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Form NPORT-P MFS SERIES TRUST XIII For: Aug 31

October 26, 2021 11:19 AM EDT

  
    NPORT-P
    false
    
      
      
        
          0000356349
          XXXXXXXX
        
      
      
      
      
        S000012219
        C000068409
        C000068412
        C000068410
        C000033358
        C000033359
        C000033360
        C000068411
        C000117928
      
      
      
    
  
  
    
      MFS Series Trust XIII
      811-03327
      0000356349
      5493000SCRZM3WD72S74
      111 Huntington Avenue
      Boston
      
      02199
      617-954-5000
      MFS Diversified Income Fund
      S000012219
      7Z555RPCNKK7AVR16U38
      2022-02-28
      2021-08-31
      N
    
    
      3635265530.84
      35531720.56
      3599733810.28
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      22602638.46000000
      0.00000000
      0.00000000
      128669.77000000
      
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          COP
          
          
        
        
          EGP
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          HUF
          
          
        
        
          IDR
          
          
        
        
          INR
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          MXN
          
          
        
        
          MYR
          
          
        
        
          RUB
          
          
        
        
          SGD
          
          
        
        
          THB
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          UYU
          
          
        
        
          ZAR
          
          
        
      
      
      
      
        
        
      
      N
      
        
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Republic of Rwanda
        213800DQC28OBRZDYJ87
        Republic of Rwanda
        78347YAL7
        
          
        
        793000.00000000
        PA
        USD
        816219.04000000
        0.022674427694
        Long
        DBT
        NUSS
        RW
        Y
        
        2
        
          2031-08-09
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292JBG4
        
          
        
        1743.62000000
        PA
        USD
        1988.87000000
        0.000055250474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, Inc.
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts, Inc.
        44107P104
        
          
        
        893246.00000000
        NS
        USD
        14792153.76000000
        0.410923544339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oryx Funding Ltd.
        549300S728CF0BBRC295
        Oryx Funding Ltd.
        67114NAA9
        
          
        
        1210000.00000000
        PA
        USD
        1279938.00000000
        0.035556462434
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-02-03
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
        
        3182000.00000000
        PA
        USD
        3240900.41000000
        0.090031668473
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2026-09-22
          Variable
          2.56899960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        19984.64000000
        0.000555169939
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            2969404.05000000
            USD
            19359000.00000000
            CNY
            2021-10-08
            19984.64000000
          
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
        
        840000.00000000
        PA
        USD
        910198.93000000
        0.025285173236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAN6
        
          
        
        1314000.00000000
        PA
        USD
        1302878.63000000
        0.036193749278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625HRY8
        
          
        
        5000000.00000000
        PA
        USD
        5558174.00000000
        0.154405139183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Variable
          3.78200160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179UV90
        
          
        
        776658.95000000
        PA
        USD
        824384.43000000
        0.022901260855
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31403DD97
        
          
        
        59848.06000000
        PA
        USD
        69428.07000000
        0.001928700111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31385XA98
        
          
        
        14114.57000000
        PA
        USD
        16289.93000000
        0.000452531516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        101137AW7
        
          
        
        764000.00000000
        PA
        USD
        846188.91000000
        0.023506985643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emirates NBD Bank PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        N/A
        
          
        
        1170000.00000000
        PA
        USD
        1285245.00000000
        0.035703890002
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-04-09
          Variable
          6.12500040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Panama Generation Holdings SRL
        N/A
        AES Panama Generation Holdings SRL
        00109AAB3
        
          
        
        1897000.00000000
        PA
        USD
        1971931.50000000
        0.054779925514
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
        
        175620.00000000
        NS
        USD
        29567383.20000000
        0.821376933915
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36177UCZ5
        
          
        
        18829.46000000
        PA
        USD
        20528.41000000
        0.000570275778
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31402DP79
        
          
        
        15804.96000000
        PA
        USD
        18320.24000000
        0.000508933186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833DW7
        
          
        
        791000.00000000
        PA
        USD
        784009.01000000
        0.021779638476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        47587.00000000
        NS
        USD
        2367453.25000000
        0.065767453227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Indian Railway Finance Corp. Ltd.
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp. Ltd.
        45434L2C7
        
          
        
        2640000.00000000
        PA
        USD
        2588205.23000000
        0.071899906115
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM
        3137FTZU4
        
          
        
        8166315.00000000
        PA
        USD
        1213296.37000000
        0.033705169158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98490680
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        N/A
        
          
        
        722000.00000000
        PA
        
        818912.94000000
        0.022749263783
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2033-10-25
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202EZE2
        
          
        
        158393.46000000
        PA
        USD
        172973.58000000
        0.004805176969
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamaica
        529900Y93KNSXZI8KK56
        Jamaica Government Bond
        470160AV4
        
          
        
        3225000.00000000
        PA
        USD
        4579532.25000000
        0.127218635914
        Long
        DBT
        NUSS
        JM
        N
        
        2
        
          2039-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tobacco Settlement Finance Authority
        N/A
        Tobacco Settlement Finance Authority
        88880LAG8
        
          
        
        175000.00000000
        PA
        USD
        177287.36000000
        0.004925013052
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.64700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alabama Power Co.
        0RL818ELFOHP5JHOFU19
        Alabama Power Co.
        010392FT0
        
          
        
        1609000.00000000
        PA
        USD
        1786324.85000000
        0.049623803985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax, Inc.
        5493004MCF8JDC86VS77
        Equifax, Inc.
        294429AT2
        
          
        
        2407000.00000000
        PA
        USD
        2423307.11000000
        0.067319064067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PBE7
        
          
        
        1527000.00000000
        PA
        USD
        1649942.60000000
        0.045835128011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co. Ltd.
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co. Ltd.
        874039100
        
          
        
        174301.00000000
        NS
        USD
        20743562.01000000
        0.576252664870
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        STORE Capital Corp.
        5493004EA6C9IHDZ7N66
        STORE Capital Corp.
        862121AC4
        
          
        
        1909000.00000000
        PA
        USD
        1944022.09000000
        0.054004606797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Comunicaciones SpA
        213800XDZJKMC1AEUV94
        VTR Comunicaciones SpA
        918367AA1
        
          
        
        1273000.00000000
        PA
        USD
        1330285.00000000
        0.036955093629
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2028-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WEVB2
        
          
        
        233155.27000000
        PA
        USD
        250793.67000000
        0.006967005984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46647PBM7
        
          
        
        909000.00000000
        PA
        USD
        957768.73000000
        0.026606654282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Variable
          3.10899960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M7PU4
        
          
        
        233621.62000000
        PA
        USD
        261959.60000000
        0.007277193642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076BS0
        
          
        
        1773000.00000000
        PA
        USD
        2132337.65000000
        0.059235981391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synthos SA
        259400WX4QZCOHJVWM18
        Synthos SA
        N/A
        
          
        
        1249000.00000000
        PA
        
        1465321.26000000
        0.040706378227
        Long
        DBT
        CORP
        PL
        Y
        
        2
        
          2028-06-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M5HJ2
        
          
        
        4753.78000000
        PA
        USD
        5557.37000000
        0.000154382804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAM2
        
          
        
        1818000.00000000
        PA
        USD
        1806892.02000000
        0.050195156509
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416BL63
        
          
        
        360691.37000000
        PA
        USD
        418432.67000000
        0.011623989218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448CAR5
        
          
        
        1282000.00000000
        PA
        USD
        1369876.81000000
        0.038054947454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-05
          Fixed
          3.37700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        532211.00000000
        PA
        USD
        300704.54000000
        0.008353521561
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2030-07-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 3845, Class AI
        3137A9RJ7
        
          
        
        212227.70840000
        PA
        USD
        38909.13000000
        0.001080889089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of the Bahamas
        549300W13SXC7EKNJC20
        Commonwealth of the Bahamas
        N/A
        
          
        
        1130000.00000000
        PA
        USD
        1228875.00000000
        0.034137940880
        Long
        DBT
        NUSS
        BS
        N
        
        2
        
          2032-10-15
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Savings Bank of Ukraine
        213800X3YF17XQS13O34
        State Savings Bank of Ukraine
        N/A
        
          
        
        852800.00000000
        PA
        USD
        925288.00000000
        0.025704345064
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-20
          Variable
          9.62499960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Islamic Republic of Pakistan
        529900LOP29R5WKHOD86
        Islamic Republic of Pakistan
        695847AS2
        
          
        
        1550000.00000000
        PA
        USD
        1557362.50000000
        0.043263268399
        Long
        DBT
        NUSS
        PK
        Y
        
        2
        
          2026-04-08
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202FXC5
        
          
        
        757579.76000000
        PA
        USD
        846075.53000000
        0.023503835966
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polaris, Inc.
        549300QJSN8UVWN1EI78
        Polaris, Inc.
        731068102
        
          
        
        12508.00000000
        NS
        USD
        1497958.08000000
        0.041613023599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810RB6
        
          
        
        6853400.00000000
        PA
        USD
        8089956.84000000
        0.224737640791
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36241LLT1
        
          
        
        11421.29000000
        PA
        USD
        13415.25000000
        0.000372673389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV
        35563PLK3
        
          
        
        933717.98000000
        PA
        USD
        1034766.90000000
        0.028745650499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        36321PAB6
        
          
        
        2156000.00000000
        PA
        USD
        2153753.81000000
        0.059830918715
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2036-03-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31407KRH4
        
          
        
        77210.50000000
        PA
        USD
        87967.43000000
        0.002443720414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        2181000.00000000
        PA
        
        2563374.91000000
        0.071210124000
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TH89
        
          
        
        599796.07000000
        PA
        USD
        624542.22000000
        0.017349677862
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equity LifeStyle Properties, Inc.
        529900PEQG66LENB6798
        Equity LifeStyle Properties, Inc.
        29472R108
        
          
        
        323759.00000000
        NS
        USD
        27542178.13000000
        0.765117077583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        4219000.00000000
        PA
        USD
        3021900.94000000
        0.083947900018
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.00000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884U109
        
          
        
        57683.00000000
        NS
        USD
        2927412.25000000
        0.081323020097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azul Investments LLP
        549300C6XNC8IDH04C74
        Azul Investments LLP
        05502FAC2
        
          
        
        1050000.00000000
        PA
        USD
        1015885.50000000
        0.028221128381
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        312941LZ8
        
          
        
        257119.90000000
        PA
        USD
        287308.09000000
        0.007981370432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEF1
        
          
        
        3806000.00000000
        PA
        USD
        3996338.06000000
        0.111017599373
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2032-09-23
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419JS25
        
          
        
        39666.74000000
        PA
        USD
        45352.21000000
        0.001259876768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Croatia
        74780000O00QGQ7CER13
        Republic of Croatia
        N/A
        
          
        
        1000000.00000000
        PA
        
        1386472.87000000
        0.038515983210
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2030-01-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp., Series A
        235851300
        
          
        
        857.00000000
        NS
        USD
        1860555.57000000
        0.051685920905
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        N/A
        
          
        
        166600.00000000
        NS
        
        3179408.99000000
        0.088323447164
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448CAQ7
        
          
        
        1409000.00000000
        PA
        USD
        1477760.28000000
        0.041051932111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM
        3137FWHX1
        
          
        
        3506241.00000000
        PA
        USD
        460651.35000000
        0.012796817050
        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
        
          
        
        1818000.00000000
        PA
        USD
        1824817.50000000
        0.050693123330
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magna International, Inc.
        95RWVLFZX6VGDZNNTN43
        Magna International, Inc.
        559222401
        
          
        
        164768.00000000
        NS
        
        13011402.40000000
        0.361454570969
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202F2V7
        
          
        
        41624.10000000
        PA
        USD
        48934.32000000
        0.001359387181
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620AMD58
        
          
        
        8796.15000000
        PA
        USD
        9938.40000000
        0.000276087080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        N/A
        
          
        
        4048000.00000000
        PA
        USD
        5110640.48000000
        0.141972733245
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2044-08-11
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Transmission Ltd.
        549300PLH866JQ6LXE52
        Adani Transmission Ltd.
        00652XAB4
        
          
        
        2921875.00000000
        PA
        USD
        3023649.93000000
        0.083996486667
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2036-05-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTT Treasury Center Co. Ltd.
        254900FBQLIN5XACCX50
        PTT Treasury Center Co. Ltd.
        74446T2C6
        
          
        
        1999000.00000000
        PA
        USD
        2068466.43000000
        0.057461649639
        Long
        DBT
        CORP
        TH
        Y
        
        2
        
          2070-07-16
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp.
        549300ZLBKR8VSU25153
        Otis Worldwide Corp.
        68902VAK3
        
          
        
        2127000.00000000
        PA
        USD
        2222244.76000000
        0.061733585790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -33800.70000000
        -0.00093897776
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            22644179000.00000000
            IDR
            1551088.03000000
            USD
            2021-09-22
            -33800.70000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2016-4, Class LI
        3136AQ2X7
        
          
        
        586104.27300000
        PA
        USD
        64421.65000000
        0.001789622605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        N/A
        
          
        
        24001.00000000
        NS
        
        1246073.78000000
        0.034615720096
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4363, Class B
        3137BCM47
        
          
        
        395326.09000000
        PA
        USD
        405666.36000000
        0.011269343273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4519, Class VA
        3137BLRJ9
        
          
        
        588610.48000000
        PA
        USD
        606766.11000000
        0.016855860515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio, Class A
        55291X109
        
          
        
        79458095.69000000
        NS
        USD
        79458095.69000000
        2.207332538397
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        03846JX54
        
          
        
        1736000.00000000
        PA
        USD
        1862568.29000000
        0.051741833928
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2032-05-29
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132L5AD5
        
          
        
        1171219.67000000
        PA
        USD
        1265214.50000000
        0.035147446080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        AerCap Ireland Capital DAC
        00774MAB1
        
          
        
        1669000.00000000
        PA
        USD
        1777804.58000000
        0.049387112317
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-07-21
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412FS38
        
          
        
        15959.62000000
        PA
        USD
        18649.75000000
        0.000518086919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communities, Inc.
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities, Inc.
        59522J103
        
          
        
        158885.00000000
        NS
        USD
        30564707.45000000
        0.849082433893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31414AQP0
        
          
        
        2760.54000000
        PA
        USD
        3194.86000000
        0.000088752673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argentine Republic (The)
        549300KPBYGYF7HCHO27
        Argentine Republic
        040114HT0
        
          
        
        2781057.00000000
        PA
        USD
        970616.70000000
        0.026963568729
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -137029.11000000
        -0.00380664563
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            1978364.17000000
            USD
            1426361000.00000000
            CLP
            2021-09-27
            -137029.11000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412XZL1
        
          
        
        10066.15000000
        PA
        USD
        11531.73000000
        0.000320349520
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shriram Transport Finance Co. Ltd.
        335800TM2YO24B76XL26
        Shriram Transport Finance Co. Ltd.
        825547AD4
        
          
        
        2049000.00000000
        PA
        USD
        2069449.02000000
        0.057488945823
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2024-03-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Sultanate of Oman Government Bond
        N/A
        
          
        
        1515000.00000000
        PA
        USD
        1620131.91000000
        0.045006992055
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2029-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179R7H6
        
          
        
        64670.77000000
        PA
        USD
        68377.91000000
        0.001899526842
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argentine Republic (The)
        549300KPBYGYF7HCHO27
        Argentine Republic
        040114HS2
        
          
        
        1517982.00000000
        PA
        USD
        592331.76000000
        0.016454876699
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
        
        1273000.00000000
        PA
        USD
        1534308.71000000
        0.042622837989
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        99.00000000
        NC
        USD
        18562.50000000
        0.000515663128
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-12-31
            12248156.25000000
            USD
            18562.50000000
          
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co.
        532457108
        
          
        
        51893.00000000
        NS
        USD
        13403442.97000000
        0.372345392087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABP1
        
          
        
        597000.00000000
        PA
        USD
        610766.33000000
        0.016966985954
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        65412JAC7
        
          
        
        2571000.00000000
        PA
        USD
        2713664.79000000
        0.075385151597
        Long
        DBT
        NUSS
        NG
        Y
        
        2
        
          2027-11-28
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        36321PAA8
        
          
        
        2000000.00000000
        PA
        USD
        2031428.36000000
        0.056432738281
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RJY9
        
          
        
        3309000.00000000
        PA
        USD
        3467476.15000000
        0.096325904434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
        
        2407000.00000000
        PA
        USD
        2449146.57000000
        0.068036879921
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo KUO SAB de CV
        549300WIYIAVCFZI6Z04
        Grupo KUO SAB de CV
        40052CAC0
        
          
        
        5300000.00000000
        PA
        USD
        5541203.00000000
        0.153933687657
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2027-07-07
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        88034QAA5
        
          
        
        2119000.00000000
        PA
        USD
        2296885.81000000
        0.063807101609
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M4T37
        
          
        
        8416.28000000
        PA
        USD
        9824.95000000
        0.000272935459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JM Smucker Co. (The)
        5493000WDH6A0LHDJD55
        JM Smucker Co. (The)
        832696405
        
          
        
        174016.00000000
        NS
        USD
        21520558.72000000
        0.597837502832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        29238.73000000
        0.000812247003
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            1269675.70000000
            USD
            384285000.00000000
            HUF
            2021-10-08
            29238.73000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412QSX8
        
          
        
        5652.35000000
        PA
        USD
        6447.64000000
        0.000179114355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAB7
        
          
        
        799000.00000000
        PA
        USD
        899225.90000000
        0.024980344308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autoridad del Canal de Panama
        549300W1ISP1PW2J2P64
        Autoridad del Canal de Panama
        N/A
        
          
        
        1220000.00000000
        PA
        USD
        1512812.20000000
        0.042025668555
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2035-07-29
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard University
        N/A
        Howard University, Series 2020
        442851AC5
        
          
        
        181000.00000000
        PA
        USD
        181319.86000000
        0.005037035224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-01
          Fixed
          2.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PR3E7
        
          
        
        5000.86000000
        PA
        USD
        5306.12000000
        0.000147403121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Asahan Aluminium Persero PT
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAG7
        
          
        
        1191000.00000000
        PA
        USD
        1417290.00000000
        0.039372077900
        Long
        DBT
        NUSS
        ID
        Y
        
        2
        
          2050-05-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co.
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co.
        694308JN8
        
          
        
        471000.00000000
        PA
        USD
        498536.86000000
        0.013849270148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4612, Class KV
        3137BRS71
        
          
        
        277613.64000000
        PA
        USD
        282750.46000000
        0.007854760237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDD1
        
          
        
        5408000.00000000
        PA
        USD
        5163396.16000000
        0.143438277165
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        88034QAC1
        
          
        
        3178000.00000000
        PA
        USD
        3257450.00000000
        0.090491413301
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2030-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM
        3137FTG43
        
          
        
        3344437.00000000
        PA
        USD
        477720.38000000
        0.013270991833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.91498040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PAS7
        
          
        
        2727000.00000000
        PA
        USD
        3016421.31000000
        0.083795676818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-09
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        CARS-DB4 LP, Series 2020-1A, Class A4
        12510HAD2
        
          
        
        515743.30000000
        PA
        USD
        529878.74000000
        0.014719942304
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        244503.00000000
        NS
        USD
        13217832.18000000
        0.367189155549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9ND0
        
          
        
        222762.66000000
        PA
        USD
        258929.66000000
        0.007193022419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PRZ69
        
          
        
        4885.73000000
        PA
        USD
        5186.47000000
        0.000144079264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2020-FL4, Class A
        58003UAA6
        
          
        
        1592000.00000000
        PA
        USD
        1608902.74000000
        0.044695047600
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-11-15
          Floating
          1.86447960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        Alcon Finance Corp.
        01400EAD5
        
          
        
        1818000.00000000
        PA
        USD
        1877044.68000000
        0.052143985609
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-27
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAL5
        
          
        
        909000.00000000
        PA
        USD
        985609.17000000
        0.027380057024
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        4164000.00000000
        PA
        USD
        4590810.00000000
        0.127531929913
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2025-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seazen Group Ltd.
        5493006M8GRAQRCSCD67
        Seazen Group Ltd.
        N/A
        
          
        
        1614000.00000000
        PA
        USD
        1583455.32000000
        0.043988122551
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-13
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen, Inc.
        W8J5WZB5IY3K0NDQT671
        Biogen, Inc.
        09062X103
        
