N 2 2028-05-15 Fixed 2.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3207.75000000 0.000493405800 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6493000.86000000 USD 10117000.00000000 NZD 2019-12-13 3207.75 N N N N/A N/A N/A 1.00000000 NC N/A -28.99000000 -0.00000445914 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 248950.00000000 EUR 274453.48000000 USD 2019-12-13 -28.99 N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1100000.00000000 PA USD 1182060.85000000 0.181820802643 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AT0 1084000.00000000 PA USD 1143282.85000000 0.175856095255 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 44987.49000000 0.006919831192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3436020.07000000 USD 33315000.00000000 SEK 2019-12-13 44987.49 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122BC1 2480000.00000000 PA USD 2497051.69000000 0.384088469319 Long DBT CORP US Y 2 2020-08-15 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11474.07000000 0.001764904587 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1235311.21000000 USD 1705000.00000000 SGD 2019-12-13 11474.07 N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MAM8 435000.00000000 PA USD 463322.92000000 0.071266843155 Long DBT CORP US N 2 2024-06-05 Fixed 3.87500000 N N N N N N Argentine Republic 549300KPBYGYF7HCHO27 040114HK9 1500000.00000000 PA USD 650250.00000000 0.100019366108 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.62500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 677000.00000000 PA USD 725760.52000000 0.111634151721 Long DBT CORP IT Y 2 2022-01-14 Fixed 6.57200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 122.88000000 0.000018901006 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 149239.50000000 EUR 164668.48000000 USD 2019-12-13 122.88 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 356000.00000000 PA USD 356525.20000000 0.054839560947 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -299.16000000 -0.00004601583 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 400000.00000000 AUD 270335.60000000 USD 2019-12-13 -299.16 N N N Grand City Properties SA 5299002QLUYKK2WBMB18 N/A 1000000.00000000 PA 1126202.66000000 0.173228875299 Long DBT CORP LU N 2 2023-07-24 Variable 2.50000200 N N N N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 269246BP8 470000.00000000 PA USD 476471.35000000 0.073289292419 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BJ1 594000.00000000 PA USD 586575.00000000 0.090225082161 Long DBT CORP CL Y 2 2030-01-29 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 106086.36000000 PA USD 112144.54000000 0.017249712884 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -80371.16000000 -0.01236243364 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 28312208.43000000 SEK 2877906.24000000 USD 2019-12-13 -80371.16 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 334000.00000000 PA USD 372118.23000000 0.057238030729 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 30318.30000000 0.004663463510 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 4264343.93000000 CAD 3240848.37000000 USD 2019-12-13 30318.3 N N N Experian Finance plc 635400RKRK5EGXSPC782 30217AAB9 1309000.00000000 PA USD 1459983.46000000 0.224569965703 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N Medtronic Global Holdings SCA 549300JXMTTP8GKYIX14 58507LAQ2 1650000.00000000 PA 1820184.28000000 0.279974898711 Long DBT CORP LU N 2 2049-07-02 Fixed 1.75000000 N N N N N N N/A N/A N/A -106.00000000 NC USD 43968.38000000 0.006763074965 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2020-03-20 -13712093.75 USD 43968.38 N N N Euroclear Investments SA 222100BZL5ZNXNUKWZ69 N/A 800000.00000000 PA 958195.79000000 0.147386598268 Long DBT CORP LU N 2 2048-04-11 Variable 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 202672.75000000 PA USD 214248.47000000 0.032955011394 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N WPP Finance 2016 54930075XV07BV32MP65 N/A 550000.00000000 PA 630675.61000000 0.097008496320 Long DBT CORP GB N 2 2025-03-20 Fixed 1.37500000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 2970000.00000000 PA 4253133.52000000 0.654203335096 Long DBT NUSS IT N 2 2037-02-01 Fixed 4.00000000 N N N N N N Kingdom of Spain 9598007A56S18711AH60 N/A 200000.00000000 PA 253741.01000000 0.039029627029 Long DBT NUSS ES N 2 2030-07-30 Fixed 1.95000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 2667000.00000000 PA 4698427.36000000 0.722697003084 Long DBT NUSS DE N 2 2044-07-04 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44488.81000000 -0.00684312583 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 2430939.24000000 USD 3527189.85000000 AUD 2019-12-13 -44488.81 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 100000.00000000 PA 110319.93000000 0.016969057236 