NPORT-P false 0000783740 XXXXXXXX S000028956 C000088936 C000088942 C000088935 C000088940 C000120923 C000088941 C000088938 C000088937 C000088939 MFS Series Trust X 811-04492 0000783740 5493001MUVNRNUPJY164 111 Huntington Avenue Boston 02199 617-954-5000 MFS Global Opportunistic Bond Fund S000028956 XE280U8NKIY4V6K1JN70 2021-11-30 2021-11-30 N 1226756574.77 35706034.79 1191050539.98 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20079523.14000000 0.00000000 0.00000000 7796.94000000 AUD BRL CAD CLP CNY CZK EUR GBP HUF INR JPY KRW MXN NOK NZD PLN RUB SEK THB TWD USD UYU ZAR N N/A N/A N/A 1.00000000 NC N/A 61102.75000000 0.005130155937 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 98638421.65000000 BRL 17249756.77000000 USD 2022-03-03 61102.75000000 N N N GNMA 549300M8ZYFG0OCMTT87 21H0326C9 775000.00000000 PA USD 809451.17000000 0.067961110198 Long ABS-MBS USGA US N 2 2051-12-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 26278.86000000 0.002206359773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3821449.67000000 CAD 3018100.68000000 USD 2021-12-15 26278.86000000 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 N/A 651000.00000000 PA 739244.13000000 0.062066562684 Long DBT CORP US N 2 2033-10-14 Fixed 0.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -106599.57000000 -0.00895004589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3892734.85000000 USD 3332664.00000000 EUR 2022-01-14 -106599.57000000 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAQ4 931000.00000000 PA USD 1017310.66000000 0.085412887686 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N STWD Ltd. N/A 78486BAG9 238000.00000000 PA USD 237804.17000000 0.019965917651 Long ABS-CBDO CORP KY Y 2 2038-04-18 Floating 2.18887920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 140164.39000000 0.011768131182 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5780000.00000000 EUR 6706641.51000000 USD 2022-01-14 140164.39000000 N N N Medco Bell Pte. Ltd. 2549003PNDCWIWGKC768 N/A 1000000.00000000 PA USD 963000.00000000 0.080852992184 Long DBT CORP SG N 2 2027-01-30 Fixed 6.37500000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAN6 382000.00000000 PA USD 369730.86000000 0.031042415715 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 1160000.00000000 PA -8102.21000000 -0.00068025744 N/A DCR DE N 2 Barclays Bank 213800UUGANOMFJ9X769 N/A Daimler AG Y Payout of notional amount upon default event with regard to the reference instrument 2031-12-20 12799.53000000 USD 0.00000000 USD 1160000.00000000 EUR -8102.21000000 N N N CPI Property Group SA 222100CO2ZOTEPGJO223 N/A 920000.00000000 PA 1236161.51000000 0.103787494191 Long DBT CORP LU N 2 2028-01-22 Fixed 2.75000000 N N N N N N Emirates NBD Bank PJSC 54930029BCN8HF3B1286 N/A 2400000.00000000 PA USD 2578800.00000000 0.216514741687 Long DBT CORP AE N 2 2026-04-09 Variable 6.12500040 N N N N N N Targa Resources Partners LP N/A 87612BBN1 2885000.00000000 PA USD 3195656.80000000 0.268305726141 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AA5 1264000.00000000 PA USD 1277625.25000000 0.107268768798 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N QBE Insurance Group Ltd. 549300D2FBW76FPUSG65 N/A 685000.00000000 PA 878166.35000000 0.073730401903 Long DBT CORP AU N 2 2038-09-13 Variable 2.50000180 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 2589254.00000000 PA USD 370083.11000000 0.031071990446 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.98485640 N N N N N N N/A N/A N/A 1.00000000 NC N/A 69133.50000000 0.005804413639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2629266.49000000 USD 15170000.00000000 BRL 2021-12-02 69133.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -228692.45000000 -0.01920090225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5604679.01000000 USD 7877892.02000000 NZD 2021-12-15 -228692.45000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AB6 1760000.00000000 PA USD 2068017.60000000 0.173629710124 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 122552.81000000 0.010289471847 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 9385371430.00000000 KRW 8021684.98000000 USD 2021-12-13 122552.81000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 N/A 1180000.00000000 PA 1320176.55000000 0.110841354391 Long DBT CORP US N 2 2031-03-22 Variable 0.69400005 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBE7 821000.00000000 PA USD 865689.62000000 0.072682861972 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N BANK N/A 06541JAR2 11382461.31580000 PA USD 849909.04000000 0.071357932469 Long ABS-MBS CORP US N 2 2063-06-15 Variable 1.08860040 N N N N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121AC4 1928000.00000000 PA USD 1938310.87000000 0.162739598777 Long DBT CORP US N 2 2030-11-18 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 86468.03000000 0.007259811997 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 25832000.00000000 SEK 2956673.92000000 USD 2022-01-14 86468.03000000 N N N N/A N/A N/A -62.00000000 NC USD -111147.03000000 -0.00933184833 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Note 2022-03-22 -8110375.00000000 USD -111147.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 501936.60000000 0.042142342675 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94231505.74000000 SEK 10958859.37000000 USD 2021-12-15 501936.60000000 N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 N/A 1469000.00000000 PA 1740962.60000000 0.146170337996 Long DBT NUSS TG N 2 2033-01-22 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 68708.11000000 0.005768698110 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 4720584.96000000 AUD 3435671.95000000 USD 2022-01-14 68708.11000000 N N N Synthos SA 259400WX4QZCOHJVWM18 N/A 1286000.00000000 PA 1396468.38000000 0.117246777791 Long DBT CORP PL Y 2 2028-06-07 Fixed 2.50000000 N N N N N N SBB Treasury OYJ 5493003HHOCW6FIMH724 N/A 730000.00000000 PA 791136.21000000 0.066423395434 Long DBT CORP FI N 2 2028-12-14 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMUX7 446616.45000000 PA USD 491851.54000000 0.041295606146 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 20582743.68160000 PA USD 884205.85000000 0.074237475264 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.62519400 N N N N N N Credit Logement SA 969500FYPDQY3Y12Z881 N/A 1100000.00000000 PA 1241409.69000000 0.104228128725 Long DBT CORP FR N 2 2034-02-15 Variable 1.08099860 N N N N N N Becton Dickinson Euro Finance SARL 549300W40NLZ25XUTH09 N/A 655000.00000000 PA 732600.72000000 0.061508785346 Long DBT CORP LU N 2 2036-02-12 Fixed 1.21300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4599.47000000 0.000386169171 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 195340.53000000 EUR 226519.73000000 USD 2022-01-14 4599.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -12531.13000000 -0.00105210732 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 899469.00000000 EUR 1009327.45000000 USD 2022-01-14 -12531.13000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 1958000.00000000 PA USD 1921172.49000000 0.161300669074 Long DBT CORP US N 2 2032-07-21 Variable 2.38299840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 340925.76000000 0.028623954110 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 11952412.68000000 EUR 13919687.77000000 USD 2022-01-14 340925.76000000 N N N FNMA or FHLMC N/A 01F0224C6 1100000.00000000 PA USD 1140465.69000000 0.095752921619 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 2.50000000 N N N N N N ContourGlobal Power Holdings SA 549300O5AGIFK0PQ1516 N/A 679000.00000000 PA 756577.96000000 0.063521902270 Long DBT CORP LU N 2 2028-01-01 Fixed 3.12500000 N N N N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 750000.00000000 PA 922205.33000000 0.077427892355 Long DBT CORP GB N 2 2044-07-03 Variable 3.87500060 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 2931170.00000000 PA USD 371527.26000000 0.031193240549 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70397000 N N N N N N Bermuda 549300FP5PUZXX9FVJ40 085209AG9 508000.00000000 PA USD 499745.00000000 0.041958337049 Long DBT NUSS BM Y 2 2030-08-20 Fixed 2.37500000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 N/A 1200000.00000000 PA USD 1146012.00000000 0.096218586997 Long DBT NUSS MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PAP3 667000.00000000 PA USD 747470.46000000 0.062757241184 Long DBT CORP US N 2 2025-12-01 Fixed 4.75000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAC6 1200000.00000000 PA USD 1288319.80000000 0.108166677798 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 400000.00000000 PA 520486.04000000 0.043699744261 Long DBT CORP DE N 2 2028-12-22 Variable 1.87500135 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 44593866.85000000 NS USD 44593866.85000000 3.744078471325 Long STIV RF US N 1 N N N N/A N/A N/A 44.00000000 NC USD 177859.04000000 0.014932954902 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2022-03-22 7133500.00000000 USD 177859.04000000 N N N AerCap Ireland Capital DAC N/A 00774MAB1 1489000.00000000 PA USD 1576128.82000000 0.132330977325 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 741503AW6 1076000.00000000 PA USD 1147674.91000000 0.096358204079 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Indian Railway Finance Corp. Ltd. 335800F2JHSOGXQEBY56 45434M2C5 2100000.00000000 PA USD 2037514.12000000 0.171068653395 Long DBT NUSS IN N 2 2031-02-10 Fixed 2.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 34184.32000000 0.002870098190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5378636.03000000 USD 34488000.00000000 CNY 2021-12-13 34184.32000000 N N N Benchmark Mortgage Trust N/A 08163DAE7 2120000.00000000 PA USD 2190400.54000000 0.183904919772 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.57700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -913166.53000000 -0.07666899928 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 23280017.21000000 USD 31359000.00000000 AUD 2022-01-14 -913166.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 205084.47000000 0.017218788213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50935000.00000000 SEK 5864496.72000000 USD 2022-01-14 205084.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -9947.57000000 -0.00083519293 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 247070000.00000000 TWD 8875278.40000000 USD 2022-01-21 -9947.57000000 N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAC7 971000.00000000 PA USD 1083263.30000000 0.090950237931 Long DBT CORP US Y 2 2049-09-23 Fixed 3.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 16016.55000000 0.001344741424 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 608527.08000000 EUR 707345.12000000 USD 2022-01-14 16016.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 142113.64000000 0.011931789225 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 6515240.78000000 EUR 7543874.81000000 USD 2022-01-14 142113.64000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJM64 291691.04000000 PA USD 323684.66000000 0.027176400088 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Dominican Republic N/A N/A 2900000.00000000 PA USD 2697000.00000000 0.226438753811 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N Landsbankinn HF 549300TLZPT6JELDWM92 N/A 1440000.00000000 PA 1617436.02000000 0.135799108913 Long DBT CORP IS N 2 2025-05-23 Fixed 0.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8888.80000000 0.000746299145 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 790768.00000000 CAD 627982.90000000 USD 2021-12-15 8888.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -3071.22000000 -0.00025785807 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 75804.29000000 USD 101973.96000000 AUD 2022-01-14 -3071.22000000 N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 88034QAA5 1700000.00000000 PA USD 1802000.00000000 0.151295007181 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14121.33000000 0.001185619713 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 648845.19000000 EUR 751254.05000000 USD 2022-01-14 14121.33000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 4252000.00000000 PA USD 4482719.90000000 0.376366892044 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FG7B5 47225000.00000000 PA USD 468127.26000000 0.039303727615 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 0.25243560 N N N N N N Harbourview CLO VII-R N/A 41165TAE1 2560000.00000000 PA USD 2534018.56000000 0.212754914669 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 1.82225160 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 742000.00000000 PA USD 837741.45000000 0.070336347776 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 3440000.00000000 PA USD 3103224.00000000 0.260545115075 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 18829710000.00000000 PA 15471550.66000000 1.298983556168 Long DBT NUSS KR N 2 2029-06-10 Fixed 1.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 2395024.00000000 PA USD 329637.21000000 0.027676173171 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91472480 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A 810000.00000000 PA 928403.81000000 0.077948313596 Long DBT CORP US N 2 2033-04-29 Variable 1.10200070 N N N N N N CARS-DB4 LP N/A 12510HAD2 493634.44000000 PA USD 498448.81000000 0.041849509594 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AF9 1751000.00000000 PA USD 1759255.26000000 0.147706180463 Long DBT CORP CA Y 2 2024-04-06 Fixed 1.60000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68333ZAL1 16733000.00000000 PA 11018014.76000000 0.925066937981 Long DBT NUSS CA N 2 2051-12-02 Fixed 1.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -43457.38000000 -0.00364865961 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1719598.17000000 USD 2350000.00000000 AUD 2022-01-14 -43457.38000000 N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAD5 2129000.00000000 PA USD 2155709.69000000 0.180992293579 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N JBS Finance Luxembourg SARL N/A 46592QAA7 795000.00000000 PA USD 787304.40000000 0.066101678608 Long DBT CORP LU Y 2 2032-01-15 Fixed 3.62500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 600000.00000000 PA 682836.17000000 0.057330578936 Long DBT NUSS FR N 2 2027-12-01 Variable 2.62499970 N N N N N N Dominican Republic N/A N/A 1300000.00000000 PA USD 1293513.00000000 0.108602696240 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 3700000.00000000 PA USD 3446550.00000000 0.289370592120 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGM0 2105000.00000000 PA USD 2083521.36000000 0.174931397960 Long DBT CORP US Y 2 2032-03-15 Fixed 2.35500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 31467.12000000 0.002641963455 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12796409.85000000 USD 11291462.30000000 EUR 2022-01-14 31467.12000000 N N N Republic of Italy 815600DE60799F5A9309 N/A 5409000.00000000 PA 6030774.64000000 0.506340783834 Long DBT NUSS IT N 2 2051-09-01 Fixed 1.