NPORT-P false 0000883676 XXXXXXXX S000010128 C000135460 C000057412 C000028113 C000057411 C000028115 AB GLOBAL BOND FUND, INC. 811-06554 0000883676 U218ZJTWJ6O77RCA8603 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB GLOBAL BOND FUND, INC. S000010128 U218ZJTWJ6O77RCA8603 2025-09-30 2025-03-31 N 6905659441.16 1116404390.82 5789255050.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4125726.16000000 0.00000000 0.00000000 55604290.08000000 AUD CAD CNY COP EUR GBP JPY KRW NZD USD N Bloomberg Global Aggregate Bond Index (USD hedged) LEGATRUU:IND OAKTREE SPECIALTY LEND 549300J6MGCEU5928620 67401PAE8 682000.00000000 PA USD 679529.61000000 0.011737772892 Long DBT CORP US N 2 2030-02-27 Fixed 6.34000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 2341000.00000000 PA USD 2301711.44000000 0.039758335398 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 000000000 534000.00000000 PA 560457.54000000 0.009680995829 Long DBT CORP GB N 2 2026-06-18 Fixed 0.12500000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 000000000 200000.00000000 PA USD 172500.00000000 0.002979657978 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECH6 400000.00000000 PA USD 430991.50000000 0.007444679777 Long DBT CORP GB N 2 2034-06-27 Fixed 7.11900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PES1 135000.00000000 PA USD 133608.67000000 0.002307873272 Long DBT CORP US N 2 2045-11-29 Fixed 5.53400000 N N N N N N Countrywide Home Loans N/A 12543RBF5 757445.07000000 PA USD 345243.54000000 0.005963522715 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 7.00000000 NC 367.64000000 0.000006350385 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 901470.00000000 EUR 367.64000000 N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 138000.00000000 PA USD 138696.05000000 0.002395749518 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 5404000.00000000 PA USD 5261154.77000000 0.090877923398 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 157448.56000000 0.002719668742 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 37000000000.00000000 KRW 25278404.04000000 USD 2025-04-17 157448.56000000 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 653000.00000000 PA USD 631972.26000000 0.010916296734 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 07813ZCK8 14542000.00000000 PA 11176326.28000000 0.193052926202 Long DBT CORP CA N 2 2032-11-10 Fixed 5.85000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 000000000 260000.00000000 PA USD 233058.80000000 0.004025713118 Long DBT CORP CL N 2 2049-04-30 Fixed 5.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1500000.00000000 PA 1573545.22000000 0.027180443879 Long DBT CORP CA N 2 2027-03-24 Fixed 0.86400000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAL8 137000.00000000 PA USD 137472.12000000 0.002374608111 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Betony CLO 2, Ltd. 5493000QRX4XEMRJZO43 08763QAA0 1064169.62000000 PA USD 1064536.76000000 0.018388147537 Long ABS-CBDO CORP KY N 2 2031-04-30 Floating 5.62900000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -630757.90000000 -0.01089532063 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 2244408061.01000000 INR 25523779.89000000 USD 2025-05-22 -630757.90000000 N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 46141116.23000000 NS USD 46141116.23000000 0.797013015125 Long STIV RF US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 25443.54000000 0.000439495924 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 8542295.50000000 AUD 5363437.41000000 USD 2025-04-10 25443.54000000 N N N Allegro CLO Ltd 2549008FHFGEJOVBP855 01750HAU6 11754607.00000000 PA USD 11712125.85000000 0.202307995556 Long ABS-CBDO CORP KY N 2 2033-01-19 Floating 6.19300000 N N N N N N SAMRUK KAZYNA JSC 213800N83GBAZJ4ER974 84612WAA1 473000.00000000 PA USD 447280.63000000 0.007726048103 Long DBT CORP KZ N 2 2026-10-28 Fixed 2.00000000 N N N N N N SNF GROUP SACA N/A 000000000 6090000.00000000 PA 6563482.53000000 0.113373525141 Long DBT CORP FR N 2 2032-03-31 Fixed 4.50000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 000000000 236000.00000000 PA 250099.17000000 0.004320057897 Long DBT US N 2 2031-03-15 Fixed 3.25000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAH6 13519000.00000000 PA USD 13643498.36000000 0.235669326042 Long DBT CORP GB N 2 2034-07-01 Fixed 5.87500000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCT1 132000.00000000 PA USD 126680.56000000 0.002188201398 Long DBT CORP US N 2 2054-08-01 Fixed 5.30000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AT2 639000.00000000 PA USD 641211.87000000 0.011075896025 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N TOYOTA FINANCE AUSTRALIA 3UKPTDP5PGQRH8AUK042 000000000 12010000.00000000 PA 7474130.10000000 0.129103486286 Long DBT CORP AU N 2 2029-09-17 Fixed 4.65000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 379000.00000000 PA USD 391740.09000000 0.006766675273 Long DBT CORP ES N 2 2035-03-15 Fixed 6.03700000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBF4 319000.00000000 PA USD 316506.53000000 0.005467137433 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 137000.00000000 PA USD 135571.00000000 0.002341769343 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N TELE2 AB N/A 000000000 212000.00000000 PA 234760.82000000 0.004055112755 Long DBT CORP SE N 2 2029-11-22 Fixed 3.75000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBQ8 5701000.00000000 PA USD 5742639.25000000 0.099194787586 Long DBT CORP US N 2 2031-03-20 Fixed 5.74100000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 240000.00000000 PA USD 239448.00000000 0.004136076194 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLG7 10018.52000000 PA USD 9166.52000000 0.000158336779 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AN8 9595000.00000000 PA USD 9606276.72000000 0.165932864184 Long DBT CORP CH N 2 2026-05-12 Floating 5.93800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 298000.00000000 PA 330108.05000000 0.005702081651 Long DBT CORP US N 2 2033-09-22 Fixed 4.11200000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 07813ZCG7 2711000.00000000 PA 1801203.09000000 0.031112864683 Long DBT CORP CA N 2 2031-03-17 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 643000.00000000 PA USD 631853.79000000 0.010914250357 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CR6 205000.00000000 PA USD 186550.00000000 0.003222348961 Long DBT NUSS PH N 2 2032-09-29 Fixed 3.55600000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 290000.00000000 PA USD 237183.75000000 0.004096964945 Long DBT CORP IN N 2 2032-02-02 Fixed 3.82800000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 1800000000.00000000 PA 12573640.00000000 0.217189256487 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 15132HAJ0 280000.00000000 PA USD 284900.00000000 0.004921185843 Long DBT CORP CL N 2 2031-05-28 Fixed 5.95000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AE2 41000.00000000 PA USD 41230.33000000 0.000712187140 Long DBT CORP US N 2 2030-07-15 Fixed 6.12500000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 730000.00000000 PA USD 609562.56000000 0.010529205479 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 267000.00000000 PA USD 276661.33000000 0.004778876169 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 451897.60000000 PA USD 373097.96000000 0.006444662685 Long DBT CORP AE N 2 2049-01-31 Fixed 3.62500000 N N N N N N AMERICAN MEDICAL SYST EU 549300AA2JE6ZQ5D2493 000000000 7318000.00000000 PA 7772887.41000000 0.134264034705 Long DBT CORP NL N 2 2031-03-08 Fixed 3.00000000 N N N N N N SNCF RESEAU 969500VZN4KDEZ14C105 000000000 3200000.00000000 PA 3010623.25000000 0.052003638185 Long DBT NUSS FR N 2 2034-03-30 Fixed 1.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 752000.00000000 PA 811205.95000000 0.014012268296 Long DBT CORP GB N 2 2028-06-07 Fixed 3.12500000 N N N N N N BNP PARIBAS N/A 000000000 300000.00000000 PA 397666.59000000 0.006869045957 Long DBT CORP FR N 2 2029-08-18 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 4645000.00000000 PA USD 4638929.36000000 0.080129987704 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAB5 200000.00000000 PA USD 224859.58000000 0.003884084878 Long DBT CORP CO N 2 2033-11-09 Fixed 7.85000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBQ6 397000.00000000 PA USD 401934.34000000 0.006942764423 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CW1 562000.00000000 PA USD 565108.38000000 0.009761331554 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z5Q8 5668626.00000000 PA 2488769.78000000 0.042989465110 Long DBT NUSS CA N 2 2036-12-02 None 0.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 90000.00000000 PA USD 85807.13000000 0.001482179127 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N SUEZ 5493007LKZ37MXEN5D79 000000000 200000.00000000 PA 232612.71000000 0.004018007636 Long DBT CORP FR N 2 2032-11-03 Fixed 5.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CF5 193000.00000000 PA USD 167821.70000000 0.002898847926 Long DBT CORP US N 2 2046-07-15 Fixed 4.80000000 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAG3 681000.00000000 PA USD 668394.28000000 0.011545428111 Long DBT CORP US N 2 2026-06-15 Fixed 3.15000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 000000000 6209000.00000000 PA 6127849.44000000 0.105848669418 Long DBT CORP CH N 2 2028-09-01 Fixed 0.25000000 N N N N N N RENTOKIL INITIAL FINANCE 2549005WL1W9GJ5TM121 000000000 245000.00000000 PA 275514.37000000 0.004759064294 Long DBT CORP NL N 2 2030-06-27 Fixed 4.37500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 3086000.00000000 PA USD 2811720.89000000 0.048567922220 Long DBT CORP US N 2 2028-08-19 Fixed 1.98500000 N N N N N N JOHN DEERE FINANCIAL LTD C4WFU2AMZQ28CSQ23X49 000000000 12710000.00000000 PA 8053267.10000000 0.139107139519 Long DBT CORP AU N 2 2029-06-28 Fixed 5.05000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GU5 138000.00000000 PA USD 141224.71000000 0.002439428022 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 58543000.00000000 PA 14022483.22000000 0.242215675386 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CN4 131000.00000000 PA USD 129667.30000000 0.002239792492 Long DBT CORP US N 2 2054-06-15 Fixed 5.68500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBC7 355000.00000000 PA USD 345723.84000000 0.005971819119 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 500000.00000000 PA 643503.48000000 0.011115479874 Long DBT CORP FR N 2 2026-01-29 Fixed 6.00000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECS2 13000.00000000 PA USD 12873.04000000 0.000222360906 Long DBT CORP US N 2 2031-08-13 Fixed 4.85000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADN2 139000.00000000 PA USD 127619.87000000 0.002204426457 Long DBT CORP US N 2 2055-06-15 Fixed 5.25000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 556000.00000000 PA 559424.61000000 0.009663153637 Long DBT CORP CA N 2 2030-04-08 Fixed 1.95200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 587000.00000000 PA USD 585556.58000000 0.010114541074 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 761000.00000000 PA USD 752677.41000000 0.013001282608 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 17818000.00000000 PA 19422441.74000000 0.335491208646 Long DBT NUSS IT N 2 2037-10-30 Fixed 4.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAW3 687000.00000000 PA USD 688289.86000000 0.011889092016 Long DBT CORP US N 2 2029-03-04 Fixed 4.78600000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 49262000.00000000 PA 54242859.58000000 0.936957503311 Long DBT NUSS IT N 2 2031-02-15 Fixed 3.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 246000.00000000 PA 302221.13000000 0.005220380297 Long DBT CORP GB N 2 2031-11-28 Fixed 2.10500000 N N N N N N HONG KONG MORTGAGE CORP 254900W04TBDJ4UBOS04 000000000 97500000.00000000 PA 13455518.01000000 0.232422270102 Long DBT NUSS HK N 2 2031-10-18 Fixed 2.60000000 N N N N N N VARANASI AURA NH-2 TOLL 335800WU93PC1E28MY29 92213HAA0 290000.00000000 PA USD 293074.00000000 0.005062378448 Long DBT CORP IN N 2 2034-02-28 Fixed 5.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 678000.00000000 PA USD 683659.23000000 0.011809105386 Long DBT CORP US N 2 2028-08-03 Fixed 4.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 118000.00000000 PA USD 128666.02000000 0.002222497003 Long DBT CORP US N 2 2034-11-01 Fixed 6.62700000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPP2 690000.00000000 PA USD 689318.83000000 0.011906865805 Long DBT CORP US N 2 2027-10-22 Fixed 4.50700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBF6 137000.00000000 PA USD 135912.99000000 0.002347676666 Long DBT CORP US N 2 2055-04-01 Fixed 6.20000000 N N N N N N PT TOWER BERSAMA INFRAST REGD REG S N/A 000000000 200000.00000000 PA USD 189000.00000000 0.003264668741 Long DBT CORP ID N 2 2027-05-02 Fixed 2.80000000 N N N N N N Verde CLO Ltd 254900DT3DF8KM5RRZ79 92338BAW5 4305677.52000000 PA USD 4296816.44000000 0.074220541376 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 5.41200000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YAY7 672000.00000000 PA USD 647194.32000000 0.011179233154 Long DBT CORP US N 2 2027-10-15 Fixed 2.87500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 235000.00000000 PA USD 228304.98000000 0.003943598580 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 680000.00000000 PA USD 666163.71000000 0.011506898628 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBF0 53000.00000000 PA USD 53390.77000000 0.000922239036 Long DBT CORP US N 2 2028-03-15 Fixed 4.55000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJS3 9605000.00000000 PA 7178597.72000000 0.123998643306 Long DBT NUSS CA N 2 2034-03-15 Fixed 4.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 665000.00000000 PA USD 637769.85000000 0.011016440707 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHP7 930000.00000000 PA USD 988298.38000000 0.017071253061 Long DBT CORP US N 2 2027-06-15 Fixed 8.05000000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 1749567.14000000 PA USD 1745927.17000000 0.030158062735 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.34000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 000000000 7478000.00000000 PA 7356727.61000000 0.127075548512 Long DBT US N 2 2029-05-21 Fixed 0.87500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 136000.00000000 PA USD 128334.88000000 0.002216777096 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 11489000.00000000 PA 11360031.99000000 0.196226144663 Long DBT CORP US N 2 2029-05-09 Fixed 0.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 3468000.00000000 PA USD 3484273.42000000 0.060185177362 Long DBT CORP GB N 2 2036-02-25 Fixed 5.78500000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 336000.00000000 PA USD 261629.23000000 0.004519221000 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 597000.00000000 PA USD 625705.07000000 0.010808041182 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 70470MAC9 4620000.00000000 PA USD 4621968.12000000 0.079837009767 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.68500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 123941.32000000 0.002140885466 N/A DFE BR N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 11680675.51000000 USD 67362455.69000000 BRL 2025-04-02 123941.32000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 39115800.00000000 PA USD 26397055.11000000 0.455966352846 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBX9 136000.00000000 PA USD 138153.69000000 0.002386381128 Long DBT CORP US N 2 2030-02-24 Fixed 4.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 14000.00000000 PA USD 11189.29000000 0.000193276853 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N GENERALI 549300X5UKJVE386ZB61 000000000 428000.00000000 PA 480956.88000000 0.008307750752 Long DBT CORP IT N 2 2048-06-08 Fixed 5.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 220000.00000000 PA USD 150700.00000000 0.002603098303 Long DBT CORP MX N 2 2051-02-09 Fixed 4.67700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLN9 27085500.00000000 PA USD 26560718.44000000 0.458793371669 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 02147WAF6 109828.96000000 PA USD 52759.23000000 0.000911330206 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25000000 N N N N N N WHIRLPOOL EMEA FIN SARL 549300KCJ74PW78SNI52 000000000 281000.00000000 PA 278279.15000000 0.004806821388 Long DBT CORP LU N 2 2028-02-20 Fixed 0.50000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 000000000 540000.00000000 PA USD 457029.00000000 0.007894435398 Long DBT CORP VG N 2 2030-09-28 Fixed 1.37500000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 38151LAG5 332000.00000000 PA USD 335133.89000000 0.005788894893 Long DBT CORP US N 2 2027-05-21 Fixed 5.41400000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 100000.00000000 PA 105948.51000000 0.001830088829 Long DBT CORP DE N 2 2027-01-20 Fixed 1.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 000000000 146000.00000000 PA 138236.54000000 0.002387812227 Long DBT US N 2 2030-10-05 Fixed 0.95000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 15067483.24000000 PA USD 15072154.16000000 0.260347039972 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.84000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 32.44000000 0.000000560348 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 841413.96000000 GBP 1086856.77000000 USD 2025-05-16 32.44000000 N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 135000.00000000 PA USD 137322.02000000 0.002372015376 Long DBT CORP US N 2 2030-01-09 Fixed 5.25000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 68341PAB5 200000.00000000 PA USD 195089.62000000 0.003369857059 Long DBT CORP BM N 2 2034-10-10 Fixed 4.62500000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 000000000 247000.00000000 PA 251108.18000000 0.004337486910 Long DBT CORP US N 2 2030-05-15 Fixed 1.75000000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 000000000 200000.00000000 PA USD 198016.00000000 0.003420405531 Long DBT CORP KR N 2 2028-03-26 Fixed 4.50000000 N N N N Y Shinhan Financial Group Co Ltd USD XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 557000.00000000 PA 649291.85000000 0.011215464586 Long DBT CORP GB N 2 2034-01-29 Fixed 5.26200000 N N N N N N ALASKA AIRLINES 2020 TR N/A 01166VAA7 496442.86000000 PA USD 493917.37000000 0.008531622215 Long DBT CORP US N 2 2027-08-15 Fixed 4.80000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAD9 557000.00000000 PA USD 626634.21000000 0.010824090570 Long DBT CORP US N 2 2033-06-15 Fixed 7.95000000 N N N N N N EASYJET PLC 2138001S47XKWIB7TH90 000000000 253000.00000000 PA 274781.25000000 0.004746400834 Long DBT CORP GB N 2 2031-03-20 Fixed 3.75000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 5.00000000 NC 4899.07000000 0.000084623495 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 5 Year Canadian Bond Futures XQM5 Comdty 2025-06-19 572550.00000000 CAD 4899.07000000 N N N Hyundai Auto Lease Securitization Trust N/A 44935WAF4 8465000.00000000 PA USD 8573962.33000000 0.148101305875 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N ACU PETROLEO LUXEMBOURG N/A 00110RAA5 3185885.96000000 PA USD 3173938.89000000 0.054824651227 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 5405000.00000000 PA USD 5358684.28000000 0.092562587645 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 262000.00000000 PA 283312.44000000 0.004893763317 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BS0 661000.00000000 PA USD 522312.07000000 0.009022094647 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GKD4 2710.56000000 PA USD 2801.92000000 0.000048398627 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 000000000 278000.00000000 PA 281440.65000000 0.004861431178 Long DBT CORP US N 2 2029-02-22 Fixed 1.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DF3 242000.00000000 PA USD 243724.69000000 0.004209949084 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 131000.00000000 PA USD 131091.34000000 0.002264390476 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JAG3 103000.00000000 PA USD 103083.43000000 0.001780599215 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BM9 136000.00000000 PA USD 137279.14000000 0.002371274694 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N AXIATA SPV2 BHD 254900P49KQFQ10AF282 000000000 200000.00000000 PA USD 174028.00000000 0.003006051702 Long DBT CORP MY N 2 2030-08-19 Fixed 2.16300000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAH6 926000.00000000 PA USD 925359.81000000 0.015984091251 Long DBT CORP US N 2 2025-10-01 Fixed 4.87500000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ48 2919442.56000000 PA USD 2955974.71000000 0.051059673210 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.68100000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAB8 302000.00000000 PA USD 302493.41000000 0.005225083492 Long DBT CORP LU N 2 2035-10-20 Fixed 5.67200000 N N N N N N HANNOVER RE 529900KIN5BE45V5KB18 000000000 200000.00000000 PA 240725.49000000 0.004158142764 Long DBT CORP DE N 2 2043-08-26 Fixed 5.87500000 N N N N N N CANADIAN NATL RAILWAY 3SU7BEP7TH9YEQOZCS77 136375CM2 355000.00000000 PA 213165.74000000 0.003682092741 Long DBT CORP CA N 2 2047-08-01 Fixed 3.60000000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCW1 1971535.66000000 PA USD 1972599.50000000 0.034073459933 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.59000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860FAA6 2434701.88000000 PA USD 2438123.61000000 0.042114634591 Long ABS-O CORP US N 2 2036-04-17 Fixed 5.55000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 127000.00000000 PA USD 132405.88000000 0.002287097024 Long DBT CORP US N 2 2029-06-13 Fixed 6.99200000 N N N N N N Fannie Mae - CAS N/A 20754NAB1 4194740.93000000 PA USD 4283133.77000000 0.073984195423 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.09000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 533000.00000000 PA 585320.82000000 0.010110468702 Long DBT CORP CA N 2 2030-07-10 Fixed 3.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 36.00000000 NC USD 54562.50000000 0.000942478773 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 3949312.50000000 USD 54562.50000000 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 204000.00000000 PA USD 200177.04000000 0.003457733996 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5LT6 6072.48000000 PA USD 5546.57000000 0.000095808009 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 000000000 490000.00000000 PA USD 417284.00000000 0.007207904926 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BC0 155000.00000000 PA USD 96597.96000000 0.001668573230 Long DBT CORP US N 2 2051-09-15 Fixed 2.85000000 N N N N N N DEUT PFANDBRIEFBANK AG DZZ47B9A52ZJ6LT6VV95 000000000 100000.00000000 PA 108886.21000000 0.001880832836 Long DBT CORP DE N 2 2026-08-28 Fixed 4.37500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3G4 56000.00000000 PA USD 51746.50000000 0.000893836936 Long DBT CORP US N 2 2029-01-07 Fixed 2.71700000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CE2 137000.00000000 PA USD 137847.45000000 0.002381091328 Long DBT CORP US N 2 2028-02-11 Fixed 4.62500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CF1 763000.00000000 PA USD 637856.64000000 0.011017939863 Long DBT CORP US N 2 2031-09-01 Fixed 1.75000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 000000000 248000.00000000 PA 273909.64000000 0.004731345183 Long DBT CORP CA N 2 2028-01-25 Fixed 3.75000000 N N N N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 15901000.00000000 PA 15119451.79000000 0.261164029888 Long DBT NUSS AT N 2 2032-02-20 Fixed 0.90000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 80000.00000000 PA USD 62273.20000000 0.001075668621 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 380000.00000000 PA USD 388550.00000000 0.006711571637 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 625000.00000000 PA USD 615931.71000000 0.010639222225 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCU6 132000.00000000 PA USD 128658.57000000 0.002222368316 Long DBT CORP US N 2 2054-06-15 Fixed 5.55000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BQ6 398000.00000000 PA USD 397818.87000000 0.006871676347 Long DBT US N 2 2026-01-13 Fixed 5.05000000 N N N N N N Hertz Corporation, The N/A 000000000 1250000.00000000 PA USD 959375.00000000 0.016571648539 Long LON CORP US N 2 2028-06-30 Floating 7.93900000 N N N N N N ADANI TRANS STEP-ONE LTD 335800Z8CGS7O7D72N41 000000000 293625.00000000 PA USD 241506.56000000 0.004171634483 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CS7 210000.00000000 PA USD 217381.03000000 0.003754905045 Long DBT CORP GB N 2 2029-01-09 Fixed 6.30100000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 000000000 268000.00000000 PA 281757.63000000 0.004866906494 Long DBT CORP US N 2 2027-03-19 Fixed 1.90000000 N N N N N N Clear Street LLC 549300KNQS43Y7TO3X67 000000000 -3990000.00000000 PA USD -3990000.00000000 -0.06892078454 Short RA CORP US N 1 Reverse repurchase N 1.75000000 2027-02-18 4000000.00000000 USD 4032715.04000000 USD CDS N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAH3 643000.00000000 PA USD 659317.12000000 0.011388634880 Long DBT US N 2 2029-04-01 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 140000.00000000 PA USD 147183.15000000 0.002542350418 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 234000.00000000 PA 259462.15000000 0.004481788204 Long DBT CORP US N 2 2034-11-02 Fixed 4.12500000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAD3 3132000.00000000 PA USD 3170825.65000000 0.054770875050 Long DBT CORP US N 2 2033-03-05 Fixed 6.25000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -423.93000000 -0.00000732270 N/A DFE CA N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 80659.57000000 USD 115412.71000000 CAD 2025-04-11 -423.93000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 1505000.00000000 PA USD 1488144.00000000 0.025705276189 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFJA8 8024.94000000 PA USD 7327.43000000 0.000126569479 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AV4 50000.00000000 PA USD 52773.89000000 0.000911583434 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Oriental Republic of Uruguay 549300RDR012H2V82H43 760942BG6 594814.00000000 PA USD 542470.37000000 0.009370296614 Long DBT NUSS UY N 2 2060-09-10 Fixed 5.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 362000.00000000 PA USD 257951.54000000 0.004455694865 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N Countrywide Alternative Loan Trust N/A 02151CBD7 237523.49000000 PA USD 137593.03000000 0.002376696635 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 5.75000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 309000.00000000 PA 276009.61000000 0.004767618762 Long DBT NL N 2 2032-01-15 Fixed 1.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDX4 138000.00000000 PA USD 138000.11000000 0.002383728282 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YT4 676000.00000000 PA USD 644962.61000000 0.011140683980 Long DBT CORP US N 2 2027-11-02 Fixed 3.81500000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 000000000 1018326.00000000 PA USD 988285.38000000 0.017071028507 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AJ2 129000.00000000 PA USD 129077.40000000 0.002229602926 Long DBT US N 2 2028-04-01 Fixed 4.75000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AV4 442000.00000000 PA USD 433955.60000000 0.007495879801 Long DBT NUSS PL N 2 2033-10-04 Fixed 4.87500000 N N N N N N DEVELOPMENT BK OF JAPAN 5493001HGBABMWFZUI25 000000000 15859000.00000000 PA 16966036.88000000 0.293060795084 Long DBT NUSS JP N 2 2025-09-09 Fixed 0.01000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 100000.00000000 PA 105376.20000000 0.001820203101 Long DBT CORP DE N 2 2026-05-18 Fixed 0.12500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 586868000.00000000 OU Notional Amount -29106.51000000 -0.00050276779 N/A DIR CN N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-02-20 0.00000000 CNY 0.00000000 CNY 586868000.00000000 CNY -29106.51000000 N N N TNB GLOBAL VENTURES CAP 5493004U8XEGPFWIBZ14 000000000 430000.00000000 PA USD 432102.70000000 0.007463873956 Long DBT CORP MY N 2 2028-11-01 Fixed 4.85100000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 334000.00000000 PA USD 281395.00000000 0.004860642648 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 17000000.00000000 PA 2394760.02000000 0.041365598840 Long DBT NUSS XX N 2 2034-07-26 Fixed 2.75000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAT8 482000.00000000 PA USD 489412.35000000 0.008453805295 Long DBT CORP CL N 2 2034-02-26 Fixed 6.12500000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAY5 56000.00000000 PA USD 57394.89000000 0.000991403721 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822Q2J5 5391000.00000000 PA USD 5324690.70000000 0.091975403634 Long DBT NUSS UZ N 2 2032-05-25 Fixed 6.94700000 N N N N N N The Bank Of New York Mellon WFLLPEPC7FZXENRZV188 000000000 -904570.00000000 PA USD -904570.00000000 -0.01562498097 Short RA CORP US N 1 Reverse repurchase N 2.25000000 2027-03-19 1252000.00000000 USD 946048.76000000 USD CDS N N N CRED MUTUEL HOME LOAN SF N/A 000000000 4000000.00000000 PA 4409930.98000000 0.076174411762 Long DBT CORP FR N 2 2029-04-20 Fixed 3.25000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971V2D6 510000.00000000 PA USD 491196.30000000 0.008484620140 Long DBT CORP PE N 2 2031-09-30 Fixed 3.25000000 N N N N Y Banco de Credito del Peru USD XXXX N N N TRANSNET SOC LTD 378900B07CD6F01EA796 000000000 2580000.00000000 PA USD 2616919.80000000 0.045203049049 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 127000.00000000 PA USD 125482.22000000 0.002167502017 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 000000000 160000.00000000 PA USD 157900.00000000 0.002727466636 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 000000000 11325000.00000000 PA 11741849.37000000 0.202821421200 Long DBT CORP CA N 2 2027-01-14 Fixed 0.01000000 N N N N N N Fannie Mae - CAS N/A 20754QAA6 4801950.76000000 PA USD 4889940.75000000 0.084465802723 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 6.63600000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 000000000 3001000.00000000 PA USD 2901456.83000000 0.050117965174 Long DBT CORP IL N 2 2028-08-14 Fixed 4.25000000 N N N N N N AEGEA FINANCE SARL 213800V6WTKUT1XWIZ47 000000000 5407000.00000000 PA USD 5358646.50000000 0.092561935057 Long DBT CORP LU N 2 2029-05-20 Fixed 6.75000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599CB8 133000.00000000 PA USD 134625.06000000 0.002325429763 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAJ3 650000.00000000 PA USD 663274.31000000 0.011456988925 Long DBT CORP US N 2 2027-06-04 Fixed 6.50000000 N N N N N N QHEL INT STRIP 6THEVG93PYJH84S4D167 44882ZXT5 5631018.00000000 PA 1583678.65000000 0.027355482462 Long DBT NUSS CA N 2 2046-02-15 None 0.00000000 N N N N N N SIRIUS REAL ESTATE LTD 213800NURUF5W8QSK566 000000000 200000.00000000 PA 210813.05000000 0.003641453834 Long DBT GG N 2 2026-06-22 Fixed 1.12500000 N N N N N N AXA SA N/A 000000000 301000.00000000 PA 281877.66000000 0.004868979817 Long DBT CORP FR N 2 2042-07-10 Fixed 1.87000000 N N N N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 29249BAA3 1226000.00000000 PA USD 902483.12000000 0.015588933500 Long DBT CORP PA N 2 2048-05-19 Fixed 4.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DQ9 136000.00000000 PA USD 133581.66000000 0.002307406718 Long DBT CORP US N 2 2034-11-01 Fixed 4.90000000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNK1 11028074.49000000 PA USD 10988930.34000000 0.189815964998 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.29000000 N N N N N N GLENCORE CAP FIN DAC 213800HCUCI1HC7X6Q34 000000000 225000.00000000 PA 202068.05000000 0.003490398129 Long DBT CORP IE N 2 2033-03-01 Fixed 1.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 560000.00000000 PA USD 550106.61000000 0.009502200286 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 000000000 509000.00000000 PA 507877.04000000 0.008772752894 Long DBT CORP US N 2 2031-01-31 Fixed 1.75000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 4004122.00000000 PA USD 4194317.80000000 0.072450043460 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.69000000 N N N N N N CALGARY (CITY OF) 549300HSTXVCQ4ECT255 178916AA0 3456000.00000000 PA 2500886.27000000 0.043198757841 Long DBT NUSS CA N 2 2034-06-01 Fixed 4.20000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 1049000000.00000000 PA 12291815.35000000 0.212321192331 Long DBT NUSS XX N 2 2029-07-13 Fixed 6.75000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 7000.00000000 PA USD 6947.60000000 0.000120008532 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAB9 640000.00000000 PA USD 663780.79000000 0.011465737547 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -203.00000000 NC 16462.79000000 0.000284368020 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUM5 Comdty 2025-06-06 -21727090.00000000 EUR 16462.79000000 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 300000.00000000 PA USD 306888.23000000 0.005300996887 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CX5 210000.00000000 PA USD 208748.10000000 0.003605785168 Long DBT CORP DE N 2 2030-09-11 Fixed 4.99900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 426000.00000000 PA USD 417952.72000000 0.007219455981 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 100000.00000000 PA 94943.44000000 0.001639994078 Long DBT CORP US N 2 2031-03-22 Fixed 0.69400000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 673000.00000000 PA USD 680583.59000000 0.011755978689 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 07813ZCM4 3297000.00000000 PA 2307350.16000000 0.039855735149 Long DBT CORP CA N 2 2053-02-09 Fixed 5.15000000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 000000000 281000.00000000 PA 283283.36000000 0.004893261007 Long DBT CORP NL N 2 2028-09-24 Fixed 1.