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October 26, 2021 11:19 AM EDT

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      MFS Series Trust X
      811-04492
      0000783740
      5493001MUVNRNUPJY164
      111 Huntington Avenue
      Boston
      
      02199
      617-954-5000
      MFS Global Opportunistic Bond Fund
      S000028956
      XE280U8NKIY4V6K1JN70
      2021-11-30
      2021-08-31
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          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          CZK
          
          
        
        
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          GBP
          
          
        
        
          HUF
          
          
        
        
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          USD
          
          
        
        
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          ZAR
          
          
        
      
      
      
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        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FAQ4
        
          
        
        981000.00000000
        PA
        USD
        1103397.84000000
        0.095537614099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STWD Ltd.
        N/A
        STWD Ltd., Series 2021-FL2, Class C
        78486BAG9
        
          
        
        238000.00000000
        PA
        USD
        238441.99000000
        0.020645480714
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          2.18850120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medco Bell Pte. Ltd.
        2549003PNDCWIWGKC768
        Medco Bell Pte. Ltd.
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        1016840.00000000
        0.088043010417
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2027-01-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Long Gilt
        N/A
        
          
          
        
        121.00000000
        NC
        
        -146913.69000000
        -0.01272051014
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                United Kingdom of Great Britain and Northern Ireland
                Long Gilt
                
                  
                
              
            
            2021-12-29
            15517040.00000000
            GBP
            -146819.90000000
          
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAN6
        
          
        
        382000.00000000
        PA
        USD
        378766.85000000
        0.032795497541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI Property Group SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        N/A
        
          
        
        920000.00000000
        PA
        
        1300126.36000000
        0.112571337336
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        N/A
        
          
        
        1037000.00000000
        PA
        
        1275070.70000000
        0.110401895010
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Design Group SpA
        815600907387ED411436
        International Design Group SpA
        N/A
        
          
        
        1900000.00000000
        PA
        
        2332444.11000000
        0.201954487504
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP
        N/A
        Targa Resources Partners LP
        87612BBN1
        
          
        
        2885000.00000000
        PA
        USD
        3243317.00000000
        0.280822344141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM
        3137FTZU4
        
          
        
        2589254.00000000
        PA
        USD
        384694.01000000
        0.033308700218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98490680
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16755.57000000
        0.001450779694
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            4629874.40000000
            USD
            3932389.94000000
            EUR
            2021-10-08
            16755.57000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        699149AB6
        
          
        
        1760000.00000000
        PA
        USD
        2222017.60000000
        0.192393216930
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2044-08-11
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        78686.80000000
        0.006813090311
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2345019.13000000
            CAD
            1937334.26000000
            USD
            2021-09-15
            78686.80000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        N/A
        
          
        
        720000.00000000
        PA
        
        852561.20000000
        0.073818943602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-22
          Variable
          0.69400005
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PBE7
        
          
        
        821000.00000000
        PA
        USD
        887100.77000000
        0.076809549520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2021-BN34, Class XA
        06541JAR2
        
          
        
        11385863.36950000
        PA
        USD
        881256.72000000
        0.076303542916
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-06-15
          Variable
          1.08914760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        243.04000000
        0.000021043599
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            167557.27000000
            EUR
            198233.74000000
            USD
            2021-10-08
            243.04000000
          
        
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
        
        400000.00000000
        PA
        
        467522.21000000
        0.040480373318
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-06-16
          Variable
          0.87499990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp.
        5493004EA6C9IHDZ7N66
        STORE Capital Corp.
        862121AC4
        
          
        
        1928000.00000000
        PA
        USD
        1963370.66000000
        0.169998292229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellis Acquisition Co. plc
        259400CYE2267UB4A481
        Bellis Acquisition Co. plc
        N/A
        
          
        
        2665000.00000000
        PA
        
        3647333.50000000
        0.315804080617
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        73843.92000000
        0.006393769932
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            19016579.87000000
            ZAR
            1380578.11000000
            USD
            2021-09-15
            73843.92000000
          
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        N/A
        
          
        
        1469000.00000000
        PA
        
        1845531.14000000
        0.159795166775
        Long
        DBT
        NUSS
        TG
        
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synthos SA
        259400WX4QZCOHJVWM18
        Synthos SA
        N/A
        
          
        
        1286000.00000000
        PA
        
        1508729.49000000
        0.130633222733
        Long
        DBT
        CORP
        PL
        Y
        
        2
        
          2028-06-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB Treasury OYJ
        5493003HHOCW6FIMH724
        SBB Treasury OYJ
        N/A
        
          
        
        730000.00000000
        PA
        
        859123.76000000
        0.074387162337
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2028-12-14
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EMUX7
        
          
        
        494117.67000000
        PA
        USD
        551293.64000000
        0.047733715913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1
        3137FYUL8
        
          
        
        20588172.02850000
        PA
        USD
        917390.42000000
        0.079432176453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.62545320
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        800000.00000000
        PA
        
        984278.87000000
        0.085223707569
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-06-05
          Variable
          1.62499825
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance SARL
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance SARL
        N/A
        
          
        
        655000.00000000
        PA
        
        780565.23000000
        0.067585178274
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-02-12
          Fixed
          1.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -9788.86000000
        -0.00084756766
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3845990.01000000
            EUR
            4534748.36000000
            USD
            2021-10-08
            -9788.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        20909.75000000
        0.001810469038
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1476430.54000000
            CAD
            1191119.34000000
            USD
            2021-09-15
            20909.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14058.01000000
        -0.00121721167
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            27856000.00000000
            SEK
            3214837.00000000
            USD
            2021-10-08
            -14058.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        123993.28000000
        0.010735948273
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            9302887.95000000
            EUR
            11111229.82000000
            USD
            2021-09-15
            123993.28000000
          
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TransDigm, Inc.
        893647BM8
        
          
        
        3090000.00000000
        PA
        USD
        3051375.00000000
        0.264203061358
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GYJ7
        
          
        
        1958000.00000000
        PA
        USD
        1979481.75000000
        0.171393269674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Variable
          2.38299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tritax EuroBox plc
        213800HK59N7H979QU33
        Tritax EuroBox plc
        N/A
        
          
        
        643000.00000000
        PA
        
        766605.08000000
        0.066376439798
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-02
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ContourGlobal Power Holdings SA
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        N/A
        
          
        
        679000.00000000
        PA
        
        819190.91000000
        0.070929579700
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        750000.00000000
        PA
        
        974646.55000000
        0.084389693909
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-07-03
          Variable
          3.87500060
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM
        3137FWHX1
        
          
        
        2931170.00000000
        PA
        USD
        385098.29000000
        0.033343704769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.70403120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda
        549300FP5PUZXX9FVJ40
        Bermuda Government Bond
        085209AG9
        
          
        
        508000.00000000
        PA
        USD
        509905.00000000
        0.044150083815
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        12473.51000000
        0.001080017869
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            598782.00000000
            EUR
            719668.90000000
            USD
            2021-09-15
            12473.51000000
          
        
        
          N
          N
          N
        
      
      
        Comision Federal de Electricidad
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        N/A
        
          
        
        1900000.00000000
        PA
        USD
        1890519.00000000
        0.163690437050
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6786.34000000
        0.000587594708
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            594886.93000000
            GBP
            824743.98000000
            USD
            2021-10-08
            6786.34000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PAP3
        
          
        
        667000.00000000
        PA
        USD
        764144.85000000
        0.066163420979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216KAC6
        
          
        
        1200000.00000000
        PA
        USD
        1306599.00000000
        0.113131770355
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        400000.00000000
        PA
        
        551974.78000000
        0.047792692366
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-12-22
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio, Class A
        55291X109
        
          
        
        61590776.33000000
        NS
        USD
        61590776.33000000
        5.332832463339
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        AerCap Ireland Capital DAC
        00774MAB1
        
          
        
        1489000.00000000
        PA
        USD
        1586070.11000000
        0.137329754157
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-07-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        741503AW6
        
          
        
        1076000.00000000
        PA
        USD
        1171252.18000000
        0.101412776724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indian Railway Finance Corp. Ltd.
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp. Ltd.
        45434M2C5
        
          
        
        1500000.00000000
        PA
        USD
        1470571.16000000
        0.127329286769
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B25, Class A5
        08163DAE7
        
          
        
        2120000.00000000
        PA
        USD
        2232448.62000000
        0.193296385966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        Alcon Finance Corp.
        01400EAC7
        
          
        
        971000.00000000
        PA
        USD
        1103586.23000000
        0.095553925833
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2049-09-23
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        -455.00000000
        NC
        USD
        -90482.21000000
        -0.00783439494
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-12-31
            -56292031.25000000
            USD
            -90482.21000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        237296.79000000
        0.020546323663
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            6117398.77000000
            EUR
            7462290.54000000
            USD
            2021-09-15
            237296.79000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJM64
        
          
        
        321469.84000000
        PA
        USD
        359205.53000000
        0.031101782207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
        
        2900000.00000000
        PA
        USD
        2950779.00000000
        0.255492964709
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        300000.00000000
        PA
        
        429888.65000000
        0.037221874523
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-12-16
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landsbankinn HF
        549300TLZPT6JELDWM92
        Landsbankinn HF
        N/A
        
          
        
        1440000.00000000
        PA
        
        1707965.27000000
        0.147884036877
        Long
        DBT
        CORP
        IS
        N
        
        2
        
          2025-05-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        88034QAA5
        
          
        
        1700000.00000000
        PA
        USD
        1842711.60000000
        0.159551037129
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625HRV4
        
          
        
        4252000.00000000
        PA
        USD
        4585842.17000000
        0.397064779065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K077, Class XAM
        3137FG7B5
        
          
        
        47225000.00000000
        PA
        USD
        488967.65000000
        0.042337225033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-25
          Variable
          0.25234560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harbourview CLO VII-R Ltd.
        N/A
        Harbourview CLO VII-R Ltd., Series 7RA, Class B
        41165TAE1
        
          
        
        2560000.00000000
        PA
        USD
        2539194.88000000
        0.219855986459
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2031-07-18
          Floating
          1.83387960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        Oklahoma Development Finance Authority
        67884XCP0
        
          
        
        742000.00000000
        PA
        USD
        844739.55000000
        0.073141706660
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10806.64000000
        0.000935692063
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            90733000.00000000
            RUB
            1247010.74000000
            USD
            2021-09-15
            10806.64000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        2740000.00000000
        PA
        USD
        2616069.80000000
        0.226512195284
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Korea
        549300O0QCVSQGPGDT58
        Republic of Korea
        N/A
        
          
        
        9261000000.00000000
        PA
        
        7978762.09000000
        0.690840480120
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2029-06-10
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM
        3137FTG43
        
          
        
        2395024.00000000
        PA
        USD
        342105.95000000
        0.029621216434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.91498040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        CARS-DB4 LP, Series 2020-1A, Class A4
        12510HAD2
        
          
        
        493943.80000000
        PA
        USD
        507481.76000000
        0.043940267772
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Fleet Management Corp.
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp.
        286181AF9
        
          
        
        1751000.00000000
        PA
        USD
        1777413.71000000
        0.153897224524
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -63259.20000000
        -0.00547729279
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3600000.00000000
            AUD
            2570896.80000000
            USD
            2021-10-08
            -63259.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15231.26000000
        -0.00131879743
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            312375000.00000000
            TWD
            11256351.12000000
            USD
            2021-11-22
            -15231.26000000
          
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        Alcon Finance Corp.
        01400EAD5
        
          
        
        2129000.00000000
        PA
        USD
        2198145.28000000
        0.190326234004
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-27
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        141896.84000000
        0.012286126590
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5302484.13000000
            USD
            1610725000.00000000
            HUF
            2021-10-08
            141896.84000000
          
        
        
          N
          N
          N
        
      
      
        JBS Finance Luxembourg SARL
        N/A
        JBS Finance Luxembourg SARL
        46592QAA7
        
          
        
        795000.00000000
        PA
        USD
        822673.95000000
        0.071231158441
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2032-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
        
        224.00000000
        NC
        
        200016.34000000
        0.017318398869
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2021-09-08
            30233280.00000000
            EUR
            198771.04000000
          
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        N/A
        
          
        
        1525000.00000000
        PA
        
        1919374.60000000
        0.166188896878
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        600000.00000000
        PA
        
        723504.56000000
        0.062644584706
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-12-01
          Variable
          2.62499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
        
        1300000.00000000
        PA
        USD
        1365013.00000000
        0.118189541893
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        3700000.00000000
        PA
        USD
        3918255.60000000
        0.339261849069
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        10288000.00000000
        PA
        
        12132371.57000000
        1.050480426145
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1
        3137FXZ50
        
          
        
        15754347.28360000
        PA
        USD
        430030.66000000
        0.037234170447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.42276600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14474.39000000
        -0.00125326390
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            27000000.00000000
            THB
            822944.92000000
            USD
            2021-09-20
            -14474.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9585.05000000
        0.000829920790
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            515300.03000000
            GBP
            718069.05000000
            USD
            2021-09-15
            9585.05000000
          
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd.
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd.
        N/A
        
          
        
        1125000.00000000
        PA
        
        1351608.36000000
        0.117028902206
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-03-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K059, Class XAM
        3137BSRJ4
        
          
        
        62189000.00000000
        PA
        USD
        704439.68000000
        0.060993853590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-25
          Variable
          0.32427360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrial & Commercial Bank of China Ltd.
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd.
        N/A
        
          
        
        1700000.00000000
        PA
        USD
        1904163.01000000
        0.164871802570
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-09-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd.
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd.
        N/A
        
          
        
        1270000.00000000
        PA
        
        1521146.06000000
        0.131708310458
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-05-21
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1797765.00000000
        0.155659339347
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -20101.87000000
        -0.00174051881
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4362207.81000000
            USD
            87648000.00000000
            MXN
            2021-10-08
            -20101.87000000
          
        
        
          N
          N
          N
        
      
      
        Go Daddy Operating Co. LLC
        N/A
        Go Daddy Operating Co. LLC
        38016LAC9
        
          
        
        3840000.00000000
        PA
        USD
        3792000.00000000
        0.328330017998
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holcim Finance Luxembourg SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        N/A
        
          
        
        850000.00000000
        PA
        
        989817.64000000
        0.085703281528
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        31424.05000000
        0.002720848866
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3947156.81000000
            EUR
            4695503.00000000
            USD
            2021-10-08
            31424.05000000
          
        
        
          N
          N
          N
        
      
      
        JAB Holdings BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        N/A
        
          
        
        800000.00000000
        PA
        
        1011267.98000000
        0.087560557509
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2039-12-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WFPH3
        
          
        
        735232.89000000
        PA
        USD
        792367.89000000
        0.068607110650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cellnex Finance Co. SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co. SA
        N/A
        
          
        
        3600000.00000000
        PA
        
        4225918.42000000
        0.365900809836
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lexington Realty Trust
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529043AE1
        
          
        
        880000.00000000
        PA
        USD
        904065.20000000
        0.078278413340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ETDL7
        
          
        
        465122.45000000
        PA
        USD
        518944.88000000
        0.044932801105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F040693
        
          
        
        1600000.00000000
        PA
        USD
        1714303.36000000
        0.148432819895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        N/A
        
          
        
        640000.00000000
        PA
        
        764695.26000000
        0.066211078185
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-06-14
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grand City Properties SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        N/A
        
          
        
        400000.00000000
        PA
        
        486402.88000000
        0.042115154626
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-07-24
          Variable
          2.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BK7
        
          
        
        1084000.00000000
        PA
        USD
        1271575.36000000
        0.110099251275
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Switch Ltd.
        5493002D70VTFFLT8L43
        Switch Ltd.
        87105NAA8
        
          
        
        3200000.00000000
        PA
        USD
        3255712.00000000
        0.281895564229
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13660.73000000
        -0.00118281321
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2333924.35000000
            USD
            3171015.32000000
            AUD
            2021-10-08
            -13660.73000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13957.90000000
        -0.00120854365
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1550424.17000000
            USD
            1117446.26000000
            GBP
            2021-10-08
            -13957.90000000
          
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        MDGH - GMTN BV
        N/A
        
          
        
        836000.00000000
        PA
        USD
        876905.48000000
        0.075926791147
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sasol Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
        
        1450000.00000000
        PA
        USD
        1497125.00000000
        0.129628448891
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canary Wharf Group Investment Holdings plc
        2138002C1D5FMEDILF18
        Canary Wharf Group Investment Holdings plc
        N/A
        
          
        
        932000.00000000
        PA
        
        1307948.76000000
        0.113248639217
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-23
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4478.51000000
        0.000387771431
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1177151.50000000
            USD
            1000000.00000000
            EUR
            2021-10-08
            4478.51000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole Assurances SA
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        N/A
        
          
        
        700000.00000000
        PA
        
        879936.70000000
        0.076189249089
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-07-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
        
        1600000.00000000
        PA
        USD
        1508489.31000000
        0.130612426767
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        117751.33000000
        0.010195489530
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            12642776.78000000
            USD
            9280518.99000000
            GBP
            2021-10-08
            117751.33000000
          
        
        
          N
          N
          N
        
      
      
        Energuate Trust
        549300RVM37LH8GY7E41
        Energuate Trust
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1563765.00000000
        0.135398467984
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-05-03
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        N/A
        
          
        
        2389000.00000000
        PA
        USD
        2624077.60000000
        0.227205550010
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        1029000.00000000
        PA
        USD
        1086088.92000000
        0.094038922640
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2029-05-21
          Fixed
          6.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1189.33000000
        0.000102978043
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            339054.42000000
            EUR
            401826.21000000
            USD
            2021-10-08
            1189.33000000
          
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Ltd.
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd.
        N/A
        
          
        
        1600000.00000000
        PA
        USD
        1788128.00000000
        0.154824920470
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2030-06-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7183.14000000
        0.000621951604
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4608117.13000000
            USD
            17676000.00000000
            PLN
            2021-10-08
            7183.14000000
          
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B24, Class XA
        08163CBE8
        
          
        
        6418285.44350000
        PA
        USD
        544913.72000000
        0.047181311048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.27373040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd.
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd.
        N/A
        
          
        
        985000.00000000
        PA
        
        1159621.74000000
        0.100405756003
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-03-03
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Metal Packaging Finance USA LLC
        N/A
        Ardagh Metal Packaging Finance USA LLC
        N/A
        
          
        
        550000.00000000
        PA
        
        650932.13000000
        0.056360906634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2737.13000000
        0.000236994183
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            670538.83000000
            EUR
            795065.94000000
            USD
            2021-10-08
            2737.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        25342.32000000
        0.002194262758
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            5780456.26000000
            USD
            160899000.00000000
            TWD
            2021-11-22
            25342.32000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280BH1
        
          
        
        2272000.00000000
        PA
        USD
        2555162.84000000
        0.221238571003
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9706.69000000
        0.000840452980
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3692467.60000000
            USD
            407250375.00000000
            JPY
            2021-09-15
            9706.69000000
          
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F020695
        
          
        
        5075000.00000000
        PA
        USD
        5144583.02000000
        0.445443311063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class AS
        69290LAC1
        
          
        
        871956.49000000
        PA
        USD
        869229.88000000
        0.075262199932
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.24549920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Republic
        2138003EKTMKZ5598902
        Hellenic Republic
        N/A
        
          
        
        3368000.00000000
        PA
        
        4500083.79000000
        0.389639396562
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-04
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd.
        335934AT2
        
          
        
        1200000.00000000
        PA
        USD
        1299000.00000000
        0.112473811545
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        57512.39000000
        0.004979705707
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            4509322.50000000
            USD
            6480997.47000000
            NZD
            2021-09-15
            57512.39000000
          
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA
        67091TAD7
        
          
        
        1077000.00000000
        PA
        USD
        1089465.20000000
        0.094331257575
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRTX Issuer Ltd.
        N/A
        TRTX Issuer Ltd., Series 2021-FL4, Class AS
        87276WAC7
        
          
        
        800000.00000000
        PA
        USD
        800248.00000000
        0.069289409346
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.49275080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -42571.67000000
        -0.00368606465
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1653065.12000000
            USD
            1171356.48000000
            GBP
            2021-09-15
            -42571.67000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2264.10000000
        0.000196036918
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            500720.00000000
            EUR
            593929.88000000
            USD
            2021-10-08
            2264.10000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM
        3137FUZZ0
        
          
        
        3408930.00000000
        PA
        USD
        456091.99000000
        0.039490688630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.76591160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Money UK plc
        213800ZK9VGCYYR6O495
        Virgin Money UK plc
        N/A
        
          
        
        360000.00000000
        PA
        
        502815.64000000
        0.043536252144
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-08-19
          Variable
          2.62499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        26893.72000000
        0.002328590604
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5681232.92000000
            USD
            8101000.00000000
            NZD
            2021-10-08
            26893.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7975.71000000
        0.000690576215
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            570000.00000000
            EUR
            681177.93000000
            USD
            2021-09-15
            7975.71000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419B5X9
        
          
        
        39684.64000000
        PA
        USD
        43887.75000000
        0.003800017338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8728.31000000
        -0.00075574002
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            8187826.47000000
            GBP
            11249369.42000000
            USD
            2021-10-08
            -8728.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -89630.79000000
        -0.00776067481
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            6675068000.00000000
            KRW
            5664998.73000000
            USD
            2021-10-06
            -89630.79000000
          
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International, Inc.
        159864AG2
        
          
        
        3650000.00000000
        PA
        USD
        3762566.00000000
        0.325781477452
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EPUM4
        
          
        
        379209.48000000
        PA
        USD
        423170.70000000
        0.036640201357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410GAD6
        
          
        
        3450000.00000000
        PA
        USD
        3585516.00000000
        0.310451617303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410LDU3
        
          
        
        229073.70000000
        PA
        USD
        255650.43000000
        0.022135472121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2650.50000000
        0.000229493331
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            202527.39000000
            GBP
            281121.61000000
            USD
            2021-10-08
            2650.50000000
          
        
        
          N
          N
          N
        
      
      
        VTR Comunicaciones SpA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        N/A
        
          
        
        1200000.00000000
        PA
        USD
        1254000.00000000
        0.108577490129
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ENSU4
        
          
        
        454904.48000000
        PA
        USD
        507574.91000000
        0.043948333158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Benin
        635400Q11P6AE5A5Y230
        Benin Government Bond
        N/A
        
          
        
        1500000.00000000
        PA
        
        1859043.65000000
        0.160965146377
        Long
        DBT
        NUSS
        BJ
        N
        
        2
        
          2052-01-19
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7463.50000000
        -0.00064622655
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1764000.00000000
            EUR
            2076931.84000000
            USD
            2021-10-08
            -7463.50000000
          
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BM3
        
          
        
        238894000.00000000
        PA
        
        5687683.44000000
        0.492467617675
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-05-21
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        1941000.00000000
        PA
        
        2153559.54000000
        0.186465781257
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings, Inc.
        549300Z5YF8CCRMYUL26
        LPL Holdings, Inc.
        50212YAD6
        
          
        
        1315000.00000000
        PA
        USD
        1343009.50000000
        0.116284370597
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class B
        69290LAE7
        
          
        
        684965.82000000
        PA
        USD
        682395.83000000
        0.059085188593
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.49550120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -18553.74000000
        -0.00160647410
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            378215.76000000
            USD
            278537000.00000000
            CLP
            2021-09-21
            -18553.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -45319.79000000
        -0.00392401040
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            20919145.00000000
            BRL
            3982126.34000000
            USD
            2021-10-04
            -45319.79000000
          