          
        
        12442.00000000
        NS
        USD
        4216718.22000000
        0.117139723163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS Finance Luxembourg SARL
        N/A
        JBS Finance Luxembourg SARL
        46592QAA7
        
          
        
        1297000.00000000
        PA
        USD
        1342148.57000000
        0.037284661609
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2032-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hon Hai Precision Industry Co. Ltd.
        30030004CM3GSZXX7O56
        Hon Hai Precision Industry Co. Ltd.
        N/A
        
          
        
        2125000.00000000
        NS
        
        8511194.91000000
        0.236439563550
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -34699.41000000
        -0.00096394377
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            704935.81000000
            USD
            519188000.00000000
            CLP
            2021-09-27
            -34699.41000000
          
        
        
          N
          N
          N
        
      
      
        Cemex SAB de CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BZ5
        
          
        
        1252000.00000000
        PA
        USD
        1288007.52000000
        0.035780632343
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-07-11
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAC9
        
          
        
        2738000.00000000
        PA
        USD
        2981223.39000000
        0.082817884519
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416WH39
        
          
        
        78627.70000000
        PA
        USD
        89886.60000000
        0.002497034634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        3089000.00000000
        PA
        USD
        3271213.93000000
        0.090873772962
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31371MMG9
        
          
        
        1034.62000000
        PA
        USD
        1200.24000000
        0.000033342465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN Miguel Industrias Pet SA
        N/A
        SAN Miguel Industrias Pet SA
        79911QAA2
        
          
        
        2000000.00000000
        PA
        USD
        1970000.00000000
        0.054726268769
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2028-08-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Energy Finance SA
        549300PUNIS0USNSL750
        Consolidated Energy Finance SA
        N/A
        
          
        
        293000.00000000
        PA
        USD
        302522.50000000
        0.008404024184
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-06-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1
        3137FNX70
        
          
        
        8111910.55900000
        PA
        USD
        629354.47000000
        0.017483361358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.21810320
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1
        3137FXZ50
        
          
        
        12741258.13000000
        PA
        USD
        347785.38000000
        0.009661419380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.42276600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36213FTG8
        
          
        
        49870.84000000
        PA
        USD
        57745.55000000
        0.001604161669
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAS6
        
          
        
        1282000.00000000
        PA
        USD
        1234132.16000000
        0.034283983901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd.
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd.
        N/A
        
          
        
        453035.00000000
        NS
        
        6959772.86000000
        0.193341319853
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        Muthoot Finance Ltd.
        335800HAMJMBFL4RRF02
        Muthoot Finance Ltd.
        62828L2B8
        
          
        
        2255000.00000000
        PA
        USD
        2311375.00000000
        0.064209608871
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2023-09-02
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lexington Realty Trust
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529537AA0
        
          
        
        450000.00000000
        PA
        USD
        446158.72000000
        0.012394214225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aeropuertos Dominicanos Siglo XXI SA
        254900KJA5MXNPYB4W32
        Aeropuertos Dominicanos Siglo XXI SA
        N/A
        
          
        
        737000.00000000
        PA
        USD
        764622.76000000
        0.021241091711
        Long
        DBT
        CORP
        DO
        N
        
        2
        
          2029-03-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418CM43
        
          
        
        315515.17000000
        PA
        USD
        332711.80000000
        0.009242677862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EKET8
        
          
        
        504338.72000000
        PA
        USD
        560002.78000000
        0.015556783071
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrial & Commercial Bank of China Ltd.
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd.
        N/A
        
          
        
        1689000.00000000
        PA
        USD
        1891841.96000000
        0.052555051559
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-09-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1
        3137F4X98
        
          
        
        78646609.66370000
        PA
        USD
        784680.82000000
        0.021798301245
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.26906760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31402RCV9
        
          
        
        21695.55000000
        PA
        USD
        24696.54000000
        0.000686065728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4110.77000000
        -0.00011419649
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            1044287.31000000
            USD
            5402829.27000000
            BRL
            2021-10-04
            -4110.77000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        N/A
        
          
        
        2624000.00000000
        PA
        USD
        3144890.24000000
        0.087364522093
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2050-06-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Green Energy UP Ltd.
        N/A
        Adani Green Energy UP Ltd.
        00654AAA4
        
          
        
        3526000.00000000
        PA
        USD
        3839461.40000000
        0.106659592135
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2024-12-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        35009.92000000
        0.000972569691
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3075633.22000000
            USD
            11727389450.00000000
            COP
            2021-09-07
            35009.92000000
          
        
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        British American Tobacco plc
        N/A
        
          
        
        342264.00000000
        NS
        
        12841627.80000000
        0.356738261127
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CAN1
        
          
        
        6171000.00000000
        PA
        USD
        6173410.52000000
        0.171496306264
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292SBD1
        
          
        
        131144.78000000
        PA
        USD
        142008.92000000
        0.003944983920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31409CA70
        
          
        
        14329.41000000
        PA
        USD
        16629.07000000
        0.000461952768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31411VFL8
        
          
        
        10822.05000000
        PA
        USD
        12487.44000000
        0.000346898983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292LSC0
        
          
        
        742389.72000000
        PA
        USD
        806099.61000000
        0.022393311630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410F5D3
        
          
        
        7209.92000000
        PA
        USD
        8223.09000000
        0.000228436057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puma International Financing SA
        222100YFBPO7IDRUBR17
        Puma International Financing SA
        N/A
        
          
        
        2372000.00000000
        PA
        USD
        2372000.00000000
        0.065893761178
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-01-24
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
        
        597000.00000000
        PA
        USD
        600149.08000000
        0.016672040534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M4GZ0
        
          
        
        12060.92000000
        PA
        USD
        13953.15000000
        0.000387616160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WFPH3
        
          
        
        453883.78000000
        PA
        USD
        489155.12000000
        0.013588646988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd.
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd.
        303901BH4
        
          
        
        536000.00000000
        PA
        USD
        565578.66000000
        0.015711680079
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2031-03-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lexington Realty Trust
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529043AE1
        
          
        
        1082000.00000000
        PA
        USD
        1111589.26000000
        0.030879762743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kirin Holdings Co. Ltd.
        353800GBVL72LLMTYM96
        Kirin Holdings Co. Ltd.
        497350108
        
          
        
        195300.00000000
        NS
        
        3539773.67000000
        0.098334317384
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA
        35563PKG3
        
          
        
        101055.61000000
        PA
        USD
        106661.67000000
        0.002963043258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Federation
        N/A
        
          
        
        5600000.00000000
        PA
        USD
        6288184.00000000
        0.174684694241
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-06-23
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Republic of Senegal
        N/A
        
          
        
        1061000.00000000
        PA
        USD
        1102943.45000000
        0.030639583595
        Long
        DBT
        NUSS
        SN
        N
        
        2
        
          2048-03-13
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KJU9
        
          
        
        33598.70000000
        PA
        USD
        39774.92000000
        0.001104940589
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WEXT1
        
          
        
        199976.67000000
        PA
        USD
        215030.80000000
        0.005973519469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sun Communities, Inc.
        549300H5GEOJYN41ZG57
        Sun Communities, Inc.
        866674104
        
          
        
        139548.00000000
        NS
        USD
        28117526.52000000
        0.781100159120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        N/A
        
          
        
        3292000.00000000
        PA
        USD
        3655864.76000000
        0.101559308345
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBF5
        
          
        
        1364000.00000000
        PA
        USD
        1583110.23000000
        0.043978536009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco BTG Pactual SA
        ZXLTQRYIK6IJH3R0IK66
        Banco BTG Pactual SA
        05971AAE1
        
          
        
        1598000.00000000
        PA
        USD
        1654249.60000000
        0.045954775746
        Long
        DBT
        CORP
        BR
        Y
        
        2
        
          2025-01-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benin Government International Bond
        635400Q11P6AE5A5Y230
        Benin Government Bond
        N/A
        
          
        
        1060000.00000000
        PA
        
        1266844.43000000
        0.035192725261
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2032-01-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BK7
        
          
        
        3844000.00000000
        PA
        USD
        4509165.76000000
        0.125263866653
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138E55N4
        
          
        
        8411.93000000
        PA
        USD
        9241.19000000
        0.000256718704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AL3
        
          
        
        2155000.00000000
        PA
        USD
        2376965.00000000
        0.066031688043
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-06-26
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
        
        10944185.00000000
        NS
        
        18350849.03000000
        0.509783500590
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MV
        35563PKJ7
        
          
        
        713727.24000000
        PA
        USD
        792385.55000000
        0.022012337349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sasol Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
        
        1552000.00000000
        PA
        USD
        1602440.00000000
        0.044515513770
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2012-108, Class KI
        38378HQU3
        
          
        
        378060.01180000
        PA
        USD
        49923.16000000
        0.001386856990
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        29492.10000000
        0.000819285579
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            1236900.00000000
            USD
            92718024.00000000
            INR
            2021-09-30
            29492.10000000
          
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36294UUL4
        
          
        
        13468.96000000
        PA
        USD
        14356.52000000
        0.000398821711
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust, Inc.
        85571B105
        
          
        
        158631.00000000
        NS
        USD
        4092679.80000000
        0.113693956711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp. (The)
        549300VSGCJ7E698NM85
        Charles Schwab Corp. (The)
        808513BT1
        
          
        
        2865000.00000000
        PA
        USD
        2867564.75000000
        0.079660466610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos., Inc.
        549300YKWOC0AOR16R51
        Albertsons Cos., Inc., Class A
        013091103
        
          
        
        176907.00000000
        NS
        USD
        5370896.52000000
        0.149202602277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        312932ZG4
        
          
        
        10543.22000000
        PA
        USD
        12081.70000000
        0.000335627594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGI Corp.
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp.
        902681105
        
          
        
        36404.00000000
        NS
        USD
        1685869.24000000
        0.046833164029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tisco Financial Group PCL
        529900OOUQI3OWX2WU06
        Tisco Financial Group PCL
        N/A
        
          
        
        1780400.00000000
        NS
        
        5192200.42000000
        0.144238454664
        Long
        EC
        CORP
        TH
        N
        
        2
        
          N
          N
          N
        
      
      
        Cliffton Ltd.
        254900N1JEUJFV1S3E87
        Cliffton Ltd.
        18684LAA6
        
          
        
        1732000.00000000
        PA
        USD
        1714680.00000000
        0.047633522098
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2025-10-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Series GG
        571903BF9
        
          
        
        1164000.00000000
        PA
        USD
        1242532.90000000
        0.034517355045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp.
        N/A
        Aon Corp.
        03740LAA0
        
          
        
        1593000.00000000
        PA
        USD
        1585384.20000000
        0.044041706513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-23
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energuate Trust
        549300RVM37LH8GY7E41
        Energuate Trust
        N/A
        
          
        
        1613000.00000000
        PA
        USD
        1681568.63000000
        0.046713693806
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-05-03
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PRZ51
        
          
        
        6214.17000000
        PA
        USD
        6597.09000000
        0.000183266050
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26884TAR3
        
          
        
        2463000.00000000
        PA
        USD
        2688036.40000000
        0.074673199232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        598000.00000000
        PA
        USD
        631177.04000000
        0.017533992046
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2029-05-21
          Fixed
          6.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Ltd.
        254900D9T8VKYVQNZ220
        Leviathan Bond Ltd.
        N/A
        
          
        
        2841000.00000000
        PA
        USD
        3175044.78000000
        0.088202210144
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2030-06-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alimentation Couche-Tard, Inc.
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard, Inc.
        01626PAN6
        
          
        
        1621000.00000000
        PA
        USD
        1774421.33000000
        0.049293126200
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2050-01-25
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123DC1
        
          
        
        1223000.00000000
        PA
        USD
        1216836.08000000
        0.033803501706
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2031-06-26
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B24, Class XA
        08163CBE8
        
          
        
        6701871.33960000
        PA
        USD
        568990.22000000
        0.015806452643
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.27373040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAE8
        
          
        
        2834000.00000000
        PA
        USD
        2566529.94000000
        0.071297770203
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2051-02-08
          Fixed
          3.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31403C6S5
        
          
        
        4289.38000000
        PA
        USD
        5095.19000000
        0.000141543521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        207851.00000000
        NS
        USD
        35985243.63000000
        0.999664017579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620A9PQ8
        
          
        
        27778.34000000
        PA
        USD
        30575.24000000
        0.000849375026
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412MAJ7
        
          
        
        6062.19000000
        PA
        USD
        7065.50000000
        0.000196278402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
        
        404986.00000000
        NS
        USD
        30896381.94000000
        0.858296295458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F020695
        
          
        
        350000.00000000
        PA
        USD
        354798.83000000
        0.009856251842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco GNB Sudameris SA
        549300SO7QUETMQD9D84
        Banco GNB Sudameris SA
        059593AE3
        
          
        
        1456000.00000000
        PA
        USD
        1493870.56000000
        0.041499472981
        Long
        DBT
        CORP
        CO
        Y
        
        2
        
          2031-04-16
          Variable
          7.49999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class AS
        69290LAC1
        
          
        
        1383930.94000000
        PA
        USD
        1379603.39000000
        0.038325150211
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.24549920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        American Homes 4 Rent, Class A
        02665T306
        
          
        
        604126.00000000
        NS
        USD
        25337044.44000000
        0.703858834440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Indofood CBP Sukses Makmur Tbk. PT
        254900YKZW9GRKZZN285
        Indofood CBP Sukses Makmur Tbk. PT
        N/A
        
          
        
        759000.00000000
        PA
        USD
        794851.57000000
        0.022080842970
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-06-09
          Fixed
          3.39800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        03835VAH9
        
          
        
        1364000.00000000
        PA
        USD
        1898037.02000000
        0.052727149284
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2049-03-15
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        37443GAN1
        
          
        
        596000.00000000
        PA
        USD
        592923.45000000
        0.016471313748
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2042-05-07
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equitable Holdings, Inc.
        549300FIBAKMNHPZ4009
        Equitable Holdings, Inc.
        29452E101
        
          
        
        242723.00000000
        NS
        USD
        7526840.23000000
        0.209094356046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179S2P1
        
          
        
        495942.46000000
        PA
        USD
        523920.08000000
        0.014554411731
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd.
        335934AT2
        
          
        
        1802000.00000000
        PA
        USD
        1950665.00000000
        0.054189145720
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Development Bank Financial Leasing Co. Ltd.
        3003001Y2JXAVQAIZ618
        China Development Bank Financial Leasing Co. Ltd.
        N/A
        
          
        
        1618000.00000000
        PA
        USD
        1654712.42000000
        0.045967632808
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2030-09-28
          Variable
          2.87499960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Asahan Aluminium Persero PT
        2549008P48EB9SN2OI80
        Indonesia Asahan Aluminium Persero PT
        74445PAE2
        
          
        
        1905000.00000000
        PA
        USD
        2076659.55000000
        0.057689253135
        Long
        DBT
        NUSS
        ID
        Y
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410GRK1
        
          
        
        4134.40000000
        PA
        USD
        4926.23000000
        0.000136849841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP - Energias do Brasil SA
        N/A
        EDP - Energias do Brasil SA
        N/A
        
          
        
        486360.00000000
        NS
        
        1734446.97000000
        0.048182645201
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31403CXQ9
        
          
        
        14207.40000000
        PA
        USD
        16481.90000000
        0.000457864410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179RBW8
        
          
        
        1191172.36000000
        PA
        USD
        1262483.14000000
        0.035071569358
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sasol Financing USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAD7
        
          
        
        2503000.00000000
        PA
        USD
        2646922.50000000
        0.073531062003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-18
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD.com, Inc.
        549300HVTWB0GJZ16V92
        JD.com, Inc.
        47215PAE6
        
          
        
        1160000.00000000
        PA
        USD
        1237641.10000000
        0.034381461664
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-01-14
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA
        67091TAD7
        
          
        
        1113000.00000000
        PA
        USD
        1125881.86000000
        0.031276808768
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co.
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co., Series 20A
        842400GY3
        
          
        
        478000.00000000
        PA
        USD
        436204.98000000
        0.012117701002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RKE1
        
          
        
        1682000.00000000
        PA
        USD
        1674903.78000000
        0.046528545394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Angola
        549300QHR2R3J8JSGK83
        Republic of Angola
        N/A
        
          
        
        2905000.00000000
        PA
        USD
        3086248.76000000
        0.085735471639
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2048-05-08
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Series FF
        571903BE2
        
          
        
        455000.00000000
        PA
        USD
        522871.04000000
        0.014525269577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138X13A2
        
          
        
        247855.97000000
        PA
        USD
        269841.73000000
        0.007496157888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM
        3137FUZZ0
        
          
        
        4373949.00000000
        PA
        USD
        585205.07000000
        0.016256898449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.76591160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128LXE30
        
          
        
        2936.23000000
        PA
        USD
        3348.25000000
        0.000093013822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAH5
        
          
        
        2670000.00000000
        PA
        USD
        2684745.10000000
        0.074581767472
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2026-10-06
          Variable
          1.65200040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Group BV
        213800PC85O8BJ7DU398
        United Group BV
        N/A
        
          
        
        367000.00000000
        PA
        
        434194.99000000
        0.012061863817
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP World Salaam
        549300SUYBT9X88E9435
        DP World Salaam
        N/A
        
          
        
        2760000.00000000
        PA
        USD
        3013506.00000000
        0.083714689997
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-01
          Variable
          6.00000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        56836.82000000
        0.001578917303
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            48331105.15000000
            EUR
            57166321.16000000
            USD
            2021-10-08
            56836.82000000
          
        
        
          N
          N
          N
        
      
      
        Greenko Dutch BV
        724500PT585P4JPVRP08
        Greenko Dutch BV
        39530LAD2
        
          
        
        1193000.00000000
        PA
        USD
        1218506.34000000
        0.033849901248
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-03-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8559.03000000
        -0.00023776841
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            1161145.99000000
            USD
            4793791.20000000
            MYR
            2021-09-13
            -8559.03000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
        
        3057000.00000000
        PA
        USD
        3462052.50000000
        0.096175236349
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Andes SA
        549300IF4IFG0FS0RM26
        AES Andes SA
        00105DAG0
        
          
        
        1885000.00000000
        PA
        USD
        1991502.50000000
        0.055323604604
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2079-10-07
          Variable
          6.35000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA
        95001RAY5
        
          
        
        5871016.70890000
        PA
        USD
        337025.71000000
        0.009362517557
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-01-15
          Variable
          1.11301560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent LP
        549300N4PXZ37U8QKI55
        American Homes 4 Rent LP
        02666TAC1
        
          
        
        1118000.00000000
        PA
        USD
        1122854.75000000
        0.031192716161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings LLC
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAJ4
        
          
        
        822000.00000000
        PA
        USD
        901728.28000000
        0.025049860004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        91282CCB5
        
          
        
        1040000.00000000
        PA
        USD
        1072337.50000000
        0.029789355450
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Ltd.
        549300OLARYHDXP3WK18
        Sunac China Holdings Ltd.
        N/A
        
          
        
        1231000.00000000
        PA
        USD
        1246140.82000000
        0.034617582456
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa de Transmision Electrica SA
        254900RX1DOMC83TZ320
        Empresa de Transmision Electrica SA
        29247QAA2
        
          
        
        1694000.00000000
        PA
        USD
        1943865.00000000
        0.054000242863
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2049-05-02
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419B5X9
        
          
        
        397702.41000000
        PA
        USD
        439824.16000000
        0.012218241213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20B, Class 1
        83162CVH3
        
          
        
        134863.60000000
        PA
        USD
        141122.40000000
        0.003920356544
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class B
        03881CAE1
        
          
        
        998500.00000000
        PA
        USD
        999430.60000000
        0.027764014026
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          1.59549840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335B7E0
        
          
        
        757662.52000000
        PA
        USD
        881293.74000000
        0.024482191918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KGB4
        
          
        
        174334.03000000
        PA
        USD
        202236.51000000
        0.005618096244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance I UK plc
        213800JCKNPJE9FDCJ76
        Brookfield Finance I UK plc
        11272BAA1
        
          
        
        1906000.00000000
        PA
        USD
        1905780.71000000
        0.052942267690
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2032-01-30
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410LDU3
        
          
        