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 473000.00000000 PA USD 543076.55000000 0.009380767391 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 199000.00000000 PA USD 196652.90000000 0.003396860188 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KC4 100000.00000000 PA USD 81365.10000000 0.001405450257 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 136000.00000000 PA USD 134530.40000000 0.002323794664 Long DBT US N 2 2035-01-15 Fixed 5.75000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECH2 548000.00000000 PA USD 538230.63000000 0.009297061976 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Great Wolf Trust N/A 362414AA2 2316000.00000000 PA USD 2315278.10000000 0.039992677466 Long ABS-MBS CORP US N 2 2041-05-15 Floating 6.01000000 N N N N N N MetLife Capital Trust IV N/A 591560AA5 110000.00000000 PA USD 120757.80000000 0.002085895317 Long DBT CORP US N 2 2037-12-15 Fixed 7.87500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 000000000 531000.00000000 PA 555020.47000000 0.009587079255 Long DBT CORP CA N 2 2026-09-04 Fixed 0.12500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 233000.00000000 PA 270796.44000000 0.004677569698 Long DBT CORP US N 2 2034-11-15 Fixed 4.75000000 N N N N N N MOL HUNGARIAN OIL & GAS 213800R83KX5FQFGXS67 000000000 539000.00000000 PA 555235.79000000 0.009590798559 Long DBT CORP HU N 2 2027-10-08 Fixed 1.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 347000.00000000 PA USD 334594.70000000 0.005779581260 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8K5 392000.00000000 PA USD 392147.25000000 0.006773708302 Long DBT CORP CA N 2 2027-09-10 Fixed 4.56700000 N N N N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 000000000 250000.00000000 PA USD 243150.00000000 0.004200022246 Long DBT CORP SG N 2 2031-03-16 Fixed 1.75000000 N N N N Y United Overseas Bank Ltd. USD XXXX N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 216012889.00000000 PA USD 216486454.06000000 3.739452696030 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.50000000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 490000.00000000 PA USD 437334.80000000 0.007554250006 Long DBT CORP ID N 2 2031-06-09 Fixed 3.39800000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 608890.46000000 0.010517596041 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 544362237210.00000000 IDR 33243495.40000000 USD 2025-04-29 608890.46000000 N N N MTR CORP LTD 254900IH4U9NHH9AQM97 000000000 40000000.00000000 PA 5304942.67000000 0.091634288416 Long DBT CORP HK N 2 2054-09-20 Fixed 3.05000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAG6 4663000.00000000 PA USD 4302369.36000000 0.074316459070 Long DBT CORP CA N 2 2037-05-04 Fixed 4.58800000 N N N N Y Bank of Nova Scotia USD XXXX N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 000000000 11055000.00000000 PA 11534215.18000000 0.199234877021 Long DBT CORP AU N 2 2027-03-16 Fixed 0.62500000 N N N N N N MTR CORP LTD N/A 000000000 76620000.00000000 PA 10563421.06000000 0.182465981687 Long DBT CORP HK N 2 2034-09-20 Fixed 2.75000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 217000.00000000 PA USD 168933.17000000 0.002918046769 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Voya CLO Ltd 54930068MLVF3BECCK93 92917KAU8 4533717.00000000 PA USD 4535281.13000000 0.078339632484 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.10200000 N N N N N N PERIAMA HOLDINGS LLC/DE 254900NINXO00BLT2Z47 000000000 2478000.00000000 PA USD 2473663.50000000 0.042728528601 Long DBT CORP US N 2 2026-04-19 Fixed 5.95000000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 000000000 240000.00000000 PA USD 174825.60000000 0.003019828950 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 250322.18000000 0.004323910033 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 74803629884.00000000 KRW 51037853.43000000 USD 2025-04-17 250322.18000000 N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 298000.00000000 PA USD 296631.52000000 0.005123828841 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAP7 692000.00000000 PA USD 673970.01000000 0.011641739811 Long DBT CORP CA N 2 2055-03-03 Fixed 5.81300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZS5 350000.00000000 PA USD 349108.89000000 0.006030290373 Long DBT CORP CA N 2 2028-10-18 Fixed 4.52200000 N N N N N N BARRY CALLEBAUT SVCS NV 213800R1F1EJYM4ICO85 000000000 600000.00000000 PA 652174.67000000 0.011265260630 Long DBT CORP BE N 2 2029-06-14 Fixed 4.00000000 N N N N N N TDF INFRASTRUCTURE SAS 969500BWNQ1B0PI06I59 000000000 300000.00000000 PA 344017.50000000 0.005942344861 Long DBT CORP FR N 2 2028-07-21 Fixed 5.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 4160000.00000000 PA USD 4224816.00000000 0.072976850445 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N INTERCORP FIN SER INC 5299004181WFTEWB1398 000000000 840000.00000000 PA USD 811912.50000000 0.014024472802 Long DBT CORP PA N 2 2027-10-19 Fixed 4.12500000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAP9 116000.00000000 PA USD 111313.39000000 0.001922758438 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 6957000.00000000 PA 3229389.94000000 0.055782478262 Long DBT NUSS AU N 2 2047-03-21 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 6500000.00000000 PA 8071212.57000000 0.139417118434 Long DBT CORP FR N 2 2031-05-24 Fixed 2.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 23000.00000000 PA USD 23392.53000000 0.000404068050 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N BP CAPITAL MARKETS BV 7245003VD7E4T30HJD24 000000000 247000.00000000 PA 274987.73000000 0.004749967441 Long DBT CORP NL N 2 2035-05-12 Fixed 4.32300000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 367000.00000000 PA USD 365661.38000000 0.006316207816 Long DBT CORP GB N 2 2030-10-15 Fixed 5.00500000 N N N N N N ROLLER BEARING CO OF AME 254900U9XW6S76H2P167 775631AD6 1695000.00000000 PA USD 1591341.68000000 0.027487848888 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBJ6 699000.00000000 PA USD 683733.76000000 0.011810392771 Long DBT CORP US N 2 2027-06-15 Fixed 3.41000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BV5 200000.00000000 PA USD 175175.00000000 0.003025864268 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 677000.00000000 PA USD 688430.29000000 0.011891517717 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAY0 642000.00000000 PA USD 622281.20000000 0.010748899376 Long DBT US N 2 2026-10-01 Fixed 2.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEF9 123000.00000000 PA USD 123472.93000000 0.002132794788 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 274000.00000000 PA 283012.19000000 0.004888576985 Long DBT CORP US N 2 2028-02-24 Fixed 0.38900000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 7504000.00000000 PA USD 8575575.55000000 0.148129171636 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 133000.00000000 PA USD 132366.98000000 0.002286425090 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAJ6 410000.00000000 PA USD 286538.75000000 0.004949492594 Long DBT CORP ID N 2 2060-02-25 Fixed 4.15000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 23925568.00000000 PA 30042752.87000000 0.518939874107 Long DBT NUSS GB N 2 2034-07-31 Fixed 4.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 114000.00000000 PA USD 114840.88000000 0.001983690112 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 2683000.00000000 PA USD 2976026.47000000 0.051406034871 Long DBT CORP IT N 2 2033-11-28 Fixed 7.20000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAX0 630000.00000000 PA USD 550557.00000000 0.009509980044 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N N TELUS CORP L2TEUTQ8OSHMJWVLCE40 87971MBX0 17557000.00000000 PA 13010630.92000000 0.224737566523 Long DBT CORP CA N 2 2032-11-15 Fixed 5.25000000 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AQ2 137000.00000000 PA USD 136938.01000000 0.002365382226 Long DBT CORP US N 2 2026-09-09 Fixed 4.65000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 2987000.00000000 PA USD 2617182.64000000 0.045207589184 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780CY0 1030000.00000000 PA USD 874470.00000000 0.015105052245 Long DBT NUSS ID N 2 2031-07-28 Fixed 2.15000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 911000.00000000 PA USD 879864.87000000 0.015198239883 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 139000.00000000 PA USD 138821.19000000 0.002397911109 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AK6 656000.00000000 PA USD 572243.46000000 0.009884578499 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 13000000.00000000 PA 14063625.26000000 0.242926337459 Long DBT NUSS FR N 2 2030-02-25 Fixed 2.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 95003TAS2 4554928.00000000 PA USD 4529486.91000000 0.078239546722 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.01000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 000000000 520000.00000000 PA USD 385330.40000000 0.006655958264 Long DBT CORP AE N 2 2049-11-07 Fixed 3.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 200000.00000000 PA USD 212397.48000000 0.003668822294 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 000000000 300000.00000000 PA USD 309561.00000000 0.005347164657 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 000000000 420000.00000000 PA USD 422230.20000000 0.007293342516 Long DBT CORP AE N 2 2030-04-23 Fixed 4.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDH6 471000.00000000 PA USD 435857.54000000 0.007528732733 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JM4 2793000.00000000 PA USD 2789385.94000000 0.048182122151 Long DBT CORP US N 2 2025-05-15 Fixed 5.95000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AX9 140000.00000000 PA USD 137756.43000000 0.002379519105 Long DBT CORP US N 2 2027-06-01 Fixed 3.85000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAZ4 441000.00000000 PA USD 434786.87000000 0.007510238644 Long DBT CORP DK N 2 2026-09-11 Fixed 1.62100000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 210000.00000000 PA USD 152732.83000000 0.002638212147 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N COMM Mortgage Trust N/A 12624PAS4 2322000.00000000 PA USD 1828621.44000000 0.031586472250 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.43500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286X3 58933500.00000000 PA USD 57653535.10000000 0.995871396210 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N L Street Securities N/A 46645DAB1 1253647.29000000 PA USD 1293516.78000000 0.022343406340 Long ABS-MBS CORP US N 2 2025-10-25 Floating 9.95400000 N N N N N N GENERALI 549300X5UKJVE386ZB61 000000000 238000.00000000 PA 270180.54000000 0.004666931023 Long DBT CORP IT N 2 2047-10-27 Fixed 5.50000000 N N N N N N MDGH GMTN RSC LTD REGD REG S EMTN SER GMTN N/A 000000000 260000.00000000 PA USD 236480.40000000 0.004084815713 Long DBT NUSS AE N 2 2032-03-28 Fixed 3.37000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 681000.00000000 PA USD 688315.67000000 0.011889537842 Long DBT CORP GB N 2 2031-02-25 Fixed 5.36700000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 47452000.00000000 PA 28028167.00000000 0.484141167668 Long DBT NUSS GB N 2 2046-01-31 Fixed 0.87500000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 000000000 240000.00000000 PA 264203.42000000 0.004563685961 Long DBT CORP US N 2 2031-02-06 Fixed 3.62500000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GM3 130000.00000000 PA USD 125128.52000000 0.002161392422 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCB9 6990000.00000000 PA USD 7026923.28000000 0.121378713131 Long DBT CORP US N 2 2032-08-15 Fixed 5.35000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAL0 129000.00000000 PA USD 129527.47000000 0.002237377156 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 8756000.00000000 PA USD 8799464.70000000 0.151996493909 Long DBT US N 2 2030-03-15 Fixed 4.90000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAC6 261000.00000000 PA USD 259913.64000000 0.004489586963 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.79000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AL7 567000.00000000 PA USD 587703.28000000 0.010151621838 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N VICINITY CENTRES TRUST 254900YANM8VTQCFYX66 000000000 288000.00000000 PA 280909.75000000 0.004852260740 Long DBT AU N 2 2029-11-07 Fixed 1.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 129000.00000000 PA USD 129690.79000000 0.002240198244 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 600000.00000000 PA USD 590136.00000000 0.010193643134 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -4244.88000000 -0.00007332342 N/A DFE AU N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 205253.97000000 USD 321673.84000000 AUD 2025-04-09 -4244.88000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBF0 697256.50000000 PA USD 714631.36000000 0.012344098744 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 10.15400000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 400000000.00000000 PA 2585585.92000000 0.044661807046 Long DBT NUSS JP N 2 2044-12-20 Fixed 2.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AR1 287000.00000000 PA USD 294485.23000000 0.005086755160 Long DBT CORP US N 2 2034-03-11 Fixed 5.61100000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 500000.00000000 PA USD 344845.00000000 0.005956638583 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N BELLEMEADE RE LT N/A 078777AA7 7224702.00000000 PA USD 7223589.40000000 0.124775801673 Long ABS-MBS CORP US N 2 2031-09-25 Floating 5.34000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 99875.80000000 0.001725192604 Long DBT CORP NL N 2 2031-02-16 Fixed 1.75000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BZ3 129000.00000000 PA USD 128733.88000000 0.002223669174 Long DBT CORP US N 2 2055-04-01 Fixed 5.80000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 331000.00000000 PA USD 335927.61000000 0.005802605120 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 000000000 528000.00000000 PA 556738.06000000 0.009616747839 Long DBT CORP JP N 2 2026-04-13 Fixed 0.18400000 N N N N N N COSL SINGAPORE CAPITAL 300300WB9ZSCZYXDFJ80 000000000 200000.00000000 PA USD 197988.24000000 0.003419926022 Long DBT CORP SG N 2 2025-06-24 Fixed 1.87500000 N N N N N N BPCE SA N/A 000000000 2870000.00000000 PA 1880295.39000000 0.032479056003 Long DBT CORP FR N 2 2028-10-24 Fixed 6.27000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 143000.00000000 PA 147441.81000000 0.002546818350 Long DBT CORP GB N 2 2030-01-16 Fixed 2.25000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 000000000 440000.00000000 PA USD 499558.40000000 0.008629061868 Long DBT CORP TH N 2 2029-03-15 Fixed 9.02500000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 000000000 115000.00000000 PA 132533.60000000 0.002289303180 Long DBT US N 2 2041-09-04 Fixed 5.25000000 N N N N N N CNAC HK FINBRIDGE CO LTD 549300US1UQ7R7WABI28 000000000 540000.00000000 PA USD 490876.20000000 0.008479090931 Long DBT CORP HK N 2 2030-09-22 Fixed 3.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 7608000.00000000 PA USD 7498951.57000000 0.129532236959 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 3565000.00000000 PA USD 3688109.36000000 0.063706112926 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 917288BK7 152478.00000000 PA USD 149885.87000000 0.002589035526 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 10380000.00000000 PA USD 10764069.45000000 0.185931857491 Long DBT CORP ES N 2 2029-01-18 Fixed 6.20800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 70833.37000000 PA USD 70482.43000000 0.001217469767 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 129000.00000000 PA USD 129153.97000000 0.002230925548 Long DBT CORP KY N 2 2030-05-30 Fixed 5.37500000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 000000000 1944000.00000000 PA 2199581.04000000 0.037994198232 Long DBT CORP IE N 2 2029-11-13 Fixed 4.62500000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 662000.00000000 PA USD 570513.19000000 0.009854690889 Long DBT CORP NL N 2 2044-03-15 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 298000.00000000 PA USD 295762.48000000 0.005108817584 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAD7 5328000.00000000 PA USD 4808136.06000000 0.083052759261 Long DBT CORP US N 2 2028-09-15 Fixed 2.45000000 N N N N N N VIVION INVESTMENTS 529900SJ7X71ESJK9N76 000000000 23435.00000000 PA 24611.90000000 0.000425130691 Long DBT LU N 2 2029-02-28 Fixed 8.00000000 N N Y N N N Jefferies LLC 58PU97L1C0WSRCWADL48 000000000 -1607562.50000000 PA USD -1607562.50000000 -0.02776803726 Short RA CORP US N 1 Reverse repurchase N 2.25000000 2027-03-18 2225000.00000000 USD 1681276.75000000 USD CDS N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 6200000.00000000 PA 6847730.90000000 0.118283455132 Long DBT CORP DE N 2 2030-04-04 Fixed 4.12500000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AP6 129000.00000000 PA USD 132494.66000000 0.002288630555 Long DBT CORP US N 2 2034-06-15 Fixed 5.70000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056BA4 163000.00000000 PA USD 167367.82000000 0.002891007885 Long DBT CORP US N 2 2034-05-14 Fixed 6.05000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EL9 2672000.00000000 PA USD 2649161.64000000 0.045759974590 Long DBT CORP GB N 2 2035-11-18 Fixed 5.87400000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 200000.00000000 PA 225999.19000000 0.003903769794 Long DBT CORP FR N 2 2030-03-02 Fixed 4.62500000 N N N N N N INT DISTRIBUTION SERV 213800TCZZU84G8Z2M70 000000000 146000.00000000 PA 154023.81000000 0.002660511735 Long DBT CORP GB N 2 2026-10-08 Fixed 1.25000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 578000.00000000 PA USD 579129.92000000 0.010003530937 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 000000000 9500000.00000000 PA 10707465.19000000 0.184954110622 Long DBT CORP DE N 2 2031-01-17 Fixed 4.62500000 N N N N N N Lendmark Funding Trust N/A 52590AAB0 1599000.00000000 PA USD 1578066.37000000 0.027258539419 Long ABS-O CORP US N 2 2034-02-21 Fixed 4.86000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 200000.00000000 PA 220126.20000000 0.003802323409 Long DBT CORP CH N 2 2033-06-09 Fixed 4.12500000 N N N N N N Hin Timeshare Trust N/A 40472QAA5 2719771.73000000 PA USD 2735106.62000000 0.047244534853 Long ABS-O CORP US N 2 2043-03-15 Fixed 5.49000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -302.00000000 NC -285552.37000000 -0.00493245447 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBM5 Comdty 2025-06-13 -41753970000.00000000 JPY -285552.37000000 N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 000000000 270000.00000000 PA 284432.99000000 0.004913119002 Long DBT CORP US N 2 2026-11-30 Fixed 1.75000000 N N N N N N METROPOLITAN BANK & TRUS 549300SQYI82RVWFN715 000000000 200000.00000000 PA USD 202250.00000000 0.003493541021 Long DBT CORP PH N 2 2034-03-05 Fixed 5.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAY7 1396000.00000000 PA USD 1434306.38000000 0.024775318543 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EL5 8167000.00000000 PA USD 8224169.00000000 0.142059192909 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N CCG Receivables Trust N/A 12515PAB3 5695050.75000000 PA USD 5722716.17000000 0.098850648662 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.99000000 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 2529000000.00000000 PA 11482811.95000000 0.198346969517 Long DBT NUSS JP N 2 2063-03-20 Fixed 1.30000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200HF1 178000.00000000 PA USD 146708.05000000 0.002534143835 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 000000000 1554000.00000000 PA 1691262.40000000 0.029213817413 Long DBT CORP US N 2 2032-03-19 Fixed 3.95000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 000000000 247000.00000000 PA 276339.16000000 0.004773311204 Long DBT CORP US N 2 2028-05-29 Fixed 4.12500000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 4600000.00000000 PA 5356418.65000000 0.092523452558 Long DBT CORP FR N 2 2027-12-07 Fixed 0.87500000 N N N N N N Freddie Mac - STACR 529900MBUPRSJMB6GN48 35564NGY3 4858460.75000000 PA USD 4843302.35000000 0.083660199937 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.29000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 3533000.00000000 PA USD 3559252.31000000 0.061480316190 Long DBT CORP US N 2 2033-08-15 Fixed 5.16400000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDF9 77000.00000000 PA USD 78586.57000000 0.001357455653 Long DBT CORP US N 2 2035-02-01 Fixed 6.05100000 N N N N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 55954KAY1 5995714.00000000 PA USD 5957479.33000000 0.102905801838 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.78000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAV5 256000.00000000 PA USD 259548.87000000 0.004483286152 Long DBT CORP US N 2 2030-08-02 Fixed 5.93500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 10579444.00000000 PA 12217463.26000000 0.211036880458 Long DBT NUSS GB N 2 2038-01-29 Fixed 3.75000000 N N N N N N EQUINIX EU 2 FINANCING C 254900FSZR46BPMCKI50 000000000 100000.00000000 PA 105815.58000000 0.001827792679 Long DBT US N 2 2033-09-03 Fixed 3.65000000 N N N N N N VESTAS WIND SYSTEMS A/S 549300DYMC8BGZZC8844 000000000 240000.00000000 PA 263090.72000000 0.004544465871 Long DBT CORP DK N 2 2026-06-15 Fixed 4.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CES6 84708900.00000000 PA USD 80817584.91000000 1.395992821308 Long DBT UST US N 2 2029-05-31 Fixed 2.75000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 5450955.00000000 PA 5566083.77000000 0.096145077762 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.50000000 N N N N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090XAA9 5500000.00000000 PA USD 5498702.00000000 0.094981166871 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.56400000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 000000000 300000.00000000 PA 266635.55000000 0.004605697066 Long DBT CORP DE N 2 2042-05-26 Fixed 1.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AR7 250000.00000000 PA USD 256075.00000000 0.004423280677 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 62890QAB1 2778260.29000000 PA USD 2801335.13000000 0.048388525045 Long ABS-O CORP US N 2 2030-06-17 Fixed 6.57000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 219261.27000000 0.003787383145 Long DBT CORP FR N 2 2033-01-26 Fixed 4.00000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CD4 1036000.00000000 PA USD 1031934.91000000 0.017825003407 Long DBT CORP US N 2 2035-02-11 Fixed 5.12500000 N N N N N N DISH DBS CORP N/A 25470XBF1 6707000.00000000 PA USD 5663197.24000000 0.097822555592 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 000000000 479000.00000000 PA 505058.24000000 0.008724062692 Long DBT CORP US N 2 2037-02-26 Fixed 3.35000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 415000.00000000 PA USD 355361.97000000 0.006138302197 Long DBT CORP KY N 2 2053-02-14 Fixed 5.12500000 N N N N N N CIE FINANCEMENT FONCIER DKGVVH5FKILG8R13CO13 000000000 4700000.00000000 PA 5151777.30000000 0.088988604841 Long DBT CORP FR N 2 2027-05-18 Fixed 3.12500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAH6 393000.00000000 PA USD 397591.03000000 0.006867740780 Long DBT CORP FR N 2 2027-03-11 Fixed 5.13400000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 11086000.00000000 PA 11560959.12000000 0.199696835248 Long DBT NUSS BE N 2 2042-06-22 Fixed 3.45000000 N N N N N N Securitized Term Auto Receivables Trust N/A 81378RAB0 3986409.81000000 PA USD 4002801.53000000 0.069141910231 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.67000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACN5 59000.00000000 PA USD 61161.14000000 0.001056459587 Long DBT CORP US N 2 2028-09-21 Fixed 6.10000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCK9 138000.00000000 PA USD 138067.54000000 0.002384893026 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAT0 68000.00000000 PA USD 67662.59000000 0.001168761600 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68327ZBS3 5668626.00000000 PA 1900034.37000000 0.032820014897 Long DBT NUSS CA N 2 2042-06-02 None 0.00000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAB3 688000.00000000 PA USD 676819.79000000 0.011690965143 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BK6 136000.00000000 PA USD 136840.54000000 0.002363698590 Long DBT CORP US N 2 2028-02-10 Fixed 4.70000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XAU8 510000.00000000 PA USD 459102.00000000 0.007930243114 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 69357000.00000000 PA 73625165.36000000 1.271755428285 Long DBT NUSS ES N 2 2035-04-30 Fixed 3.15000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 095924AA4 133000.00000000 PA USD 132583.71000000 0.002290168749 Long DBT CORP US N 2 2028-03-15 Fixed 6.10000000 N N N N N N Peace Park CLO, Ltd. 549300XHXTUZ93V6SK42 70470MAE5 3667443.00000000 PA USD 3668532.23000000 0.063367949729 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.15500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 512244000000.00000000 PA 31141923.47000000 0.537926265110 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.87500000 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 7900000.00000000 PA 8299137.10000000 0.143354145357 Long DBT CORP ES N 2 2027-04-26 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 7362900.00000000 PA USD 4244021.21000000 0.073308589327 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BX0 703000.00000000 PA USD 651364.87000000 0.011251272647 Long DBT CORP US N 2 2027-10-01 Fixed 1.20000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 8812000.00000000 PA 10185947.93000000 0.175945745029 Long DBT CORP GB N 2 2032-11-16 Fixed 6.36400000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 75120000.00000000 OU Notional Amount 196785.71000000 0.003399154265 N/A DIR NZ N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-18 0.00000000 NZD 0.00000000 NZD 75120000.00000000 NZD 196785.71000000 N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAF2 1576000.00000000 PA USD 1579919.48000000 0.027290548892 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 8450000.00000000 PA 5329666.83000000 0.092061358217 Long DBT CORP FR N 2 2027-05-24 Fixed 5.12600000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 7426000.00000000 PA USD 5412874.00000000 0.093498627248 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 000000000 4617000.00000000 PA 4948418.84000000 0.085475916969 Long DBT CORP US N 2 2031-03-15 Fixed 3.00000000 N N N N N N BDO UNIBANK INC 3FGIIBS1PEI1FYQBGN97 000000000 240000.00000000 PA USD 234300.00000000 0.004047152836 Long DBT CORP PH N 2 2026-01-13 Fixed 2.12500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 5450000.00000000 PA USD 5307755.00000000 0.091682866860 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 200000.00000000 PA USD 201108.00000000 0.003473814821 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 250000.00000000 PA USD 228048.21000000 0.003939163295 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N SAPUTO INC 549300HH4U1DPY0TBT90 80310ZAM1 6874000.00000000 PA 5161372.65000000 0.089154348964 Long DBT CORP CA N 2 2030-11-20 Fixed 5.49200000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 1156000.00000000 PA USD 1199924.38000000 0.020726749289 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC36 622000.00000000 PA USD 630429.87000000 0.010889654446 Long DBT CORP US N 2 2031-01-28 Fixed 5.20700000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 540000.00000000 PA USD 485190.00000000 0.008380871040 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N First Horizon Alternative Mortgage Securities 549300PO80CHJL6XUB79 32053LAK8 527230.03000000 PA USD 123232.37000000 0.002128639504 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.68500000 N N N N N N Great Wolf Trust N/A 39152MAA3 16019000.00000000 PA USD 16029039.11000000 0.276875676932 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.86100000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 633474.76000000 PA USD 636403.12000000 0.010992832660 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.89000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 129000.00000000 PA USD 129652.53000000 0.002239537364 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HV8 120000.00000000 PA USD 112082.03000000 0.001936035448 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAB7 7360641.00000000 PA USD 7388243.40000000 0.127619932715 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.34000000 N N N N N N CU INC 549300N7TTF71B34GI65 12657ZAJ2 1227000.00000000 PA 975482.89000000 0.016849886237 Long DBT CORP CA N 2 2034-11-20 Fixed 5.89600000 N N N N N N METSO OYJ 549300R0VN9C371W0E07 000000000 186000.00000000 PA 210446.04000000 0.003635114331 Long DBT CORP FI N 2 2027-12-07 Fixed 4.87500000 N N N N N N ITV PLC ZLECI7ED2QMWFGYCXZ59 000000000 125000.00000000 PA 132863.22000000 0.002294996831 Long DBT CORP GB N 2 2026-09-26 Fixed 1.37500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -2976508.08000000 -0.05141435390 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 400000000.00000000 CAD 275106001.78000000 USD 2025-04-11 -2976508.08000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 204000.00000000 PA 189391.48000000 0.003271430924 Long DBT CORP US N 2 2031-10-26 Fixed 0.65400000 N N N N N N Affirm Inc N/A 00835AAA6 4022000.00000000 PA USD 4022219.20000000 0.069477319016 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.62000000 N N N N N N JAPAN (2 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 34033550000.00000000 PA 226394682.56000000 3.910601287927 Long DBT NUSS JP N 2 2027-02-01 Fixed 0.70000000 N N N N N N DEXIA F4G136OIPBYND1F41110 000000000 22100000.00000000 PA 22292901.25000000 0.385073745346 Long DBT CORP FR N 2 2028-01-21 None 0.00000000 N N N N N N Dryden Senior Loan Fund 254900XN9Y85HJGYJ219 26253EAZ1 19750000.00000000 PA USD 19751027.00000000 0.341166986568 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 5.55200000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBF1 137000.00000000 PA USD 137712.24000000 0.002378755795 Long DBT CORP US N 2 2035-03-01 Fixed 5.25000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BM8 292000.00000000 PA USD 294284.81000000 0.005083293229 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAE3 130000.00000000 PA USD 131725.22000000 0.002275339726 Long DBT CORP US N 2 2032-03-15 Fixed 6.55000000 N N N N N N Dext ABS N/A 25216BAB8 2559825.17000000 PA USD 2570902.30000000 0.044408171304 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.99000000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 000000000 100000.00000000 PA 102197.17000000 0.001765290509 Long DBT CORP IE N 2 2027-09-15 Fixed 0.37500000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z8L6 5668626.00000000 PA 1950179.56000000 0.033686191799 Long DBT NUSS CA N 2 2041-12-02 None 0.00000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AE3 654000.00000000 PA USD 635804.54000000 0.010982493161 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 2905000.00000000 PA 3938454.35000000 0.068030416966 Long DBT CORP JE N 2 2031-12-10 Fixed 6.45000000 N N N N N N UMBS, TBA N/A 01F060642 53684792.00000000 PA USD 54523616.88000000 0.941807130725 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 000000000 5327000.00000000 PA 5376114.67000000 0.092863669388 Long DBT CORP US N 2 2030-05-21 Fixed 2.