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        2220000.00000000
        PA
        
        2644374.08000000
        0.228962919114
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-01-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER Group SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        N/A
        
          
        
        500000.00000000
        PA
        
        590729.23000000
        0.051148243332
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-13
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance Sarl
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        N/A
        
          
        
        206000.00000000
        PA
        
        242935.81000000
        0.021034577761
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-08-13
          Fixed
          0.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA Bond Co. Ltd.
        2138002EPF6QVRZBMC58
        AA Bond Co. Ltd.
        N/A
        
          
        
        1800000.00000000
        PA
        
        2592774.64000000
        0.224495185711
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-01-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp.
        549300NAS11NXI33CP80
        WMG Acquisition Corp.
        N/A
        
          
        
        1764000.00000000
        PA
        
        2091778.40000000
        0.181116466171
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913YAT7
        
          
        
        476000.00000000
        PA
        USD
        579235.46000000
        0.050153056172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        BXMT Ltd., Series 2021-FL4, Class AS
        05609GAC2
        
          
        
        1100000.00000000
        PA
        USD
        1099948.52000000
        0.095238955002
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.39550040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garfunkelux Holdco 3 SA
        2221007QVSNJV7EWBX69
        Garfunkelux Holdco 3 SA
        N/A
        
          
        
        2150000.00000000
        PA
        
        3099910.75000000
        0.268405525406
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-11-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cyprus
        213800IOEYYAHPDLUL60
        Republic of Cyprus
        N/A
        
          
        
        5311000.00000000
        PA
        
        6619194.36000000
        0.573122416496
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        N/A
        
          
        
        1100000.00000000
        PA
        USD
        1320011.00000000
        0.114293047307
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        3805000.00000000
        PA
        USD
        4152130.15000000
        0.359511858355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179WLP1
        
          
        
        250000.00000000
        PA
        USD
        259536.64000000
        0.022471959304
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peach Property Finance GmbH
        5299006REENAMLK8A121
        Peach Property Finance GmbH
        N/A
        
          
        
        3300000.00000000
        PA
        
        4065211.23000000
        0.351985990589
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS Trust
        N/A
        BBCMS Trust, Series 2021-C10, Class XA
        05551VBK8
        
          
        
        9837498.00000000
        PA
        USD
        981153.68000000
        0.084953113242
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.43394480
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
        
        890000.00000000
        PA
        
        1304311.57000000
        0.112933713410
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-05
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Federation
        N/A
        
          
        
        1200000.00000000
        PA
        USD
        1371192.00000000
        0.118724550115
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Aircraft Leasing Co. Ltd.
        N/A
        Global Aircraft Leasing Co. Ltd.
        37960JAA6
        
          
        
        3720000.00000000
        PA
        USD
        3687450.00000000
        0.319277564575
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
        
        1200000.00000000
        PA
        
        1454904.09000000
        0.125972754761
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-08-03
          Fixed
          1.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -119105.12000000
        -0.01031270732
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            9385371430.00000000
            KRW
            7973300.00000000
            USD
            2021-09-23
            -119105.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -23.73000000
        -0.00000205466
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            944782.35000000
            USD
            799538.44000000
            EUR
            2021-10-08
            -23.73000000
          
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Notas do Tesouro Nacional
        N/A
        
          
        
        20190000.00000000
        PA
        
        3955341.03000000
        0.342472888072
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WDKV2
        
          
        
        40581.94000000
        PA
        USD
        44444.00000000
        0.003848180200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866FAN4
        
          
        
        1748000.00000000
        PA
        USD
        1684215.48000000
        0.145827663202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
        
        1220000.00000000
        PA
        
        1521255.87000000
        0.131717818348
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-12-10
          Variable
          2.24999870
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1552800.00000000
        0.134449064332
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-01-15
          Fixed
          7.05290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAH4
        
          
        
        1695000.00000000
        PA
        USD
        1783987.50000000
        0.154466415607
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Series HH
        571903BG7
        
          
        
        1632000.00000000
        PA
        USD
        1664920.49000000
        0.144157008029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        N/A
        
          
        
        1190000.00000000
        PA
        
        1404772.14000000
        0.121632083863
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-02-16
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
        
        -487.00000000
        NC
        
        -1916962.52000000
        -0.16598004712
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2021-09-08
            -85444150.00000000
            EUR
            -1902393.09000000
          
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B26, Class XA
        08163EBE4
        
          
        
        19834157.47760000
        PA
        USD
        1349916.72000000
        0.116882431691
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          0.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings, Inc.
        549300Z5YF8CCRMYUL26
        LPL Holdings, Inc.
        50212YAC8
        
          
        
        3510000.00000000
        PA
        USD
        3637237.50000000
        0.314929919261
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4400.31000000
        -0.00038100049
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            172483.52000000
            USD
            122251.57000000
            GBP
            2021-09-15
            -4400.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4319.23000000
        -0.00037398018
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            506000.00000000
            EUR
            593585.56000000
            USD
            2021-10-08
            -4319.23000000
          
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        Charter Communications Operating LLC
        161175BT0
        
          
        
        942000.00000000
        PA
        USD
        1100181.21000000
        0.095259102447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        N/A
        Plains All American Pipeline LP
        72650RBM3
        
          
        
        1185000.00000000
        PA
        USD
        1255172.69000000
        0.108679027399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2021-L6, Class XA
        61692CBK3
        
          
        
        17503493.00000000
        PA
        USD
        1536442.61000000
        0.133032761021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.35631080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trustees of the University of Pennsylvania (The)
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania (The), Series 2020
        91481CAD2
        
          
        
        1894000.00000000
        PA
        USD
        1860207.04000000
        0.161065878408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        1139000.00000000
        PA
        
        1757313.76000000
        0.152156871954
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2055-06-03
          Variable
          3.99999850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        09857LAT5
        
          
        
        580000.00000000
        PA
        
        697525.99000000
        0.060395232292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TI Automotive Finance plc
        549300MZ54ZRN8UFQS35
        TI Automotive Finance plc
        N/A
        
          
        
        1050000.00000000
        PA
        
        1271650.04000000
        0.110105717437
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -117086.60000000
        -0.01013793393
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            49922000.00000000
            SEK
            5669562.47000000
            USD
            2021-10-08
            -117086.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7490.79000000
        0.000648589455
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            18893613.92000000
            EUR
            22321916.85000000
            USD
            2021-09-15
            7490.79000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10602.29000000
        -0.00091799843
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            162062925.00000000
            JPY
            1462656.50000000
            USD
            2021-09-15
            -10602.29000000
          
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2020-BN29, Class A4
        06541TBF5
        
          
        
        2230142.00000000
        PA
        USD
        2247615.83000000
        0.194609637636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Fixed
          1.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of British Columbia Canada
        54930058TO7MEKUHWL16
        Province of British Columbia
        110709GJ5
        
          
        
        765000.00000000
        PA
        
        657536.80000000
        0.056932771460
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2050-06-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410LK35
        
          
        
        22560.12000000
        PA
        USD
        24833.37000000
        0.002150195363
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -50236.92000000
        -0.00434975971
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            4966103.86000000
            USD
            3575227.93000000
            GBP
            2021-10-08
            -50236.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5932523.19000000
        0.513667047929
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            149496071.98000000
            EUR
            182495834.90000000
            USD
            2021-09-15
            5932523.19000000
          
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324PDT6
        
          
        
        670000.00000000
        PA
        USD
        756162.40000000
        0.065472261181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2021-CRE5, Class AS
        53947XAE2
        
          
        
        3300000.00000000
        PA
        USD
        3301028.94000000
        0.285819327870
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.84550040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2021-BN32, Class XA
        06542BBN6
        
          
        
        7829489.86540000
        PA
        USD
        462949.12000000
        0.040084412685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          0.89317800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comision Federal de Electricidad
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AK6
        
          
        
        1344000.00000000
        PA
        USD
        1347037.44000000
        0.116633129462
        Long
        DBT
        NUSS
        MX
        Y
        
        2
        
          2033-07-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        41800000.00000000
        PA
        
        504054.47000000
        0.043643516141
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2037-03-20
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20C, Class 1
        83162CVK6
        
          
        
        328942.55000000
        PA
        USD
        341579.83000000
        0.029575662376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        830000.00000000
        PA
        
        1153696.15000000
        0.099892689265
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-11-28
          Variable
          2.10499880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        1144000.00000000
        PA
        USD
        1308377.16000000
        0.113285732197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STWD Ltd.
        N/A
        STWD Ltd., Series 2021-FL2, Class B
        78486BAE4
        
          
        
        1223000.00000000
        PA
        USD
        1224509.67000000
        0.106024072254
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          1.88849880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BN4
        
          
        
        1696000.00000000
        PA
        USD
        1714567.49000000
        0.148455689570
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2031-03-11
          Fixed
          2.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABB0
        
          
        
        991000.00000000
        PA
        USD
        1069635.85000000
        0.092614334884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F022691
        
          
        
        2200000.00000000
        PA
        USD
        2284906.25000000
        0.197838425682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 5 Year Bond
        N/A
        
          
          
        
        -248.00000000
        NC
        
        9131.22000000
        0.000790625956
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Short
            
              
                Canada
                Canada 5 Year Bond
                
                  
                
              
            
            2021-12-20
            -31235600.00000000
            CAD
            9036.23000000
          
        
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        DaVita, Inc.
        23918KAT5
        
          
        
        3255000.00000000
        PA
        USD
        3216639.83000000
        0.278512503501
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2020-BN28, Class A4
        06540YAH2
        
          
        
        486818.00000000
        PA
        USD
        485378.04000000
        0.042026418937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          1.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        600000.00000000
        PA
        USD
        666876.00000000
        0.057741405348
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PBH0
        
          
        
        760000.00000000
        PA
        USD
        760657.70000000
        0.065861486374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advantage Sales & Marketing, Inc.
        549300T4O24KQDED1182
        Advantage Sales & Marketing, Inc.
        00775PAA5
        
          
        
        2355000.00000000
        PA
        USD
        2460975.00000000
        0.213083324378
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB International Finance III LLC
        50249AAD5
        
          
        
        585000.00000000
        PA
        USD
        686095.29000000
        0.059405506042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2020-FL3, Class AS
        59319WAB7
        
          
        
        714500.00000000
        PA
        USD
        726926.58000000
        0.062940880035
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2035-07-15
          Floating
          3.01448160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        Broadcom Corp.
        11134LAH2
        
          
        
        289000.00000000
        PA
        USD
        318914.33000000
        0.027613171864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries, Inc.
        54930064UHXCIUWVI755
        Standard Industries, Inc.
        N/A
        
          
        
        3250000.00000000
        PA
        
        3749854.44000000
        0.324680848042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        35335.81000000
        0.003059548294
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            41609000.00000000
            CNY
            6474919.78000000
            USD
            2021-09-15
            35335.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -458137.97000000
        -0.03966783964
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            8077756.95000000
            USD
            5902417000.00000000
            CLP
            2021-09-27
            -458137.97000000
          
        
        
          N
          N
          N
        
      
      
        TRTX Issuer Ltd.
        N/A
        TRTX Issuer Ltd., Series 2021-FL4, Class A
        87276WAA1
        
          
        
        762000.00000000
        PA
        USD
        762236.22000000
        0.065998162402
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.29274920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Oil Co. of the Azerbaijan Republic
        2549002HARR1VE257O76
        State Oil Co. of the Azerbaijan Republic
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        1240000.00000000
        0.107365301244
        Long
        DBT
        NUSS
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AU0
        
          
        
        792000.00000000
        PA
        USD
        889789.74000000
        0.077042373773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        12961.66000000
        0.001122284298
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            879921.60000000
            EUR
            1052198.81000000
            USD
            2021-09-15
            12961.66000000
          
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
        
        900000.00000000
        PA
        
        1108965.12000000
        0.096019656595
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-07-14
          Variable
          2.75000125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        49245.71000000
        0.004263935878
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            8352861.37000000
            USD
            270900000.00000000
            THB
            2021-09-20
            49245.71000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        8824000.00000000
        PA
        
        11412696.32000000
        0.988167401940
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2030-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RBA0
        
          
        
        992000.00000000
        PA
        USD
        1113486.80000000
        0.096411165898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        15851.22000000
        0.001372476621
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3319483.80000000
            USD
            2822655.98000000
            EUR
            2021-10-08
            15851.22000000
          
        
        
          N
          N
          N
        
      
      
        Cox Communications, Inc.
        5493001NEDZNIFRP2R92
        Cox Communications, Inc.
        224044CE5
        
          
        
        463000.00000000
        PA
        USD
        504094.00000000
        0.043646938843
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-02-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAD5
        
          
        
        1100000.00000000
        PA
        USD
        1216414.13000000
        0.105323120568
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7226.80000000
        -0.00062573190
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            4108393.11000000
            USD
            3470770.27000000
            EUR
            2021-10-08
            -7226.80000000
          
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA, Series NC5.
        N/A
        
          
        
        1206000.00000000
        PA
        
        1493403.75000000
        0.129306244756
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-10-13
          Variable
          2.62499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eutelsat SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        N/A
        
          
        
        800000.00000000
        PA
        
        996014.58000000
        0.086239843085
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-13
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        26408.02000000
        0.002286536308
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            5900457.51000000
            EUR
            6998565.70000000
            USD
            2021-10-08
            26408.02000000
          
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        570000.00000000
        PA
        
        680285.43000000
        0.058902459777
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-22
          Variable
          1.12499935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TriMas Corp.
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp.
        896215AH3
        
          
        
        4375000.00000000
        PA
        USD
        4456550.00000000
        0.385870026822
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAL8
        
          
        
        854000.00000000
        PA
        USD
        872939.27000000
        0.075583377170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co.
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co., Series A
        927804FX7
        
          
        
        591000.00000000
        PA
        USD
        655697.30000000
        0.056773498499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genm Capital Labuan Ltd.
        254900DWSHIWTSE0YG58
        Genm Capital Labuan Ltd.
        37231BAA6
        
          
        
        2096000.00000000
        PA
        USD
        2108979.04000000
        0.182605782215
        Long
        DBT
        CORP
        MY
        Y
        
        2
        
          2031-04-19
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        44808.13000000
        0.003879708367
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1232892.39000000
            GBP
            1739907.06000000
            USD
            2021-09-15
            44808.13000000
          
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        1699000.00000000
        PA
        
        2320397.07000000
        0.200911395505
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Investment Energy Resources Ltd.
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd.
        46143NAB6
        
          
        
        1120000.00000000
        PA
        USD
        1220800.00000000
        0.105702870773
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Insurance Co. Ltd.
        724500RPEZI5VVQQWE89
        Zurich Insurance Co. Ltd.
        N/A
        
          
        
        610000.00000000
        PA
        
        825474.16000000
        0.071473614401
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Variable
          3.49999944
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class XA
        95003DBP2
        
          
        
        15900000.00000000
        PA
        USD
        1883440.86000000
        0.163077576862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.68469920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        N/A
        
          
        
        155196000.00000000
        PA
        
        10201990.22000000
        0.883338510694
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-01-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen International Finance NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        N/A
        
          
        
        1100000.00000000
        PA
        
        1400746.40000000
        0.121283515486
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-17
          Variable
          3.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9354.28000000
        0.000809939588
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3737467.49000000
            USD
            412074927.00000000
            JPY
            2021-10-08
            9354.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        589.04000000
        0.000051001981
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            1379638.92000000
            USD
            12000000.00000000
            NOK
            2021-10-08
            589.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        741.09000000
        0.000064167218
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            299091.00000000
            EUR
            354155.99000000
            USD
            2021-10-08
            741.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -118491.59000000
        -0.01025958488
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4534822.03000000
            USD
            6036465.18000000
            AUD
            2021-09-15
            -118491.59000000
          
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        Avantor Funding, Inc.
        05352TAA7
        
          
        
        3615000.00000000
        PA
        USD
        3822501.00000000
        0.330970944654
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hammerson Ireland Finance DAC
        63540093EUHUMTGSHN61
        Hammerson Ireland Finance DAC
        N/A
        
          
        
        776000.00000000
        PA
        
        930999.15000000
        0.080610487256
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-06-03
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vivion Investments SARL
        529900SJ7X71ESJK9N76
        Vivion Investments SARL
        N/A
        
          
        
        2900000.00000000
        PA
        
        3415422.81000000
        0.295724111993
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2024-08-08
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
        549300U0XV0GGBTV6I72
        NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020
        44107HAF9
        
          
        
        1500000.00000000
        PA
        USD
        1453310.31000000
        0.125834757447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        250000.00000000
        PA
        USD
        260769.57000000
        0.022578712450
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Variable
          3.09099960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2020-FL4, Class AS
        58003UAC2
        
          
        
        647000.00000000
        PA
        USD
        655082.84000000
        0.056720295529
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-11-15
          Floating
          2.26447920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        831287.99000000
        0.071977004408
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            22607836.66000000
            GBP
            31914714.35000000
            USD
            2021-09-15
            831287.99000000
          
        
        
          N
          N
          N
        
      
      
        International Bank for Reconstruction & Development
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        N/A
        
          
        
        590000.00000000
        PA
        
        490062.36000000
        0.042432010411
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2025-06-24
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELUS Corp.
        L2TEUTQ8OSHMJWVLCE40
        TELUS Corp.
        87971MBV4
        
          
        
        1475000.00000000
        PA
        
        1186979.55000000
        0.102774529803
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-11-13
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -41871.08000000
        -0.00362540412
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            4595000.00000000
            CAD
            3599977.12000000
            USD
            2021-10-08
            -41871.08000000
          
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Notas do Tesouro Nacional
        N/A
        
          
        
        64009000.00000000
        PA
        
        12589903.07000000
        1.090095754634
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2023-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG
        N/A
        
          
        
        379000.00000000
        PA
        USD
        415999.50000000
        0.036019283576
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd.
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1535400.00000000
        0.132942486718
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        26280.25000000
        0.002275473353
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2500000.00000000
            AUD
            1855555.25000000
            USD
            2021-10-08
            26280.25000000
          
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        VICI Properties LP
        92564RAA3
        
          
        
        4055000.00000000
        PA
        USD
        4259442.96000000
        0.368803529462
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co., Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co., Inc.
        432833AN1
        
          
        
        649000.00000000
        PA
        USD
        644132.50000000
        0.055772161212
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class XAM
        3137FEZY9
        
          
        
        46683000.00000000
        PA
        USD
        452395.62000000
        0.039170638728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.24870960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3228.08000000
        0.000279503049
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3119627.92000000
            USD
            2271201.02000000
            GBP
            2021-10-08
            3228.08000000
          
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAN0
        
          
        
        1046000.00000000
        PA
        USD
        997298.24000000
        0.086350988683
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance Sarl
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        N/A
        
          
        
        300000.00000000
        PA
        
        347327.53000000
        0.030073326523
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2041-08-13
          Fixed
          1.33600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3611904.14000000
        0.312736432303
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            90727488.21000000
            EUR
            110766196.35000000
            USD
            2021-09-15
            3611904.14000000
          
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd.
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd.
        00205GAC1
        
          
        
        824000.00000000
        PA
        USD
        1026818.86000000
        0.088907029215
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-03-23
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        N/A
        
          
        
        975000.00000000
        PA
        
        1154657.32000000
        0.099975912093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entegris, Inc.
        IYX6OWO7BT5DKO3BYG52
        Entegris, Inc.
        29362UAD6
        
          
        
        3642000.00000000
        PA
        USD
        3763642.80000000
        0.325874712095
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Summer BC Holdco A SARL
        984500EFA0BRE0008996
        Summer BC Holdco A SARL
        N/A
        
          
        
        2140000.00000000
        PA
        
        2742088.79000000
        0.237423539497
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-10-31
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        903724AT9
        
          
        
        900000.00000000
        PA
        USD
        1000314.00000000
        0.086612108023
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emirates Development Bank PJSC
        5493002OSL5GLN4HID57
        Emirates Development Bank PJSC
        N/A
        
          
        
        1430000.00000000
        PA
        USD
        1438185.32000000
        0.124525161392
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2026-06-15
          Fixed
          1.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -109529.46000000
        -0.00948359957
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            108412000.00000000
            CNY
            16668767.97000000
            USD
            2021-09-15
            -109529.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        152084.54000000
        0.013168227783
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3829087294.00000000
            JPY
            34961011.41000000
            USD
            2021-09-15
            152084.54000000
          
        
        
          N
          N
          N
        
      
      
        Kohl's Corp.
        549300JF6LPRTRJ0FH50
        Kohl's Corp.
        500255AX2
        
          
        
        959000.00000000
        PA
        USD
        1006220.81000000
        0.087123548696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F032690
        
          
        
        1500000.00000000
        PA
        USD
        1586835.93000000
        0.137396062620
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sarens Finance Co. NV
        549300B68EWZ6IHPCL79
        Sarens Finance Co. NV
        N/A
        
          
        
        1311000.00000000
        PA
        
        1547963.25000000
        0.134030274718
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2027-02-21
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EHGM8
        
          
        
        26105.45000000
        PA
        USD
        28854.34000000
        0.002498350730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -292.97000000
        -0.00002536678
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            1500000.00000000
            EUR
            1772152.05000000
            USD
            2021-10-08
            -292.97000000
          
        
        
          N
          N
          N
        
      
      
        Novelis Sheet Ingot GmbH
        9845005E95899E77AY49
        Novelis Sheet Ingot GmbH
        N/A
        
          
        
        650000.00000000
        PA
        
        796421.78000000
        0.068958116392
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies, Inc.
        5493002MMDDCUNV7NY90
        Sensata Technologies, Inc.
        81728UAA2
        
          
        
        1834000.00000000
        PA
        USD
        1966965.00000000
        0.170309507872
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        17142000.00000000
        PA
        
        21185441.57000000
        1.834339771094
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2036-03-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eutelsat SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        N/A
        
          
        
        900000.00000000
        PA
        
        1172236.79000000
        0.101498029103
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13282.86000000
        -0.00115009537
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            27144000.00000000
            SEK
            3133081.52000000
            USD
            2021-10-08
            -13282.86000000
          
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAL0
        
          
        
        841000.00000000
        PA
        USD
        867391.40000000
        0.075103015288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        31675.63000000
        0.002742631900
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            2894867.36000000
            AUD
            2149879.03000000
            USD
            2021-10-08
            31675.63000000
          
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        N/A
        
          
        
        770000.00000000
        PA
        
        915132.61000000
        0.079236684154
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2031-08-18
          Variable
          0.62500045
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -134030.54000000
        -0.01160502363
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            4824372.42000000
            USD
            100991000.00000000
            CZK
            2021-09-15
            -134030.54000000
          
        
        
          N
          N
          N
        
      
      
        Ipoteka-Bank ATIB
        213800UWVX5JSNXJS434
        Ipoteka-Bank ATIB
        N/A
        
          
        
        2202000.00000000
        PA
        USD
        2272199.76000000
        0.196738235257
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2025-11-19
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
        
        519000.00000000
        PA
        USD
        786341.59000000
        0.068085323944
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7124.92000000
        0.000616910630
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            1356548.24000000
            USD
            29373000.00000000
            CZK
            2021-10-08
            7124.92000000
          