        143220.77000000
        PA
        USD
        159836.99000000
        0.004440244707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        836205BA1
        
          
        
        1946000.00000000
        PA
        USD
        2058284.20000000
        0.057178789001
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2029-09-30
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA Food Co.
        549300O7SUM086E3RD66
        JBS USA Food Co.
        46650CAB5
        
          
        
        1796000.00000000
        PA
        USD
        1896216.80000000
        0.052676583879
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828B66
        
          
        
        7855000.00000000
        PA
        USD
        8326606.82000000
        0.231311737446
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2015-3, Class PC
        3136AMNZ8
        
          
        
        508793.89000000
        PA
        USD
        534506.91000000
        0.014848512089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2013-53, Class CB
        3136AEEP8
        
          
        
        204327.18000000
        PA
        USD
        205846.99000000
        0.005718394771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Bonos de la Tesoreria de la Republica en pesos
        N/A
        
          
        
        870000000.00000000
        PA
        
        1156324.99000000
        0.032122513800
        Long
        DBT
        NUSS
        CL
        Y
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179SJS7
        
          
        
        582136.12000000
        PA
        USD
        612039.72000000
        0.017002360514
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG (Registered)
        N/A
        
          
        
        996827.00000000
        NS
        
        16632832.72000000
        0.462057296361
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        JBS USA LUX SA
        N/A
        JBS USA LUX SA
        46590XAA4
        
          
        
        1304000.00000000
        PA
        USD
        1476780.00000000
        0.041024700098
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group, Inc.
        529900GQL5X8H7AO3T64
        Simon Property Group, Inc.
        828806109
        
          
        
        185076.00000000
        NS
        USD
        24883468.20000000
        0.691258562756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delhi International Airport Ltd.
        335800HBF5DARYMEUD12
        Delhi International Airport Ltd.
        246724AA6
        
          
        
        1600000.00000000
        PA
        USD
        1572000.00000000
        0.043669895688
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2029-06-04
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors, Inc.
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors, Inc.
        681936100
        
          
        
        72703.00000000
        NS
        USD
        2437731.59000000
        0.067719773696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Costa Rica
        549300S1EK2VN6XVJP58
        Republic of Costa Rica
        N/A
        
          
        
        1997000.00000000
        PA
        USD
        2081892.47000000
        0.057834622772
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2045-03-12
          Fixed
          7.15800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BM3
        
          
        
        53264000.00000000
        PA
        
        1268130.51000000
        0.035228452347
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-05-21
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd.
        N/A
        
          
        
        1533000.00000000
        PA
        USD
        1564472.49000000
        0.043460782725
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-03-30
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        2198000.00000000
        PA
        USD
        1403994.48000000
        0.039002730590
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2040-07-31
          Variable
          0.50000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEE4
        
          
        
        2282000.00000000
        PA
        USD
        2321957.82000000
        0.064503597831
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2060-01-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICTSI Treasury BV
        724500OT4U4QE3XWJH54
        ICTSI Treasury BV
        N/A
        
          
        
        1055000.00000000
        PA
        USD
        1234584.70000000
        0.034296555386
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-09-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        3455000.00000000
        PA
        
        4115456.05000000
        0.114326677107
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2032-01-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        1374000.00000000
        PA
        USD
        1455588.12000000
        0.040435993234
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax, Inc.
        5493004MCF8JDC86VS77
        Equifax, Inc.
        294429AS4
        
          
        
        2237000.00000000
        PA
        USD
        2397083.72000000
        0.066590582702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        1150000.00000000
        PA
        
        1369833.42000000
        0.038053742087
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2032-01-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Savings Bank of Ukraine
        213800X3YF17XQS13O34
        State Savings Bank of Ukraine
        N/A
        
          
        
        1178800.00000000
        PA
        USD
        1231846.00000000
        0.034220474760
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-03-10
          Variable
          9.37500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Star Energy Geothermal Darajat II
        N/A
        Star Energy Geothermal Darajat II
        85513LAB0
        
          
        
        1119000.00000000
        PA
        USD
        1235096.25000000
        0.034310766159
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2038-10-14
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
        
        80160.00000000
        NS
        USD
        5388355.20000000
        0.149687601472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        03846JW71
        
          
        
        1396000.00000000
        PA
        USD
        1532389.20000000
        0.042569514324
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2029-03-01
          Fixed
          7.60030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563RQZ5
        
          
        
        55000.00000000
        PA
        USD
        57666.33000000
        0.001601960951
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-07-01
          Fixed
          2.56200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inter-American Development Bank
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        4581X0CE6
        
          
        
        511000.00000000
        PA
        USD
        718963.23000000
        0.019972677644
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2044-01-24
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA Global Sukuk Ltd.
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd.
        78397PAB7
        
          
        
        414000.00000000
        PA
        USD
        414811.44000000
        0.011523392057
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-06-17
          Fixed
          1.60200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        N/A
        
          
        
        1226000.00000000
        PA
        USD
        1471212.26000000
        0.040870029217
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2048-03-13
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG (Registered)
        N/A
        
          
        
        188717.00000000
        NS
        
        10505207.11000000
        0.291832887198
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M6HH4
        
          
        
        7689.94000000
        PA
        USD
        8872.07000000
        0.000246464612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co.
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co.
        80414L2M6
        
          
        
        1098000.00000000
        PA
        USD
        1073470.68000000
        0.029820834999
        Long
        DBT
        NUSS
        SA
        Y
        
        2
        
          2070-11-24
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2018-H4, Class XA
        61691RAF3
        
          
        
        9987405.37910000
        PA
        USD
        515689.69000000
        0.014325772881
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Variable
          1.02500640
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Infraestructura Energetica Nova SAB de CV
        715K4H1JYF3O6JOK1411
        Infraestructura Energetica Nova SAB de CV
        N/A
        
          
        
        2466000.00000000
        PA
        USD
        2576970.00000000
        0.071587793315
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-01-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        370334104
        
          
        
        368964.00000000
        NS
        USD
        21329808.84000000
        0.592538503238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        74727PBD2
        
          
        
        1818000.00000000
        PA
        USD
        2071131.05000000
        0.057535672334
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31297V6E3
        
          
        
        5949.07000000
        PA
        USD
        6863.49000000
        0.000190666598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co.
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co.
        694308JG3
        
          
        
        1206000.00000000
        PA
        USD
        1136204.49000000
        0.031563569693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179WLP1
        
          
        
        75000.00000000
        PA
        USD
        77860.99000000
        0.002162965210
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418QPN7
        
          
        
        13649.69000000
        PA
        USD
        15637.72000000
        0.000434413232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cikarang Listrindo Tbk. PT
        254900NPCIO562Z7FN53
        Cikarang Listrindo Tbk. PT
        N/A
        
          
        
        1877000.00000000
        PA
        USD
        1920171.00000000
        0.053342027527
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2026-09-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7299.49000000
        0.000202778604
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1528622.65000000
            USD
            1299833.39000000
            EUR
            2021-10-08
            7299.49000000
          
        
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
        
        172317.00000000
        NS
        
        30783996.98000000
        0.855174260165
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Development Bank of Kazakhstan JSC
        213800LCDPGJ1BI7KX98
        Development Bank of Kazakhstan JSC
        N/A
        
          
        
        1663000.00000000
        PA
        USD
        1728854.80000000
        0.048027295658
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2022-12-10
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO XVII Ltd.
        549300X84MR2MGY6OR68
        Symphony CLO XVII Ltd., Series 2016-17A, Class BR
        87165UAQ4
        
          
        
        2026203.00000000
        PA
        USD
        2023287.29000000
        0.056206580726
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-04-15
          Floating
          1.32612840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Oil Co. of the Azerbaijan Republic
        2549002HARR1VE257O76
        State Oil Co. of the Azerbaijan Republic
        N/A
        
          
        
        3933000.00000000
        PA
        USD
        4129650.00000000
        0.114720982651
        Long
        DBT
        NUSS
        AZ
        N
        
        2
        
          2023-03-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        03846JW30
        
          
        
        1218000.00000000
        PA
        USD
        1272995.14000000
        0.035363590951
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2023-02-21
          Fixed
          5.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TC Ziraat Bankasi A/S
        213800K5KTZFSUS8MR51
        TC Ziraat Bankasi A/S
        90014TAG6
        
          
        
        1464000.00000000
        PA
        USD
        1458363.60000000
        0.040513095602
        Long
        DBT
        CORP
        TR
        Y
        
        2
        
          2026-03-02
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2012-77, Class MY
        38375GBQ3
        
          
        
        120000.00000000
        PA
        USD
        126746.12000000
        0.003520985902
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348AW6
        
          
        
        1409000.00000000
        PA
        USD
        1556546.46000000
        0.043240598945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DL6
        
          
        
        1350000.00000000
        PA
        USD
        1429596.00000000
        0.039713936511
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-04-25
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co.
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co.
        595620AR6
        
          
        
        1818000.00000000
        PA
        USD
        2183927.11000000
        0.060669127916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA Global Sukuk Ltd.
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd.
        78397PAD3
        
          
        
        593000.00000000
        PA
        USD
        606787.25000000
        0.016856447781
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-06-17
          Fixed
          2.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petra Diamonds US Treasury plc
        635400LZYOO6WHAO2H58
        Petra Diamonds US Treasury plc
        N/A
        
          
        
        1453584.00000000
        PA
        USD
        1464485.88000000
        0.040683171511
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-03-08
          Fixed
          10.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866FAN4
        
          
        
        2974000.00000000
        PA
        USD
        2865478.74000000
        0.079602517603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        140.00000000
        NC
        USD
        3864.00000000
        0.000107341270
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2021-12-21
            18683437.50000000
            USD
            3864.00000000
          
        
        
          N
          N
          N
        
      
      
        Clean Renewable Power Mauritius Pte. Ltd.
        2138003P9CSDW7P4MT75
        Clean Renewable Power Mauritius Pte. Ltd.
        18452NAB0
        
          
        
        1545000.00000000
        PA
        USD
        1568175.00000000
        0.043563637831
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2027-03-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transcontinental, Inc.
        549300C86G4JLR01YF53
        Transcontinental, Inc., Class A
        893578104
        
          
        
        75049.00000000
        NS
        
        1452618.86000000
        0.040353507691
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Series HH
        571903BG7
        
          
        
        482000.00000000
        PA
        USD
        491722.84000000
        0.013659977818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS SA
        529900RM0MTMZL9O5050
        JBS SA
        N/A
        
          
        
        368677.00000000
        NS
        
        2222414.73000000
        0.061738307528
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        Alcon Finance Corp.
        01400EAA1
        
          
        
        1818000.00000000
        PA
        USD
        1927107.52000000
        0.053534722886
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-23
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of the Philippines
        529900RAHBALMYIJ3T08
        Republic of Philippines
        N/A
        
          
        
        2353000.00000000
        PA
        
        2839327.44000000
        0.078876038886
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        312940ZV4
        
          
        
        2222.24000000
        PA
        USD
        2513.79000000
        0.000069832663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280AQ2
        
          
        
        1818000.00000000
        PA
        USD
        2409582.05000000
        0.066937784208
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-03-14
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B26, Class XA
        08163EBE4
        
          
        
        6509469.46000000
        PA
        USD
        443035.79000000
        0.012307459755
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          0.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
        
        434200.00000000
        NS
        
        24015879.65000000
        0.667157098711
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M73V6
        
          
        
        9135.32000000
        PA
        USD
        10414.90000000
        0.000289324170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Federation
        N/A
        
          
        
        2800000.00000000
        PA
        USD
        3175760.00000000
        0.088222078836
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2026-05-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAQ6
        
          
        
        473000.00000000
        PA
        USD
        513568.99000000
        0.014266860192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -510.13000000
        -0.00001417132
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            367000.00000000
            EUR
            433148.08000000
            USD
            2021-10-08
            -510.13000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31403DBX6
        
          
        
        4499.67000000
        PA
        USD
        5220.06000000
        0.000145012389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419EJE0
        
          
        
        124653.03000000
        PA
        USD
        140908.18000000
        0.003914405548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDF6
        
          
        
        3229000.00000000
        PA
        USD
        2848623.80000000
        0.079134290204
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        4622.00000000
        NS
        USD
        3067621.40000000
        0.085218006710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central American Bottling Corp.
        549300DT8SH0CF6BTT37
        Central American Bottling Corp.
        15238XAB5
        
          
        
        1742000.00000000
        PA
        USD
        1824745.00000000
        0.050691109292
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2027-01-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties, Inc.
        5493008JKH5SOTI0JS97
        National Retail Properties, Inc.
        637417AQ9
        
          
        
        418000.00000000
        PA
        USD
        444686.64000000
        0.012353320090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands plc
        549300DFVPOB67JL3A42
        Imperial Brands plc
        N/A
        
          
        
        333932.00000000
        NS
        
        7077125.36000000
        0.196601352571
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -586.71000000
        -0.00001629870
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1605428.03000000
            USD
            1358158.90000000
            EUR
            2021-10-08
            -586.71000000
          
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        903724BY7
        
          
        
        3003000.00000000
        PA
        USD
        3180140.96000000
        0.088343781168
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2033-03-15
          Fixed
          7.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563RRA9
        
          
        
        255000.00000000
        PA
        USD
        267748.70000000
        0.007438013867
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-07-01
          Fixed
          2.68200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital (The)
        5493009DCR7NWV6K4T34
        Toledo Hospital (The)
        889184AF4
        
          
        
        1721000.00000000
        PA
        USD
        2059827.09000000
        0.057221650226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        N/A
        Plains All American Pipeline LP
        72650RBM3
        
          
        
        1827000.00000000
        PA
        USD
        1935190.30000000
        0.053759261156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31406XKB7
        
          
        
        5589.88000000
        PA
        USD
        6258.41000000
        0.000173857577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trustees of the University of Pennsylvania (The)
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania (The), Series 2020
        91481CAD2
        
          
        
        2127000.00000000
        PA
        USD
        2089049.83000000
        0.058033453030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324PEF5
        
          
        
        477000.00000000
        PA
        USD
        522573.67000000
        0.014517008688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XP, Inc.
        5493008KDA8NBZRJST80
        XP, Inc.
        98379XAA2
        
          
        
        1819000.00000000
        PA
        USD
        1776071.60000000
        0.049338970424
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent LP
        549300N4PXZ37U8QKI55
        American Homes 4 Rent LP
        02666TAD9
        
          
        
        1114000.00000000
        PA
        USD
        1147770.07000000
        0.031884859561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128KYA33
        
          
        
        10481.07000000
        PA
        USD
        12426.64000000
        0.000345209969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128LXC57
        
          
        
        7669.14000000
        PA
        USD
        8609.07000000
        0.000239158517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA
        N/A
        CANPACK SA
        13805AAA5
        
          
        
        412000.00000000
        PA
        USD
        418180.00000000
        0.011616970088
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Sultanate of Oman Government Bond
        N/A
        
          
        
        3925000.00000000
        PA
        USD
        4008406.25000000
        0.111352851662
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2048-01-17
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wal-Mart de Mexico SAB de CV
        N/A
        Wal-Mart de Mexico SAB de CV
        N/A
        
          
        
        1342662.00000000
        NS
        
        4777266.81000000
        0.132711668744
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        Howard University
        N/A
        Howard University, Series 2020
        442851AD3
        
          
        
        190000.00000000
        PA
        USD
        193825.99000000
        0.005384453412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932AL1
        
          
        
        2000000.00000000
        PA
        USD
        2035000.00000000
        0.056531957840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SierraCol Energy Andina LLC
        N/A
        SierraCol Energy Andina LLC
        82653LAA9
        
          
        
        2195000.00000000
        PA
        USD
        2189512.50000000
        0.060824289111
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Shenhua Energy Co. Ltd.
        529900N9JOX4C108MA40
        China Shenhua Energy Co. Ltd., Class H
        N/A
        
          
        
        2439000.00000000
        NS
        
        5400173.58000000
        0.150015914081
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern California Edison Co.
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co.
        842400FQ1
        
          
        
        454000.00000000
        PA
        USD
        525923.90000000
        0.014610077514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140JAGT9
        
          
        
        565859.62000000
        PA
        USD
        655208.17000000
        0.018201572797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd.
        N/A
        Palmer Square Loan Funding Ltd., Series 2020-1A, Class A2
        69701EAC0
        
          
        
        1308942.00000000
        PA
        USD
        1302533.42000000
        0.036184159403
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-02-20
          Floating
          1.48088160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410LK35
        
          
        
        226667.05000000
        PA
        USD
        249506.98000000
        0.006931261952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Sultanate of Oman Government Bond
        68205LAT0
        
          
        
        3249000.00000000
        PA
        USD
        3384320.85000000
        0.094015864182
        Long
        DBT
        NUSS
        OM
        Y
        
        2
        
          2051-01-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        3587406.00000000
        PA
        USD
        2569515.42000000
        0.071380706336
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2035-07-31
          Variable
          1.00000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887CJ6
        
          
        
        3182000.00000000
        PA
        USD
        3369090.78000000
        0.093592775398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-20
          Fixed
          2.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
        
        409638.00000000
        NS
        
        5076222.32000000
        0.141016602547
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA (Registered)
        N/A
        
          
        
        20433.00000000
        NS
        
        2253598.69000000
        0.062604592694
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Compal Electronics, Inc.
        529900ZPKWFDL21LW166
        Compal Electronics, Inc.
        N/A
        
          
        
        2107000.00000000
        NS
        
        1741039.57000000
        0.048365786520
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        LoanCore Issuer Ltd., Series 2021-CRE5, Class AS
        53947XAE2
        
          
        
        750000.00000000
        PA
        USD
        750233.85000000
        0.020841370210
        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
        
          
        
        4834746.95000000
        PA
        USD
        285873.27000000
        0.007941511374
        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
        
          
        
        1391000.00000000
        PA
        USD
        1394143.66000000
        0.038729076467
        Long
        DBT
        NUSS
        MX
        Y
        
        2
        
          2033-07-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62947QAV0
        
          
        
        1818000.00000000
        PA
        USD
        1940445.30000000
        0.053905244172
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International, Inc.
        549300TJCKW4BRXPJ474
        RPM International, Inc.
        749685AX1
        
          
        
        217000.00000000
        PA
        USD
        251169.43000000
        0.006977444534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410F2Z7
        
          
        
        2544.40000000
        PA
        USD
        3023.69000000
        0.000083997599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABT3
        
          
        
        852000.00000000
        PA
        USD
        847837.95000000
        0.023552795697
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20C, Class 1
        83162CVK6
        
          
        
        221818.88000000
        PA
        USD
        230340.70000000
        0.006398825917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        N/A
        
          
        
        610928.00000000
        NS
        
        4049677.07000000
        0.112499348102
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        MC Brazil Downstream Trading SARL
        213800T2A7R9TYNXZI63
        MC Brazil Downstream Trading SARL
        55292WAA8
        
          
        
        1553000.00000000
        PA
        USD
        1616207.10000000
        0.044897961493
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2031-06-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        1678000.00000000
        PA
        
        2161454.01000000
        0.060044828976
        Long
        DBT
        NUSS
        CI
        
        Y
        
        2
        
          2031-10-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179WG36
        
          
        
        1736422.83000000
        PA
        USD
        1802282.10000000
        0.050067093707
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140HMPP3
        
          
        
        105087.79000000
        PA
        USD
        110864.48000000
        0.003079796613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -18576.22000000
        -0.00051604426
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            23608410000.00000000
            IDR
            1633800.00000000
            USD
            2021-09-22
            -18576.22000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        1655000.00000000
        PA
        USD
        1892800.88000000
        0.052581690195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN US GOVERNMENT MONEY MKT FD
        549300NQ5E5B7ZV4T516
        Investment Company
        N/A
        
          
        
        2631476.75000000
        NS
        USD
        2631476.75000000
        0.073101981665
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        CANPACK SA
        N/A
        CANPACK SA
        N/A
        
          
        
        445000.00000000
        PA
        
        539772.84000000
        0.014994798739
        Long
        DBT
        CORP
        PL
        Y
        
        2
        
          2027-11-01
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunswick Corp.
        YM4O38W15AX4YLLQKU27
        Brunswick Corp.
        117043109
        
          
        
        38708.00000000
        NS
        USD
        3749643.96000000
        0.104164478753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419AT49
        
