NPORT-P
    false
    
      
      
        
          0000814679
          XXXXXXXX
        
      
      
      
      
        S000006791
        C000018399
      
      
    
  
  
    
      Advanced Series Trust
      811-05186
      0000814679
      549300VWSUPW8FKG9V43
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-888-778-2888
      AST Capital Growth Asset Allocation Portfolio
      S000006791
      GAMOU5K3C0EHUN4DQC08
      2022-12-31
      2022-06-30
      N
    
    
      11597438372.93
      249449694.72
      11347988678.21
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      520672.39000000
      84633565.59000000
      0.00000000
      22726455.42000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
          
        
        126700.00000000
        NS
        USD
        2895095.00000000
        0.025511965883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -87523.30000000
        -0.00077126707
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-07-29
            0.00000000
            USD
            -3119.69000000
            USD
            800000.00000000
            SGD
            -84403.61000000
          
        
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
          
        
        45800.00000000
        NS
        USD
        1565902.00000000
        0.013798938687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
          
          
        
        421290.00000000
        NS
        
        18030088.97000000
        0.158883565019
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
          
        
        440000.00000000
        PA
        USD
        376271.45000000
        0.003315754541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAT Group AG
        529900MVFK7NVALR7Y83
        VAT Group AG
        000000000
        
          
          
          
        
        2090.00000000
        NS
        
        496412.14000000
        0.004374450434
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MGK3
        
          
          
        
        465000.00000000
        PA
        USD
        574752.49000000
        0.005064796117
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCE3
        
          
          
        
        157000.00000000
        PA
        USD
        129357.98000000
        0.001139919889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
          
          
        
        971536.00000000
        NS
        
        5933078.47000000
        0.052283084150
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3084.83000000
        -0.00002718393
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -12407000.00000000
            CNY
            1850684.49000000
            USD
            2022-07-07
            -3084.83000000
          
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        975000.00000000
        PA
        
        977412.67000000
        0.008613091691
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-10-12
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2235.61000000
        0.000019700495
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -30215.69000000
            USD
            2365000.00000000
            AUD
            32451.30000000
          
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
          
        
        50000.00000000
        PA
        USD
        39317.48000000
        0.000346470913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -38414.84000000
        -0.00033851672
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -364630.63000000
            USD
            3212064.00000000
            NOK
            2022-07-19
            -38414.84000000
          
        
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        Clorox Co/The
        189054109
        
          
          
        
        3600.00000000
        NS
        USD
        507528.00000000
        0.004472404885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MASONITE INTERNATIONAL C
        549300H0H07ZFT4JYM32
        Masonite International Corp
        575385AE9
        
          
          
        
        175000.00000000
        PA
        USD
        137880.41000000
        0.001215020687
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -85229.23000000
        -0.00075105141
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -6784708.24000000
            USD
            134892000.00000000
            MXN
            2022-07-07
            -85229.23000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        24128.55000000
        0.000212624022
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            11447000.00000000
            USD
            24128.55000000
          
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
          
        
        30000.00000000
        PA
        USD
        23487.20000000
        0.000206972360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
          
        
        52100.00000000
        NS
        USD
        7970258.00000000
        0.070234983713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
          
        
        33156.00000000
        NS
        USD
        3339140.76000000
        0.029424956745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7829.29000000
        -0.00006899275
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1308191.79000000
            USD
            19446271000.00000000
            IDR
            2022-07-07
            -7829.29000000
          
        
        
          N
          N
          N
        
      
      
        Terna - Rete Elettrica Naziona
        8156009E94ED54DE7C31
        Terna - Rete Elettrica Nazionale
        000000000
        
          
          
          
        
        107748.00000000
        NS
        
        845529.76000000
        0.007450921779
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        122500.00000000
        NS
        
        3130633.00000000
        0.027587558366
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18993.68000000
        0.000167374858
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -131680275.00000000
            INR
            1673848.52000000
            USD
            2022-09-21
            18993.68000000
          
        
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
          
        
        3900.00000000
        NS
        USD
        554658.00000000
        0.004887720773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
          
        
        5600.00000000
        NS
        USD
        500696.00000000
        0.004412200383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co Ltd
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co Ltd
        000000000
        
          
          
          
        