Long DBT CORP IT N 2 2024-12-04 Fixed 0.75000000 N N N N N N Low Income Investment Fund N/A 54750AAA4 310000.00000000 PA USD 316689.01000000 0.048712086172 Long DBT CORP US N 2 2026-07-01 Fixed 3.38600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9770.79000000 0.001502911529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 606705.30000000 USD 14293000.00000000 CZK 2019-12-13 9770.79 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 350000.00000000 PA 484330.88000000 0.074498220076 Long DBT CORP IT N 2 2022-01-28 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 1030272.23000000 PA USD 1136956.19000000 0.174882948738 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5969.11000000 0.000918149324 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 895140.00000000 EUR 992915.25000000 USD 2019-12-13 5969.11 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDL7 875922.61000000 PA USD 949011.39000000 0.145973883364 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1703.78000000 -0.00026206996 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 67769440000.00000000 IDR 4774008.66000000 USD 2020-01-31 -1703.78 N N N N/A N/A N/A 1.00000000 NC N/A -7173.08000000 -0.00110334012 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3274219.58000000 USD 5088000.00000000 NZD 2019-12-13 -7173.08 N N N BPER Banca N747OI7JINV7RUUH6190 N/A 1300000.00000000 PA 1511889.29000000 0.232553953729 Long DBT CORP IT N 2 2027-05-31 Variable 5.12500200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENSU4 809974.65000000 PA USD 877411.67000000 0.134960644444 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -8844.12000000 -0.00136037412 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2765245.75000000 USD 2500000.00000000 EUR 2019-12-13 -8844.12 N N N N/A N/A N/A 1.00000000 NC N/A 1281.18000000 0.000197066991 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1627544.55000000 USD 1259000.00000000 GBP 2019-12-13 1281.18 N N N N/A N/A N/A 1.00000000 NC N/A 15729.23000000 0.002419419629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2131261.70000000 USD 64882000.00000000 THB 2019-12-16 15729.23 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 390000.00000000 PA 546805.94000000 0.084107933107 Long DBT CORP IT N 2 2076-09-15 Variable 6.62499800 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAB7 850000.00000000 PA USD 913665.00000000 0.140537015203 Long DBT CORP KY N 2 2023-10-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -586.03000000 -0.00009014125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 895652.64000000 USD 57985000.00000000 RUB 2020-01-27 -586.03 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748AV4 1000000.00000000 PA USD 1049717.49000000 0.161464172154 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283F5 4895000.00000000 PA USD 5078944.90000000 0.781226988696 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -82440.24000000 -0.01268069288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1331405.34000000 GBP 1640059.58000000 USD 2019-12-13 -82440.24 N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 792000.00000000 PA USD 833817.03000000 0.128255056964 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26151.09000000 -0.00402247665 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 10709340.09000000 AUD 7219648.07000000 USD 2019-12-13 -26151.09 N N N N/A N/A N/A -320.00000000 NC USD 169407.68000000 0.026057745125 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2020-03-20 -45510000 USD 169407.68 N N N Dell International LLC N/A 24703DAZ4 1468000.00000000 PA USD 1596438.01000000 0.245558966231 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 200000.00000000 PA 222814.81000000 0.034272658294 Long DBT NUSS FR N 2 2027-09-03 Variable 0.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 N/A 640000.00000000 PA 694491.51000000 0.106824453053 Long DBT CORP US N 2 2032-03-19 Fixed 0.87500000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 647000.00000000 PA USD 708851.94000000 0.109033328264 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFX2 2800000.00000000 PA USD 2972101.08000000 0.457159040419 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6202.13000000 0.000953991712 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 714689.89000000 USD 557213.11000000 GBP 2019-12-13 6202.13 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 560000.00000000 PA 671271.38000000 0.103252807250 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 N/A 300000.00000000 PA 333073.26000000 0.051232258874 Long DBT CORP FR N 2 2031-11-27 Fixed 0.75000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAF5 743000.00000000 PA USD 759465.52000000 0.116818546546 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N Virginia Electric & Power Co. CQKUMNNZVDJLRYV2PT43 927804GB4 593000.00000000 PA USD 606387.85000000 0.093272631100 