          
        
        206871.20000000
        PA
        USD
        235371.56000000
        0.006538582362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF Ltd.
        54930083ELM2GCMVTQ91
        KREF Ltd., Series 2021-FL2, Class A
        48275RAA5
        
          
        
        478500.00000000
        PA
        USD
        478500.00000000
        0.013292649546
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2039-02-15
          Floating
          1.16300160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABB0
        
          
        
        2182000.00000000
        PA
        USD
        2355141.70000000
        0.065425440438
        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
        
          
        
        3405000.00000000
        PA
        USD
        3536411.72000000
        0.098240922978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Partners LP
        K4CDIF4M54DJZ6TB4Q48
        Enterprise Products Partners LP
        293792107
        
          
        
        164290.00000000
        NS
        USD
        3657095.40000000
        0.101593495317
        Long
        
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAE Systems plc
        8SVCSVKSGDWMW2QHOH83
        BAE Systems plc
        05523RAD9
        
          
        
        1818000.00000000
        PA
        USD
        1992926.81000000
        0.055363171696
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hacienda Investments Ltd.
        635400OVV3CKEYWLQV14
        Hacienda Investments Ltd.
        23291QAA0
        
          
        
        1281000.00000000
        PA
        USD
        1347045.80000000
        0.037420705835
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2028-02-08
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417YSE8
        
          
        
        18256.40000000
        PA
        USD
        20825.90000000
        0.000578540000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141GYK4
        
          
        
        1896000.00000000
        PA
        USD
        1915399.93000000
        0.053209488005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-21
          Variable
          2.90800080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419GP24
        
          
        
        25886.66000000
        PA
        USD
        29019.92000000
        0.000806168498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Industrial SA
        529900GF99QF67JEQU85
        Banco Industrial SA
        05991CAA1
        
          
        
        1050000.00000000
        PA
        USD
        1081500.00000000
        0.030043888159
        Long
        DBT
        CORP
        GT
        Y
        
        2
        
          2031-01-29
          Variable
          4.87500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Energy Finance SA
        549300PUNIS0USNSL750
        Consolidated Energy Finance SA
        20914UAD8
        
          
        
        1352000.00000000
        PA
        USD
        1395940.00000000
        0.038778978490
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2025-06-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        3434000.00000000
        PA
        USD
        3816753.64000000
        0.106028774380
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAA1
        
          
        
        829000.00000000
        PA
        USD
        847515.28000000
        0.023543831979
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-05-23
          Fixed
          3.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31414QTQ0
        
          
        
        2218.84000000
        PA
        USD
        2477.41000000
        0.000068822033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA, Series X-R
        26874RAE8
        
          
        
        1818000.00000000
        PA
        USD
        2138210.48000000
        0.059399127621
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2028-09-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cemex SAB de CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BW2
        
          
        
        841000.00000000
        PA
        USD
        946125.00000000
        0.026283193421
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2027-06-05
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AY4
        
          
        
        909000.00000000
        PA
        USD
        907082.25000000
        0.025198592390
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Republic of Senegal
        N/A
        
          
        
        1883000.00000000
        PA
        
        2358051.82000000
        0.065506283083
        Long
        DBT
        NUSS
        SN
        Y
        
        2
        
          2028-03-13
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        22782.91000000
        0.000632905409
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            924265000.00000000
            CLP
            1215946.17000000
            USD
            2021-09-27
            22782.91000000
          
        
        
          N
          N
          N
        
      
      
        Aragvi Finance International DAC
        635400VKAYT1VT6VBF50
        Aragvi Finance International DAC
        03851RAB0
        
          
        
        1588000.00000000
        PA
        USD
        1648121.68000000
        0.045784543159
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2026-04-29
          Fixed
          8.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central Texas Turnpike System
        N/A
        Central Texas Turnpike System
        88283KBK3
        
          
        
        1355000.00000000
        PA
        USD
        1373448.19000000
        0.038154159790
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-08-15
          Variable
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AU0
        
          
        
        3055000.00000000
        PA
        USD
        3432206.65000000
        0.095346123654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Republic of Colombia
        195325DZ5
        
          
        
        2274000.00000000
        PA
        USD
        2219105.64000000
        0.061646381564
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        80585Y308
        
          
        
        373515.00000000
        NS
        USD
        6665375.18000000
        0.185163001802
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19289.67000000
        -0.00053586378
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            11727389450.00000000
            COP
            3091353.47000000
            USD
            2021-09-07
            -19289.67000000
          
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Federative Republic of Brazil
        105756CE8
        
          
        
        1249000.00000000
        PA
        USD
        1230265.00000000
        0.034176554846
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2031-09-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        N/A
        
          
        
        82019000.00000000
        PA
        
        2002722.23000000
        0.055635286817
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2028-03-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meituan
        21380033K525E5JLIA77
        Meituan
        58533EAC7
        
          
        
        1511000.00000000
        PA
        USD
        1431272.96000000
        0.039760522178
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2030-10-28
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corp.
        549300FVRPM9DRQZRG64
        Encompass Health Corp.
        29261A100
        
          
        
        97597.00000000
        NS
        USD
        7656484.65000000
        0.212695856236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
        
        1900000.00000000
        PA
        USD
        2116543.00000000
        0.058797208670
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-01-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        2432000.00000000
        PA
        
        3061269.35000000
        0.085041547829
        Long
        DBT
        NUSS
        CI
        
        Y
        
        2
        
          2030-03-22
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36296FS61
        
          
        
        1762.95000000
        PA
        USD
        2027.23000000
        0.000056316108
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-04-20
          Variable
          5.87000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genm Capital Labuan Ltd.
        254900DWSHIWTSE0YG58
        Genm Capital Labuan Ltd.
        37231BAA6
        
          
        
        1716000.00000000
        PA
        USD
        1726625.97000000
        0.047965379136
        Long
        DBT
        CORP
        MY
        Y
        
        2
        
          2031-04-19
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348AX4
        
          
        
        1082000.00000000
        PA
        USD
        1355421.04000000
        0.037653368594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJS43
        
          
        
        65076.00000000
        PA
        USD
        70666.46000000
        0.001963102377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31371LQW2
        
          
        
        28131.63000000
        PA
        USD
        32632.05000000
        0.000906512862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Investment Energy Resources Ltd.
        254900A71Y7WHN7L5K89
        Investment Energy Resources Ltd.
        46143NAB6
        
          
        
        1219000.00000000
        PA
        USD
        1328710.00000000
        0.036911340394
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2029-04-26
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weibo Corp.
        549300Q9ID4640FE0422
        Weibo Corp.
        948596AE1
        
          
        
        1657000.00000000
        PA
        USD
        1696127.80000000
        0.047118145101
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Republic of Kenya
        491798AH7
        
          
        
        1974000.00000000
        PA
        USD
        2234173.20000000
        0.062064955848
        Long
        DBT
        NUSS
        KE
        Y
        
        2
        
          2048-02-28
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Republic of Kenya
        N/A
        
          
        
        1785000.00000000
        PA
        USD
        2020263.00000000
        0.056122566458
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2048-02-28
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Tobacco, Inc.
        353800Z0ENYBQO0XRJ31
        Japan Tobacco, Inc.
        N/A
        
          
        
        674100.00000000
        NS
        
        13066565.92000000
        0.362987004280
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        N/A
        
          
        
        37114000.00000000
        PA
        
        2439732.11000000
        0.067775347805
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2030-01-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160AV1
        
          
        
        739000.00000000
        PA
        USD
        911597.20000000
        0.025324016942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAC7
        
          
        
        1309000.00000000
        PA
        USD
        1403280.74000000
        0.038982903013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Variable
          3.21699960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KQ64
        
          
        
        32365.36000000
        PA
        USD
        37546.10000000
        0.001043024345
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2010-116, Class BM
        31398NQG2
        
          
        
        221056.02000000
        PA
        USD
        243328.39000000
        0.006759621761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tennessee Valley Authority
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EW8
        
          
        
        1502000.00000000
        PA
        USD
        1515996.97000000
        0.042114140930
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        2273000.00000000
        PA
        USD
        2370916.88000000
        0.065863672286
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Variable
          3.09099960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federation of Malaysia
        254900GSIL471JOBYY43
        Malaysia Government Bond
        N/A
        
          
        
        12547000.00000000
        PA
        
        2950431.43000000
        0.081962489047
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2050-06-15
          Fixed
          4.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        69343P105
        
          
        
        13716.00000000
        NS
        USD
        1162568.16000000
        0.032295948013
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        Bancorp Commercial Mortgage Trust, Series 2019-CRE6, Class A
        05973BAA5
        
          
        
        506789.14110000
        PA
        USD
        506842.91000000
        0.014080010820
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          1.21448160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2013-1, Class YI
        3136ABC35
        
          
        
        855847.09150000
        PA
        USD
        83923.00000000
        0.002331366829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31408DV50
        
          
        
        13390.61000000
        PA
        USD
        15644.10000000
        0.000434590467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PAZ1
        
          
        
        2446000.00000000
        PA
        USD
        2823827.43000000
        0.078445451214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PR3G2
        
          
        
        4147.16000000
        PA
        USD
        4402.83000000
        0.000122309877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Notas do Tesouro Nacional
        N/A
        
          
        
        14946000.00000000
        PA
        
        2939722.40000000
        0.081664993994
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2023-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd.
        N/A
        
          
        
        1724000.00000000
        PA
        USD
        1764686.40000000
        0.049022691482
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828Y79
        
          
        
        1948000.00000000
        PA
        USD
        2119363.13000000
        0.058875551407
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412XFD1
        
          
        
        4936.55000000
        PA
        USD
        5864.95000000
        0.000162927324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc., Series B
        15189T503
        
          
        
        83168.00000000
        NS
        USD
        3851510.08000000
        0.106994302439
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13944.50000000
        -0.00038737586
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            14329621000.00000000
            IDR
            989000.00000000
            USD
            2021-09-22
            -13944.50000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31385W2A6
        
          
        
        3329.53000000
        PA
        USD
        3815.28000000
        0.000105987836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amdocs Ltd.
        549300HQV672RJ7RQV66
        Amdocs Ltd.
        N/A
        
          
        
        69983.00000000
        NS
        USD
        5390790.49000000
        0.149755253419
        Long
        EC
        CORP
        GG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        American Electric Power Co., Inc.
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co., Inc.
        025537AN1
        
          
        
        955000.00000000
        PA
        USD
        964173.73000000
        0.026784584105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2011-4, Class AP
        31397QLS5
        
          
        
        130431.54000000
        PA
        USD
        134636.78000000
        0.003740187110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS
        55282XAC4
        
          
        
        985000.00000000
        PA
        USD
        985612.67000000
        0.027380154254
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.36447920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        22535WAH0
        
          
        
        2273000.00000000
        PA
        USD
        2250926.49000000
        0.062530359427
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-01-26
          Variable
          1.24700040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        N/A
        
          
        
        1539000.00000000
        PA
        USD
        1565932.50000000
        0.043501341558
        Long
        DBT
        NUSS
        PA
        Y
        
        2
        
          2031-06-30
          Fixed
          3.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418CRF3
        
          
        
        541037.53000000
        PA
        USD
        568443.46000000
        0.015791263742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IG Group Holdings plc
        2138003A5Q1M7ANOUD76
        IG Group Holdings plc
        N/A
        
          
        
        177130.00000000
        NS
        
        2280632.06000000
        0.063355575167
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        UMBS
        3133D3L45
        
          
        
        298286.29000000
        PA
        USD
        315407.79000000
        0.008761975374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        29441WAD7
        
          
        
        548000.00000000
        PA
        USD
        557312.71000000
        0.015482053378
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-28
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179NJA7
        
          
        
        1995077.33000000
        PA
        USD
        2152994.60000000
        0.059809827989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        Broadcom Corp.
        11134LAR0
        
          
        
        2782000.00000000
        PA
        USD
        3025622.72000000
        0.084051290441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        1029000.00000000
        PA
        
        1199972.02000000
        0.033335020955
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31406V2P0
        
          
        
        4161.63000000
        PA
        USD
        4743.79000000
        0.000131781688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K726, Class X1
        3137BYPS3
        
          
        
        17683078.97650000
        PA
        USD
        318758.72000000
        0.008855063646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Variable
          1.01678760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAG5
        
          
        
        1241000.00000000
        PA
        USD
        1348731.21000000
        0.037467526241
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2050-01-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128LXJN1
        
          
        
        5443.21000000
        PA
        USD
        6314.31000000
        0.000175410470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging Holding Co.
        N/A
        Graphic Packaging Holding Co.
        388689101
        
          
        
        452378.00000000
        NS
        USD
        9282796.56000000
        0.257874527652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833DN7
        
          
        
        3416000.00000000
        PA
        USD
        3582556.00000000
        0.099522803318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-11
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kohl's Corp.
        549300JF6LPRTRJ0FH50
        Kohl's Corp.
        500255AX2
        
          
        
        1718000.00000000
        PA
        USD
        1802593.68000000
        0.050075749347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417AYG8
        
          
        
        189009.67000000
        PA
        USD
        208075.12000000
        0.005780291848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Republic of Kenya
        491798AJ3
        
          
        
        1709000.00000000
        PA
        USD
        1876823.80000000
        0.052137849599
        Long
        DBT
        NUSS
        KE
        Y
        
        2
        
          2027-05-22
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138AA5A5
        
          
        
        62900.12000000
        PA
        USD
        70515.11000000
        0.001958897899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123DB3
        
          
        
        1172000.00000000
        PA
        USD
        1168214.44000000
        0.032452800722
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-01-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICA Tenedora SA de CV
        N/A
        ICA Tenedora SA de CV
        N/A
        
          
        
        560019.00000000
        NS
        USD
        2307604.03000000
        0.064104851959
        Long
        EC
        CORP
        MX
        N
        
        2
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EHGM8
        
          
        
        261452.39000000
        PA
        USD
        288983.15000000
        0.008027903318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBD2
        
          
        
        1591000.00000000
        PA
        USD
        1884449.77000000
        0.052349697764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        74727PBB6
        
          
        
        1236000.00000000
        PA
        USD
        1614146.78000000
        0.044840726150
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2049-03-14
          Fixed
          4.81700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M6WA2
        
          
        
        143933.82000000
        PA
        USD
        171090.60000000
        0.004752868101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Petroleum
        254900QTESJKJ3P87J26
        Qatar Petroleum
        74730DAE3
        
          
        
        1292000.00000000
        PA
        USD
        1329504.18000000
        0.036933402581
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        N/A
        
          
        
        2325000.00000000
        PA
        USD
        2235115.50000000
        0.062091132783
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2035-02-11
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mobile TeleSystems PJSC
        2534008FX8EXH1FMJA74
        Mobile TeleSystems PJSC
        607409109
        
          
        
        259402.00000000
        NS
        USD
        2433190.76000000
        0.067593630202
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EQ5E8
        
          
        
        452948.09000000
        PA
        USD
        502935.26000000
        0.013971456960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd.
        3789001900ED06F65111
        Eskom Holdings SOC Ltd.
        29646AAC0
        
          
        
        2885000.00000000
        PA
        USD
        3189009.76000000
        0.088590154941
        Long
        DBT
        NUSS
        ZA
        Y
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2771.17000000
        -0.00007698263
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            1615374.78000000
            USD
            23543000.00000000
            ZAR
            2021-10-08
            -2771.17000000
          
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36297H6A1
        
          
        
        2965.60000000
        PA
        USD
        3294.56000000
        0.000091522322
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202FPG5
        
          
        
        38455.37000000
        PA
        USD
        43064.54000000
        0.001196325680
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -35333.20000000
        -0.00098155035
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            11727389450.00000000
            COP
            3060271.66000000
            USD
            2021-12-01
            -35333.20000000
          
        
        
          N
          N
          N
        
      
      
        Duke Energy Indiana LLC
        6URPHM2EAWGJ2C6ISB97
        Duke Energy Indiana LLC
        26443TAC0
        
          
        
        691000.00000000
        PA
        USD
        676867.86000000
        0.018803275344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31297CWY2
        
          
        
        96992.24000000
        PA
        USD
        112412.36000000
        0.003122796460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        StoneCo Ltd.
        549300O1A9LEF0XZCR35
        StoneCo Ltd.
        861787AA7
        
          
        
        1603000.00000000
        PA
        USD
        1546654.55000000
        0.042965803348
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-06-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd.
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd.
        N/A
        
          
        
        984400.00000000
        NS
        
        21943893.79000000
        0.609597679898
        Long
        EC
        CORP
        SG
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        312940BC2
        
          
        
        7848.52000000
        PA
        USD
        8812.25000000
        0.000244802823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Bank PSQC (The)
        2138004FUUD4I7X8H721
        Commercial Bank PSQC (The)
        N/A
        
          
        
        1294000.00000000
        PA
        USD
        1308557.50000000
        0.036351507332
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-03-03
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
        
        7492000.00000000
        PA
        USD
        7610673.28000000
        0.211423224080
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2022-01-31
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics, Inc.
        549300YNNLBXT8N8R512
        Arrow Electronics, Inc.
        042735BF6
        
          
        
        481000.00000000
        PA
        USD
        529494.42000000
        0.014709265959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ipoteka-Bank ATIB
        213800UWVX5JSNXJS434
        Ipoteka-Bank ATIB
        N/A
        
          
        
        1553000.00000000
        PA
        USD
        1602509.64000000
        0.044517448357
        Long
        DBT
        CORP
        UZ
        N
        
        2
        
          2025-11-19
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordstrom, Inc.
        549300S3IZB5P35KNV16
        Nordstrom, Inc.
        655664AR1
        
          
        
        478000.00000000
        PA
        USD
        475266.27000000
        0.013202817070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687FY7
        
          
        
        2155000.00000000
        PA
        USD
        2423764.90000000
        0.067331781396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416XV64
        
          
        
        37454.33000000
        PA
        USD
        42779.53000000
        0.001188408150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515BF0
        
          
        
        1318000.00000000
        PA
        USD
        1480538.90000000
        0.041129121708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687FN1
        
          
        
        1455000.00000000
        PA
        USD
        1578485.65000000
        0.043850065954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418MUR1
        
          
        
        9659.05000000
        PA
        USD
        11065.75000000
        0.000307404674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        UMBS
        3133A2EK2
        
          
        
        811988.83000000
        PA
        USD
        854832.30000000
        0.023747097564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        N/A
        Plains All American Pipeline LP
        72650RBC5
        
          
        
        1364000.00000000
        PA
        USD
        1374131.71000000
        0.038173147860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-31
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XAG5
        
          
        
        2400000.00000000
        PA
        USD
        2636567.11000000
        0.073243391010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866FAQ7
        
          
        
        591000.00000000
        PA
        USD
        585505.47000000
        0.016265243511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBL2
        
          
        
        1082000.00000000
        PA
        USD
        1158359.14000000
        0.032179022145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WAFE2
        
          
        
        709789.82000000
        PA
        USD
        753352.07000000
        0.020927993838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132JADZ5
        
          
        
        370896.97000000
        PA
        USD
        400625.91000000
        0.011129320419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132GRL58
        
          
        
        73088.90000000
        PA
        USD
        79598.47000000
        0.002211232113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBL4
        
          
        
        854000.00000000
        PA
        USD
        904135.94000000
        0.025116744394
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-04-15
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140K8RB9
        
          
        
        667384.63000000
        PA
        USD
        694631.29000000
        0.019296740442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp.
        549300LYE2HSVYJFJD24
        E*TRADE Financial Corp.
        269246BQ6
        
          
        
        547000.00000000
        PA
        USD
        613079.85000000
        0.017031255151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-24
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034WAB2
        
          
        
        842000.00000000
        PA
        USD
        899639.49000000
        0.024991833769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jersey Central Power & Light Co.
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co.
        476556DD4
        
          
        
        2671000.00000000
        PA
        USD
        2777578.32000000
        0.077160658715
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315AS2
        
          
        
        1427000.00000000
        PA
        USD
        1784054.22000000
        0.049560726265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CG3
        
          
        
        1943000.00000000
        PA
        USD
        1904140.00000000
        0.052896689043
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2045-02-17
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419LZZ9
        
          
        
        225856.38000000
        PA
        USD
        248224.16000000
        0.006895625429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2015-90, Class UQ
        3136AQVJ6
        