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAJ7
        
          
        
        1139000.00000000
        PA
        USD
        1310343.97000000
        0.113456028284
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2029-05-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -165.51000000
        -0.00001433067
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            401611.80000000
            EUR
            474391.05000000
            USD
            2021-10-08
            -165.51000000
          
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515BF0
        
          
        
        512000.00000000
        PA
        USD
        575141.06000000
        0.049798542874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -161252.64000000
        -0.01396204699
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            261197000.00000000
            THB
            7939118.54000000
            USD
            2021-10-04
            -161252.64000000
          
        
        
          N
          N
          N
        
      
      
        Commonwealth of Australia
        213800J6B7JSBDETCB42
        Commonwealth of Australia
        N/A
        
          
        
        12826000.00000000
        PA
        
        11578023.09000000
        1.002482207154
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2039-06-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        N/A
        
          
        
        750000.00000000
        PA
        
        898845.94000000
        0.077826504129
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-30
          Fixed
          1.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866FAQ7
        
          
        
        708000.00000000
        PA
        USD
        701417.72000000
        0.060732197424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        5493007HKNHP2VEB5M24
        Bancorp Commercial Mortgage Trust, Series 2018-CRE4, Class D
        05972LAG1
        
          
        
        250021.46000000
        PA
        USD
        248753.80000000
        0.021538327961
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-15
          Floating
          2.19549960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        600000.00000000
        PA
        
        676139.01000000
        0.058543442331
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-11
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140K8RB9
        
          
        
        258781.83000000
        PA
        USD
        269346.86000000
        0.023321376421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holcim Finance Luxembourg SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        N/A
        
          
        
        1390000.00000000
        PA
        
        1656945.91000000
        0.143466529655
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-04-06
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8107.88000000
        0.000702020144
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            790768.00000000
            CAD
            634844.99000000
            USD
            2021-10-08
            8107.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        15469.96000000
        0.001339465254
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1219030.17000000
            USD
            90734000.00000000
            RUB
            2021-09-23
            15469.96000000
          
        
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034WAB2
        
          
        
        1575000.00000000
        PA
        USD
        1682817.33000000
        0.145706604495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bahn Finance GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        N/A
        
          
        
        460000.00000000
        PA
        
        498143.26000000
        0.043131694494
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2050-12-08
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jersey Central Power & Light Co.
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co.
        476556DD4
        
          
        
        626000.00000000
        PA
        USD
        650978.67000000
        0.056364936296
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -153253.93000000
        -0.01326947932
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            197343533.49000000
            ZAR
            13407309.79000000
            USD
            2021-09-15
            -153253.93000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies, Inc.
        549300KY09TR3J12JU49
        SS&C Technologies, Inc.
        78466CAC0
        
          
        
        3805000.00000000
        PA
        USD
        4029304.75000000
        0.348877030878
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBV4
        
          
        
        1109000.00000000
        PA
        USD
        1200249.60000000
        0.103923516026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        23262.31000000
        0.002014165258
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            604020.00000000
            EUR
            736644.07000000
            USD
            2021-09-15
            23262.31000000
          
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        788000.00000000
        PA
        USD
        806426.57000000
        0.069824380338
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Low Income Investment Fund
        N/A
        Low Income Investment Fund, Series 2019
        54750AAB2
        
          
        
        840000.00000000
        PA
        USD
        907076.87000000
        0.078539178547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.71100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD Finance SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        N/A
        
          
        
        2495000.00000000
        PA
        
        3033996.87000000
        0.262698377356
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Variable
          5.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        BP Capital Markets BV
        7245003VD7E4T30HJD24
        BP Capital Markets BV
        N/A
        
          
        
        380000.00000000
        PA
        
        426650.98000000
        0.036941541124
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2040-12-04
          Fixed
          0.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        -23.00000000
        NC
        
        12008.82000000
        0.001039782723
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Short
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2021-12-20
            -3360990.00000000
            CAD
            11958.40000000
          
        
        
          N
          N
          N
        
      
      
        Euronet Worldwide, Inc.
        YG3575C4DSHJPA5KET68
        Euronet Worldwide, Inc.
        N/A
        
          
        
        980000.00000000
        PA
        
        1179523.25000000
        0.102128926662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co., Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co., Inc.
        432833AJ0
        
          
        
        3325000.00000000
        PA
        USD
        3391500.00000000
        0.293652757395
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM
        3137FVNL2
        
          
        
        3170959.00000000
        PA
        USD
        345497.55000000
        0.029914877850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.43624160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        50765.05000000
        0.004395487811
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            9411147.78000000
            USD
            305100000.00000000
            THB
            2021-10-04
            50765.05000000
          
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        N/A
        
          
        
        500000.00000000
        PA
        USD
        541974.00000000
        0.046926775626
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8766.22000000
        0.000759022460
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            6938238000.00000000
            KRW
            5990276.71000000
            USD
            2021-10-06
            8766.22000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd.
        N/A
        Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL2, Class C
        03881EAG2
        
          
        
        1359500.00000000
        PA
        USD
        1361181.70000000
        0.117857809087
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          2.04549840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance plc
        21380041YBGOQDFAC823
        BAT International Finance plc
        N/A
        
          
        
        731000.00000000
        PA
        
        1013035.38000000
        0.087713587697
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-06-26
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -75030.62000000
        -0.00649652025
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            49398000.00000000
            SEK
            5650879.62000000
            USD
            2021-10-08
            -75030.62000000
          
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        03523TBV9
        
          
        
        669000.00000000
        PA
        USD
        929979.76000000
        0.080522223454
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel SA
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        N/A
        
          
        
        800000.00000000
        PA
        
        957070.61000000
        0.082867882544
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-11-03
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Towers AG
        213800BBQO965UPQ7J59
        Vantage Towers AG
        N/A
        
          
        
        800000.00000000
        PA
        
        958585.75000000
        0.082999070820
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2030-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        578120.90000000
        0.050056552083
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            15705153.60000000
            GBP
            22171075.27000000
            USD
            2021-09-15
            578120.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7757.55000000
        -0.00067168684
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            189057901.00000000
            JPY
            1710903.36000000
            USD
            2021-09-15
            -7757.55000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Cyprus
        213800IOEYYAHPDLUL60
        Republic of Cyprus
        N/A
        
          
        
        6297000.00000000
        PA
        
        7510545.77000000
        0.650300007342
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2026-02-09
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Ultra Bond
        N/A
        
          
          
        
        123.00000000
        NC
        USD
        152971.66000000
        0.013245038998
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2021-12-21
            24265593.75000000
            USD
            152971.66000000
          
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd.
        549300R32WTQNHNN5055
        Bacardi Ltd.
        067316AG4
        
          
        
        728000.00000000
        PA
        USD
        911057.03000000
        0.078883800384
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2038-05-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13379.86000000
        -0.00115849411
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            18470000.00000000
            CNY
            2838730.74000000
            USD
            2021-10-08
            -13379.86000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VFD1
        
          
        
        802000.00000000
        PA
        USD
        930856.10000000
        0.080598101283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sun Communities Operating LP
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AE7
        
          
        
        438000.00000000
        PA
        USD
        446003.54000000
        0.038617180990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM
        3137F84L4
        
          
        
        3948102.00000000
        PA
        USD
        364139.76000000
        0.031529012118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.17214560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE Funding LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        N/A
        
          
        
        1450000.00000000
        PA
        USD
        1499355.10000000
        0.129821541922
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-20
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America, Inc.
        5493004KVU1HWZCP0C66
        Willis North America, Inc.
        970648AK7
        
          
        
        1295000.00000000
        PA
        USD
        1462798.21000000
        0.126656266513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
        
        510000.00000000
        PA
        
        612149.83000000
        0.053002944277
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-07-05
          Variable
          0.79999970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        23.61000000
        0.000002044269
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            119563900.00000000
            JPY
            1087167.22000000
            USD
            2021-10-08
            23.61000000
          
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BY4
        
          
        
        896000.00000000
        PA
        USD
        1128599.99000000
        0.097719740250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        N/A
        
          
        
        835000.00000000
        PA
        
        996668.90000000
        0.086296497330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -87582.53000000
        -0.00758332638
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            9882000.00000000
            CAD
            7744570.67000000
            USD
            2021-10-08
            -87582.53000000
          
        
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        4114700000.00000000
        PA
        
        50336864.45000000
        4.358413399490
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge, Inc.
        98TPTUM4IVMFCZBCUR27
        Enbridge, Inc.
        29250NAT2
        
          
        
        1400000.00000000
        PA
        
        1183272.70000000
        0.102453572491
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2077-09-27
          Variable
          5.37500095
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RMC3
        
          
        
        933000.00000000
        PA
        USD
        958382.43000000
        0.082981466374
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833CR9
        
          
        
        1781000.00000000
        PA
        USD
        1972083.49000000
        0.170752691921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAF5
        
          
        
        1095000.00000000
        PA
        USD
        1071266.76000000
        0.092755547097
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2031-07-13
          Fixed
          3.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen International Finance NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        N/A
        
          
        
        1310000.00000000
        PA
        
        1713865.95000000
        0.148394946785
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-20
          Variable
          3.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F022493
        
          
        
        1100000.00000000
        PA
        USD
        1150286.36000000
        0.099597452869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        44404.31000000
        0.003844743644
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1715889.90000000
            AUD
            1299764.29000000
            USD
            2021-09-15
            44404.31000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2019-FL2, Class A
        55282LAA4
        
          
        
        76501.50000000
        PA
        USD
        76524.91000000
        0.006625903237
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          1.29448080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO IV Ltd.
        635400THLJMIHHPCEN50
        Allegro CLO IV Ltd., Series 2016-1A, Class BR2
        01749TAQ3
        
          
        
        855495.00000000
        PA
        USD
        855597.66000000
        0.074081855249
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-01-15
          Floating
          1.67613120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        500000.00000000
        PA
        
        624049.99000000
        0.054033318683
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2026-06-01
          Variable
          2.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076BM3
        
          
        
        999000.00000000
        PA
        USD
        1087099.72000000
        0.094126442677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class AS
        03880VAC4
        
          
        
        450000.00000000
        PA
        USD
        450139.50000000
        0.038975292757
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.61448120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mong Duong Finance Holdings BV
        549300995KGQFMWSV879
        Mong Duong Finance Holdings BV
        N/A
        
          
        
        1700000.00000000
        PA
        USD
        1708500.00000000
        0.147930336432
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-07
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SJ8
        
          
        
        590000.00000000
        PA
        USD
        631691.80000000
        0.054694984193
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB Holdings BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        N/A
        
          
        
        800000.00000000
        PA
        
        949281.44000000
        0.082193457880
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-14
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        N/A
        
          
        
        86753000.00000000
        PA
        
        5511044.22000000
        0.477173324879
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2032-03-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9BH4
        
          
        
        468952.19000000
        PA
        USD
        529799.19000000
        0.045872620672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kapla Holding SAS
        894500PJ28XTH66K4X83
        Kapla Holding SAS
        N/A
        
          
        
        2280000.00000000
        PA
        
        2673453.68000000
        0.231480773964
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8481.36000000
        -0.00073435788
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1357128.31000000
            USD
            148324000.00000000
            JPY
            2021-10-08
            -8481.36000000
          
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
        
        800000.00000000
        PA
        
        963064.85000000
        0.083386893337
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2041-06-14
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KFYV1
        
          
        
        70335.96000000
        PA
        USD
        74354.51000000
        0.006437979326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        5620000.00000000
        PA
        
        6921818.63000000
        0.599325114813
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        1200000.00000000
        PA
        
        1472785.37000000
        0.127521003966
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-12-15
          Variable
          2.87499915
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -59910.17000000
        -0.00518731729
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            85000000.00000000
            CNY
            13065666.50000000
            USD
            2021-10-08
            -59910.17000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-buxl
        N/A
        
          
          
        
        -40.00000000
        NC
        
        -482880.53000000
        -0.04181017223
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-buxl
                
                  
                
              
            
            2021-09-08
            -8500800.00000000
            EUR
            -480826.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13699.49000000
        0.001186169250
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            2001098.08000000
            GBP
            2765169.35000000
            USD
            2021-10-08
            13699.49000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28273.18000000
        0.002448031038
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            2247114.00000000
            AUD
            1672508.97000000
            USD
            2021-10-08
            28273.18000000
          
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        1800000.00000000
        PA
        USD
        1939500.00000000
        0.167931453034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10003.81000000
        -0.00086617909
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            5209474.57000000
            EUR
            6145667.69000000
            USD
            2021-10-08
            -10003.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3865.26000000
        -0.00033467322
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1033707.13000000
            USD
            113285722.00000000
            JPY
            2021-09-15
            -3865.26000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        N/A
        
          
        
        1050000.00000000
        PA
        USD
        1036875.00000000
        0.089777739296
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankinter SA
        VWMYAEQSTOPNV0SUGU82
        Bankinter SA
        N/A
        
          
        
        600000.00000000
        PA
        
        712567.51000000
        0.061697601103
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-12-23
          Variable
          1.25000090
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Low Income Investment Fund
        N/A
        Low Income Investment Fund, Series 2019
        54750AAA4
        
          
        
        310000.00000000
        PA
        USD
        329779.76000000
        0.028553954255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.38600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP Carey, Inc.
        54930042CRNE713E3Q67
        WP Carey, Inc.
        92936UAG4
        
          
        
        1717000.00000000
        PA
        USD
        1724927.08000000
        0.149352673845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        79416.96000000
        0.006876311156
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            5022321.20000000
            AUD
            3754299.61000000
            USD
            2021-10-08
            79416.96000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        1220000.00000000
        PA
        USD
        1366481.59000000
        0.118316699641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Variable
          3.62199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2021-BN34, Class A5
        06541JAL5
        
          
        
        2917000.00000000
        PA
        USD
        3046230.39000000
        0.263757615711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-06-15
          Fixed
          2.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2661.42000000
        0.000230438838
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Suisse International
              E58DKGMJYYYJLN8C3868
            
            1651620.60000000
            USD
            1400000.00000000
            EUR
            2021-10-08
            2661.42000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Belgium
        549300SZ25JZFHRHWD76
        Kingdom of Belgium
        N/A
        
          
        
        3188000.00000000
        PA
        
        4708887.36000000
        0.407718637041
        Long
        DBT
        NUSS
        BE
        Y
        
        2
        
          2050-06-22
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4
        95002UAJ0
        
          
        
        968000.00000000
        PA
        USD
        981785.58000000
        0.085007826253
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          2.09200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1922.75000000
        0.000166481155
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            807181.81000000
            USD
            684735.96000000
            EUR
            2021-10-08
            1922.75000000
          
        
        
          N
          N
          N
        
      
      
        FS RIALTO
        N/A
        FS RIALTO, Series 2021-FL2, Class AS
        30319YAC2
        
          
        
        2483500.00000000
        PA
        USD
        2484267.40000000
        0.215100094977
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-04-16
          Floating
          1.64549880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAF8
        
          
        
        1093000.00000000
        PA
        USD
        1165929.12000000
        0.100951879998
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -11226.29000000
        -0.00097202742
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            24775699.72000000
            BRL
            4758700.78000000
            USD
            2021-10-04
            -11226.29000000
          
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC
        N/A
        CCO Holdings LLC
        1248EPCE1
        
          
        
        4840000.00000000
        PA
        USD
        5057122.40000000
        0.437870540246
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28626.87000000
        0.002478655259
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            737987.20000000
            EUR
            900231.47000000
            USD
            2021-09-15
            28626.87000000
          
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SK5
        
          
        
        12256000.00000000
        PA
        USD
        13478248.72000000
        1.167013091990
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        -177.00000000
        NC
        USD
        -7560.03000000
        -0.00065458459
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2021-12-21
            -23621203.13000000
            USD
            -7560.03000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CG2
        
          
        
        1153000.00000000
        PA
        USD
        1185501.47000000
        0.102646550364
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Variable
          2.09900160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140Q8AF2
        
          
        
        192518.10000000
        PA
        USD
        212038.49000000
        0.018359335769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        215478.54000000
        0.018657192224
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            21471689.51000000
            EUR
            25574757.60000000
            USD
            2021-09-15
            215478.54000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        4375000.00000000
        PA
        
        6013423.97000000
        0.520671835523
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        986000.00000000
        PA
        
        1168608.61000000
        0.101183883426
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2030-07-13
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        143258.57000000
        0.012404031874
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            10426030.59000000
            EUR
            12456990.06000000
            USD
            2021-09-15
            143258.57000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2021-FL6, Class B
        55283TAE8
        
          
        
        3800000.00000000
        PA
        USD
        3804740.12000000
        0.329433120274
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-16
          Floating
          1.74549960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        8661000.00000000
        PA
        
        11143177.05000000
        0.964831097412
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2032-03-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1494.64000000
        -0.00012941328
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            305016.17000000
            EUR
            358921.62000000
            USD
            2021-10-08
            -1494.64000000
          
        
        
          N
          N
          N
        
      
      
        Krung Thai Bank PCL
        54930007ZQMYCRFQGE36
        Krung Thai Bank PCL
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1511940.00000000
        0.130911204486
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2026-03-25
          Variable
          4.39999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        N/A
        
          
        
        700000.00000000
        PA
        
        836906.15000000
        0.072463452345
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2030-06-10
          Variable
          1.00000145
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        1329000.00000000
        PA
        USD
        1504268.85000000
        0.130246998574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        25880.22000000
        0.002240836787
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5686201.69000000
            USD
            114928462.28000000
            MXN
            2021-09-15
            25880.22000000
          
        
        
          N
          N
          N
        
      
      
        VGP NV
        315700NENYPIXFR94T49
        VGP NV
        N/A
        
          
        
        1200000.00000000
        PA
        
        1415624.79000000
        0.122571759699
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2029-04-08
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GFX2
        
          
        
        3425000.00000000
        PA
        USD
        3771053.71000000
        0.326516385147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telenet Finance Luxembourg Notes SARL
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes SARL
        N/A
        
          
        
        3100000.00000000
        PA
        
        3793011.79000000
        0.328417623755
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        872.91000000
        0.000075580842
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            501158.21000000
            EUR
            593056.49000000
            USD
            2021-10-08
            872.91000000
          
        
        
          N
          N
          N
        
      
      
        Wabtec Transportation Netherlands BV
        213800W8WKL7DR8NFE48
        Wabtec Transportation Netherlands BV
        N/A
        
          
        
        1349000.00000000
        PA
        
        1644200.58000000
        0.142362976272
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-12-03
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F030694
        
          
        
        3275000.00000000
        PA
        USD
        3425829.11000000
        0.296625140650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        14463.90000000
        0.001252355629
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            694329.60000000
            EUR
            834506.41000000
            USD
            2021-09-15
            14463.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        21243.56000000
        0.001839371950
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            4203316.80000000
            AUD
            3096852.50000000
            USD
            2021-10-08
            21243.56000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJT7
        
          
        
        1746000.00000000
        PA
        USD
        1814550.09000000
        0.157112675028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          2.68700040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        118593.78000000
        0.010268432996
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            11462243.31000000
            EUR
            13656151.07000000
            USD
            2021-09-15
            118593.78000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American Capital plc
        TINT358G1SSHR3L3PW36
        Anglo American Capital plc
        034863AW0
        
          
        
        451000.00000000
        PA
        USD
        554615.40000000
        0.048021330238
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-04-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        109195.83000000
        0.009454712244
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            6955457.80000000
            AUD
            5197869.26000000
            USD
            2021-09-15
            109195.83000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KHW31
        
          
        
        80002.55000000
        PA
        USD
        84602.61000000
        0.007325310248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC
        N/A
        Dell International LLC
        24703TAE6
        
          
        
        1518000.00000000
        PA
        USD
        1756672.16000000
        0.152101319069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group, Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939UAE6
        
          
        
        1145000.00000000
        PA
        USD
        1114839.12000000
        0.096528256417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        People's Republic of China
        300300CHN201808MOF68
        People's Republic of China
        N/A
        
          
        
        188970000.00000000
        PA
        
        30080258.75000000
        2.604496808226
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-11-19
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dar Al-Arkan Sukuk Co. Ltd.
        5493000UYHRBXEIYUQ69
        Dar Al-Arkan Sukuk Co. Ltd.
        N/A
        
          
        
        2000000.00000000
        PA
        USD
        2065040.00000000
        0.178801323936
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -56036.87000000
        -0.00485194792
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            8516088.42000000
            USD
            6153229.74000000
            GBP
            2021-09-15
            -56036.87000000
          
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2021-BN35, Class XA
        06540CBL0
        
          
        
        9547572.00000000
        PA
        USD
        783496.67000000
        0.067838996772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-08-15
          Variable
          1.15980840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd.
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd.
        052528AM8
        
          
        
        1133000.00000000
        PA
        USD
        1115132.92000000
        0.096553695067
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-11-25
          Variable
          2.57000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833BW9
        
          
        
        873000.00000000
        PA
        USD
        1108368.83000000
        0.095968026873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitbread Group plc
        2138006LIAYQKUCYBB20
        Whitbread Group plc
        N/A
        
          
        
        525000.00000000
        PA
        
        743876.00000000
        0.064408444216
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-05-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Republic
        2138003EKTMKZ5598902
        Hellenic Republic
        N/A
        
          
        
        5034000.00000000
        PA
        
        6494775.74000000
        0.562349640192
        Long
        DBT
        NUSS
        GR
        Y
        
        2
        
          2026-07-23
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138W9A75
        
          
        
        16112.17000000
        PA
        USD
        17649.77000000
        0.001528203929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Federative Republic of Brazil
        105756BY5
        
          
        
        1000000.00000000
        PA
        USD
        1064910.00000000
        0.092205147538
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2047-02-21
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62954HAD0
        
          
        
        2849000.00000000
        PA
        USD
        3124745.99000000
        0.270555882684
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335ALX4
        
          
        
        573090.85000000
        PA
        USD
        639694.31000000
        0.055387880885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3433.32000000
        -0.00029727373
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1155314.45000000
            USD
            974823.86000000
            EUR
            2021-10-08
            -3433.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2021-L5, Class XA
        61691YAP6
        
          
        
        5733286.80750000
        PA
        USD
        549994.20000000
        0.047621204004
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.42477560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER Group SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        N/A
        
          
        
        800000.00000000
        PA
        
        966677.19000000
        0.083699667508
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-08-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14840.41000000
        -0.00128495571
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            16000000.00000000
            CNY
            2455856.37000000
            USD
            2021-10-08
            -14840.41000000
          
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324PCQ3
        
          
        
        1031000.00000000
        PA
        USD
        1311039.68000000
        0.113516266279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658BN1
        
          
        
        2595000.00000000
        PA
        USD
        2652946.35000000
        0.229705148429
        Long
        DBT
        CORP
        PA
        
        Y
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta LLC
        N/A
        CF Hippolyta LLC, Series 2020-1, Class A1
        12530MAA3
        
          
        
        402267.05000000
        PA
        USD
        409903.25000000
        0.035491440255
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6295.11000000
        -0.00054506159
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            7361000.00000000
            CNY
            1130379.83000000
            USD
            2021-10-08
            -6295.11000000
          
        
        
          N
          N
          N
        
      
      
        Camelot Finance SA
        N/A
        Camelot Finance SA
        13323AAB6
        
          
        