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 15751285.92790000 PA USD 413118.43000000 0.034685214114 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.42257160 N N N N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 N/A 1125000.00000000 PA 1237617.26000000 0.103909718224 Long DBT CORP AU N 2 2033-03-15 Fixed 1.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSRJ4 62189000.00000000 PA USD 665055.38000000 0.055837712815 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.32424480 N N N N N N Industrial & Commercial Bank of China Ltd. 5493002ERZU2K9PZDL40 N/A 1700000.00000000 PA USD 1867532.54000000 0.156797086044 Long DBT NUSS CN N 2 2025-09-21 Fixed 4.87500000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 300000.00000000 PA 339351.53000000 0.028491782557 Long DBT NUSS FR N 2 2033-11-29 Fixed 1.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 N/A 1110000.00000000 PA 1476672.62000000 0.123980685154 Long DBT CORP US N 2 2031-09-24 Fixed 2.12500000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 N/A 1500000.00000000 PA USD 1671750.00000000 0.140359283160 Long DBT NUSS GT N 2 2050-06-01 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12420.45000000 0.001042814690 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 586716.13000000 EUR 678129.44000000 USD 2021-12-15 12420.45000000 N N N Go Daddy Operating Co. LLC N/A 38016LAC9 3795000.00000000 PA USD 3609348.60000000 0.303039080109 Long DBT CORP US Y 2 2029-03-01 Fixed 3.50000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAQ2 1104000.00000000 PA USD 1252006.71000000 0.105117849157 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N Holcim Finance Luxembourg SA 529900XU3Z9D2HLBR716 N/A 850000.00000000 PA 918776.04000000 0.077139970904 Long DBT CORP LU N 2 2031-04-23 Fixed 0.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 442032.60000000 0.037112833180 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96491421.65000000 BRL 17605674.76000000 USD 2021-12-02 442032.60000000 N N N JAB Holdings BV 529900RRNKUM3INJGF98 N/A 800000.00000000 PA 955403.96000000 0.080215232513 Long DBT CORP NL N 2 2039-12-19 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 652173.36000000 PA USD 699552.24000000 0.058734051706 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Cellnex Finance Co. SA 549300OUROMFTRFA7T23 N/A 3600000.00000000 PA 3894912.25000000 0.327014859509 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043AE1 880000.00000000 PA USD 885258.02000000 0.074325814924 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDL7 422483.07000000 PA USD 466623.59000000 0.039177480244 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 -1323127.14000000 -0.11108908443 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 31677536.94000000 USD 274562010.41000000 NOK 2021-12-15 -1323127.14000000 N N N Wynn Resorts Finance LLC N/A 983133AA7 2485000.00000000 PA USD 2429087.50000000 0.203944956025 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 22919.88000000 0.001924341514 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 918992.62000000 AUD 678122.82000000 USD 2021-12-15 22919.88000000 N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BK7 1084000.00000000 PA USD 1246773.44000000 0.104678466458 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Switch Ltd. 5493002D70VTFFLT8L43 87105NAA8 3175000.00000000 PA USD 3143250.00000000 0.263905677760 Long DBT CORP US Y 2 2028-09-15 Fixed 3.75000000 N N N N N N MDGH GMTN RSC Ltd. 213800WRY6FRL9IXLT77 N/A 836000.00000000 PA USD 864215.00000000 0.072559053624 Long DBT CORP AE N 2 2024-11-07 Fixed 2.50000000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAC9 1450000.00000000 PA USD 1428250.00000000 0.119915146507 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 N/A 1330000.00000000 PA 1748640.51000000 0.146814971430 Long DBT CORP IT N 2 2036-03-11 Fixed 2.62500000 N N N N N N Credit Agricole Assurances SA 969500K2MUPSI57XK083 N/A 700000.00000000 PA 819257.97000000 0.068784484159 Long DBT CORP FR N 2 2030-07-17 Fixed 2.00000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 1600000.00000000 PA USD 1494609.15000000 0.125486627127 Long DBT CORP NL N 2 2050-08-03 Fixed 4.02700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6052.40000000 0.000508156438 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 230253.48000000 EUR 267636.17000000 USD 2022-01-14 6052.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 186110.25000000 0.015625722314 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66487298.38000000 ZAR 4358602.44000000 USD 2021-12-15 186110.25000000 N N N Energuate Trust 549300RVM37LH8GY7E41 N/A 1500000.00000000 PA USD 1550625.00000000 0.130189689517 Long DBT CORP KY N 2 2027-05-03 Fixed 5.87500000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 N/A 2389000.00000000 PA USD 2591109.40000000 0.217548232675 Long DBT NUSS US N 2 2031-10-22 Fixed 4.70000000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 1029000.00000000 PA USD 956613.97000000 0.080316824340 Long DBT NUSS UA N 2 2029-05-21 Fixed 6.87600000 N N N N N N Republic of Cyprus 213800IOEYYAHPDLUL60 N/A 4623000.00000000 PA 5240595.52000000 0.439997745191 Long DBT NUSS CY N 2 2030-01-21 Fixed 0.62500000 N N N N N N Leviathan Bond Ltd. 254900D9T8VKYVQNZ220 N/A 1600000.00000000 PA USD 1676000.00000000 0.140716111008 Long DBT CORP IL Y 2 2030-06-30 Fixed 6.75000000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 6416067.35530000 PA USD 529423.72000000 0.044450147347 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.27288440 N N N N N N Ardagh Metal Packaging Finance USA LLC N/A N/A 550000.00000000 PA 607610.98000000 0.051014710090 Long DBT CORP US N 2 2029-09-01 Fixed 3.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BH1 2272000.00000000 PA USD 2484468.69000000 0.208594732683 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAX8 1954000.00000000 PA USD 2019452.94000000 0.169552245871 Long DBT CORP US N 2 2027-01-15 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 5029261.18000000 0.422254221058 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 101010619.02000000 EUR 119639502.43000000 USD 2021-12-15 5029261.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 142590.55000000 0.011971830347 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53538000.00000000 SEK 6083732.28000000 USD 2021-12-15 142590.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -113432.40000000 -0.00952372684 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37466000.00000000 CNY 5766778.90000000 USD 2021-12-13 -113432.40000000 N N N PFP Ltd. N/A 69290LAC1 871956.49000000 PA USD 867671.70000000 0.072849276405 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 1.24112880 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 2985000.00000000 PA USD 2955030.60000000 0.248102872280 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Groupe des Assurances du Credit Mutuel SADIR 96950090CGKLVXEKWF10 N/A 800000.00000000 PA 909314.13000000 0.076345553734 Long DBT CORP FR N 2 2042-04-21 Variable 1.84999885 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 1200000.00000000 PA USD 1268400.00000000 0.106494221481 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -473600.81000000 -0.03976328410 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 14705407.98000000 USD 18171678.52000000 CAD 2022-01-14 -473600.81000000 N N N FNMA or FHLMC N/A 01F0326C3 175000.00000000 PA USD 183982.42000000 0.015447070785 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.50000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAD7 1077000.00000000 PA USD 1038271.08000000 0.087172713931 Long DBT NUSS MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9894125.46000000 0.830705761668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 199480626.51000000 EUR 236231939.75000000 USD 2021-12-15 9894125.46000000 N N N TRTX Issuer Ltd. N/A 87276WAC7 800000.00000000 PA USD 798046.40000000 0.067003571486 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 1.48888080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12653.10000000 0.001062347866 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1646112.56000000 CAD 1301865.68000000 USD 2022-01-14 12653.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 14239.82000000 0.001195568073 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 517561.20000000 EUR 602224.90000000 USD 2022-01-14 14239.82000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 3408930.00000000 PA USD 439793.90000000 0.036924873062 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.76594400 N N N N N N N/A N/A N/A 1.00000000 NC N/A 143698.15000000 0.012064823882 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 4589617.64000000 GBP 6252893.24000000 USD 2022-01-14 143698.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -142800.61000000 -0.01198946687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5126014.31000000 USD 112129000.00000000 CZK 2021-12-15 -142800.61000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 99645.52000000 PA USD 102828.64000000 0.008633440525 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N RAC Bond Co. plc 2138008FCM2SUNLC7B21 N/A 1950000.00000000 PA 2526122.73000000 0.212091984781 Long DBT CORP GB Y 2 2027-11-04 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 97274.10000000 0.008167084160 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3211490.47000000 GBP 4372057.61000000 USD 2022-01-14 97274.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 11112.34000000 0.000932986437 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 358086.96000000 GBP 487458.77000000 USD 2021-12-15 11112.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 34960.14000000 0.002935235645 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11831594.55000000 USD 1340184000.00000000 JPY 2022-01-14 34960.14000000 N N N Cenovus Energy, Inc. 549300NKHFE6ZRF37I48 15135UAW9 875000.00000000 PA USD 844109.68000000 0.070871021141 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 35868.99000000 PA USD 39468.97000000 0.003313794727 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 603027.82000000 0.050629910298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 99507000.00000000 NOK 11601194.82000000 USD 2022-01-14 603027.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1036491.71000000 -0.08702331892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 333058000.00000000 CNY 51227082.56000000 USD 2021-12-15 -1036491.71000000 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864AG2 3620000.00000000 PA USD 3579275.00000000 0.300514115887 Long DBT CORP US Y 2 2029-03-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPUM4 347159.10000000 PA USD 384067.63000000 0.032246123662 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAD6 3415000.00000000 PA USD 3495517.16000000 0.293481850069 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 211165.51000000 PA USD 234007.73000000 0.019647170472 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N N/A N/A N/A -482.00000000 NC -20777.24000000 -0.00174444654 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2021-12-08 -83082340.00000000 EUR -53102.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -359541.47000000 -0.03018691969 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11842777.29000000 USD 387697000.00000000 THB 2022-02-18 -359541.47000000 N N N VTR Comunicaciones SpA 213800XDZJKMC1AEUV94 N/A 1200000.00000000 PA USD 1223940.00000000 0.102761382402 Long DBT CORP CL N 2 2028-01-15 Fixed 5.12500000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YBC3 1374000.00000000 PA USD 1352128.30000000 0.113524007135 Long DBT CORP US N 2 2031-12-01 Fixed 2.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7020.65000000 -0.00058945021 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 364409.19000000 USD 314583.56000000 EUR 2022-01-14 -7020.65000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENSU4 415068.37000000 PA USD 459860.92000000 0.038609689896 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 N/A 1500000.00000000 PA 1666718.74000000 0.139936861119 Long DBT NUSS BJ N 2 2052-01-19 Fixed 6.87500000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880KAG9 1049500.00000000 PA USD 1043015.14000000 0.087571022806 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 1.93925160 N N N N N N FNMA or FHLMC N/A 01F020612 5075000.00000000 PA USD 5067863.28000000 0.425495233819 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 2.00000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 N/A 2765000000.00000000 PA 3113423.92000000 0.261401495191 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.70000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 917288BM3 258939000.00000000 PA 5620159.95000000 0.471865782462 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAD6 1315000.00000000 PA USD 1320509.85000000 0.110869338090 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N PFP Ltd. N/A 69290LAE7 684965.82000000 PA USD 680757.39000000 0.057156045620 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 1.49113080 N N N N N N Dua Capital Ltd. 213800ILVLALFTITCB43 N/A 2400000.00000000 PA USD 2391494.40000000 0.200788658392 Long DBT CORP MY N 2 2031-05-11 Fixed 2.78000000 N N N N N N N/A N/A N/A -603.00000000 NC USD -1930075.07000000 -0.16204812518 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2022-03-22 -88575046.88000000 USD -1930075.07000000 N N N Romania 315700IASY927EDWBK92 N/A 2220000.00000000 PA 2338189.87000000 0.196313237055 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N ADLER Group SA 391200OYYFJ3DWAMEC69 N/A 500000.00000000 PA 467498.71000000 0.039250954876 Long DBT CORP LU N 2 2026-11-13 Fixed 2.75000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 N/A 290000.00000000 PA 322321.75000000 0.027061970855 Long DBT CORP GB N 2 2032-09-14 Variable 1.04299845 N N N N N N N/A N/A N/A -44.00000000 NC -397886.98000000 -0.03340638928 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-buxl 2021-12-08 -9597280.00000000 EUR -396379.02000000 N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 N/A 1764000.00000000 PA 1977346.01000000 0.166016969358 Long DBT CORP US Y 2 2031-08-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 33596.81000000 0.002820771148 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1800000.00000000 EUR 2078520.48000000 USD 2022-01-14 33596.81000000 N N N BXMT Ltd. N/A 05609GAC2 1100000.00000000 PA USD 1100032.01000000 0.092358130329 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 1.38888000 N N N N N N Garfunkelux Holdco 3 SA 2221007QVSNJV7EWBX69 N/A 2150000.00000000 PA 2956039.99000000 0.248187620153 Long DBT CORP LU N 2 2025-11-01 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 106428.48000000 0.008935681268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18249000.00000000 NOK 2123960.42000000 USD 2021-12-15 106428.48000000 N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 1100000.00000000 PA USD 1221011.00000000 0.102515465046 Long DBT NUSS PY N 2 2048-03-13 Fixed 5.60000000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAC4 3745000.00000000 PA USD 3969700.00000000 0.333294001114 Long DBT CORP US N 2 2028-07-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 246710.14000000 PA USD 253776.42000000 0.021306939670 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Peach Property Finance GmbH 5299006REENAMLK8A121 N/A 3300000.00000000 PA 3817381.47000000 0.320505414494 Long DBT CORP DE N 2 2025-11-15 Fixed 4.37500000 N N N N N N BBCMS Trust N/A 05551VBK8 9824058.42900000 PA USD 939889.28000000 0.078912627839 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.43165880 N N N N N N N/A N/A N/A 1.00000000 NC N/A -128858.38000000 -0.01081888431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5974881.06000000 USD 5145835.50000000 EUR 2022-01-14 -128858.