          
        
        348178.00000000
        PA
        USD
        379518.09000000
        0.010542948729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        918000.00000000
        PA
        USD
        939466.48000000
        0.026098220855
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XIII Ltd.
        N/A
        Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2
        55818MBC0
        
          
        
        2390920.00000000
        PA
        USD
        2401997.13000000
        0.066727076406
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-04-19
          Floating
          1.63388160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp.
        5RGWIFLMGH3YS7KWI652
        Sysco Corp.
        871829BH9
        
          
        
        391000.00000000
        PA
        USD
        473755.94000000
        0.013160860357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128LXAY6
        
          
        
        12469.00000000
        PA
        USD
        14817.53000000
        0.000411628492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc.
        15189TBB2
        
          
        
        936000.00000000
        PA
        USD
        972076.33000000
        0.027004117005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2011-52, Class GT
        38377VGJ9
        
          
        
        458278.40000000
        PA
        USD
        481358.13000000
        0.013372047917
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810ST6
        
          
        
        4091000.00000000
        PA
        USD
        3786731.88000000
        0.105194774935
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM
        3137FVNL2
        
          
        
        3957955.00000000
        PA
        USD
        431246.11000000
        0.011979944427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.43624160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        N/A
        
          
        
        1507000.00000000
        PA
        USD
        1633509.64000000
        0.045378623145
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CC6
        
          
        
        3182000.00000000
        PA
        USD
        3174333.29000000
        0.088182445072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benin Government International Bond
        635400Q11P6AE5A5Y230
        Benin Government Bond
        N/A
        
          
        
        419000.00000000
        PA
        
        519292.86000000
        0.014425868338
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2052-01-19
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        03523TBV9
        
          
        
        1364000.00000000
        PA
        USD
        1896102.22000000
        0.052673400866
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        Grupo Bimbo SAB de CV
        N/A
        
          
        
        1248000.00000000
        PA
        USD
        1321632.00000000
        0.036714714744
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-04-17
          Variable
          5.95000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        6063000.00000000
        PA
        USD
        6902725.50000000
        0.191756553784
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2040-05-31
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co. (The)
        097023CQ6
        
          
        
        518000.00000000
        PA
        USD
        536212.25000000
        0.014895886147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M72C9
        
          
        
        9380.05000000
        PA
        USD
        10880.86000000
        0.000302268461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Urban Edge Properties
        N/A
        Urban Edge Properties
        91704F104
        
          
        
        948554.00000000
        NS
        USD
        17965612.76000000
        0.499081701782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJWU0
        
          
        
        1480432.12000000
        PA
        USD
        1564654.98000000
        0.043465852267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VFE9
        
          
        
        427000.00000000
        PA
        USD
        463198.19000000
        0.012867567837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Democratic Socialist Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Democratic Socialist Republic of Sri Lanka
        N/A
        
          
        
        2892000.00000000
        PA
        USD
        1840035.00000000
        0.051115862921
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2030-03-28
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Ultra Bond
        N/A
        
          
          
        
        21.00000000
        NC
        USD
        26195.86000000
        0.000727716586
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2021-12-21
            4142906.25000000
            USD
            26195.86000000
          
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd.
        549300R32WTQNHNN5055
        Bacardi Ltd.
        067316AG4
        
          
        
        1036000.00000000
        PA
        USD
        1296504.23000000
        0.036016669518
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2038-05-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POSCO
        988400E5HRVX81AYLM04
        POSCO
        N/A
        
          
        
        5312.00000000
        NS
        
        1543959.64000000
        0.042890939201
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities, Inc.
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities, Inc.
        015271109
        
          
        
        107657.00000000
        NS
        USD
        22217175.09000000
        0.617189388464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Communities Operating LP
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AE7
        
          
        
        1100000.00000000
        PA
        USD
        1120100.22000000
        0.031116195780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828VS6
        
          
        
        7225000.00000000
        PA
        USD
        7548149.40000000
        0.209686321206
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Costa Rica
        549300S1EK2VN6XVJP58
        Republic of Costa Rica
        N/A
        
          
        
        3248000.00000000
        PA
        USD
        3451032.48000000
        0.095869102047
        Long
        DBT
        NUSS
        CR
        N
        
        2
        
          2031-02-19
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America, Inc.
        5493004KVU1HWZCP0C66
        Willis North America, Inc.
        970648AK7
        
          
        
        1818000.00000000
        PA
        USD
        2053565.37000000
        0.057047700697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        1290000.00000000
        PA
        
        1566535.13000000
        0.043518082518
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA Food Co.
        549300O7SUM086E3RD66
        JBS USA Food Co.
        N/A
        
          
        
        928000.00000000
        PA
        USD
        979782.40000000
        0.027218190334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BY4
        
          
        
        1600000.00000000
        PA
        USD
        2015357.12000000
        0.055986281936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAE9
        
          
        
        373000.00000000
        PA
        USD
        401413.66000000
        0.011151203982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31415MM51
        
          
        
        13435.83000000
        PA
        USD
        15938.74000000
        0.000442775517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        1724000.00000000
        PA
        
        2075169.04000000
        0.057647847017
        Long
        DBT
        NUSS
        CI
        
        Y
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp.
        UASVRYNXNK17ULIGK870
        Hess Corp.
        42809HAH0
        
          
        
        1364000.00000000
        PA
        USD
        1774017.87000000
        0.049281918149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138LQ2S2
        
          
        
        104200.94000000
        PA
        USD
        114168.31000000
        0.003171576455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Continental SAECA
        8945005Q0D60A6FCEM55
        Banco Continental SAECA
        059490AB8
        
          
        
        1239000.00000000
        PA
        USD
        1230277.44000000
        0.034176900427
        Long
        DBT
        CORP
        PY
        Y
        
        2
        
          2025-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335AZE1
        
          
        
        1029443.56000000
        PA
        USD
        1101336.21000000
        0.030594934738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410GRD7
        
          
        
        568972.10000000
        PA
        USD
        659759.08000000
        0.018327996312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PPZS5
        
          
        
        4435.38000000
        PA
        USD
        4660.06000000
        0.000129455683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAF5
        
          
        
        1227000.00000000
        PA
        USD
        1200405.77000000
        0.033347070457
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2031-07-13
          Fixed
          3.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Petroleum
        254900QTESJKJ3P87J26
        Qatar Petroleum
        74730DAD5
        
          
        
        1053000.00000000
        PA
        USD
        1087538.40000000
        0.030211633896
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2051-07-12
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1
        3137FEZW3
        
          
        
        50520625.28380000
        PA
        USD
        470417.75000000
        0.013068126000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.26225280
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        602000.00000000
        PA
        
        763104.49000000
        0.021198914425
        Long
        DBT
        NUSS
        CI
        
        Y
        
        2
        
          2048-03-22
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        3174000.00000000
        PA
        USD
        3304514.88000000
        0.091798867754
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419FG83
        
          
        
        181143.11000000
        PA
        USD
        200332.46000000
        0.005565202055
        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
        3176.19000000
        0.000088234024
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            119594.71000000
            USD
            1754095589.00000000
            IDR
            2021-09-22
            3176.19000000
          
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2002-20C, Class 1
        83162CMC4
        
          
        
        1368.04000000
        PA
        USD
        1379.45000000
        0.000038320889
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-03-01
          Fixed
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Fire & Marine Insurance Co. Ltd.
        988400JMBDK47EW0Z936
        Samsung Fire & Marine Insurance Co. Ltd.
        N/A
        
          
        
        44310.00000000
        NS
        
        8636905.43000000
        0.239931780659
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        Ooredoo International Finance Ltd.
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd.
        74735KAA0
        
          
        
        3227000.00000000
        PA
        USD
        3323810.00000000
        0.092334882943
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Luxembourg SARL
        222100EKR3JUJPGGOY81
        FS Luxembourg SARL
        30315XAB0
        
          
        
        1740000.00000000
        PA
        USD
        1957517.40000000
        0.054379504240
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2025-12-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AK0
        
          
        
        1562000.00000000
        PA
        USD
        1542475.00000000
        0.042849696152
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        N/A
        
          
        
        1001000.00000000
        PA
        
        1194813.80000000
        0.033191726471
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2026-03-30
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416BLD8
        
          
        
        1009206.43000000
        PA
        USD
        1170723.51000000
        0.032522502265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Finance NV
        213800F4XI4RJB82XM19
        VTR Finance NV
        918374AA7
        
          
        
        2925000.00000000
        PA
        USD
        3104887.50000000
        0.086253252702
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-07-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31405PNR7
        
          
        
        12785.91000000
        PA
        USD
        14827.10000000
        0.000411894345
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        035240AV2
        
          
        
        2791000.00000000
        PA
        USD
        3108646.25000000
        0.086357670145
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy, Inc.
        ILUL7B6Z54MRYCF6H308
        Dominion Energy, Inc., Series C
        25746UDL0
        
          
        
        1669000.00000000
        PA
        USD
        1685263.97000000
        0.046816349730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukreximbank
        254900R5STMV7BZYC307
        Ukreximbank
        N/A
        
          
        
        295312.50000000
        PA
        USD
        318961.13000000
        0.008860686562
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2025-01-22
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEON Holdings BV
        5493000XDKGUH5NQGE22
        VEON Holdings BV
        92334VAA3
        
          
        
        1444000.00000000
        PA
        USD
        1520965.20000000
        0.042252157524
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-04-09
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31403CZM6
        
          
        
        29705.22000000
        PA
        USD
        33874.79000000
        0.000941035970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC
        N/A
        Dell International LLC
        24703TAD8
        
          
        
        2260000.00000000
        PA
        USD
        2699127.09000000
        0.074981296736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2017-94
        38379RD34
        
          
        
        1433919.69500000
        PA
        USD
        61362.16000000
        0.001704630487
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-02-16
          Variable
          0.55832040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        N/A
        
          
        
        63469000.00000000
        PA
        
        4031912.04000000
        0.112005838556
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2032-03-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energisa SA
        N/A
        Energisa SA
        N/A
        
          
        
        137700.00000000
        NS
        
        1181586.80000000
        0.032824282635
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAD0
        
          
        
        1149000.00000000
        PA
        USD
        1083283.89000000
        0.030093444323
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA
        N/A
        JBS USA LUX SA
        N/A
        
          
        
        1107000.00000000
        PA
        USD
        1253677.50000000
        0.034826950160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -81634.56000000
        -0.00226779435
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            95230150.72000000
            ZAR
            6441259.08000000
            USD
            2021-10-08
            -81634.56000000
          
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co.
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co.
        194162103
        
          
        
        201477.00000000
        NS
        USD
        15705132.15000000
        0.436285930508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2014-65, Class CD
        3136AK6V0
        
          
        
        366786.04000000
        PA
        USD
        369272.63000000
        0.010258331572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Islamic Republic of Pakistan
        529900LOP29R5WKHOD86
        Islamic Republic of Pakistan
        695847AU7
        
          
        
        1504000.00000000
        PA
        USD
        1552910.08000000
        0.043139580920
        Long
        DBT
        NUSS
        PK
        Y
        
        2
        
          2051-04-08
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        N/A
        
          
        
        93469.00000000
        NS
        
        37535598.96000000
        1.042732627973
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        MercadoLibre, Inc.
        549300DKPDN9M5S8GB14
        MercadoLibre, Inc.
        58733RAE2
        
          
        
        550000.00000000
        PA
        USD
        552095.50000000
        0.015337120162
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KFYV1
        
          
        
        97065.51000000
        PA
        USD
        102611.22000000
        0.002850522438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Senegal
        549300NP14ZLQGWIUZ97
        Republic of Senegal
        N/A
        
          
        
        633000.00000000
        PA
        
        764754.77000000
        0.021244758926
        Long
        DBT
        NUSS
        SN
        Y
        
        2
        
          2037-06-08
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202FSD9
        
          
        
        72372.07000000
        PA
        USD
        79290.66000000
        0.002202681203
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36225B2U1
        
          
        
        52032.01000000
        PA
        USD
        60711.26000000
        0.001686548594
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJZQ6
        
          
        
        1307459.59000000
        PA
        USD
        1379140.60000000
        0.038312293983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1
        3137FETQ3
        
          
        
        26301096.25440000
        PA
        USD
        513970.76000000
        0.014278021295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          0.43407720
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huarong Finance 2019 Co. Ltd.
        549300M6T6OW4AGYHK10
        Huarong Finance 2019 Co. Ltd.
        N/A
        
          
        
        2058000.00000000
        PA
        USD
        1955100.00000000
        0.054312349274
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-11-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        N/A
        
          
        
        1042000.00000000
        PA
        USD
        1165435.32000000
        0.032375597236
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2025-11-21
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36177T4M6
        
          
        
        34596.01000000
        PA
        USD
        37335.00000000
        0.001037160022
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31368HMH3
        
          
        
        6078.80000000
        PA
        USD
        6927.92000000
        0.000192456452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
        
        199046.00000000
        NS
        USD
        9757234.92000000
        0.271054345522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Montefiore Obligated Group
        N/A
        Montefiore Obligated Group
        61237WAF3
        
          
        
        3192000.00000000
        PA
        USD
        4186854.85000000
        0.116310123766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.24600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2011-123, Class MA
        38377YEC0
        
          
        
        549893.69000000
        PA
        USD
        609211.82000000
        0.016923801928
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federative Republic of Brazil
        254900ZFY40OYEADAP90
        Federative Republic of Brazil
        105756CB4
        
          
        
        1053000.00000000
        PA
        USD
        996411.78000000
        0.027680151714
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2050-01-14
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aeropuerto Internacional de Tocumen SA
        254900FO1PHX49ZIGB14
        Aeropuerto Internacional de Tocumen SA
        00787CAE2
        
          
        
        1651000.00000000
        PA
        USD
        1745107.00000000
        0.048478779042
        Long
        DBT
        NUSS
        PA
        Y
        
        2
        
          2061-08-11
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        Republic of El Salvador
        N/A
        
          
        
        1580000.00000000
        PA
        USD
        1374615.80000000
        0.038186595799
        Long
        DBT
        NUSS
        SV
        N
        
        2
        
          2027-01-18
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KDDI Corp.
        5299003FU7V4I45FU310
        KDDI Corp.
        N/A
        
          
        
        708100.00000000
        NS
        
        21690651.27000000
        0.602562645272
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324PED0
        
          
        
        143000.00000000
        PA
        USD
        148083.90000000
        0.004113745843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        1784000.00000000
        PA
        USD
        1567244.00000000
        0.043537774807
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP Carey, Inc.
        54930042CRNE713E3Q67
        WP Carey, Inc.
        92936UAG4
        
          
        
        1646000.00000000
        PA
        USD
        1653599.29000000
        0.045936710244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co. (The)
        097023CY9
        
          
        
        1273000.00000000
        PA
        USD
        1506167.61000000
        0.041841082962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138E2LH6
        
          
        
        100321.50000000
        PA
        USD
        109225.95000000
        0.003034278526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620AMF80
        
          
        
        59521.99000000
        PA
        USD
        67270.24000000
        0.001868755956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CZ1
        
          
        
        1646000.00000000
        PA
        USD
        1738999.00000000
        0.048309099829
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-10-14
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        2782000.00000000
        PA
        USD
        3116026.06000000
        0.086562680026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Variable
          3.62199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620AFWD5
        
          
        
        8457.49000000
        PA
        USD
        9637.22000000
        0.000267720351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJXK1
        
          
        
        533354.29000000
        PA
        USD
        573004.23000000
        0.015917961166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1
        3137FAWU8
        
          
        
        45363128.53270000
        PA
        USD
        1416368.43000000
        0.039346476841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Variable
          0.71112240
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9LS9
        
          
        
        227182.95000000
        PA
        USD
        247806.90000000
        0.006884034016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132JAJ97
        
          
        
        203611.51000000
        PA
        USD
        219926.86000000
        0.006109531192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Celular del Paraguay SA
        254900R8A8IKGF4THL54
        Telefonica Celular del Paraguay SA
        N/A
        
          
        
        1203000.00000000
        PA
        USD
        1264653.75000000
        0.035131868539
        Long
        DBT
        CORP
        PY
        N
        
        2
        
          2027-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ERQS2
        
          
        
        601349.83000000
        PA
        USD
        642019.43000000
        0.017835191817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CG2
        
          
        
        3637000.00000000
        PA
        USD
        3739521.97000000
        0.103883291573
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Variable
          2.09900160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140Q8AF2
        
          
        
        604574.32000000
        PA
        USD
        665875.18000000
        0.018497900541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687GA8
        
          
        
        1364000.00000000
        PA
        USD
        1631134.45000000
        0.045312640766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-13
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        1556000.00000000
        PA
        
        1844173.42000000
        0.051230827533
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2030-07-13
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tobacco Settlement Finance Authority
        N/A
        Tobacco Settlement Finance Authority
        88880LAF0
        
          
        
        210000.00000000
        PA
        USD
        212871.39000000
        0.005913531422
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2013-81, Class PI
        38378TKC3
        
          
        
        343953.23070000
        PA
        USD
        24767.69000000
        0.000688042263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresa Nacional del Petroleo
        549300YP3P0JZBLIV197
        Empresa Nacional del Petroleo
        29245JAH5
        
          
        
        2469000.00000000
        PA
        USD
        2680353.71000000
        0.074459775396
        Long
        DBT
        NUSS
        CL
        Y
        
        2
        
          2024-10-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        642733.00000000
        NS
        
        8483062.34000000
        0.235658045485
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AM6
        
          
        
        1126000.00000000
        PA
        USD
        1046414.32000000
        0.029069213868
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2050-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5914.96000000
        0.000164316594
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            1615282.68000000
            USD
            32724842.08000000
            MXN
            2021-10-08
            5914.96000000
          
        
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd.
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd.
        01609WAX0
        
          
        
        1975000.00000000
        PA
        USD
        1943082.62000000
        0.053978508478
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-02-09
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celulosa Arauco y Constitucion SA
        549300QEKV8G0AMNQD28
        Celulosa Arauco y Constitucion SA
        151191BJ1
        
          
        
        1818000.00000000
        PA
        USD
        1983892.50000000
        0.055112200083
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2030-01-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -23310.37000000
        -0.00064755815
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            19359000.00000000
            CNY
            2966078.32000000
            USD
            2021-10-08
            -23310.37000000
          
        
        
          N
          N
          N
        
      
      
        Democratic Socialist Republic of Sri Lanka
        254900HXCCIOHM74FA02
        Democratic Socialist Republic of Sri Lanka
        N/A
        
          
        
        4379000.00000000
        PA
        USD
        2890140.00000000
        0.080287603259
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2025-06-03
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Krung Thai Bank PCL
        54930007ZQMYCRFQGE36
        Krung Thai Bank PCL
        N/A
        
          
        
        1612000.00000000
        PA
        USD
        1624831.52000000
        0.045137546430
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2026-03-25
          Variable
          4.39999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terraform Global Operating LLC
        549300LC7QMVR79H5O86
        Terraform Global Operating LLC
        88104UAC7
        
          
        
        1536000.00000000
        PA
        USD
        1580160.00000000
        0.043896579116
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        1573000.00000000
        PA
        USD
        1780447.63000000
        0.049460535801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9DT6
        
          
        
        91468.08000000
        PA
        USD
        102475.53000000
        0.002846752993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128PRY29
        
          
        
        2653.25000000
        PA
        USD
        2794.90000000
        0.000077641852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31405VJP3
        
          
        
        35824.41000000
        PA
        USD
        41852.94000000
        0.001162667636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        401494AS8
        
          
        
        880000.00000000
        PA
        USD
        1015960.00000000
        0.028223197979
        Long
        DBT
        NUSS
        GT
        Y
        
        2
        
          2032-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36297GLY4
        
          
        
        25100.93000000
        PA
        USD
        28411.96000000
        0.000789279471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EPPA6
        
          
        
        528197.17000000
        PA
        USD
        611795.09000000
        0.016995564734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkcell Iletisim Hizmetleri A/S
        7890003EX1LTLS2FFL84
        Turkcell Iletisim Hizmetleri A/S
        N/A
        
          
        
        745895.00000000
        NS
        
        1469995.68000000
        0.040836232829
        Long
        EC
        CORP
        TR
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20G, Class 1
        83162CVR1
        
          
        