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KA8 100000.00000000 PA USD 95975.87000000 0.001657827633 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Countrywide Alternative Loan Trust N/A 02147WAH2 410279.70000000 PA USD 197088.64000000 0.003404386890 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 05494CAA3 17283000.00000000 PA USD 17229388.13000000 0.297609761190 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.17000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -43.59000000 -0.00000075294 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 284636.76000000 USD 262662.42000000 EUR 2025-05-09 -43.59000000 N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 8594000.00000000 PA 9439916.06000000 0.163059253356 Long DBT CORP US N 2 2027-05-17 Fixed 3.50000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAM5 286000.00000000 PA USD 284090.65000000 0.004907205634 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Z2 12665000.00000000 PA USD 12852457.07000000 0.222005369572 Long DBT CORP US N 2 2031-07-11 Fixed 5.52600000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661ER4 122000.00000000 PA USD 119489.04000000 0.002063979544 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 200000.00000000 PA 237103.10000000 0.004095571847 Long DBT CORP NL N 2 2033-11-14 Fixed 5.25000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DH3 111000.00000000 PA USD 121218.32000000 0.002093850054 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AW9 500000.00000000 PA USD 502965.00000000 0.008687905363 Long DBT CORP MY N 2 2035-04-03 Fixed 5.34000000 N N N N N N GLP Capital LP / GLP Financing II Inc 5493006GWRDBCZYWTM57 361841AP4 260000.00000000 PA USD 245779.38000000 0.004245440524 Long DBT US N 2 2030-01-15 Fixed 4.00000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBV3 376000.00000000 PA USD 363931.06000000 0.006286319342 Long DBT CORP US N 2 2064-02-26 Fixed 5.35000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 7578000.00000000 PA USD 7634269.68000000 0.131869638038 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N Balboa Bay Loan Funding Ltd 549300USDGJ8GD3PWY07 05766EAA0 4500000.00000000 PA USD 4500657.00000000 0.077741556743 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.72000000 N N N N N N SNCF RESEAU 969500VZN4KDEZ14C105 000000000 9800000.00000000 PA 10719587.17000000 0.185163498183 Long DBT NUSS FR N 2 2028-10-25 Fixed 3.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 672000.00000000 PA USD 683110.71000000 0.011799630592 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 87000.00000000 PA USD 87495.49000000 0.001511342810 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N SAAVI ENERGIA SARL N/A 78518PAA3 5390000.00000000 PA USD 5440204.02000000 0.093970709058 Long DBT CORP LU N 2 2035-02-10 Fixed 8.87500000 N N N N N N BANK OF EAST ASIA LTD/THE N/A 000000000 470000.00000000 PA USD 474883.30000000 0.008202839499 Long DBT CORP HK N 2 2034-06-27 Fixed 6.75000000 N N N N Y Bank of East Asia Ltd. USD XXXX N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 325000.00000000 PA USD 232582.38000000 0.004017483734 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BL1 200000.00000000 PA USD 205102.63000000 0.003542815581 Long DBT CORP CH N 2 2030-09-13 Fixed 5.61700000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 000000000 9345000.00000000 PA 10059602.21000000 0.173763327449 Long DBT NUSS JP N 2 2027-09-08 Fixed 2.37500000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 553000.00000000 PA USD 380416.09000000 0.006571071522 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N CAISSE REFINANCE L'HABIT 969500TVVZM86W7W5I94 000000000 12300000.00000000 PA 13369656.56000000 0.230939152684 Long DBT CORP FR N 2 2028-04-12 Fixed 2.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BL2 704000.00000000 PA USD 588484.46000000 0.010165115457 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAK8 123000.00000000 PA USD 130829.39000000 0.002259865714 Long DBT CORP CA N 2 2034-01-05 Fixed 6.35000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CK0 65000.00000000 PA USD 51428.07000000 0.000888336574 Long DBT CORP US N 2 2062-04-13 Fixed 4.10000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DT3 634000.00000000 PA USD 641130.97000000 0.011074498608 Long DBT CORP US N 2 2027-04-23 Fixed 5.64500000 N N N N N N NAC AVIATION 29 DAC 213800F6E89RCASJ7E83 62877CAA1 3878743.00000000 PA USD 3862644.63000000 0.066720926896 Long DBT CORP IE N 2 2026-06-30 Fixed 4.75000000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAN0 760000.00000000 PA USD 733407.60000000 0.012668427865 Long DBT CORP KR N 2 2029-04-23 Fixed 4.00000000 N N N N Y Shinhan Financial Group Co Ltd USD XXXX N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DL5 137000.00000000 PA USD 139435.53000000 0.002408522837 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 135000.00000000 PA USD 133992.08000000 0.002314496059 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAB6 139000.00000000 PA USD 135980.52000000 0.002348843138 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N TEMASEK FINANCIAL I LTD N/A 000000000 62000000.00000000 PA 8608385.06000000 0.148695902756 Long DBT CORP SG N 2 2034-08-28 Fixed 2.75000000 N N N N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 170000.00000000 PA 176399.84000000 0.003047021395 Long DBT CORP IT N 2 2028-12-04 Fixed 2.00000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BD8 300000.00000000 PA USD 207387.00000000 0.003582274372 Long DBT CORP IN N 2 2052-01-12 Fixed 3.62500000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 6918995.00000000 PA USD 6979536.21000000 0.120560178283 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.69000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 000000000 10940000.00000000 PA 11486652.69000000 0.198413312077 Long DBT CORP US N 2 2033-03-15 Fixed 3.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 245000.00000000 PA USD 211314.73000000 0.003650119543 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3D5 742000.00000000 PA USD 746877.54000000 0.012901099252 Long DBT CORP CA N 2 2028-02-01 Fixed 4.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFD9 129000.00000000 PA USD 121964.33000000 0.002106736167 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 000000000 790000.00000000 PA USD 689219.70000000 0.011905153495 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25000000 N N N N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -2001.00000000 NC -1352357.46000000 -0.02335978374 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Futures CNM5 Comdty 2025-06-19 -246478040.00000000 CAD -1352357.46000000 N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 138000.00000000 PA USD 138842.95000000 0.002398286978 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 256000.00000000 PA 275370.49000000 0.004756579000 Long DBT CORP FR N 2 2027-03-17 Fixed 2.62500000 N N N N N N Hawaii Hotel Trust N/A 419909AA4 8158000.00000000 PA USD 8127442.58000000 0.140388400741 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.71300000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAQ3 500000.00000000 PA USD 379500.00000000 0.006555247552 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT66 2663982.00000000 PA USD 2784530.92000000 0.048098259547 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.58600000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PH98 129000.00000000 PA USD 129430.63000000 0.002235704401 Long DBT CORP CA N 2 2029-03-31 Fixed 4.85700000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AV5 222000.00000000 PA USD 186960.05000000 0.003229431910 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 000000000 137000.00000000 PA USD 135369.97000000 0.002338296876 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CP5 6112000.00000000 PA USD 6110364.25000000 0.105546641094 Long DBT CORP US N 2 2028-03-27 Fixed 5.05000000 N N N N N N AMCOR UK FINANCE PLC 549300DEUV6BE727FP17 000000000 103000.00000000 PA 107112.39000000 0.001850192970 Long DBT CORP GB N 2 2027-06-23 Fixed 1.12500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BZ7 668000.00000000 PA USD 670598.28000000 0.011583498639 Long DBT CORP US N 2 2035-07-23 Fixed 5.40100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADK0 167000.00000000 PA USD 167420.92000000 0.002891925101 Long DBT CORP US N 2 2027-11-01 Fixed 4.87500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 1714000.00000000 PA USD 1587960.03000000 0.027429436364 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Home Re Ltd N/A 43731BAA9 1017299.23000000 PA USD 1018321.62000000 0.017589855882 Long ABS-MBS CORP US N 2 2033-10-25 Floating 6.49000000 N N N N N N QATARENERGY LNG S3 N/A 000000000 225408.00000000 PA USD 228365.35000000 0.003944641374 Long DBT CORP QA N 2 2027-09-30 Fixed 5.83800000 N N N N N N IDEX CORP 549300U5Y5EL6PHYLF13 45167RAG9 710000.00000000 PA USD 647848.32000000 0.011190529944 Long DBT CORP US N 2 2030-05-01 Fixed 3.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 242000.00000000 PA USD 227780.08000000 0.003934531783 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAJ4 1215000.00000000 PA USD 1161171.10000000 0.020057349173 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N LGENERGYSOLUTION 988400QX6P286XA6ZS85 50205MAJ8 390000.00000000 PA USD 388658.40000000 0.006713444072 Long DBT CORP KR N 2 2035-04-02 Fixed 5.87500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BT9 155000.00000000 PA USD 154229.26000000 0.002664060551 Long DBT CORP US N 2 2032-04-15 Fixed 5.10000000 N N N N N N DIGITAL INTREPID HOLDING 5493003H2CB2KXPP7461 000000000 330000.00000000 PA 294865.18000000 0.005093318180 Long DBT NL N 2 2031-07-15 Fixed 0.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 000000000 196000.00000000 PA 198195.21000000 0.003423501094 Long DBT US N 2 2028-01-15 Fixed 0.50000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DT6 660000.00000000 PA USD 453585.00000000 0.007834945879 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAC5 339000.00000000 PA USD 332442.66000000 0.005742408256 Long DBT CORP US N 2 2030-03-15 Fixed 5.80000000 N N N N N N OOREDOO INTL FINANCE N/A 000000000 420000.00000000 PA USD 372750.00000000 0.006438652240 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DF6 132000.00000000 PA USD 127279.27000000 0.002198543144 Long DBT CORP US N 2 2054-06-25 Fixed 5.30000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 253000.00000000 PA USD 222804.59000000 0.003848588256 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAM5 802000.00000000 PA USD 642584.93000000 0.011099613411 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N ALEXANDER FUND TRUST II N/A 014916AA8 2863000.00000000 PA USD 3047124.68000000 0.052634141241 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CZ2 301000.00000000 PA USD 302612.80000000 0.005227145761 Long DBT CORP US N 2 2034-05-15 Fixed 5.35000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807DY0 216000.00000000 PA USD 207114.49000000 0.003577567203 Long DBT US N 2 2034-09-26 Fixed 4.75000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 36000.00000000 PA USD 38752.13000000 0.000669380251 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 131000.00000000 PA USD 139465.69000000 0.002409043802 Long DBT CORP US N 2 2034-04-15 Fixed 6.87500000 N N N N N N LLOYDS BANKING GROUP PLC N/A 000000000 3450000.00000000 PA 2207808.83000000 0.038136319972 Long DBT CORP GB N 2 2029-03-17 Fixed 5.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 463000.00000000 PA USD 466654.46000000 0.008060699622 Long DBT CORP US N 2 2028-07-22 Fixed 4.94800000 N N N N N N MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 000000000 224000.00000000 PA 244374.30000000 0.004221170044 Long DBT CORP US N 2 2032-06-15 Fixed 3.80000000 N N N N N N WHARF REIC FINANCE BVI 254900N6PHCMYYNUWV59 000000000 260000.00000000 PA USD 236818.40000000 0.004090654115 Long DBT VG N 2 2030-05-07 Fixed 2.87500000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBT3 136000.00000000 PA USD 134846.06000000 0.002329247179 Long DBT CORP US N 2 2029-11-22 Fixed 5.60000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAS4 9942000.00000000 PA USD 10065121.53000000 0.173858664758 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 353000.00000000 PA USD 347755.09000000 0.006006905672 Long DBT CORP FR N 2 2035-11-19 Fixed 5.90600000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 8736000.00000000 PA USD 8168160.00000000 0.141091728192 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 1639000.00000000 PA USD 1678113.15000000 0.028986685426 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905AN9 2247000.00000000 PA USD 2113772.58000000 0.036511996131 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 240000.00000000 PA USD 231781.52000000 0.004003650175 Long DBT CORP KY N 2 2027-02-12 Fixed 2.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 300000.00000000 PA USD 255660.00000000 0.004416112224 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CG7 533000.00000000 PA USD 537162.86000000 0.009278617979 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 31376683.00000000 PA USD 30107571.48000000 0.520059510562 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.50000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765KAA7 10223000.00000000 PA USD 10457824.76000000 0.180641976714 Long DBT CORP US N 2 2028-09-15 Fixed 7.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 465000.00000000 PA 495982.01000000 0.008567285526 Long DBT CORP GB N 2 2030-08-24 Fixed 3.12500000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAT3 7216000.00000000 PA USD 7135958.90000000 0.123262126784 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AD4 691000.00000000 PA USD 684278.41000000 0.011819800717 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCW2 498000.00000000 PA USD 498487.72000000 0.008610567606 Long DBT CORP US N 2 2029-11-01 Fixed 4.65000000 N N N N N N CHINA CINDA 2020 I MANAGEMENT N/A 000000000 350000.00000000 PA USD 340497.50000000 0.005881542565 Long DBT CORP VG N 2 2027-01-28 Fixed 3.25000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 100000.00000000 PA 113530.26000000 0.001961051275 Long DBT CORP ES N 2 2031-01-13 Fixed 4.62500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -4345.70000000 -0.00007506492 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2576573.68000000 EUR 2782871.95000000 USD 2025-04-10 -4345.70000000 N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AG8 6027000.00000000 PA USD 6141627.75000000 0.106086667396 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 1062000.00000000 PA USD 979312.68000000 0.016916039654 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N ESSENTIAL PROPER 254900XX9FNFCDE1NX02 29670VAA7 260000.00000000 PA USD 225262.66000000 0.003891047432 Long DBT US N 2 2031-07-15 Fixed 2.95000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 4706000.00000000 PA 4575794.32000000 0.079039432193 Long DBT NUSS ID N 2 2029-07-28 Fixed 1.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 138000.00000000 PA USD 138688.51000000 0.002395619277 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 000000000 100000.00000000 PA 101454.76000000 0.001752466580 Long DBT LU N 2 2027-04-15 Fixed 0.37500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 636000.00000000 PA USD 639302.96000000 0.011042922698 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N N DXC CAPITAL FUNDING LTD 6354001BJH7XSHGTD882 000000000 568000.00000000 PA 515676.14000000 0.008907469709 Long DBT CORP IE N 2 2031-09-15 Fixed 0.95000000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74728GAE0 325000.00000000 PA USD 324908.15000000 0.005612261805 Long DBT CORP AU N 2 2025-05-12 Fixed 5.87500000 N N N N Y QBE Insurance Group Ltd USD XXXX N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 108308780000.00000000 PA 74888566.81000000 1.293578641099 Long DBT NUSS KR N 2 2034-12-10 Fixed 3.00000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAX5 686000.00000000 PA USD 691904.91000000 0.011951536147 Long DBT CORP US N 2 2030-03-01 Fixed 4.85000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 3834559.00000000 PA USD 3830724.44000000 0.066169557338 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AW7 129000.00000000 PA USD 131081.95000000 0.002264228279 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 381000.00000000 PA USD 388893.92000000 0.006717512298 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 334000.00000000 PA USD 287083.42000000 0.004958900886 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06100000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAF5 129000.00000000 PA USD 129376.60000000 0.002234771121 Long DBT CORP CA N 2 2028-03-27 Fixed 4.71500000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAB9 1553000.00000000 PA USD 1558569.48000000 0.026921762237 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.94000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFG6 75000.00000000 PA USD 74182.50000000 0.001281382481 Long DBT CORP US N 2 2032-04-04 Fixed 5.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 200000.00000000 PA USD 190816.74000000 0.003296049981 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S47 122902000.00000000 PA 85930247.23000000 1.484305778252 Long DBT NUSS CA N 2 2030-03-01 Fixed 2.75000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BT9 23000.00000000 PA USD 24263.60000000 0.000419114372 Long DBT CORP US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 83510000.00000000 OU Notional Amount USD 1535201.36000000 0.026518115830 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S44 2I65BYEH4 Y sell protection 2030-06-20 1666528.11000000 USD 0.00000000 USD 83510000.00000000 USD -131326.75000000 N N N Capital Street Master Trust N/A 14051LAA0 3928557.00000000 PA USD 3928535.79000000 0.067859089914 Long ABS-O CORP US N 2 2028-10-16 Floating 5.69900000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AS4 205000.00000000 PA USD 208115.67000000 0.003594860965 Long DBT CORP US N 2 2029-06-15 Fixed 4.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBR3 79000.00000000 PA USD 87012.75000000 0.001503004259 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 303000.00000000 PA USD 304137.72000000 0.005253486283 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAU9 2946000.00000000 PA USD 2914804.60000000 0.050348526272 Long DBT CORP GB N 2 2030-09-11 Fixed 4.85800000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAU8 467000.00000000 PA USD 467847.35000000 0.008081304864 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 5766000.00000000 PA 6284702.46000000 0.108558051171 Long DBT CORP GB N 2 2032-07-24 Fixed 3.82800000 N N N N N N GOLUB CAPITAL CAP FND 254900B5KBW6OY1F9951 38179RAC9 132000.00000000 PA USD 130677.28000000 0.002257238260 Long DBT CORP US N 2 2030-05-01 Fixed 5.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050649 178922165.00000000 PA USD 176016701.64000000 3.040403300760 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.00000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 32728.90000000 0.000565338713 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10808935.60000000 EUR 11744146.33000000 USD 2025-05-09 32728.90000000 N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 288000.00000000 PA USD 272831.39000000 0.004712720162 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 47776000000.00000000 PA 317105716.19000000 5.477487404383 Long DBT NUSS JP N 2 2029-12-20 Fixed 1.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 135000.00000000 PA USD 136807.92000000 0.002363135132 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCP3 138000.00000000 PA USD 138320.98000000 0.002389270792 Long DBT US N 2 2035-03-15 Fixed 5.35000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 138000.00000000 PA USD 138583.21000000 0.002393800390 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 1424.86000000 0.000024612147 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2213359.27000000 GBP 2860341.89000000 USD 2025-05-16 1424.86000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -15583.86000000 -0.00026918592 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2094247.74000000 CAD 1440350.31000000 USD 2025-04-11 -15583.86000000 N N N CREDICORP CAPITAL SOCIED N/A 000000000 22925000.00000000 PA 6645922.37000000 0.114797539790 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 17500000.00000000 PA 17756696.88000000 0.306718165387 Long DBT CORP FR N 2 2027-11-10 Fixed 0.01000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 282000.00000000 PA USD 284519.78000000 0.004914618159 Long DBT CORP FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AV5 588000.00000000 PA USD 517844.40000000 0.008944922887 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N KSA SUKUK LTD 635400XBJFPNCGN9CK71 48266XAF2 405000.00000000 PA USD 413131.72000000 0.007136181018 Long DBT NUSS KY N 2 2028-10-25 Fixed 5.26800000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 10740000.00000000 PA 11971165.25000000 0.206782481440 Long DBT CORP GB N 2 2028-03-15 Fixed 3.62000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 168000.00000000 PA 189738.07000000 0.003277417704 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 5136000.00000000 PA 4906979.91000000 0.084760126602 Long DBT NUSS AT N 2 2030-02-20 None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 189000.00000000 PA 195099.66000000 0.003370030484 Long DBT CORP US N 2 2030-03-23 Fixed 1.96300000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 250000.00000000 PA USD 254600.74000000 0.004397815224 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z5R6 5668626.00000000 PA 2426939.20000000 0.041921442031 Long DBT NUSS CA N 2 2037-06-02 None 0.00000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 000000000 200000.00000000 PA USD 207500.00000000 0.003584226263 Long DBT CORP VG N 2 2029-05-15 Fixed 6.12500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADP9 129000.00000000 PA USD 129055.07000000 0.002229217211 Long DBT CORP US N 2 2027-03-27 Fixed 4.85000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 000000000 210000.00000000 PA USD 183015.00000000 0.003161287564 Long DBT CORP CL N 2 2031-04-06 Fixed 3.00000000 N N N N N N BECTON DICKINSON EURO 549300W40NLZ25XUTH09 000000000 270000.00000000 PA 296452.05000000 0.005120728788 Long DBT CORP LU N 2 2029-09-13 Fixed 3.55300000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 500000.00000000 PA 497313.99000000 0.008590293322 Long DBT CORP DE N 2 2030-11-19 Fixed 1.75000000 N N N N N N GREENKO WIND PROJECTS MU 254900MSUXE1FF83DP82 000000000 3017000.00000000 PA USD 3014586.40000000 0.052072095179 Long DBT CORP MU N 2 2025-04-06 Fixed 5.50000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AU2 225000.00000000 PA USD 221417.46000000 0.003824627833 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 136000.00000000 PA USD 136413.62000000 0.002356324238 Long DBT CORP US N 2 2054-12-01 Fixed 5.60000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KZ3 100000.00000000 PA USD 91580.19000000 0.001581899384 Long DBT CORP US N 2 2053-02-06 Fixed 5.10000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECU7 631000.00000000 PA USD 632144.08000000 0.010919264646 Long DBT CORP US N 2 2027-03-19 Fixed 4.65000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2365.00000000 NC USD -2082374.89000000 -0.03596965191 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 -267823250.11000000 USD -2082374.89000000 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 160000.00000000 PA USD 136208.42000000 0.002352779741 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBN5 275000.00000000 PA USD 276505.55000000 0.004776185322 Long DBT CORP US N 2 2029-03-20 Fixed 5.47300000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XBA1 200000.00000000 PA USD 181523.35000000 0.003135521728 Long DBT CORP KY N 2 2031-04-22 Fixed 2.88000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 7387400000.00000000 PA 42374420.93000000 0.731949457426 Long DBT NUSS JP N 2 2054-03-20 Fixed 1.80000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 3110000.00000000 PA USD 3177783.29000000 0.054891057007 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 13429800.00000000 PA USD 10435373.61000000 0.180254169478 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 100000.00000000 PA 112378.45000000 0.001941155624 Long DBT CORP GB N 2 2028-10-29 Fixed 4.62500000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 000000000 280000.00000000 PA 298658.52000000 0.005158841982 Long DBT CORP US N 2 2028-03-15 Fixed 2.15000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAQ0 136000.00000000 PA USD 137199.02000000 0.002369890751 Long DBT CORP CA N 2 2031-02-14 Fixed 5.13000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 640000.00000000 PA USD 635279.87000000 0.010973430337 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 000000000 1900000.00000000 PA 1977859.39000000 0.034164316009 Long DBT CORP FR N 2 2027-08-31 Fixed 0.87500000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 470000.00000000 PA USD 449114.38000000 0.007757723162 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4D0 123000.00000000 PA USD 123094.73000000 0.002126261996 Long DBT CORP US N 2 2031-11-13 Fixed 5.32200000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050HAN6 410000.00000000 PA USD 361246.90000000 0.006239954827 Long DBT CORP KR N 2 2030-11-04 Fixed 2.50000000 N N N N Y KB Financial Group Inc USD XXXX N N N ROMANIA 315700IASY927EDWBK92 000000000 1130000.00000000 PA USD 944680.00000000 0.016317816226 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 379000.00000000 PA USD 317676.22000000 0.005487341933 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 102000.00000000 PA 124125.00000000 0.002144058241 Long DBT CORP CH N 2 2029-03-01 Fixed 7.75000000 N N N N N N Broadcom Inc. N/A 000000000 4275282.00000000 PA USD 4269937.90000000 0.073756258151 Long LON CORP US N 3 2028-08-15 Floating 5.45200000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 3699000.00000000 PA 3980139.84000000 0.068750466258 Long DBT CORP GB N 2 2026-03-22 Fixed 3.25000000 N N N N N N ROMANIA REGD REG S N/A 000000000 270000.00000000 PA USD 276390.90000000 0.004774204929 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.62000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 200000.00000000 PA 224099.24000000 0.003870951237 Long DBT CORP FR N 2 2033-01-13 Fixed 4.50000000 N N N N N N Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 254900OYVDRYS9J51J61 71568QAB3 205000.00000000 PA USD 179759.38000000 0.003105052004 Long DBT CORP ID N 2 2042-10-24 Fixed 5.25000000 N N N N N N UMBS, TBA N/A 01F052649 26750000.00000000 PA USD 26715516.58000000 0.461467258700 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAT3 138000.00000000 PA USD 138567.98000000 0.002393537316 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 266000.00000000 PA 280298.78000000 0.004841707224 Long DBT CORP US N 2 2028-05-18 Fixed 1.63800000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 516000.00000000 PA USD 433810.58000000 0.007493374816 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Fannie Mae - CAS N/A 20755DAA4 8633099.84000000 PA USD 8844152.37000000 0.152768400996 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 6.89000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BV9 130000.00000000 PA USD 126713.51000000 0.002188770556 Long DBT CORP US N 2 2054-04-04 Fixed 5.89300000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 202226000.00000000 PA 8052650.29000000 0.139096485125 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 400000.00000000 PA USD 395850.18000000 0.006837670418 Long DBT CORP ES N 2 2028-04-12 Fixed 4.37900000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 204000.00000000 PA USD 199908.46000000 0.003453094711 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 2221000.00000000 PA USD 2124683.63000000 0.036700466839 Long DBT CORP CA N 2 2028-01-15 Fixed 3.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBB2 200000.00000000 PA USD 195665.79000000 0.003379809462 Long DBT CORP US N 2 2027-07-14 Fixed 3.87500000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 000000000 205000.00000000 PA USD 167587.50000000 0.002894802501 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.20000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 1570000.00000000 PA 1623335.15000000 0.028040484239 Long DBT CORP GB N 2 2028-05-31 Fixed 1.12500000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 888457.59000000 0.015346665197 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 66747762064.00000000 JPY 446296895.77000000 USD 2025-04-10 888457.59000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 70149000.00000000 PA USD 70806646.88000000 1.223070088712 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 5289350000.00000000 PA 33775578.71000000 0.583418391767 Long DBT NUSS JP N 2 2051-03-20 Fixed 2.20000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 5580000.00000000 PA USD 5591521.31000000 0.096584470046 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 234000.00000000 PA USD 208864.71000000 0.003607799417 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 000000000 250000.00000000 PA 275906.59000000 0.004765839259 Long DBT CORP US N 2 2032-05-21 Fixed 4.00900000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BK5 580000.00000000 PA USD 573339.64000000 0.009903513232 Long DBT CORP GB N 2 2033-03-15 Fixed 4.86600000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBG1 201000.00000000 PA USD 199234.27000000 0.003441449172 Long DBT CORP US N 2 2028-06-13 Fixed 3.99200000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 000000000 308000.00000000 PA 336384.91000000 0.005810504237 Long DBT CORP US N 2 2032-06-07 Fixed 3.82800000 N N N N N N CAISSE FRANCAISE DE FIN 549300E6W08778I4OW85 000000000 7100000.00000000 PA 7122269.39000000 0.123025662681 Long DBT NUSS FR N 2 2028-02-22 Fixed 0.01000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 200000.00000000 PA USD 205783.72000000 0.003554580308 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72100000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 340000.00000000 PA USD 344268.55000000 0.005946681343 Long DBT CORP KY N 2 2030-02-13 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 201000.00000000 PA USD 202437.26000000 0.003496775634 Long DBT CORP US N 2 2035-04-01 Fixed 5.70000000 N N N N N N Liberty Street Trust N/A 902055AJ1 9097970.00000000 PA USD 8004500.45000000 0.138264774662 Long ABS-MBS CORP US N 2 2036-02-10 Variable 4.64900000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 5930000.00000000 PA 3739240.58000000 0.064589321898 Long DBT CORP GB N 2 2027-06-10 Fixed 5.39100000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAC2 137000.00000000 PA USD 137785.74000000 0.002380025388 Long DBT CORP US N 2 2028-03-17 Fixed 4.80000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -40214.22000000 -0.00069463548 N/A DFE BR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 17998466.25000000 USD 102477867.27000000 BRL 2025-04-02 -40214.22000000 N N N WINTERSHALL DEA FINANCE 529900SUC9JUI6M74U66 000000000 2549000.00000000 PA 2722597.40000000 0.047028458347 Long DBT CORP NL N 2 2032-10-03 Fixed 4.35700000 N N N N N N PHOENIX GRP HLD PLC 2138001P49OLAEU33T68 000000000 252000.00000000 PA 278698.47000000 0.004814064462 Long DBT CORP GB N 2 2029-01-24 Fixed 4.37500000 N N N N N N WENDEL SE 969500M98ZMIZYJD5O34 000000000 400000.00000000 PA 450480.27000000 0.007781316699 Long DBT CORP FR N 2 2030-06-19 Fixed 4.50000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAA8 1155000.00000000 PA USD 1151638.95000000 0.019892696728 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAB8 262000.00000000 PA USD 265960.79000000 0.004594041680 Long DBT CORP KY N 2 2035-02-13 Fixed 5.50000000 N N N N N N HONG KONG N/A 000000000 36090000.00000000 PA 5277565.79000000 0.091161397176 Long DBT NUSS HK N 2 2033-06-07 Fixed 3.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 000000000 9225000.00000000 PA 10067578.60000000 0.173901106661 Long DBT CORP US N 2 2030-07-10 Fixed 4.00000000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 000000000 200000.00000000 PA USD 189722.00000000 0.003277140121 Long DBT CORP KR N 2 2026-12-16 Fixed 1.25000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAD5 2889000.00000000 PA USD 2910043.50000000 0.050266285984 Long ABS-O CORP US N 2 2032-07-20 Fixed 5.20000000 N N N N N N BANK OF EAST ASIA LTD N/A 000000000 250000.00000000 PA USD 253345.00000000 0.004376124351 Long DBT CORP HK N 2 2027-03-15 Fixed 6.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 5096000.00000000 PA USD 3776064.71000000 0.065225399074 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 000000000 200000.00000000 PA USD 201852.55000000 0.003486675716 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z8H5 5668626.00000000 PA 2094547.20000000 0.036179908844 Long DBT NUSS CA N 2 2040-06-02 None 0.00000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68327ZJA4 5631018.00000000 PA 1538000.82000000 0.026566471966 Long DBT NUSS CA N 2 2046-12-02 None 0.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 000000000 200000.00000000 PA 229484.70000000 0.003963976332 Long DBT CORP JP N 2 2030-08-28 Fixed 4.60800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 129000.00000000 PA 127547.40000000 0.002203174655 Long DBT CORP GB N 2 2029-09-24 Fixed 0.64100000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 000000000 506000.00000000 PA 542268.74000000 0.009366813783 Long DBT CORP CA N 2 2026-05-06 Fixed 1.87500000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 000000000 365000.00000000 PA 471982.22000000 0.008152728043 Long DBT CORP GB N 2 2025-12-01 Fixed 5.12500000 N N N N N N Clear Street LLC 549300KNQS43Y7TO3X67 000000000 -833310.00000000 PA USD -833310.00000000 -0.01439407994 Short RA CORP US N 1 Reverse repurchase N 2.50000000 2027-02-01 846000.00000000 USD 835914.48000000 USD CDS N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 129000.00000000 PA USD 129234.88000000 0.002232323137 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 71000.00000000 PA USD 71282.03000000 0.001231281561 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8FN0 4164.87000000 PA USD 3804.17000000 0.000065710872 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 5520000.00000000 PA 3449758.16000000 0.059588982174 Long DBT CORP US N 2 2027-08-17 Fixed 4.