        115200.00000000
        NS
        
        448512.82000000
        0.003952355194
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        142982.01000000
        0.001259976671
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -1560000.00000000
            USD
            142982.01000000
          
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
          
        
        845000.00000000
        PA
        USD
        615383.39000000
        0.005422841064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KB3
        
          
        
        640000.00000000
        PA
        USD
        282575.00000000
        0.002490088843
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
          
        
        126500.00000000
        NS
        USD
        7798725.00000000
        0.068723411885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        -45.00000000
        NC
        
        -79648.29000000
        -0.00070187142
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Short
            
              
                UK TSY 4 1/4% 2032
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-09-28
            -6150066.63000000
            USD
            -79648.29000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        849754.00000000
        NS
        USD
        90252372.34000000
        0.795316023828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expeditors International of Wa
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
          
        
        4800.00000000
        NS
        USD
        467808.00000000
        0.004122386911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGRICUL DEV BANK CHINA
        300300C1020311000158
        AGRICULTURAL DEVELOPMENT BANK OF CHINA
        000000000
        
          
          
        
        11500000.00000000
        PA
        
        1774088.35000000
        0.015633504758
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-10-27
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4005.91000000
        -0.00003530061
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -30163.95000000
            USD
            1542000.00000000
            EUR
            26158.04000000
          
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK20
        06540AAC5
        
          
        
        406420.24000000
        PA
        USD
        369858.55000000
        0.003259243205
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-09-15
          Fixed
          2.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11698.01000000
        0.000103084434
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2410000.00000000
            SEK
            247335.54000000
            USD
            2022-07-07
            11698.01000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18851.79000000
        -0.00016612450
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -6286544.00000000
            CNY
            920000.00000000
            USD
            2022-08-23
            -18851.79000000
          
        
        
          N
          N
          N
        
      
      
        CPPIB CAPITAL INC
        549300KW9NB55HTDK075
        CPPIB Capital Inc
        000000000
        
          
          
        
        2255000.00000000
        PA
        
        2199994.12000000
        0.019386643592
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
          
        
        1170000.00000000
        PA
        USD
        1049693.10000000
        0.009250036546
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        2115000.00000000
        PA
        USD
        1641506.39000000
        0.014465174724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        000000000
        
          
          
          
        
        24110.00000000
        NS
        
        2188013.00000000
        0.019281064354
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
          
          
        
        156761.00000000
        NS
        
        7674057.66000000
        0.067624826545
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
          
        
        13325.00000000
        NS
        USD
        1193253.75000000
        0.010515112270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B36
        
          
          
        
        363000.00000000
        PA
        USD
        294299.08000000
        0.002593403010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -222209.62000000
        -0.00195814100
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-05-08
            180772.04000000
            USD
            0.00000000
            USD
            1200000.00000000
            GBP
            -402981.66000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        325000.00000000
        PA
        USD
        313659.77000000
        0.002764012010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        251000.00000000
        NC
        USD
        12214.59000000
        0.000107636607
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2022-11-10
                
              
            
            251000.00000000
            USD
            122.00000000
            USD
            2022-11-10
            XXXX
            -18959.61000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BRA6
        
          
        
        19478.29200000
        PA
        USD
        19499.66000000
        0.000171833622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DU67
        
          
        
        176219.35000000
        PA
        USD
        157565.98000000
        0.001388492573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wheels SPV LLC
        N/A
        Wheels SPV 2 LLC
        96328DBX1
        
          
        
        1139102.07000000
        PA
        USD
        1129705.62000000
        0.009955117616
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Floating
          1.89229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
          
          
        
        56048.00000000
        NS
        
        1059496.59000000
        0.009336426216
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        Realty Income Corp
        756109104
        
          
          
        
        17500.00000000
        NS
        USD
        1194550.00000000
        0.010526534999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XSP84
        
          
        
        31038.20400000
        PA
        USD
        31256.65000000
        0.000275437796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BP3
        
          
          
        
        15000.00000000
        PA
        USD
        14106.84000000
        0.000124311368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        USD CALL VERSUS CHF PUT
        000000000
        
          
        
        1231000.00000000
        NC
        USD
        833.25000000
        0.000007342710
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    USD CALL VERSUS CHF PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  CHF
                  2022-07-21
                
              
            