        262447.79000000
        PA
        USD
        281955.43000000
        0.007832674438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        03846JAC4
        
          
        
        1617000.00000000
        PA
        USD
        1532495.58000000
        0.042572469542
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2061-02-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        741503BC9
        
          
        
        1200000.00000000
        PA
        USD
        1339258.98000000
        0.037204389284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F030694
        
          
        
        1825000.00000000
        PA
        USD
        1909049.81000000
        0.053033082739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReNew Wind Energy AP2
        N/A
        ReNew Wind Energy AP2
        75973PAA7
        
          
        
        1249000.00000000
        PA
        USD
        1279013.41000000
        0.035530777479
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2028-07-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31297LBG4
        
          
        
        20918.94000000
        PA
        USD
        24272.34000000
        0.000674281524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138A7PB8
        
          
        
        54643.19000000
        PA
        USD
        60719.59000000
        0.001686780000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418QV75
        
          
        
        3541.99000000
        PA
        USD
        3953.30000000
        0.000109822009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PDZ8
        
          
        
        3561000.00000000
        PA
        USD
        4077380.61000000
        0.113268947785
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2028-07-19
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        789000.00000000
        PA
        USD
        807743.25000000
        0.022438971673
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-02-10
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MBVM6
        
          
        
        13932.99000000
        PA
        USD
        14506.65000000
        0.000402992297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dar Al-Arkan Sukuk Co. Ltd.
        5493000UYHRBXEIYUQ69
        Dar Al-Arkan Sukuk Co. Ltd.
        N/A
        
          
        
        1811000.00000000
        PA
        USD
        1869893.72000000
        0.051945333142
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-26
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petra Diamonds Ltd.
        213800X4QZIAVSA12860
        Petra Diamonds Ltd.
        N/A
        
          
        
        36792338.00000000
        NS
        
        859927.09000000
        0.023888629974
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Organon & Co.
        549300AMCKY57OK2CO56
        Organon & Co.
        68622V106
        
          
        
        40499.00000000
        NS
        USD
        1372511.11000000
        0.038128127865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of the Philippines
        529900RAHBALMYIJ3T08
        Republic of Philippines
        N/A
        
          
        
        1891000.00000000
        PA
        
        2268478.37000000
        0.063017947702
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2041-04-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENN Clean Energy International Investment Ltd.
        3003009YZ3S5V395NR77
        ENN Clean Energy International Investment Ltd.
        268733AA0
        
          
        
        1893000.00000000
        PA
        USD
        1922683.24000000
        0.053411817132
        Long
        DBT
        CORP
        VG
        
        Y
        
        2
        
          2026-05-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd.
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd.
        052528AM8
        
          
        
        982000.00000000
        PA
        USD
        966514.14000000
        0.026849600302
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-11-25
          Variable
          2.57000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        37443GAM3
        
          
        
        631000.00000000
        PA
        USD
        638319.60000000
        0.017732411162
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2034-04-07
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F0206A2
        
          
        
        13275000.00000000
        PA
        USD
        13431102.85000000
        0.373113778903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9T51
        
          
        
        426506.88000000
        PA
        USD
        471683.44000000
        0.013103286655
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Termocandelaria Power Ltd.
        549300YDORW43JL6G659
        Termocandelaria Power Ltd.
        880879AA9
        
          
        
        2307875.00000000
        PA
        USD
        2428946.12000000
        0.067475714817
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-01-30
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBJ7
        
          
        
        1364000.00000000
        PA
        USD
        1494257.50000000
        0.041510222109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410K6E9
        
          
        
        10028.44000000
        PA
        USD
        10443.22000000
        0.000290110895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KA79
        
          
        
        33960.92000000
        PA
        USD
        39397.83000000
        0.001094465093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138W9A75
        
          
        
        161367.31000000
        PA
        USD
        176766.75000000
        0.004910550593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Gas Corridor CJSC
        213800DG58KG59XY6318
        Southern Gas Corridor CJSC
        84302LAA0
        
          
        
        5170000.00000000
        PA
        USD
        6124899.00000000
        0.170148664395
        Long
        DBT
        NUSS
        AZ
        Y
        
        2
        
          2026-03-24
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31408GSK4
        
          
        
        15775.85000000
        PA
        USD
        18128.57000000
        0.000503608626
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31409WVY4
        
          
        
        12770.28000000
        PA
        USD
        14358.10000000
        0.000398865603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Financial Group, Inc.
        529900TKE4MXG3Q6GW86
        KB Financial Group, Inc.
        N/A
        
          
        
        48947.00000000
        NS
        
        2233210.83000000
        0.062038221371
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp.
        20030NDH1
        
          
        
        909000.00000000
        PA
        USD
        1043738.91000000
        0.028994891428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -42156.52000000
        -0.00117110103
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1445816.31000000
            USD
            1628047000.00000000
            KRW
            2021-09-29
            -42156.52000000
          
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62954HAD0
        
          
        
        2036000.00000000
        PA
        USD
        2233058.21000000
        0.062033981613
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        1965000.00000000
        PA
        USD
        1758694.65000000
        0.048856241674
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2030-07-31
          Variable
          5.00000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335ALX4
        
          
        
        516217.40000000
        PA
        USD
        576211.14000000
        0.016007048586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
        
        1818000.00000000
        PA
        USD
        1957609.40000000
        0.054382059984
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-13
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
        
        4984000.00000000
        PA
        USD
        5188422.00000000
        0.144133490792
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM
        3137F9ZC8
        
          
        
        4987462.00000000
        PA
        USD
        343543.37000000
        0.009543577056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.87354720
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower, Inc.
        T6IZ0MBEG5ACZDTR7D06
        Welltower, Inc.
        95040Q104
        
          
        
        393292.00000000
        NS
        USD
        34424848.76000000
        0.956316510451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust, Series 2021-L5, Class XA
        61691YAP6
        
          
        
        2701903.65000000
        PA
        USD
        259193.62000000
        0.007200355183
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.42477560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179SLR6
        
          
        
        995335.71000000
        PA
        USD
        1051299.79000000
        0.029204931403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324PCQ3
        
          
        
        2782000.00000000
        PA
        USD
        3537645.39000000
        0.098275194124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millicom International Cellular SA
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        600814AR8
        
          
        
        512000.00000000
        PA
        USD
        533760.00000000
        0.014827763055
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2031-04-27
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        N/A
        
          
        
        3004000.00000000
        PA
        USD
        3492150.00000000
        0.097011339839
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851AV4
        
          
        
        2027000.00000000
        PA
        USD
        1979506.01000000
        0.054990344128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MercadoLibre, Inc.
        549300DKPDN9M5S8GB14
        MercadoLibre, Inc.
        58733RAF9
        
          
        
        507000.00000000
        PA
        USD
        500525.61000000
        0.013904517288
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599BM7
        
          
        
        436000.00000000
        PA
        USD
        532094.95000000
        0.014781508245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamaica
        529900Y93KNSXZI8KK56
        Jamaica Government Bond
        470160CB6
        
          
        
        1935000.00000000
        PA
        USD
        2752556.85000000
        0.076465566485
        Long
        DBT
        NUSS
        JM
        N
        
        2
        
          2045-07-28
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Treasury Bill
        N/A
        
          
        
        28500000.00000000
        PA
        
        1756290.66000000
        0.048789459236
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2021-12-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard University
        N/A
        Howard University, Series 2020
        442851AG6
        
          
        
        285000.00000000
        PA
        USD
        294084.63000000
        0.008169621574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          2.51600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities, Inc.
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities, Inc.
        053484101
        
          
        
        145244.00000000
        NS
        USD
        33345117.52000000
        0.926321758147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -177723.49000000
        -0.00493712867
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            475312207.80000000
            INR
            6314343.51000000
            USD
            2021-09-30
            -177723.49000000
          
        
        
          N
          N
          N
        
      
      
        VICI Properties, Inc.
        254900RKH6RY9KCJQH63
        VICI Properties, Inc.
        925652109
        
          
        
        742772.00000000
        NS
        USD
        22959082.52000000
        0.637799452127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1
        3137FPHM0
        
          
        
        14242054.22540000
        PA
        USD
        1158653.78000000
        0.032187207195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.26829440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 3113, Class QE
        31396HE70
        
          
        
        323539.84000000
        PA
        USD
        366400.75000000
        0.010178551229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital plc
        TINT358G1SSHR3L3PW36
        Anglo American Capital plc
        034863BA7
        
          
        
        2616000.00000000
        PA
        USD
        2693189.55000000
        0.074816352873
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2031-03-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Petroleum & Chemical Corp.
        529900A2OB24EZ5B3J19
        China Petroleum & Chemical Corp., Class H
        N/A
        
          
        
        33466000.00000000
        NS
        
        16222131.93000000
        0.450648097469
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Corp. Lindley SA
        549300XI785GPWS6HA82
        Corp. Lindley SA
        21988VAA1
        
          
        
        286250.00000000
        PA
        USD
        288396.88000000
        0.008011616836
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2021-11-23
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140HHF67
        
          
        
        48446.13000000
        PA
        USD
        51224.82000000
        0.001423016886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2010-103, Class WA
        38377DSY3
        
          
        
        589912.83000000
        PA
        USD
        673230.64000000
        0.018702233984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Variable
          5.69837880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        N/A
        
          
        
        1417000.00000000
        PA
        USD
        1524524.79000000
        0.042351042336
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yutong Bus Co. Ltd.
        300300OMPRVW0Q75F037
        Yutong Bus Co. Ltd., Class A
        N/A
        
          
        
        708775.00000000
        NS
        
        1348856.99000000
        0.037471020389
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Manulife Financial Corp.
        5493007GBX87QOZACS27
        Manulife Financial Corp.
        56501R106
        
          
        
        1118191.00000000
        NS
        
        21776208.04000000
        0.604939397958
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        EnfraGen Energia Sur SA
        N/A
        EnfraGen Energia Sur SA
        29280LAA1
        
          
        
        1426000.00000000
        PA
        USD
        1416018.00000000
        0.039336741954
        Long
        DBT
        CORP
        ES
        
        Y
        
        2
        
          2030-12-30
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3129456R4
        
          
        
        639144.96000000
        PA
        USD
        731428.63000000
        0.020318964360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        03846JX62
        
          
        
        1710000.00000000
        PA
        USD
        1840387.50000000
        0.051125655312
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31402C4J8
        
          
        
        17346.54000000
        PA
        USD
        20063.71000000
        0.000557366490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2008-20B, Class 1
        83162CRP0
        
          
        
        25894.12000000
        PA
        USD
        28321.81000000
        0.000786775119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2014-7, Class VA
        3136AH3J7
        
          
        
        456765.27000000
        PA
        USD
        458317.18000000
        0.012731974200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        N/A
        
          
        
        1357000.00000000
        PA
        USD
        1312783.51000000
        0.036468905179
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4471, Class PI
        3137BJGN7
        
          
        
        79729.44110000
        PA
        USD
        7682.31000000
        0.000213413280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd.
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd.
        91127KAE2
        
          
        
        1677000.00000000
        PA
        USD
        1692190.52000000
        0.047008768125
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2031-10-14
          Variable
          2.00000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132GEV23
        
          
        
        188581.62000000
        PA
        USD
        215808.26000000
        0.005995117177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp.
        5493001KQW6DM7KEDR62
        China Construction Bank Corp., Class H
        N/A
        
          
        
        9756000.00000000
        NS
        
        7049703.95000000
        0.195839590412
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Transelec SA
        549300DPF7MAL5F6CR86
        Transelec SA
        89366LAE4
        
          
        
        3854000.00000000
        PA
        USD
        4186446.04000000
        0.116298767093
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2029-01-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BK0
        
          
        
        1818000.00000000
        PA
        USD
        1948261.61000000
        0.054122379950
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2034-09-12
          Variable
          3.61000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EKBW4
        
          
        
        2701109.85000000
        PA
        USD
        3090424.86000000
        0.085851482995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138A4XB6
        
          
        
        673342.50000000
        PA
        USD
        765461.23000000
        0.021264384266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA
        67091TAE5
        
          
        
        1279000.00000000
        PA
        USD
        1290191.25000000
        0.035841295995
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2051-06-23
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132GETS9
        
          
        
        19575.63000000
        PA
        USD
        21949.50000000
        0.000609753419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216BK6
        
          
        
        909000.00000000
        PA
        USD
        1092287.10000000
        0.030343551983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Celular del Paraguay SA
        254900R8A8IKGF4THL54
        Telefonica Celular del Paraguay SA
        87936VAB3
        
          
        
        1846000.00000000
        PA
        USD
        1940607.50000000
        0.053909750061
        Long
        DBT
        CORP
        PY
        Y
        
        2
        
          2027-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM
        3137FTFW2
        
          
        
        2188000.00000000
        PA
        USD
        155707.93000000
        0.004325540115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.48127760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Ports & Special Economic Zone Ltd.
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd.
        00652MAJ1
        
          
        
        1694000.00000000
        PA
        USD
        1777565.02000000
        0.049380457380
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2041-08-02
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        MetLife, Inc.
        59156R108
        
          
        
        129837.00000000
        NS
        USD
        8049894.00000000
        0.223624701832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        138.00000000
        NC
        USD
        23226.37000000
        0.000645224653
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-12-31
            30405281.25000000
            USD
            23226.37000000
          
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202FLP9
        
          
        
        20419.16000000
        PA
        USD
        22635.36000000
        0.000628806494
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        3326765.00000000
        PA
        USD
        2125004.41000000
        0.059032265217
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K727, Class X1
        3137FARG5
        
          
        
        24071609.23320000
        PA
        USD
        302515.13000000
        0.008403819447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Variable
          0.73248840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        N/A
        
          
        
        64133.00000000
        NS
        
        2150212.51000000
        0.059732541996
        Long
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Banco Nacional de Panama
        529900H2Q7WMDKKIW109
        Banco Nacional de Panama
        059626AC5
        
          
        
        241000.00000000
        PA
        USD
        231360.00000000
        0.006427141899
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761J3R8
        
          
        
        3309000.00000000
        PA
        USD
        3590690.07000000
        0.099748766415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738AV0
        
          
        
        682000.00000000
        PA
        USD
        834445.34000000
        0.023180751243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202FVG8
        
          
        
        1204759.42000000
        PA
        USD
        1345490.46000000
        0.037377498751
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292SA59
        
          
        
        524225.26000000
        PA
        USD
        569259.53000000
        0.015813934029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        N/A
        
          
        
        1973000.00000000
        PA
        USD
        1891909.70000000
        0.052556933365
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2061-03-11
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK Tier 1 Financing Ltd.
        5493005X9UY5UCTPFR46
        NBK Tier 1 Financing Ltd.
        N/A
        
          
        
        1256000.00000000
        PA
        USD
        1255030.37000000
        0.034864532661
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2026-08-24
          Variable
          3.62499840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141G104
        
          
        
        4497.00000000
        NS
        USD
        1859554.47000000
        0.051658110516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Retail Properties, Inc.
        5493008JKH5SOTI0JS97
        National Retail Properties, Inc.
        637417106
        
          
        
        337960.00000000
        NS
        USD
        16090275.60000000
        0.446985150792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd.
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd.
        88032WAU0
        
          
        
        3235000.00000000
        PA
        USD
        3228860.00000000
        0.089697187908
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2030-06-03
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ERQU7
        
          
        
        2491648.03000000
        PA
        USD
        2648629.56000000
        0.073578483843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VeriSign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VeriSign, Inc.
        92343EAL6
        
          
        
        1502000.00000000
        PA
        USD
        1581906.40000000
        0.043945093814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uzbek Industrial and Construction Bank ATB
        213800C2NIFPFTXYIU69
        Uzbek Industrial and Construction Bank ATB
        N/A
        
          
        
        3783000.00000000
        PA
        USD
        3967988.70000000
        0.110230058919
        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
        
          
        
        1100000.00000000
        PA
        USD
        1261389.82000000
        0.035041197112
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Titulos de Tesoreria
        N/A
        
          
        
        11984300000.00000000
        PA
        
        3075929.14000000
        0.085448794330
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-11-03
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM
        3137F62R7
        
          
        
        2193674.00000000
        PA
        USD
        215568.18000000
        0.005988447795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.26291240
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31296L3U3
        
          
        
        12211.91000000
        PA
        USD
        14047.44000000
        0.000390235521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHZ5
        
          
        
        1446000.00000000
        PA
        USD
        1486895.21000000
        0.041305698931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Variable
          2.49599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy, Inc.
        549300EIRQ0Z2B9C1W06
        Cenovus Energy, Inc.
        15135UAF6
        
          
        
        801000.00000000
        PA
        USD
        1081635.65000000
        0.030047656493
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        N/A
        
          
        
        36592000000.00000000
        PA
        
        2651102.96000000
        0.073647194479
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2042-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Sultanate of Oman Government Bond
        N/A
        
          
        
        336000.00000000
        PA
        USD
        349994.40000000
        0.009722785584
        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
        -62267.74000000
        -0.00172978734
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            10256000.00000000
            BRL
            1912262.65000000
            USD
            2021-10-04
            -62267.74000000
          
        
        
          N
          N
          N
        
      
      
        Empresas Publicas de Medellin ESP
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        29246BAF5
        
          
        
        1193000.00000000
        PA
        USD
        1178063.64000000
        0.032726409842
        Long
        DBT
        NUSS
        CO
        Y
        
        2
        
          2031-02-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Bancomer SA
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA
        05533UAG3
        
          
        
        823000.00000000
        PA
        USD
        906797.86000000
        0.025190692084
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2034-09-13
          Variable
          5.87499840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140QEAV4
        
          
        
        754671.26000000
        PA
        USD
        793040.88000000
        0.022030542306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140HF7H6
        
          
        
        204200.02000000
        PA
        USD
        215905.59000000
        0.005997820988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31415QRR9
        
          
        
        1573.83000000
        PA
        USD
        1639.11000000
        0.000045534200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        53201.00000000
        NS
        USD
        16060317.88000000
        0.446152930367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co.
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co., Series A
        927804GB4
        
          
        
        2473000.00000000
        PA
        USD
        2665721.98000000
        0.074053308397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA, Series 2012-12, Class KN
        38378CP92
        
          
        
        380095.34000000
        PA
        USD
        414460.37000000
        0.011513639392
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140JPLF0
        
          
        
        631623.56000000
        PA
        USD
        695351.20000000
        0.019316739421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140FDVW3
        
          
        
        1126310.29000000
        PA
        USD
        1206944.59000000
        0.033528717777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Arab Republic of Egypt
        N/A
        
          
        
        1753000.00000000
        PA
        USD
        1860721.85000000
        0.051690540136
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2028-02-21
          Fixed
          6.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Energia Chile SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        N/A
        
          
        
        1156000.00000000
        PA
        USD
        1262223.65000000
        0.035064360770
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Kenya
        549300VVURQQYU45PR87
        Republic of Kenya
        N/A
        
          
        
        3895000.00000000
        PA
        USD
        4449889.49000000
        0.123617181839
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410GBE2
        
          
        
        43106.02000000
        PA
        USD
        50006.78000000
        0.001389179940
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        54930066YOFVQE068N73
        GS Mortgage Securities Trust, Series 2015-GC32, Class A2
        36250PAB1
        
          
        
        214183.85000000
        PA
        USD
        218569.26000000
        0.006071817293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CW8
        
          
        
        2529000.00000000
        PA
        USD
        2621854.76000000
        0.072834684401
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2024-11-14
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36290VHK3
        
          
        
        4884.29000000
        PA
        USD
        5697.34000000
        0.000158271147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis, Inc.
        529900DFH19P073LZ636
        Prologis, Inc.
        74340W103
        
          
        
        466669.00000000
        NS
        USD
        62841647.54000000
        1.745730402635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
        
        212518.00000000
        NS
        
        15725147.74000000
        0.436841960233
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CK3
        
          
        
        4091000.00000000
        PA
        USD
        4108894.93000000
        0.114144410296
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-08-18
          Variable
          2.35699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417NB67
        
          
        
        8206.48000000
        PA
        USD
        9378.31000000
        0.000260527874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp.
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp.
        494368103
        
          
        
        163437.00000000
        NS
        USD
        22523252.97000000
        0.625692180507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mattel, Inc.
        549300VELLG24KHTJ564
        Mattel, Inc.
        577081BF8
        