        3570000.00000000
        PA
        USD
        3725473.50000000
        0.322569826294
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2026-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -931653.50000000
        -0.08066714409
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            18872891.14000000
            USD
            155981010.41000000
            NOK
            2021-09-15
            -931653.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -363.91000000
        -0.00003150911
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            293709.00000000
            EUR
            346691.46000000
            USD
            2021-10-08
            -363.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        52756.07000000
        0.004567880119
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            2247623.87000000
            USD
            20000000.00000000
            NOK
            2021-10-08
            52756.07000000
          
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
        
        648000.00000000
        PA
        USD
        731737.66000000
        0.063357447014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Enterprise Stone & Lime Co., Inc.
        549300O5DQ5Y61B8VF38
        New Enterprise Stone & Lime Co., Inc.
        644274AF9
        
          
        
        2445000.00000000
        PA
        USD
        2512237.50000000
        0.217521883858
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        N/A
        
          
        
        970000.00000000
        PA
        
        1264723.31000000
        0.109505967071
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2031-03-28
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7581.07000000
        -0.00065640634
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1400179.59000000
            USD
            1179112.50000000
            EUR
            2021-09-15
            -7581.07000000
          
        
        
          N
          N
          N
        
      
      
        Promontoria Holding 264 BV
        54930014SXEXD3RX1509
        Promontoria Holding 264 BV
        N/A
        
          
        
        1820000.00000000
        PA
        
        2105925.53000000
        0.182341394295
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-08-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
        
        3275000.00000000
        PA
        USD
        3661024.25000000
        0.316989493116
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        Business Jet Securities LLC, Series 2020-1A, Class A
        12327FAA5
        
          
        
        553406.90000000
        PA
        USD
        564469.17000000
        0.048874518129
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc.
        N/A
        
          
        
        695000.00000000
        PA
        
        751340.31000000
        0.065054740903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        N/A
        
          
        
        1300000.00000000
        PA
        USD
        1257640.80000000
        0.108892728507
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        BXMT Ltd., Series 2021-FL4, Class B
        05609GAE8
        
          
        
        2995500.00000000
        PA
        USD
        2995496.70000000
        0.259364843203
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.64549880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd.
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd.
        91127KAE2
        
          
        
        1200000.00000000
        PA
        USD
        1210869.78000000
        0.104843063465
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2031-10-14
          Variable
          2.00000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -207872.90000000
        -0.01799865849
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            427863000.00000000
            THB
            13062524.81000000
            USD
            2021-09-20
            -207872.90000000
          
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216BK6
        
          
        
        767000.00000000
        PA
        USD
        921654.79000000
        0.079801406590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM
        3137FTFW2
        
          
        
        1517000.00000000
        PA
        USD
        107956.55000000
        0.009347409283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.48127760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TXX6
        
          
        
        1040000.00000000
        PA
        USD
        1170458.85000000
        0.101344086309
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          3.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -208071.14000000
        -0.01801582308
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            188227000.00000000
            CNY
            28857669.08000000
            USD
            2021-10-08
            -208071.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        278.00000000
        NC
        USD
        39915.03000000
        0.003456039693
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-12-31
            61251218.75000000
            USD
            39915.03000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        1525000.00000000
        PA
        USD
        1539339.65000000
        0.133283600999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Variable
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16619.48000000
        0.001438996352
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1352113.63000000
            USD
            1060003000.00000000
            CLP
            2021-09-21
            16619.48000000
          
        
        
          N
          N
          N
        
      
      
        Arena Luxembourg Finance SARL
        222100KX2LPK5KRSIG74
        Arena Luxembourg Finance SARL
        N/A
        
          
        
        3460000.00000000
        PA
        
        3813348.55000000
        0.330178480500
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-02-01
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761J3R8
        
          
        
        1950000.00000000
        PA
        USD
        2116000.50000000
        0.183213734770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738AV0
        
          
        
        669000.00000000
        PA
        USD
        818539.49000000
        0.070873176551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA, Series 9.5Y
        N/A
        
          
        
        1195000.00000000
        PA
        
        1416612.02000000
        0.122657238930
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-06-08
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uzbek Industrial and Construction Bank ATB
        213800C2NIFPFTXYIU69
        Uzbek Industrial and Construction Bank ATB
        N/A
        
          
        
        1930000.00000000
        PA
        USD
        2024377.00000000
        0.175280521320
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2024-12-02
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd.
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd.
        303901BF8
        
          
        
        1075000.00000000
        PA
        USD
        1232721.87000000
        0.106735124937
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Kingdom of Great Britain and Northern Ireland
        ECTRVYYCEF89VWYS6K36
        United Kingdom of Great Britain and Northern Ireland
        N/A
        
          
        
        641000.00000000
        PA
        
        1023892.69000000
        0.088653667019
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2049-01-22
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM
        3137F62R7
        
          
        
        1901519.00000000
        PA
        USD
        186858.66000000
        0.016179142194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.26291240
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        44.00000000
        NC
        USD
        13762.67000000
        0.001191639685
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2021-12-21
            7170625.00000000
            USD
            13762.67000000
          
        
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        900000.00000000
        PA
        
        1149344.65000000
        0.099515914984
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-03-26
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        170843.72000000
        0.014792489889
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            4404270.51000000
            EUR
            5372536.16000000
            USD
            2021-09-15
            170843.72000000
          
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Sultanate of Oman Government Bond
        N/A
        
          
        
        2050000.00000000
        PA
        USD
        2135382.50000000
        0.184891923697
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2051-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -12323.32000000
        -0.00106701368
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            950000.00000000
            GBP
            1293907.69000000
            USD
            2021-10-08
            -12323.32000000
          
        
        
          N
          N
          N
        
      
      
        Clearway Energy Operating LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
        
        3215000.00000000
        PA
        USD
        3266745.43000000
        0.282850892887
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C
        55282XAG5
        
          
        
        645000.00000000
        PA
        USD
        646002.98000000
        0.055934116574
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.86447960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
        
        600000.00000000
        PA
        
        709746.46000000
        0.061453340713
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-11-24
          Fixed
          0.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140JPLF0
        
          
        
        216081.74000000
        PA
        USD
        237883.30000000
        0.020597106585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69369EAD1
        
          
        
        900000.00000000
        PA
        USD
        1128387.46000000
        0.097701338357
        Long
        DBT
        NUSS
        ID
        Y
        
        2
        
          2042-05-03
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELO SACA
        969500ASEC557H5A4F22
        ELO SACA
        N/A
        
          
        
        700000.00000000
        PA
        
        954851.27000000
        0.082675721166
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XAW0
        
          
        
        2777000.00000000
        PA
        USD
        3098261.85000000
        0.268262755531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Energia Chile SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        N/A
        
          
        
        600000.00000000
        PA
        USD
        655133.38000000
        0.056724671531
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        41.17000000
        0.000003564701
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2891.82000000
            GBP
            4017.12000000
            USD
            2021-09-15
            41.17000000
          
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class C
        69290LAG2
        
          
        
        468476.62000000
        PA
        USD
        466718.90000000
        0.040410818786
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.74549960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Finance plc
        2138001LVYC87DDHT482
        Virgin Media Finance plc
        N/A
        
          
        
        2950000.00000000
        PA
        
        3500976.89000000
        0.303131805196
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBK6
        
          
        
        1876000.00000000
        PA
        USD
        1990638.03000000
        0.172359235289
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grand City Properties SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        N/A
        
          
        
        700000.00000000
        PA
        
        815135.49000000
        0.070578441482
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-11
          Variable
          1.50000035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        24168.00000000
        0.002092584355
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            5749191.52000000
            USD
            160000000.00000000
            TWD
            2021-11-22
            24168.00000000
          
        
        
          N
          N
          N
        
      
      
        Lseg Netherlands BV
        213800JCR9B7CYW7U265
        Lseg Netherlands BV
        N/A
        
          
        
        720000.00000000
        PA
        
        854409.26000000
        0.073978957730
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
        
        1000000.00000000
        PA
        
        1286564.09000000
        0.111397049268
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2029-06-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -49731.04000000
        -0.00430595813
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            41689000.00000000
            THB
            1243148.95000000
            USD
            2021-10-04
            -49731.04000000
          
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448CAS3
        
          
        
        1631000.00000000
        PA
        USD
        1774695.26000000
        0.153661847747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAS0
        
          
        
        558000.00000000
        PA
        USD
        562065.86000000
        0.048666427724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF Ltd.
        54930083ELM2GCMVTQ91
        KREF Ltd., Series 2021-FL2, Class B
        48275RAE7
        
          
        
        2155000.00000000
        PA
        USD
        2155000.00000000
        0.186590503372
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2039-02-15
          Floating
          1.74300120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        68312.07000000
        0.005914795140
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            9422180.74000000
            USD
            8031695.81000000
            EUR
            2021-10-08
            68312.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3514.73000000
        0.000304322617
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            600000.00000000
            EUR
            712492.74000000
            USD
            2021-10-08
            3514.73000000
          
        
        
          N
          N
          N
        
      
      
        Banco Industrial SA
        529900GF99QF67JEQU85
        Banco Industrial SA
        N/A
        
          
        
        700000.00000000
        PA
        USD
        721000.00000000
        0.062427727578
        Long
        DBT
        CORP
        GT
        N
        
        2
        
          2031-01-29
          Variable
          4.87500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -17903.99000000
        -0.00155021554
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1002225.74000000
            USD
            1396894.55000000
            NZD
            2021-09-15
            -17903.99000000
          
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        N/A
        
          
        
        570000.00000000
        PA
        
        688307.92000000
        0.059597086435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Builders & Contractors Supply Co., Inc.
        549300H5GQ4C1BEKG397
        American Builders & Contractors Supply Co., Inc.
        024747AF4
        
          
        
        2845000.00000000
        PA
        USD
        2938600.50000000
        0.254438490257
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CR8
        
          
        
        905000.00000000
        PA
        
        1256549.76000000
        0.108798260895
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-07-24
          Variable
          1.74999980
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DT2
        
          
        
        1754000.00000000
        PA
        USD
        1785063.34000000
        0.154559567128
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Mondiale SAM
        969500L0T16HX3R78P61
        La Mondiale SAM
        N/A
        
          
        
        700000.00000000
        PA
        
        920512.46000000
        0.079702498037
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-04-24
          Variable
          4.37499950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KE2N7
        
          
        
        79488.10000000
        PA
        USD
        84044.57000000
        0.007276992399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Interest Rate Swaption
        N/A
        
          
        
        77000000.00000000
        PA
        USD
        1412212.26000000
        0.122276286061
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            Put
            Purchased
            
              
                N/A
                United States 10-Year Bond
                
                  
                
              
            
            1.00000000
            1.75000000
            USD
            2022-09-19
            XXXX
            746162.26000000
          
        
        
          N
          N
          N
        
      
      
        Star Energy Geothermal Wayang Windu Ltd.
        N/A
        Star Energy Geothermal Wayang Windu Ltd.
        N/A
        
          
        
        886700.00000000
        PA
        USD
        1019705.00000000
        0.088291076213
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2033-04-24
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DS Smith plc
        39RSBE4RCI4M15BLWH36
        DS Smith plc
        N/A
        
          
        
        530000.00000000
        PA
        
        643009.44000000
        0.055674921152
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        N/A
        
          
        
        550000.00000000
        PA
        
        654737.68000000
        0.056690409878
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-06-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TI Automotive Finance plc
        549300MZ54ZRN8UFQS35
        TI Automotive Finance plc
        N/A
        
          
        
        2590000.00000000
        PA
        
        3136736.77000000
        0.271594103415
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140E0X91
        
          
        
        57814.37000000
        PA
        USD
        63623.64000000
        0.005508847802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        83405.40000000
        0.007221649916
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            13556010.67000000
            USD
            118581000.00000000
            NOK
            2021-09-15
            83405.40000000
          
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        N/A
        
          
        
        1600000.00000000
        PA
        USD
        1625142.69000000
        0.140712850384
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        710000.00000000
        PA
        
        851169.32000000
        0.073698427783
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Variable
          1.10600110
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418XGC6
        
          
        
        414282.11000000
        PA
        USD
        467244.10000000
        0.040456293186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VGH1
        
          
        
        802000.00000000
        PA
        USD
        823263.67000000
        0.071282219300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordstrom, Inc.
        549300S3IZB5P35KNV16
        Nordstrom, Inc.
        655664AY6
        
          
        
        597000.00000000
        PA
        USD
        621368.48000000
        0.053801140353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co.
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co.
        842400GT4
        
          
        
        598000.00000000
        PA
        USD
        609391.51000000
        0.052764115360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millicom International Cellular SA
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        N/A
        
          
        
        720000.00000000
        PA
        USD
        750600.00000000
        0.064990641220
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -36636.29000000
        -0.00317215025
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            746825.99000000
            USD
            550000000.00000000
            CLP
            2021-09-21
            -36636.29000000
          
        
        
          N
          N
          N
        
      
      
        National Grid Gas plc
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas plc
        N/A
        
          
        
        868000.00000000
        PA
        
        1104431.85000000
        0.095627143773
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAG6
        
          
        
        1336000.00000000
        PA
        USD
        1451740.33000000
        0.125698820853
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Muthoot Finance Ltd.
        335800HAMJMBFL4RRF02
        Muthoot Finance Ltd.
        62828M2B6
        
          
        
        1000000.00000000
        PA
        USD
        1025000.00000000
        0.088749543367
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-09-02
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B27, Class XA
        08163HAG3
        
          
        
        20382936.56460000
        PA
        USD
        2000098.07000000
        0.173178332099
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.38961080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Iceland
        254900IPCJWRC6XAJN15
        Iceland Government Bond
        N/A
        
          
        
        1355750000.00000000
        PA
        
        11815745.32000000
        1.023065367506
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2021-FL6, Class AS
        55283TAC2
        
          
        
        2500000.00000000
        PA
        USD
        2502335.50000000
        0.216664519977
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-16
          Floating
          1.54550160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        1093000.00000000
        PA
        USD
        1266094.07000000
        0.109624654217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
        
        1900000.00000000
        PA
        USD
        2044875.00000000
        0.177055339017
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Money UK plc
        213800ZK9VGCYYR6O495
        Virgin Money UK plc
        N/A
        
          
        
        1200000.00000000
        PA
        
        1838416.24000000
        0.159179123725
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-11
          Variable
          5.12500150
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 Capital BV
        N/A
        MV24 Capital BV
        N/A
        
          
        
        1587409.00000000
        PA
        USD
        1727910.57000000
        0.149610999089
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F020497
        
          
        
        550000.00000000
        PA
        USD
        569113.52000000
        0.049276648804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CD4
        
          
        
        1265000.00000000
        PA
        USD
        1276686.32000000
        0.110541783339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          2.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust
        N/A
        BBCMS Mortgage Trust, Series 2020-C7, Class XA
        05492VAG0
        
          
        
        1443886.45690000
        PA
        USD
        149995.11000000
        0.012987314653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Variable
          1.74203640
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Development Bank
        300300C1020111000029
        China Development Bank
        N/A
        
          
        
        106640000.00000000
        PA
        
        16671657.26000000
        1.443514116098
        Long
        DBT
        USGA
        CN
        N
        
        2
        
          2029-09-20
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics, Inc.
        549300YNNLBXT8N8R512
        Arrow Electronics, Inc.
        042735BG4
        
          
        
        506000.00000000
        PA
        USD
        536630.98000000
        0.046464150665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class XAM
        3137F4D82
        
          
        
        46151000.00000000
        PA
        USD
        949441.45000000
        0.082207312333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.42744600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        N/A
        
          
        
        1900000.00000000
        PA
        
        2229515.77000000
        0.193042445383
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2030-09-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        254900W94OCY91V32O78
        Republic of Serbia
        N/A
        
          
        
        2056000.00000000
        PA
        
        2403345.78000000
        0.208093502954
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER Group SA
        391200OYYFJ3DWAMEC69
        ADLER Group SA
        N/A
        
          
        
        1900000.00000000
        PA
        
        2152117.60000000
        0.186340930997
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-01-14
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        36494.07000000
        0.003159836144
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            15186000.00000000
            AUD
            11148242.14000000
            USD
            2021-10-08
            36494.07000000
          
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B28, Class XA
        08163GAZ3
        
          
        
        21151062.00000000
        PA
        USD
        2101169.77000000
        0.181929617194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.40569920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        309600000.00000000
        PA
        
        2787117.61000000
        0.241322356291
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2050-09-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        N/A
        
          
        
        740000.00000000
        PA
        
        883387.28000000
        0.076488017284
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-17
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -137831.79000000
        -0.01193415455
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            6277717.81000000
            USD
            7121945300.00000000
            KRW
            2021-10-06
            -137831.79000000
          
        
        
          N
          N
          N
        
      
      
        Province of Alberta Canada
        LQPXMHHNJKIPJYE53543
        Province of Alberta
        013051DB0
        
          
        
        760000.00000000
        PA
        
        783679.78000000
        0.067854851337
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6338.29000000
        0.000548800334
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            94231505.74000000
            SEK
            10927180.86000000
            USD
            2021-09-15
            6338.29000000
          
        
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust
        N/A
        BBCMS Mortgage Trust, Series 2021-C9, Class XA
        05493EAZ5
        
          
        
        15277039.08650000
        PA
        USD
        1889325.17000000
        0.163587069375
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.76707440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q-Park Holding I BV
        2549003839B7HE3NDP48
        Q-Park Holding I BV
        N/A
        
          
        
        3400000.00000000
        PA
        
        3803625.55000000
        0.329336615319
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        30998.43000000
        0.002683996592
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5675859.09000000
            USD
            184000000.00000000
            THB
            2021-09-20
            30998.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -34773.65000000
        -0.00301087371
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            35000000.00000000
            CNY
            5369875.57000000
            USD
            2021-10-08
            -34773.65000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        14437.45000000
        0.001250065458
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            1045128.54000000
            USD
            4058000.00000000
            PLN
            2021-10-08
            14437.45000000
          
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        N/A
        
          
        
        625000.00000000
        PA
        
        741211.39000000
        0.064177729171
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-01-19
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        960386AM2
        
          
        
        2127000.00000000
        PA
        USD
        2475817.73000000
        0.214368480973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
        
        681000.00000000
        PA
        
        833624.48000000
        0.072179309209
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-06-16
          Variable
          1.25000090
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Banque Postale SA
        96950066U5XAAIRCPA78
        La Banque Postale SA
        N/A
        
          
        
        800000.00000000
        PA
        
        951295.33000000
        0.082367830385
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-26
          Variable
          0.87499990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class C
        03881CAG6
        
          
        
        204000.00000000
        PA
        USD
        204253.78000000
        0.017685297274
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          2.09549880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        2800000.00000000
        PA
        
        3693594.76000000
        0.319809608130
        Long
        DBT
        NUSS
        CI
        
        N
        
        2
        
          2040-10-17
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556CK6
        
          
        
        1011000.00000000
        PA
        USD
        1020153.81000000
        0.088329936392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABL0
        
          
        
        1680000.00000000
        PA
        USD
        2184619.60000000
        0.189155114079
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-08
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA
        95003CBU3
        
          
        
        9448961.13230000
        PA
        USD
        1092785.58000000
        0.094618752413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.68702840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2016 Ltd.
        3003006V8BHG5158QO96
        State Grid Overseas Investment 2016 Ltd.
        N/A
        
          
        
        1523000.00000000
        PA
        USD
        1682295.05000000
        0.145661382923
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-05-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ooredoo International Finance Ltd.
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd.
        N/A
        
          
        
        1180000.00000000
        PA
        USD
        1215400.00000000
        0.105235312203
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2020-B18, Class XA
        08163AAF0
        
          
        
        12955195.06310000
        PA
        USD
        1434545.59000000
        0.124210015660
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Variable
          1.91848320
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4212.04000000
        0.000364699147
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            985507.00000000
            EUR
            1168716.69000000
            USD
            2021-10-08
            4212.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        25309.04000000
        0.002191381212
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2626807.16000000
            GBP
            3636895.95000000
            USD
            2021-09-15
            25309.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2255.02000000
        0.000195250727
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            17399840.58000000
            ZAR
            1194076.19000000
            USD
            2021-10-08
            2255.02000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA
        31381TZT0
        
          
        
        322341.34000000
        PA
        USD
        322925.90000000
        0.027960513333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-03-01
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Sheet Ingot GmbH
        9845005E95899E77AY49
        Novelis Sheet Ingot GmbH
        N/A
        
          
        
        1845000.00000000
        PA
        
        2260612.59000000
        0.195734961066
        Long
        DBT
        CORP
        DE
        
        Y
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Australia
        213800J6B7JSBDETCB42
        Commonwealth of Australia
        N/A
        
          
        
        12362000.00000000
        PA
        
        8489701.67000000
        0.735080142962
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -81140.81000000
        -0.00702557057
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            11558638.99000000
            USD
            8347902.23000000
            GBP
            2021-09-15
            -81140.81000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Republic of Senegal
        N/A
        
          
        
        1400000.00000000
        PA
        USD
        1506120.00000000
        0.130407280250
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2033-05-23
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziggo BV
        213800TQASLF9JXH5J59
        Ziggo BV
        N/A
        
          
        
        2160000.00000000
        PA
        
        2627085.63000000
        0.227466000048
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132L6HF1
        
          
        
        46971.96000000
        PA
        USD
        51923.60000000
        0.004495800770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Gas Corridor CJSC
        213800DG58KG59XY6318
        Southern Gas Corridor CJSC
        N/A
        
          
        
        1420000.00000000
        PA
        USD
        1682274.00000000
        0.145659560310
        Long
        DBT
        NUSS
        AZ
        N
        
        2
        
          2026-03-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Kingdom of Great Britain and Northern Ireland
        ECTRVYYCEF89VWYS6K36
        United Kingdom of Great Britain and Northern Ireland
        N/A
        
          
        
        1647000.00000000
        PA
        
        2209489.44000000
        0.191308467194
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2030-10-22
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EC4
        
          
        
        1951000.00000000
        PA
        USD
        1970772.98000000
        0.170639221517
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        N/A
        
          
        
        650000.00000000
        PA
        
        767488.79000000
        0.066452955758
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-01-16
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABX4
        
          
        
        1492000.00000000
        PA
        USD
        1485483.87000000
        0.128620502577
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        035240AM2
        
          
        
        1112000.00000000
        PA
        USD
        1327014.07000000
        0.114899407565
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        Sirius XM Radio, Inc.
        82967NBC1
        
          
        
        4540000.00000000
        PA
        USD
        4971300.00000000
        0.430439614577
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076BN1
        
          
        
        519000.00000000
        PA
        USD
        546449.15000000
        0.047314256132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -167.32000000
        -0.00001448738
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1400000.00000000
            EUR
            1654114.70000000
            USD
            2021-10-08
            -167.32000000
          
        
        
          N
          N
          N
        
      
      
        People's Republic of China
        300300CHN201808MOF68
        People's Republic of China
        N/A
        
          
        
        286090000.00000000
        PA
        
        43325159.39000000
        3.751305475294
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-05-21
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7779.43000000
        -0.00067358132
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3086380.07000000
            USD
            2239014.83000000
            GBP
            2021-10-08
            -7779.43000000
          
        
        
          N
          N
          N
        
      
      
        Adani Transmission Ltd.
        549300PLH866JQ6LXE52
        Adani Transmission Ltd.
        N/A
        