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 103722.33000000 0.008708474285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 765543405.00000000 JPY 6877814.58000000 USD 2021-12-15 103722.33000000 N N N Russian Federation 5493004EHVGF71PDBU58 N/A 1200000.00000000 PA USD 1328760.00000000 0.111562016505 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N Hungary 5299003F3UFKGCCMAP43 445545AM8 1195000.00000000 PA USD 1156162.50000000 0.097070817836 Long DBT NUSS HU Y 2 2031-09-22 Fixed 2.12500000 N N N N N N Global Aircraft Leasing Co. Ltd. N/A 37960JAA6 2935000.00000000 PA USD 2844543.30000000 0.238826414540 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 1200000.00000000 PA 1364716.98000000 0.114580946331 Long DBT CORP NL N 2 2028-08-03 Fixed 1.53900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -408.36000000 -0.00003428569 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 90733000.00000000 RUB 1221172.57000000 USD 2021-12-15 -408.36000000 N N N DS Smith plc 39RSBE4RCI4M15BLWH36 N/A 470000.00000000 PA 655195.47000000 0.055009879766 Long DBT CORP GB N 2 2029-07-26 Fixed 2.87500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AD6 3040000.00000000 PA USD 3031472.80000000 0.254520920669 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 36197.98000000 PA USD 39621.59000000 0.003326608625 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 172258.13000000 0.014462705335 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6477225.91000000 EUR 7521549.04000000 USD 2021-12-15 172258.13000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAN4 2037000.00000000 PA USD 1930499.53000000 0.162083762627 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 1220000.00000000 PA 1420025.34000000 0.119224608220 Long DBT CORP IT N 2 2026-12-10 Variable 2.24999870 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1500000.00000000 PA USD 1317570.00000000 0.110622509773 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05290000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 18010.27000000 0.001512133145 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 964415.55000000 GBP 1301734.36000000 USD 2022-01-14 18010.27000000 N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 N/A 920000.00000000 PA 1020532.60000000 0.085683400136 Long DBT CORP AU N 2 2029-03-15 Fixed 0.75000000 N N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 30216KAF9 1800000.00000000 PA USD 1679900.31000000 0.141043579059 Long DBT NUSS IN N 2 2031-01-13 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 83689.21000000 0.007026503678 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6768546000.00000000 KRW 5780388.57000000 USD 2021-12-13 83689.21000000 N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAH4 1940000.00000000 PA USD 1978800.00000000 0.166139045622 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 1632000.00000000 PA USD 1639114.61000000 0.137619232348 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Benchmark Mortgage Trust N/A 08163EBE4 19833566.47770000 PA USD 1304281.12000000 0.109506782140 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.99900000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAC8 2775000.00000000 PA USD 2844375.00000000 0.238812284157 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 202637.95000000 0.017013379634 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7117520.80000000 AUD 5279219.63000000 USD 2022-01-14 202637.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -26296.31000000 -0.00220782486 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1585180.35000000 USD 35099000.00000000 CZK 2022-01-14 -26296.31000000 N N N Charter Communications Operating LLC N/A 161175BT0 942000.00000000 PA USD 1061064.12000000 0.089086406024 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 11961690.00000000 PA USD 878526.32000000 0.073760624802 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.03852080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 61633.70000000 0.005174734230 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7809000.00000000 NZD 5390607.36000000 USD 2021-12-15 61633.70000000 N N N Plains All American Pipeline LP N/A 72650RBM3 1820000.00000000 PA USD 1885954.20000000 0.158343759285 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 N/A 1265000.00000000 PA USD 1258320.80000000 0.105647976954 Long DBT CORP IL Y 2 2032-01-21 Variable 3.25500065 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 17477885.97140000 PA USD 1482156.19000000 0.124441082913 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.35415080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -119600.25000000 -0.01004157640 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3186174.40000000 USD 2303806.41000000 GBP 2022-01-14 -119600.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -54993.47000000 -0.00461722388 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1573241.65000000 USD 1140605.03000000 GBP 2022-01-14 -54993.47000000 N N N Trustees of the University of Pennsylvania (The) 549300FG60YK9HZ7DS75 91481CAD2 1894000.00000000 PA USD 1879372.56000000 0.157791168125 Long DBT CORP US N 2 2050-10-01 Fixed 2.39600000 N N N N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 1139000.00000000 PA 1642690.30000000 0.137919445469 Long DBT CORP GB N 2 2055-06-03 Variable 3.99999850 N N N N N N N/A N/A N/A 1.00000000 NC N/A 93681.56000000 0.007865456322 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3660108.66000000 EUR 4251816.47000000 USD 2022-01-14 93681.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1006854.38000000 0.084534983714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40365860.77000000 AUD 29786009.03000000 USD 2021-12-15 1006854.38000000 N N N Republic of Italy 815600DE60799F5A9309 N/A 20202000.00000000 PA 22235735.99000000 1.866901130020 Long DBT NUSS IT Y 2 2031-08-01 Fixed 0.60000000 N N N N N N TI Automotive Finance plc 549300MZ54ZRN8UFQS35 N/A 1050000.00000000 PA 1197302.04000000 0.100524872774 Long DBT CORP GB N 2 2029-04-15 Fixed 3.75000000 N N N N N N BANK N/A 06541TBF5 2230142.00000000 PA USD 2199138.57000000 0.184638560344 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.99700000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709GJ5 765000.00000000 PA 638349.37000000 0.053595489743 Long DBT NUSS CA N 2 2050-06-18 Fixed 2.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -814.37000000 -0.00006837409 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1222408.77000000 USD 90734000.00000000 RUB 2021-12-15 -814.37000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 20489.74000000 PA USD 22511.35000000 0.001890041542 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDT6 670000.00000000 PA USD 737343.09000000 0.061906952329 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAE2 3300000.00000000 PA USD 3300998.25000000 0.277150140921 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 1.83949920 N N N N N N BANK N/A 06542BBN6 7825940.98570000 PA USD 451203.84000000 0.037882845845 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.89227800 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38195.95000000 0.003206912613 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 887324.56000000 GBP 1219304.98000000 USD 2022-01-14 38195.95000000 N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 1344000.00000000 PA USD 1282848.00000000 0.107707268242 Long DBT NUSS MX Y 2 2033-07-26 Fixed 3.87500000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 41800000.00000000 PA 487078.07000000 0.040894828023 Long DBT NUSS JP N 2 2037-03-20 Fixed 2.40000000 N N N N N N United States Small Business Administration N/A 83162CVK6 328942.54000000 PA USD 334489.37000000 0.028083558066 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N STWD Ltd. N/A 78486BAE4 1223000.00000000 PA USD 1221578.26000000 0.102563091908 Long ABS-CBDO CORP KY Y 2 2038-04-18 Floating 1.88888040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10215.74000000 -0.00085770835 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3071148.45000000 USD 3636854000.00000000 KRW 2021-12-13 -10215.74000000 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BN4 1696000.00000000 PA USD 1676222.05000000 0.140734754213 Long DBT CORP AU Y 2 2031-03-11 Fixed 2.68800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 38861.43000000 0.003262785977 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1639073.23000000 EUR 1900961.23000000 USD 2022-01-14 38861.43000000 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABB0 991000.00000000 PA USD 1048317.34000000 0.088016192832 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N N/A N/A N/A -96.00000000 NC USD -47440.13000000 -0.00398304928 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2022-03-31 -20998500.10000000 USD -47440.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -62494.43000000 -0.00524700068 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 907579395.00000000 JPY 7973596.53000000 USD 2022-01-14 -62494.43000000 N N N Benchmark Mortgage Trust N/A 08163GAZ3 21151062.00000000 PA USD 2011889.02000000 0.168917182979 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.40443560 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A 03882KAJ1 4500000.00000000 PA USD 4645644.75000000 0.390045979919 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 2.57470000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 50231.38000000 0.004217401219 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 2099377.87000000 EUR 2435268.88000000 USD 2022-01-14 50231.38000000 N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 3255000.00000000 PA USD 3018117.38000000 0.253399606371 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 116082.30000000 0.009746211105 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 25589000.00000000 NZD 17572558.69000000 USD 2022-01-14 116082.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -44950.06000000 -0.00377398426 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1740981.45000000 USD 1274167.13000000 GBP 2022-01-14 -44950.06000000 N N N BANK N/A 06540YAH2 486818.00000000 PA USD 474588.16000000 0.039846181506 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 1.84400000 N N N N N N Ukraine 6354001WLTJXOMEXPY07 N/A 600000.00000000 PA USD 600756.00000000 0.050439169441 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBH0 760000.00000000 PA USD 740613.01000000 0.062181493155 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Advantage Sales & Marketing, Inc. 549300T4O24KQDED1182 00775PAA5 2560000.00000000 PA USD 2619494.40000000 0.219931422896 Long DBT CORP US Y 2 2028-11-15 Fixed 6.50000000 N N N N N N LYB International Finance III LLC N/A 50249AAD5 585000.00000000 PA USD 676723.64000000 0.056817374014 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N MF1 Ltd. N/A 59319WAB7 714500.00000000 PA USD 723867.81000000 0.060775574646 Long ABS-MBS CORP KY Y 2 2035-07-15 Floating 3.01214880 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 N/A 3250000.00000000 PA 3565667.14000000 0.299371606855 Long DBT CORP US N 2 2026-11-21 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 73486.32000000 0.006169874202 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4361000.00000000 GBP 5878370.70000000 USD 2022-01-14 73486.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -199115.08000000 -0.01671760125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4687336.10000000 USD 100991000.00000000 CZK 2021-12-15 -199115.08000000 N N N TRTX Issuer Ltd. N/A 87276WAA1 762000.00000000 PA USD 761295.91000000 0.063918018962 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 1.28887920 N N N N N N State Oil Co. of the Azerbaijan Republic 2549002HARR1VE257O76 N/A 1000000.00000000 PA USD 1192590.00000000 0.100129252283 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 792000.00000000 PA USD 868972.36000000 0.072958479160 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 65619.80000000 0.005509405167 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1204021.63000000 GBP 1667273.77000000 USD 2021-12-15 65619.80000000 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 23571000.00000000 PA 29051983.95000000 2.439189855913 Long DBT NUSS ES Y 2 2030-10-31 Fixed 1.25000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBA0 992000.00000000 PA USD 1084194.72000000 0.091028439483 Long DBT CORP US N 2 2030-06-15 Fixed 3.70000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CE5 463000.00000000 PA USD 494022.93000000 0.041477914951 Long DBT CORP US Y 2 2025-02-01 Fixed 3.85000000 N N N N N N N/A N/A N/A -317.00000000 NC USD -318125.35000000 -0.02670964323 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2022-03-31 -38483304.85000000 USD -318125.35000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1100000.00000000 PA USD 1188318.85000000 0.099770648693 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 1206000.00000000 PA 1407046.70000000 0.118134928180 Long DBT CORP IT N 2 2025-10-13 Variable 2.62499970 N N N N N N Eutelsat SA 549300MCOOY1V7P2PG30 N/A 800000.00000000 PA 916310.82000000 0.076932992282 Long DBT CORP FR N 2 2028-10-13 Fixed 1.