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 9360000.00000000 PA 5868552.01000000 0.101369726484 Long DBT CORP GB N 2 2029-08-28 Fixed 4.75100000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2679.22000000 0.000046279184 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1405783.75000000 GBP 1818479.83000000 USD 2025-05-16 2679.22000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 247000.00000000 PA 272082.42000000 0.004699782919 Long DBT CORP US N 2 2030-03-20 Fixed 3.79000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 3100000.00000000 PA 3213607.26000000 0.055509858039 Long DBT CORP CA N 2 2027-01-21 Fixed 0.01000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 5767000.00000000 PA USD 5545489.53000000 0.095789345637 Long DBT CORP MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N IRB Holding Corp. N/A 000000000 1080762.77000000 PA USD 1073283.89000000 0.018539240034 Long LON CORP US N 2 2027-12-15 Floating 6.82500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 307000.00000000 PA 293714.87000000 0.005073448439 Long DBT CORP US N 2 2031-07-25 Fixed 1.00100000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 000000000 410000.00000000 PA USD 267233.90000000 0.004616032592 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 4884000.00000000 PA USD 4681886.75000000 0.080872007007 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 289000.00000000 PA USD 324739.19000000 0.005609343295 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 128000.00000000 PA USD 131192.55000000 0.002266138714 Long DBT CORP US N 2 2034-04-18 Fixed 6.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 134000.00000000 PA USD 136123.31000000 0.002351309604 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N Rockford Tower CLO Ltd 5493001SZ764RMCNU069 77342KAA8 4459843.75000000 PA USD 4461137.10000000 0.077058914509 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.71500000 N N N N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 000000000 100000.00000000 PA 106570.33000000 0.001840829762 Long DBT LU N 2 2026-03-23 Fixed 1.25000000 N N N N N N GLAXOSMITHKLINE CAPITAL 5493007Q8VD7Q3ZYZS59 377372AP2 138000.00000000 PA USD 138029.70000000 0.002384239402 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N DIAMOND II LTD 254900KL4GQ2XC50XL44 25276VAA3 2135000.00000000 PA USD 2151267.10000000 0.037159653207 Long DBT CORP MU N 2 2026-07-28 Fixed 7.95000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 199000.00000000 PA USD 199099.27000000 0.003439117265 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AP2 136000.00000000 PA USD 135193.63000000 0.002335250888 Long DBT CORP US N 2 2030-01-15 Fixed 6.12500000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBB9 214358.79000000 PA USD 217573.51000000 0.003758229825 Long ABS-MBS USGSE US N 2 2025-07-25 Floating 9.45400000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 644702000.00000000 OU Notional Amount 25726.29000000 0.000444379972 N/A DIR CN N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2030-02-20 0.00000000 CNY 0.00000000 CNY 644702000.00000000 CNY 25726.29000000 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAA9 200000.00000000 PA USD 201091.03000000 0.003473521692 Long DBT CORP FI N 2 2026-03-26 Fixed 6.62500000 N N N N Y Nordea Bank Abp USD XXXX N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 530000.00000000 PA USD 484950.00000000 0.008376725429 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 121000.00000000 PA USD 108913.88000000 0.001881310791 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N TRUST FIBRAUNO N/A 000000000 205000.00000000 PA USD 164999.38000000 0.002850096922 Long DBT MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 117000.00000000 PA USD 119363.75000000 0.002061815362 Long DBT CORP US N 2 2028-04-13 Fixed 5.65200000 N N N N N N ARCHER-DANIELS-MIDLAND C 549300LO13MQ9HYSTR83 039482AE4 405000.00000000 PA USD 390829.46000000 0.006750945615 Long DBT CORP US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H1DJ6 7165.64000000 PA USD 6545.06000000 0.000113055305 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 000000000 120000.00000000 PA 152032.60000000 0.002626116809 Long DBT CORP US N 2 2026-09-30 Fixed 3.50000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88323AAG7 330000.00000000 PA USD 285258.60000000 0.004927380077 Long DBT CORP TH N 2 2030-06-18 Fixed 2.50000000 N N N N N N IBERDROLA FINANZAS SAU 5493004PZNZWWBOUV388 000000000 1700000.00000000 PA 1076798.63000000 0.018599951472 Long DBT CORP ES N 2 2030-11-28 Fixed 5.38000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBH1 225000.00000000 PA USD 214278.75000000 0.003701318185 Long DBT NUSS SA N 2 2054-01-16 Fixed 5.75000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAN1 7400000.00000000 PA USD 8306804.44000000 0.143486586232 Long DBT CORP ES N 2 2034-11-15 Fixed 7.88300000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 650000.00000000 PA USD 459550.00000000 0.007937981588 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBA4 270000.00000000 PA USD 197353.80000000 0.003408967099 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 208000.00000000 PA USD 191164.48000000 0.003302056626 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 67841.11000000 0.001171845244 Long DBT CORP GB N 2 2056-08-12 Fixed 3.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 266000.00000000 PA USD 267187.38000000 0.004615229035 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 27194.33000000 0.000469737984 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 653523.50000000 USD 628261.72000000 EUR 2025-05-09 27194.33000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFM9 562000.00000000 PA USD 553173.16000000 0.009555169969 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537BA8 148000.00000000 PA USD 151138.63000000 0.002610674925 Long DBT CORP US N 2 2054-12-15 Fixed 6.95000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HLE7 287000.00000000 PA USD 288614.05000000 0.004985340039 Long DBT CORP US N 2 2030-03-15 Fixed 5.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 197698000.00000000 PA 26258059.93000000 0.453565436341 Long DBT NUSS BR N 2 2035-01-01 Fixed 10.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 000000000 316000.00000000 PA 402245.54000000 0.006948139898 Long DBT CORP NO N 2 2027-08-17 Fixed 4.00000000 N N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 449276AG9 129000.00000000 PA USD 119972.27000000 0.002072326559 Long DBT CORP SG N 2 2054-02-05 Fixed 5.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDS2 29000.00000000 PA USD 24751.54000000 0.000427542745 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -73493.62000000 -0.00126948319 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 67362455.69000000 BRL 11731123.21000000 USD 2025-04-02 -73493.62000000 N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 000000000 10950000.00000000 PA 11837996.14000000 0.204482200854 Long DBT CORP US N 2 2031-04-23 Fixed 3.65000000 N N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 4322000.00000000 PA USD 4366225.25000000 0.075419466097 Long DBT CORP US N 2 2030-03-05 Fixed 6.12500000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 000000000 250000.00000000 PA USD 243485.00000000 0.004205808828 Long DBT NUSS HK N 2 2026-03-08 Fixed 2.10000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -2371655.00000000 PA USD -2371655.00000000 -0.04096649706 Short RA CORP US N 1 Reverse repurchase N 1.00000000 2027-02-24 2354000.00000000 USD 2373252.80000000 USD CDS N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 500000.00000000 PA 538205.05000000 0.009296620123 Long DBT CORP FR N 2 2028-07-25 Fixed 2.75000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BF8 635000.00000000 PA USD 635526.00000000 0.010977681834 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681MAB4 620000.00000000 PA USD 615319.00000000 0.010628638652 Long DBT CORP SG N 2 2026-04-27 Fixed 3.87500000 N N N N N N METRO AG 5299006EQ03K3SSUYS12 000000000 506000.00000000 PA 560679.29000000 0.009684826201 Long DBT CORP DE N 2 2029-03-07 Fixed 4.62500000 N N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 14147000.00000000 PA 15240309.67000000 0.263251653925 Long DBT NUSS FI N 2 2030-04-15 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 5493000IRI80KQJUNK40 35564KT58 9713728.20000000 PA USD 9845529.89000000 0.170065575007 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 6.43600000 N N N N N N FIFTH THIRD BANK NA QFROUN1UWUYU0DVIWD51 31677QBU2 250000.00000000 PA USD 251463.45000000 0.004343623623 Long DBT CORP US N 2 2028-01-28 Fixed 4.96700000 N N N N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 000000000 135000.00000000 PA 141764.70000000 0.002448755474 Long DBT CORP GB N 2 2055-06-03 Fixed 4.00000000 N N N N N N Marble Point CLO XI Ltd 549300DBVCVH5X7MO467 56607FAA3 3658189.52000000 PA USD 3658112.70000000 0.063187969232 Long ABS-CBDO CORP KY N 2 2030-12-18 Floating 5.73500000 N N N N N N ACU PETROLEO LUXEMBOURG N/A 000000000 2131305.12000000 PA USD 2123312.73000000 0.036676786763 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 92.00000000 NC USD -137031.25000000 -0.00236699279 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 11384031.25000000 USD -137031.25000000 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AJ9 568000.00000000 PA USD 530259.41000000 0.009159372067 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Residential Accredit Loans, Inc. N/A 761118JJ8 391065.20000000 PA USD 341181.20000000 0.005893352374 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.00000000 N N N N N N JAPAN (2 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 6560150000.00000000 PA 43574500.22000000 0.752678882534 Long DBT NUSS JP N 2 2027-01-01 Fixed 0.60000000 N N N N N N Marlette Funding Trust N/A 57108VAA0 907789.02000000 PA USD 910285.35000000 0.015723704381 Long ABS-O CORP US N 2 2034-07-17 Fixed 5.95000000 N N N N N N CAISSE FRANCAISE DE FIN 549300E6W08778I4OW85 000000000 1100000.00000000 PA 1200714.84000000 0.020740403204 Long DBT NUSS FR N 2 2028-10-02 Fixed 3.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAF9 650000.00000000 PA USD 566673.32000000 0.009788363357 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 458000.00000000 PA USD 463480.65000000 0.008005877197 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 8895000.00000000 PA 9388371.54000000 0.162168905297 Long DBT CORP GB N 2 2029-03-22 Fixed 3.62500000 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 012873AK1 461000.00000000 PA USD 505452.58000000 0.008730874276 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAJ1 3374000.00000000 PA USD 2849177.40000000 0.049214922735 Long DBT CORP FR N 2 2032-01-20 Fixed 2.27700000 N N N N N N EATON CAPITAL ULC 549300OLS85LSODKAF64 000000000 252000.00000000 PA 271146.69000000 0.004683619699 Long DBT CORP IE N 2 2036-05-21 Fixed 3.80200000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 200000.00000000 PA USD 202449.47000000 0.003496986542 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCZ5 370000.00000000 PA USD 374258.79000000 0.006464714142 Long DBT CORP US N 2 2035-04-01 Fixed 5.35000000 N N N N N N METSO OYJ 549300R0VN9C371W0E07 000000000 179000.00000000 PA 181194.35000000 0.003129838786 Long DBT CORP FI N 2 2028-05-26 Fixed 0.87500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBP8 6005000.00000000 PA 4391324.12000000 0.075853008406 Long DBT CORP US N 2 2028-06-01 Fixed 5.40000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EE6 428000.00000000 PA USD 417033.55000000 0.007203578808 Long DBT CORP US N 2 2044-06-01 Fixed 6.00000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 2879000.00000000 PA 2828804.41000000 0.048863012346 Long DBT NL N 2 2030-03-15 Fixed 1.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 253000.00000000 PA 253338.57000000 0.004376013283 Long DBT NUSS GB N 2 2053-10-22 Fixed 3.75000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBJ6 2492000.00000000 PA USD 2322729.21000000 0.040121383317 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 18778000.00000000 PA 12572131.47000000 0.217163199076 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BM1 129000.00000000 PA USD 129760.41000000 0.002241400817 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 152000.00000000 PA USD 159377.02000000 0.002752979763 Long DBT US N 2 2029-01-12 Fixed 7.50000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 000000000 121000.00000000 PA 131857.55000000 0.002277625512 Long DBT CORP US N 2 2035-02-06 Fixed 3.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 40000000.00000000 PA 40643116.00000000 0.702043970192 Long DBT NUSS ES N 2 2043-07-30 Fixed 3.45000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 637000.00000000 PA USD 596053.23000000 0.010295853694 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780DJ2 200000.00000000 PA USD 182000.00000000 0.003143755084 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55000000 N N N N N N CK HUTCHISON INTNTL 21 254900E16YL0NL5TFN79 000000000 460000.00000000 PA USD 402522.45000000 0.006952923070 Long DBT CORP KY N 2 2031-04-15 Fixed 2.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 4163000.00000000 PA USD 4197015.75000000 0.072496646174 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 148000.00000000 PA USD 137513.65000000 0.002375325474 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 000000000 244000.00000000 PA USD 182512.00000000 0.003152599054 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N DEVELOPMENT BK OF JAPAN 5493001HGBABMWFZUI25 000000000 5600000.00000000 PA 6006274.50000000 0.103748659331 Long DBT NUSS JP N 2 2025-10-10 Fixed 0.87500000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LBB0 4665000.00000000 PA USD 4705880.37000000 0.081286457913 Long DBT CORP US N 2 2029-06-11 Fixed 5.95000000 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 6051000.00000000 PA 5702992.57000000 0.098509955433 Long DBT NL N 2 2031-02-01 Fixed 1.25000000 N N N N N N Elmwood CLO 15 Ltd N/A 29003JAC8 5000000.00000000 PA USD 4997500.00000000 0.086323714476 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.63000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 7003000.00000000 PA USD 7038015.00000000 0.121570304621 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317BB9 200000.00000000 PA USD 188578.18000000 0.003257382484 Long DBT CORP FR N 2 2064-04-22 Fixed 6.00000000 N N N N N N Neuberger Berman CLO Ltd 549300LCOEVXWN75LP18 64134QAL1 5005000.00000000 PA USD 4979834.86000000 0.086018577808 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.79600000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650ED8 8018000.00000000 PA USD 8136999.07000000 0.140553473620 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 27216042.00000000 PA 26608779.67000000 0.459623551538 Long DBT NUSS XX N 2 2054-10-05 Fixed 3.37500000 N N N N N N Silver Point CLO, Ltd 5493000HU7LKTSD3BK48 827925AA6 10514124.00000000 PA USD 10576683.04000000 0.182695060902 Long ABS-CBDO CORP JE N 2 2036-11-29 Floating 6.22500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAC6 454000.00000000 PA USD 458608.08000000 0.007921711446 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N UMBS, TBA N/A 01F022642 64938000.00000000 PA USD 54000005.63000000 0.932762594849 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.50000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74738PUJ5 240000.00000000 PA USD 243927.00000000 0.004213443662 Long DBT NUSS QA N 2 2035-02-27 Fixed 4.87500000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAB1 2218000.00000000 PA USD 2116177.52000000 0.036553537572 Long DBT CORP US N 2 2028-09-01 Fixed 4.62500000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AP5 390000.00000000 PA USD 375375.00000000 0.006483994861 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 000000000 251000.00000000 PA 274064.61000000 0.004734022039 Long DBT CORP NL N 2 2031-06-11 Fixed 3.75000000 N N N N N N NORDIC AVIATION COMMON STOCK 21380039TFZL6W7BQB23 000000000 86655.00000000 NS USD 1624781.25000000 0.028065463274 Long EC CORP US N 3 N N N CHINA CINDA 2020 I MNGMN 549300ZIBIB6Z9RSNU64 000000000 510000.00000000 PA USD 461037.45000000 0.007963674876 Long DBT CORP VG N 2 2031-01-20 Fixed 3.00000000 N N N N N N AGL CLO 16 LTD 2549009GL17CEZFCKZ48 00120LAE8 5410000.00000000 PA USD 5385752.38000000 0.093030145211 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.27500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 317000.00000000 PA USD 306300.72000000 0.005290848603 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAF5 111000.00000000 PA USD 105575.77000000 0.001823650350 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N Apidos CLO Ltd 549300CXPXW83QGWOL98 03768RAU0 980000.00000000 PA USD 979963.74000000 0.016927285660 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 5.79000000 N N N N N N Pikes Peak CLO 635400BKNXKWEO3G2J74 72132YAY1 4898576.00000000 PA USD 4859759.68000000 0.083944473645 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 5.26300000 N N N N N N CENTRICA PLC E26EDV109X6EEPBKVH76 000000000 120000.00000000 PA 150941.71000000 0.002607273452 Long DBT CORP GB N 2 2029-03-13 Fixed 4.37500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -116516.06000000 -0.00201262613 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 67362455.69000000 BRL 11616119.14000000 USD 2025-05-05 -116516.06000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 256000.00000000 PA USD 213888.00000000 0.003694568612 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.62000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 8105000.00000000 PA USD 5348489.50000000 0.092386489340 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448FT0 122000.00000000 PA USD 107841.13000000 0.001862780773 Long DBT CORP US N 2 2053-02-15 Fixed 4.65000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 72778.14000000 0.001257124437 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 113052502.55000000 GBP 146098653.47000000 USD 2025-05-16 72778.14000000 N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 000000000 1100000.00000000 PA USD 960355.00000000 0.016588576451 Long DBT CORP SA N 2 2030-11-24 Fixed 2.25000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PBB2 302000.00000000 PA USD 301947.50000000 0.005215653782 Long DBT US N 2 2035-04-01 Fixed 5.37500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DM8 633000.00000000 PA USD 632513.77000000 0.010925650442 Long DBT CORP US N 2 2027-11-01 Fixed 4.37500000 N N N N N N HYUNDAI MOTOR MANU INDO 254900KOD0FA9PVF3N64 000000000 250000.00000000 PA USD 242125.00000000 0.004182317032 Long DBT CORP ID N 2 2026-05-06 Fixed 1.75000000 N N N N N N GACI FIRST INVESTMENT N/A 000000000 506000.00000000 PA USD 488583.45000000 0.008439487390 Long DBT NUSS KY N 2 2035-02-14 Fixed 4.87000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 224097.80000000 0.003870926363 Long DBT CORP FR N 2 2030-05-02 Fixed 4.37500000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AV1 2000.00000000 PA USD 2071.86000000 0.000035788024 Long DBT CORP US N 2 2028-03-15 Fixed 5.95000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z5V7 5668626.00000000 PA 2199402.74000000 0.037991118388 Long DBT NUSS CA N 2 2039-06-02 None 0.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 26780.94000000 0.000462597342 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 24265854.99000000 PEN 6624223.35000000 USD 2025-05-15 26780.94000000 N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XAX2 903906.96000000 PA USD 908030.13000000 0.015684749110 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 8.45400000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 300000.00000000 PA 345871.67000000 0.005974372643 Long DBT CORP ES N 2 2031-10-18 Fixed 4.87500000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 210000.00000000 PA USD 216383.44000000 0.003737673295 Long DBT CORP IL N 2 2033-07-18 Fixed 7.12000000 N N N N Y Bank Leumi Le-Israel BM USD XXXX N N N SCF Equipment Trust Llc N/A 78437DAC4 10770000.00000000 PA USD 10885844.27000000 0.188035320180 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.11000000 N N N N N N Fannie Mae - CAS N/A 20753GAB7 4552947.84000000 PA USD 4544489.37000000 0.078498689908 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.44000000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 000000000 265000.00000000 PA 278506.76000000 0.004810752982 Long DBT CORP IE N 2 2027-09-15 Fixed 1.50000000 N N N N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 000000000 465000.00000000 PA 528173.15000000 0.009123335306 Long DBT CORP GB N 2 2029-06-14 Fixed 4.87500000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AP8 200000.00000000 PA USD 193696.00000000 0.003345784532 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29268BAF8 599000.00000000 PA USD 609099.73000000 0.010521210841 Long DBT CORP NL N 2 2039-10-07 Fixed 6.00000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 100000.00000000 PA 100124.66000000 0.001729491258 Long DBT CORP BE N 2 2029-01-14 Fixed 0.12500000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BQ7 178000.00000000 PA USD 179200.02000000 0.003095389967 Long DBT CORP US N 2 2054-03-15 Fixed 5.90000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAE6 3880000.00000000 PA USD 3878987.09000000 0.067003216411 Long DBT CORP LU N 2 2037-02-25 Fixed 6.70000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 49861000.00000000 PA 31680997.07000000 0.547237888027 Long DBT NUSS AU N 2 2033-04-21 Fixed 4.50000000 N N N N N N SWISS RE FINANCE UK 549300C654ZPQWG3JF34 000000000 100000.00000000 PA 98868.92000000 0.001707800384 Long DBT CORP GB N 2 2052-06-04 Fixed 2.71400000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -489139.50000000 -0.00844909225 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 169840322.96000000 BRL 29273729.35000000 USD 2025-04-02 -489139.50000000 N N N ABU DHABI PORTS CO PJSC 213800F5LEV1NQJ68T87 000000000 280000.00000000 PA USD 244316.80000000 0.004220176825 Long DBT CORP AE N 2 2031-05-06 Fixed 2.50000000 N N N N N N Empresa de Transporte de Pasajeros Metro SA 959800T4M5QUPYMSCH69 000000000 370000.00000000 PA USD 306041.80000000 0.005286376180 Long DBT CORP CL N 2 2050-05-07 Fixed 4.70000000 N N N N N N NORTEGAS ENERGIA DISTRI 959800K24LB8NMVR7K61 000000000 269000.00000000 PA 282551.40000000 0.004880617584 Long DBT CORP ES N 2 2027-09-28 Fixed 2.06500000 N N N N N N Fannie Mae - CAS N/A 20755JAB9 4847691.46000000 PA USD 4840471.31000000 0.083611298308 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.43600000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 656000.00000000 PA USD 746036.33000000 0.012886568712 Long DBT CORP GB N 2 2033-11-03 Fixed 8.11300000 N N N N N N DISH DBS CORP N/A 25470XBE4 6681000.00000000 PA USD 6137811.78000000 0.106020752698 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 000000000 5525000.00000000 PA USD 4889701.69000000 0.084461673349 Long DBT CORP US N 2 2029-10-15 Fixed 9.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BL1 201000.00000000 PA USD 202670.89000000 0.003500811213 Long DBT CORP AU N 2 2035-02-21 Fixed 5.30000000 N N N N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 65345YAA0 690000.00000000 PA USD 682410.00000000 0.011787526962 Long DBT CORP PE N 2 2034-10-03 Fixed 5.74600000 N N N N N N HPHT FINANCE 21 549300F5U2UH77I50R70 000000000 250000.00000000 PA USD 242797.50000000 0.004193933379 Long DBT CORP KY N 2 2026-03-19 Fixed 2.00000000 N N N N N N Dell Equipment Finance Trust N/A 24702EAB6 619398.37000000 PA USD 620266.89000000 0.010714105435 Long ABS-O CORP US N 2 2029-04-23 Fixed 6.10000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z5S4 5631019.00000000 PA 2353386.65000000 0.040650940916 Long DBT NUSS CA N 2 2037-12-02 None 0.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 2050000.00000000 PA USD 1716107.21000000 0.029642971247 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 5200000.00000000 PA 5377013.63000000 0.092879197465 Long DBT CORP FR N 2 2027-09-22 Fixed 0.62500000 N N N N N N CNH INDUSTRIAL FIN EUR S 5493007GVB1I2FDSS786 000000000 100000.00000000 PA 105679.76000000 0.001825446608 Long DBT CORP LU N 2 2027-03-25 Fixed 1.75000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 295000.00000000 PA 280345.66000000 0.004842517000 Long DBT CORP LU N 2 2030-04-06 Fixed 0.62500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 285000.00000000 PA USD 279866.46000000 0.004834239596 Long DBT CORP GB N 2 2028-03-18 Fixed 3.75000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 100000.00000000 PA 100317.40000000 0.001732820529 Long DBT CORP FR N 2 2028-05-30 Fixed 1.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 628000.00000000 PA USD 641886.69000000 0.011087552447 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N SAPUTO INC 549300HH4U1DPY0TBT90 80310ZAK5 13719000.00000000 PA 10128395.69000000 0.174951623342 Long DBT CORP CA N 2 2029-11-29 Fixed 5.25000000 N N N N N N Hertz Corporation, The N/A 000000000 7670308.48000000 PA USD 5886961.76000000 0.101687725083 Long LON CORP US N 2 2028-06-30 Floating 7.93900000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAF9 129000.00000000 PA USD 129855.23000000 0.002243038678 Long DBT CORP US N 2 2030-03-27 Fixed 4.75000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 300000.00000000 PA 303853.72000000 0.005248580643 Long DBT CORP NL N 2 2028-09-29 Fixed 0.37500000 N N N N N N PANDORA A/S 5299007OWYZ6I1E46843 000000000 144000.00000000 PA 157862.38000000 0.002726816811 Long DBT CORP DK N 2 2030-05-31 Fixed 3.87500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 191014.49000000 0.003299465792 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 225524860.12000000 EUR 244153326.33000000 USD 2025-04-10 191014.49000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 662000.00000000 PA USD 648725.59000000 0.011205683362 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 1984250000.00000000 PA 10632344.26000000 0.183656518283 Long DBT NUSS JP N 2 2039-06-20 Fixed 0.30000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAD5 415000.00000000 PA USD 416539.65000000 0.007195047486 Long DBT NUSS PL N 2 2054-07-09 Fixed 6.25000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAB0 300000.00000000 PA USD 308108.59000000 0.005322076628 Long DBT CORP BE N 2 2029-01-19 Fixed 5.79600000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 105000.00000000 PA 135175.56000000 0.002334938758 Long DBT CORP GB N 2 2030-08-14 Fixed 3.62200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 13850000.00000000 PA 15733702.21000000 0.271774210553 Long DBT CORP US N 2 2031-11-13 Fixed 4.45700000 N N N N N N SIXTH STREET LENDING PAR 549300S9P1HMDERGCR64 829932AB8 653000.00000000 PA USD 667286.61000000 0.011526294906 Long DBT CORP US N 2 2029-03-11 Fixed 6.50000000 N N N N N N METRO INC 549300KQ7DCG4IXSNW78 59162NAL3 11382000.00000000 PA 8273817.31000000 0.142916787014 Long DBT CORP CA N 2 2033-02-07 Fixed 4.65700000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254AA8 8000000.00000000 PA USD 7604013.84000000 0.131347017429 Long DBT CORP GB N 2 2027-01-30 Variable 6.05900000 N N N N N N UMBS, TBA N/A 01F020646 65736636.00000000 PA USD 52288872.65000000 0.903205545365 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.00000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 9701000.00000000 PA 11069096.97000000 0.191200713628 Long DBT CORP GB N 2 2031-09-21 Fixed 4.75000000 N N N N N N ZF FINANCE GMBH 5493001N9T6QDCCXB426 000000000 5300000.00000000 PA 5390827.94000000 0.093117817286 Long DBT CORP DE N 2 2027-05-06 Fixed 2.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 50793000.00000000 PA 11583608.35000000 0.200088063995 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCV6 287000.00000000 PA USD 283002.39000000 0.004888407705 Long DBT CORP US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63875LAA1 8113245.00000000 PA USD 7223604.97000000 0.124776070620 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.87100000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 385000.00000000 PA USD 324737.11000000 0.005609307366 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 150000.00000000 PA USD 158990.97000000 0.002746311375 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -640295.00000000 -0.01106005858 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1494148161.00000000 CNY 205924661.79000000 USD 2025-06-05 -640295.00000000 N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 403000.00000000 PA USD 378945.94000000 0.006545677063 Long DBT CORP IM N 2 2028-11-01 Fixed 3.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AS7 295000.00000000 PA USD 295112.60000000 0.005097591960 Long DBT CORP GB N 2 2030-08-15 Fixed 4.96400000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBN2 96000.00000000 PA USD 94413.17000000 0.001630834523 Long DBT CORP US N 2 2077-08-16 Fixed 5.25000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -242906.26000000 -0.00419581203 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 50576009.59000000 USD 74134314851.00000000 KRW 2025-04-17 -242906.26000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H2YB8 7745.25000000 PA USD 7074.47000000 0.000122200005 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BL3 531000.00000000 PA USD 533588.21000000 0.009216871693 Long DBT CORP US N 2 2030-06-15 Fixed 4.75000000 N N N N N N Octagon Loan Funding Ltd 549300HJJWTCMWFILG24 67590RAY1 4323458.20000000 PA USD 4323458.20000000 0.074680734609 Long ABS-CBDO CORP KY N 2 2031-11-18 Floating 5.76500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 200000.00000000 PA 213575.70000000 0.003689174136 Long DBT CORP NL N 2 2027-06-29 Fixed 4.37500000 N N N N Y Cooperatieve Rabobank UA EUR XXXX N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 300000.00000000 PA 273940.65000000 0.004731880831 Long DBT CORP FR N 2 2032-01-19 Fixed 1.12500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 19835000.00000000 PA 21704744.22000000 0.374914285711 Long DBT NUSS IT N 2 2031-07-15 Fixed 3.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4G3 4460000.00000000 PA USD 4519984.37000000 0.078075405742 Long DBT CORP US N 2 2030-01-07 Fixed 5.38000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 289000.00000000 PA 308204.23000000 0.005323728654 Long DBT NUSS SA N 2 2032-03-05 Fixed 3.37500000 N N N N N N Bain Capital Credit CLO, Limited 2549007DKQFBF2N6NR86 05684DAQ6 6802031.00000000 PA USD 6806329.88000000 0.117568319599 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 6.09300000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 250000.00000000 PA USD 227500.00000000 0.003929693855 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N STOCKLAND TRUST N/A 000000000 100000.00000000 PA 106162.24000000 0.001833780669 Long DBT AU N 2 2026-04-27 Fixed 1.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 000000000 112000.00000000 PA 123867.95000000 0.002139618118 Long DBT US N 2 2030-05-16 Fixed 3.90000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 540000.00000000 PA USD 465836.40000000 0.008046568961 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 100000.00000000 PA 100191.17000000 0.001730640110 Long DBT CORP DE N 2 2031-03-10 Fixed 1.62500000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DBC3 137000.00000000 PA USD 136433.95000000 0.002356675406 Long DBT CORP US N 2 2055-03-01 Fixed 5.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 577000.00000000 PA USD 556438.52000000 0.009611573771 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N Fannie Mae - CAS N/A 207942AA1 4175044.18000000 PA USD 4204777.17000000 0.072630712128 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 6.23600000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBM7 537000.00000000 PA USD 542668.94000000 0.009373726589 Long DBT CORP US N 2 2032-03-15 Fixed 5.20000000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 5065000.00000000 PA USD 5137480.15000000 0.088741644742 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFQ9 127000.00000000 PA USD 125297.59000000 0.002164312833 Long DBT CORP US N 2 2029-09-05 Fixed 4.40000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 300000.00000000 PA 309864.98000000 0.005352415419 Long DBT CORP FR N 2 2028-02-19 Fixed 0.