          
        
        1215500.00000000
        PA
        USD
        1257838.37000000
        0.108909835090
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2036-05-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM
        3137FUZG2
        
          
        
        7523890.00000000
        PA
        USD
        1083435.65000000
        0.093809189468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.90567440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13322.69000000
        0.001153544052
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            683344.00000000
            AUD
            513263.10000000
            USD
            2021-09-15
            13322.69000000
          
        
        
          N
          N
          N
        
      
      
        Kingdom of Belgium
        549300SZ25JZFHRHWD76
        Kingdom of Belgium
        N/A
        
          
        
        5160000.00000000
        PA
        
        6015025.02000000
        0.520810462309
        Long
        DBT
        NUSS
        BE
        Y
        
        2
        
          2040-06-22
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Metal Packaging Finance USA LLC
        N/A
        Ardagh Metal Packaging Finance USA LLC
        N/A
        
          
        
        1800000.00000000
        PA
        
        2130323.32000000
        0.184453874999
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galp Energia SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        N/A
        
          
        
        1400000.00000000
        PA
        
        1742995.76000000
        0.150917149064
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2026-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp.
        549300S34SOJ0RULXM35
        State Board of Administration Finance Corp.
        341271AF1
        
          
        
        1556000.00000000
        PA
        USD
        1596367.15000000
        0.138221322545
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA
        N/A
        CANPACK SA
        N/A
        
          
        
        2100000.00000000
        PA
        USD
        2131500.00000000
        0.184555757743
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp.
        303250AF1
        
          
        
        4165000.00000000
        PA
        USD
        4310775.00000000
        0.373248110057
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
        
        300000.00000000
        PA
        
        350048.69000000
        0.030308937945
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2051-09-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neste OYJ
        5493009GY1X8GQ66AM14
        Neste OYJ
        N/A
        
          
        
        600000.00000000
        PA
        
        732901.44000000
        0.063458212812
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-06-07
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        N/A
        
          
        
        720000.00000000
        PA
        
        952474.75000000
        0.082469950372
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        16119.15000000
        0.001395675318
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2772000.00000000
            EUR
            3291597.54000000
            USD
            2021-10-08
            16119.15000000
          
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2021-CRE5, Class B
        53947XAG7
        
          
        
        1395500.00000000
        PA
        USD
        1395934.14000000
        0.120866846337
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          2.09549880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TriNet Group, Inc.
        5299003FJVBETSFKE990
        TriNet Group, Inc.
        896288AA5
        
          
        
        3485000.00000000
        PA
        USD
        3511137.50000000
        0.304011560804
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAC5
        
          
        
        491000.00000000
        PA
        USD
        540666.16000000
        0.046813536404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAF5
        
          
        
        505000.00000000
        PA
        USD
        556683.94000000
        0.048200434609
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dana, Inc.
        KVWHW7YLZPFJM8QYNJ51
        Dana, Inc.
        235825AH9
        
          
        
        3155000.00000000
        PA
        USD
        3280505.90000000
        0.284042342086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate LLC
        N/A
        Alliant Holdings Intermediate LLC
        01883LAA1
        
          
        
        2580000.00000000
        PA
        USD
        2683200.00000000
        0.232324658305
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Road Investors Partnership II LP
        N/A
        Toll Road Investors Partnership II LP
        88948ABC0
        
          
        
        1754000.00000000
        PA
        USD
        1421845.32000000
        0.123110363794
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        38567.19000000
        0.003339337074
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            994244.00000000
            EUR
            1212825.56000000
            USD
            2021-09-15
            38567.19000000
          
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        700000.00000000
        PA
        
        1099632.53000000
        0.095211595033
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-01-22
          Variable
          5.87499985
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AA Bond Co. Ltd.
        2138002EPF6QVRZBMC58
        AA Bond Co. Ltd.
        N/A
        
          
        
        100000.00000000
        PA
        
        140289.08000000
        0.012146918818
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2028-07-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SQ2
        
          
        
        13604000.00000000
        PA
        USD
        12076738.51000000
        1.045663442076
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd.
        N/A
        Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL2, Class B
        03881EAE7
        
          
        
        418000.00000000
        PA
        USD
        418258.74000000
        0.036214899692
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          1.69549920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Logicor Financing SARL
        254900IS16Q1A2TQFN22
        Logicor Financing SARL
        N/A
        
          
        
        830000.00000000
        PA
        
        962156.69000000
        0.083308260375
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2031-01-14
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital (The)
        5493009DCR7NWV6K4T34
        Toledo Hospital (The), Series AGMC
        889184AG2
        
          
        
        675000.00000000
        PA
        USD
        981875.63000000
        0.085015623225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -17238.85000000
        -0.00149262445
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4000000.00000000
            EUR
            4709281.20000000
            USD
            2021-10-08
            -17238.85000000
          
        
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        Business Jet Securities LLC, Series 2021-1A, Class A
        12327BAA4
        
          
        
        564955.39000000
        PA
        USD
        568768.78000000
        0.049246799518
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
        
        1050000.00000000
        PA
        
        1273385.74000000
        0.110256002883
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-22
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473PAH8
        
          
        
        1406000.00000000
        PA
        USD
        1497823.43000000
        0.129688922397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI Property Group SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        N/A
        
          
        
        550000.00000000
        PA
        
        642831.35000000
        0.055659501243
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -78885.19000000
        -0.00683026789
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5675205.14000000
            USD
            7061000.00000000
            CAD
            2021-10-08
            -78885.19000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        46421.88000000
        0.004019434782
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            7128000.00000000
            CAD
            5695843.86000000
            USD
            2021-10-08
            46421.88000000
          
        
        
          N
          N
          N
        
      
      
        Gazprom PJSC
        213800UNP9N6BPNYMQ45
        Gazprom PJSC
        N/A
        
          
        
        1300000.00000000
        PA
        USD
        1303205.02000000
        0.112837902867
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-02-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        700000.00000000
        PA
        
        825898.49000000
        0.071510354980
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-17
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        59155000.00000000
        PA
        
        70622570.98000000
        6.114849683802
        Long
        DBT
        NUSS
        IT
        Y
        
        2
        
          2028-07-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        UMBS
        3133A67D7
        
          
        
        128352.44000000
        PA
        USD
        136536.05000000
        0.011821963015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4496.65000000
        0.000389342082
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2814456.35000000
            AUD
            2063862.51000000
            USD
            2021-10-08
            4496.65000000
          
        
        
          N
          N
          N
        
      
      
        Rogers Communications, Inc.
        54930030NVF3Y2OL0A78
        Rogers Communications, Inc.
        775109BP5
        
          
        
        532000.00000000
        PA
        USD
        564773.54000000
        0.048900871981
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        946000.00000000
        PA
        USD
        965380.55000000
        0.083587398037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        700000.00000000
        PA
        
        845865.69000000
        0.073239213402
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-02-17
          Variable
          1.37499880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ETDS2
        
          
        
        79055.80000000
        PA
        USD
        86791.11000000
        0.007514801347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        549300GL0Y86051URC66
        BANK, Series 2018-BN10, Class A5
        065404BB0
        
          
        
        2924308.00000000
        PA
        USD
        3284838.91000000
        0.284417515412
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-02-15
          Fixed
          3.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Finance Ireland Designated Activity Co.
        549300E0FVHYR37EGX65
        Zurich Finance Ireland Designated Activity Co.
        N/A
        
          
        
        972000.00000000
        PA
        
        1224010.32000000
        0.105980836074
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2050-09-17
          Variable
          1.87499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2971.97000000
        -0.00025732778
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1316713.16000000
            EUR
            1552895.82000000
            USD
            2021-10-08
            -2971.97000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B
        55282XAE0
        
          
        
        2542500.00000000
        PA
        USD
        2545662.62000000
        0.220415995211
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.61448120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        170.59000000
        0.000014770521
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            99384.00000000
            GBP
            136821.60000000
            USD
            2021-10-08
            170.59000000
          
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563RRZ4
        
          
        
        1060000.00000000
        PA
        USD
        1071013.40000000
        0.092733609941
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-07-01
          Fixed
          2.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        45252.13000000
        0.003918152072
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5160457.46000000
            USD
            112129000.00000000
            CZK
            2021-10-08
            45252.13000000
          
        
        
          N
          N
          N
        
      
      
        Lear Corp.
        549300UPNBTXA1SYTQ33
        Lear Corp.
        521865BA2
        
          
        
        965000.00000000
        PA
        USD
        1095956.38000000
        0.094893295878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd.
        3789001900ED06F65111
        Eskom Holdings SOC Ltd.
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1582500.00000000
        0.137020636467
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1571488.08000000
        0.136067170250
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            37966626.87000000
            AUD
            29348202.57000000
            USD
            2021-09-15
            1571488.08000000
          
        
        
          N
          N
          N
        
      
      
        Petrobras Global Finance BV
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBJ7
        
          
        
        828000.00000000
        PA
        USD
        826965.00000000
        0.071602698664
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-06-10
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        New Jersey Economic Development Authority
        645913AA2
        
          
        
        890000.00000000
        PA
        USD
        1155020.55000000
        0.100007362333
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ContourGlobal Power Holdings SA
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        N/A
        
          
        
        1900000.00000000
        PA
        
        2294987.88000000
        0.198711342813
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-01-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441CBL8
        
          
        
        1238000.00000000
        PA
        USD
        1273061.20000000
        0.110227902613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Operating Partners LP
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAB8
        
          
        
        2459000.00000000
        PA
        USD
        2649572.50000000
        0.229413023896
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Ultra Note
        N/A
        
          
          
        
        -514.00000000
        NC
        USD
        -56317.95000000
        -0.00487628521
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 10 Year Ultra Note
                
                  
                
              
            
            2021-12-21
            -76080031.25000000
            USD
            -56317.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1733.50000000
        0.000150094959
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            159309991.00000000
            JPY
            1450271.38000000
            USD
            2021-10-08
            1733.50000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KG3Z4
        
          
        
        101395.05000000
        PA
        USD
        107154.13000000
        0.009277931812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB Treasury OYJ
        5493003HHOCW6FIMH724
        SBB Treasury OYJ
        N/A
        
          
        
        580000.00000000
        PA
        
        695496.51000000
        0.060219509927
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2029-11-26
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2684.42000000
        -0.00023243029
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            215447.45000000
            GBP
            293551.52000000
            USD
            2021-10-08
            -2684.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -51981.11000000
        -0.00450078026
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            53000000.00000000
            CNY
            8132201.99000000
            USD
            2021-10-08
            -51981.11000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KG4A8
        
          
        
        73266.49000000
        PA
        USD
        77654.98000000
        0.006723750258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Energia Chile SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        268270AD7
        
          
        
        1020000.00000000
        PA
        USD
        1113726.75000000
        0.096431941949
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4906.82000000
        -0.00042485661
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1103759.64000000
            USD
            22181000.00000000
            MXN
            2021-10-08
            -4906.82000000
          
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160AZ2
        
          
        
        1618000.00000000
        PA
        USD
        1800517.78000000
        0.155897688585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        N/A
        
          
        
        590000.00000000
        PA
        
        699101.65000000
        0.060531660687
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Holdings II LLC
        N/A
        Match Group Holdings II LLC
        57665RAN6
        
          
        
        4785000.00000000
        PA
        USD
        4996497.00000000
        0.432621294815
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Reservas de la Republica Dominicana
        549300CKQT0JZ2EGNC56
        Banco de Reservas de la Republica Dominicana
        N/A
        
          
        
        700000.00000000
        PA
        USD
        736757.00000000
        0.063792046168
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-09-30
      MFS Series Trust X
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer
    
  
  XXXX

Quarterly Report

August 31, 2021

MFS^® Global Opportunistic
Bond Fund

(formerly MFS® Global Bond Fund)

GLB-Q3

Portfolio of Investments

8/31/21 (unaudited)

The Portfolio of Investments is a complete list of all securities owned by your fund. It is categorized by broad-based asset classes.

Issuer		Shares/Par	Value ($)
Bonds – 94.4%
Aerospace & Defense – 0.3%
TransDigm, Inc., 4.625%, 1/15/2029 (n)	$	3,090,000	$3,051,375
Asset-Backed & Securitized – 5.8%
Allegro CLO Ltd., 2016-1A, “BR2”, FLR, 1.676% (LIBOR - 3mo. + 1.55%), 1/15/2030 (n)	$	855,495	$855,598
Arbor Realty Trust, Inc., CLO, 2019-FL2, “AS”, FLR, 1.614% (LIBOR - 1mo. + 1.45%), 9/15/2034 (n)		450,000	450,139
Arbor Realty Trust, Inc., CLO, 2021-FL1, “C”, FLR, 2.095% (LIBOR - 1mo. + 2%), 12/15/2035 (n)		204,000	204,254
Arbor Realty Trust, Inc., CLO, 2021-FL2, “B”, FLR, 1.695% (LIBOR - 1mo. + 1.6%), 5/15/2036 (n)		418,000	418,259
Arbor Realty Trust, Inc., CLO, 2021-FL2, “C”, FLR, 2.045% (LIBOR - 1mo. + 1.95%), 5/15/2036 (n)		1,359,500	1,361,182
Bancorp Commercial Mortgage Trust, 2018-CRE4, “D”, FLR, 2.195% (LIBOR - 1mo. + 2.1%), 9/15/2035 (n)		250,021	248,754
Bank, 2021-BN35, “XA”, 1.159%, 7/15/2031 (i)		9,547,572	783,497
Barclays Commercial Mortgage Securities LLC, 2020-C7, “XA”, 1.742%, 4/15/2053 (i)		1,443,886	149,995
BBCMS Mortgage Trust, 2021-C10, “XA”, 1.433%, 7/15/2054 (i)		9,837,498	981,154
BBCMS Mortgage Trust, 2021-C9, “XA”, 1.767%, 2/15/2054 (i)		15,277,039	1,889,325
Benchmark Mortgage Trust, 2020-B18, “XA”, 1.918%, 7/15/2053 (i)		12,955,195	1,434,545
Benchmark Mortgage Trust, 2021-B24, “XA”, 1.273%, 3/15/2054 (i)		6,418,285	544,914
Benchmark Mortgage Trust, 2021-B25, “A5”, 2.577%, 4/15/2054		2,120,000	2,232,449
Benchmark Mortgage Trust, 2021-B26, “XA”, 0.999%, 6/15/2054 (i)		19,834,157	1,349,917
Benchmark Mortgage Trust, 2021-B27, “XA”, 1.389%, 7/15/2054 (i)		20,382,937	2,000,098
Benchmark Mortgage Trust, 2021-B28, “XA”, 1.406%, 8/15/2054 (i)		21,151,062	2,101,170
Business Jet Securities LLC, 2020-1A, “A”, 2.981%, 11/15/2035 (n)		553,407	564,469
Business Jet Securities LLC, 2021-1A, “A”, 2.162%, 4/15/2036 (n)		564,955	568,769
BXMT Ltd., 2021-FL4, “AS”, FLR, 1.395% (LIBOR - 1mo. + 1.3%), 5/15/2038 (n)		1,100,000	1,099,948
BXMT Ltd., 2021-FL4, “B”, FLR, 1.645% (LIBOR - 1mo. + 1.55%), 5/15/2038 (n)		2,995,500	2,995,497
Capital Automotive, 2020-1A, “A4”, REIT, 3.19%, 2/15/2050 (n)		493,944	507,482
CF Hippolyta Issuer LLC, 2020-1, “A1”, 1.69%, 7/15/2060 (n)		402,267	409,903
Commercial Mortgage Pass-Through Certificates, 2018-BNK10, “A5”, 3.688%, 2/15/2061		2,924,308	3,284,839
Commercial Mortgage Pass-Through Certificates, 2020-BN28, “A4”, 1.844%, 3/15/2063		486,818	485,378
Commercial Mortgage Pass-Through Certificates, 2020-BN29, “A4”, 1.997%, 11/15/2053		2,230,142	2,247,616
Commercial Mortgage Pass-Through Certificates, 2021-BN32, “XA”, 0.893%, 4/15/2054 (i)		7,829,490	462,949
Commercial Mortgage Pass-Through Certificates, 2021-BN34, “A5”, 2.438%, 6/15/2063		2,917,000	3,046,230
Commercial Mortgage Pass-Through Certificates, 2021-BN34, “XA”, 1.089%, 6/15/2063 (i)		11,385,863	881,257
FS Rialto 2019-FL1 Issuer Ltd., 2021-FL2, “AS”, FLR, 1.645% (LIBOR - 1mo. + 1.6%), 4/16/2028 (n)		2,483,500	2,484,267
HarbourView CLO VII Ltd., 7RA, “B”, FLR, 1.834% (LIBOR - 3mo. + 1.7%), 7/18/2031 (n)		2,560,000	2,539,195
KREF Ltd., 2021-FL2, “B”, FLR, 1.743% (LIBOR - 1mo. + 1.65%), 2/15/2039 (n)		2,155,000	2,155,000
LoanCore Ltd., 2021-CRE5, “AS”, FLR, 1.845% (LIBOR - 1mo. + 1.75%), 7/15/2036 (n)		3,300,000	3,301,029
LoanCore Ltd., 2021-CRE5, “B”, FLR, 2.095% (LIBOR - 1mo. + 2%), 7/15/2036 (n)		1,395,500	1,395,934
MF1 CLO Ltd., 2019-FL2, “A”, FLR, 1.294% (LIBOR - 1mo. + 1.13%), 12/25/2034 (n)		76,502	76,525
MF1 CLO Ltd., 2020-FL3, “AS”, FLR, 3.014% (LIBOR - 1mo. + 2.85%), 7/15/2035 (z)		714,500	726,926
MF1 CLO Ltd., 2021-FL5, “B”, FLR, 1.614% (LIBOR - 1mo. + 1.45%), 7/15/2036 (n)		2,542,500	2,545,663
MF1 CLO Ltd., 2021-FL5, “C”, FLR, 1.864% (LIBOR - 1mo. + 1.7%), 7/15/2036 (n)		645,000	646,003
MF1 CLO Ltd., 2021-FL6, “AS”, FLR, 1.546% (LIBOR - 1mo. + 1.45%), 7/16/2036 (n)		2,500,000	2,502,335
MF1 Multi-Family Housing Mortgage Loan Trust, 2020-FL4, FLR, 2.264% (LIBOR - 1mo. + 2.1%), 11/15/2035 (n)		647,000	655,083
Morgan Stanley Capital I Trust, 2021-L5, “XA”, 1.425%, 5/15/2054 (i)		5,733,287	549,994
Morgan Stanley Capital I Trust, 2021-L6, “XA”, 1.356%, 6/15/2054 (i)		17,503,493	1,536,443
Multi-Family Housing Mortgage, MF1-2021, “B”, FLR, 1.745% (LIBOR - 1mo. + 1.65%), 7/16/2036 (n)		3,800,000	3,804,740
PFP III Ltd., 2021-7, “AS”, FLR, 1.245% (LIBOR - 1mo. + 1.15%), 4/14/2038 (n)		871,957	869,230
PFP III Ltd., 2021-7, “B”, FLR, 1.495% (LIBOR - 1mo. + 1.4%), 4/14/2038 (n)		684,966	682,396
PFP III Ltd., 2021-7, “C”, FLR, 1.745% (LIBOR - 1mo. + 1.65%), 4/14/2038 (n)		468,477	466,719
Starwood Commercial Mortgage, 2021-FL2, “B”, FLR, 1.888% (LIBOR - 1mo. + 1.8%), 4/18/2038 (n)		1,223,000	1,224,510
Starwood Commercial Mortgage, 2021-FL2, “C”, FLR, 2.188% (LIBOR - 1mo. + 2.1%), 4/18/2038 (n)		238,000	238,442
TPG Real Estate Finance, 2021-FL4, “A”, FLR, 1.293% (LIBOR - 1mo. + 1.2%), 3/15/2038 (n)		762,000	762,236
TPG Real Estate Finance, 2021-FL4, “AS”, FLR, 1.492% (LIBOR - 1mo. + 1.4%), 3/15/2038 (n)		800,000	800,248
Wells Fargo Commercial Mortgage Trust, 2020-C58, “A4”, 2.092%, 7/15/2053		968,000	981,785
Wells Fargo Commercial Mortgage Trust, 2021-C59, “XA”, 1.687%, 4/15/2054 (i)		9,448,961	1,092,785
Wells Fargo Commercial Mortgage Trust, 2021-C60, 1.684%, 8/15/2054 (i)		15,900,000	1,883,441
			$67,480,516

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Automotive – 1.6%
Daimler Finance North America LLC, 1.45%, 3/02/2026 (n)	$	1,951,000	$1,970,773
Dana, Inc., 4.25%, 9/01/2030		3,155,000	3,280,506
Ferrari N.V., 1.5%, 5/27/2025	EUR	1,037,000	1,275,071
General Motors Financial Co., Inc., 1.55%, 7/30/2027 (w)	GBP	150,000	205,765
Hyundai Capital America, 2%, 6/15/2028 (n)	$	1,492,000	1,485,484
Hyundai Capital America, 6.375%, 4/08/2030 (n)		1,680,000	2,184,620
Lear Corp., 4.25%, 5/15/2029		965,000	1,095,956
TI Automotive Finance PLC, 3.75%, 4/15/2029 (n)	EUR	2,590,000	3,136,737
TI Automotive Finance PLC, 3.75%, 4/15/2029		1,050,000	1,271,650
Volkswagen International Finance N.V., 3.5% to 6/17/2025, FLR (EUR Swap Rate - 5yr. + 3.746%) to 6/17/2030, FLR (EUR Swap Rate - 5yr. + 3.996%) to 6/17/2045, FLR (EUR Swap Rate - 5yr. + 4.746%) to 6/17/2070		1,100,000	1,400,746
Volkswagen International Finance N.V., 3.5% to 3/20/2030, FLR (EUR Swap Rate - 15yr. + 3.06%) to 3/20/2050, FLR (EUR Swap Rate - 15yr. + 3.81%) to 12/29/2166		1,310,000	1,713,866
			$19,021,174
Broadcasting – 1.0%
Advantage Sales & Marketing, Inc., 6.5%, 11/15/2028 (n)	$	2,355,000	$2,460,975
Discovery, Inc., 4.125%, 5/15/2029		648,000	731,738
Prosus N.V., 1.539%, 8/03/2028	EUR	1,200,000	1,454,904
Prosus N.V., 3.061%, 7/13/2031 (n)	$	1,095,000	1,071,267
Prosus N.V., 4.027%, 8/03/2050		1,600,000	1,508,489
Summer BC Holdco S.à r.l., “A”, 9.25%, 10/31/2027	EUR	2,140,000	2,742,089
WMG Acquisition Corp., 2.25%, 8/31/2031 (n)		1,764,000	2,091,778
			$12,061,240
Brokerage & Asset Managers – 1.1%
Intercontinental Exchange, Inc., 1.85%, 9/15/2032	$	1,748,000	$1,684,215
Intercontinental Exchange, Inc., 3%, 9/15/2060		708,000	701,418
Low Income Investment Fund, 3.386%, 7/01/2026		310,000	329,780
Low Income Investment Fund, 3.711%, 7/01/2029		840,000	907,077
LPL Holdings, Inc., 4.625%, 11/15/2027 (n)		3,510,000	3,637,237
LPL Holdings, Inc., 4%, 3/15/2029 (n)		1,315,000	1,343,010
LSEG Netherlands B.V., 0.25%, 4/06/2028	EUR	720,000	854,409
Vivion Investments S.à r.l., 3%, 8/08/2024		2,900,000	3,415,423
			$12,872,569
Building – 1.3%
ABC Supply Co., Inc., 4%, 1/15/2028 (n)	$	2,845,000	$2,938,600
Holcim Finance (Luxembourg) S.A., 0.625%, 4/06/2030	EUR	1,390,000	1,656,946
Holcim Finance (Luxembourg) S.A., 0.5%, 4/23/2031		850,000	989,818
New Enterprise Stone & Lime Co., Inc., 6.25%, 3/15/2026 (n)	$	2,445,000	2,512,238
Standard Industries, Inc., 2.25%, 11/21/2026	EUR	3,250,000	3,749,854
Vantage Towers AG, 0.75%, 3/31/2030		800,000	958,586
Vulcan Materials Co., 3.5%, 6/01/2030	$	1,618,000	1,800,518
			$14,606,560
Business Services – 0.8%
Equinix, Inc., REIT, 1%, 3/15/2033	EUR	835,000	$996,669
Euronet Worldwide, Inc., 1.375%, 5/22/2026		980,000	1,179,523
Fiserv, Inc., 4.4%, 7/01/2049	$	669,000	818,540
NXP Semiconductors N.V., 3.4%, 5/01/2030 (n)		2,849,000	3,124,746
Switch Ltd., 3.75%, 9/15/2028 (n)		3,200,000	3,255,712
			$9,375,190
Cable TV – 2.2%
CCO Holdings LLC/CCO Holdings Capital Corp., 4.5%, 8/15/2030 (n)	$	4,840,000	$5,057,122
Charter Communications Operating LLC/Charter Communications Operating Capital Corp., 4.8%, 3/01/2050		942,000	1,100,181
Cox Communications, Inc., 3.85%, 2/01/2025 (n)		463,000	504,094
Eutelsat S.A., 2.25%, 7/13/2027	EUR	900,000	1,172,237