          
        
        873000.00000000
        PA
        USD
        916475.40000000
        0.025459532518
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAK4
        
          
        
        2273000.00000000
        PA
        USD
        2738428.32000000
        0.076073078297
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-06-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHD4
        
          
        
        3227000.00000000
        PA
        USD
        3544150.79000000
        0.098455913042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          3.41899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620ALQ49
        
          
        
        9280.01000000
        PA
        USD
        10485.09000000
        0.000291274037
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Andes SA
        549300IF4IFG0FS0RM26
        AES Andes SA
        N/A
        
          
        
        1802000.00000000
        PA
        USD
        1928140.00000000
        0.053563405007
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2079-03-26
          Variable
          7.12500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GGZ6
        
          
        
        6364000.00000000
        PA
        USD
        6836173.67000000
        0.189907755136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-23
          Variable
          3.36600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31371LTU3
        
          
        
        4354.79000000
        PA
        USD
        5050.67000000
        0.000140306763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444UBS4
        
          
        
        2649000.00000000
        PA
        USD
        2716287.30000000
        0.075458004484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empire State Realty Trust, Inc.
        549300VOKY1DUEQSB456
        Empire State Realty Trust, Inc., Class A
        292104106
        
          
        
        366141.00000000
        NS
        USD
        3760268.07000000
        0.104459614743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAC7
        
          
        
        1855000.00000000
        PA
        USD
        2037532.00000000
        0.056602296374
        Long
        DBT
        NUSS
        US
        
        Y
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        -72.00000000
        NC
        USD
        -26056.66000000
        -0.00072384963
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2021-12-21
            -11733750.00000000
            USD
            -26056.66000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        312934RV6
        
          
        
        16209.36000000
        PA
        USD
        18574.54000000
        0.000515997598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Chile
        549300FLZTJM5YJF8D34
        Republic of Chile
        168863DT2
        
          
        
        1604000.00000000
        PA
        USD
        1632406.84000000
        0.045347987546
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard University
        N/A
        Howard University, Series 2020
        442851AE1
        
          
        
        209000.00000000
        PA
        USD
        216977.99000000
        0.006027612080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          2.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rayonier, Inc.
        HGV8VDVNL0W6SF2U9C50
        Rayonier, Inc.
        754907103
        
          
        
        219487.00000000
        NS
        USD
        8072731.86000000
        0.224259133743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416BW87
        
          
        
        30447.56000000
        PA
        USD
        33679.90000000
        0.000935621959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        Charter Communications Operating LLC
        161175AZ7
        
          
        
        3046000.00000000
        PA
        USD
        4071526.00000000
        0.113106307704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KE2N7
        
          
        
        109695.01000000
        PA
        USD
        115983.02000000
        0.003221988794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp.
        5493001KQW6DM7KEDR62
        China Construction Bank Corp.
        N/A
        
          
        
        1764000.00000000
        PA
        USD
        1890022.22000000
        0.052504499488
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2029-02-27
          Variable
          4.25000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31411GNH1
        
          
        
        10828.66000000
        PA
        USD
        12559.90000000
        0.000348911910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEMS MENASA Cayman Ltd.
        N/A
        GEMS MENASA Cayman Ltd.
        36166LAA5
        
          
        
        1470000.00000000
        PA
        USD
        1521450.00000000
        0.042265625187
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-07-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417NCH2
        
          
        
        10260.67000000
        PA
        USD
        11552.42000000
        0.000320924285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paraguay Government International Bond
        529900UXKJTJPCU0HK83
        Republic of Paraguay
        699149AH3
        
          
        
        1944000.00000000
        PA
        USD
        2321136.00000000
        0.064480767810
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp.
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp.
        75513ECM1
        
          
        
        486000.00000000
        PA
        USD
        480170.73000000
        0.013339062144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telkom Indonesia Persero Tbk. PT
        529900M5SQZAOKV1PC81
        Telkom Indonesia Persero Tbk. PT
        N/A
        
          
        
        11702600.00000000
        NS
        
        2789752.15000000
        0.077498845665
        Long
        EC
        CORP
        ID
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417F3J5
        
          
        
        398108.47000000
        PA
        USD
        432204.02000000
        0.012006555005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp.
        5RGWIFLMGH3YS7KWI652
        Sysco Corp.
        871829BK2
        
          
        
        218000.00000000
        PA
        USD
        224548.71000000
        0.006237925408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2017-30, Class VH
        3136AWQJ9
        
          
        
        473284.91000000
        PA
        USD
        502159.69000000
        0.013949911756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties, Inc.
        549300OF70FSEUQBT254
        Boston Properties, Inc.
        101121101
        
          
        
        101821.00000000
        NS
        USD
        11504754.79000000
        0.319600153687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179WJR0
        
          
        
        2715941.54000000
        PA
        USD
        2817615.42000000
        0.078272882621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ABYR4
        
          
        
        718222.80000000
        PA
        USD
        802351.91000000
        0.022289201154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        65412JAD5
        
          
        
        521000.00000000
        PA
        USD
        548033.65000000
        0.015224282652
        Long
        DBT
        NUSS
        NG
        Y
        
        2
        
          2030-02-23
          Fixed
          7.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140E0X91
        
          
        
        580008.31000000
        PA
        USD
        638288.41000000
        0.017731544709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc.
        92826CAM4
        
          
        
        909000.00000000
        PA
        USD
        938668.30000000
        0.026076047548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        912828WJ5
        
          
        
        4680000.00000000
        PA
        USD
        4952025.00000000
        0.137566421879
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of North Macedonia
        N/A
        Republic of North Macedonia
        N/A
        
          
        
        1618000.00000000
        PA
        
        1909001.56000000
        0.053031742362
        Long
        DBT
        NUSS
        MK
        Y
        
        2
        
          2028-03-10
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        Kingdom of Morocco
        617726AL8
        
          
        
        1638000.00000000
        PA
        USD
        1584627.41000000
        0.044020683014
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        36321PAE0
        
          
        
        1779000.00000000
        PA
        USD
        1806900.36000000
        0.050195388193
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE Funding LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAG9
        
          
        
        935000.00000000
        PA
        USD
        966825.53000000
        0.026858250663
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2028-03-20
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        9128282R0
        
          
        
        8936000.00000000
        PA
        USD
        9623304.04000000
        0.267333768194
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comision Federal de Electricidad
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        1360000.00000000
        PA
        USD
        1353213.60000000
        0.037592046282
        Long
        DBT
        NUSS
        MX
        Y
        
        2
        
          2031-02-09
          Fixed
          3.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1
        3137FBBZ8
        
          
        
        34428416.65530000
        PA
        USD
        828561.16000000
        0.023017289712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Variable
          0.56176560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        26536.00000000
        NS
        USD
        6713077.28000000
        0.186488158119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VGH1
        
          
        
        236000.00000000
        PA
        USD
        242257.14000000
        0.006729862616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordstrom, Inc.
        549300S3IZB5P35KNV16
        Nordstrom, Inc.
        655664AY6
        
          
        
        882000.00000000
        PA
        USD
        918001.68000000
        0.025501932320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31413ECR4
        
          
        
        10055.55000000
        PA
        USD
        11925.48000000
        0.000331287829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31415PNH7
        
          
        
        1561.59000000
        PA
        USD
        1755.31000000
        0.000048762216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Petroleum
        254900QTESJKJ3P87J26
        Qatar Petroleum
        74730DAC7
        
          
        
        1397000.00000000
        PA
        USD
        1408684.51000000
        0.039133018835
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co.
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co.
        842400GT4
        
          
        
        1836000.00000000
        PA
        USD
        1870974.61000000
        0.051975360085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128LXMK3
        
          
        
        1860.68000000
        PA
        USD
        2158.85000000
        0.000059972490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hashemite Kingdom of Jordan
        5493000JZ4MYPVMBVN50
        Hashemite Kingdom of Jordan
        418097AL5
        
          
        
        2432000.00000000
        PA
        USD
        2565760.00000000
        0.071276381400
        Long
        DBT
        NUSS
        JO
        Y
        
        2
        
          2030-07-07
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAG6
        
          
        
        855000.00000000
        PA
        USD
        929070.34000000
        0.025809417833
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transmissora Alianca de Energia Eletrica SA
        N/A
        Transmissora Alianca de Energia Eletrica SA
        N/A
        
          
        
        548121.00000000
        NS
        
        4018578.77000000
        0.111635442557
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B27, Class XA
        08163HAG3
        
          
        
        7631008.04000000
        PA
        USD
        748801.06000000
        0.020801567545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.38961080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        927000.00000000
        PA
        USD
        1073805.31000000
        0.029830130965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140F5BK8
        
          
        
        247939.48000000
        PA
        USD
        260385.48000000
        0.007233464853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2012-44, Class IK
        3136A5C38
        
          
        
        123836.38680000
        PA
        USD
        9740.30000000
        0.000270583896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Government International Bond
        549300SZ20F0QTKNQC75
        Oman Government Bond
        N/A
        
          
        
        1488000.00000000
        PA
        USD
        1622039.04000000
        0.045059971805
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2031-01-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4533, Class GA
        3137BMFL5
        
          
        
        239706.40000000
        PA
        USD
        245185.87000000
        0.006811222243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        254900W94OCY91V32O78
        Republic of Serbia
        N/A
        
          
        
        1574000.00000000
        PA
        
        1839915.50000000
        0.051112543231
        Long
        DBT
        NUSS
        RS
        Y
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        9128286Y1
        
          
        
        11589000.00000000
        PA
        USD
        11741105.63000000
        0.326165940283
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MV24 Capital BV
        N/A
        MV24 Capital BV
        N/A
        
          
        
        1163477.42000000
        PA
        USD
        1266456.81000000
        0.035181957243
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asustek Computer, Inc.
        254900B3WB4OGRB7HM13
        Asustek Computer, Inc.
        N/A
        
          
        
        152000.00000000
        NS
        
        1777040.07000000
        0.049365874357
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        CLP Holdings Ltd.
        25490002BUTSMP94GO68
        CLP Holdings Ltd.
        N/A
        
          
        
        684000.00000000
        NS
        
        6837845.31000000
        0.189954193014
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        Douglas Emmett, Inc.
        N/A
        Douglas Emmett, Inc.
        25960P109
        
          
        
        343776.00000000
        NS
        USD
        11348045.76000000
        0.315246803182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36297GSD3
        
          
        
        98220.18000000
        PA
        USD
        109738.37000000
        0.003048513467
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Axo SAPI de CV
        4469000001BNKIG58H20
        Grupo Axo SAPI de CV
        40054MAA0
        
          
        
        1154000.00000000
        PA
        USD
        1175937.54000000
        0.032667347142
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2026-06-08
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132J8ZX1
        
          
        
        113244.14000000
        PA
        USD
        123001.75000000
        0.003416967933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6647.00000000
        0.000184652542
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1555222.00000000
            EUR
            1844343.99000000
            USD
            2021-10-08
            6647.00000000
          
        
        
          N
          N
          N
        
      
      
        Grupo Aval Ltd.
        549300J4FW1ELLQ80113
        Grupo Aval Ltd.
        40053FAC2
        
          
        
        1643000.00000000
        PA
        USD
        1638563.90000000
        0.045519029638
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2030-02-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP SA
        213800D26TAPVTCVWG40
        OCP SA
        N/A
        
          
        
        2448000.00000000
        PA
        USD
        2979162.14000000
        0.082760623340
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2044-04-25
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc.
        57636QAQ7
        
          
        
        1655000.00000000
        PA
        USD
        2020136.79000000
        0.056119060365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31414BKM1
        
          
        
        7506.35000000
        PA
        USD
        7850.59000000
        0.000218088070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAF2
        
          
        
        2354000.00000000
        PA
        USD
        2229163.99000000
        0.061925800836
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WH6K3
        
          
        
        510567.19000000
        PA
        USD
        531172.96000000
        0.014755895518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autoridad del Canal de Panama
        549300W1ISP1PW2J2P64
        Autoridad del Canal de Panama
        05330GAA2
        
          
        
        281000.00000000
        PA
        USD
        348442.81000000
        0.009679682675
        Long
        DBT
        NUSS
        PA
        Y
        
        2
        
          2035-07-29
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        903724AR3
        
          
        
        2600000.00000000
        PA
        USD
        2854072.00000000
        0.079285640283
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H032696
        
          
        
        1700000.00000000
        PA
        USD
        1789117.18000000
        0.049701374443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Cote d'Ivoire
        254900ICW11T82O6H590
        Republic of Cote d'Ivoire
        N/A
        
          
        
        2193000.00000000
        PA
        
        2892876.18000000
        0.080363613879
        Long
        DBT
        NUSS
        CI
        
        Y
        
        2
        
          2040-10-17
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15662.08000000
        -0.00043508994
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2245397.91000000
            USD
            1887000.00000000
            EUR
            2021-10-08
            -15662.08000000
          
        
        
          N
          N
          N
        
      
      
        Kasikornbank PCL
        5493004COSQ54937AW41
        Kasikornbank PCL
        N/A
        
          
        
        1269000.00000000
        PA
        USD
        1289388.12000000
        0.035818985179
        Long
        DBT
        CORP
        TH
        N
        
        2
        
          2031-10-02
          Variable
          3.34299960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412LKF6
        
          
        
        11193.64000000
        PA
        USD
        12854.27000000
        0.000357089459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hungary
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        N/A
        
          
        
        2896000.00000000
        PA
        
        3688733.85000000
        0.102472406139
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2035-06-05
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        12594KAB8
        
          
        
        3018000.00000000
        PA
        USD
        3365870.13000000
        0.093503306283
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust
        N/A
        BBCMS Mortgage Trust, Series 2021-C9, Class XA
        05493EAZ5
        
          
        
        3569720.17000000
        PA
        USD
        441470.51000000
        0.012263976540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.76707440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31297CW22
        
          
        
        49097.45000000
        PA
        USD
        56744.53000000
        0.001576353502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31405GT91
        
          
        
        1706.11000000
        PA
        USD
        1917.40000000
        0.000053265049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412V6B9
        
          
        
        852.25000000
        PA
        USD
        950.64000000
        0.000026408619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serbia International Bond
        254900W94OCY91V32O78
        Republic of Serbia
        N/A
        
          
        
        1566000.00000000
        PA
        
        2061141.05000000
        0.057258151814
        Long
        DBT
        NUSS
        RS
        Y
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
        
        17000.00000000
        NS
        
        3136844.98000000
        0.087141026123
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Medco Bell Pte. Ltd.
        2549003PNDCWIWGKC768
        Medco Bell Pte. Ltd.
        58406LAA9
        
          
        
        1718000.00000000
        PA
        USD
        1746931.12000000
        0.048529452789
        Long
        DBT
        CORP
        SG
        
        Y
        
        2
        
          2027-01-30
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Negara Indonesia Persero Tbk. PT
        549300HZ8J3MLVXQ8F85
        Bank Negara Indonesia Persero Tbk. PT
        N/A
        
          
        
        1293000.00000000
        PA
        USD
        1332700.79000000
        0.037022203869
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-03-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        76904.00000000
        NS
        USD
        5597073.12000000
        0.155485750196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140L1Y41
        
          
        
        823523.84000000
        PA
        USD
        840479.52000000
        0.023348379749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF Ltd.
        54930083ELM2GCMVTQ91
        KREF Ltd., Series 2021-FL2, Class AS
        48275RAC1
        
          
        
        526000.00000000
        PA
        USD
        526000.00000000
        0.014612191559
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2039-02-15
          Floating
          1.39299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M6JU3
        
          
        
        3323.89000000
        PA
        USD
        3789.98000000
        0.000105285007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810FA1
        
          
        
        106000.00000000
        PA
        USD
        139675.70000000
        0.003880167461
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        MDGH - GMTN BV
        55276VAJ1
        
          
        
        2464000.00000000
        PA
        USD
        2608710.72000000
        0.072469545179
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-11-07
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of India
        335800IV7VCDQGIOI391
        Republic of India
        N/A
        
          
        
        283120000.00000000
        PA
        
        4092021.01000000
        0.113675655636
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2029-01-14
          Fixed
          7.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2W Digital Lux SARL
        222100KMO43GQ28M6N31
        B2W Digital Lux SARL
        05609AAA9
        
          
        
        1498000.00000000
        PA
        USD
        1498000.00000000
        0.041614188130
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2030-12-20
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        960386AM2
        
          
        
        1927000.00000000
        PA
        USD
        2243018.69000000
        0.062310682073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128P8E23
        
          
        
        183526.28000000
        PA
        USD
        199527.58000000
        0.005542842624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howard University
        N/A
        Howard University, Series 2020
        442851AF8
        
          
        
        230000.00000000
        PA
        USD
        236304.96000000
        0.006564512057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.41600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3129456V5
        
          
        
        89238.19000000
        PA
        USD
        99714.85000000
        0.002770061767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAK Naftogaz Ukraine
        213800PUC1T9GI6EIO63
        NAK Naftogaz Ukraine
        50050MAB1
        
          
        
        3111000.00000000
        PA
        USD
        3207430.92000000
        0.089101891668
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2026-11-08
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAA5
        
          
        
        1662000.00000000
        PA
        USD
        2206687.21000000
        0.061301399667
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2044-05-30
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABL0
        
          
        
        3373000.00000000
        PA
        USD
        4386144.00000000
        0.121846342845
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-08
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cellnex Finance Co. SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co. SA
        15118JAA3
        
          
        
        1304000.00000000
        PA
        USD
        1317470.32000000
        0.036599103973
        Long
        DBT
        CORP
        ES
        Y
        
        2
        
          2041-07-07
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810RU4
        
          
        
        7328000.00000000
        PA
        USD
        8763830.00000000
        0.243457723873
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group, Inc.
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group, Inc.
        86562MCE8
        
          
        
        1818000.00000000
        PA
        USD
        1770855.04000000
        0.049194055264
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-01-12
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG (Registered)
        N/A
        
          
        
        124765.00000000
        NS
        
        11552087.74000000
        0.320915055080
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2015-61, Class PA
        3136APK43
        
          
        
        331727.45000000
        PA
        USD
        335007.60000000
        0.009306454800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        36321PAC4
        
          
        
        1589000.00000000
        PA
        USD
        1631585.31000000
        0.045325165581
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2040-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -208.95000000
        -0.00000580459
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1296909.65000000
            USD
            95372000.00000000
            RUB
            2021-09-27
            -208.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        28672.77000000
        0.000796524729
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1450400.00000000
            USD
            21132328000.00000000
            IDR
            2021-09-22
            28672.77000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417MLN1
        
          
        
        3473.72000000
        PA
        USD
        3945.42000000
        0.000109603104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medical Properties Trust, Inc.
        254900U6E39J1MQCCY14
        Medical Properties Trust, Inc.
        58463J304
        
          
        
        961534.00000000
        NS
        USD
        19692216.32000000
        0.547046458373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138MBH82
        
          
        
        253739.80000000
        PA
        USD
        279315.61000000
        0.007759340682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Croatia
        74780000O00QGQ7CER13
        Republic of Croatia
        N/A
        
          
        
        1325000.00000000
        PA
        
        1655954.06000000
        0.046002125359
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2041-03-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS High Yield Pooled Portfolio
        549300B758U8480GXX22
        MFS High Yield Pooled Portfolio
        552984668
        
          
        
        95192170.58000000
        NS
        USD
        886239108.10000000
        24.61957341315
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        School District of Philadelphia (The)
        254900HSKDHZKBZCUL90
        School District of Philadelphia (The)
        717883UB6
        
          
        
        1210000.00000000
        PA
        USD
        1587074.12000000
        0.044088652207
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-09-01
          Fixed
          5.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418TKF3
        
          
        
        4251.92000000
        PA
        USD
        4484.22000000
        0.000124570877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAG Industrial, Inc.
        549300QWYX2W6FASVQ07
        STAG Industrial, Inc.
        85254J102
        
          
        
        536976.00000000
        NS
        USD
        22687236.00000000
        0.630247601509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conservation Fund A Nonprofit Corp. (The)
        N/A
        Conservation Fund A Nonprofit Corp. (The), Series 2019
        20848FAA8
        
          
        
        1031000.00000000
        PA
        USD
        1104979.66000000
        0.030696149166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419HBF8
        
          
        