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 699000.00000000 PA USD 714876.32000000 0.012348330031 Long DBT CORP FR N 2 2035-01-18 Fixed 6.50800000 N N N N N N SWCH Commercial Mortgage Trust N/A 78489CAA7 15630331.00000000 PA USD 15453481.46000000 0.266933851171 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.76200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 6650000.00000000 PA USD 6735365.58000000 0.116342526308 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BY3 129000.00000000 PA USD 129470.14000000 0.002236386873 Long DBT CORP US N 2 2028-04-01 Fixed 4.90700000 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 149000.00000000 PA USD 148434.90000000 0.002563972371 Long DBT CORP GB N 2 2035-04-01 Fixed 6.32700000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAK2 125000.00000000 PA USD 156710.03000000 0.002706911832 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 2049000.00000000 PA USD 2130708.16000000 0.036804530832 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 000000000 250000.00000000 PA 274921.76000000 0.004748827916 Long DBT CORP GB N 2 2032-03-15 Fixed 4.12500000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXL2 5631019.00000000 PA 1857931.60000000 0.032092757770 Long DBT NUSS CA N 2 2042-08-15 None 0.00000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1944.49000000 -0.00003358791 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 278668.80000000 AUD 172191.40000000 USD 2025-04-09 -1944.49000000 N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 303000.00000000 PA USD 296430.21000000 0.005120351537 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N ALIBABA GROUP HOLDING N/A 000000000 97910000.00000000 PA 13495578.14000000 0.233114243933 Long DBT CORP KY N 2 2029-11-28 Fixed 2.80000000 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 4279000.00000000 PA USD 3200692.00000000 0.055286767851 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 000000000 200000.00000000 PA 222781.36000000 0.003848186995 Long DBT LU N 2 2029-07-16 Fixed 4.80000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CU5 687000.00000000 PA USD 690087.67000000 0.011920146270 Long DBT CORP US N 2 2028-02-28 Fixed 4.53600000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AU2 320000.00000000 PA USD 279107.20000000 0.004821124610 Long DBT CORP KY N 2 2031-08-23 Fixed 2.37500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 100000.00000000 PA 109442.49000000 0.001890441672 Long DBT CORP US N 2 2030-03-01 Fixed 3.37500000 N N N N N N PIRAEUS BANK SA 213800OYHR1MPQ5VJL60 000000000 251000.00000000 PA 280597.70000000 0.004846870582 Long DBT CORP GR N 2 2029-07-17 Fixed 4.62500000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 000000000 100000.00000000 PA 106470.50000000 0.001839105361 Long DBT CORP GB N 2 2033-04-16 Fixed 3.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 244521.72000000 0.004223716486 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 74878264.56000000 GBP 96966596.33000000 USD 2025-04-10 244521.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7558.51000000 0.000130561012 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 115080794.97000000 MYR 26041681.56000000 USD 2025-06-18 7558.51000000 N N N Chicago Parking Meters LLC 254900Z26NS1YNY4MM48 000000000 16500000.00000000 PA USD 16415924.25000000 0.283558490811 Long DBT CORP US N 2 2025-12-30 Fixed 4.93000000 N N N N N N DIAGEO FINANCE PLC BPF79TJMIH3DK8XCKI50 000000000 135000.00000000 PA 143954.62000000 0.002486582794 Long DBT CORP GB N 2 2027-03-27 Fixed 1.87500000 N N N N N N DOHA FINANCE LIMITED 549300C2SXK7TLB4RX62 000000000 300000.00000000 PA USD 291744.00000000 0.005039404853 Long DBT CORP KY N 2 2026-03-31 Fixed 2.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBP7 300000.00000000 PA USD 282812.11000000 0.004885120927 Long DBT CORP US N 2 2027-10-15 Fixed 2.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 300000.00000000 PA 312426.57000000 0.005396662736 Long DBT CORP FR N 2 2027-12-02 Fixed 0.62500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DK9 750000.00000000 PA USD 600937.50000000 0.010380221544 Long DBT NUSS ID N 2 2052-03-31 Fixed 4.30000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 11235980.00000000 PA 11785495.77000000 0.203575342034 Long DBT NUSS BE N 2 2034-10-22 Fixed 2.85000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z8K8 5631018.00000000 PA 1984584.94000000 0.034280488987 Long DBT NUSS CA N 2 2041-06-02 None 0.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 400000.00000000 PA USD 347273.69000000 0.005998590267 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AT3 420000.00000000 PA USD 430768.80000000 0.007440832995 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N PVH CORP 123WALMHY1GZXG2YDL90 000000000 265000.00000000 PA 291234.51000000 0.005030604239 Long DBT CORP US N 2 2029-07-16 Fixed 4.12500000 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 202000.00000000 PA USD 198012.28000000 0.003420341274 Long DBT CORP CA N 2 2030-10-01 Fixed 7.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 616000.00000000 PA USD 647941.98000000 0.011192147769 Long DBT CORP DE N 2 2034-02-10 Fixed 7.07900000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781BX1 187000.00000000 PA USD 155467.21000000 0.002685444131 Long DBT CORP US N 2 2052-04-22 Fixed 4.37500000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDF3 288000.00000000 PA USD 294011.80000000 0.005078577423 Long DBT CORP JP N 2 2030-07-10 Fixed 5.38200000 N N N N N N INDIGO GROUP SAS 213800H5J9NKEXSUQX44 000000000 200000.00000000 PA 226309.50000000 0.003909129897 Long DBT FR N 2 2030-04-18 Fixed 4.50000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AD9 2392000.00000000 PA USD 2315876.92000000 0.040003021111 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BE2 416000.00000000 PA USD 405438.57000000 0.007003294318 Long DBT CORP US N 2 2055-02-15 Fixed 5.70000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 000000000 3300000.00000000 PA USD 3151500.00000000 0.054437055762 Long DBT CORP IN N 2 2027-04-05 Fixed 3.95000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAM0 657000.00000000 PA USD 644974.13000000 0.011140882970 Long DBT CORP US N 2 2054-06-15 Fixed 5.87500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 2466000.00000000 PA USD 2310048.09000000 0.039902337518 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062BK9 501000.00000000 PA USD 505429.92000000 0.008730482861 Long DBT CORP US N 2 2026-03-13 Fixed 5.25000000 N N N N N N AXIS Equipment Finance Receivables LLC 5493000K1GV1VHEHGY40 03236YAB1 2354672.09000000 PA USD 2383053.19000000 0.041163382322 Long ABS-O CORP US N 2 2029-12-20 Fixed 6.09000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 4885000.00000000 PA USD 5452881.25000000 0.094189687664 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 100000.00000000 PA 102572.82000000 0.001771779254 Long DBT CORP US N 2 2044-03-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 134000.00000000 PA USD 136144.08000000 0.002351668372 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N CNH INDUSTRIAL FIN EUR S 5493007GVB1I2FDSS786 000000000 275000.00000000 PA 278831.23000000 0.004816357675 Long DBT CORP LU N 2 2029-07-03 Fixed 1.62500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBS6 136000.00000000 PA USD 136417.78000000 0.002356396096 Long DBT CORP US N 2 2034-11-15 Fixed 5.35000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 000000000 241000.00000000 PA 260664.80000000 0.004502562034 Long DBT CORP US N 2 2028-06-15 Fixed 3.10000000 N N N N N N Boca Commercial Mortgage Trust N/A 096817AA9 2000000.00000000 PA USD 2008695.60000000 0.034696961569 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.24000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CQ8 205000.00000000 PA USD 199875.00000000 0.003452516744 Long DBT NUSS PH N 2 2027-03-29 Fixed 3.22900000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 230000.00000000 PA USD 228762.47000000 0.003951500979 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 604000000.00000000 PA 2553965.01000000 0.044115607065 Long DBT NUSS JP N 2 2049-12-20 Fixed 0.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 401000.00000000 PA 437061.61000000 0.007549531091 Long DBT CORP US N 2 2032-05-14 Fixed 3.75000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAZ0 350000.00000000 PA USD 322595.00000000 0.005572305887 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EG0 250000.00000000 PA USD 256766.96000000 0.004435233165 Long DBT CORP GB N 2 2032-05-17 Fixed 5.73300000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68327ZJB2 5668622.00000000 PA 1512469.53000000 0.026125460302 Long DBT NUSS CA N 2 2047-06-02 None 0.00000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAN3 155000.00000000 PA USD 154717.73000000 0.002672498078 Long DBT US N 2 2032-04-01 Fixed 5.20000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 000000000 499000.00000000 PA 532544.19000000 0.009198837939 Long DBT CORP JP N 2 2026-06-15 Fixed 1.54600000 N N N N N N Woori Bank 549300VUVMRL6RE7R376 98105HAG5 210000.00000000 PA USD 211108.80000000 0.003646562436 Long DBT CORP KR N 2 2028-08-06 Fixed 5.12500000 N N N N Y Woori Financial Group Inc USD XXXX N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 887000.00000000 PA USD 884110.45000000 0.015271575398 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N GACI FIRST INVESTMENT N/A 000000000 1030000.00000000 PA USD 923019.80000000 0.015943671370 Long DBT NUSS KY N 2 2054-01-29 Fixed 5.37000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 3435000.00000000 PA 3706836.94000000 0.064029601525 Long DBT NUSS CL N 2 2032-01-14 Fixed 3.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 144000.00000000 PA USD 140790.25000000 0.002431923430 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAC4 553000.00000000 PA USD 490609.48000000 0.008474483776 Long DBT CORP JE N 2 2054-09-09 Fixed 5.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 200000.00000000 PA USD 197573.94000000 0.003412769661 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXP3 5631018.00000000 PA 1727709.09000000 0.029843374924 Long DBT NUSS CA N 2 2044-02-15 None 0.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAH1 129000.00000000 PA USD 129653.70000000 0.002239557574 Long DBT CORP CA N 2 2031-05-02 Fixed 4.97000000 N N N N N N ITV PLC ZLECI7ED2QMWFGYCXZ59 000000000 152000.00000000 PA 166484.84000000 0.002875755836 Long DBT CORP GB N 2 2032-06-19 Fixed 4.25000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 000000000 350000.00000000 PA USD 338968.00000000 0.005855122931 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 000000000 353000.00000000 PA USD 348629.79000000 0.006022014697 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N CITIC 2549006I3Q3M98KHOT11 000000000 250000.00000000 PA USD 232515.00000000 0.004016319854 Long DBT CORP HK N 2 2030-02-25 Fixed 2.85000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CN8 279000.00000000 PA USD 298555.00000000 0.005157053842 Long DBT CORP GB N 2 2028-11-16 Fixed 7.76700000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -225019.35000000 -0.00388684464 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 8083891.71000000 EUR 8519758.98000000 USD 2025-04-10 -225019.35000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EC9 519000.00000000 PA USD 569552.43000000 0.009838095317 Long DBT CORP GB N 2 2034-11-13 Fixed 7.39900000 N N N N N N APA CORP 549300VCIWLRHYVSHC79 03743QAQ1 170000.00000000 PA USD 169269.78000000 0.002923861162 Long DBT CORP US N 2 2035-02-15 Fixed 6.10000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368DH72 3515000.00000000 PA USD 2987252.87000000 0.051599952740 Long DBT CORP CA N 2 2037-01-10 Fixed 3.08800000 N N N N Y Bank of Montreal USD XXXX N N N Freddie Mac - STACR 5493000KIGZAWUOW4E32 35564K2G3 6000000.00000000 PA USD 6269536.80000000 0.108296088969 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.69000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 134000.00000000 PA 140148.43000000 0.002420837029 Long DBT CORP US N 2 2027-10-08 Fixed 0.50000000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 000000000 352000.00000000 PA USD 341000.00000000 0.005890222438 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMA4 320666.35000000 PA USD 320243.97000000 0.005531695653 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.19000000 N N N N N N The BAHA Trust N/A 05493XAA8 5000000.00000000 PA USD 5070674.00000000 0.087587676754 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.57400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECV5 346000.00000000 PA USD 336715.44000000 0.005816213607 Long DBT CORP GB N 2 2035-09-10 Fixed 5.33500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 240000.00000000 PA USD 215161.59000000 0.003716567816 Long DBT CORP US N 2 2037-03-08 Fixed 3.84600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 33278140.00000000 PA USD 33774713.08000000 0.583403439411 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMN6 13330000.00000000 PA USD 13320730.05000000 0.230094026505 Long DBT CORP US N 2 2029-01-24 Floating 5.19100000 N N N N N N AMCOR GROUP FINANCE 2549008XHB8M1L64J275 02344BAA4 651000.00000000 PA USD 665027.41000000 0.011487270887 Long DBT CORP GB N 2 2029-05-23 Fixed 5.45000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CG3 9278000.00000000 PA USD 8927864.98000000 0.154214400684 Long DBT CORP GB N 2 2028-01-12 Fixed 2.60800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 340000.00000000 PA 400744.69000000 0.006922215147 Long DBT CORP US N 2 2034-01-25 Fixed 5.14800000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 10564000.00000000 PA 11433876.16000000 0.197501683041 Long DBT NUSS ID N 2 2025-07-30 Fixed 3.37500000 N N N N N N Freddie Mac - STACR 5493000IRILHAKSCHN59 35564KP37 10759371.22000000 PA USD 10899491.59000000 0.188271055519 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 6.43600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 397000.00000000 PA USD 388429.90000000 0.006709497104 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 683715AF3 610000.00000000 PA USD 631414.43000000 0.010906661124 Long DBT CORP CA N 2 2027-12-01 Fixed 6.90000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 1000000.00000000 PA USD 854000.00000000 0.014751466165 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBQ3 139000.00000000 PA USD 139459.86000000 0.002408943098 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 94986KAA4 556919.02000000 PA USD 496056.96000000 0.008568580165 Long ABS-MBS CORP US N 2 2037-12-28 Variable 6.67900000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 200000.00000000 PA USD 204792.00000000 0.003537449952 Long DBT CORP KR N 2 2028-01-17 Fixed 5.75000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 9256000.00000000 PA USD 8928649.80000000 0.154227957178 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 12870000.00000000 PA 13718399.05000000 0.236963114091 Long DBT CORP IE N 2 2028-04-04 Fixed 2.25000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAV8 202000.00000000 PA USD 202192.93000000 0.003492555229 Long DBT CORP GB N 2 2055-03-14 Fixed 5.75000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAP7 280000.00000000 PA USD 281470.00000000 0.004861938151 Long DBT CORP CL N 2 2034-07-30 Fixed 5.95000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAH0 658000.00000000 PA USD 656007.92000000 0.011331473813 Long DBT US N 2 2034-07-15 Fixed 5.50000000 N N N N N N SandRidge Energy Inc W1MKPVGS6I5155L7VV67 80007P869 4459.00000000 NS USD 50921.78000000 0.000879591235 Long EC CORP US N 1 N N N SVENSKA HANDELSBANKEN AB N/A 000000000 6655000.00000000 PA 8417512.42000000 0.145398887193 Long DBT CORP SE N 2 2032-08-23 Fixed 4.62000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 1091.00000000 NC -177497.17000000 -0.00306597599 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMM5 Comdty 2025-06-16 123195720.00000000 AUD -177497.17000000 N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 91127LAE0 200000.00000000 PA USD 191980.00000000 0.003316143412 Long DBT CORP SG N 2 2031-10-14 Fixed 2.00000000 N N N N Y United Overseas Bank Ltd. USD XXXX N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 000000000 1496000.00000000 PA USD 1403509.80000000 0.024243357526 Long DBT CORP MX N 2 2029-09-18 Fixed 4.25000000 N N N N N N CHILE ELEC PEC SPA N/A 000000000 200678.63000000 PA USD 173835.86000000 0.003002732795 Long DBT CORP CL N 2 2028-01-25 None 0.00000000 N N N N N N Tesla Auto Lease Trust N/A 881934AF0 8017000.00000000 PA USD 8033138.22000000 0.138759445734 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.11000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 200000.00000000 PA USD 196885.10000000 0.003400871066 Long DBT CORP KY N 2 2025-09-22 Fixed 1.62500000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CS4 63000.00000000 PA USD 63154.20000000 0.001090886468 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N JAPAN FIN ORG MUNICIPAL 5493007YYYNZ4NMEOD64 000000000 29930000.00000000 PA 30936634.08000000 0.534380223551 Long DBT NUSS JP N 2 2027-02-12 Fixed 0.05000000 N N N N N N TRITAX EUROBOX PLC 213800HK59N7H979QU33 000000000 269000.00000000 PA 283291.34000000 0.004893398849 Long DBT GB N 2 2026-06-02 Fixed 0.95000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 6154000.00000000 PA 7061133.86000000 0.121969645465 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 624600.00000000 PA USD 626866.13000000 0.010828096612 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 131000.00000000 PA USD 126905.09000000 0.002192079790 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160DK7 137000.00000000 PA USD 139026.71000000 0.002401461134 Long DBT CORP US N 2 2032-03-01 Fixed 4.85000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AV8 838000.00000000 PA USD 627240.56000000 0.010834564284 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAG0 1469000.00000000 PA USD 1459266.13000000 0.025206457779 Long DBT CORP US N 2 2027-09-13 Fixed 5.30000000 N N N N N N Accelerated Assets N/A 00440MAA7 6719374.45000000 PA USD 6673427.70000000 0.115272649796 Long ABS-O CORP US N 2 2044-08-22 Fixed 4.68000000 N N N N N N BOF URSA FUNDING N/A 097093AB4 3400514.46000000 PA USD 3457542.79000000 0.059723449043 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 000000000 237000.00000000 PA 263268.17000000 0.004547531033 Long DBT CORP US N 2 2031-09-19 Fixed 4.15000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650DAA0 2948658.26000000 PA USD 2963439.00000000 0.051188606724 Long ABS-O CORP US N 2 2041-06-20 Fixed 5.14000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DQ2 105000.00000000 PA USD 57067.50000000 0.000985748589 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 299000.00000000 PA USD 302011.42000000 0.005216757896 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AJ4 684000.00000000 PA USD 655034.97000000 0.011314667678 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Freddie Mac - STACR 5299002OYNAPMJKK2A73 35564NDZ3 9422464.89000000 PA USD 9441844.07000000 0.163092556605 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 5.54000000 N N N N N N YORKSHIRE BUILDING SOC WXD0EHQRPI7HKN3I5T57 000000000 553000.00000000 PA 550990.61000000 0.009517469954 Long DBT CORP GB N 2 2028-07-01 Fixed 0.50000000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 000000000 100000.00000000 PA 93165.45000000 0.001609282182 Long DBT CORP DE N 2 2041-05-26 Fixed 1.25000000 N N N N N N ENLINK MIDSTREAM LLC 2T3D6M0JSY48PSZI1Q41 29336TAE0 106000.00000000 PA USD 106943.47000000 0.001847275151 Long DBT CORP US N 2 2034-09-01 Fixed 5.65000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 200000.00000000 PA 203645.65000000 0.003517648613 Long DBT CORP FR N 2 2028-09-01 Fixed 0.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCF0 131000.00000000 PA USD 128041.76000000 0.002211713923 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N CARGILL INC N/A 000000000 5792000.00000000 PA 6421147.69000000 0.110914921421 Long DBT CORP US N 2 2030-04-24 Fixed 3.87000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 290000.00000000 PA USD 301020.00000000 0.005199632722 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 000000000 8702000.00000000 PA 9808697.62000000 0.169429357226 Long DBT CORP US N 2 2031-03-17 Fixed 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 427000.00000000 PA USD 421493.61000000 0.007280619118 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 98.00000000 NC USD 4335.94000000 0.000074896337 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 11489226.56000000 USD 4335.94000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 115000.00000000 PA USD 108915.16000000 0.001881332901 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 666000.00000000 PA USD 680410.54000000 0.011752989531 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 59493900000.00000000 PA 8251186.51000000 0.142525876615 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 327000.00000000 PA USD 305776.86000000 0.005281799771 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBA0 134000.00000000 PA USD 130700.43000000 0.002257638139 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N ELECTROLUX AB N/A 000000000 289000.00000000 PA 323020.23000000 0.005579651046 Long DBT CORP SE N 2 2028-09-29 Fixed 4.50000000 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AU2 315000.00000000 PA USD 274057.72000000 0.004733903025 Long DBT CORP US N 2 2031-01-15 Fixed 2.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GS7 480000.00000000 PA USD 464931.36000000 0.008030935862 Long DBT CORP US N 2 2054-08-15 Fixed 5.55000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 510000.00000000 PA USD 496454.40000000 0.008575445297 Long DBT CORP KY N 2 2026-01-26 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8QG3 3255494.58000000 PA USD 2986778.24000000 0.051591754276 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 171368.76000000 0.002960117640 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 43930000.00000000 PA 45701447.48000000 0.789418449914 Long DBT NUSS ES N 2 2041-01-31 Fixed 3.50000000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAE9 665000.00000000 PA USD 679442.30000000 0.011736264754 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N N EMIRATES SEMBCORP WATER 213800FF7EXWECXGTO26 000000000 220000.00000000 PA USD 204045.60000000 0.003524557101 Long DBT CORP AE N 2 2035-08-01 Fixed 4.45000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 100000.00000000 PA 101104.80000000 0.001746421588 Long DBT CORP DE N 2 2030-03-13 Fixed 1.37500000 N N N N N N Dext ABS N/A 25216CAB6 2379946.10000000 PA USD 2400976.16000000 0.041472972586 Long ABS-O CORP US N 2 2034-05-15 Fixed 6.56000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAD8 240000.00000000 PA USD 239148.00000000 0.004130894181 Long DBT NUSS KZ N 2 2030-04-07 Fixed 5.62500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 7000000.00000000 PA 8024892.74000000 0.138617018428 Long DBT CORP ES N 2 2033-08-23 Fixed 5.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 200000.00000000 PA USD 207917.65000000 0.003591440490 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 3699600000.00000000 PA 16284819.56000000 0.281293869736 Long DBT NUSS JP N 2 2050-09-20 Fixed 0.60000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZR7 1311000.00000000 PA USD 1263975.15000000 0.021833122552 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCD5 138000.00000000 PA USD 137655.95000000 0.002377783476 Long DBT CORP US N 2 2055-08-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYV7 4716.92000000 PA USD 4870.72000000 0.000084133795 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 332000.00000000 PA USD 334693.16000000 0.005781281997 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194AL9 658000.00000000 PA USD 647862.48000000 0.011190774536 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N N Freddie Mac - STACR 529900GRKKKHILZX4347 35564NCX9 1663194.31000000 PA USD 1662622.50000000 0.028719109549 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.54000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z8J1 5631018.00000000 PA 2029256.61000000 0.035052119700 Long DBT NUSS CA N 2 2040-12-02 None 0.00000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 000000000 396000.00000000 PA 382962.50000000 0.006615056629 Long DBT CORP US N 2 2031-06-02 Fixed 1.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 23740435.00000000 PA 24849570.82000000 0.429236069302 Long DBT NUSS FR N 2 2034-11-25 Fixed 3.00000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAN1 660000.00000000 PA USD 635576.26000000 0.010978549994 Long DBT CORP US N 2 2026-05-15 Fixed 0.95000000 N N N N N N MSD NETHERLANDS CAPITAL 724500V56VDH8898Q807 000000000 249000.00000000 PA 245123.78000000 0.004234116097 Long DBT CORP NL N 2 2054-05-30 Fixed 3.75000000 N N N N N N GACI FIRST INVESTMENT REGD REG S N/A 000000000 430000.00000000 PA USD 431737.40000000 0.007457563991 Long DBT NUSS KY N 2 2027-10-13 Fixed 5.00000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BY9 200000.00000000 PA USD 207500.00000000 0.003584226263 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 000000000 137000.00000000 PA 155503.82000000 0.002686076509 Long DBT CORP US N 2 2031-05-24 Fixed 4.50000000 N N N N N N Pikes Peak CLO 635400BKNXKWEO3G2J74 72132YBA2 2285997.00000000 PA USD 2272452.47000000 0.039252934103 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 5.77300000 N N N N N N FORD CREDIT CANADA CO/CA 2549003B8W74KJLQJA63 34527ACP3 12312000.00000000 PA 8956082.99000000 0.154701821082 Long DBT CORP CA N 2 2028-11-10 Fixed 6.38200000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 200000.00000000 PA 228944.56000000 0.003954646288 Long DBT CORP DE N 2 2029-01-11 Fixed 5.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 215000.00000000 PA 227340.79000000 0.003926943760 Long DBT CORP CH N 2 2027-06-24 Fixed 1.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 198000.00000000 PA USD 199007.32000000 0.003437528978 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CH9 600000.00000000 PA USD 545910.47000000 0.009429718767 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFB7 135000.00000000 PA USD 134754.04000000 0.002327657683 Long DBT CORP US N 2 2030-01-07 Fixed 5.35000000 N N N N N N Aimco N/A 00900LAY0 8010000.00000000 PA USD 8007476.85000000 0.138316187149 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 5.55300000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 390000.00000000 PA USD 300793.10000000 0.005195713392 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCT4 8260000.00000000 PA USD 8274611.61000000 0.142930507259 Long ABS-O CORP US N 2 2029-09-25 Fixed 4.91000000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 320517AE5 139000.00000000 PA USD 139694.62000000 0.002412998197 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -6377.40000000 -0.00011015925 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 203302.31000000 EUR 213899.44000000 USD 2025-05-09 -6377.40000000 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 410000.00000000 PA USD 385650.69000000 0.006661490755 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N California Earthquake Authority 254900P2MGLOUH3QS859 13017HAP1 4745000.00000000 PA USD 4795590.24000000 0.082836050550 Long DBT MUN US N 2 2027-07-01 Fixed 5.60300000 N N N N N N ENA MASTER TRUST 549300CBCHB6Q73VG753 000000000 490000.00000000 PA USD 360698.80000000 0.006230487288 Long DBT CORP PA N 2 2048-05-19 Fixed 4.00000000 N N N N N N BRF GMBH 5299002S6DY5RA2IOQ11 000000000 1475000.00000000 PA USD 1448317.25000000 0.025017333619 Long DBT CORP AT N 2 2026-09-29 Fixed 4.35000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 2350700000.00000000 PA 12864308.33000000 0.222210080885 Long DBT NUSS JP N 2 2053-12-20 Fixed 1.60000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AH7 4802000.00000000 PA USD 4925833.98000000 0.085085800110 Long DBT MUN US N 2 2034-07-01 Fixed 5.52600000 N N N N N N GOHL CAPITAL LTD 254900TF7OK6KSDZA888 000000000 540000.00000000 PA USD 530928.00000000 0.009170920876 Long DBT CORP IM N 2 2027-01-24 Fixed 4.25000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBK0 200000.00000000 PA USD 206869.40000000 0.003573333670 Long DBT CORP ES N 2 2035-01-17 Fixed 6.03300000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -29567.69000000 -0.00051073393 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 999937.23000000 EUR 1053858.35000000 USD 2025-05-09 -29567.69000000 N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 676000.00000000 PA USD 576034.15000000 0.009950056526 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 257000.00000000 PA USD 246239.41000000 0.004253386797 Long DBT CORP IL N 2 2032-01-21 Fixed 3.25500000 N N N N Y Bank Hapoalim BM USD XXXX N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAH9 521000.00000000 PA USD 517358.44000000 0.008936528715 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Regatta XVI Funding Ltd. N/A 000000000 4500000.00000000 PA USD 4504333.50000000 0.077805062323 Long ABS-O CORP KY N 2 2033-01-15 Floating 5.75200000 N N N N N N NJ Trust 2023-GSP N/A 65486XAA1 6237681.00000000 PA USD 6537788.31000000 0.112929699126 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.48100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 29395000.00000000 PA USD 17402757.12000000 0.300604429562 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AG7 172000.00000000 PA USD 123404.37000000 0.002131610525 Long DBT CORP US N 2 2052-01-15 Fixed 4.10000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DL4 137000.00000000 PA USD 135658.50000000 0.002343280764 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 481000.00000000 PA USD 417331.75000000 0.007208729730 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSRV6 106046.96000000 PA USD 96862.77000000 0.001673147393 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N INEOS QUATTRO FINANCE 2 213800V48W4Y5MT5Q131 000000000 2655000.00000000 PA 3009626.89000000 0.051986427680 Long DBT CORP GB N 2 2029-03-15 Fixed 8.50000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 5085000.00000000 PA USD 5132100.98000000 0.088648728297 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 N N N N N N VIRGOLINO DE OLIVEIRA FI N/A 92824BAA4 4270143.67000000 PA USD 427.01000000 0.000007375905 Long DBT CORP LU N 3 2018-01-28 Fixed 10.50000000 Y Y N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89116CQJ9 173000.00000000 PA USD 171486.22000000 0.002962146571 Long DBT CORP CA N 2 2034-09-10 Fixed 5.14600000 N N N N Y Toronto-Dominion Bank/The USD XXXX N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAK8 691000.00000000 PA USD 678263.40000000 0.011715901166 Long DBT CORP US N 2 2030-06-30 Fixed 5.30000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBJ7 200000.00000000 PA USD 202130.00000000 0.003491468215 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 000000000 4609000.00000000 PA 4862623.96000000 0.083993949441 Long DBT CORP GB N 2 2027-03-12 Fixed 1.12500000 N N N N N N CREDIT MUTUEL ARKEA 96950041VJ1QP0B69503 000000000 300000.00000000 PA 305672.19000000 0.005279991766 Long DBT CORP FR N 2 2029-06-11 Fixed 1.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -716.00000000 NC -495278.65000000 -0.00855513612 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM5 Comdty 2025-06-06 -91784240.00000000 EUR -495278.65000000 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 1140000.00000000 PA USD 1121445.77000000 0.019371158469 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 200000.00000000 PA 252104.56000000 0.004354697760 Long DBT CORP ES N 2 2026-12-03 Fixed 1.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 200000.00000000 PA USD 205429.38000000 0.003548459658 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N LG CHEM LTD 988400IES4EIG7O06940 000000000 310000.00000000 PA USD 263651.90000000 0.004554159347 Long DBT CORP KR N 2 2031-07-07 Fixed 2.37500000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAG5 130000.00000000 PA USD 103856.42000000 0.001793951365 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N LYB INTERNATIONAL FINANC 549300ZSNDBYN4Z4VZ93 000000000 214000.00000000 PA 224939.43000000 0.003885464158 Long DBT CORP NL N 2 2026-09-17 Fixed 0.87500000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCY8 129000.00000000 PA USD 129496.92000000 0.002236849454 Long DBT CORP US N 2 2027-03-20 Fixed 4.50000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638EC2 120000.00000000 PA USD 115950.00000000 0.002002848362 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.87500000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17311WAA5 103371.52000000 PA USD 87277.57000000 0.001507578595 Long ABS-MBS CORP US N 2 2037-03-25 Variable 4.75000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EN3 484000.00000000 PA USD 469881.94000000 0.008116449109 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBF4 74000.00000000 PA USD 74077.35000000 0.001279566185 Long DBT CORP CA N 2 2032-03-12 Fixed 5.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 267000.00000000 PA USD 273368.80000000 0.004722003049 Long DBT CORP US N 2 2035-01-22 Fixed 5.67600000 N N N N N N GREAT WALL INTL 254900N6H4J4MJJ8ZN67 000000000 400000.00000000 PA USD 386100.00000000 0.006669251857 Long DBT CORP VG N 2 2026-11-23 Fixed 2.87000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 879000.00000000 PA USD 857977.02000000 0.014820162741 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FQ1 102000.00000000 PA USD 82722.98000000 0.001428905433 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N Pikes Peak CLO 213800Z4RS2ZM3411T95 720922AA1 4990311.00000000 PA USD 5000805.62000000 0.086380813706 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 7.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB86 273000.00000000 PA USD 265970.12000000 0.004594202841 Long DBT CORP US N 2 2045-11-19 Fixed 5.56100000 N N N N N N LOUIS DREYFUS FINANCE BV 5493001HHX62PQCEEH95 000000000 259000.00000000 PA 275192.90000000 0.004753511420 Long DBT CORP NL N 2 2031-10-22 Fixed 3.50000000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 000000000 1600000.00000000 PA 1744389.01000000 0.030131493513 Long DBT CORP FR N 2 2028-06-23 Fixed 2.