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Cable TV – continued
Eutelsat S.A., 1.5%, 10/13/2028	EUR	800,000	$996,014
Sirius XM Radio, Inc., 5.5%, 7/01/2029 (n)	$	4,735,000	5,184,825
Telenet Finance Luxembourg Notes S.à r.l., 3.5%, 3/01/2028	EUR	3,100,000	3,793,012
Virgin Media Finance PLC, 3.75%, 7/15/2030		2,950,000	3,500,977
VTR Comunicaciones S.p.A., 5.125%, 1/15/2028	$	1,200,000	1,254,000
Ziggo B.V., 4.25%, 1/15/2027	EUR	2,160,000	2,627,086
			$25,189,548
Chemicals – 0.3%
LYB International Finance III, LLC, 4.2%, 5/01/2050	$	585,000	$686,095
Sasol Financing (USA) LLC, 4.375%, 9/18/2026		1,450,000	1,497,125
Synthos S.A., 2.5%, 6/07/2028 (n)	EUR	1,286,000	1,508,730
			$3,691,950
Computer Software – 0.6%
Camelot Finance S.A., 4.5%, 11/01/2026 (n)	$	3,570,000	$3,725,474
Dell International LLC/EMC Corp., 4.9%, 10/01/2026		1,518,000	1,756,672
Microsoft Corp., 2.675%, 6/01/2060		1,265,000	1,276,686
			$6,758,832
Computer Software - Systems – 1.0%
Apple, Inc., 3.2%, 5/11/2027	$	1,781,000	$1,972,083
Apple, Inc., 4.5%, 2/23/2036		873,000	1,108,369
Fair Isaac Corp., 4%, 6/15/2028 (n)		4,495,000	4,652,325
SS&C Technologies Holdings, Inc., 5.5%, 9/30/2027 (n)		3,805,000	4,029,305
			$11,762,082
Conglomerates – 0.8%
Carrier Global Corp., 3.577%, 4/05/2050	$	1,631,000	$1,774,695
TriMas Corp., 4.125%, 4/15/2029 (n)		4,375,000	4,456,550
Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/2028		2,127,000	2,475,818
			$8,707,063
Consumer Products – 0.4%
International Design Group S.p.A., 6.5%, 11/15/2025	EUR	1,900,000	$2,332,444
JAB Holdings B.V., 1%, 7/14/2031		800,000	949,282
JAB Holdings B.V., 2.25%, 12/19/2039		800,000	1,011,268
			$4,292,994
Consumer Services – 1.6%
AA Bond Co. Ltd., 6.5%, 1/31/2026	GBP	1,800,000	$2,592,775
AA Bond Co. Ltd., 3.25%, 7/31/2028		100,000	140,289
Booking Holdings, Inc., 3.65%, 3/15/2025	$	1,076,000	1,171,252
Booking Holdings, Inc., 0.5%, 3/08/2028	EUR	580,000	697,526
GoDaddy, Inc., 3.5%, 3/01/2029 (n)	$	3,840,000	3,792,000
Match Group, Inc., 4.625%, 6/01/2028 (n)		4,785,000	4,996,497
Toll Road Investors Partnership II LP, Capital Appreciation, NPFG, 0%, 2/15/2027 (n)		1,754,000	1,421,845
TriNet Group, Inc., 3.5%, 3/01/2029 (n)		3,485,000	3,511,138
			$18,323,322
Containers – 0.7%
ARD Finance S.A., 5%,(5% cash or 5.75% PIK) 6/30/2027 (p)	EUR	2,495,000	$3,033,997
Ardagh Metal Packaging, 3%, 9/01/2029 (n)		1,800,000	2,130,323
Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc., 3%, 9/01/2029		550,000	650,932
Canpack S.A./Eastern PA Land Investment Holding LLC, 3.125%, 11/01/2025	$	2,100,000	2,131,500
DS Smith PLC, 0.875%, 9/12/2026	EUR	530,000	643,010
			$8,589,762

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Electrical Equipment – 0.0%
Arrow Electronics, Inc., 3.25%, 9/08/2024	$	506,000	$536,631
Electronics – 1.2%
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.875%, 1/15/2027	$	289,000	$318,914
Broadcom, Inc., 4.15%, 11/15/2030		981,000	1,103,398
Broadcom, Inc., 3.419%, 4/15/2033 (n)		1,876,000	1,990,638
Entegris, Inc., 3.625%, 5/01/2029 (n)		3,642,000	3,763,643
Infineon Technologies AG, 1.625%, 6/24/2029	EUR	1,000,000	1,286,564
Sensata Technologies B.V., 5%, 10/01/2025 (n)	$	3,275,000	3,661,024
Sensata Technologies, Inc., 4.375%, 2/15/2030 (n)		1,834,000	1,966,965
			$14,091,146
Emerging Market Quasi-Sovereign – 4.2%
Banco de Reservas de la Republica Dominicana, 7%, 2/01/2023	$	700,000	$736,757
China Development Bank, 3.45%, 9/20/2029	CNY	106,640,000	16,671,657
Comision Federal de Electricidad (United Mexican States), 3.348%, 2/09/2031	$	1,900,000	1,890,519
Comision Federal de Electricidad (United Mexican States), 3.875%, 7/26/2033 (n)		1,344,000	1,347,037
DAE Funding LLC (United Arab Emirates), 3.375%, 3/20/2028		1,450,000	1,499,355
Emirates Development Bank PJSC, 1.639%, 6/15/2026		1,430,000	1,438,185
Eskom Holdings SOC Ltd. (Republic of South Africa), 7.125%, 2/11/2025		1,500,000	1,582,500
Export-Import Bank of India, 3.875%, 2/01/2028		1,200,000	1,306,599
First Abu Dhabi Bank PJSC, 0.125%, 2/16/2026	EUR	1,190,000	1,404,772
Gaz Capital S.A. (Russian Federation), 3.25%, 2/25/2030	$	1,300,000	1,303,205
Indian Railway Finance Corp., 2.8%, 2/10/2031		1,500,000	1,470,571
Industrial & Commercial Bank of China Ltd., 4.875%, 9/21/2025		1,700,000	1,904,163
Ipoteka Bank (Republic of Uzbekistan), 5.5%, 11/19/2025		2,202,000	2,272,200
Krung Thai Bank PLC (Cayman Islands Branch), 4.4% to 3/25/2026, FLR (CMT - 5yr. + 3.53%) to 9/25/2169		1,500,000	1,511,940
MDGH - GMTN B.V. (United Arab Emirates), 2.5%, 11/07/2024		836,000	876,906
Office Cherifien des Phosphates S.A. (Kingdom of Morocco), 3.75%, 6/23/2031 (n)		1,077,000	1,089,465
Ooredoo International Finance Ltd. (State of Qatar), 2.625%, 4/08/2031		1,180,000	1,215,400
Petrobras Global Finance Co. (Federative Republic of Brazil), 5.5%, 6/10/2051		828,000	826,965
Petroleos Mexicanos, 7.69%, 1/23/2050		2,740,000	2,616,070
PT Pertamina (Persero) (Republic of Indonesia), 6%, 5/03/2042 (n)		900,000	1,128,388
Southern Gas Corridor CJSC (Republic of Azerbaijan), 6.875%, 3/24/2026		1,420,000	1,682,274
State Grid Overseas Investment (2016) Ltd. (People's Republic of China), 3.5%, 5/04/2027		1,523,000	1,682,295
State Oil Company of the Azerbaijan Republic, 6.95%, 3/18/2030		1,000,000	1,240,000
			$48,697,223
Emerging Market Sovereign – 15.5%
Arab Republic of Egypt, 7.052%, 1/15/2032	$	1,500,000	$1,552,800
Arab Republic of Egypt, 8.875%, 5/29/2050		1,900,000	2,044,875
Dominican Republic, 4.875%, 9/23/2032		1,300,000	1,365,013
Dominican Republic, 5.875%, 1/30/2060		2,900,000	2,950,779
Federative Republic of Brazil, 10%, 1/01/2023	BRL	64,009,000	12,589,903
Federative Republic of Brazil, 10%, 1/01/2025		20,190,000	3,955,341
Federative Republic of Brazil, 5.625%, 2/21/2047	$	1,000,000	1,064,910
Government of Oman, 7%, 1/25/2051		2,050,000	2,135,382
Government of Ukraine, 7.75%, 9/01/2026 (n)		900,000	1,000,314
Government of Ukraine, 7.75%, 9/01/2026		600,000	666,876
Government of Ukraine, 6.876%, 5/21/2029		1,029,000	1,086,089
Government of Ukraine, 7.253%, 3/15/2033		3,700,000	3,918,256
Hellenic Republic (Republic of Greece), 1.875%, 7/23/2026 (n)	EUR	5,034,000	6,494,776
Hellenic Republic (Republic of Greece), 1.875%, 2/04/2035		3,368,000	4,500,084
Kingdom of Morocco, 2.375%, 12/15/2027	$	1,050,000	1,036,875
Kingdom of Morocco, 2%, 9/30/2030	EUR	1,900,000	2,229,516
Kingdom of Morocco, 3%, 12/15/2032	$	1,300,000	1,257,641
Oriental Republic of Uruguay, 4.375%, 1/23/2031		1,084,000	1,271,575
Oriental Republic of Uruguay, 8.25%, 5/21/2031	UYU	238,894,000	5,687,683
People's Republic of China, 2.68%, 5/21/2030	CNY	286,090,000	43,325,159

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Emerging Market Sovereign – continued
People's Republic of China, 3.27%, 11/19/2030	CNY	188,970,000	$30,080,259
Republic of Benin, 6.875%, 1/19/2052	EUR	1,500,000	1,859,044
Republic of Chile, 2.55%, 7/27/2033	$	1,754,000	1,785,063
Republic of Cote d'Ivoire, 6.875%, 10/17/2040	EUR	2,800,000	3,693,595
Republic of Guatemala, 6.125%, 6/01/2050	$	1,500,000	1,797,765
Republic of Korea, 1.875%, 6/10/2029	KRW	9,261,000,000	7,978,762
Republic of Paraguay, 6.1%, 8/11/2044 (n)	$	1,760,000	2,222,018
Republic of Paraguay, 5.6%, 3/13/2048		1,100,000	1,320,011
Republic of Romania, 3.624%, 5/26/2030	EUR	1,699,000	2,320,397
Republic of Romania, 1.75%, 7/13/2030 (n)		986,000	1,168,609
Republic of Romania, 2%, 1/28/2032		2,220,000	2,644,374
Republic of Senegal, 6.25%, 5/23/2033	$	1,400,000	1,506,120
Republic of Serbia, 1.65%, 3/03/2033	EUR	2,056,000	2,403,346
Republic of South Africa, 8%, 1/31/2030	ZAR	155,196,000	10,201,990
Republic of South Africa, 8.25%, 3/31/2032		86,753,000	5,511,044
Russian Federation, 4.375%, 3/21/2029	$	1,200,000	1,371,192
United Mexican States, 3.771%, 5/24/2061		1,046,000	997,298
			$178,994,734
Energy - Independent – 0.6%
Energean Israel Finance Ltd., 4.875%, 3/30/2026	$	1,500,000	$1,535,400
Leviathan Bond Ltd., 6.75%, 6/30/2030 (n)		1,600,000	1,788,128
Medco Bell Pte. Ltd., 6.375%, 1/30/2027		1,000,000	1,016,840
Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026 (n)		1,700,000	1,842,712
Tengizchevroil Finance Co. International Ltd., 4%, 8/15/2026		500,000	541,974
			$6,725,054
Energy - Integrated – 0.6%
BP Capital Markets B.V., 0.933%, 12/04/2040	EUR	380,000	$426,651
Eni S.p.A., 0.375%, 6/14/2028		640,000	764,695
Eni S.p.A., 4.25%, 5/09/2029 (n)	$	1,139,000	1,310,344
Eni S.p.A., 2.625% to 1/13/2026, FLR (EUR Swap Rate - 5yr. + 3.167%) to 1/13/2031, FLR (EUR Swap Rate - 5yr. + 3.417%) to 1/13/2046, FLR (EUR Swap Rate - 5yr. + 4.167%) to 1/13/2170	EUR	1,206,000	1,493,404
Galp Energia SGPS S.A., 2%, 1/15/2026		1,400,000	1,742,996
OMV AG, 2.5% to 9/01/2026, FLR (EUR Swap Rate - 5yr. + 2.82%) to 9/01/2030, FLR (EUR Swap Rate - 5yr. + 3.82%) to 9/01/2070		500,000	624,050
			$6,362,140
Entertainment – 0.2%
Carnival Corp. PLC, 5.75%, 3/01/2027 (n)	$	2,595,000	$2,652,946
Financial Institutions – 2.5%
Adler Group S.A., 2.25%, 1/14/2029	EUR	1,900,000	$2,152,117
Adler Group, Inc., 3.25%, 8/05/2025		800,000	966,677
Adler Group, Inc., 2.75%, 11/13/2026		500,000	590,729
AerCap Ireland Capital DAC, 3.65%, 7/21/2027	$	1,489,000	1,586,070
Avolon Holdings Funding Ltd., 3.95%, 7/01/2024 (n)		1,093,000	1,165,929
Avolon Holdings Funding Ltd., 4.375%, 5/01/2026 (n)		1,336,000	1,451,740
Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/2028	GBP	932,000	1,307,949
CTP B.V., 2.125%, 10/01/2025	EUR	1,525,000	1,919,375
CTP B.V., 0.75%, 2/18/2027		590,000	699,102
CTP N.V., 1.25%, 6/21/2029		550,000	654,738
EXOR N.V., 2.25%, 4/29/2030		720,000	952,475
EXOR N.V., 0.875%, 1/19/2031		625,000	741,211
Garfunkelux Holdco 3 S.A., 7.75%, 11/01/2025	GBP	2,150,000	3,099,911
Global Aircraft Leasing Co. Ltd., 6.5%, (6.5% cash or 7.25% PIK) 9/15/2024 (n)(p)	$	3,720,000	3,687,450
Grand City Properties S.A., 2.5% to 10/24/2023, FLR (EUR Swap Rate - 5yr. + 2.432%) to 10/24/2028, FLR (EUR Swap Rate - 5yr. + 2.682%) to 10/24/2043, FLR (EUR Swap Rate - 5yr. + 3.432%) to 10/24/2069	EUR	400,000	486,403
Grand City Properties S.A., 1.5%, 12/09/2069		700,000	815,135

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Financial Institutions – continued
Logicor Financing S.à r.l., 0.875%, 1/14/2031	EUR	830,000	$962,157
Muthoot Finance Ltd., 4.4%, 9/02/2023	$	1,000,000	1,025,000
SBB Treasury Oyj, 0.75%, 12/14/2028	EUR	730,000	859,124
SBB Treasury Oyj, 1.125%, 11/26/2029		580,000	695,496
Tritax EuroBox PLC, 0.95%, 6/02/2026		643,000	766,605
VGP N.V., 1.5%, 4/08/2029		1,200,000	1,415,625
Vonovia SE, 1.5%, 6/14/2041		800,000	963,065
Vonovia SE, 1.625%, 9/01/2051 (w)		300,000	350,049
			$29,314,132
Food & Beverages – 0.7%
Anheuser-Busch InBev S.A./N.V., 1.65%, 3/28/2031	EUR	970,000	$1,264,723
Anheuser-Busch InBev Worldwide, Inc., 4.375%, 4/15/2038	$	1,112,000	1,327,014
Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049		669,000	929,980
Bacardi Ltd., 5.15%, 5/15/2038 (n)		728,000	911,057
Constellation Brands, Inc., 4.75%, 12/01/2025		667,000	764,145
Constellation Brands, Inc., 3.15%, 8/01/2029		821,000	887,101
Constellation Brands, Inc., 2.25%, 8/01/2031		760,000	760,657
JBS Finance Luxembourg S.à r.l., 3.625%, 1/15/2032 (n)		795,000	822,674
JDE Peet's N.V., 0.5%, 1/16/2029	EUR	650,000	767,489
			$8,434,840
Gaming & Lodging – 1.1%
GENM Capital Labuan Ltd., 3.882%, 4/19/2031 (n)	$	2,096,000	$2,108,979
Hilton Domestic Operating Co., Inc., 3.75%, 5/01/2029 (n)		3,325,000	3,391,500
Hilton Domestic Operating Co., Inc., 3.625%, 2/15/2032 (n)		649,000	644,133
Marriott International, Inc., 2.85%, 4/15/2031		1,632,000	1,664,920
VICI Properties LP, REIT, 4.25%, 12/01/2026 (n)		4,055,000	4,259,443
Whitbread Group PLC, 3%, 5/31/2031	GBP	525,000	743,876
			$12,812,851
Industrial – 0.9%
CPI Property Group S.A., 2.75%, 1/22/2028	GBP	920,000	$1,300,127
CPI Property Group S.A., 1.5%, 1/27/2031	EUR	550,000	642,831
Dar Al-Arkan Sukuk Co. Ltd., 6.875%, 2/26/2027	$	2,000,000	2,065,040
Peach Property Finance GmbH, 4.375%, 11/15/2025	EUR	3,300,000	4,065,211
Trustees of the University of Pennsylvania, 2.396%, 10/01/2050	$	1,894,000	1,860,207
			$9,933,416
Insurance – 0.7%
Argentum Zurich Insurance, 3.5% to 10/01/2026, FLR (EURIBOR - 3mo. + 3.95%) to 10/01/2046	EUR	610,000	$825,474
Assicurazioni Generali S.p.A., 1.713%, 6/30/2032		750,000	898,846
Aviva PLC, 3.875% to 7/03/2024, FLR (EUR Swap Rate - 5yr. + 3.48%) to 7/03/2044		750,000	974,647
Aviva PLC, 4% to 6/03/2035, FLR (GBP Government Yield - 5yr. + 4.7%) to 6/03/2055	GBP	1,139,000	1,757,314
Credit Agricole Assurances S.A., 2%, 7/17/2030	EUR	700,000	879,937
La Mondiale, 4.375% to 10/24/2029, FLR (EUR Swap Rate - 5yr. + 4.411%) to 4/24/2069		700,000	920,512
Zurich Finance (Ireland) DAC, 1.875% to 9/17/2030, FLR (EURIBOR - 3mo. + 2.95%) to 9/17/2050		972,000	1,224,010
			$7,480,740
Insurance - Health – 0.2%
UnitedHealth Group, Inc., 4.625%, 7/15/2035	$	1,031,000	$1,311,040
UnitedHealth Group, Inc., 3.5%, 8/15/2039		670,000	756,162
			$2,067,202
Insurance - Property & Casualty – 0.6%
Alliant Holdings Intermediate LLC, 6.75%, 10/15/2027 (n)	$	2,580,000	$2,683,200
Berkshire Hathaway, Inc., 0.5%, 1/15/2041	EUR	695,000	751,340
Fairfax Financial Holdings Ltd., 4.625%, 4/29/2030	$	1,075,000	1,232,722
Hartford Financial Services Group, Inc., 3.6%, 8/19/2049		512,000	575,141