            1231000.00000000
            USD
            0.99000000
            USD
            2022-07-21
            XXXX
            -8251.53000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1007849.01000000
        0.008881300806
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-08
            0.00000000
            USD
            -683472.16000000
            USD
            -8870000.00000000
            GBP
            1691321.17000000
          
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
          
          
        
        7500.00000000
        NS
        USD
        655950.00000000
        0.005780319478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        11450000.00000000
        OU
        Other
        USD
        90364.28000000
        0.000796302169
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Put
            Purchased
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            11450000.00000000
            USD
            87.50000000
            USD
            2022-08-17
            XXXX
            50289.28000000
          
        
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
          
          
        
        306862.00000000
        NS
        
        5793898.74000000
        0.051056613681
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          
        
      
      
        United Airlines Holdings Inc
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047109
        
          
          
        
        9700.00000000
        NS
        USD
        343574.00000000
        0.003027620221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        489364.00000000
        NS
        USD
        37681028.00000000
        0.332050278410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
          
          
        
        73100.00000000
        NS
        
        2098817.82000000
        0.018495064451
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21224.13000000
        -0.00018702988
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -552725.10000000
            USD
            770000.00000000
            AUD
            2022-07-07
            -21224.13000000
          
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAA0
        
          
          
        
        1190000.00000000
        PA
        USD
        1014445.71000000
        0.008939431812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axis Capital Holdings Ltd
        N/A
        Axis Capital Holdings Ltd
        000000000
        
          
          
          
        
        22224.00000000
        NS
        USD
        1268768.16000000
        0.011180555391
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        US Foods Holding Corp
        549300UGOZSO64CFPR97
        US Foods Holding Corp
        912008109
        
          
          
        
        73500.00000000
        NS
        USD
        2254980.00000000
        0.019871186550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AF8
        
          
          
        
        155000.00000000
        PA
        USD
        135491.33000000
        0.001193967793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
          
        
        144239.00000000
        NS
        USD
        9736132.50000000
        0.085796106923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
          
        
        8500.00000000
        NS
        USD
        1077205.00000000
        0.009492475103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
          
        
        4800.00000000
        NS
        USD
        1006080.00000000
        0.008865712052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -125109.16000000
        -0.00110247871
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5642000.00000000
            USD
            -125109.16000000
          
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        549300WZ8E2KQS66KT95
        Bain Capital Credit CLO 2019-2
        05682LAJ6
        
          
        
        6355000.00000000
        PA
        USD
        6187869.22000000
        0.054528334451
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-17
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
          
        
        20000.00000000
        PA
        USD
        18450.11000000
        0.000162584846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -2746.10000000
        -0.00002419900
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -703000.00000000
            EUR
            -2746.10000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        800000.00000000
        PA
        USD
        775949.04000000
        0.006837767132
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.22924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        470000.00000000
        PA
        
        356730.34000000
        0.003143555656
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2034-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DV7
        
          
          
        
        180000.00000000
        PA
        USD
        157899.37000000
        0.001391430450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAG8
        
          
          
        
        425000.00000000
        PA
        USD
        402139.96000000
        0.003543711325
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JT9
        
          
          
        
        845000.00000000
        PA
        USD
        844451.98000000
        0.007441424237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        155374.26000000
        0.001369178842
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-01-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMERS FINANCE TRUST
        529900M039WCPES03P17
        OMERS Finance Trust
        682142AG9
        
          
          
        
        1315000.00000000
        PA
        USD
        1284063.13000000
        0.011315336720
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2032-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS CDX.EM.37
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5004737.21000000
        -0.04410241631
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -169433.05000000
            USD
            50000000.00000000
            USD
            -4835304.16000000
          
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
          
        
        31600.00000000
        NS
        USD
        1035848.00000000
        0.009128031665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2984000.00000000
        PA
        
        2886515.60000000
        0.025436363058
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AZ7
        
          
          
        
        550000.00000000
        PA
        USD
        480849.49000000
        0.004237310272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        149731.57000000
        0.001319454700
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            142503.97000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            7227.60000000
          
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-2
        52604DAC6
        
          
        
        200000.00000000
        PA
        USD
        161918.42000000
        0.001426846858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-04-20
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BR9
        
          
          