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 1344308.02000000 PA USD 1438615.53000000 0.221283219353 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4936.13000000 -0.00075925965 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 774377.29000000 USD 1022000.00000000 CAD 2019-12-13 -4936.13 N N N N/A N/A N/A 1.00000000 NC N/A 41030.39000000 0.006311162782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 185424432.00000000 JPY 1736777.06000000 USD 2019-12-13 41030.39 N N N N/A N/A N/A 1.00000000 NC N/A -191.76000000 -0.00002949590 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 347620.00000000 EUR 383080.37000000 USD 2019-12-13 -191.76 N N N N/A N/A N/A 1.00000000 NC N/A 3227.89000000 0.000496503670 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 469351.05000000 EUR 520715.89000000 USD 2019-12-13 3227.89 N N N N/A N/A N/A 1000000.00000000 PA 13793.81000000 0.002121719542 N/A DCR US N 2 JP Morgan Chase 8I5DZWZKVSZI1NUHU748 N/A N/A Y Payout of notional amount upon default event with regard to the reference instrument 2024-06-20 183805.95 USD 0 USD 1000000 EUR 13793.81 N N N Commercial Mortgage Trust N/A 12593FBD5 2234604.00000000 PA USD 2385743.68000000 0.366967428791 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.70800000 N N N N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 1075000.00000000 PA 1304571.73000000 0.200665032646 Long DBT CORP JE N 2 2023-07-31 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5250.17000000 0.000807564283 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 1187997.00000000 EUR 1315088.92000000 USD 2019-12-13 5250.17 N N N N/A N/A N/A 1.00000000 NC N/A 1933.24000000 0.000297364766 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 510986.34000000 EUR 565326.67000000 USD 2019-12-13 1933.24 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 800000.00000000 PA 911761.53000000 0.140244229562 Long DBT CORP CH N 2 2025-07-17 Variable 1.25000100 N N N N N N N/A N/A N/A 1.00000000 NC N/A 41920.89000000 0.006448136631 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 4150000.00000000 EUR 4617547.59000000 USD 2019-12-13 41920.89 N N N Canada 4BFD7AQU0A75QLAHK410 135087XG4 8335000.00000000 PA 9487392.34000000 1.459320212030 Long DBT NUSS CA N 2 2033-06-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14732.11000000 0.002266045834 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1617974.86000000 USD 1262000.00000000 GBP 2019-12-13 14732.11 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FETN0 2272000.00000000 PA USD 2456727.00000000 0.377885855044 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 N/A 700000.00000000 PA 764989.65000000 0.117668250477 Long DBT CORP FR N 2 2026-09-16 Fixed 0.12500000 N N N N N N AnaCap Financial Europe SA SICAV-RAIF 2221001M75L4SO9QJ626 N/A 1050000.00000000 PA 1030788.99000000 0.158552651090 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 46610.46000000 PA USD 49571.09000000 0.007624865819 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 620000.00000000 PA 427746.61000000 0.065794609438 Long DBT NUSS AU N 2 2021-01-13 Fixed 2.80000000 N N N N N N La Mondiale SAM 969500L0T16HX3R78P61 N/A 100000.00000000 PA 114438.46000000 0.017602556290 Long DBT CORP FR N 2 2029-04-24 Variable 4.37500000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BF5 462000.00000000 PA USD 489212.73000000 0.075249130560 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAW0 1023000.00000000 PA USD 1090920.22000000 0.167801843721 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69370RAD9 1150000.00000000 PA USD 1190615.00000000 0.183136574516 Long DBT NUSS ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 583000.00000000 PA USD 611806.29000000 0.094106078134 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 N/A 1420000.00000000 PA USD 1675600.00000000 0.257735409230 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 2405000.00000000 PA USD 2481173.18000000 0.381646087919 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 62030000000.00000000 PA 4728308.76000000 0.727293264040 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BH1 893000.00000000 PA USD 960787.49000000 0.147785245236 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -49060.26000000 -0.00754629158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2510738.73000000 USD 3638377.40000000 AUD 2019-12-13 -49060.26 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 741503BC9 461000.00000000 PA USD 492963.71000000 0.075826094254 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FG7B5 47225000.00000000 PA USD 585590.00000000 0.090073572625 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 0.25147100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -126.74000000 -0.00001949473 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 22342.21000000 GBP 28778.40000000 USD 2019-12-13 -126.74 N N N