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEW2 134000.00000000 PA USD 136917.97000000 0.002365036067 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 624000.00000000 PA USD 601505.90000000 0.010390039733 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 1830000.00000000 PA USD 1885471.88000000 0.032568471480 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 123000.00000000 PA USD 117857.41000000 0.002035795779 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AN3 250000.00000000 PA USD 261707.50000000 0.004520572987 Long DBT CORP CL N 2 2033-11-07 Fixed 6.50000000 N N N N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BT1 87000.00000000 PA USD 88396.33000000 0.001526903362 Long DBT CORP US N 2 2028-07-15 Fixed 4.90000000 N N N N N N BAT NETHERLANDS FINANCE 2138009B37VJ9VOWAO51 000000000 477000.00000000 PA 558223.83000000 0.009642412109 Long DBT CORP NL N 2 2031-02-16 Fixed 5.37500000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 158000.00000000 PA USD 148206.37000000 0.002560024885 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N GTCR W DUT/W-2 MERGER SU N/A 000000000 424000.00000000 PA 579879.47000000 0.010016478198 Long DBT CORP XX N 2 2031-01-15 Fixed 8.50000000 N N N N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 00723L2C2 200000.00000000 PA USD 182312.00000000 0.003149144378 Long DBT CORP AE N 2 2054-09-11 Fixed 5.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 2500000.00000000 PA 2848496.87000000 0.049203167682 Long DBT CORP FR N 2 2032-11-13 Fixed 4.75000000 N N N N N N Apidos CLO Ltd 549300KJKTO0Q1OATW69 03768UAA7 5030000.00000000 PA USD 5030613.66000000 0.086895699295 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.60500000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GU2 508000.00000000 PA USD 498635.61000000 0.008613122166 Long DBT CORP US N 2 2055-03-15 Fixed 5.65000000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2D1 645000.00000000 PA USD 661486.98000000 0.011426115696 Long DBT CORP US N 2 2027-06-04 Fixed 5.87500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 103000.00000000 PA USD 106493.56000000 0.001839503685 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -477689.39000000 -0.00825131015 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 1109783967.95000000 CNY 152949181.76000000 USD 2025-06-05 -477689.39000000 N N N SK HYNIX INC 988400XAIK6XISWQV045 000000000 260000.00000000 PA USD 225610.32000000 0.003897052695 Long DBT CORP KR N 2 2031-01-19 Fixed 2.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACH8 6331000.00000000 PA USD 6461454.69000000 0.111611159532 Long DBT CORP US N 2 2028-06-26 Fixed 5.68000000 N N N N N N Fannie Mae - CAS N/A 20754TAB8 2774236.66000000 PA USD 2776627.50000000 0.047961740774 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.33600000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 112464.38000000 0.001942639925 Long DBT CORP NL N 2 2029-05-23 Fixed 4.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 2190000.00000000 PA 1383953.00000000 0.023905545497 Long DBT CORP CA N 2 2029-07-23 Fixed 5.24800000 N N N N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 000000000 818000.00000000 PA USD 750956.72000000 0.012971560476 Long DBT CORP HK N 2 2030-11-02 Fixed 3.42100000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBF4 211000.00000000 PA USD 203193.00000000 0.003509829818 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2R1 2565000.00000000 PA USD 2246262.46000000 0.038800544119 Long DBT CORP US N 2 2030-11-19 Fixed 2.55000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 808000.00000000 PA USD 645842.91000000 0.011155889736 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N SAFRAN SA 969500UIC89GT3UL7L24 000000000 500000.00000000 PA 528105.41000000 0.009122165207 Long DBT CORP FR N 2 2026-03-16 Fixed 0.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBF1 200000.00000000 PA USD 202740.53000000 0.003502014131 Long DBT CORP ES N 2 2028-07-15 Fixed 5.36500000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAH4 129000.00000000 PA USD 128888.61000000 0.002226341884 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N SECURITAS TREASURY IRELA 635400BJYMDVAXBPJ960 000000000 100000.00000000 PA 112843.34000000 0.001949185845 Long DBT CORP IE N 2 2029-03-06 Fixed 4.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 14.00000000 PA 0.73000000 0.000000012609 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N Kings Park CLO Ltd N/A 496094AA1 5450000.00000000 PA USD 5452626.90000000 0.094185294180 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 5.68500000 N N N N N N PLUSPETROL CAM/PLUS LOTE N/A 72941KAA4 230000.00000000 PA USD 235520.00000000 0.004068226359 Long DBT CORP PE N 2 2036-07-03 Fixed 6.24000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 673000.00000000 PA USD 546812.50000000 0.009445299874 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAC9 3120000.00000000 PA USD 2959383.18000000 0.051118549006 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AW4 4109000.00000000 PA 3130535.96000000 0.054074935942 Long DBT CORP FR N 2 2030-05-23 Fixed 5.99300000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PHT4 199000.00000000 PA USD 198776.60000000 0.003433543664 Long DBT CORP CA N 2 2027-09-11 Fixed 4.50800000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAG2 290000.00000000 PA USD 292310.36000000 0.005049187804 Long DBT CORP GB N 2 2028-02-16 Floating 5.64900000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAV7 543000.00000000 PA USD 471039.90000000 0.008136450992 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 47041692.00000000 PA 57689330.22000000 0.996489698905 Long DBT NUSS GB N 2 2043-10-22 Fixed 4.75000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 2357000.00000000 PA USD 2076982.84000000 0.035876512987 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 288000.00000000 PA USD 252210.12000000 0.004356521137 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 400000.00000000 PA USD 390289.37000000 0.006741616436 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BE1 220000.00000000 PA USD 229460.00000000 0.003963549679 Long DBT NUSS UY N 2 2034-10-28 Fixed 5.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 6129000.00000000 PA USD 6418721.63000000 0.110873015166 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 562000.00000000 PA USD 327974.30000000 0.005665224578 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N CCG Receivables Trust N/A 12515XAC4 1283000.00000000 PA USD 1286660.14000000 0.022224968995 Long ABS-O CORP US N 2 2032-10-14 Fixed 4.69000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NFY4 5928417.46000000 PA USD 5918365.24000000 0.102230169314 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.29000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BY4 521000.00000000 PA USD 539028.84000000 0.009310849760 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 129000.00000000 PA USD 129622.01000000 0.002239010181 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 668304.47000000 PA USD 678337.31000000 0.011717177842 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAF1 350000.00000000 PA USD 255038.00000000 0.004405368182 Long DBT NUSS HK N 2 2062-01-12 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 147000.00000000 PA USD 154283.12000000 0.002664990895 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 15000.00000000 PA USD 15312.02000000 0.000264490333 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBW1 136000.00000000 PA USD 137168.45000000 0.002369362703 Long DBT CORP US N 2 2028-02-24 Fixed 4.55000000 N N N N N N ARGENTUM (ZURICH INS) 50ZCTKCMUDIABGHX3R52 000000000 155000.00000000 PA 168423.32000000 0.002909239937 Long DBT CORP NL N 2 2046-10-01 Fixed 3.50000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 000000000 370000.00000000 PA USD 345942.60000000 0.005975597844 Long DBT CORP CL N 2 2030-05-07 Fixed 3.65000000 N N N N N N SNF GROUP SACA 969500F7036FEDYPRV54 7846ELAD9 1664000.00000000 PA USD 1585691.83000000 0.027390256884 Long DBT CORP FR N 2 2027-03-15 Fixed 3.12500000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 000000000 240000.00000000 PA USD 246000.00000000 0.004249251377 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.37500000 N N N N N N QIB SUKUK LTD 549300XDP1VCBZLCP049 000000000 300000.00000000 PA USD 294562.50000000 0.005088089874 Long DBT CORP KY N 2 2025-10-27 Fixed 1.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 131421600.00000000 PA USD 82754538.75000000 1.429450560226 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 129000.00000000 PA USD 122188.25000000 0.002110604023 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 258000.00000000 PA 273812.71000000 0.004729670875 Long DBT CORP US N 2 2036-03-01 Fixed 3.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 000000000 192000.00000000 PA 194891.19000000 0.003366429502 Long DBT CORP US N 2 2055-02-26 Fixed 3.70000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAL1 570000.00000000 PA USD 486210.00000000 0.008398489888 Long DBT CORP ID N 2 2031-02-09 Fixed 2.30000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 1110000.00000000 PA USD 1075659.38000000 0.018580272775 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75000000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 000000000 190000.00000000 PA 211377.23000000 0.003651199129 Long DBT CORP IE N 2 2027-07-11 Fixed 4.00000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 06326BAA7 290000.00000000 PA USD 282448.42000000 0.004878838771 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N N Y Bank Leumi Le-Israel BM USD XXXX N N N Apidos CLO Ltd 549300CXPXW83QGWOL98 03768RAQ9 7975000.00000000 PA USD 7955891.90000000 0.137425140727 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 5.39000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 000000000 280000.00000000 PA USD 283360.00000000 0.004894584839 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N CARREFOUR SA 549300B8P6MUJ1YWTS08 000000000 300000.00000000 PA 329343.82000000 0.005688880816 Long DBT CORP FR N 2 2030-10-10 Fixed 3.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8K1 92000.00000000 PA USD 78642.27000000 0.001358417781 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N BUNDESOBLIGATION 529900AQBND3S6YJLY83 000000000 34044000.00000000 PA 37152288.03000000 0.641745573600 Long DBT NUSS DE N 2 2029-10-11 Fixed 2.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 1100000.00000000 PA 1336795.87000000 0.023090982490 Long DBT CORP FR N 2 2031-12-09 Fixed 1.87400000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 7634000.00000000 PA USD 7517970.83000000 0.129860763856 Long DBT CORP XX N 2 2031-08-12 Fixed 9.87500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 000000000 5255000.00000000 PA 5788621.17000000 0.099989050744 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAJ1 400000.00000000 PA USD 399665.13000000 0.006903567497 Long DBT CORP US N 2 2028-04-13 Fixed 5.35000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 11880000.00000000 PA 12446046.80000000 0.214985290711 Long DBT CORP FR N 2 2027-01-17 Fixed 2.00000000 N N N N N N MOTABILITY OPERATIONS GR AZ3NL8JCZDCNUXFWI720 000000000 244000.00000000 PA 263351.13000000 0.004548964032 Long DBT CORP GB N 2 2034-01-24 Fixed 3.87500000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 657000.00000000 PA USD 686609.43000000 0.011860065311 Long DBT US N 2 2034-08-15 Fixed 5.95000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAC3 8191104.00000000 PA USD 7039010.48000000 0.121587499925 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.53000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 240000.00000000 PA USD 229742.40000000 0.003968427682 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N STRYKER CORP 5493002F0SC4JTBU5137 863667BJ9 136000.00000000 PA USD 136228.11000000 0.002353119854 Long DBT CORP US N 2 2027-02-10 Fixed 4.55000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FR3 125000.00000000 PA USD 101440.81000000 0.001752225616 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 17200000.00000000 PA USD 17022877.67000000 0.294042627626 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JDA9 129000.00000000 PA USD 129502.24000000 0.002236941348 Long DBT CORP US N 2 2055-04-01 Fixed 5.80000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 449934AD0 1599000.00000000 PA USD 1587394.79000000 0.027419672759 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 499000.00000000 PA USD 470931.39000000 0.008134576658 Long DBT CORP KY N 2 2030-06-18 Fixed 4.37500000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 307000.00000000 PA 300881.06000000 0.005197232759 Long DBT CORP GB N 2 2030-02-26 Fixed 0.78000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1924000.00000000 PA 2616794.00000000 0.045200876058 Long DBT CORP GB N 2 2029-11-06 Fixed 7.09000000 N N N N N N Countrywide Home Loans N/A 17025RAA3 192983.04000000 PA USD 177262.85000000 0.003061928494 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.93300000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 400000.00000000 PA USD 316683.97000000 0.005470202422 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 10907000.00000000 PA USD 10869449.82000000 0.187752132623 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 000000000 301056.00000000 PA USD 299484.49000000 0.005173109275 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7817.00000000 NC USD 9962710.93000000 0.172089687591 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 835494695.32000000 USD 9962710.93000000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833ER7 100000.00000000 PA USD 80182.82000000 0.001385028286 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AC9 642000.00000000 PA USD 630876.77000000 0.010897373919 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 200000.00000000 PA USD 128315.43000000 0.002216441129 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 5885000.00000000 PA 6480199.21000000 0.111934940741 Long DBT CORP US N 2 2029-03-31 Fixed 3.64800000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 000000000 229000.00000000 PA 210806.50000000 0.003641340693 Long DBT CORP US N 2 2031-05-19 Fixed 1.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BU6 1073000.00000000 PA USD 1059775.52000000 0.018305904832 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 11222000.00000000 PA USD 9552349.66000000 0.165001361607 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 000000000 350000.00000000 PA USD 336984.38000000 0.005820859110 Long DBT CORP KY N 2 2026-06-17 Fixed 1.60200000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 700000.00000000 PA 631091.26000000 0.010901078886 Long DBT CORP FR N 2 2032-01-14 Fixed 0.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G56 937000.00000000 PA USD 918907.65000000 0.015872640642 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 13277107.00000000 PA USD 13334810.63000000 0.230337245708 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.14000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BD7 137000.00000000 PA USD 138158.16000000 0.002386458340 Long DBT CORP US N 2 2030-04-15 Fixed 4.68700000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 16557700000.00000000 PA 2486921.40000000 0.042957537340 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 000000000 8422000.00000000 PA 8973575.09000000 0.155003968765 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 137000.00000000 PA USD 138538.99000000 0.002393036561 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N NATIONAL BANK GREECE SA 5UMCZOEYKCVFAW8ZLO05 000000000 293000.00000000 PA 328761.28000000 0.005678818382 Long DBT CORP GR N 2 2029-01-29 Fixed 4.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 678000.00000000 PA USD 676411.53000000 0.011683913113 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 77473964.00000000 PA USD 66064838.17000000 1.141163026944 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 2.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 138000.00000000 PA USD 138299.20000000 0.002388894577 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 300000.00000000 PA 298008.57000000 0.005147615149 Long DBT CORP NL N 2 2029-02-18 Fixed 0.25000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AV4 129000.00000000 PA USD 129751.42000000 0.002241245529 Long DBT CORP US N 2 2032-03-30 Fixed 5.75000000 N N N N N N SIXTH STREET SPECIALTY 549300TX61566GJWCN05 83012AAD1 503000.00000000 PA USD 497711.23000000 0.008597154999 Long DBT CORP US N 2 2030-08-15 Fixed 5.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 276000.00000000 PA USD 278585.31000000 0.004812109806 Long DBT CORP GB N 2 2030-11-19 Fixed 5.28600000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAP0 240000.00000000 PA USD 241420.80000000 0.004170153118 Long DBT CORP HK N 2 2033-04-04 Fixed 4.95000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2877681.81000000 0.049707290229 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 30000000000.00000000 JPY 203384039.23000000 USD 2025-04-24 2877681.81000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 1430000.00000000 PA 889728.99000000 0.015368626572 Long DBT CORP GB N 2 2028-05-23 Fixed 4.75000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -167028.84000000 -0.00288515255 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 155016053.86000000 BRL 26832384.87000000 USD 2025-05-05 -167028.84000000 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 752000.00000000 PA USD 634586.46000000 0.010961452803 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 690000.00000000 PA USD 627578.86000000 0.010840407868 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N NATWEST GROUP PLC N/A 000000000 7135000.00000000 PA 8232706.69000000 0.142206667669 Long DBT CORP GB N 2 2034-02-28 Fixed 5.76300000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BJ6 2613000.00000000 PA USD 2572373.23000000 0.044433579236 Long DBT CORP CH N 2 2034-08-10 Fixed 7.12500000 N N N N Y UBS Group AG USD XXXX N N N HONG KONG 549300DSMAD69T7GGN13 000000000 55000000.00000000 PA 8067852.59000000 0.139359080224 Long DBT NUSS HK N 2 2054-07-24 Fixed 3.15000000 N N N N N N STANDARD CHARTERED PLC N/A 000000000 300000.00000000 PA USD 292330.34000000 0.005049532927 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 656000.00000000 PA USD 636678.97000000 0.010997597522 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 231253.88000000 PA USD 232565.09000000 0.004017185077 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 4947000.00000000 PA USD 5253714.00000000 0.090749396154 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGZ1 129000.00000000 PA USD 129318.11000000 0.002233760801 Long DBT CORP US N 2 2035-04-02 Fixed 5.25000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAH0 133000.00000000 PA USD 132224.73000000 0.002283967951 Long DBT CORP US N 2 2032-03-21 Fixed 6.20000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CT7 247000.00000000 PA USD 226527.71000000 0.003912899121 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2Q7 522000.00000000 PA USD 486960.75000000 0.008411457877 Long DBT CORP SA N 2 2064-07-17 Fixed 5.87500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 500000.00000000 PA 314515.11000000 0.005432738880 Long DBT CORP FR N 2 2029-10-23 Fixed 5.07700000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 9699000.00000000 PA USD 10962454.01000000 0.189358629299 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 100000.00000000 PA 109412.20000000 0.001889918461 Long DBT CORP FR N 2 2033-03-08 Fixed 4.12500000 N N N N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 100000.00000000 PA 106622.67000000 0.001841733851 Long DBT CORP NL N 2 2026-07-07 Fixed 1.37500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECZ6 129000.00000000 PA USD 127812.85000000 0.002207759873 Long DBT CORP US N 2 2035-03-21 Fixed 5.40000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AU3 2412000.00000000 PA USD 2423702.06000000 0.041865525683 Long DBT CORP GB N 2 2025-09-27 Fixed 7.50000000 N N N N Y Lloyds Banking Group PLC USD XXXX N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 1070000.00000000 PA USD 1070000.00000000 0.018482516156 Long DBT CORP SE N 2 2025-04-04 Floating 5.26100000 N N N N N N NOKIA OYJ 549300A0JPRWG1KI7U06 000000000 253000.00000000 PA 271457.05000000 0.004688980665 Long DBT CORP FI N 2 2026-03-11 Fixed 2.00000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 2990600000.00000000 PA 17675447.92000000 0.305314721260 Long DBT NUSS JP N 2 2036-12-20 Fixed 0.60000000 N N N N N N FLUTTER TREASURY DAC 635400JE8VLL9UFVIC38 000000000 248000.00000000 PA 274380.51000000 0.004739478700 Long DBT CORP IE N 2 2029-04-29 Fixed 5.00000000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 000000000 370000.00000000 PA USD 345210.00000000 0.005962943366 Long DBT CORP BS N 2 2029-08-15 Fixed 3.87500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 167000.00000000 PA 156705.88000000 0.002706840148 Long DBT CORP NL N 2 2031-01-17 Fixed 0.87500000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBG1 3146899.12000000 PA USD 3192587.06000000 0.055146768146 Long ABS-O CORP US N 2 2038-08-18 Fixed 6.46000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 5875000.00000000 PA 8053439.36000000 0.139110115031 Long DBT CORP GB N 2 2032-11-14 Fixed 8.40700000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT N/A 000000000 57000000.00000000 PA 7983083.29000000 0.137894827928 Long DBT NUSS XX N 2 2031-01-13 Fixed 2.50000000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 000000000 370000.00000000 PA 411323.20000000 0.007104941765 Long DBT CORP IE N 2 2035-07-11 Fixed 4.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PE5 1138000.00000000 PA USD 1186219.57000000 0.020490020903 Long DBT CORP US N 2 2028-11-15 Fixed 7.62500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AW2 679000.00000000 PA USD 661096.11000000 0.011419364050 Long DBT CORP US N 2 2047-09-15 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 180000.00000000 PA USD 179280.00000000 0.003096771492 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N DTP Commercial Mortgage Trust N/A 23346GAA7 1329000.00000000 PA USD 1357095.99000000 0.023441634168 Long ABS-MBS CORP US N 2 2041-01-15 Variable 5.45400000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BB1 137000.00000000 PA USD 137972.84000000 0.002383257237 Long DBT CORP US N 2 2028-02-26 Fixed 4.47500000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CZ9 301000.00000000 PA USD 303602.78000000 0.005244246062 Long DBT CORP US N 2 2065-02-12 Fixed 5.60000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAE3 225000.00000000 PA USD 223031.25000000 0.003852503440 Long DBT NUSS KZ N 2 2029-10-23 Fixed 5.25000000 N N N N N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155QAJ9 10101000.00000000 PA USD 9708547.06000000 0.167699418588 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBT9 500000.00000000 PA USD 504370.27000000 0.008712179125 Long DBT CORP US N 2 2035-02-06 Fixed 5.62500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 120000.00000000 PA USD 115836.47000000 0.002000887316 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 537420.11000000 0.009283061556 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 292143252104.16000000 COP 69984489.29000000 USD 2025-05-15 537420.11000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 10875000.00000000 PA 12279140.10000000 0.212102247927 Long DBT CORP US N 2 2029-03-02 Fixed 4.65600000 N N N N N N KELLANOVA LONOZNOJYIBXOHXWDB86 000000000 250000.00000000 PA 270926.21000000 0.004679811264 Long DBT CORP US N 2 2034-05-16 Fixed 3.75000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JY7 130000.00000000 PA USD 123210.73000000 0.002128265708 Long DBT CORP US N 2 2053-02-01 Fixed 5.30000000 N N N N N N INTER-AMERICAN DEVEL B N/A 000000000 1154000000.00000000 PA 13862643.50000000 0.239454703229 Long DBT NUSS XX N 2 2030-10-06 Fixed 7.35000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 6560000.00000000 PA 6536668.67000000 0.112910359159 Long DBT NUSS IT N 2 2038-03-01 Fixed 3.25000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 8557000.00000000 PA USD 8634831.56000000 0.149152723190 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAU8 311000.00000000 PA USD 310850.93000000 0.005369446108 Long DBT CORP US N 2 2029-01-16 Fixed 4.83300000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AT6 292000.00000000 PA USD 287880.34000000 0.004972666387 Long DBT US N 2 2034-09-15 Fixed 5.62500000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 000000000 230000.00000000 PA USD 226090.00000000 0.003905338390 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 720000.00000000 PA USD 699052.23000000 0.012074994518 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAL2 4000.00000000 PA USD 4316.52000000 0.000074560888 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 661000.00000000 PA USD 632175.62000000 0.010919809448 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GV67 3354.52000000 PA USD 3463.85000000 0.000059832395 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 304000.00000000 PA USD 294453.94000000 0.005086214675 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N ALLEGION US HOLDING CO 5493002B66JX7J7SXI33 01748NAF1 651000.00000000 PA USD 657938.82000000 0.011364826981 Long DBT CORP US N 2 2034-05-29 Fixed 5.60000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JV3 98000.00000000 PA USD 73469.91000000 0.001269073643 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 53740000.00000000 OU Notional Amount USD 2859778.75000000 0.049398043878 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S44 2I65BRAD4 Y sell protection 2030-06-20 2877153.00000000 USD 0.00000000 USD 53740000.00000000 USD -17374.25000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 29929000.00000000 PA 33738940.20000000 0.582785520876 Long DBT NUSS IT N 2 2034-03-01 Fixed 4.20000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 1567000.00000000 PA USD 1579444.08000000 0.027282337127 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAP2 977000.00000000 PA USD 982442.48000000 0.016970101877 Long DBT CORP CA N 2 2029-02-14 Fixed 4.93200000 N N N N N N LOBLAW COS LTD 5493008LN3O1DIDTSH67 539481AP6 13800000.00000000 PA 10223213.67000000 0.176589450302 Long DBT CORP CA N 2 2032-09-13 Fixed 5.00800000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 480000.00000000 PA USD 474750.00000000 0.008200536958 Long DBT CORP AE N 2 2026-04-05 Fixed 4.50000000 N N N N Y First Abu Dhabi Bank PJSC USD XXXX N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CF3 385000.00000000 PA USD 385153.39000000 0.006652900703 Long DBT CORP US N 2 2053-05-01 Fixed 5.90000000 N N N N N N SOGECAP SA 9695009HXSFK8D6V0T62 000000000 100000.00000000 PA 107803.93000000 0.001862138203 Long DBT CORP FR N 2 2045-04-03 Fixed 5.00000000 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 2339000.00000000 PA USD 2216138.65000000 0.038280204114 Long DBT CORP US N 2 2029-04-01 Fixed 3.75000000 N N N N N N TRUST FIBRAUNO N/A 000000000 2576000.00000000 PA USD 2403730.00000000 0.041520540710 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBX4 135000.00000000 PA USD 133668.06000000 0.002308899138 Long DBT CORP US N 2 2032-01-29 Fixed 6.37500000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -203.94000000 -0.00000352273 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 150611.29000000 EUR 162982.50000000 USD 2025-05-09 -203.94000000 N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 7223000.00000000 PA USD 7465047.35000000 0.128946596497 Long DBT CORP LU N 2 2034-04-09 Fixed 6.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 254000.00000000 PA 290136.42000000 0.005011636514 Long DBT CORP GB N 2 2030-08-08 Fixed 4.91800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLH7 33718957.22000000 PA USD 33287995.23000000 0.574996177237 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 29000.00000000 PA USD 24545.58000000 0.000423985120 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 200000.00000000 PA 214083.05000000 0.003697937785 Long DBT CORP NL N 2 2031-05-26 Fixed 2.12500000 N N N N N N State of Hawaii N/A 419792M45 1640000.00000000 PA USD 1702540.74000000 0.029408632461 Long DBT MUN US N 2 2029-10-01 Fixed 5.25000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 320000.00000000 PA USD 317920.00000000 0.005491552837 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 94000.00000000 PA USD 93927.66000000 0.001622448124 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N CCBL CAYMAN 1 CORP 549300PPQILFPZT13E12 000000000 400000.00000000 PA USD 386256.00000000 0.006671946505 Long DBT CORP KY N 2 2026-07-22 Fixed 1.80000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBH5 135000.00000000 PA USD 134191.80000000 0.002317945898 Long DBT CORP US N 2 2032-03-08 Fixed 5.80000000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 616308.53000000 PA USD 550286.48000000 0.009505307249 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 07813ZCL6 1318000.00000000 PA 948646.96000000 0.016386339032 Long DBT CORP CA N 2 2030-02-09 Fixed 4.55000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LK5 136000.00000000 PA USD 134776.58000000 0.002328047025 Long DBT CORP US N 2 2055-02-10 Fixed 5.70000000 N N N N N N DEXIA F4G136OIPBYND1F41110 000000000 7200000.00000000 PA 7453819.92000000 0.128752660837 Long DBT CORP FR N 2 2027-01-22 Fixed 0.01000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 240000.00000000 PA USD 240890.40000000 0.004160991317 Long DBT NUSS PL N 2 2054-07-09 Fixed 6.25000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDH9 201000.00000000 PA USD 202844.99000000 0.003503818509 Long DBT CORP JP N 2 2031-05-13 Fixed 5.09800000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 680000.00000000 PA USD 686532.84000000 0.011858742343 Long DBT CORP US N 2 2031-02-12 Fixed 5.04600000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 300000.00000000 PA 270695.45000000 0.004675825259 Long DBT CORP FR N 2 2032-07-12 Fixed 1.12500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 185298.76000000 0.003200735818 N/A DFE BR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 29577570.09000000 USD 169840322.96000000 BRL 2025-04-02 185298.76000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 000000000 10434000.00000000 PA 10621674.89000000 0.183472222205 Long DBT CORP US N 2 2030-05-04 Fixed 1.74100000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 4437000.00000000 PA USD 4405137.86000000 0.076091618380 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -69.00000000 NC USD -92179.75000000 -0.00159225581 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 -14202679.69000000 USD -92179.75000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CB9 135000.00000000 PA USD 137342.00000000 0.002372360498 Long DBT CORP US N 2 2031-01-29 Fixed 5.22200000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AM2 119000.00000000 PA USD 108879.73000000 0.001880720905 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BR8 475000.00000000 PA USD 480918.66000000 0.008307090563 Long DBT CORP US N 2 2027-04-04 Fixed 5.33800000 N N N N N N CFAMC IV CO LTD 549300M6T6OW4AGYHK10 000000000 200000.00000000 PA USD 194400.00000000 0.003357944991 Long DBT CORP VG N 2 2029-05-29 Fixed 4.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 328000.00000000 PA 410951.78000000 0.007098526087 Long DBT CORP GB N 2 2027-03-22 Fixed 4.25000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CV7 136000.00000000 PA USD 125692.21000000 0.002171129254 Long DBT CORP US N 2 2054-09-01 Fixed 5.95000000 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 05555LAC5 129000.00000000 PA USD 128580.70000000 0.002221023238 Long DBT CORP US N 2 2030-04-02 Fixed 6.15000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAD3 23000.00000000 PA USD 22921.91000000 0.000395938852 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -245.00000000 NC USD 49171.89000000 0.000849364720 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 -28783078.14000000 USD 49171.89000000 N N N MEGLOBAL BV 549300WBVLU2FILR7W19 000000000 560000.00000000 PA USD 521516.80000000 0.009008357646 Long DBT CORP NL N 2 2028-04-28 Fixed 2.62500000 N N N N N N LKQ DUTCH BOND BV 724500O7KBK1ICWRWC17 000000000 508000.00000000 PA 554784.79000000 0.009583008265 Long DBT CORP NL N 2 2031-03-13 Fixed 4.12500000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 298000.00000000 PA 272251.46000000 0.004702702811 Long DBT CORP JE N 2 2034-03-14 Fixed 1.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 136000.00000000 PA USD 135823.51000000 0.002346131044 Long DBT CORP US N 2 2065-08-03 Fixed 6.12500000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68323Z5U9 5668620.00000000 PA 2257322.52000000 0.038991588734 Long DBT NUSS CA N 2 2038-12-02 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHP9 56782050.41000000 PA USD 55380243.54000000 0.956603968186 Long DBT UST US N 2 2033-07-15 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 2585000.00000000 PA USD 2534511.85000000 0.043779585248 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N TDC NET AS 549300SH2G3R15Y3FX20 000000000 237000.00000000 PA 270443.71000000 0.004671476859 Long DBT CORP DK N 2 2030-02-06 Fixed 5.61800000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 271000.00000000 PA USD 250244.52000000 0.004322568583 Long DBT CORP US N 2 2053-03-01 Fixed 5.65000000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 2829277.82000000 PA USD 2857879.56000000 0.049365238448 Long ABS-O CORP US N 2 2036-05-20 Fixed 7.21000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 97000.00000000 PA USD 94340.59000000 0.001629580821 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N PROLOGIS INTL FUND II 213800JNRWW2C9DWI388 000000000 1949000.00000000 PA 1833847.54000000 0.031676744659 Long DBT LU N 2 2032-06-17 Fixed 1.62500000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CJ5 110000.00000000 PA USD 116276.39000000 0.002008486221 Long DBT CORP US N 2 2038-07-15 Fixed 6.35000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 10551000.00000000 PA USD 9473778.03000000 0.163644164018 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 109955.33000000 0.001899300152 Long DBT CORP NL N 2 2033-08-24 Fixed 4.