        
        285000.00000000
        PA
        USD
        281173.33000000
        0.002477737138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        3307.27000000
        0.000029144107
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -1370000.00000000
            USD
            3307.27000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
          
        
        135400.00000000
        NS
        USD
        11131234.00000000
        0.098089928670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53085.80000000
        -0.00046779919
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -759088.42000000
            USD
            267920257.00000000
            HUF
            2022-07-19
            -53085.80000000
          
        
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        Ferguson PLC
        000000000
        
          
          
          
        
        17526.00000000
        NS
        
        1942311.22000000
        0.017115907277
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
          
          
        
        200646.00000000
        NS
        
        9116274.44000000
        0.080333834466
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -105948.41000000
        -0.00093363161
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-03-22
            0.00000000
            USD
            0.00000000
            USD
            1140000.00000000
            EUR
            -105948.41000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -24908.81000000
        -0.00021949977
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -624268.99000000
            USD
            6130000.00000000
            SEK
            2022-07-07
            -24908.81000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        425000.00000000
        PA
        USD
        352818.03000000
        0.003109079855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        192248.27000000
        0.001694117569
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -13430000.00000000
            CAD
            10626176.95000000
            USD
            2022-07-07
            192248.27000000
          
        
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
          
          
        
        367000.00000000
        NS
        
        6341571.97000000
        0.055882783723
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
          
        
        470000.00000000
        PA
        USD
        390512.06000000
        0.003441244709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZER0
        
          
          
        
        422000.00000000
        PA
        
        294146.63000000
        0.002592059600
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
          
        
        1095000.00000000
        PA
        USD
        764382.32000000
        0.006735839642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        800000.00000000
        PA
        
        639411.74000000
        0.005634582110
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
          
          
        
        42300.00000000
        NS
        
        585279.75000000
        0.005157563746
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
          
        
        28000.00000000
        NS
        USD
        1309560.00000000
        0.011540018563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2021-2
        36261XAA3
        
          
        
        176050.67000000
        PA
        USD
        175030.21000000
        0.001542389712
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AT7
        
          
          
        
        575000.00000000
        PA
        USD
        548524.62000000
        0.004833672605
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-09-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANSYS Inc
        549300VJV8H15Z5FJ571
        ANSYS Inc
        03662Q105
        
          
          
        
        2500.00000000
        NS
        USD
        598225.00000000
        0.005271639027
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mazda Motor Corp
        52990044YZJLICDQKK92
        Mazda Motor Corp
        000000000
        
          
          
          
        
        54000.00000000
        NS
        
        437920.77000000
        0.003859016627
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20946.80000000
        -0.00018458601
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -655253.54000000
            USD
            520917.17000000
            GBP
            2022-07-19
            -20946.80000000
          
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        4050000.00000000
        PA
        
        3947799.21000000
        0.034788536734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        539481101
        
          
          
          
        
        17286.00000000
        NS
        
        1558989.85000000
        0.013738027893
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
          
        
        34300.00000000
        NS
        USD
        2395512.00000000
        0.021109573404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        730000.00000000
        PA
        
        636088.58000000
        0.005605297978
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
          
        
        58600.00000000
        NS
        USD
        982136.00000000
        0.008654714309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
          
        
        26191.00000000
        NS
        USD
        2366618.76000000
        0.020854962294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -1657.45000000
        -0.00001460567
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-18
            0.00000000
            USD
            0.00000000
            USD
            -12702000.00000000
            NOK
            -1657.45000000
          
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technol
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
          
        
        10810.00000000
        NS
        USD
        887284.80000000
        0.007818872799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services Inc
        445658107
        
          
          
        
        4851.00000000
        NS
        USD
        763886.97000000
        0.006731474551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHOW TAI FOOK
        254900VXRL7SRSF44G79
        Chow Tai Fook Jewellery Group Ltd
        000000000
        
          
          
          
        
        2061000.00000000
        NS
        
        3862353.61000000
        0.034035578634
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        1612501.93000000
        0.014209583528
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            14381.15000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            1598120.78000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
          
        
        388000.00000000
        PA
        USD
        339369.44000000
        0.002990569074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kia Corp
        988400V8MJK9N7OI5X76
        Kia Corp
        000000000
        
          
          
          
        