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 720000.00000000 PA 810186.17000000 0.068022820426 Long DBT CORP GB N 2 2031-03-22 Variable 1.12499935 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 4295000.00000000 PA USD 4295000.00000000 0.360606024331 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAL8 854000.00000000 PA USD 858306.03000000 0.072062939496 Long DBT CORP US N 2 2026-01-15 Fixed 1.87500000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804FX7 591000.00000000 PA USD 636766.02000000 0.053462552479 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Genm Capital Labuan Ltd. 254900DWSHIWTSE0YG58 37231BAA6 2096000.00000000 PA USD 2063994.08000000 0.173291897423 Long DBT CORP MY Y 2 2031-04-19 Fixed 3.88200000 N N N N N N Investment Energy Resources Ltd. 254900A71Y7WHN7L5K89 46143NAB6 1120000.00000000 PA USD 1166368.00000000 0.097927666446 Long DBT CORP BM Y 2 2029-04-26 Fixed 6.25000000 N N N N N N Zurich Insurance Co. Ltd. 724500RPEZI5VVQQWE89 N/A 720000.00000000 PA 915844.73000000 0.076893859601 Long DBT CORP NL N 2 2046-10-01 Variable 3.49999960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -71130.03000000 -0.00597204128 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5927549.69000000 USD 5154987.22000000 EUR 2022-01-14 -71130.03000000 N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 15881486.95780000 PA USD 1863225.58000000 0.156435475864 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.68264360 N N N N N N Imerys SA 54930075MZSSIB2TGC64 N/A 900000.00000000 PA 1003275.00000000 0.084234460782 Long DBT CORP FR N 2 2031-07-15 Fixed 1.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17858.23000000 0.001499367944 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2628214700.00000000 KRW 2228339.23000000 USD 2022-02-11 17858.23000000 N N N Hammerson Ireland Finance DAC 63540093EUHUMTGSHN61 N/A 776000.00000000 PA 868814.77000000 0.072945247983 Long DBT CORP IE N 2 2027-06-03 Fixed 1.75000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 19215192.70000000 PA 27134900.63000000 2.278232511481 Long DBT NUSS DE N 2 2030-04-15 Fixed 0.50000000 N N N N N N Thermo Fisher Scientific Finance I BV 549300SM0PJC1F3RPL91 N/A 340000.00000000 PA 406169.30000000 0.034101768679 Long DBT CORP NL N 2 2051-10-18 Fixed 2.00000000 N N N N N N Vivion Investments SARL 529900SJ7X71ESJK9N76 N/A 2900000.00000000 PA 3123985.09000000 0.262288205675 Long DBT CORP LU N 2 2024-08-08 Fixed 3.00000000 N N N N N N NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery 549300U0XV0GGBTV6I72 44107HAF9 1500000.00000000 PA USD 1467322.79000000 0.123195678163 Long DBT CORP US N 2 2050-10-01 Fixed 2.66700000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 250000.00000000 PA USD 253367.29000000 0.021272589323 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09099960 N N N N N N MF1 Ltd. N/A 58003UAC2 647000.00000000 PA USD 651651.35000000 0.054712317246 Long ABS-CBDO CORP KY Y 2 2035-11-15 Floating 2.26447920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 50094.11000000 0.004205876100 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 22548000.00000000 BRL 4060873.48000000 USD 2021-12-02 50094.11000000 N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 N/A 590000.00000000 PA 461019.19000000 0.038706937659 Long DBT NUSS AU N 2 2025-06-24 Fixed 4.25000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87971MBV4 1475000.00000000 PA 1137855.49000000 0.095533770550 Long DBT CORP CA N 2 2031-11-13 Fixed 2.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -34627.79000000 -0.00290733170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1738730.85000000 USD 1500000.00000000 EUR 2022-01-14 -34627.79000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 95240000.00000000 PA 16633871.96000000 1.396571463733 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 379000.00000000 PA USD 406951.25000000 0.034167420805 Long DBT CORP CH N 2 2024-05-15 Fixed 5.12500000 N N N N N N Energean Israel Finance Ltd. 98450044QACBL3F8EB03 N/A 1500000.00000000 PA USD 1475250.00000000 0.123861242699 Long DBT CORP IL N 2 2026-03-30 Fixed 4.87500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BC1 1341000.00000000 PA USD 1356168.47000000 0.113863217762 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 N/A 1140000.00000000 PA 1267050.85000000 0.106380947530 Long DBT CORP NL N 2 2034-09-28 Fixed 0.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZY9 46683000.00000000 PA USD 432475.98000000 0.036310464206 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.24939720 N N N N N N FNMA or FHLMC N/A 01F0406C6 1600000.00000000 PA USD 1705000.00000000 0.143150936317 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7G1 228490.00000000 PA USD 238141.87000000 0.019994270772 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAN0 1046000.00000000 PA USD 951201.02000000 0.079862355800 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N Becton Dickinson Euro Finance SARL 549300W40NLZ25XUTH09 N/A 490000.00000000 PA 538859.91000000 0.045242405079 Long DBT CORP LU N 2 2041-08-13 Fixed 1.33600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -35607.64000000 -0.00298959941 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1022904.18000000 USD 4058000.00000000 PLN 2021-12-15 -35607.64000000 N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAD6 3607000.00000000 PA USD 3579947.50000000 0.300570578647 Long DBT CORP US Y 2 2029-05-01 Fixed 3.62500000 N N N N N N Summer BC Holdco A SARL 984500EFA0BRE0008996 N/A 2140000.00000000 PA 2606570.10000000 0.218846305215 Long DBT CORP LU N 2 2027-10-31 Fixed 9.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8798.68000000 0.000738732715 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 638265.60000000 EUR 733912.25000000 USD 2022-01-14 8798.68000000 N N N Ukraine 6354001WLTJXOMEXPY07 903724AT9 900000.00000000 PA USD 901134.00000000 0.075658754162 Long DBT NUSS UA Y 2 2026-09-01 Fixed 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 209731.72000000 0.017608968969 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5566749.26000000 AUD 4180223.43000000 USD 2022-01-14 209731.72000000 N N N Emirates Development Bank PJSC 5493002OSL5GLN4HID57 N/A 1430000.00000000 PA USD 1422707.00000000 0.119449759035 Long DBT NUSS AE N 2 2026-06-15 Fixed 1.63900000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -92125.99000000 -0.00773485145 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1200000000.00000000 JPY 10533180.41000000 USD 2022-01-14 -92125.99000000 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255AX2 959000.00000000 PA USD 986435.65000000 0.082820637486 Long DBT CORP US N 2 2031-05-01 Fixed 3.37500000 N N N N N N N/A N/A N/A 315.00000000 NC 612413.95000000 0.051417965018 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Long Gilt 2022-03-29 39778200.00000000 GBP 610571.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 24751.60000000 0.002078131797 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1011000.00000000 EUR 1173317.06000000 USD 2022-01-14 24751.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 88324.75000000 0.007415701268 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 8473458.91000000 USD 966950035.00000000 JPY 2022-01-14 88324.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1397793.04000000 0.117357995574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25692120.01000000 GBP 35574825.20000000 USD 2021-12-15 1397793.04000000 N N N Sarens Finance Co. NV 549300B68EWZ6IHPCL79 N/A 1611000.00000000 PA 1783909.79000000 0.149776162313 Long DBT CORP BE N 2 2027-02-21 Fixed 5.75000000 N N N N N N Shelter Growth CRE Issuer Ltd. N/A 822866AG4 1212000.00000000 PA USD 1211998.91000000 0.101758814535 Long ABS-MBS CORP KY Y 2 2036-09-15 Floating 2.23949880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 24002.52000000 PA USD 26391.84000000 0.002215845517 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 1.00000000 NC N/A 112374.69000000 0.009434922048 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 40919719.50000000 ZAR 2669138.89000000 USD 2022-01-14 112374.69000000 N N N Novelis Sheet Ingot GmbH 9845005E95899E77AY49 N/A 950000.00000000 PA 1093620.58000000 0.091819829914 Long DBT CORP DE N 2 2029-04-15 Fixed 3.37500000 N N N N N N Eutelsat SA 549300MCOOY1V7P2PG30 N/A 900000.00000000 PA 1056908.17000000 0.088737474567 Long DBT CORP FR N 2 2027-07-13 Fixed 2.25000000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 841000.00000000 PA USD 851059.02000000 0.071454484208 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Commercial Bank PSQC (The) 2138004FUUD4I7X8H721 N/A 2500000.00000000 PA USD 2526530.00000000 0.212126178964 Long DBT CORP QA N 2 2026-03-03 Variable 4.50000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 N/A 770000.00000000 PA 868139.72000000 0.072888571127 Long DBT CORP FI N 2 2031-08-18 Variable 0.62500045 N N N N N N InterContinental Hotels Group plc 2138007ZFQYRUSLU3J98 N/A 890000.00000000 PA 1252660.68000000 0.105172756146 Long DBT CORP GB N 2 2028-10-08 Fixed 3.37500000 N N N N N N Ipoteka-Bank ATIB 213800UWVX5JSNXJS434 N/A 2202000.00000000 PA USD 2233664.76000000 0.187537361767 Long DBT CORP UZ N 2 2025-11-19 Fixed 5.50000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 519000.00000000 PA USD 771041.00000000 0.064736211782 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 1139000.00000000 PA USD 1287982.26000000 0.108138338111 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -173499.56000000 -0.01456693516 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5839689.55000000 USD 50996000.00000000 SEK 2022-01-14 -173499.56000000 N N N N/A N/A N/A 59.00000000 NC USD 497592.25000000 0.041777593250 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-03-22 11833187.50000000 USD 497592.25000000 N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAL8 2485000.00000000 PA USD 2410648.80000000 0.202396852113 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 157614.94000000 0.013233270521 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 6300239.64000000 EUR 7315120.04000000 USD 2022-01-14 157614.94000000 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515BF0 512000.00000000 PA USD 567922.72000000 0.047682503885 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAD1 2480000.00000000 PA USD 2428540.00000000 0.203898988202 Long DBT CORP US Y 2 2029-07-01 Fixed 4.87500000 N N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 25717000.00000000 PA 21332333.12000000 1.791051882681 Long DBT NUSS AU N 2 2039-06-21 Fixed 3.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAQ7 708000.00000000 PA USD 692099.74000000 0.058108343581 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 129222.13000000 0.010849424576 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 6235096.22000000 CAD 5012463.21000000 USD 2022-01-14 129222.13000000 N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 N/A 910000.00000000 PA 1205816.00000000 0.101239700543 Long DBT CORP AU N 2 2036-03-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 221057.32000000 PA USD 226982.47000000 0.019057333201 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Holcim Finance Luxembourg SA 529900XU3Z9D2HLBR716 N/A 1390000.00000000 PA 1547947.04000000 0.129964849352 Long DBT CORP LU N 2 2030-04-06 Fixed 0.62500000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 925000.00000000 PA USD 934546.63000000 0.078464061652 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 817.13000000 0.000068605820 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 340560.26000000 GBP 454133.56000000 USD 2022-01-14 817.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 180996.64000000 0.015196386209 N/A DFE N/A N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 8570000.00000000 GBP 11588439.70000000 USD 2022-01-14 180996.64000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 5068698.00000000 PA USD 423782.69000000 0.035580579981 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.03919040 N N N N N N Nationstar Mortgage Holdings, Inc. N/A 63861CAC3 2980000.00000000 PA USD 2968825.00000000 0.249261043116 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 1575000.00000000 PA USD 1639297.77000000 0.137634610369 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Deutsche Bahn Finance GMBH 52990002BAIDUAIIYU29 N/A 460000.00000000 PA 472578.66000000 0.039677464904 Long DBT CORP DE N 2 2050-12-08 Fixed 0.62500000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 626000.00000000 PA USD 638049.95000000 0.053570350592 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 1109000.00000000 PA USD 1175386.51000000 0.098684855977 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 788000.00000000 PA USD 783601.82000000 0.065790811867 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -104426.37000000 -0.00876758512 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5644888.92000000 USD 4624293000.00000000 CLP 2022-02-18 -104426.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -329602.04000000 -0.02767322031 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11675049.65000000 USD 16631000.00000000 NZD 2022-01-14 -329602.04000000 N N N Low Income Investment Fund N/A 54750AAB2 840000.00000000 PA USD 897719.40000000 0.075372066076 Long DBT CORP US N 2 2029-07-01 Fixed 3.71100000 N N N N N N ARD Finance SA 6354006P6QPGGPVJW880 N/A 2495000.00000000 PA 2868486.25000000 0.240836652494 Long DBT CORP LU N 2 2027-06-30 Variable 5.00000000 N N Y N N N Euronet Worldwide, Inc. YG3575C4DSHJPA5KET68 N/A 1290000.00000000 PA 1494659.80000000 0.125490879675 Long DBT CORP US N 2 2026-05-22 Fixed 1.37500000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 650000.00000000 PA 1008310.51000000 0.084657239651 Long DBT NUSS DE N 2 2048-08-15 Fixed 1.