        17108.54000000
        PA
        USD
        18897.11000000
        0.000524958538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        9128286T2
        
          
        
        8149500.00000000
        PA
        USD
        8889958.52000000
        0.246961552951
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132L6HF1
        
          
        
        750091.09000000
        PA
        USD
        829163.34000000
        0.023034018171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International, Inc.
        549300TJCKW4BRXPJ474
        RPM International, Inc.
        749685AW3
        
          
        
        110000.00000000
        PA
        USD
        124716.41000000
        0.003464600900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co. Ltd.
        9884007ER46L6N7EI764
        Samsung Electronics Co. Ltd. (Preference)
        N/A
        
          
        
        109887.00000000
        NS
        
        6710077.71000000
        0.186404830569
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        CoreSite Realty Corp.
        549300H0YYORITFM2B74
        CoreSite Realty Corp.
        21870Q105
        
          
        
        168663.00000000
        NS
        USD
        25024529.31000000
        0.695177216674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDBL Funding 1
        254900PLOF8VWTAH3F83
        CDBL Funding 1
        N/A
        
          
        
        854000.00000000
        PA
        USD
        924207.34000000
        0.025674324511
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-12-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410GFF5
        
          
        
        13438.84000000
        PA
        USD
        15590.25000000
        0.000433094523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        90372UAR5
        
          
        
        2213000.00000000
        PA
        USD
        2335777.24000000
        0.064887498995
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2029-05-21
          Fixed
          6.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAP6
        
          
        
        1636000.00000000
        PA
        USD
        1641278.44000000
        0.045594439103
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services plc
        213800LAXWIUOOBZ3908
        Reckitt Benckiser Treasury Services plc
        75625QAD1
        
          
        
        2516000.00000000
        PA
        USD
        2648354.56000000
        0.073570844389
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-06-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        N/A
        
          
        
        1082000.00000000
        PA
        
        1261154.71000000
        0.035034665796
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips Edison & Co., Inc.
        549300UC1QJSQ49IC243
        Phillips Edison & Co., Inc.
        71844V201
        
          
        
        240985.00000000
        NS
        USD
        7244009.10000000
        0.201237354809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        FNMA, Series 2016-30, Class PA
        3136AR2J6
        
          
        
        582780.17000000
        PA
        USD
        613385.51000000
        0.017039746334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        254900OYVDRYS9J51J61
        Perusahaan Listrik Negara PT
        71568PAF6
        
          
        
        1317000.00000000
        PA
        USD
        1675224.00000000
        0.046537441052
        Long
        DBT
        NUSS
        ID
        Y
        
        2
        
          2048-05-21
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KGJG9
        
          
        
        254005.29000000
        PA
        USD
        267496.97000000
        0.007431020850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp. Ltd.
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp. Ltd.
        69033CAD1
        
          
        
        723000.00000000
        PA
        USD
        723983.28000000
        0.020112133789
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2030-09-10
          Variable
          1.83200040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Brasil Energia SA
        52990057Q0EK2Q9YBC07
        Engie Brasil Energia SA
        N/A
        
          
        
        227400.00000000
        NS
        
        1651363.43000000
        0.045874598429
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31406LYC6
        
          
        
        3430.75000000
        PA
        USD
        3978.48000000
        0.000110521505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM
        3137FUZG2
        
          
        
        9928903.00000000
        PA
        USD
        1429756.07000000
        0.039718383229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.90567440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresas Publicas de Medellin ESP
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        N/A
        
          
        
        448000.00000000
        PA
        USD
        447328.00000000
        0.012426696627
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-07-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20I, Class 1
        83162CVU4
        
          
        
        274558.90000000
        PA
        USD
        298449.04000000
        0.008290864150
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-09-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guara Norte SARL
        549300U2I4L03BBA3485
        Guara Norte SARL
        400666AA1
        
          
        
        1259295.78000000
        PA
        USD
        1296319.08000000
        0.036011526082
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2034-06-15
          Fixed
          5.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp., Series A
        101137206
        
          
        
        14339.00000000
        NS
        USD
        1722974.24000000
        0.047863934690
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp.
        549300S34SOJ0RULXM35
        State Board of Administration Finance Corp.
        341271AF1
        
          
        
        936000.00000000
        PA
        USD
        960282.55000000
        0.026676487779
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        836205AW4
        
          
        
        1734000.00000000
        PA
        USD
        1858848.00000000
        0.051638484898
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2027-09-27
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cable Onda SA
        5299008Q5GONPYNF9J32
        Cable Onda SA
        12686LAA7
        
          
        
        1842000.00000000
        PA
        USD
        1955283.00000000
        0.054317432983
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H020691
        
          
        
        1425000.00000000
        PA
        USD
        1454557.62000000
        0.040407366118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Uzbekistan International Bond
        213800L6VDKUM3TCM927
        Republic of Uzbekistan
        91822Q2C0
        
          
        
        1498000.00000000
        PA
        USD
        1482870.20000000
        0.041193884830
        Long
        DBT
        NUSS
        UZ
        Y
        
        2
        
          2030-11-25
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meituan
        21380033K525E5JLIA77
        Meituan
        58533EAB9
        
          
        
        865000.00000000
        PA
        USD
        844768.99000000
        0.023467540505
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-10-28
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp.
        5493004EA6C9IHDZ7N66
        STORE Capital Corp.
        862121100
        
          
        
        541158.00000000
        NS
        USD
        19519569.06000000
        0.542250346518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202DYJ4
        
          
        
        85507.20000000
        PA
        USD
        94524.70000000
        0.002625880272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31412QF95
        
          
        
        2176.75000000
        PA
        USD
        2493.76000000
        0.000069276233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417N4M0
        
          
        
        37425.98000000
        PA
        USD
        42858.47000000
        0.001190601090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Saudi Arabia
        635400FMICXSM3SI3H65
        Kingdom of Saudi Arabia
        80413TAV1
        
          
        
        1288000.00000000
        PA
        USD
        1268922.14000000
        0.035250443696
        Long
        DBT
        NUSS
        SA
        Y
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417AVY2
        
          
        
        18744.25000000
        PA
        USD
        20592.53000000
        0.000572057021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAC5
        
          
        
        3355000.00000000
        PA
        USD
        3694368.58000000
        0.102628937991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292LLA1
        
          
        
        145555.06000000
        PA
        USD
        158519.05000000
        0.004403632556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444UBJ4
        
          
        
        891000.00000000
        PA
        USD
        866141.39000000
        0.024061262183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BQ7
        
          
        
        1818000.00000000
        PA
        USD
        1885406.20000000
        0.052376267228
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2041-03-11
          Fixed
          3.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Guatemala
        529900QKDFFU9UWW5315
        Republic of Guatemala
        N/A
        
          
        
        4648000.00000000
        PA
        USD
        5198834.48000000
        0.144422747736
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2030-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1
        3137F4D66
        
          
        
        63799972.86710000
        PA
        USD
        1212091.02000000
        0.033671684737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          0.42744600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RMD1
        
          
        
        519000.00000000
        PA
        USD
        531065.81000000
        0.014752918909
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36177PCJ2
        
          
        
        47308.01000000
        PA
        USD
        51054.92000000
        0.001418297093
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31404JT88
        
          
        
        7316.96000000
        PA
        USD
        8340.07000000
        0.000231685742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810FG8
        
          
        
        2965000.00000000
        PA
        USD
        3846508.41000000
        0.106855356888
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335B7F7
        
          
        
        706538.32000000
        PA
        USD
        804970.11000000
        0.022361934310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        455780CE4
        
          
        
        1978000.00000000
        PA
        USD
        2293058.81000000
        0.063700788193
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2048-01-11
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027X100
        
          
        
        56937.00000000
        NS
        USD
        16635283.29000000
        0.462125372784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SQ2
        
          
        
        6301000.00000000
        PA
        USD
        5593614.33000000
        0.155389665592
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H0226A4
        
          
        
        125000.00000000
        PA
        USD
        129389.65000000
        0.003594422721
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arabian Centres Sukuk II Ltd.
        549300X92PKHJD8UYG94
        Arabian Centres Sukuk II Ltd.
        03847QAA1
        
          
        
        2278000.00000000
        PA
        USD
        2357502.20000000
        0.065491014731
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-10-07
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        74727PAY7
        
          
        
        2326000.00000000
        PA
        USD
        3131465.89000000
        0.086991595907
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2048-04-23
          Fixed
          5.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BL5
        
          
        
        82945565.49000000
        PA
        
        2263314.79000000
        0.062874504318
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2040-07-02
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp.
        549300UPNBTXA1SYTQ33
        Lear Corp.
        521865AY1
        
          
        
        2009000.00000000
        PA
        USD
        2236598.75000000
        0.062132337219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine
        6354001WLTJXOMEXPY07
        Ukraine Government Bond
        N/A
        
          
        
        1074000.00000000
        PA
        
        1208269.98000000
        0.033565536889
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Telecommunications Organization SA
        ELPUFM0XZRZO4LFXW404
        Hellenic Telecommunications Organization SA
        N/A
        
          
        
        326202.00000000
        NS
        
        6418741.59000000
        0.178311562140
        Long
        EC
        CORP
        GR
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36202EDF3
        
          
        
        7203.54000000
        PA
        USD
        8250.53000000
        0.000229198336
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        37443GAL5
        
          
        
        1182000.00000000
        PA
        USD
        1193413.39000000
        0.033152823316
        Long
        DBT
        NUSS
        GH
        Y
        
        2
        
          2029-04-07
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140X6EF4
        
          
        
        585889.53000000
        PA
        USD
        679601.42000000
        0.018879213181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556CM2
        
          
        
        1407000.00000000
        PA
        USD
        1437746.20000000
        0.039940347697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179TG33
        
          
        
        497409.75000000
        PA
        USD
        524550.75000000
        0.014571931638
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419ANB9
        
          
        
        606360.75000000
        PA
        USD
        667458.88000000
        0.018541895461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co.
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co.
        277432100
        
          
        
        49978.00000000
        NS
        USD
        5655510.48000000
        0.157109130232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brixmor Property Group, Inc.
        5299007UXW6Y0W2EGZ95
        Brixmor Property Group, Inc.
        11120U105
        
          
        
        903615.00000000
        NS
        USD
        21189771.75000000
        0.588648296423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Uzbekistan International Bond
        213800L6VDKUM3TCM927
        Republic of Uzbekistan
        91822Q2E6
        
          
        
        835000.00000000
        PA
        USD
        833864.40000000
        0.023164612828
        Long
        DBT
        NUSS
        UZ
        Y
        
        2
        
          2031-10-19
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alpek SAB de CV
        549300PWKJTP62D4IQ66
        Alpek SAB de CV
        020564AE0
        
          
        
        466000.00000000
        PA
        USD
        477654.66000000
        0.013269166143
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Romania
        315700IASY927EDWBK92
        Romania Government Bond
        N/A
        
          
        
        602000.00000000
        PA
        
        700824.60000000
        0.019468789553
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2040-12-02
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aegea Finance SARL
        N/A
        Aegea Finance SARL
        N/A
        
          
        
        1716000.00000000
        PA
        USD
        1767497.16000000
        0.049100773922
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-10-10
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJW0
        
          
        
        2255000.00000000
        PA
        USD
        2431367.45000000
        0.067542978957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Variable
          3.31099920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140X5XN8
        
          
        
        949754.31000000
        PA
        USD
        990167.79000000
        0.027506694722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of India
        335800IV7VCDQGIOI391
        Republic of India
        N/A
        
          
        
        269280000.00000000
        PA
        
        3903052.37000000
        0.108426138589
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2026-04-08
          Fixed
          7.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy, Inc.
        549300R22LSX6OHWEN64
        Diamondback Energy, Inc.
        25278XAR0
        
          
        
        936000.00000000
        PA
        USD
        974414.01000000
        0.027069057362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EK6N0
        
          
        
        408108.54000000
        PA
        USD
        449933.34000000
        0.012499072534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGlobal Canada ULC
        635400MHHHT7LMKMQL03
        MEGlobal Canada ULC
        58518N2A9
        
          
        
        910000.00000000
        PA
        USD
        1132158.30000000
        0.031451167215
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-05-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179NF78
        
          
        
        1401375.19000000
        PA
        USD
        1512109.81000000
        0.042006156279
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        46457.00000000
        NS
        USD
        8869105.87000000
        0.246382269840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M5M56
        
          
        
        25472.61000000
        PA
        USD
        29556.78000000
        0.000821082378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda
        549300FP5PUZXX9FVJ40
        Bermuda Government Bond
        085209AH7
        
          
        
        1290000.00000000
        PA
        USD
        1345857.00000000
        0.037387681171
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2050-08-20
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QTS Realty Trust, Inc.
        5493006PA4CJK4OG2J54
        QTS Realty Trust, Inc., Class A
        74736A103
        
          
        
        230174.00000000
        NS
        USD
        17948968.52000000
        0.498619327594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31406J2E2
        
          
        
        61287.41000000
        PA
        USD
        71066.73000000
        0.001974221810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473QBD4
        
          
        
        773000.00000000
        PA
        USD
        1083785.82000000
        0.030107387854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140L1Y58
        
          
        
        514879.91000000
        PA
        USD
        524544.28000000
        0.014571751902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE Sukuk Difc Ltd.
        635400AMGMPG1J5EQD94
        DAE Sukuk Difc Ltd.
        23302JAA3
        
          
        
        1258000.00000000
        PA
        USD
        1335555.70000000
        0.037101512789
        Long
        DBT
        CORP
        AE
        Y
        
        2
        
          2026-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Nigeria
        549300GSBZD84TNEQ285
        Federal Republic of Nigeria
        N/A
        
          
        
        969000.00000000
        PA
        USD
        992449.80000000
        0.027570088576
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2038-02-23
          Fixed
          7.69600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A4
        12634NAT5
        
          
        
        58835.00000000
        PA
        USD
        63616.78000000
        0.001767263452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CM0
        
          
        
        2106000.00000000
        PA
        USD
        1873160.64000000
        0.052036087630
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2047-05-11
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36241L4N3
        
          
        
        36752.71000000
        PA
        USD
        41535.76000000
        0.001153856429
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp.
        N/A
        SLM Corp.
        78442P106
        
          
        
        222516.00000000
        NS
        USD
        4172175.00000000
        0.115902320001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        UMBS
        3133A67D7
        
          
        
        674126.94000000
        PA
        USD
        717108.53000000
        0.019921154390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC, Series 4474, Class HJ
        3137BJF65
        
          
        
        181787.45000000
        PA
        USD
        194151.49000000
        0.005393495748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extra Space Storage, Inc.
        N/A
        Extra Space Storage, Inc.
        30225T102
        
          
        
        213769.00000000
        NS
        USD
        39955563.79000000
        1.109958844064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rogers Communications, Inc.
        54930030NVF3Y2OL0A78
        Rogers Communications, Inc.
        775109BP5
        
          
        
        1709000.00000000
        PA
        USD
        1814281.92000000
        0.050400446689
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA
        17328CAJ1
        
          
        
        9477285.98630000
        PA
        USD
        578206.37000000
        0.016062475740
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2072-12-15
          Variable
          1.00239840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        1600000.00000000
        PA
        USD
        1632778.94000000
        0.045358324422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc.
        92826CAK8
        
          
        
        1818000.00000000
        PA
        USD
        1890260.97000000
        0.052511131923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        20852.00000000
        NS
        USD
        1993868.24000000
        0.055389324463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BIM Birlesik Magazalar A/S
        7890001GCDJQD8DJKE29
        BIM Birlesik Magazalar A/S
        N/A
        
          
        
        607140.00000000
        NS
        
        5245356.70000000
        0.145715127185
        Long
        EC
        CORP
        TR
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36200J6N5
        
          
        
        8350.13000000
        PA
        USD
        9435.53000000
        0.000262117436
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ETDS2
        
          
        
        750444.72000000
        PA
        USD
        823872.86000000
        0.022887049527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco BTG Pactual SA
        ZXLTQRYIK6IJH3R0IK66
        Banco BTG Pactual SA
        05971BAE9
        
          
        
        1548000.00000000
        PA
        USD
        1602489.60000000
        0.044516891649
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2025-01-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3132GLGN8
        
          
        
        21003.58000000
        PA
        USD
        22587.43000000
        0.000627475007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Storage Affiliates Trust
        N/A
        National Storage Affiliates Trust
        637870106
        
          
        
        30094.00000000
        NS
        USD
        1722881.50000000
        0.047861358389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azure Power Energy Ltd.
        54930051LQDFHGQMHF47
        Azure Power Energy Ltd.
        05502VAA1
        
          
        
        1175000.00000000
        PA
        USD
        1189687.50000000
        0.033049318719
        Long
        DBT
        CORP
        MU
        
        Y
        
        2
        
          2026-08-19
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDG4
        
          
        
        1634000.00000000
        PA
        USD
        1785112.32000000
        0.049590120105
        Long
        DBT
        NUSS
        MX
        Y
        
        2
        
          2025-10-16
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B
        55282XAE0
        
          
        
        1241000.00000000
        PA
        USD
        1242543.68000000
        0.034517654512
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.61448120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        06326BAA7
        
          
        
        3963000.00000000
        PA
        USD
        4057121.25000000
        0.112706146171
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2031-01-29
          Variable
          3.27499920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Crude Oil Pipeline LLC
        549300DONDFW2383FV66
        Abu Dhabi Crude Oil Pipeline LLC
        N/A
        
          
        
        1915000.00000000
        PA
        USD
        2301255.50000000
        0.063928490863
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2047-11-02
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441CBM6
        
          
        
        1936000.00000000
        PA
        USD
        2009266.84000000
        0.055817094982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co. Ltd.
        9884007ER46L6N7EI764
        Samsung Electronics Co. Ltd.
        N/A
        
          
        
        185766.00000000
        NS
        
        12288802.62000000
        0.341380870577
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Ultra Note
        N/A
        
          
          
        
        -338.00000000
        NC
        USD
        -39365.72000000
        -0.00109357308
        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
            -50029281.25000000
            USD
            -39365.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -72592.05000000
        -0.00201659494
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2489645.13000000
            USD
            2803440000.00000000
            KRW
            2021-09-29
            -72592.05000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31404GYW5
        
          
        
        20143.21000000
        PA
        USD
        22647.75000000
        0.000629150687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EPS47
        
          
        
        194151.51000000
        PA
        USD
        212399.58000000
        0.005900424620
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20H, Class 1
        83162CVS9
        
          
        
        317565.57000000
        PA
        USD
        341162.50000000
        0.009477436887
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd.
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd.
        N/A
        
          
        
        3279000.00000000
        PA
        USD
        3313495.08000000
        0.092048336200
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2031-04-07
          Variable
          3.07699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444U700
        
          
        
        52564.00000000
        NS
        USD
        44335105.80000000
        1.231621784738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VGK4
        
          
        
        864000.00000000
        PA
        USD
        925680.53000000
        0.025715249481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KG3Z4
        
          
        
        535131.15000000
        PA
        USD
        565525.78000000
        0.015710211082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        189754AC8
        
          
        
        652000.00000000
        PA
        USD
        713691.55000000
        0.019826231260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Times China Holdings Ltd.
        2549000KTINB9ZPZP710
        Times China Holdings Ltd.
        N/A
        
          
        
        1256000.00000000
        PA
        USD
        1249899.53000000
        0.034721998788
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-08
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833EJ5
        
          
        
        2384000.00000000
        PA
        USD
        2359509.69000000
        0.065546782466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-05
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        Dominican Republic Government Bond
        25714PEG9
        
          
        
        1002000.00000000
        PA
        USD
        1022050.02000000
        0.028392377710
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2041-01-21
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160AZ2
        
          
        
        1246000.00000000
        PA
        USD
        1386554.48000000
        0.038518250322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31406PDM8
        
          
        
        7969.08000000
        PA
        USD
        9226.45000000
        0.000256309229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Reservas de la Republica Dominicana
        549300CKQT0JZ2EGNC56
        Banco de Reservas de la Republica Dominicana
        N/A
        
          
        
        1500000.00000000
        PA
        USD
        1578765.00000000
        0.043857826250
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2023-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BN3
        
          
        
        2191000.00000000
        PA
        USD
        2137145.22000000
        0.059369534877
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-09-30
      MFS Series Trust XIII
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer
    
  





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