        7533.00000000
        NS
        
        450812.76000000
        0.003972622574
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        164600.73000000
        0.001450483734
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2033-03-04
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        59180.00000000
        NS
        USD
        10348806.60000000
        0.091195073360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties Inc
        36467J108
        
          
          
        
        28022.00000000
        NS
        USD
        1285088.92000000
        0.011324376120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
          
        
        77900.00000000
        NS
        USD
        5003517.00000000
        0.044091663658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        29878TBG8
        
          
          
        
        400000.00000000
        PA
        
        164529.87000000
        0.001449859306
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2037-05-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53576.91000000
        -0.00047212692
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -678169.67000000
            USD
            84650495.00000000
            JPY
            2022-07-19
            -53576.91000000
          
        
        
          N
          N
          N
        
      
      
        TSMC
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        874039100
        
          
          
        
        81850.00000000
        NS
        USD
        6691237.50000000
        0.058964083325
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        517.92000000
        0.000004563980
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -78116076.00000000
            PHP
            1412000.00000000
            USD
            2022-09-21
            517.92000000
          
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBC4
        
          
          
        
        195000.00000000
        PA
        USD
        174730.22000000
        0.001539746160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAE0
        
          
          
        
        150000.00000000
        PA
        USD
        142877.52000000
        0.001259055891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        000000000
        
          
          
          
        
        117732.00000000
        NS
        
        1729251.21000000
        0.015238393860
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
          
          
        
        6089.00000000
        NS
        
        6840219.82000000
        0.060276935534
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-MH1
        89177WAA7
        
          
        
        71002.35000000
        PA
        USD
        70121.89000000
        0.000617923510
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings
        N/A
        Norwegian Cruise Line Holdings Ltd
        000000000
        
          
          
          
        
        12300.00000000
        NS
        USD
        136776.00000000
        0.001205288477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        Organon & Co
        68622V106
        
          
          
        
        7500.00000000
        NS
        USD
        253125.00000000
        0.002230571488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        000000000
        
          
          
          
        
        21609.00000000
        NS
        
        843733.66000000
        0.007435094305
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEQ4
        
          
          
        
        325000.00000000
        PA
        USD
        321098.64000000
        0.002829564331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-17
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
          
        
        3320.00000000
        NS
        USD
        1555519.60000000
        0.013707447584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VOLVO CAR AB
        5299000EAMGGBEYP7J33
        Volvo Car AB
        000000000
        
          
          
        
        1740000.00000000
        PA
        
        1582094.00000000
        0.013941624765
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-10-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
          
        
        1420000.00000000
        PA
        USD
        1418461.25000000
        0.012499671000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1934534.88000000
        0.017047381125
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -6033226000.00000000
            JPY
            46417936.99000000
            USD
            2022-07-07
            1934534.88000000
          
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484108
        
          
          
        
        20600.00000000
        NS
        USD
        3945518.00000000
        0.034768434406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        85548.04000000
        0.000753860815
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            10785.86000000
            USD
            0.00000000
            USD
            -4500000.00000000
            USD
            74762.18000000
          
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        000000000
        
          
          
          
        
        322286.00000000
        NS
        
        11246650.13000000
        0.099106991105
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        650000.00000000
        PA
        
        570982.06000000
        0.005031570582
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taisei Corp
        529900TF7XJKIOWMLQ79
        Taisei Corp
        000000000
        
          
          
          
        
        80100.00000000
        NS
        
        2491111.72000000
        0.021952010974
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of China Ltd
        54930053HGCFWVHYZX42
        Bank of China Ltd
        000000000
        
          
          
          
        
        1132000.00000000
        NS
        
        452091.53000000
        0.003983891267
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A9NJ9
        
          
        
        59984.66200000
        PA
        USD
        60665.78000000
        0.000534594999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1785.48000000
        -0.00001573388
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -13182971.69000000
            CNY
            1967000.00000000
            USD
            2022-08-23
            -1785.48000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
          
        
        315000.00000000
        PA
        USD
        297234.46000000
        0.002619269973
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1289574.58000000
        0.011363904358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
          
        
        4500.00000000
        NS
        USD
        829620.00000000
        0.007310722838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        United Rentals Inc
        911363109
        
          
          
        
        2000.00000000
        NS
        USD
        485820.00000000
        0.004281111074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FTAP6
        