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 3170959.00000000 PA USD 333302.35000000 0.027983896468 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.43621280 N N N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 N/A 500000.00000000 PA USD 530000.00000000 0.044498531524 Long DBT CORP BM N 2 2026-08-15 Fixed 4.00000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881EAG2 1359500.00000000 PA USD 1350997.69000000 0.113429081693 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 2.03924880 N N N N N N Bruce Power LP 549300R8DACS3G0K8262 116705AK0 1650000.00000000 PA 1297422.21000000 0.108930911531 Long DBT CORP CA N 2 2028-12-21 Fixed 2.68000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 N/A 1011000.00000000 PA 1323228.86000000 0.111097624792 Long DBT CORP GB N 2 2028-06-26 Fixed 2.25000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBV9 669000.00000000 PA USD 922761.60000000 0.077474596503 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -93986.22000000 -0.00789103542 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 10341882.38000000 USD 9020489.78000000 EUR 2022-01-14 -93986.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 89785.02000000 0.007538304797 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1945125.00000000 GBP 2678921.85000000 USD 2022-01-14 89785.02000000 N N N Belfius Bank SA A5GWLFH3KM7YV2SFQL84 N/A 900000.00000000 PA 1000490.55000000 0.084000679771 Long DBT NUSS BE N 2 2034-04-06 Variable 1.25000090 N N N N N N N/A N/A N/A 1.00000000 NC N/A -177146.75000000 -0.01487315139 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 8647197.02000000 USD 7455579.25000000 EUR 2022-01-14 -177146.75000000 N N N PFP Ltd. N/A 69357XAE1 812000.00000000 PA USD 809025.64000000 0.067925382915 Long ABS-MBS CORP KY Y 2 2037-08-09 Floating 1.58924880 N N N N N N Republic of Cyprus 213800IOEYYAHPDLUL60 N/A 3087000.00000000 PA 3462386.08000000 0.290700181375 Long DBT NUSS CY N 2 2026-02-09 Fixed 0.00000000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AG4 728000.00000000 PA USD 904121.59000000 0.075909590705 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFD1 802000.00000000 PA USD 931230.90000000 0.078185674641 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Sun Communities Operating LP 549300PUNBPJCGT6X741 866677AE7 438000.00000000 PA USD 438682.20000000 0.036831535293 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N Global Aircraft Leasing Co. Ltd. N/A 37960JAB4 1210000.00000000 PA USD 1105310.80000000 0.092801334863 Long DBT CORP KY Y 2 2024-09-15 Fixed 6.50000000 N N Y N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 3948102.00000000 PA USD 351143.80000000 0.029481855573 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17211680 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 N/A 1450000.00000000 PA USD 1467081.00000000 0.123175377597 Long DBT CORP US N 2 2028-03-20 Fixed 3.37500000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AK7 1295000.00000000 PA USD 1416858.98000000 0.118958762238 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1205.28000000 0.000101194698 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 498135.00000000 GBP 664267.90000000 USD 2022-01-14 1205.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 17572.38000000 0.001475368123 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 700000.00000000 EUR 812820.47000000 USD 2022-01-14 17572.38000000 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 896000.00000000 PA USD 1105185.36000000 0.092790802984 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 878000.00000000 PA USD 882425.12000000 0.074087966075 Long DBT CORP CA Y 2 2031-10-15 Fixed 2.50000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 N/A 1175000.00000000 PA 1293885.74000000 0.108633991301 Long DBT CORP US N 2 2033-03-15 Fixed 1.00000000 N N N N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 1400000.00000000 PA 1583179.63000000 0.132922959761 Long DBT CORP FI N 2 2028-03-25 Fixed 0.75000000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 4509950000.00000000 PA 53204123.73000000 4.466991277372 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -347480.42000000 -0.02917428004 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5691639.66000000 USD 114928462.28000000 MXN 2021-12-15 -347480.42000000 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAT2 1400000.00000000 PA 1150017.61000000 0.096554895984 Long DBT CORP CA N 2 2077-09-27 Variable 5.37500095 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CB8 458000.00000000 PA USD 459626.36000000 0.038589996357 Long DBT CORP JP N 2 2032-10-13 Variable 2.49400080 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CR9 2523000.00000000 PA USD 2713822.49000000 0.227851161550 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAF5 1095000.00000000 PA USD 1058300.56000000 0.088854378926 Long DBT CORP NL Y 2 2031-07-13 Fixed 3.06100000 N N N N N N Volkswagen International Finance NV 5299004PWNHKYTR23649 N/A 1310000.00000000 PA 1590024.55000000 0.133497655777 Long DBT CORP NL N 2 2030-03-20 Variable 3.49999960 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BP1 3025000.00000000 PA USD 2898040.75000000 0.243318033342 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N N/A N/A N/A -130.00000000 NC -128735.26000000 -0.01080854721 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Short Canada Canada 10 Year Bond 2022-03-22 -18350800.00000000 CAD -129650.95000000 N N N Allegro CLO IV Ltd. 635400THLJMIHHPCEN50 01749TAQ3 855495.00000000 PA USD 855536.92000000 0.071830446423 Long ABS-CBDO CORP KY Y 2 2030-01-15 Floating 1.67375160 N N N N N N OMV AG 549300V62YJ9HTLRI486 N/A 500000.00000000 PA 584680.72000000 0.049089497076 Long DBT CORP AT N 2 2026-06-01 Variable 2.50000180 N N N N N N Holcim Sterling Finance Netherlands BV 529900KU5LFL22MEGK07 N/A 1020000.00000000 PA 1349065.36000000 0.113266844245 Long DBT CORP NL N 2 2034-04-04 Fixed 2.25000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BM3 999000.00000000 PA USD 1063731.05000000 0.089310320116 Long DBT CORP US N 2 2026-04-01 Fixed 3.00000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880VAC4 450000.00000000 PA USD 449718.30000000 0.037758120659 Long ABS-CBDO CORP KY Y 2 2034-09-15 Floating 1.61214840 N N N N N N ANGI Group LLC N/A 001846AA2 2980000.00000000 PA USD 2830523.20000000 0.237649294046 Long DBT CORP US Y 2 2028-08-15 Fixed 3.87500000 N N N N N N Mong Duong Finance Holdings BV 549300995KGQFMWSV879 N/A 1700000.00000000 PA USD 1640500.00000000 0.137735548990 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 590000.00000000 PA USD 648608.20000000 0.054456815914 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N JAB Holdings BV 529900RRNKUM3INJGF98 N/A 1000000.00000000 PA 1105733.90000000 0.092836858125 Long DBT CORP NL N 2 2031-07-14 Fixed 1.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 N/A 348648000.00000000 PA 19191436.68000000 1.611303302068 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 417927.97000000 PA USD 471497.96000000 0.039586729880 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 -57980.14000000 -0.00486798318 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 7619369.56000000 USD 5680598.80000000 GBP 2022-01-14 -57980.14000000 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 900000.00000000 PA 995527.96000000 0.083584023228 Long DBT CORP DE N 2 2041-06-14 Fixed 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 339539.63000000 0.028507575338 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14000000.00000000 CAD 11304145.91000000 USD 2022-01-14 339539.63000000 N N N Credit Agricole Assurances SA 969500K2MUPSI57XK083 N/A 1600000.00000000 PA 1783349.59000000 0.149729128205 Long DBT CORP FR N 2 2031-10-06 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 69694.89000000 PA USD 72351.46000000 0.006074591931 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1400000.00000000 PA 1624699.43000000 0.136408941137 Long DBT NUSS FR N 2 2026-12-15 Variable 2.87499915 N N N N N N N/A N/A N/A 1.00000000 NC N/A -186200.43000000 -0.01563329378 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5830623.11000000 USD 7207000.00000000 CAD 2022-01-14 -186200.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 476531.99000000 0.040009384489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16566000.00000000 NZD 11777637.46000000 USD 2022-01-14 476531.99000000 N N N Vonovia SE 5299005A2ZEP6AP7KM81 N/A 500000.00000000 PA 537943.33000000 0.045165449487 Long DBT CORP DE N 2 2051-09-01 Fixed 1.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -31309.10000000 -0.00262869617 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 327949509.00000000 JPY 2872494.25000000 USD 2022-01-14 -31309.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 9985.88000000 0.000838409426 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 398444.00000000 EUR 462645.64000000 USD 2022-01-14 9985.88000000 N N N Highland Holdings SARL 549300WGY8GPJM4PQR36 N/A 300000.00000000 PA 339975.51000000 0.028544171602 Long DBT CORP LU N 2 2026-12-15 Fixed 0.31800000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAG6 1745000.00000000 PA USD 1834208.76000000 0.153999238355 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -16879.23000000 -0.00141717160 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 8906743.49000000 EUR 10101793.33000000 USD 2022-01-14 -16879.23000000 N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1050000.00000000 PA USD 1014048.00000000 0.085138956405 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -162297.45000000 -0.01362641168 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 17719693.94000000 USD 24616000.00000000 AUD 2022-01-14 -162297.45000000 N N N Low Income Investment Fund N/A 54750AAA4 310000.00000000 PA USD 323697.97000000 0.027177517589 Long DBT CORP US N 2 2026-07-01 Fixed 3.38600000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAG4 1717000.00000000 PA USD 1699122.03000000 0.142657424934 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Highland Holdings SARL 549300WGY8GPJM4PQR36 N/A 270000.00000000 PA 307185.64000000 0.025791150726 Long DBT CORP LU N 2 2031-12-15 Fixed 0.93400000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 940650000.00000000 PA 8500010.82000000 0.713656602694 Long DBT NUSS JP N 2 2036-03-20 Fixed 0.40000000 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 N/A 520000.00000000 PA 586767.62000000 0.049264712143 Long DBT CORP NL N 2 2028-02-09 Fixed 0.62500000 N N N N N N City of Oslo Norway 5967007LIEEXZXGVU850 N/A 26000000.00000000 PA 2887106.60000000 0.242400007647 Long DBT NUSS NO N 2 2029-05-18 Fixed 2.17000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 1220000.00000000 PA USD 1331977.70000000 0.111832172967 Long DBT CORP US N 2 2031-04-01 Variable 3.62199960 N N N N N N BANK N/A 06541JAL5 2917000.00000000 PA USD 2977232.55000000 0.249966936755 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.43800000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 968000.00000000 PA USD 959764.64000000 0.080581352997 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N FS RIALTO N/A 30319YAC2 2483500.00000000 PA USD 2481970.16000000 0.208384957370 Long ABS-CBDO CORP KY Y 2 2028-04-16 Floating 1.63913040 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAF8 1093000.00000000 PA USD 1145570.81000000 0.096181544909 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N European Financial Stability Facility 222100OW6UHQXNHKN143 N/A 2550000.00000000 PA 3476384.44000000 0.291875476590 Long DBT NUSS LU N 2 2040-09-05 Fixed 1.45000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 4360000.00000000 PA USD 4394640.20000000 0.368971765049 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 10429000.00000000 PA USD 11776622.34000000 0.988759246118 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -64815.78000000 -0.00544190005 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1876331.56000000 USD 582937000.00000000 HUF 2022-01-14 -64815.78000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CG2 1153000.00000000 PA USD 1160220.16000000 0.097411496914 Long DBT CORP GB N 2 2026-06-04 Variable 2.09900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 180527.94000000 PA USD 194642.21000000 0.016342061353 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4343.48000000 0.000364676380 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195306.22000000 EUR 226224.76000000 USD 2022-01-14 4343.48000000 N N N Kingdom of Spain 9598007A56S18711AH60 N/A 10987000.00000000 PA 14372660.25000000 1.206721273997 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3262.04000000 0.000273879225 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 129138.46000000 GBP 175156.98000000 USD 2022-01-14 3262.04000000 N N N Romania 315700IASY927EDWBK92 N/A 986000.00000000 PA 1042952.81000000 0.087565789611 Long DBT NUSS RO Y 2 2030-07-13 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2699.37000000 -0.00022663773 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 293397.00000000 EUR 330619.78000000 USD 2022-01-14 -2699.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -17714.11000000 -0.00148726770 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 940706.12000000 USD 812443.83000000 EUR 2022-01-14 -17714.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2058.94000000 -0.00017286755 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3430964000.00000000 KRW 2885587.89000000 USD 2021-12-13 -2058.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -18738.33000000 -0.00157326069 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1801848.40000000 EUR 2028285.25000000 USD 2022-01-14 -18738.33000000 N N N MF1 Ltd. N/A 55283TAE8 3800000.00000000 PA USD 3799715.00000000 0.319022146622 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 1.73913120 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 25617000.00000000 PA 30979972.33000000 2.601062783659 Long DBT NUSS IT N 2 2032-03-01 Fixed 1.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 926436.32000000 0.077783124133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149269000.00000000 NOK 17424626.30000000 USD 2022-01-14 926436.32000000 N N N Krung Thai Bank PCL 54930007ZQMYCRFQGE36 N/A 1500000.00000000 PA USD 1496265.00000000 0.125625651454 Long DBT CORP TH N 2 2026-03-25 Variable 4.39999920 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 N/A 700000.00000000 PA 796418.33000000 0.066866879554 Long DBT CORP AT N 2 2030-06-10 Variable 1.00000145 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 1329000.00000000 PA USD 1460155.20000000 0.122593890938 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N VGP NV 315700NENYPIXFR94T49 N/A 1200000.00000000 PA 1338244.36000000 0.112358318566 Long DBT CORP BE N 2 2029-04-08 Fixed 1.