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 6470000.00000000 PA USD 6372624.30000000 0.110076758487 Long DBT CORP CH N 2 2030-02-10 Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N Neuberger Berman CLO Ltd 549300LGCRX4YI1JNS93 64133WAL9 5063064.00000000 PA USD 5043799.04000000 0.087123455369 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 5.66900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 307000.00000000 PA USD 299736.21000000 0.005177457330 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 110345000.00000000 PA USD 68810457.86000000 1.188589158046 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N SAGE GROUP PLC (THE) 2138005RN5XYLTF8G138 000000000 263000.00000000 PA 291612.12000000 0.005037126840 Long DBT CORP GB N 2 2028-02-15 Fixed 3.82000000 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 4210700000.00000000 PA 26798507.89000000 0.462900799100 Long DBT NUSS JP N 2 2029-12-20 Fixed 0.10000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 386000.00000000 PA 408636.23000000 0.007058528713 Long DBT CORP GB N 2 2031-08-19 Fixed 4.37500000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 619000.00000000 PA USD 598423.78000000 0.010336801104 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -6032.06000000 -0.00010419406 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 2083389.95000000 GBP 2685133.39000000 USD 2025-04-10 -6032.06000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZX1 340000.00000000 PA USD 342175.15000000 0.005910521250 Long DBT CORP CA N 2 2027-07-23 Fixed 5.06900000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 657000.00000000 PA USD 647301.67000000 0.011181087452 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KH3 653000.00000000 PA USD 618138.65000000 0.010677343537 Long DBT CORP US N 2 2027-05-15 Fixed 1.70000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29251ZBW6 16978000.00000000 PA 13199091.25000000 0.227992913340 Long DBT CORP CA N 2 2032-11-09 Fixed 6.10000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 815000.00000000 PA USD 581092.79000000 0.010037436335 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N AGRICUL DEV BANK CHINA N/A 000000000 25000000.00000000 PA 3740760.88000000 0.064615582617 Long DBT NUSS CN N 2 2030-10-27 Fixed 3.80000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFZ2 691000.00000000 PA USD 690335.26000000 0.011924422987 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 8475000.00000000 PA 11138115.49000000 0.192392896722 Long DBT CORP GB N 2 2027-12-07 Fixed 6.17800000 N N N N N N ISRAEL ELECTRIC CORP LTD REGD EMTN SER GMTN N/A 000000000 290000.00000000 PA USD 258511.80000000 0.004465372448 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8A8 380000.00000000 PA USD 382768.54000000 0.006611706284 Long DBT NUSS IL N 2 2030-02-14 Fixed 5.37500000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AN1 7000.00000000 PA USD 7134.11000000 0.000123230190 Long DBT CORP US N 2 2027-06-15 Fixed 5.50000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 000000000 380000.00000000 PA 402858.01000000 0.006958719325 Long DBT CORP LU N 2 2033-01-31 Fixed 3.25000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 679000.00000000 PA USD 687654.28000000 0.011878113401 Long DBT CORP US N 2 2031-01-30 Fixed 5.08500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 609000.00000000 PA USD 591649.40000000 0.010219784667 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAL4 10149000.00000000 PA USD 10871414.65000000 0.187786071877 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 427866BN7 437000.00000000 PA USD 440337.77000000 0.007606121446 Long DBT CORP US N 2 2035-02-24 Fixed 5.10000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 514000.00000000 PA USD 511944.00000000 0.008843003038 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBG8 1157000.00000000 PA USD 1176408.69000000 0.020320553849 Long DBT CORP US N 2 2032-03-15 Fixed 4.95000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 000000000 240000.00000000 PA 274920.66000000 0.004748808915 Long DBT CORP JP N 2 2031-06-07 Fixed 4.63600000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAP1 338000.00000000 PA USD 338195.17000000 0.005841773545 Long DBT CORP US N 2 2035-04-01 Fixed 5.50000000 N N N N N N AGL CLO 16 LTD 2549009GL17CEZFCKZ48 00120LAG3 6310000.00000000 PA USD 6191895.73000000 0.106954965296 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.72500000 N N N N N N NBK TIER 1 FINANCING 2 549300HMWSJFNREWT164 000000000 290000.00000000 PA USD 287915.63000000 0.004973275965 Long DBT CORP AE N 2 2025-08-27 Fixed 4.50000000 N N N N Y National Bank of Kuwait USD XXXX N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAQ6 130000.00000000 PA USD 125140.58000000 0.002161600739 Long DBT CORP US N 2 2054-06-01 Fixed 5.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAQ8 277000.00000000 PA USD 250443.96000000 0.004326013585 Long DBT CORP KY N 2 2029-03-08 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040640 17468365.00000000 PA USD 16355003.04000000 0.282506175626 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 160000.00000000 PA USD 167058.18000000 0.002885659355 Long DBT CORP US N 2 2034-06-08 Fixed 6.37700000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 138000.00000000 PA USD 138622.06000000 0.002394471461 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 000000000 200000.00000000 PA 194967.48000000 0.003367747288 Long DBT CORP DE N 2 2049-09-25 Fixed 1.30100000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 170500.00000000 0.002945111219 Long DBT CORP MX N 2 2031-02-09 Fixed 3.34800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 7121000.00000000 PA USD 6920269.41000000 0.119536440350 Long DBT CORP US N 2 2026-11-15 Fixed 4.15000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863EA2 265000.00000000 PA USD 248570.00000000 0.004293643963 Long DBT NUSS CL N 2 2054-01-05 Fixed 5.33000000 N N N N N N ORGANON & CO/ORGANON FOR N/A 68622TAA9 2446000.00000000 PA USD 2286109.24000000 0.039488832675 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 000000000 15000000.00000000 PA 15561550.66000000 0.268800571484 Long DBT CORP GB N 2 2027-01-12 Fixed 0.05000000 N N N N N N LLPL Capital Pte Ltd 254900VXZ8FXTUQNON22 000000000 574488.00000000 PA USD 576102.31000000 0.009951233880 Long DBT CORP SG N 2 2039-02-04 Fixed 6.87500000 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 000000000 210000.00000000 PA USD 184944.90000000 0.003194623460 Long DBT CORP IN N 2 2031-02-16 Fixed 2.80000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021AX4 652000.00000000 PA USD 637928.98000000 0.011019189419 Long DBT CORP US N 2 2054-02-20 Fixed 5.45000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 000000000 14461000.00000000 PA 13652846.95000000 0.235830807785 Long DBT CORP GB N 2 2030-03-19 Fixed 0.62500000 N N N N N N BUFFALO ENERGY MX HLDGS N/A 11952AAA0 435000.00000000 PA USD 443308.50000000 0.007657435993 Long DBT CORP MX N 2 2039-02-15 Fixed 7.87500000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 1686000.00000000 PA USD 1598137.90000000 0.027605242576 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 11000.00000000 PA USD 10779.64000000 0.000186200813 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 270000.00000000 PA USD 277564.05000000 0.004794469194 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 226400000.00000000 PA 32136221.35000000 0.555101149812 Long DBT NUSS CN N 2 2031-03-25 Fixed 2.28000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 300000.00000000 PA 328845.96000000 0.005680281092 Long DBT CORP ES N 2 2030-01-09 Fixed 3.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 83510000.00000000 OU Notional Amount USD -442456.30000000 -0.00764271561 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Australia S43 2I668IBQ4 Y buy protection 2030-06-20 0.00000000 USD -971929.58000000 USD 83510000.00000000 USD 529473.28000000 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087R89 28068000.00000000 PA 20240930.47000000 0.349629275165 Long DBT NUSS CA N 2 2029-09-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20755RAB1 2282606.80000000 PA USD 2277825.42000000 0.039345743108 Long ABS-MBS USGSE US N 2 2044-09-25 Floating 5.39000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DG8 640000.00000000 PA USD 390400.00000000 0.006743527390 Long DBT NUSS ID N 2 2061-09-23 Fixed 3.20000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 129000.00000000 PA USD 130026.36000000 0.002245994672 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 707000.00000000 PA USD 679476.79000000 0.011736860512 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 127000.00000000 PA USD 131607.73000000 0.002273310276 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXJ7 5631018.00000000 PA 1956208.61000000 0.033790333868 Long DBT NUSS CA N 2 2041-08-15 None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 200000.00000000 PA USD 195764.69000000 0.003381517799 Long DBT CORP US N 2 2035-10-22 Fixed 4.94600000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBN5 135000.00000000 PA USD 130142.39000000 0.002247998902 Long DBT CORP US N 2 2065-01-15 Fixed 5.65000000 N N N N N N PLDT INC 254900ADE8GQHM5P2648 000000000 200000.00000000 PA USD 173312.00000000 0.002993683962 Long DBT CORP PH N 2 2031-01-23 Fixed 2.50000000 N N N N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906PAA7 711000.00000000 PA USD 637183.22000000 0.011006307624 Long DBT CORP US N 2 2030-06-01 Fixed 3.25000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 70000.00000000 PA USD 72171.40000000 0.001246643987 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AT5 705000.00000000 PA USD 642334.21000000 0.011095282629 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 387451.19000000 PA USD 361158.75000000 0.006238432179 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N Crossroads Asset Trust N/A 227927AB6 7003415.62000000 PA USD 7082090.31000000 0.122331634181 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.90000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 000000000 200000.00000000 PA USD 165450.00000000 0.002857880652 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAJ6 307000.00000000 PA USD 315189.64000000 0.005444390293 Long DBT CORP GB N 2 2027-10-18 Fixed 6.55700000 N N N N N N Rad CLO Ltd N/A 75009RAA1 4750000.00000000 PA USD 4750299.25000000 0.082053722088 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.73400000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 47.00000000 NC -3087.11000000 -0.00005332482 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUM5 Comdty 2025-06-06 5029740.00000000 EUR -3087.11000000 N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KV2 284000.00000000 PA USD 252222.36000000 0.004356732564 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 451000.00000000 PA 480475.70000000 0.008299439147 Long DBT CORP FR N 2 2049-05-28 Fixed 3.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 2498000.00000000 PA USD 2344369.63000000 0.040495186506 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 7410000.00000000 PA USD 5850315.93000000 0.101054727752 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBB3 29000.00000000 PA USD 28789.84000000 0.000497297834 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAV7 600000.00000000 PA USD 636522.22000000 0.010994889920 Long DBT CORP ES N 2 2033-08-08 Fixed 6.92100000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBN7 130000.00000000 PA USD 128297.17000000 0.002216125717 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CND2 16489.52000000 PA USD 15087.21000000 0.000260607105 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 98105TAA2 230000.00000000 PA USD 232875.00000000 0.004022538270 Long DBT CORP KR N 2 2029-07-24 Fixed 6.37500000 N N N N Y Woori Financial Group Inc USD XXXX N N N Countrywide Alternative Loan Trust N/A 02146TAQ0 1191476.06000000 PA USD 596004.09000000 0.010295004880 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 5.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CS6 734000.00000000 PA USD 629780.25000000 0.010878433313 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N SCF Equipment Trust Llc N/A 783896AB9 6804256.36000000 PA USD 6827098.25000000 0.117927059537 Long ABS-O CORP US N 2 2029-11-20 Fixed 5.88000000 N N N N N N AUTONATION INC N/A 05329WAT9 110000.00000000 PA USD 109754.00000000 0.001895822502 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 320000.00000000 PA USD 283748.62000000 0.004901297620 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N EMPRESA NACIONAL DE TELE 529900N4SUIP0URJT330 000000000 200000.00000000 PA USD 200200.00000000 0.003458130592 Long DBT CORP CL N 2 2026-08-01 Fixed 4.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 79000.00000000 PA USD 79321.87000000 0.001370156769 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N CIA CERVECERIAS UNIDAS 529900BJW9B0O6LI2R39 204429AA2 200000.00000000 PA USD 174812.50000000 0.003019602668 Long DBT CORP CL N 2 2032-01-19 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJTG6 11343.20000000 PA USD 10353.73000000 0.000178843908 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N WORLEY US FINANCE SUB 549300KI4S3YMNXADG63 000000000 531000.00000000 PA 561237.70000000 0.009694471829 Long DBT CORP US N 2 2026-06-09 Fixed 0.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 875000.00000000 PA USD 869558.45000000 0.015020213178 Long DBT CORP US N 2 2035-02-13 Fixed 5.82700000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1278041.01000000 -0.02207608749 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 30568560653.00000000 JPY 203028317.26000000 USD 2025-04-24 -1278041.01000000 N N N DEUT PFANDBRIEFBANK AG DZZ47B9A52ZJ6LT6VV95 000000000 461000.00000000 PA 498907.12000000 0.008617812061 Long DBT CORP DE N 2 2028-01-27 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 812000.00000000 PA USD 805800.90000000 0.013918904815 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 681000.00000000 PA USD 677758.22000000 0.011707175001 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1146580000.00000000 PA 161530317.52000000 2.790174489039 Long DBT NUSS CN N 2 2034-08-25 Fixed 2.11000000 N N N N N N SATS TREASURY PTE LTD REGD REG S EMTN SER GMTN N/A 000000000 200000.00000000 PA USD 201208.00000000 0.003475542159 Long DBT CORP SG N 2 2029-01-23 Fixed 4.82000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 300000.00000000 PA 195994.81000000 0.003385492749 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.87500000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -29435153.46000000 -0.50844457886 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 994529922.64000000 EUR 1048132101.88000000 USD 2025-05-09 -29435153.46000000 N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 000000000 228000.00000000 PA 251527.09000000 0.004344722901 Long DBT CORP US N 2 2026-04-05 Fixed 5.12500000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 000000000 249000.00000000 PA 274612.63000000 0.004743488196 Long DBT CORP US N 2 2031-12-07 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 668000.00000000 PA USD 640858.14000000 0.011069785912 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LFC8 348000.00000000 PA USD 350707.23000000 0.006057899107 Long DBT CORP US N 2 2028-01-09 Fixed 4.80000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 100000.00000000 PA 90989.07000000 0.001571688744 Long DBT CORP FR N 2 2031-02-21 Fixed 0.62500000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 000000000 690000.00000000 PA USD 605219.70000000 0.010454189610 Long DBT CORP AE N 2 2031-06-03 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 816000.00000000 PA 930851.77000000 0.016078955960 Long DBT CORP CH N 2 2032-03-17 Fixed 4.75000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAP0 200000.00000000 PA USD 209600.00000000 0.003620500361 Long DBT CORP MX N 2 2037-11-15 Fixed 6.12500000 N N N N N N MDC Holdings Inc 5299005FV4VNV75R8R35 552676AQ1 5384000.00000000 PA USD 5270178.42000000 0.091033792330 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAR6 250000.00000000 PA USD 244830.00000000 0.004229041523 Long DBT CORP HK N 2 2035-03-30 Fixed 4.95000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 180000.00000000 PA USD 179604.00000000 0.003102368067 Long DBT CORP US N 2 2025-04-23 Fixed 3.87500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 450000.00000000 PA USD 432327.28000000 0.007467753212 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 000000000 200000.00000000 PA 205609.76000000 0.003551575430 Long DBT CORP NL N 2 2044-02-22 Fixed 3.62500000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 70959WAK9 1735000.00000000 PA USD 1588847.68000000 0.027444769079 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N CADENT FINANCE PLC 5493005M8TJ0J6IMUF67 000000000 210000.00000000 PA 235200.51000000 0.004062707687 Long DBT CORP GB N 2 2029-07-05 Fixed 4.25000000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A 000000000 141000.00000000 PA 145436.14000000 0.002512173651 Long DBT CORP IE N 2 2033-12-11 Fixed 3.12500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 360000.00000000 PA USD 235034.32000000 0.004059837024 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AD4 200000.00000000 PA USD 203062.00000000 0.003507567005 Long DBT CORP MX N 2 2037-01-22 Fixed 6.65800000 N N N N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 100000.00000000 PA 108595.31000000 0.001875808010 Long DBT CORP IT N 2 2036-02-28 Fixed 4.62500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DQ7 98000.00000000 PA USD 76346.91000000 0.001318769156 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AE8 1661000.00000000 PA USD 1589160.70000000 0.027450175992 Long DBT CORP US N 2 2029-09-15 Fixed 4.75000000 N N N N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAA6 6977965.18000000 PA USD 6978390.84000000 0.120540393873 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.58400000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XER3 249000.00000000 PA USD 250970.78000000 0.004335113547 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VBT5 1314000.00000000 PA USD 1312278.40000000 0.022667482924 Long DBT CORP JP N 2 2027-09-10 Fixed 4.45000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BD0 646000.00000000 PA USD 586982.96000000 0.010139179478 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N CFAMC II CO LTD 549300BHVD63HE2GHX17 000000000 213000.00000000 PA USD 211615.50000000 0.003655314857 Long DBT CORP VG N 2 2026-06-03 Fixed 4.62500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AP6 3279000.00000000 PA USD 3289011.34000000 0.056812341335 Long DBT CORP US N 2 2029-03-22 Fixed 5.87500000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CN6 130000.00000000 PA USD 121023.88000000 0.002090491418 Long DBT CORP US N 2 2064-02-09 Fixed 5.10000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 3054400.00000000 PA USD 2714200.93000000 0.046883422934 Long DBT CORP MX N 2 2036-09-29 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 111000.00000000 PA USD 114261.82000000 0.001973687788 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -111805.15000000 -0.00193125279 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 102477867.27000000 BRL 17846446.88000000 USD 2025-04-02 -111805.15000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 232000.00000000 PA USD 228761.88000000 0.003951490787 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAP0 702000.00000000 PA USD 683314.20000000 0.011803145552 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 000000000 17865000.00000000 PA 17437988.47000000 0.301212994044 Long DBT CORP AU N 2 2029-01-06 Fixed 0.01000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAN6 424000.00000000 PA USD 426800.58000000 0.007372288425 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N CESKA SPORITELNA AS 9KOGW2C2FCIOJQ7FF485 000000000 400000.00000000 PA 446576.90000000 0.007713892307 Long DBT CORP CZ N 2 2027-06-29 Fixed 5.94300000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAM2 400000.00000000 PA USD 337252.00000000 0.005825481811 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N WORLDLINE SA/FRANCE 549300CJMQNCA0U4TS33 000000000 300000.00000000 PA 323148.15000000 0.005581860657 Long DBT CORP FR N 2 2028-09-12 Fixed 4.12500000 N N N N N N ST MARYS CEMENT INC 5493009981WBHS86CJ89 78478EAC2 204000.00000000 PA USD 203090.37000000 0.003508057051 Long DBT CORP CA N 2 2034-04-02 Fixed 5.75000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAU1 341000.00000000 PA USD 342152.07000000 0.005910122580 Long DBT CORP US N 2 2027-08-01 Fixed 4.75000000 N N N N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAM6 2944000.00000000 PA 2114051.57000000 0.036516815231 Long DBT CORP CA N 2 2028-07-14 Fixed 5.10000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 185000.00000000 PA USD 183437.40000000 0.003168583840 Long DBT CORP AU N 2 2031-11-23 Fixed 4.32200000 N N N N Y Westpac Banking Corp USD XXXX N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C35 622000.00000000 PA USD 644413.91000000 0.011131206077 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N N ADANI TRANS STEP-ONE LTD 335800Z8CGS7O7D72N41 000000000 8086000.00000000 PA USD 7762560.00000000 0.134085645432 Long DBT CORP IN N 2 2026-08-03 Fixed 4.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 400000.00000000 PA 455934.01000000 0.007875521220 Long DBT CORP FR N 2 2031-11-21 Fixed 4.87500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 678000.00000000 PA USD 596723.65000000 0.010307434113 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BL7 400000.00000000 PA USD 215600.00000000 0.003724140638 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 1200000.00000000 PA USD 1205104.84000000 0.020816233341 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N BROADRIDGE FINANCIAL SOL 549300KZDJZQ2YIHRC28 11133TAD5 697000.00000000 PA USD 643158.50000000 0.011109520903 Long DBT CORP US N 2 2029-12-01 Fixed 2.90000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602DAA9 638000.00000000 PA USD 650844.55000000 0.011242284963 Long DBT CORP US N 2 2026-08-02 Fixed 6.65000000 N N N N N N CBQ FINANCE LTD 213800FNEMX56U9OHK56 000000000 450000.00000000 PA USD 435712.50000000 0.007526227402 Long DBT CORP BM N 2 2026-05-12 Fixed 2.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 370000.00000000 PA USD 359671.45000000 0.006212741481 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8G8 502000.00000000 PA USD 501390.14000000 0.008660702208 Long DBT CORP US N 2 2027-10-15 Fixed 4.44700000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CZ3 500000.00000000 PA USD 505196.80000000 0.008726456091 Long DBT CORP US N 2 2026-12-05 Fixed 5.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 199579800000.00000000 PA 50378150.74000000 0.870200920531 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBD1 641000.00000000 PA USD 643494.25000000 0.011115320441 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N LGENERGYSOLUTION 988400QX6P286XA6ZS85 50205MAG4 490000.00000000 PA USD 488534.90000000 0.008438648768 Long DBT CORP KR N 2 2030-04-02 Fixed 5.37500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBB3 200000.00000000 PA USD 239148.51000000 0.004130902990 Long DBT CORP NL N 2 2052-10-14 Fixed 7.75000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 185000.00000000 PA USD 181832.75000000 0.003140866111 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFE1 514000.00000000 PA USD 514557.94000000 0.008888154616 Long DBT CORP US N 2 2028-04-04 Fixed 5.05000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC -1128.79000000 -0.00001949801 N/A DFE XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 494500.29000000 USD 455352.29000000 EUR 2025-05-09 -1128.79000000 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 460000.00000000 PA USD 475010.88000000 0.008205043237 Long DBT CORP GB N 2 2034-05-02 Fixed 6.25000000 N N N N N N INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT N/A 000000000 30000000.00000000 PA 4167680.62000000 0.071989929339 Long DBT NUSS XX N 2 2034-08-16 Fixed 2.72000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -1257.00000000 NC 231506.33000000 0.003998896714 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEM5 Comdty 2025-06-06 -148276130.00000000 EUR 231506.33000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAR2 3249000.00000000 PA USD 3248960.04000000 0.056120520028 Long DBT CORP US N 2 2027-04-14 Fixed 4.75000000 N N N N N N Commonwealth Financing Authority N/A 20281PKG6 2640000.00000000 PA USD 2410229.71000000 0.041632812668 Long DBT MUN US N 2 2038-06-01 Fixed 4.14400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 750000.00000000 PA USD 750351.60000000 0.012961108009 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 53834959.00000000 PA 59913250.64000000 1.034904320487 Long DBT NUSS DE N 2 2042-07-04 Fixed 3.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BQ2 407000.00000000 PA USD 400410.87000000 0.006916448947 Long DBT CORP US N 2 2027-03-25 Fixed 3.75000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAH1 701000.00000000 PA USD 677538.22000000 0.011703374857 Long DBT US N 2 2027-01-15 Fixed 2.87500000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 8080800000.00000000 PA 48280014.03000000 0.833959008718 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 200000.00000000 PA USD 202605.31000000 0.003499678425 Long DBT CORP LU N 2 2036-07-31 Fixed 5.85300000 N N N N N N LOBLAW COMPANIES LIMITED 5493008LN3O1DIDTSH67 53947ZAT4 3182000.00000000 PA 2536150.65000000 0.043807892862 Long DBT CORP CA N 2 2033-02-17 Fixed 6.54000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BZ0 180000.00000000 PA USD 181173.61000000 0.003129480536 Long DBT CORP US N 2 2030-04-01 Fixed 5.18600000 N N N N N N CIMIC FINANCE LTD 213800SWJBM5VMCQJW54 000000000 299000.00000000 PA 295082.31000000 0.005097068749 Long DBT CORP AU N 2 2029-05-28 Fixed 1.50000000 N N N N N N OCCU Auto Receivables Trust N/A 674921AB7 810263.62000000 PA USD 812300.38000000 0.014031172800 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.23000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 135000.00000000 PA 173813.26000000 0.003002342416 Long DBT CORP GB N 2 2030-12-11 Fixed 5.12500000 N N N N N N Countrywide Alternative Loan Trust N/A 12668BKH5 557254.18000000 PA USD 379122.92000000 0.006548734106 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N FOXCONN FAR EAST LTD REGD REG N/A 000000000 200000.00000000 PA USD 178042.07000000 0.003075388257 Long DBT CORP KY N 2 2030-10-28 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H7Z91 5538.37000000 PA USD 5058.72000000 0.000087381190 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EQ8 691000.00000000 PA USD 692340.13000000 0.011959053867 Long DBT CORP GB N 2 2029-03-03 Fixed 4.89900000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4C4 1900052.23000000 PA USD 1908146.26000000 0.032960134653 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.11700000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XBU7 281505.98000000 PA USD 292176.41000000 0.005046874035 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 11.40400000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 1614000.00000000 PA USD 1572600.90000000 0.027164132281 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBK3 230000.00000000 PA USD 238740.00000000 0.004123846642 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJC8 18875000.00000000 PA 13510311.57000000 0.233368740062 Long DBT NUSS CA N 2 2032-09-15 Fixed 3.55000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAD5 138000.00000000 PA USD 137035.36000000 0.002367063789 Long DBT CORP US N 2 2035-04-15 Fixed 5.95000000 N N N N N N TEREGA SASU 969500D9BIKJL7H9TB80 000000000 200000.00000000 PA 201337.69000000 0.003477782344 Long DBT CORP FR N 2 2028-02-27 Fixed 0.62500000 N N N N N N PULTEGROUP INC N/A 745867AP6 182000.00000000 PA USD 192340.94000000 0.003322378066 Long DBT CORP US N 2 2033-05-15 Fixed 6.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEX0 137000.00000000 PA USD 138210.45000000 0.002387361565 Long DBT CORP US N 2 2027-07-15 Fixed 5.35000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AW5 138000.00000000 PA USD 138297.38000000 0.002388863140 Long DBT CORP US N 2 2027-03-01 Fixed 4.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 000000000 107000.00000000 PA 111634.65000000 0.001928307684 Long DBT CORP US N 2 2026-09-10 Fixed 0.36600000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 333000.00000000 PA USD 386186.08000000 0.006670738750 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 000000000 4538000.00000000 PA USD 4569198.75000000 0.078925504408 Long DBT CORP LU N 2 2027-05-04 Fixed 5.37500000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 6791000.00000000 PA 8134190.39000000 0.140504958224 Long DBT NUSS ES N 2 2041-07-30 Fixed 4.70000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 38130000.00000000 OU Notional Amount 104385.84000000 0.001803096237 N/A DIR NZ N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-18 0.00000000 NZD 0.00000000 NZD 38130000.00000000 NZD 104385.84000000 N N N REALTY INCOME CORP N/A 000000000 227000.00000000 PA 289212.85000000 0.004995683338 Long DBT US N 2 2029-10-15 Fixed 5.00000000 N N N N N N DIAMOND II LTD 254900KL4GQ2XC50XL44 000000000 3170000.00000000 PA USD 3194153.02000000 0.055173817567 Long DBT CORP MU N 2 2026-07-28 Fixed 7.95000000 N N N N N N SWIRE PROPERT MTN FIN 549300MYFUCWFUIC4803 000000000 40000000.00000000 PA 5542481.27000000 0.095737382820 Long DBT HK N 2 2029-09-03 Fixed 3.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PN5 10677000.00000000 PA USD 10705459.12000000 0.184919459013 Long DBT CORP US N 2 2034-11-19 Fixed 5.59200000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 000000000 200000.00000000 PA USD 200126.00000000 0.003456852362 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFL1 133000.00000000 PA USD 130527.17000000 0.002254645353 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 7016000.00000000 PA USD 6211891.33000000 0.107300356885 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N SNCF RESEAU 969500VZN4KDEZ14C105 000000000 9303000.00000000 PA 11168289.15000000 0.192914097805 Long DBT NUSS FR N 2 2033-10-10 Fixed 5.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 700000.00000000 PA 641399.59000000 0.011079138583 Long DBT CORP ES N 2 2031-11-04 Fixed 1.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -7.00000000 NC 47728.58000000 0.000824433879 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Futures UBM5 Comdty 2025-06-06 -878960.00000000 EUR 47728.58000000 N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAX8 248000.00000000 PA USD 225680.00000000 0.003898256304 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBR9 139000.00000000 PA USD 138719.68000000 0.002396157688 Long DBT CORP US N 2 2026-09-25 Fixed 4.45000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AT5 529000.00000000 PA USD 603692.18000000 0.010427804177 Long DBT CORP US N 2 2034-11-02 Fixed 7.96400000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAH7 652000.00000000 PA USD 653792.74000000 0.011293210168 Long DBT CORP US N 2 2029-03-15 Fixed 5.95000000 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 75972BAB7 877000.00000000 PA USD 841050.17000000 0.014527778836 Long DBT CORP JP N 2 2026-11-25 Fixed 2.17000000 N N N N N N KINGSPAN SEC IRELAND DAC 635400FJSIQEIEFQMV55 000000000 132000.00000000 PA 141057.94000000 0.002436547341 Long DBT CORP IE N 2 2031-10-31 Fixed 3.50000000 N N N N N N UMBS, TBA N/A 01F062648 9792659.00000000 PA USD 10099444.40000000 0.174451536720 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.50000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LFA2 186000.00000000 PA USD 186564.84000000 0.003222605298 Long DBT CORP US N 2 2027-08-19 Fixed 4.60000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAC1 460000.00000000 PA USD 450800.00000000 0.007786839517 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 19405.40000000 0.000335196840 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19779423.94000000 GBP 25568968.14000000 USD 2025-04-10 19405.40000000 N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAJ4 714000.00000000 PA USD 622137.20000000 0.010746412009 Long DBT CORP US N 2 2031-06-17 Fixed 2.