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Insurance - Property & Casualty – continued
Willis North America, Inc., 3.875%, 9/15/2049	$	1,295,000	$1,462,798
			$6,705,201
International Market Quasi-Sovereign – 0.6%
Deutsche Bahn Finance GmbH (Federal Republic of Germany), 0.625%, 12/08/2050	EUR	460,000	$498,143
Electricite de France S.A., 2.875% to 3/15/2027, FLR (EUR Swap Rate - 5yr. + 3.373%) to 3/15/2031, FLR (EUR Swap Rate - 5yr. + 3.623%) to 3/15/2047, FLR (EUR Swap Rate - 5yr. + 4.373%) to 3/15/2070		1,200,000	1,472,785
Electricite de France S.A., 5.875% to 1/22/2029, FLR (GBP Swap Rate - 15yr. + 3.046%) to 1/22/2049, FLR (GBP Swap Rate - 15yr. + 3.796%) to 12/31/2165	GBP	700,000	1,099,633
Electricite de France S.A., 2.625% to 6/1/2028, FLR (EUR Swap Rate - 5yr. + 2.86%) to 6/1/2033, FLR (EUR Swap Rate - 5yr. + 3.11%) to 6/01/2048, FLR (EUR Swap Rate - 5yr. + 3.86%) to 6/01/2170	EUR	600,000	723,505
La Banque Postale S.A., 0.875% to 1/26/2026, FLR (EUR Swap Rate - 5yr. + 1.38%) to 1/26/2031		800,000	951,295
Landsbankinn Bank (Republic of Iceland), 0.375%, 5/23/2025		1,440,000	1,707,965
			$6,453,326
International Market Sovereign – 22.2%
Commonwealth of Australia, 3.25%, 6/21/2039	AUD	12,826,000	$11,578,023
Commonwealth of Australia, 1.75%, 6/21/2051		12,962,000	8,901,756
Government of Bermuda, 2.375%, 8/20/2030 (n)	$	508,000	509,905
Government of Japan, 2.4%, 3/20/2037	JPY	41,800,000	504,055
Government of Japan, 2.3%, 3/20/2040		4,114,700,000	50,336,864
Government of Japan, 0.6%, 9/20/2050		309,600,000	2,787,118
Kingdom of Belgium, 0.4%, 6/22/2040 (n)	EUR	5,160,000	6,015,025
Kingdom of Belgium, 1.7%, 6/22/2050 (n)		3,188,000	4,708,887
Kingdom of Spain, 1.25%, 10/31/2030 (n)		8,824,000	11,412,696
Kingdom of Spain, 1.85%, 7/30/2035		4,375,000	6,013,424
Kingdom of Spain, 1.2%, 10/31/2040 (n)		5,620,000	6,921,819
Kingdom of Spain, 1%, 10/31/2050		1,941,000	2,153,560
Republic of Cyprus, 0%, 2/09/2026		6,297,000	7,510,546
Republic of Cyprus, 1.25%, 1/21/2040		5,311,000	6,619,194
Republic of Iceland, 5%, 11/15/2028	ISK	1,355,750,000	11,815,745
Republic of Italy, 0.5%, 7/15/2028 (n)	EUR	59,155,000	70,622,571
Republic of Italy, 1.65%, 3/01/2032		8,661,000	11,143,177
Republic of Italy, 1.45%, 3/01/2036		17,142,000	21,185,442
Republic of Italy, 1.7%, 9/01/2051		10,288,000	12,132,372
United Kingdom Treasury, 0.375%, 10/22/2030	GBP	1,647,000	2,209,489
United Kingdom Treasury, 1.75%, 1/22/2049		641,000	1,023,893
			$256,105,561
Leisure & Toys – 0.1%
Ubisoft Entertainment S.A., 0.878%, 11/24/2027	EUR	600,000	$709,746
Local Authorities – 0.1%
Province of Alberta, 4.5%, 12/01/2040	CAD	760,000	$783,680
Province of British Columbia, 2.95%, 6/18/2050		765,000	657,537
			$1,441,217
Machinery & Tools – 0.4%
CNH Industrial Capital LLC, 1.875%, 1/15/2026	$	854,000	$872,939
Kapla Holding S.A.S., 3.375%, 12/15/2026	EUR	2,280,000	2,673,454
Sarens Finance Co. N.V., 5.75%, 2/21/2027		1,311,000	1,547,963
			$5,094,356
Major Banks – 3.1%
Australia and New Zealand Banking Group Ltd., 2.57%, 11/25/2035 (n)	$	1,133,000	$1,115,133
Banco de Sabadell S.A., 0.875% to 6/16/2027, FLR (EUR ICE Swap Rate - 1yr. + 1.15%) to 6/16/2028	EUR	400,000	467,522
Bank of America Corp., 3.5%, 4/19/2026	$	3,425,000	3,771,054
Bank of America Corp., 0.694%, 3/22/2031	EUR	720,000	852,561
Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR + 1.32%) to 4/22/2032	$	1,746,000	1,814,550

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Major Banks – continued
Bankinter S.A., 1.25% to 12/23/2027, FLR (EUR Swap Rate - 5yr. + 1.45%) to 12/23/2032	EUR	600,000	$712,568
Barclays PLC, 1.125%, 3/22/2031		570,000	680,285
Barclays PLC, 1.106% to 5/12/2031, FLR (EUR Swap Rate - 1yr. + 1%) to 5/12/2032		710,000	851,169
CaixaBank S.A., 2.75% to 7/14/2023, FLR (EUR Swap Rate - 5yr. + 2.35%) to 7/14/2028		900,000	1,108,965
Commonwealth Bank of Australia, 2.688%, 3/11/2031 (n)	$	1,696,000	1,714,567
Credit Agricole S.A., 1.625% to 6/05/2025, FLR (EUR Swap Rate - 5yr. + 1.9%) to 6/05/2030	EUR	800,000	984,279
Credit Suisse Group AG, 3.091% to 5/14/2031, FLR (SOFR + 1.73%) to 5/14/2032 (n)	$	250,000	260,770
Erste Group Bank AG, 1% to 6/10/2025, FLR (EUR ICE Swap Rate - 5yr. + 1.3%) to 6/10/2030	EUR	700,000	836,906
Goldman Sachs Group, Inc., 2.383% to 7/21/2031, FLR (SOFR + 1.248%) to 7/21/2032	$	1,958,000	1,979,482
HSBC Holdings PLC, 2.099% to 6/04/2025, FLR (SOFR + 1.929%) to 6/04/2026		1,153,000	1,185,501
HSBC Holdings PLC, 4.375%, 11/23/2026		2,272,000	2,555,163
HSBC Holdings PLC, 1.75%, 7/24/2027	GBP	905,000	1,256,550
JPMorgan Chase & Co., 2.95%, 10/01/2026	$	4,252,000	4,585,842
Morgan Stanley, 3.125%, 7/27/2026		1,950,000	2,116,000
Morgan Stanley, 1.593% to 5/04/2026, FLR (SOFR + 0.879%) to 5/04/2027		1,525,000	1,539,340
Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR + 3.12%) to 4/01/2031		1,220,000	1,366,482
Natwest Group PLC, 2.105% to 11/28/2026, FLR (GBP Government Yield - 5yr. + 1.75%) to 11/28/2031	GBP	830,000	1,153,696
Nordea Bank Abp, 0.625% to 8/18/2026, FLR (EUR Swap Rate - 5yr. + 0.92%) to 8/18/2031	EUR	770,000	915,133
UniCredit S.p.A., 1.25% to 6/16/2025, FLR (EURIBOR - 3mo. + 1.6%) to 6/16/2026		681,000	833,624
UniCredit S.p.A., 0.8% to 7/05/2028, FLR (EURIBOR - 3mo. + 0.9%) to 7/05/2029		510,000	612,150
			$35,269,292
Medical & Health Technology & Services – 1.7%
Alcon, Inc., 2.6%, 5/27/2030 (n)	$	2,129,000	$2,198,145
Alcon, Inc., 3.8%, 9/23/2049 (n)		971,000	1,103,586
Avantor Funding, Inc., 4.625%, 7/15/2028 (n)		3,615,000	3,822,501
Becton Dickinson Euro Finance S.à r.l., 0.334%, 8/13/2028	EUR	206,000	242,936
Becton Dickinson Euro Finance S.à r.l., 1.213%, 2/12/2036		655,000	780,565
Becton Dickinson Euro Finance S.à r.l., 1.336%, 8/13/2041		300,000	347,328
Charles River Laboratories International, Inc., 3.75%, 3/15/2029 (n)	$	3,650,000	3,762,566
DaVita, Inc., 3.75%, 2/15/2031 (n)		3,255,000	3,216,640
HCA, Inc., 5.125%, 6/15/2039		896,000	1,128,600
New York Society for the Relief of the Ruptured & Crippled, 2.667%, 10/01/2050		1,500,000	1,453,310
ProMedica Toledo Hospital, “B”, AGM, 6.015%, 11/15/2048		675,000	981,876
Thermo Fisher Scientific, Inc., 1.75%, 10/15/2028		1,011,000	1,020,154
			$20,058,207
Medical Equipment – 0.1%
Boston Scientific Corp., 0.625%, 12/01/2027	EUR	570,000	$688,308
Metals & Mining – 0.5%
Anglo American Capital PLC, 5.625%, 4/01/2030 (n)	$	451,000	$554,615
First Quantum Minerals Ltd., 6.875%, 10/15/2027 (n)		1,200,000	1,299,000
Glencore Funding LLC, 2.85%, 4/27/2031 (n)		788,000	806,426
Novelis Sheet Ingot GmbH, 3.375%, 4/15/2029 (n)	EUR	1,845,000	2,260,613
Novelis Sheet Ingot GmbH, 3.375%, 4/15/2029		650,000	796,422
			$5,717,076
Midstream – 1.7%
Cheniere Energy Partners LP, 4.5%, 10/01/2029	$	1,800,000	$1,939,500
Cheniere Energy, Inc., 4%, 3/01/2031 (n)		1,940,000	2,041,850
Enbridge, Inc., 5.375%, 9/27/2077	CAD	1,400,000	1,183,273
Enterprise Products Partners LP, 3.125%, 7/31/2029	$	1,109,000	1,200,249
EQM Midstream Partners LP, 5.5%, 7/15/2028		3,805,000	4,152,130
Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027		1,600,000	1,625,143
MPLX LP, 4.5%, 4/15/2038		1,144,000	1,308,377
Plains All American Pipeline LP/PAA Finance Corp., 3.55%, 12/15/2029		1,185,000	1,255,173
Sabine Pass Liquefaction LLC, 4.2%, 3/15/2028		792,000	889,790
Sabine Pass Liquefaction LLC, 4.5%, 5/15/2030		1,093,000	1,266,094

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Midstream – continued
Targa Resources Partners LP/Targa Resources Finance Corp., 6.875%, 1/15/2029	$	2,885,000	$3,243,317
			$20,104,896
Mortgage-Backed – 2.7%
Fannie Mae, 2.77%, 3/01/2022	$	322,341	$322,926
Fannie Mae, 5%, 8/01/2040		414,282	467,244
Fannie Mae, 4%, 9/01/2040 - 11/01/2044		281,914	310,084
Fannie Mae, 4.5%, 2/01/2041 - 4/01/2044		2,022,428	2,256,635
Fannie Mae, 3.5%, 9/01/2045 - 5/01/2049		1,143,833	1,242,289
Fannie Mae, UMBS, 2.5%, 3/01/2050 - 7/01/2050		663,271	697,158
Freddie Mac, 0.324%, 9/25/2026 (i)		62,189,000	704,440
Freddie Mac, 1.481%, 3/25/2027 (i)		1,517,000	107,957
Freddie Mac, 0.427%, 2/25/2028 (i)		46,151,000	949,441
Freddie Mac, 0.249%, 4/25/2028 (i)		46,683,000	452,396
Freddie Mac, 0.252%, 5/25/2028 (i)		47,225,000	488,968
Freddie Mac, 1.915%, 4/25/2030 (i)		2,395,024	342,106
Freddie Mac, 1.984%, 4/25/2030 (i)		2,589,254	384,694
Freddie Mac, 1.765%, 5/25/2030 (i)		3,408,930	456,092
Freddie Mac, 1.906%, 5/25/2030 (i)		7,523,890	1,083,436
Freddie Mac, 1.436%, 6/25/2030 (i)		3,170,959	345,498
Freddie Mac, 1.704%, 8/25/2030 (i)		2,931,170	385,098
Freddie Mac, 1.263%, 9/25/2030 (i)		1,901,519	186,859
Freddie Mac, 1.172%, 11/25/2030 (i)		3,948,102	364,140
Freddie Mac, 0.423%, 1/25/2031 (i)		15,754,347	430,031
Freddie Mac, 0.625%, 3/25/2031 (i)		20,588,172	917,390
Freddie Mac, 4.5%, 12/01/2039 - 5/01/2042		894,561	998,899
Freddie Mac, 5%, 7/01/2041		468,952	529,799
Freddie Mac, 4%, 4/01/2044		46,972	51,924
Freddie Mac, UMBS, 3%, 6/01/2050		128,352	136,536
Ginnie Mae, 2.5%, 8/20/2051		250,000	259,537
UMBS, TBA, 2%, 9/25/2036 - 9/25/2051		5,625,000	5,713,696
UMBS, TBA, 2.5%, 9/25/2036 - 9/14/2051		3,300,000	3,435,192
UMBS, TBA, 3.5%, 9/14/2051		1,500,000	1,586,836
UMBS, TBA, 3%, 9/25/2051		3,275,000	3,425,829
UMBS, TBA, 4%, 9/25/2051		1,600,000	1,714,303
			$30,747,433
Municipals – 0.5%
Massachusetts Educational Financing Authority, Education Loan Subordinate Rev., “A”, 2.641%, 7/01/2037	$	1,060,000	$1,071,013
Michigan Finance Authority Hospital Rev. (Trinity Health Credit Group), 3.384%, 12/01/2040		1,040,000	1,170,459
New Jersey Economic Development Authority State Pension Funding Rev., “A”, NPFG, 7.425%, 2/15/2029		890,000	1,155,020
Oklahoma Development Finance Authority, Health System Rev. (OU Medicine Project), “C”, 5.45%, 8/15/2028		742,000	844,740
State of Florida, “A”, 2.154%, 7/01/2030		1,556,000	1,596,367
			$5,837,599
Natural Gas - Distribution – 0.2%
National Grid PLC, 1.125%, 1/14/2033	GBP	868,000	$1,104,432
NiSource, Inc., 2.95%, 9/01/2029	$	1,406,000	1,497,823
			$2,602,255
Natural Gas - Pipeline – 0.2%
APT Pipelines Ltd., 1.25%, 3/15/2033	EUR	1,125,000	$1,351,608
APT Pipelines Ltd., 5%, 3/23/2035 (n)	$	824,000	1,026,819
			$2,378,427

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Network & Telecom – 0.2%
AT&T, Inc., 3.5%, 9/15/2053 (n)	$	933,000	$958,382
Verizon Communications, Inc., 2.1%, 3/22/2028		802,000	823,264
Verizon Communications, Inc., 4%, 3/22/2050		802,000	930,856
			$2,712,502
Oil Services – 0.2%
Halliburton Co., 5%, 11/15/2045	$	767,000	$921,655
MV24 Capital B.V., 6.748%, 6/01/2034		1,587,409	1,727,910
			$2,649,565
Oils – 0.1%
Neste Oyj, 1.5%, 6/07/2024	EUR	600,000	$732,901
Valero Energy Corp., 4.9%, 3/15/2045	$	476,000	579,236
			$1,312,137
Other Banks & Diversified Financials – 1.3%
Banco Industrial S.A., 4.875%, 1/29/2031	$	700,000	$721,000
Banque Federative du Credit Mutuel S.A., 0.625%, 11/03/2028	EUR	800,000	957,070
Deutsche Bank AG, 2.625%, 12/16/2024	GBP	300,000	429,889
Deutsche Bank AG, 1.875% to 12/22/2027, FLR (SONIA + 1.634%) to 12/22/2028		400,000	551,975
Deutsche Bank AG, 1.375% to 2/17/2031, FLR (EURIBOR - 3mo. + 1.5%) to 2/17/2032	EUR	700,000	845,866
Groupe BPCE S.A., 4.5%, 3/15/2025 (n)	$	1,100,000	1,216,414
KBC Group N.V., 0.625% to 12/7/2026, FLR (EUR Swap Rate - 5yr. + 0.95%) to 12/07/2031 (w)	EUR	1,000,000	1,180,455
Macquarie Group Ltd., 0.35%, 3/03/2028		985,000	1,159,622
Macquarie Group Ltd., 0.95%, 5/21/2031		1,270,000	1,521,146
UBS AG, 5.125%, 5/15/2024	$	379,000	415,999
United Overseas Bank Ltd., 2% to 10/14/2026, FLR (CMT - 5yr. + 1.23%) to 10/14/2031 (n)		1,200,000	1,210,870
Uzbek Industrial and Construction Bank, 5.75%, 12/02/2024		1,930,000	2,024,377
Virgin Money UK PLC, 5.125% to 12/11/2025, FLR (GBP Government Yield - 5yr. + 5.25%) to 12/11/2030	GBP	1,200,000	1,838,416
Virgin Money UK PLC, 2.625% to 8/19/2026, FLR (GBP Government Yield - 5yr. + 2.25%) to 8/19/2031		360,000	502,816
			$14,575,915
Printing & Publishing – 0.2%
Informa PLC, 3.125%, 7/05/2026	GBP	890,000	$1,304,311
Informa PLC, 1.25%, 4/22/2028	EUR	1,050,000	1,273,386
			$2,577,697
Railroad & Shipping – 0.1%
Wabtec Transportation Netherlands B.V., 1.25%, 12/03/2027	EUR	1,349,000	$1,644,201
Real Estate - Office – 0.2%
Corporate Office Property LP, REIT, 2.25%, 3/15/2026	$	841,000	$867,391
Corporate Office Property LP, REIT, 2%, 1/15/2029		382,000	378,767
Corporate Office Property LP, REIT, 2.75%, 4/15/2031		946,000	965,381
			$2,211,539
Real Estate - Other – 0.3%
Lexington Realty Trust Co., 2.7%, 9/15/2030	$	880,000	$904,065
Sun Communities, Inc., 2.7%, 7/15/2031		438,000	446,004
W.P. Carey, Inc., REIT, 2.4%, 2/01/2031		1,717,000	1,724,927
			$3,074,996
Real Estate - Retail – 0.5%
Brixmor Operating Partnership LP, REIT, 4.05%, 7/01/2030	$	1,329,000	$1,504,269
Hammerson Ireland Finance Designated Activity Co., 1.75%, 6/03/2027	EUR	776,000	930,999
Regency Centers Corp., 3.7%, 6/15/2030	$	992,000	1,113,487
STORE Capital Corp., REIT, 2.75%, 11/18/2030		1,928,000	1,963,370
			$5,512,125

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Retailers – 0.2%
Home Depot, Inc., 3%, 4/01/2026	$	999,000	$1,087,100
Home Depot, Inc., 2.125%, 9/15/2026		519,000	546,449
Kohl's Corp., 3.375%, 5/01/2031		959,000	1,006,221
			$2,639,770
Specialty Stores – 0.1%
Nordstrom, Inc., 4.25%, 8/01/2031	$	597,000	$621,368
Supermarkets – 0.4%
Auchan Holding S.A., 3.25%, 7/23/2027	EUR	700,000	$954,851
Bellis Acquisition Co. PLC, 3.25%, 2/16/2026	GBP	2,665,000	3,647,334
			$4,602,185
Supranational – 0.4%
International Bank for Reconstruction and Development, 4.25%, 6/24/2025	AUD	590,000	$490,062
West African Development Bank, 4.7%, 10/22/2031	$	2,389,000	2,624,078
West African Development Bank, 2.75%, 1/22/2033	EUR	1,469,000	1,845,531
			$4,959,671
Telecommunications - Wireless – 1.3%
American Tower Corp., REIT, 0.5%, 1/15/2028	EUR	975,000	$1,154,657
American Tower Corp., REIT, 3.8%, 8/15/2029	$	2,777,000	3,098,262
Cellnex Finance Co. S.A., 2%, 2/15/2033	EUR	3,600,000	4,225,918
Crown Castle International Corp., 1.35%, 7/15/2025	$	558,000	562,066
Crown Castle International Corp., 3.7%, 6/15/2026		491,000	540,666
Millicom International Cellular S.A., 5.125%, 1/15/2028		720,000	750,600
Rogers Communications, Inc., 3.7%, 11/15/2049		532,000	564,774
SBA Communications Corp., 3.875%, 2/15/2027		3,450,000	3,585,516
T-Mobile USA, Inc., 3.5%, 4/15/2025		991,000	1,069,636
			$15,552,095
Telephone Services – 0.2%
Iliad S.A., 2.375%, 6/17/2026	EUR	700,000	$825,898
Iliad S.A., 1.875%, 2/11/2028		600,000	676,139
TELUS Corp., 2.85%, 11/13/2031	CAD	1,475,000	1,186,980
			$2,689,017
Tobacco – 0.1%
B.A.T. International Finance PLC, 2.25%, 6/26/2028	GBP	731,000	$1,013,035
Transportation - Services – 1.2%
Abertis Infraestructuras S.A., 1.875%, 3/26/2032	EUR	900,000	$1,149,345
Arena Luxembourg Finance S.à r.l., 1.875%, 2/01/2028		3,460,000	3,813,348
Element Fleet Management Corp., 1.6%, 4/06/2024 (n)	$	1,751,000	1,777,414
ERAC USA Finance LLC, 7%, 10/15/2037 (n)		519,000	786,342
Promontoria Holding 264 B.V., 6.75%, 8/15/2023	EUR	1,820,000	2,105,925
Q-Park Holding I B.V., 2%, 3/01/2027		3,400,000	3,803,626
			$13,436,000
U.S. Government Agencies and Equivalents – 0.0%
Small Business Administration, 2.22%, 3/01/2033	$	328,943	$341,580
U.S. Treasury Obligations – 2.3%
U.S. Treasury Bonds, 2.25%, 8/15/2049	$	590,000	$631,692
U.S. Treasury Bonds, 2.375%, 11/15/2049 (f)		12,256,000	13,478,249
U.S. Treasury Notes, 1.125%, 8/15/2040 (f)		13,604,000	12,076,738
			$26,186,679

Portfolio of Investments (unaudited) – continued

Issuer		Shares/Par	Value ($)
Bonds – continued
Utilities - Electric Power – 2.5%
Adani Transmission Ltd., 4.25%, 5/21/2036	$	1,215,500	$1,257,838
Clearway Energy Operating LLC, 3.75%, 2/15/2031 (n)		3,355,000	3,408,999
ContourGlobal Power Holdings S.A., 2.75%, 1/01/2026	EUR	1,900,000	2,294,988
ContourGlobal Power Holdings S.A., 3.125%, 1/01/2028		679,000	819,191
Duke Energy Corp., 2.55%, 6/15/2031	$	1,238,000	1,273,061
Enel Finance International N.V., 3.5%, 4/06/2028 (n)		505,000	556,684
Enel Finance International N.V., 0.5%, 6/17/2030	EUR	740,000	883,387
Enel S.p.A., 2.25% to 3/10/2027, FLR (EUR Swap Rate - 5yr. + 2.679%) to 3/10/2032, FLR (EUR Swap Rate - 5yr. + 2.929%) to 3/10/2047, FLR (EUR Swap Rate - 5yr. + 3.679%) to 3/10/2070		1,220,000	1,521,256
Enel S.p.A., 1.875%, 3/08/2170		1,195,000	1,416,612
Energuate Trust, 5.875%, 5/03/2027	$	1,500,000	1,563,765
ENGIE Energía Chile S.A., 4.5%, 1/29/2025 (n)		1,020,000	1,113,727
ENGIE Energía Chile S.A., 4.5%, 1/29/2025		600,000	655,133
Evergy, Inc., 2.9%, 9/15/2029		1,575,000	1,682,817
Investment Energy Resources Ltd., 6.25%, 4/26/2029 (n)		1,120,000	1,220,800
Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n)		626,000	650,979
Mong Duong Finance Holdings B.V., 5.125%, 5/07/2029		1,700,000	1,708,500
NextEra Energy Operating Co., 4.5%, 9/15/2027 (n)		2,784,000	2,999,760
Southern California Edison Co.'s First & Refunding Mortgage Bonds, 3.65%, 2/01/2050		598,000	609,392
Star Energy Geothermal (Wayang Windu) Ltd., 6.75%, 4/24/2033		886,700	1,019,705
Virginia Electric & Power Co., 3.5%, 3/15/2027		591,000	655,697
WEC Energy Group, Inc., 1.8%, 10/15/2030		1,145,000	1,114,839
			$28,427,130
Total Bonds			$1,090,539,339
Investment Companies (h) – 5.4%
Money Market Funds – 5.4%
MFS Institutional Money Market Portfolio, 0.04% (v)		61,592,285	$61,592,285

Underlying/Expiration Date/Exercise Price	Put/Call	Counterparty	Notional Amount	Par Amount/ Number of Contracts
Purchased Options – 0.1%
Other – 0.1%
U.S. Treasury 10 yr - Interest Rate Swap - Fund pays 1.75%, Fund receives FLR (3-month LIBOR) – September 2022	Put	Merrill Lynch International	$ 77,000,000	$ 77,000,000	$1,412,212

Other Assets, Less Liabilities – 0.1%				1,393,700
Net Assets – 100.0%				$1,154,937,536

(f)	All or a portion of the security has been segregated as collateral for open futures contracts.
(h)	An affiliated issuer, which may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. At period end, the aggregate values of the fund's investments in affiliated issuers and in unaffiliated issuers were $61,592,285 and $1,091,951,551, respectively.
(i)	Interest only security for which the fund receives interest on notional principal (Par amount). Par amount shown is the notional principal and does not reflect the cost of the security.
(n)	Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in the ordinary course of business in transactions exempt from registration, normally to qualified institutional buyers. At period end, the aggregate value of these securities was $311,896,206, representing 27.0% of net assets.
(p)	Payment-in-kind (PIK) security for which interest income may be received in additional securities and/or cash.
(v)	Affiliated issuer that is available only to investment companies managed by MFS. The rate quoted for the MFS Institutional Money Market Portfolio is the annualized seven-day yield of the fund at period end.
(w)	When-issued security.