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFX2 4425000.00000000 PA USD 4765170.86000000 0.400081331568 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 N/A 800000.00000000 PA 891502.41000000 0.074850090745 Long DBT CORP FR N 2 2031-11-19 Fixed 1.12500000 N N N N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 3100000.00000000 PA 3583795.28000000 0.300893636307 Long DBT CORP LU N 2 2028-03-01 Fixed 3.50000000 N N N N N N Wabtec Transportation Netherlands BV 213800W8WKL7DR8NFE48 N/A 1349000.00000000 PA 1547855.83000000 0.129957191407 Long DBT CORP NL N 2 2027-12-03 Fixed 1.25000000 N N N N N N FNMA or FHLMC N/A 01F030611 1725000.00000000 PA USD 1789375.90000000 0.150235094140 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 1746000.00000000 PA USD 1768055.98000000 0.148445084457 Long DBT CORP US N 2 2032-04-22 Variable 2.68700040 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 451000.00000000 PA USD 534896.12000000 0.044909607279 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KHW31 79377.45000000 PA USD 82403.97000000 0.006918595578 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAE6 1145000.00000000 PA USD 1088649.73000000 0.091402479866 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N Dar Al-Arkan Sukuk Co. Ltd. 5493000UYHRBXEIYUQ69 N/A 2500000.00000000 PA USD 2556250.00000000 0.214621455109 Long DBT CORP KY N 2 2027-02-26 Fixed 6.87500000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 730000.00000000 PA 817800.99000000 0.068662156856 Long DBT CORP HK N 2 2033-09-09 Variable 0.88000040 N N N N N N BANK N/A 06540CBL0 9540476.90000000 PA USD 758834.27000000 0.063711340915 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.15883280 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AM8 1133000.00000000 PA USD 1092261.30000000 0.091705705453 Long DBT CORP AU Y 2 2035-11-25 Variable 2.57000040 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BW9 1585000.00000000 PA USD 1992197.83000000 0.167263920642 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -230135.30000000 -0.01932204321 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5829158.80000000 USD 7850000.00000000 AUD 2022-01-14 -230135.30000000 N N N Whitbread Group plc 2138006LIAYQKUCYBB20 N/A 525000.00000000 PA 711321.72000000 0.059722211285 Long DBT CORP GB N 2 2031-05-31 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 15261.75000000 PA USD 16710.27000000 0.001402985804 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -207707.34000000 -0.01743900305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5219120.60000000 USD 1610725000.00000000 HUF 2021-12-15 -207707.34000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756BY5 1000000.00000000 PA USD 969820.00000000 0.081425595929 Long DBT NUSS BR N 2 2047-02-21 Fixed 5.62500000 N N N N N N NXP BV N/A 62954HAD0 2849000.00000000 PA USD 3037995.28000000 0.255068544786 Long DBT CORP US Y 2 2030-05-01 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 518321.38000000 PA USD 573481.06000000 0.048149179295 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -449468.77000000 -0.03773717024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 150021000.00000000 CNY 23091877.41000000 USD 2021-12-15 -449468.77000000 N N N Morgan Stanley Capital I Trust N/A 61691YAP6 5730818.12520000 PA USD 534707.68000000 0.044893785952 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.42392600 N N N N N N ADLER Group SA 391200OYYFJ3DWAMEC69 N/A 800000.00000000 PA 766651.61000000 0.064367680821 Long DBT CORP LU N 2 2025-08-05 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 691294.84000000 0.058040764585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26240644.70000000 EUR 30464863.69000000 USD 2021-12-15 691294.84000000 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCQ3 1031000.00000000 PA USD 1278130.74000000 0.107311209482 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BN1 2595000.00000000 PA USD 2536223.25000000 0.212940019324 Long DBT CORP PA Y 2 2027-03-01 Fixed 5.75000000 N N N N N N CF Hippolyta LLC N/A 12530MAA3 395112.63000000 PA USD 393307.56000000 0.033021903504 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 7581000.00000000 PA 8386798.74000000 0.704151373806 Long DBT NUSS BE N 2 2035-07-04 Fixed 0.00000000 N N N N N N Thermo Fisher Scientific Finance I BV 549300SM0PJC1F3RPL91 N/A 650000.00000000 PA 747598.84000000 0.062768019903 Long DBT CORP NL N 2 2033-10-18 Fixed 1.12500000 N N N N N N ACREC Ltd. N/A 00500RAG0 2557500.00000000 PA USD 2560553.40000000 0.214982766394 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 2.23875000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 226471.29000000 0.019014414787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21734000.00000000 PLN 5502159.69000000 USD 2022-01-14 226471.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 14904.81000000 0.001251400297 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 595728.00000000 EUR 691692.75000000 USD 2022-01-14 14904.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -2126.18000000 -0.00017851299 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 99661.36000000 USD 85853.24000000 EUR 2022-01-14 -2126.18000000 N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 1860000.00000000 PA USD 2049982.84000000 0.172115520810 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 325183.56000000 0.027302246973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 76326000.00000000 SEK 8805801.98000000 USD 2022-01-14 325183.56000000 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A 970000.00000000 PA 1184787.34000000 0.099474144902 Long DBT CORP BE N 2 2031-03-28 Fixed 1.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -34097.24000000 -0.00286278699 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1024575.93000000 USD 744110.87000000 GBP 2022-01-14 -34097.24000000 N N N KazMunayGas National Co. JSC 2138001H1M69RFJCSH88 N/A 1297000.00000000 PA USD 1636746.56000000 0.137420412069 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N Business Jet Securities LLC N/A 12327FAA5 512194.01000000 PA USD 517371.93000000 0.043438285163 Long ABS-O CORP US Y 2 2035-11-15 Fixed 2.98100000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAG4 694000.00000000 PA USD 695871.71000000 0.058425036271 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Berkshire Hathaway, Inc. 5493000C01ZX7D35SD85 N/A 695000.00000000 PA 708041.00000000 0.059446763695 Long DBT CORP US N 2 2041-01-15 Fixed 0.50000000 N N N N N N FNMA or FHLMC N/A 01F0206C8 575000.00000000 PA USD 575449.22000000 0.048314425012 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1300000.00000000 PA USD 1209325.00000000 0.101534314406 Long DBT NUSS MA N 2 2032-12-15 Fixed 3.00000000 N N N N N N BXMT Ltd. N/A 05609GAE8 2995500.00000000 PA USD 2988004.96000000 0.250871382842 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 1.63887840 N N N N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 91127KAE2 1200000.00000000 PA USD 1195495.10000000 0.100373163007 Long DBT CORP SG Y 2 2031-10-14 Variable 2.00000160 N N N N N N FNMA or FHLMC N/A 01F022618 1800000.00000000 PA USD 1840781.25000000 0.154551061286 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 2.50000000 N N N N N N People's Republic of China 300300CHN201808MOF68 N/A 312110000.00000000 PA 49678242.75000000 4.170960096356 Long DBT NUSS CN N 2 2026-03-11 Fixed 3.03000000 N N N N N N Swiss Life Finance I Ltd. 549300GDVNT1NHIHOW12 N/A 782000.00000000 PA 872062.64000000 0.073217937503 Long DBT CORP LI N 2 2031-09-15 Fixed 0.50000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BK6 767000.00000000 PA USD 938846.35000000 0.078825063965 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 1517000.00000000 PA USD 103407.67000000 0.008682055591 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.48127400 N N N N N N N/A N/A N/A 1.00000000 NC N/A 558386.85000000 0.046881877070 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 22967595.67000000 CAD 18546289.97000000 USD 2022-01-14 558386.85000000 N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 500000.00000000 PA 664516.17000000 0.055792441016 Long DBT CORP FR N 2 2032-11-30 Variable 1.00000145 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 1040000.00000000 PA USD 1152733.71000000 0.096782938364 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 1525000.00000000 PA USD 1507790.28000000 0.126593308124 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N Arena Luxembourg Finance SARL 222100KX2LPK5KRSIG74 N/A 3460000.00000000 PA 3663739.44000000 0.307605707484 Long DBT CORP LU N 2 2028-02-01 Fixed 1.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 1950000.00000000 PA USD 2066095.22000000 0.173468308073 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 669000.00000000 PA USD 796452.64000000 0.066869760204 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 -27413.51000000 -0.00230162441 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1390695.96000000 USD 1200000.00000000 EUR 2022-01-14 -27413.51000000 N N N Telefonaktiebolaget LM Ericsson 549300W9JLPW15XIFM52 N/A 1170000.00000000 PA 1301983.20000000 0.109313849941 Long DBT CORP SE N 2 2029-05-26 Fixed 1.00000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A 1195000.00000000 PA 1310404.31000000 0.110020882071 Long DBT CORP IT N 2 2030-06-08 Variable 1.87500135 N N N N N N N/A N/A N/A 1.00000000 NC N/A -33430.91000000 -0.00280684226 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1983246.24000000 USD 43901000.00000000 CZK 2022-01-14 -33430.91000000 N N N Uzbek Industrial and Construction Bank ATB 213800C2NIFPFTXYIU69 N/A 1930000.00000000 PA USD 1971495.00000000 0.165525721522 Long DBT CORP UZ N 2 2024-12-02 Fixed 5.75000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 1158000.00000000 PA 1849662.64000000 0.155296738292 Long DBT NUSS GB N 2 2049-01-22 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 1901519.00000000 PA USD 180113.59000000 0.015122245778 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26288720 N N N N N N Abertis Infraestructuras SA 549300GKFVWI02JQ5332 N/A 900000.00000000 PA 1064885.89000000 0.089407279897 Long DBT CORP ES N 2 2032-03-26 Fixed 1.87500000 N N N N N N BANK N/A 06540LBF3 3289474.00000000 PA USD 3408707.89000000 0.286193387734 Long ABS-MBS CORP US N 2 2064-11-15 Fixed 2.61800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 391608.03000000 0.032879211826 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33493975.84000000 CAD 26614119.49000000 USD 2021-12-15 391608.03000000 N N N Oman Government International Bond 549300SZ20F0QTKNQC75 N/A 2050000.00000000 PA USD 2029967.40000000 0.170435034606 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -127350.01000000 -0.01069224232 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5804285.34000000 USD 4997000.00000000 EUR 2022-01-14 -127350.01000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A 1120000.00000000 PA 1263045.91000000 0.106044694797 Long DBT CORP IT N 2 2030-02-11 Variable 2.75000125 N N N N N N N/A N/A N/A 1.00000000 NC N/A -903.27000000 -0.00007583809 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 19462861.00000000 JPY 171429.11000000 USD 2022-01-14 -903.27000000 N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAD7 3355000.00000000 PA USD 3316149.10000000 0.278422198612 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAG5 645000.00000000 PA USD 644805.21000000 0.054137518800 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 1.86215040 N N N N N N Ubisoft Entertainment SA 969500I7C8V1LBIMSM05 N/A 1100000.00000000 PA 1231851.27000000 0.103425608624 Long DBT CORP FR N 2 2027-11-24 Fixed 0.87800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 198262.37000000 PA USD 214268.02000000 0.017989834419 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 -28143.56000000 -0.00236291904 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1026518.42000000 USD 750042.98000000 GBP 2022-01-14 -28143.56000000 N N N Pertamina Persero PT 254900NDAKGNZ2IBBL45 69369EAD1 900000.00000000 PA USD 1098381.91000000 0.092219588768 Long DBT NUSS ID Y 2 2042-05-03 Fixed 6.00000000 N N N N N N ELO SACA 969500ASEC557H5A4F22 N/A 800000.00000000 PA 1020604.73000000 0.085689456134 Long DBT CORP FR N 2 2027-07-23 Fixed 3.25000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAW0 2777000.00000000 PA USD 3013576.43000000 0.253018350510 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -350595.04000000 -0.02943578196 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 11821480.77000000 USD 10097000.00000000 EUR 2022-01-14 -350595.04000000 N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 N/A 1300000.00000000 PA USD 1386775.00000000 0.116432926517 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A 640000.00000000 PA 719647.24000000 0.060421217727 Long DBT CORP GB N 2 2029-11-17 Variable 0.79999970 N N N N N N PFP Ltd. N/A 69290LAG2 468476.62000000 PA USD 465598.30000000 0.039091397415 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 1.74112920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1182.78000000 0.000099305609 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 149371.37000000 GBP 200009.55000000 USD 2022-01-14 1182.78000000 N N N Virgin Media Finance plc 2138001LVYC87DDHT482 N/A 2950000.00000000 PA 3314146.44000000 0.278254056293 Long DBT CORP GB N 2 2030-07-15 Fixed 3.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBK6 1876000.00000000 PA USD 1933178.44000000 0.162308682554 Long DBT CORP US Y 2 2033-04-15 Fixed 3.41900000 N N N N N N Grand City Properties SA 5299002QLUYKK2WBMB18 N/A 800000.00000000 PA 875710.29000000 0.073524192349 Long DBT CORP LU N 2 2026-03-11 Variable 1.50000035 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RBF0 906000.00000000 PA USD 917054.73000000 0.076995450588 Long DBT CORP CA N 2 2031-12-02 Fixed 2.45000000 N N N N N N Lseg Netherlands BV 213800JCR9B7CYW7U265 N/A 720000.00000000 PA 810732.40000000 0.068068681620 Long DBT CORP NL N 2 2028-04-06 Fixed 0.25000000 N N N N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A 1000000.00000000 PA 1208245.20000000 0.101443654945 Long DBT CORP DE N 2 2029-06-24 Fixed 1.62500000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAS3 1631000.00000000 PA USD 1732303.61000000 0.145443333582 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAS0 558000.00000000 PA USD 552347.63000000 0.046374827218 Long DBT CORP US N 2 2025-07-15 Fixed 1.35000000 N N N N N N KREF Ltd. 54930083ELM2GCMVTQ91 48275RAE7 2155000.00000000 PA USD 2152360.13000000 0.180711066218 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 1.73887920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7363.73000000 0.000618255040 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 337725.40000000 EUR 391042.99000000 USD 2022-01-14 7363.