N/A N/A N/A 1.00000000 NC N/A -1712.66000000 -0.00026343585 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 258257.80000000 USD 5948000.00000000 CZK 2019-12-13 -1712.66 N N N N/A N/A N/A 1.00000000 NC N/A -199939.84000000 -0.03075410389 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17128116.36000000 NZD 10798164.04000000 USD 2019-12-13 -199939.84 N N N AIB Group plc 635400AKJBGNS5WNQL34 N/A 1700000.00000000 PA 1869688.48000000 0.287589475725 Long DBT CORP IE N 2 2029-11-19 Variable 1.87500100 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2455.87000000 0.000377754034 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 446656.50000000 EUR 494921.75000000 USD 2019-12-13 2455.87 N N N Serbia International Bond 254900W94OCY91V32O78 N/A 819000.00000000 PA 916180.52000000 0.140923944408 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Harbourview CLO VII-R Ltd. N/A 41165TAE1 2560000.00000000 PA USD 2494141.44000000 0.383640824013 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 3.70325200 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 7347000.00000000 PA 5998466.95000000 0.922664916514 Long DBT NUSS AU N 2 2035-06-21 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -18985.52000000 -0.00292029169 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4686927.66000000 USD 4233728.22000000 EUR 2019-12-13 -18985.52 N N N N/A N/A N/A 1.00000000 NC N/A -72934.33000000 -0.01121852434 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3889952000.00000000 KRW 3220425.53000000 USD 2019-12-03 -72934.33 N N N N/A N/A N/A 1.00000000 NC N/A -1118.84000000 -0.00017209637 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 694218.00000000 EUR 764298.61000000 USD 2019-12-13 -1118.84 N N N N/A N/A N/A 1.00000000 NC N/A -3.48000000 -0.00000053528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 239.68000000 USD 1000.00000000 BRL 2019-12-03 -3.48 N N N N/A N/A N/A 1.00000000 NC N/A -54459.46000000 -0.00837677918 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 3237800.80000000 USD 4705000.00000000 AUD 2019-12-13 -54459.46 N N N N/A N/A N/A 1.00000000 NC N/A -2005.73000000 -0.00030851494 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1220287.50000000 EUR 1343435.25000000 USD 2019-12-13 -2005.73 N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 N/A 250000.00000000 PA 271631.16000000 0.041781432431 Long DBT CORP LU N 2 2028-03-18 Fixed 0.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -74064.19000000 -0.01139231577 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6496112.22000000 USD 8530000.00000000 CAD 2019-12-13 -74064.19 N N N N/A N/A N/A 1.00000000 NC N/A 2642.52000000 0.000406463937 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 357515.44000000 EUR 396824.98000000 USD 2019-12-13 2642.52 N N N N/A N/A N/A 1.00000000 NC N/A 531.62000000 0.000081772080 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 596425.03000000 EUR 658126.39000000 USD 2019-12-13 531.62 N N N N/A N/A N/A 1.00000000 NC N/A 5903.92000000 0.000908122008 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16109000.00000000 NOK 1753083.16000000 USD 2019-12-13 5903.92 N N N N/A N/A N/A 1.00000000 NC N/A 1599.73000000 0.000246065329 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 100000.00000000 EUR 111855.80000000 USD 2019-12-13 1599.73 N N N Richemont International Holding SA 549300V9893NUQX6X069 N/A 900000.00000000 PA 1086746.10000000 0.167159793991 Long DBT CORP LU N 2 2030-03-26 Fixed 1.50000000 N N N N N N Virgin Money UK plc 213800ZK9VGCYYR6O495 N/A 1100000.00000000 PA 1566386.73000000 0.240936574880 Long DBT CORP GB N 2 2024-06-08 Variable 9.25000200 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5749.40000000 0.000884354238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2502060.31000000 USD 3905587.45000000 NZD 2019-12-13 5749.4 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAH3 263000.00000000 PA USD 264315.00000000 0.040656084203 Long DBT CORP US Y 2 2029-11-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5765.03000000 0.000886758394 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 934959.69000000 USD 3267000.00000000 ILS 2019-12-13 5765.03 N N N Republic of Italy 815600DE60799F5A9309 N/A 5920000.00000000 PA 7572907.95000000 1.164840373332 Long DBT NUSS IT N 2 2040-03-01 Fixed 3.10000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DB2 844000.00000000 PA USD 889687.15000000 0.136848819343 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2267.44000000 0.000348770336 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 322462.71000000 USD 251000.00000000 GBP 2019-12-13 2267.44 N N N Tengizchevroil Finance Co. International Ltd. N/A 88034QAA5 1700000.00000000 PA USD 1784405.00000000 0.274471444800 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N 2019-12-30 MFS Series Trust X Kasey Phillips Kasey Phillips Assistant Treasurer