Portfolio of Investments (unaudited) – continued

(z)

Restricted securities are not registered under the Securities Act of 1933 and are subject to legal restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are subsequently registered. Disposal of these securities may involve time-consuming negotiations and prompt sale at an acceptable price may be difficult. The fund holds the following restricted securities:

Restricted Securities	Acquisition Date	Cost	Value
MF1 CLO Ltd., 2020-FL3, “AS”, FLR, 3.014% (LIBOR - 1mo. + 2.85%), 7/15/2035	6/12/20	$714,500	$726,926
% of Net assets			0.1%

The following abbreviations are used in this report and are defined:
AGM	Assured Guaranty Municipal
CLO	Collateralized Loan Obligation
CMT	Constant Maturity Treasury
EURIBOR	Euro Interbank Offered Rate
FLR	Floating Rate. Interest rate resets periodically based on the parenthetically disclosed reference rate plus a spread (if any). The period-end rate reported may not be the current rate. All reference rates are USD unless otherwise noted.
ICE	Intercontinental Exchange
LIBOR	London Interbank Offered Rate
NPFG	National Public Finance Guarantee Corp.
REIT	Real Estate Investment Trust
SOFR	Secured Overnight Financing Rate
SONIA	Sterling Overnight Index Average
TBA	To Be Announced
UMBS	Uniform Mortgage-Backed Security
Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All amounts are stated in U.S. dollars unless otherwise indicated. A list of abbreviations is shown below:
AUD	Australian Dollar
BRL	Brazilian Real
CAD	Canadian Dollar
CLP	Chilean Peso
CNH	Chinese Yuan Renminbi (Offshore)
CNY	China Yuan Renminbi
CZK	Czech Koruna
EUR	Euro
GBP	British Pound
HUF	Hungarian Forint
ISK	Iceland Krona
JPY	Japanese Yen
KRW	South Korean Won
MXN	Mexican Peso
NOK	Norwegian Krone
NZD	New Zealand Dollar
PLN	Polish Zloty
RUB	Russian Ruble
SEK	Swedish Krona
TWD	Taiwan Dollar
UYU	Uruguayan Peso
ZAR	South African Rand

Derivative Contracts at 8/31/21
Forward Foreign Currency Exchange Contracts
Currency Purchased		Currency Sold		Counterparty	Settlement Date	Unrealized Appreciation (Depreciation)
Asset Derivatives
CLP	1,083,336,000	USD	1,395,153	Citibank N.A.	9/21/2021	$3,709
CLP	1,060,003,000	USD	1,352,114	Goldman Sachs International	9/21/2021	16,620
CZK	112,129,000	USD	5,160,457	JPMorgan Chase Bank N.A.	10/08/2021	45,252
CZK	29,373,000	USD	1,356,548	Morgan Stanley Capital Services, Inc.	10/08/2021	7,125
EUR	14,786,742	USD	17,371,539	Citibank N.A.	10/08/2021	100,919

Portfolio of Investments (unaudited) – continued


Forward Foreign Currency Exchange Contracts − continued
Currency Purchased		Currency Sold		Counterparty	Settlement Date	Unrealized Appreciation (Depreciation)
Asset Derivatives − continued
EUR	1,400,000	USD	1,651,621	Credit Suisse Group	10/08/2021	$2,661
EUR	1,684,736	USD	1,984,333	Deutsche Bank AG	10/08/2021	6,402
GBP	2,271,201	USD	3,119,628	Citibank N.A.	10/08/2021	3,228
GBP	9,280,519	USD	12,642,777	UBS AG	10/08/2021	117,751
HUF	1,610,725,000	USD	5,302,484	JPMorgan Chase Bank N.A.	10/08/2021	141,897
JPY	412,074,927	USD	3,737,467	Deutsche Bank AG	10/08/2021	9,354
JPY	407,250,375	USD	3,692,468	JPMorgan Chase Bank N.A.	9/15/2021	9,707
MXN	114,928,462	USD	5,686,202	Goldman Sachs International	9/15/2021	25,880
NOK	20,000,000	USD	2,247,624	Citibank N.A.	10/08/2021	52,756
NOK	12,000,000	USD	1,379,639	Credit Suisse Group	10/08/2021	589
NOK	118,581,000	USD	13,556,011	Goldman Sachs International	9/15/2021	83,405
NZD	8,101,000	USD	5,681,233	Goldman Sachs International	10/08/2021	26,894
NZD	6,480,997	USD	4,509,322	JPMorgan Chase Bank N.A.	9/15/2021	57,512
PLN	17,676,000	USD	4,608,117	Goldman Sachs International	10/08/2021	7,183
PLN	4,058,000	USD	1,045,129	Morgan Stanley Capital Services, Inc.	10/08/2021	14,438
RUB	90,734,000	USD	1,219,030	JPMorgan Chase Bank N.A.	9/23/2021	15,470
TOF	454,900,000	USD	14,028,720	JPMorgan Chase Bank N.A.	9/20/2021	80,245
TOF	305,100,000	USD	9,411,148	JPMorgan Chase Bank N.A.	10/04/2021	50,765
TWD	320,899,000	USD	11,529,647	Barclays Bank PLC	11/22/2021	49,510
USD	7,576,688	AUD	10,164,302	Citibank N.A.	10/08/2021	139,366
USD	3,919,418	AUD	5,314,456	Deutsche Bank AG	10/08/2021	30,777
USD	5,197,869	AUD	6,955,458	Goldman Sachs International	9/15/2021	109,196
USD	11,148,242	AUD	15,186,000	Goldman Sachs International	10/08/2021	36,494
USD	31,161,230	AUD	40,365,861	JPMorgan Chase Bank N.A.	9/15/2021	1,629,215
USD	3,096,852	AUD	4,203,317	UBS AG	10/08/2021	21,244
USD	5,695,844	CAD	7,128,000	Citibank N.A.	10/08/2021	46,422
USD	634,845	CAD	790,768	Goldman Sachs International	10/08/2021	8,108
USD	3,128,453	CAD	3,821,450	JPMorgan Chase Bank N.A.	9/15/2021	99,597
USD	6,474,920	CNH	41,609,000	JPMorgan Chase Bank N.A.	9/15/2021	35,336
USD	910,727	EUR	767,557	Citibank N.A.	10/08/2021	3,758
USD	14,024,629	EUR	11,816,994	Deutsche Bank AG	10/08/2021	61,314
USD	124,422,347	EUR	102,189,731	Goldman Sachs International	9/15/2021	3,730,498
USD	3,884,654	EUR	3,273,158	Goldman Sachs International	10/08/2021	16,992
USD	401,826	EUR	339,054	HSBC Bank	10/08/2021	1,189
USD	272,932,810	EUR	225,191,248	JPMorgan Chase Bank N.A.	9/15/2021	6,969,216
USD	1,168,717	EUR	985,507	JPMorgan Chase Bank N.A.	10/08/2021	4,212
USD	593,930	EUR	500,720	Morgan Stanley Capital Services, Inc.	10/08/2021	2,264
USD	281,122	GBP	202,527	Deutsche Bank AG	10/08/2021	2,650
USD	22,171,075	GBP	15,705,154	Goldman Sachs International	9/15/2021	578,121
USD	2,901,991	GBP	2,100,482	HSBC Bank	10/08/2021	13,870
USD	38,013,603	GBP	26,985,728	JPMorgan Chase Bank N.A.	9/15/2021	911,031
USD	824,744	GBP	594,887	State Street Bank Corp.	10/08/2021	6,786
USD	1,087,167	JPY	119,563,900	Deutsche Bank AG	10/08/2021	24
USD	34,961,011	JPY	3,829,087,294	JPMorgan Chase Bank N.A.	9/15/2021	152,084
USD	1,450,271	JPY	159,309,991	State Street Bank Corp.	10/08/2021	1,733
USD	5,990,277	KRW	6,938,238,000	Barclays Bank PLC	10/06/2021	8,766
USD	1,247,011	RUB	90,733,000	Morgan Stanley Capital Services, Inc.	9/15/2021	10,807
USD	10,927,181	SEK	94,231,506	JPMorgan Chase Bank N.A.	9/15/2021	6,338
USD	1,194,076	ZAR	17,399,841	Citibank N.A.	10/08/2021	2,255
USD	1,380,578	ZAR	19,016,580	JPMorgan Chase Bank N.A.	9/15/2021	73,844
						$15,642,779
Liability Derivatives
AUD	6,036,465	USD	4,534,822	Goldman Sachs International	9/15/2021	$(118,492)
AUD	3,171,015	USD	2,333,924	UBS AG	10/08/2021	(13,661)

Portfolio of Investments (unaudited) – continued


Forward Foreign Currency Exchange Contracts − continued
Currency Purchased		Currency Sold		Counterparty	Settlement Date	Unrealized Appreciation (Depreciation)
Liability Derivatives − continued
CAD	7,061,000	USD	5,675,205	Goldman Sachs International	10/08/2021	$(78,885)
CLP	5,902,417,000	USD	8,077,757	Barclays Bank PLC	9/27/2021	(458,138)
CLP	828,537,000	USD	1,125,042	JPMorgan Chase Bank N.A.	9/21/2021	(55,190)
CZK	100,991,000	USD	4,824,372	JPMorgan Chase Bank N.A.	9/15/2021	(134,031)
EUR	5,245,132	USD	6,208,490	Citibank N.A.	10/08/2021	(10,684)
EUR	1,179,113	USD	1,400,180	Goldman Sachs International	9/15/2021	(7,581)
GBP	3,356,461	USD	4,636,804	Citibank N.A.	10/08/2021	(21,737)
GBP	14,501,132	USD	20,074,727	Goldman Sachs International	9/15/2021	(137,178)
GBP	3,575,228	USD	4,966,104	HSBC Bank	10/08/2021	(50,237)
GBP	1,293,609	USD	1,825,549	JPMorgan Chase Bank N.A.	9/15/2021	(46,972)
JPY	148,324,000	USD	1,357,128	Deutsche Bank AG	10/08/2021	(8,481)
JPY	113,285,722	USD	1,033,707	JPMorgan Chase Bank N.A.	9/15/2021	(3,865)
KRW	7,121,945,300	USD	6,277,718	Goldman Sachs International	10/06/2021	(137,832)
MXN	87,648,000	USD	4,362,208	Goldman Sachs International	10/08/2021	(20,102)
MXN	22,181,000	USD	1,103,760	JPMorgan Chase Bank N.A.	10/08/2021	(4,907)
NOK	155,981,010	USD	18,872,891	Goldman Sachs International	9/15/2021	(931,653)
NZD	1,396,895	USD	1,002,226	JPMorgan Chase Bank N.A.	9/15/2021	(17,904)
USD	2,570,897	AUD	3,600,000	Deutsche Bank AG	10/08/2021	(63,259)
USD	411,054	AUD	561,894	HSBC Bank	10/08/2021	(89)
USD	3,982,126	BRL	20,919,145	Citibank N.A.	10/04/2021	(45,320)
USD	4,758,701	BRL	24,775,700	Goldman Sachs International	10/04/2021	(11,226)
USD	7,744,571	CAD	9,882,000	JPMorgan Chase Bank N.A.	10/08/2021	(87,583)
USD	3,599,977	CAD	4,595,000	Merrill Lynch International	10/08/2021	(41,871)
USD	18,360,253	CNH	119,470,000	Citibank N.A.	10/08/2021	(88,130)
USD	6,500,256	CNH	42,361,000	Goldman Sachs International	10/08/2021	(41,069)
USD	16,668,768	CNH	108,412,000	JPMorgan Chase Bank N.A.	9/15/2021	(109,529)
USD	36,989,871	CNH	241,227,000	JPMorgan Chase Bank N.A.	10/08/2021	(260,052)
USD	8,758,162	EUR	7,432,703	Deutsche Bank AG	10/08/2021	(24,543)
USD	6,363,396	EUR	5,400,000	Goldman Sachs International	10/08/2021	(17,406)
USD	1,772,152	EUR	1,500,000	HSBC Bank	10/08/2021	(293)
USD	474,391	EUR	401,612	Merrill Lynch International	10/08/2021	(166)
USD	6,504,590	EUR	5,514,491	Morgan Stanley Capital Services, Inc.	10/08/2021	(11,499)
USD	346,691	EUR	293,709	UBS AG	10/08/2021	(364)
USD	1,293,908	GBP	950,000	Citibank N.A.	10/08/2021	(12,323)
USD	11,249,369	GBP	8,187,826	Deutsche Bank AG	10/08/2021	(8,728)
USD	293,552	GBP	215,447	State Street Bank Corp.	10/08/2021	(2,684)
USD	3,173,559	JPY	351,120,826	JPMorgan Chase Bank N.A.	9/15/2021	(18,360)
USD	7,973,300	KRW	9,385,371,430	Barclays Bank PLC	9/23/2021	(119,105)
USD	5,664,999	KRW	6,675,068,000	Barclays Bank PLC	10/06/2021	(89,631)
USD	3,133,081	SEK	27,144,000	Citibank N.A.	10/08/2021	(13,283)
USD	5,669,562	SEK	49,922,000	Credit Suisse Group	10/08/2021	(117,087)
USD	3,214,837	SEK	27,856,000	Goldman Sachs International	10/08/2021	(14,058)
USD	5,650,880	SEK	49,398,000	State Street Bank Corp.	10/08/2021	(75,031)
USD	13,885,470	TOF	454,863,000	JPMorgan Chase Bank N.A.	9/20/2021	(222,347)
USD	9,182,268	TOF	302,886,000	JPMorgan Chase Bank N.A.	10/04/2021	(210,984)
USD	11,256,351	TWD	312,375,000	JPMorgan Chase Bank N.A.	11/22/2021	(15,231)
USD	13,407,310	ZAR	197,343,534	JPMorgan Chase Bank N.A.	9/15/2021	(153,254)
						$(4,132,035)

Portfolio of Investments (unaudited) – continued

Futures Contracts
Description	Long/ Short	Currency	Contracts	Notional Amount	Expiration Date	Value/Unrealized Appreciation (Depreciation)
Asset Derivatives
Interest Rate Futures
Canadian Treasury Bond 10 yr	Short	CAD	23	$2,663,964	December – 2021	$11,958
Canadian Treasury Bond 5 yr	Short	CAD	248	24,757,738	December – 2021	9,036
Euro-Bobl 5 yr	Long	EUR	224	35,697,945	September – 2021	198,771
U.S. Treasury Bond	Long	USD	44	7,170,625	December – 2021	13,763
U.S. Treasury Note 2 yr	Long	USD	278	61,251,219	December – 2021	39,915
U.S. Treasury Ultra Bond	Long	USD	123	24,265,594	December – 2021	152,972
						$426,415
Liability Derivatives
Interest Rate Futures
Euro-Bund 10 yr	Short	EUR	500	$103,581,294	September – 2021	$(1,899,968)
Euro-Buxl 30 yr	Short	EUR	40	10,037,320	September – 2021	(480,827)
Long Gilt 10 yr	Long	GBP	121	21,333,603	December – 2021	(146,820)
U.S. Treasury Note 10 yr	Short	USD	177	23,621,203	December – 2021	(7,560)
U.S. Treasury Note 5 yr	Short	USD	455	56,292,031	December – 2021	(90,482)
U.S. Treasury Ultra Note 10 yr	Short	USD	514	76,080,031	December – 2021	(56,318)
						$(2,681,975)

At August 31, 2021, the fund had cash collateral of $350,000 and other liquid securities with an aggregate value of $4,005,240 to cover any collateral or margin obligations for securities sold short and certain derivative contracts.

See attached supplemental information. For more information see notes to financial statements as disclosed in the most recent semiannual or annual report.

Supplemental Information

8/31/21 (unaudited)

The fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies.

(1) Investment Concentration

The fund may invest between 25% and 35% of its total assets in the securities of issuers in any particular industry if, at the time of investment, that industry represents 20% or more of the global bond market, as a whole, as measured by an index determined by MFS to be an appropriate measure of the global bond market. At August 31, 2021, the fund did not have more than 25% of its assets invested in any one industry.

(2) Investment Valuations

Debt instruments and floating rate loans, including restricted debt instruments, are generally valued at an evaluated or composite bid as provided by a third-party pricing service. Short-term instruments with a maturity at issuance of 60 days or less may be valued at amortized cost, which approximates market value. Exchange-traded options are generally valued at the last sale or official closing price on their primary exchange as provided by a third-party pricing service. Exchange-traded options for which there were no sales reported that day are generally valued at the last daily bid quotation on their primary exchange as provided by a third-party pricing service. For put options, the position may be valued at the last daily ask quotation if there are no trades reported during the day. Options not traded on an exchange are generally valued at a broker/dealer bid quotation. Foreign currency options are generally valued at valuations provided by a third-party pricing service.

Futures contracts are generally valued at last posted settlement price on their primary exchange as provided by a third-party pricing service. Futures contracts for which there were no trades that day for a particular position are generally valued at the closing bid quotation on their primary exchange as provided by a third-party pricing service. Forward foreign currency exchange contracts are generally valued at the mean of bid and asked prices for the time period interpolated from rates provided by a third-party pricing service for proximate time periods.

Open-end investment companies are generally valued at net asset value per share. Securities and other assets generally valued on the basis of information from a third-party pricing service may also be valued at a broker/dealer bid quotation. In determining values, third-party pricing services can utilize both transaction data and market information such as yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data. The values of foreign securities and other assets and liabilities expressed in foreign currencies are converted to U.S. dollars using the mean of bid and asked prices for rates provided by a third-party pricing service.

The Board of Trustees has delegated primary responsibility for determining or causing to be determined the value of the fund’s investments (including any fair valuation) to the adviser pursuant to valuation policies and procedures approved by the Board. If the adviser determines that reliable market quotations are not readily available, investments are valued at fair value as determined in good faith by the adviser in accordance with such procedures under the oversight of the Board of Trustees. Under the fund’s valuation policies and procedures, market quotations are not considered to be readily available for most types of debt instruments and floating rate loans and many types of derivatives. These investments are generally valued at fair value based on information from third-party pricing services. In addition, investments may be valued at fair value if the adviser determines that an investment’s value has been materially affected by events occurring after the close of the exchange or market on which the investment is principally traded (such as foreign exchange or market) and prior to the determination of the fund’s net asset value, or after the halt of trading of a specific security where trading does not resume prior to the close of the exchange or market on which the security is principally traded. The adviser generally relies on third-party pricing services or other information (such as the correlation with price movements of similar securities in the same or other markets; the type, cost and investment characteristics of the security; the business and financial condition of the issuer; and trading and other market data) to assist in determining whether to fair value and at what value to fair value an investment. The value of an investment for purposes of calculating the fund’s net asset value can differ depending on the source and method used to determine value. When fair valuation is used, the value of an investment used to determine the fund’s net asset value may differ from quoted or published prices for the same investment. There can be no assurance that the fund could obtain the fair value assigned to an investment if it were to sell the investment at the same time at which the fund determines its net asset value per share.

Various inputs are used in determining the value of the fund's assets or liabilities. These inputs are categorized into three broad levels. In certain cases, the inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, an investment's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. The fund's assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the investment. Level 1 includes unadjusted quoted prices in active markets for identical assets or liabilities. Level 2 includes other significant observable market-based inputs (including quoted prices for similar securities, interest rates, prepayment speed, and credit risk).

Supplemental Information (unaudited) – continued

Level 3 includes unobservable inputs, which may include the adviser's own assumptions in determining the fair value of investments. Other financial instruments are derivative instruments, such as futures contracts and forward foreign currency exchange contracts. The following is a summary of the levels used as of August 31, 2021 in valuing the fund's assets or liabilities:

Financial Instruments	Level 1	Level 2	Level 3	Total
U.S. Treasury Bonds & U.S. Government Agencies & Equivalents	$—	$27,940,471	$—	$27,940,471
Non - U.S. Sovereign Debt	—	495,210,515	—	495,210,515
Municipal Bonds	—	5,837,599	—	5,837,599
U.S. Corporate Bonds	—	243,944,856	—	243,944,856
Residential Mortgage-Backed Securities	—	30,747,433	—	30,747,433
Commercial Mortgage-Backed Securities	—	41,782,739	—	41,782,739
Asset-Backed Securities (including CDOs)	—	25,697,777	—	25,697,777
Foreign Bonds	—	220,790,161	—	220,790,161
Mutual Funds	61,592,285	—	—	61,592,285
Total	$61,592,285	$1,091,951,551	$—	$1,153,543,836
Other Financial Instruments
Futures Contracts – Assets	$426,415	$—	$—	$426,415
Futures Contracts – Liabilities	(2,681,975)	—	—	(2,681,975)
Forward Foreign Currency Exchange Contracts – Assets	—	15,642,779	—	15,642,779
Forward Foreign Currency Exchange Contracts – Liabilities	—	(4,132,035)	—	(4,132,035)

For further information regarding security characteristics, see the Portfolio of Investments.

(3) Investments in Affiliated Issuers

An affiliated issuer may be considered one in which the fund owns 5% or more of the outstanding voting securities, or a company which is under common control. For the purposes of this report, the following were affiliated issuers:

Affiliated Issuers	Beginning Value	Purchases	Sales Proceeds	Realized Gain (Loss)	Change in Unrealized Appreciation or Depreciation	Ending Value
MFS Institutional Money Market Portfolio	$49,377,293	$853,551,111	$841,336,119	$222	$(222)	$61,592,285

Affiliated Issuers	Dividend Income	Capital Gain Distributions
MFS Institutional Money Market Portfolio	$25,433	$—

(4) Issuer Country Weightings

Issuer country weighting percentages of portfolio holdings based on net assets, as of August 31, 2021, are as follows:

United States	44.7%
Italy	11.2%
China	8.8%
United Kingdom	5.1%
Japan	4.7%
Spain	3.3%
Australia	2.5%
Belgium	1.9%
Germany	(5.0)%
Other Countries	22.8%

The issuer country weighting percentages include both accrued interest amounts and the equivalent exposure from any derivative holdings, if applicable.

Supplemental Information (unaudited) – continued

(5) Impacts of COVID-19

The pandemic related to the global spread of novel coronavirus disease (COVID-19), which was first detected in December 2019, has resulted in significant disruptions to global business activity and the global economy, as well as the economies of individual countries, the financial performance of individual companies and sectors, and the securities and commodities markets in general. Multiple surges in cases globally, the availability and widespread adoption of vaccines, and the emergence of variant strains of the virus continue to create uncertainty as to the future and long-term impacts resulting from the pandemic including impacts to the prices and liquidity of the fund's investments and the fund's performance.

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