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 50845.05000000 0.004268924642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11639928.68000000 USD 74703000.00000000 CNY 2022-01-14 50845.05000000 N N N Banco Industrial SA 529900GF99QF67JEQU85 N/A 700000.00000000 PA USD 689500.00000000 0.057890070727 Long DBT CORP GT N 2 2031-01-29 Variable 4.87500120 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 024747AF4 2770000.00000000 PA USD 2794237.50000000 0.234602765055 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 275000.00000000 PA USD 283636.06000000 0.023813939919 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N La Mondiale SAM 969500L0T16HX3R78P61 N/A 700000.00000000 PA 841502.21000000 0.070652099281 Long DBT CORP FR N 2 2029-04-24 Variable 4.37499950 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 78919.18000000 PA USD 81928.11000000 0.006878642614 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAZ8 299000.00000000 PA USD 308512.05000000 0.025902515438 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N N/A N/A N/A 77000000.00000000 PA USD 1796436.37000000 0.150827887625 N/A DIR N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Put Purchased N/A United States 10-Year Bond 1.00000000 1.75000000 USD 2022-09-19 XXXX 1130386.37000000 N N N Star Energy Geothermal Wayang Windu Ltd. N/A N/A 838700.00000000 PA USD 926931.24000000 0.077824677365 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N N/A N/A N/A 985000.00000000 PA -3949.35000000 -0.00033158542 N/A DCR CH N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A Glencore Finance Europe SA Y Payout of notional amount upon default event with regard to the reference instrument 2026-12-20 219614.57000000 USD 0.00000000 USD 985000.00000000 EUR -3949.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 5216.39000000 0.000437965461 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 699018.80000000 USD 4500000.00000000 CNY 2022-01-14 5216.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -36387.07000000 -0.00305503996 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1460849.11000000 USD 1997138.79000000 AUD 2022-01-14 -36387.07000000 N N N CTP NV 3157000YTVO4TN65UM14 N/A 1140000.00000000 PA 1237306.29000000 0.103883609340 Long DBT CORP NL N 2 2031-09-27 Fixed 1.50000000 N N N N N N CTP NV 3157000YTVO4TN65UM14 N/A 550000.00000000 PA 605107.23000000 0.050804496508 Long DBT CORP NL N 2 2029-06-21 Fixed 1.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -143274.63000000 -0.01202926535 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 37778000.00000000 CNY 5783819.45000000 USD 2021-12-17 -143274.63000000 N N N TI Automotive Finance plc 549300MZ54ZRN8UFQS35 N/A 2590000.00000000 PA 2953345.04000000 0.247961353516 Long DBT CORP GB Y 2 2029-04-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 54083.06000000 PA USD 59497.04000000 0.004995341339 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2996.56000000 0.000251589659 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 397175.05000000 USD 45194549.00000000 JPY 2022-01-14 2996.56000000 N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 N/A 1076515.00000000 PA USD 1080768.10000000 0.090740742203 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -18303.96000000 -0.00153679120 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 265154637.00000000 JPY 2329487.09000000 USD 2022-01-14 -18303.96000000 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 710000.00000000 PA 801086.72000000 0.067258835213 Long DBT CORP GB N 2 2032-05-12 Variable 1.10600110 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418XGC6 386180.36000000 PA USD 433335.00000000 0.036382587090 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGH1 2036000.00000000 PA USD 2030698.03000000 0.170496377931 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N MOL Hungarian Oil & Gas plc 213800R83KX5FQFGXS67 N/A 870000.00000000 PA 1005701.79000000 0.084438212841 Long DBT CORP HU N 2 2027-10-08 Fixed 1.50000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 597000.00000000 PA USD 571600.58000000 0.047991295147 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N JBS Finance Luxembourg SARL N/A N/A 800000.00000000 PA USD 792256.00000000 0.066517412436 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N Aon Corp. N/A 03740LAC6 204000.00000000 PA USD 205338.46000000 0.017240113085 Long DBT CORP US N 2 2031-12-02 Fixed 2.60000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GT4 598000.00000000 PA USD 641741.93000000 0.053880327362 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 975764.17000000 0.081924665431 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3659672023.00000000 JPY 33359239.41000000 USD 2021-12-15 975764.17000000 N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 N/A 720000.00000000 PA USD 739800.00000000 0.062113233248 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N National Grid Gas plc FPCHGTHKVH9ZWXS7S453 N/A 1218000.00000000 PA 1461944.93000000 0.122744155762 Long DBT CORP GB N 2 2033-01-14 Fixed 1.12500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 1336000.00000000 PA USD 1431601.23000000 0.120196514081 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Muthoot Finance Ltd. 335800HAMJMBFL4RRF02 62828M2B6 1000000.00000000 PA USD 1015000.00000000 0.085218885843 Long DBT CORP IN N 2 2023-09-02 Fixed 4.40000000 N N N N N N Benchmark Mortgage Trust N/A 08163HAG3 20359562.49150000 PA USD 1925758.08000000 0.161685672887 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.38839040 N N N N N N MF1 Ltd. N/A 55283TAC2 2500000.00000000 PA USD 2500010.25000000 0.209899594188 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 1.53912960 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 1093000.00000000 PA USD 1236443.44000000 0.103811164891 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -131998.49000000 -0.01108252635 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 5239033.37000000 USD 109829000.00000000 MXN 2021-12-15 -131998.49000000 N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1900000.00000000 PA USD 1634000.00000000 0.137189812283 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -155926.85000000 -0.01309153933 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 4456432.92000000 USD 17676000.00000000 PLN 2021-12-15 -155926.85000000 N N N Unicaja Banco SA 5493007SJLLCTM6J6M37 N/A 900000.00000000 PA 1018699.66000000 0.085529507422 Long DBT CORP ES N 2 2026-12-01 Variable 1.00000145 N N N N N N Virgin Money UK plc 213800ZK9VGCYYR6O495 N/A 1570000.00000000 PA 2261055.86000000 0.189837104648 Long DBT CORP GB N 2 2030-12-11 Variable 5.12500150 N N N N N N MV24 Capital BV N/A N/A 1587409.00000000 PA USD 1620347.74000000 0.136043575449 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CD4 1695000.00000000 PA USD 1689827.30000000 0.141877044111 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 289000.00000000 PA USD 284079.01000000 0.023851129776 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N BBCMS Mortgage Trust N/A 05492VAG0 1442533.84830000 PA USD 143364.21000000 0.012036786449 Long ABS-MBS CORP US N 2 2053-04-15 Variable 1.74098160 N N N N N N N/A N/A N/A 1.00000000 NC N/A -375806.69000000 -0.03155253932 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11810204.02000000 USD 386111000.00000000 THB 2022-03-17 -375806.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 2953.87000000 0.000248005428 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 202821.21000000 AUD 147616.38000000 USD 2022-01-14 2953.87000000 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BG4 506000.00000000 PA USD 528886.87000000 0.044405073693 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D82 46151000.00000000 PA USD 905921.05000000 0.076060672456 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.42746040 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBQ3 50000.00000000 PA USD 49228.00000000 0.004133157943 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N Kingdom of Morocco 529900F3MBW9XY5K1X07 N/A 1900000.00000000 PA 2047050.52000000 0.171869324708 Long DBT NUSS MA N 2 2030-09-30 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 75824.64000000 0.006366198364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2997341.96000000 EUR 3481011.04000000 USD 2022-01-14 75824.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -302688.94000000 -0.02541361007 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 11645402.19000000 USD 102085000.00000000 SEK 2022-01-14 -302688.94000000 N N N Serbia International Bond 254900W94OCY91V32O78 N/A 2056000.00000000 PA 2075221.56000000 0.174234550956 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N ADLER Group SA 391200OYYFJ3DWAMEC69 N/A 400000.00000000 PA 361160.95000000 0.030322890412 Long DBT CORP LU N 2 2029-01-14 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40845.87000000 0.003429398554 N/A DFE N/A N 2 Merrill Lynch International AHYI0DDQ2LCHPGHJC422 1692041.50000000 EUR 1963121.27000000 USD 2022-01-14 40845.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -50688.72000000 -0.00425579925 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 2271517.53000000 USD 3114951.35000000 AUD 2021-12-15 -50688.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -426226.64000000 -0.03578577278 N/A DFE N/A N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 19163834.07000000 USD 16493375.20000000 EUR 2022-01-14 -426226.64000000 N N N Japan 353800WZS8AXZXFUC241 N/A 251550000.00000000 PA 2184157.68000000 0.183380772409 Long DBT NUSS JP N 2 2050-09-20 Fixed 0.60000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051DB0 760000.00000000 PA 749594.58000000 0.062935581223 Long DBT NUSS CA N 2 2040-12-01 Fixed 4.50000000 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 15251156.45190000 PA USD 1814064.06000000 0.152307899548 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.76407560 N N N N N N Q-Park Holding I BV 2549003839B7HE3NDP48 N/A 3400000.00000000 PA 3647333.68000000 0.306228288185 Long DBT CORP NL N 2 2027-03-01 Fixed 2.00000000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 N/A 1096000.00000000 PA 1085787.17000000 0.091162140778 Long DBT NUSS RS Y 2 2036-09-23 Fixed 2.05000000 N N N N N N EXOR NV 5493002ENHZ6NYET7405 N/A 1175000.00000000 PA 1310950.60000000 0.110066748302 Long DBT CORP NL N 2 2031-01-19 Fixed 0.87500000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 2127000.00000000 PA USD 2419721.87000000 0.203158622474 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -57220.33000000 -0.00480418992 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1664028.25000000 USD 517063000.00000000 HUF 2022-01-14 -57220.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -26006.38000000 -0.00218348249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1331395.14000000 USD 29373000.00000000 CZK 2021-12-15 -26006.38000000 N N N La Banque Postale SA 96950066U5XAAIRCPA78 N/A 800000.00000000 PA 892728.63000000 0.074953043555 Long DBT CORP FR N 2 2031-01-26 Variable 0.87499990 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAG6 204000.00000000 PA USD 203234.59000000 0.017063473226 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 2.08924920 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 2800000.00000000 PA 3226605.26000000 0.270904143165 Long DBT NUSS CI N 2 2040-10-17 Fixed 6.87500000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556CK6 1011000.00000000 PA USD 993986.43000000 0.083454597150 Long DBT CORP US N 2 2028-10-15 Fixed 1.75000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABL0 1680000.00000000 PA USD 2121668.64000000 0.178134224265 Long DBT CORP US Y 2 2030-04-08 Fixed 6.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBU3 9433641.33960000 PA USD 1067984.42000000 0.089667430906 Long ABS-MBS CORP US N 2 2054-04-15 Variable 1.68375600 N N N N N N State Grid Overseas Investment BVI Ltd. 3003006V8BHG5158QO96 N/A 1523000.00000000 PA USD 1653323.11000000 0.138812170810 Long DBT CORP VG N 2 2027-05-04 Fixed 3.50000000 N N N N N N Ooredoo International Finance Ltd. 549300BHXCDJ03WU7N77 N/A 1180000.00000000 PA USD 1179933.92000000 0.099066654217 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N Benchmark Mortgage Trust N/A 08163AAF0 12948863.76660000 PA USD 1385016.94000000 0.116285320690 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.91782440 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1529735.42000000 0.128435810962 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216360113.36000000 ZAR 15107680.46000000 USD 2021-12-15 1529735.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -38506.23000000 -0.00323296356 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2069071.91000000 USD 2846914.40000000 AUD 2022-01-14 -38506.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 72567.64000000 0.006092742294 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3300000.00000000 EUR 3821594.37000000 USD 2022-01-14 72567.64000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TZT0 319884.50000000 PA USD 319815.37000000 0.026851536460 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.77000000 N N N N N N Novelis Sheet Ingot GmbH 9845005E95899E77AY49 N/A 1845000.00000000 PA 2123926.28000000 0.178323774575 Long DBT CORP DE Y 2 2029-04-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12924.92000000 0.001085169735 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 570000.00000000 EUR 660484.08000000 USD 2022-01-14 12924.92000000 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 550000.00000000 PA 860245.32000000 0.072225761302 Long DBT CORP GB N 2 2049-08-08 Fixed 3.37500000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 N/A 1400000.00000000 PA USD 1401820.00000000 0.117696097096 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 N/A 2160000.00000000 PA 2492525.01000000 0.209271137229 Long DBT CORP NL N 2 2027-01-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 42809.88000000 PA USD 47084.47000000 0.003953188250 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Southern Gas Corridor CJSC 213800DG58KG59XY6318 N/A 1420000.00000000 PA USD 1634564.84000000 0.137237235963 Long DBT NUSS AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851EC4 1951000.00000000 PA USD 1940788.51000000 0.162947620176 Long DBT CORP US Y 2 2026-03-02 Fixed 1.45000000 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 N/A 650000.00000000 PA 720427.68000000 0.060486743074 Long DBT CORP NL N 2 2029-01-16 Fixed 0.