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 1071000.00000000 PA USD 1104906.66000000 0.019085472144 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29300000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860AAA7 6286000.00000000 PA USD 6298468.97000000 0.108795845324 Long ABS-O CORP US N 2 2036-04-17 Fixed 4.82000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBE7 63000.00000000 PA USD 63061.37000000 0.001089282981 Long DBT CORP CA N 2 2027-03-12 Fixed 4.50000000 N N N N N N SYDBANK A/S GP5DT10VX1QRQUKVBK64 000000000 100000.00000000 PA 113336.82000000 0.001957709912 Long DBT CORP DK N 2 2028-09-06 Fixed 5.12500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 947000.00000000 PA USD 687999.46000000 0.011884075826 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 000000000 521000.00000000 PA 557943.91000000 0.009637576944 Long DBT CORP FR N 2 2026-04-10 Fixed 1.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 136000.00000000 PA USD 136926.06000000 0.002365175809 Long DBT CORP US N 2 2036-02-12 Fixed 5.42400000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 300000.00000000 PA 296702.46000000 0.005125054215 Long DBT CORP FR N 2 2028-11-03 Fixed 0.62500000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 100000.00000000 PA 110814.64000000 0.001914143340 Long DBT CORP BE N 2 2027-11-23 Fixed 4.37500000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 450000.00000000 PA USD 389812.50000000 0.006733379279 Long DBT CORP KY N 2 2031-08-08 Fixed 3.25000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081CY7 95000.00000000 PA USD 112080.62000000 0.001936011093 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 136000.00000000 PA USD 137352.73000000 0.002372545842 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCY9 101000.00000000 PA USD 101737.32000000 0.001757347346 Long DBT CORP US N 2 2034-02-01 Fixed 5.81700000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 677000.00000000 PA USD 678851.09000000 0.011726052559 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CF1 514000.00000000 PA USD 505419.99000000 0.008730311337 Long DBT CORP US N 2 2027-04-13 Fixed 3.30000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 675.00000000 NC 945910.42000000 0.016339069738 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKM5 Comdty 2025-06-06 78451210.00000000 EUR 945910.42000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 9126000.00000000 PA 11788510.06000000 0.203627409010 Long DBT CORP GB N 2 2025-12-15 Fixed 6.37500000 N N N N Y Barclays PLC GBP XXXX N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 500000.00000000 PA 569917.52000000 0.009844401655 Long DBT CORP FR N 2 2031-11-21 Fixed 4.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 427000.00000000 PA USD 422561.43000000 0.007299063978 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N BANK OF IRELAND GROUP N/A 000000000 6478000.00000000 PA 6815223.64000000 0.117721944891 Long DBT CORP IE N 2 2027-05-10 Fixed 0.37000000 N N N N N N ASAHI GROUP HOLDINGS LTD 353800KAJ02XNHLCJW79 000000000 535000.00000000 PA 551881.09000000 0.009532851553 Long DBT CORP JP N 2 2027-04-19 Fixed 0.33600000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DS4 825000.00000000 PA USD 606787.50000000 0.010481270815 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N CHILE ELECTRICITY LUX N/A 168829AA7 409200.00000000 PA USD 420410.93000000 0.007261917575 Long DBT CORP LU N 2 2033-01-20 Fixed 6.01000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 3000.00000000 PA USD 2275.96000000 0.000039313521 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N CLOVERIE PLC ZURICH INS 5493002N598MXOKUEF55 000000000 1089000.00000000 PA USD 1090506.99000000 0.018836741178 Long DBT CORP IE N 2 2046-06-24 Fixed 5.62500000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAC7 401000.00000000 PA USD 312734.81000000 0.005401987082 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 302000.00000000 PA USD 301312.36000000 0.005204682767 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DU0 405000.00000000 PA USD 419939.51000000 0.007253774559 Long DBT CORP GB N 2 2029-03-09 Fixed 6.16100000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 000000000 300000.00000000 PA 316322.12000000 0.005463952049 Long DBT CORP US N 2 2032-02-11 Fixed 3.15000000 N N N N N N TEMASEK FINANCIAL I LTD N/A 000000000 39050000.00000000 PA 5408456.98000000 0.093422330385 Long DBT CORP SG N 2 2054-08-28 Fixed 3.10000000 N N N N N N BANK MANDIRI PT 549300RSKQN4Z5ZSGH94 000000000 320000.00000000 PA USD 319680.00000000 0.005521953985 Long DBT CORP ID N 2 2025-05-13 Fixed 4.75000000 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 000000000 300000.00000000 PA 328852.68000000 0.005680397169 Long DBT CORP NL N 2 2031-06-16 Fixed 4.25000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BA7 316000.00000000 PA USD 280206.76000000 0.004840117727 Long DBT CORP GB N 2 2031-03-17 Fixed 2.87500000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 129000.00000000 PA USD 129445.68000000 0.002235964366 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08862GAA2 1503182.47000000 PA USD 1563485.19000000 0.027006673162 Long ABS-O CORP US N 2 2036-12-17 Fixed 6.92000000 N N N N N N MSD NETHERLANDS CAPITAL 724500V56VDH8898Q807 000000000 366000.00000000 PA 375657.19000000 0.006488869236 Long DBT CORP NL N 2 2044-05-30 Fixed 3.70000000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 000000000 8400000.00000000 PA 9294624.53000000 0.160549577608 Long DBT CORP FR N 2 2028-09-04 Fixed 3.37500000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BE5 137000.00000000 PA USD 137797.58000000 0.002380229905 Long DBT CORP US N 2 2032-04-15 Fixed 4.81900000 N N N N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 550000000.00000000 PA 3667712.13000000 0.063353783830 Long DBT NUSS JP N 2 2029-12-20 Fixed 1.10000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -94180.44000000 -0.00162681448 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 9953800.47000000 USD 14182294.36000000 CAD 2025-04-11 -94180.44000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AP3 4321000.00000000 PA USD 4498542.54000000 0.077705032873 Long DBT CORP GB N 2 2034-06-01 Fixed 6.47500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 762.00000000 NC USD 954453.88000000 0.016486644165 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 156910515.63000000 USD 954453.88000000 N N N AAC TECHNOLOGIES HOLDING 549300SKEDE1VKS0A552 000000000 290000.00000000 PA USD 264540.90000000 0.004569515381 Long DBT CORP KY N 2 2031-06-02 Fixed 3.75000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 000000000 6050000.00000000 PA 3764578.25000000 0.065026989090 Long DBT CORP US N 2 2028-09-19 Fixed 4.60000000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 48344FAB6 330000.00000000 PA USD 335659.50000000 0.005797973954 Long DBT CORP PE N 2 2032-01-30 Fixed 5.87500000 N N N N N N GREENKO WIND PROJECTS MU 254900MSUXE1FF83DP82 39531JAA2 4543000.00000000 PA USD 4539365.60000000 0.078410185084 Long DBT CORP MU N 2 2025-04-06 Fixed 5.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 28128818.00000000 PA 31433911.26000000 0.542969881041 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 5190000.00000000 PA USD 5634448.19000000 0.097325962338 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 9360000.00000000 PA 5967907.01000000 0.103085923112 Long DBT CORP FR N 2 2029-01-18 Fixed 5.41100000 N N N N N N INDUSTRIAS PENOLES SAB D 549300WA2HB7776CB324 000000000 230000.00000000 PA USD 177071.25000000 0.003058618914 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 42273178.00000000 PA 46458958.37000000 0.802503223057 Long DBT NUSS FR N 2 2033-11-25 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 192000.00000000 PA USD 192325.90000000 0.003322118274 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 000000000 1172000.00000000 PA 1192682.19000000 0.020601652192 Long DBT CORP US N 2 2030-05-18 Fixed 2.15000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 2732802.02000000 PA USD 2737939.69000000 0.047293471546 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.99000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 000000000 530000.00000000 PA 565960.99000000 0.009776059010 Long DBT CORP US N 2 2027-03-16 Fixed 2.25000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 200000.00000000 PA USD 206079.46000000 0.003559688737 Long DBT CORP IL N 2 2033-07-18 Fixed 7.12900000 N N N N Y Bank Leumi Le-Israel BM USD XXXX N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 000000000 17195000.00000000 PA 17854375.42000000 0.308405403886 Long DBT CORP CA N 2 2027-01-26 Fixed 0.12500000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BH4 303038.00000000 PA USD 306219.90000000 0.005289452569 Long DBT NUSS UY N 2 2037-02-14 Fixed 5.44200000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BH4 539000.00000000 PA USD 453117.46000000 0.007826869883 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 222000.00000000 PA 235828.04000000 0.004073547251 Long DBT CORP GB N 2 2027-10-03 Fixed 1.62500000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 6774000.00000000 PA USD 7172287.56000000 0.123889645518 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N SAFEHOLD GL HOLDINGS LLC 54930012UY5Z4Q8NL108 785931AB2 273000.00000000 PA USD 270681.40000000 0.004675582568 Long DBT US N 2 2035-01-15 Fixed 5.65000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBJ2 439000.00000000 PA USD 440480.68000000 0.007608589985 Long DBT CORP CA N 2 2030-03-30 Fixed 4.80000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AW6 2073000.00000000 PA USD 1807110.01000000 0.031214897154 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 5982000.00000000 PA USD 6312991.84000000 0.109046704370 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N BX Trust N/A 05613QAA8 2460000.00000000 PA USD 2460000.00000000 0.042492513779 Long ABS-MBS CORP US N 2 2041-10-15 Floating 5.81200000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAA6 410000.00000000 PA USD 401245.20000000 0.006930860646 Long DBT CORP NL N 2 2027-05-25 Fixed 3.62500000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAG1 450000.00000000 PA USD 447525.78000000 0.007730282672 Long DBT CORP US N 2 2055-04-15 Fixed 5.80000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBG0 205000.00000000 PA USD 198612.88000000 0.003430715666 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Tesla Auto Lease Trust N/A 881934AE3 3521000.00000000 PA USD 3527158.93000000 0.060925955055 Long ABS-O CORP US N 2 2028-06-20 Fixed 4.88000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -59399.75000000 -0.00102603442 N/A DFE CN N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 45179469.17000000 USD 326367404.24000000 CNY 2025-06-05 -59399.75000000 N N N ORL TRUST N/A 67120DAA3 4906719.00000000 PA USD 4903652.30000000 0.084702647531 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.81200000 N N N N N N UPL CORP LTD 213800AQLATW4WEEH674 000000000 380000.00000000 PA USD 337250.00000000 0.005825447265 Long DBT CORP MU N 2 2030-06-16 Fixed 4.62500000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 000000000 306294.32000000 PA USD 233929.22000000 0.004040748213 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N BRITISH AMERICAN TOBACCO 213800FKA5MF17RJKT63 000000000 477000.00000000 PA 493859.44000000 0.008530621568 Long DBT CORP GB N 2 2029-06-27 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 437000.00000000 PA USD 427641.63000000 0.007386816201 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAR2 5200000.00000000 PA USD 5338826.74000000 0.092219580819 Long DBT CORP ES N 2 2035-03-13 Fixed 6.03300000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 000000000 2537000.00000000 PA 1625572.98000000 0.028079139126 Long DBT CORP US N 2 2029-07-11 Fixed 5.40000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 000000000 243000.00000000 PA 271649.31000000 0.004692301645 Long DBT CORP US N 2 2035-09-19 Fixed 4.12500000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 000000000 5827000.00000000 PA USD 5572068.75000000 0.096248458593 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 000000000 6030000.00000000 PA 6461643.45000000 0.111614420056 Long DBT CORP US N 2 2030-02-10 Fixed 2.90000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AP4 638000.00000000 PA USD 647269.32000000 0.011180528658 Long DBT CORP US N 2 2027-01-15 Fixed 5.40000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 970000.00000000 PA USD 656360.20000000 0.011337558879 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 299000.00000000 PA USD 303556.56000000 0.005243447686 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAG9 230000.00000000 PA USD 235776.61000000 0.004072658881 Long DBT NUSS PE N 2 2029-04-30 Fixed 5.95000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 496000.00000000 PA USD 500279.58000000 0.008641519084 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AY1 128000.00000000 PA USD 127755.01000000 0.002206760781 Long DBT CORP US N 2 2027-05-23 Fixed 4.30000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 145296.71000000 0.002509765224 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 157364574.69000000 MXN 7825569.21000000 USD 2025-04-11 145296.71000000 N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAB5 485000.00000000 PA USD 500005.90000000 0.008636791705 Long DBT CORP CL N 2 2034-04-17 Fixed 6.37500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAD8 3052000.00000000 PA USD 2655635.08000000 0.045871792776 Long DBT CORP US N 2 2030-06-22 Fixed 2.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BN2 267000.00000000 PA USD 274748.74000000 0.004745839276 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BS1 134000.00000000 PA USD 132437.92000000 0.002287650463 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 34500000.00000000 PA 5378825.56000000 0.092910495620 Long DBT NUSS CN N 2 2031-12-12 Fixed 4.15000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 400000.00000000 PA USD 384680.00000000 0.006644723658 Long DBT CORP MX N 2 2027-10-04 Fixed 4.00000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LBA2 3000.00000000 PA USD 2883.30000000 0.000049804335 Long DBT CORP US N 2 2027-02-14 Fixed 3.05000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 000000000 4795000.00000000 PA 4922509.40000000 0.085028373377 Long DBT CORP AU N 2 2028-02-28 Fixed 0.75000000 N N N N N N ISS GLOBAL A/S 213800W6DPUGWBGTD766 000000000 106000.00000000 PA 112158.83000000 0.001937362044 Long DBT CORP DK N 2 2026-06-18 Fixed 0.87500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AQ4 1878000.00000000 PA USD 1883974.84000000 0.032542612540 Long DBT CORP US N 2 2032-03-22 Fixed 6.12500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 2464000.00000000 PA USD 2420530.63000000 0.041810744369 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 100000.00000000 PA 94379.12000000 0.001630246364 Long DBT CORP DE N 2 2032-02-17 Fixed 1.37500000 N N N N N N SOGECAP SA 9695009HXSFK8D6V0T62 000000000 200000.00000000 PA 239343.23000000 0.004134266462 Long DBT CORP FR N 2 2044-05-16 Fixed 6.50000000 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 25156PBA0 642000.00000000 PA USD 631358.72000000 0.010905698824 Long DBT CORP NL N 2 2027-01-19 Fixed 3.60000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBB7 413000.00000000 PA USD 288015.45000000 0.004975000194 Long DBT CORP FR N 2 2041-03-01 Fixed 3.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 138000.00000000 PA USD 134207.32000000 0.002318213981 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 407000.00000000 PA USD 355311.00000000 0.006137421773 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030641 86645576.00000000 PA USD 76745071.25000000 1.325646746993 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 3.00000000 N N N N N N REWE INT FINANCE 5299003XLG8J4YTHLX44 000000000 400000.00000000 PA 457883.52000000 0.007909195846 Long DBT CORP NL N 2 2030-09-13 Fixed 4.87500000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBN4 191000.00000000 PA USD 177737.57000000 0.003070128513 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAL4 550000.00000000 PA USD 422950.00000000 0.007305775895 Long DBT NUSS MX N 2 2051-04-27 Fixed 5.00000000 N N N N N N Clarus Capital Funding LLC N/A 18271JAB8 10018559.54000000 PA USD 10022591.01000000 0.173124018942 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.71000000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 40434LAB1 90000.00000000 PA USD 86965.76000000 0.001502192583 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAS5 138000.00000000 PA USD 139281.87000000 0.002405868609 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXQ1 5631018.00000000 PA 1689908.04000000 0.029190423038 Long DBT NUSS CA N 2 2044-08-15 None 0.00000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BS7 4070000.00000000 PA USD 3915378.62000000 0.067631821122 Long DBT CORP US N 2 2026-03-09 Fixed 2.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 295000.00000000 PA USD 274151.46000000 0.004735522232 Long DBT CORP CH N 2 2030-08-13 Fixed 3.12600000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 200000.00000000 PA 215989.67000000 0.003730871556 Long DBT CORP FR N 2 2029-11-19 Fixed 4.12000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CN2 200000.00000000 PA USD 203608.36000000 0.003517004488 Long DBT CORP JP N 2 2028-09-13 Fixed 5.35400000 N N N N N N ARGENTUM (ZURICH INS) 50ZCTKCMUDIABGHX3R52 000000000 264000.00000000 PA 276385.69000000 0.004774114935 Long DBT CORP NL N 2 2049-02-19 Fixed 2.75000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 230000.00000000 PA 233032.86000000 0.004025265046 Long DBT CORP NL N 2 2028-08-03 Fixed 1.53900000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DE8 631000.00000000 PA USD 613434.01000000 0.010596078505 Long DBT CORP US N 2 2026-10-15 Fixed 2.65000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 000000000 100000.00000000 PA 103855.78000000 0.001793940310 Long DBT CORP US N 2 2042-07-15 Fixed 5.25000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 2533.00000000 NC -2958047.51000000 -0.05109547747 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 5 Year Euro BOBL Futures OEM5 Comdty 2025-06-06 301097710.00000000 EUR -2958047.51000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBZ9 8020000.00000000 PA USD 8564176.01000000 0.147932263055 Long DBT CORP IT N 2 2033-06-20 Fixed 6.62500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KU0 202000.00000000 PA USD 202076.69000000 0.003490547371 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2491.96000000 -0.00004304457 N/A DFE SE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1117793.72000000 USD 11204687.30000000 SEK 2025-04-11 -2491.96000000 N N N NRTH PARK Mortgage Trust N/A 67021HAA4 14214000.00000000 PA USD 14204317.42000000 0.245356566544 Long ABS-MBS CORP US N 2 2039-03-15 Floating 5.96000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63875FAA4 10690017.08000000 PA USD 10099309.19000000 0.174449201187 Long ABS-MBS CORP US N 2 2036-07-15 Floating 5.89900000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CT3 785000.00000000 PA USD 743121.24000000 0.012836215256 Long DBT CORP US N 2 2064-08-14 Fixed 5.20000000 N N N N N N MOTABILITY OPERATIONS GR AZ3NL8JCZDCNUXFWI720 000000000 361000.00000000 PA 398344.28000000 0.006880751954 Long DBT CORP GB N 2 2035-06-17 Fixed 4.25000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CN5 1660000.00000000 PA USD 1375725.00000000 0.023763420129 Long DBT NUSS PH N 2 2032-01-06 Fixed 1.95000000 N N N N N N SES GLOBAL AMERICAS HLDG 5299000YGN3VJ3R60481 78413KAB8 379000.00000000 PA USD 278048.75000000 0.004802841601 Long DBT CORP US N 2 2044-03-25 Fixed 5.30000000 N N N N N N Clover CLO N/A 18915FAC6 10031434.00000000 PA USD 9934209.34000000 0.171597368808 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 5.78000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 5200000.00000000 PA 5537615.01000000 0.095653326064 Long DBT CORP NL N 2 2027-09-22 Fixed 4.75000000 N N N N Y ABN AMRO Bank NV EUR XXXX N N N WINTERSHALL DEA FINANCE 529900SUC9JUI6M74U66 000000000 8800000.00000000 PA 8211903.43000000 0.141847325063 Long DBT CORP NL N 2 2031-09-25 Fixed 1.82300000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAC0 230000.00000000 PA USD 224742.83000000 0.003882068211 Long DBT CORP LU N 2 2054-03-05 Fixed 6.95000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 000000000 530000.00000000 PA 552991.21000000 0.009552027077 Long DBT CORP US N 2 2027-01-08 Fixed 0.83200000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 200000.00000000 PA USD 118427.00000000 0.002045634524 Long DBT NUSS HU N 2 2051-09-21 Fixed 3.12500000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CE4 690000.00000000 PA USD 650101.80000000 0.011229455160 Long DBT CORP US N 2 2027-03-01 Fixed 1.10000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 4783000.00000000 PA USD 4885235.81000000 0.084384532509 Long DBT CORP GB N 2 2030-03-04 Fixed 5.54600000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAP6 200000.00000000 PA USD 191350.00000000 0.003305261183 Long DBT CORP AE N 2 2037-03-09 Fixed 4.75000000 N N N N N N HUNGARY REGD N/A 000000000 320000.00000000 PA USD 328204.80000000 0.005669206092 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 320000.00000000 PA USD 292816.00000000 0.005057921916 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 633000.00000000 PA USD 618971.69000000 0.010691732953 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N PRAEMIA HEALTHCARE SACA 96950067NFR9MWI0CJ45 000000000 300000.00000000 PA 288870.28000000 0.004989765997 Long DBT FR N 2 2029-11-04 Fixed 0.87500000 N N N N N N TELUS CORP L2TEUTQ8OSHMJWVLCE40 87971MCF8 5000000.00000000 PA 3654252.81000000 0.063121295887 Long DBT CORP CA N 2 2031-02-18 Fixed 4.95000000 N N N N N N CREDIT AGRICOLE HOME LOA 969500C9913Z7PKUGB44 000000000 1900000.00000000 PA 1901503.60000000 0.032845393465 Long DBT CORP FR N 2 2028-04-12 Fixed 0.01000000 N N N N N N ONTARIO PROV GEN STRIP C7PVKCRGLG18EBQGZV36 68327ZHX6 5668622.00000000 PA 1579429.94000000 0.027282092881 Long DBT NUSS CA N 2 2046-06-02 None 0.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBG2 626000.00000000 PA USD 633512.00000000 0.010942893247 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 000000000 400000.00000000 PA 434980.91000000 0.007513590370 Long DBT CORP DE N 2 2052-07-05 Fixed 4.25200000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 376000.00000000 PA USD 388193.28000000 0.006705409877 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 4664000.00000000 PA USD 4510940.77000000 0.077919192206 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 164600.00000000 0.002843198279 Long DBT CORP MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GZC0 1444.13000000 PA USD 1497.29000000 0.000025863258 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JH7 135000.00000000 PA USD 129874.79000000 0.002243376546 Long DBT CORP US N 2 2055-03-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3K9 292.16000000 PA USD 301.74000000 0.000005212069 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N SINGTEL GROUP TREASURY 2549002FQJ4364A54N70 000000000 290000.00000000 PA USD 265608.10000000 0.004587949532 Long DBT CORP SG N 2 2029-08-28 Fixed 2.37500000 N N N N N N CIA DE MINAS BUENAVENTUR 529900WQB1ZU9KB6EL71 204448AB0 5555000.00000000 PA USD 5627215.00000000 0.097201020702 Long DBT CORP PE N 2 2032-02-04 Fixed 6.80000000 N N N N N N OCP CLO Ltd 2549004IE8HHQL34D058 671026AL6 10815000.00000000 PA USD 10632951.11000000 0.183667000633 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.94000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADR5 129000.00000000 PA USD 128411.62000000 0.002218102655 Long DBT CORP US N 2 2032-03-29 Fixed 5.40000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 220000.00000000 PA 220133.18000000 0.003802443977 Long DBT US N 2 2029-02-08 Fixed 1.00000000 N N N N N N INTESA SANPAOLO SPA N/A 000000000 293000.00000000 PA 399116.14000000 0.006894084584 Long DBT CORP IT N 2 2033-05-31 Fixed 6.62000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 260000.00000000 PA USD 227175.00000000 0.003924080007 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N NATIONAL GRID NA INC 5Q3U0WRKWZZGRMPYFT08 000000000 369000.00000000 PA 420416.37000000 0.007262011542 Long DBT CORP US N 2 2033-09-12 Fixed 4.66800000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 000000000 96670000.00000000 PA 13305713.46000000 0.229834639246 Long DBT NUSS HK N 2 2034-06-05 Fixed 2.93000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAG7 129000.00000000 PA USD 130030.85000000 0.002246072229 Long DBT CORP US N 2 2035-03-27 Fixed 5.25000000 N N N N N N GENM CAPITAL LABUAN 254900DWSHIWTSE0YG58 000000000 9753000.00000000 PA USD 8716743.75000000 0.150567623540 Long DBT CORP MY N 2 2031-04-19 Fixed 3.88200000 N N N N N N CEDACRI SPA 815600E85FCD78B3EE61 000000000 2165000.00000000 PA 2342024.70000000 0.040454681640 Long DBT CORP IT N 2 2028-05-15 Floating 7.18100000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 215000.00000000 PA USD 192118.10000000 0.003318528866 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 1929000.00000000 PA 1970920.15000000 0.034044451883 Long DBT CORP FR N 2 2027-10-25 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJZ2 132321.68000000 PA USD 120861.97000000 0.002087694685 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEL6 274000.00000000 PA USD 276372.88000000 0.004773893663 Long DBT CORP US N 2 2028-07-22 Fixed 4.97900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NA5 705000.00000000 PA USD 678973.18000000 0.011728161466 Long DBT CORP US N 2 2027-06-09 Fixed 1.46200000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAV0 320000.00000000 PA USD 322582.40000000 0.005572088242 Long DBT CORP KR N 2 2029-02-05 Fixed 5.12500000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 455.00000000 NC -75567.37000000 -0.00130530386 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G M5 Comdty 2025-06-26 41777450.00000000 GBP -75567.37000000 N N N TENNET HOLDING BV 724500LTUWK3JQG63903 000000000 125000.00000000 PA 134157.28000000 0.002317349621 Long DBT CORP NL N 2 2025-07-22 Fixed 2.37400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1800000.00000000 PA 1097499.07000000 0.018957518030 Long DBT CORP FR N 2 2028-02-24 Fixed 3.69500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 000000000 10098000.00000000 PA 9952303.70000000 0.171909919557 Long DBT CORP AU N 2 2028-09-22 Fixed 0.01000000 N N N N N N DOLLARAMA INC. 5493002GJ0NJP1HI0C79 25675TAQ0 231000.00000000 PA 171448.60000000 0.002961496747 Long DBT CORP CA N 2 2028-09-26 Fixed 5.53300000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 138000.00000000 PA USD 138715.92000000 0.002396092740 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BQ7 5465000.00000000 PA USD 5464270.64000000 0.094386420920 Long DBT CORP US N 2 2026-05-13 Floating 4.87800000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 662000.00000000 PA USD 661834.22000000 0.011432113704 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196CM2 283000.00000000 PA USD 273203.09000000 0.004719140677 Long DBT CORP US N 2 2054-03-08 Fixed 5.21800000 N N N N N N QHEL GENERIC STRIP 6THEVG93PYJH84S4D167 44882ZXK4 5631018.00000000 PA 1903190.09000000 0.032874524847 Long DBT NUSS CA N 2 2042-02-15 None 0.00000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 000000000 350000.00000000 PA 391558.29000000 0.006763534972 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 7622000.00000000 PA USD 7468776.53000000 0.129011012039 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89353ZCK2 227000.00000000 PA 169263.97000000 0.002923760803 Long DBT CORP CA N 2 2032-05-12 Fixed 5.33000000 N N N N N N DIAGEO FINANCE PLC BPF79TJMIH3DK8XCKI50 000000000 376000.00000000 PA 394602.41000000 0.006816117213 Long DBT CORP GB N 2 2027-10-22 Fixed 1.50000000 N N N N N N NIBC BANK NV B64D6Y3LBJS4ANNPCU93 000000000 300000.00000000 PA 313065.52000000 0.005407699561 Long DBT CORP NL N 2 2026-09-09 Fixed 0.25000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 138000.00000000 PA USD 138925.54000000 0.002399713586 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 614000.00000000 PA USD 591744.22000000 0.010221422529 Long DBT CORP US N 2 2027-07-22 Fixed 1.73400000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 3770000.00000000 PA 3863094.06000000 0.066728690071 Long DBT CORP CA N 2 2027-07-19 Fixed 0.10000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 000000000 174000.00000000 PA 182282.72000000 0.003148638614 Long DBT CORP US N 2 2053-10-15 Fixed 4.15000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 265000.00000000 PA USD 264602.50000000 0.004570579421 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 000000000 6152000.00000000 PA 6106968.66000000 0.105487987779 Long DBT CORP US N 2 2030-07-01 Fixed 1.62500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 32000.00000000 PA USD 33361.86000000 0.000576272071 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 244000.00000000 PA USD 218792.98000000 0.003779294194 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N Sotheby's Artfi Master Trust 2024-A 9845002FA850DM72BA31 83589CAB4 8490000.00000000 PA USD 8504283.58000000 0.146897718377 Long ABS-O CORP US N 2 2031-12-22 Floating 5.80500000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BE8 200000.00000000 PA USD 200924.11000000 0.003470638419 Long DBT US N 2 2035-10-01 Fixed 5.50000000 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 000000000 200000.00000000 PA 238435.44000000 0.004118585861 Long DBT CORP DE N 2 2053-07-25 Fixed 5.82400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 4458000.00000000 PA 4395318.61000000 0.075922006748 Long DBT CORP US N 2 2029-10-26 Fixed 0.49500000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAM8 129000.00000000 PA USD 129472.09000000 0.002236420556 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AB4 414000.00000000 PA USD 365762.68000000 0.006317957609 Long DBT CORP GB N 2 2035-11-28 Fixed 3.03200000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AD2 460000.00000000 PA USD 436563.00000000 0.007540918411 Long DBT CORP PE N 2 2038-04-11 Fixed 5.20000000 N N N N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAB7 7997000.00000000 PA USD 8193458.70000000 0.141528722240 Long DBT CORP LU N 2 2033-02-05 Fixed 10.87500000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BF0 920000.00000000 PA USD 875150.00000000 0.015116798143 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 886378.99000000 0.015310760750 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 134705251.33000000 AUD 85062325.06000000 USD 2025-04-10 886378.99000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 226.00000000 NC -83108.72000000 -0.00143556846 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBM5 Comdty 2025-06-06 27029620.00000000 EUR -83108.72000000 N N N LAD Auto Receivables Trust N/A 505713AB3 602830.04000000 PA USD 603589.06000000 0.010426022946 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.93000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 000000000 3220000.00000000 PA 3257235.32000000 0.056263462080 Long DBT CORP CA N 2 2027-12-15 Fixed 0.01000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBB2 200000.00000000 PA USD 197292.00000000 0.003407899605 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 253000.00000000 PA USD 256455.85000000 0.004429859243 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAA5 200000.00000000 PA USD 204132.00000000 0.003526049521 Long DBT CORP CL N 2 2029-03-15 Fixed 6.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 1652000.00000000 PA USD 1792558.12000000 0.030963536835 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N Y UBS Group AG USD XXXX N N N CESKA SPORITELNA AS 9KOGW2C2FCIOJQ7FF485 000000000 100000.00000000 PA 113005.58000000 0.001951988278 Long DBT CORP CZ N 2 2028-03-08 Fixed 5.73700000 N N N N N N TRUST FIBRAUNO N/A 89834JAA1 236000.00000000 PA USD 237803.04000000 0.004107662176 Long DBT MX N 2 2034-02-13 Fixed 7.37500000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAD0 137000.00000000 PA USD 138237.68000000 0.002387831919 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 323000.00000000 PA USD 347524.58000000 0.006002923985 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LJ8 136000.00000000 PA USD 136368.14000000 0.002355538645 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XCB8 599631.23000000 PA USD 613076.94000000 0.010589910699 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 10.45400000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 312569.85000000 0.005399137665 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 73858152667.00000000 KRW 50458174.32000000 USD 2025-04-17 312569.85000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 31838904.00000000 PA 38432599.58000000 0.663860880990 Long DBT NUSS GB N 2 2040-01-31 Fixed 4.37500000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GN7 135000.00000000 PA USD 130940.81000000 0.002261790314 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 000000000 1.00000000 NC 54297.56000000 0.000937902364 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 9988633.73000000 CAD 6998458.40000000 USD 2025-04-11 54297.56000000 N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8A1 610000.00000000 PA USD 613931.80000000 0.010604677020 Long DBT CORP US N 2 2028-01-14 Fixed 4.95200000 N N N N N N WHIRLPOOL FINANCE LU 549300W5K7SGG3H6B058 000000000 311000.00000000 PA 317337.41000000 0.005481489539 Long DBT CORP LU N 2 2027-11-09 Fixed 1.10000000 N N N N N N 2025-04-28 AB GLOBAL BOND FUND, INC. Stephen Woetzel Stephen Woetzel Controller