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABX4 1492000.00000000 PA USD 1445112.54000000 0.121330916824 Long DBT CORP US Y 2 2028-06-15 Fixed 2.00000000 N N N N N N N/A N/A N/A 498.00000000 NC -60745.65000000 -0.00510017400 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2021-12-08 67479000.00000000 EUR -49215.32000000 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 1112000.00000000 PA USD 1295165.66000000 0.108741452736 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBC1 3965000.00000000 PA USD 4205834.10000000 0.353119700535 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -84552.64000000 -0.00709899682 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 4544953.12000000 USD 6253616.15000000 AUD 2022-01-14 -84552.64000000 N N N People's Republic of China 300300CHN201808MOF68 N/A 153350000.00000000 PA 23607545.50000000 1.982077561578 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5265.90000000 -0.00044212229 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 79724000.00000000 TWD 2861799.12000000 USD 2022-01-21 -5265.90000000 N N N Adani Transmission Ltd. 549300PLH866JQ6LXE52 N/A 1215500.00000000 PA USD 1247338.58000000 0.104725915326 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 7523890.00000000 PA USD 1044544.66000000 0.087699440530 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.90569600 N N N N N N Kingdom of Belgium 549300SZ25JZFHRHWD76 N/A 8573000.00000000 PA 9608884.52000000 0.806757076837 Long DBT NUSS BE Y 2 2040-06-22 Fixed 0.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1853.80000000 -0.00015564410 N/A DFE N/A N 2 Citigroup Global Markets XKZZ2JZF41MRHTR1V493 10000000.00000000 CNY 1561115.49000000 USD 2022-01-14 -1853.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 62600.12000000 0.005255874364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 350000000.00000000 TWD 12649992.77000000 USD 2022-02-18 62600.12000000 N N N Ardagh Metal Packaging Finance USA LLC N/A N/A 1800000.00000000 PA 1988545.02000000 0.166957232564 Long DBT CORP US Y 2 2029-09-01 Fixed 3.00000000 N N N N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 N/A 1400000.00000000 PA 1668260.66000000 0.140066319942 Long DBT CORP PT N 2 2026-01-15 Fixed 2.00000000 N N N N N N State Board of Administration Finance Corp. 549300S34SOJ0RULXM35 341271AF1 1556000.00000000 PA USD 1563779.53000000 0.131294137193 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N Canpack SA N/A N/A 2100000.00000000 PA USD 2085090.00000000 0.175063100180 Long DBT CORP US N 2 2025-11-01 Fixed 3.12500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 335000.00000000 PA USD 338389.00000000 0.028410969026 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 59403.55000000 0.004987491966 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7793000.00000000 NOK 920737.08000000 USD 2022-01-14 59403.55000000 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AF1 3240000.00000000 PA USD 3231900.00000000 0.271348686853 Long DBT CORP US Y 2 2028-06-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 14174.73000000 0.001190103150 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 1506556.11000000 GBP 2019536.81000000 USD 2022-01-14 14174.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 12486.65000000 0.001048372808 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 500000.00000000 EUR 580521.00000000 USD 2022-01-14 12486.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 433063.16000000 0.036359763541 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27478250.54000000 AUD 20023895.78000000 USD 2021-12-15 433063.16000000 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A 600000.00000000 PA 699854.48000000 0.058759427623 Long DBT CORP FI N 2 2024-06-07 Fixed 1.50000000 N N N N N N EXOR NV 5493002ENHZ6NYET7405 N/A 860000.00000000 PA 1073911.96000000 0.090165104162 Long DBT CORP NL N 2 2030-04-29 Fixed 2.25000000 N N N N N N New Enterprise Stone & Lime Co., Inc. 549300O5DQ5Y61B8VF38 644274AH5 1535000.00000000 PA USD 1531162.50000000 0.128555627876 Long DBT CORP US Y 2 2028-07-15 Fixed 5.25000000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAG7 1395500.00000000 PA USD 1395499.02000000 0.117165390817 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 2.08950120 N N N N N N TriNet Group, Inc. 5299003FJVBETSFKE990 896288AA5 3420000.00000000 PA USD 3378960.00000000 0.283695769959 Long DBT CORP US Y 2 2029-03-01 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 375000.00000000 PA USD 377861.25000000 0.031725039141 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17868.15000000 0.001500200822 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 698376.00000000 EUR 811271.27000000 USD 2022-01-14 17868.15000000 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAC5 491000.00000000 PA USD 527410.34000000 0.044281104982 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAF5 505000.00000000 PA USD 545504.75000000 0.045800302479 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N FNMA or FHLMC N/A 01F0204C0 550000.00000000 PA USD 563943.36000000 0.047348398835 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 2.00000000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 2505000.00000000 PA USD 2531026.95000000 0.212503740608 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Toll Road Investors Partnership II LP N/A 88948ABC0 1754000.00000000 PA USD 1413333.95000000 0.118662802505 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 1000000.00000000 PA 1470557.65000000 0.123467275370 Long DBT NUSS FR N 2 2029-01-22 Variable 5.87499985 N N N N N N AA Bond Co. Ltd. 2138002EPF6QVRZBMC58 N/A 560000.00000000 PA 749029.12000000 0.062888105488 Long DBT CORP JE N 2 2028-07-31 Fixed 3.25000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DR5 1897000.00000000 PA USD 2046819.43000000 0.171849922509 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2093.51000000 -0.00017577003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 308650.47000000 USD 8524000.00000000 TWD 2022-02-18 -2093.51000000 N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880KAE4 1205000.00000000 PA USD 1198299.00000000 0.100608577031 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 1.68924960 N N N N N N FNMA or FHLMC N/A 01F0306C7 750000.00000000 PA USD 778769.54000000 0.065385096086 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 17265.59000000 0.001449610190 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 660000.00000000 EUR 767070.94000000 USD 2022-01-14 17265.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -219434.70000000 -0.01842362625 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 6552581.31000000 USD 8086387.26000000 CAD 2022-01-14 -219434.70000000 N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 16679000.00000000 PA USD 14746581.40000000 1.238115504338 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -188289.27000000 -0.01580867172 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5894658.90000000 USD 4286989.42000000 GBP 2022-01-14 -188289.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 14457.25000000 0.001213823386 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 648258.00000000 EUR 750922.88000000 USD 2022-01-14 14457.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -4703.24000000 -0.00039488164 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 213510.64000000 USD 292754.28000000 AUD 2022-01-14 -4703.24000000 N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881EAE7 418000.00000000 PA USD 415647.08000000 0.034897518287 Long ABS-CBDO CORP KY Y 2 2036-05-15 Floating 1.68924960 N N N N N N Iberdrola Finanzas SA 5493004PZNZWWBOUV388 N/A 500000.00000000 PA 563465.12000000 0.047308246047 Long DBT CORP ES N 2 2027-11-16 Variable 1.57500055 N N N N N N Logicor Financing SARL 254900IS16Q1A2TQFN22 N/A 830000.00000000 PA 898930.33000000 0.075473735146 Long DBT CORP LU N 2 2031-01-14 Fixed 0.87500000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AG2 675000.00000000 PA USD 1005643.92000000 0.084433354105 Long DBT CORP US N 2 2048-11-15 Fixed 6.01500000 N N N N N N Kingdom of Norway 549300L0BT3FJTN9MX24 N/A 74700000.00000000 PA 8309521.11000000 0.697663183137 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.50000000 N N N N N N Business Jet Securities LLC N/A 12327BAA4 538513.19000000 PA USD 538667.47000000 0.045226247914 Long ABS-O CORP US Y 2 2036-04-15 Fixed 2.16200000 N N N N N N Coeur Mining, Inc. 5493003AVK173D48DR70 192108BC1 2485000.00000000 PA USD 2373672.00000000 0.199292298716 Long DBT CORP US Y 2 2029-02-15 Fixed 5.12500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAH8 1406000.00000000 PA USD 1457018.09000000 0.122330500771 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 2801000.00000000 PA 4137628.87000000 0.347393223974 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N CPI Property Group SA 222100CO2ZOTEPGJO223 N/A 550000.00000000 PA 600374.17000000 0.050407111188 Long DBT CORP LU N 2 2031-01-27 Fixed 1.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12582.03000000 -0.00105638086 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1337541.40000000 USD 1166266.94000000 EUR 2022-01-14 -12582.03000000 N N N Gazprom PJSC 213800UNP9N6BPNYMQ45 N/A 1300000.00000000 PA USD 1251224.00000000 0.105052133221 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25000000 N N N N N N Republic of Italy 815600DE60799F5A9309 N/A 10337000.00000000 PA 11706497.99000000 0.982871641214 Long DBT NUSS IT N 2 2028-07-15 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBF7 22614743.36000000 PA USD 25289937.92000000 2.123330376931 Long DBT UST US N 2 2031-01-15 Fixed 0.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 118599.54000000 PA USD 124850.00000000 0.010482342756 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109BP5 532000.00000000 PA USD 559221.53000000 0.046951956380 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAM8 946000.00000000 PA USD 948551.31000000 0.079639887490 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 700000.00000000 PA 795293.29000000 0.066772421765 Long DBT CORP DE N 2 2032-02-17 Variable 1.37499880 N N N N N N American Transmission Systems, Inc. N/A 030288AC8 196000.00000000 PA USD 197992.20000000 0.016623324817 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 21590988.00000000 PA USD 1061879.34000000 0.089154851482 Long ABS-MBS USGSE US N 2 2049-10-25 Variable 0.53595000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 71652.67000000 PA USD 78623.13000000 0.006601158167 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N BANK 549300GL0Y86051URC66 065404BB0 2924308.00000000 PA USD 3204350.26000000 0.269035624638 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.68800000 N N N N N N Zurich Finance Ireland Designated Activity Co. 549300E0FVHYR37EGX65 N/A 972000.00000000 PA 1138907.80000000 0.095622121964 Long DBT CORP IE N 2 2050-09-17 Variable 1.87500135 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 2542500.00000000 PA USD 2540971.19000000 0.213338653961 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 1.61214840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -77900.09000000 -0.00654045209 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 17623445.00000000 USD 98638421.65000000 BRL 2021-12-02 -77900.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -46258.38000000 -0.00388383015 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 2050534.00000000 USD 1764220.43000000 EUR 2022-01-14 -46258.38000000 N N N FNMA or FHLMC N/A 01F0226C4 600000.00000000 PA USD 615093.75000000 0.051642959669 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.50000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRZ4 1060000.00000000 PA USD 1078511.73000000 0.090551298521 Long DBT MUN US N 2 2037-07-01 Fixed 2.64100000 N N N N N N Eskom Holdings SOC Ltd. 3789001900ED06F65111 N/A 1500000.00000000 PA USD 1539075.00000000 0.129219957368 Long DBT NUSS ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 890000.00000000 PA USD 1131145.14000000 0.094970372963 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N ContourGlobal Power Holdings SA 549300O5AGIFK0PQ1516 N/A 1900000.00000000 PA 2112556.14000000 0.177369143381 Long DBT CORP LU N 2 2026-01-01 Fixed 2.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBL8 1238000.00000000 PA USD 1232010.56000000 0.103438982532 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24146.87000000 0.002027358973 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 906329.75000000 USD 5231000.00000000 BRL 2021-12-02 24146.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -30868.92000000 -0.00259173888 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 304003839.00000000 JPY 2660909.36000000 USD 2022-01-14 -30868.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -77800.62000000 -0.00653210064 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 848575204.00000000 JPY 7435842.33000000 USD 2022-01-14 -77800.62000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 97511.57000000 PA USD 101229.38000000 0.008499167466 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N SBB Treasury OYJ 5493003HHOCW6FIMH724 N/A 580000.00000000 PA 639543.08000000 0.053695713030 Long DBT CORP FI N 2 2029-11-26 Fixed 1.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG4A8 68957.90000000 PA USD 71749.97000000 0.006024091135 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Engie Energia Chile SA 5493000FIKCC3ZDWTO77 268270AD7 1020000.00000000 PA USD 1088085.00000000 0.091355065421 Long DBT CORP CL Y 2 2025-01-29 Fixed 4.50000000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160AZ2 1618000.00000000 PA USD 1753882.97000000 0.147255125716 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Match Group Holdings II LLC N/A 57665RAN6 4040000.00000000 PA USD 4100640.40000000 0.344287690769 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Banco de Reservas de la Republica Dominicana 549300CKQT0JZ2EGNC56 N/A 700000.00000000 PA USD 729757.00000000 0.061270028055 Long DBT NUSS DO N 2 2023-02-01 Fixed 7.00000000 N N N N N N 2021-12-30 MFS Series Trust X Kasey Phillips Kasey Phillips Assistant Treasurer