          
        
        72193.09000000
        PA
        USD
        72553.50000000
        0.000639351184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYM6
        
          
        
        154440.44000000
        PA
        USD
        146416.79000000
        0.001290244413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spotify Technology SA
        549300B4X0JHWV0DTD60
        Spotify Technology SA
        000000000
        
          
          
          
        
        37900.00000000
        NS
        USD
        3556157.00000000
        0.031337332992
        Long
        EC
        CORP
        SE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        156224.77000000
        0.001376673650
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEQB8
        
          
        
        40469.82400000
        PA
        USD
        39694.97000000
        0.000349797405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3189.47000000
        0.000028106037
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -208161.00000000
            CAD
            164905.47000000
            USD
            2022-07-19
            3189.47000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13539.36000000
        -0.00011931065
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -423177.00000000
            USD
            1582047.21000000
            PEN
            2022-09-21
            -13539.36000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4AA2
        
          
          
        
        975000.00000000
        PA
        USD
        1221131.10000000
        0.010760771222
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737RAE0
        
          
          
        
        284341.37000000
        PA
        USD
        270302.01000000
        0.002381937607
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18117.65000000
        0.000159655164
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1199300000.00000000
            CLP
            1323336.13000000
            USD
            2022-07-07
            18117.65000000
          
        
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
          
          
        
        11400.00000000
        NS
        USD
        183882.00000000
        0.001620392875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4482.08000000
        -0.00003949669
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -263638.80000000
            USD
            5292417.00000000
            MXN
            2022-09-21
            -4482.08000000
          
        
        
          N
          N
          N
        
      
      
        MARKET BIDCO FINCO PLC
        549300UGYX6EBVHRVG53
        Market Bidco Finco PLC
        000000000
        
          
        
        3500000.00000000
        PA
        
        3238018.00000000
        0.028533849405
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM CARTER
        TGI2A0HXEYNQPU7TYV27
        William Carter Co/The
        96926JAC1
        
          
          
        
        1810000.00000000
        PA
        USD
        1696285.77000000
        0.014947897976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Shenhua Energy Co Ltd
        529900N9JOX4C108MA40
        China Shenhua Energy Co Ltd
        000000000
        
          
          
          
        
        295000.00000000
        NS
        
        848367.45000000
        0.007475927885
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
          
          
        
        1196970.00000000
        NS
        
        6477335.95000000
        0.057079154145
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752AU7
        
          
          
        
        65000.00000000
        PA
        USD
        61829.61000000
        0.000544850825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
          
        
        211200.00000000
        NS
        USD
        7628544.00000000
        0.067223754061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambev SA
        549300TH5Q6VRP8OT012
        Ambev SA
        000000000
        
          
          
          
        
        120500.00000000
        NS
        
        308074.02000000
        0.002714789631
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1272718.40000000
        -0.01121536543
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2030-12-20
            0.00000000
            USD
            -1135061.24000000
            USD
            1700000.00000000
            USD
            -137657.16000000
          
        
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
          
          
        
        28800.00000000
        NS
        
        596000.91000000
        0.005252040047
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        207676.00000000
        NS
        
        1942391.10000000
        0.017116611190
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
          
        
        5187.00000000
        NS
        USD
        826755.93000000
        0.007285484269
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418B3M6
        
          
        
        25534.40100000
        PA
        USD
        24417.89000000
        0.000215173725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        77166.71000000
        0.000680003410
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-12
            0.00000000
            USD
            0.00000000
            USD
            -1335000.00000000
            EUR
            77166.71000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -36801.85000000
        -0.00032430284
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -518024.26000000
            USD
            2522286.00000000
            BRL
            2022-07-05
            -36801.85000000
          
        
        
          N
          N
          N
        
      
      
        Crown Point CLO Ltd
        N/A
        Crown Point CLO 11 Ltd
        22845JAA9
        
          
        
        6000000.00000000
        PA
        USD
        5826410.40000000
        0.051343110794
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-17
          Floating
          1.36576000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty OP LP
        549300LI6XZ51GOCJ427
        Federal Realty OP LP
        313745101
        
          
          
        
        2100.00000000
        NS
        USD
        201054.00000000
        0.001771714844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
          
        
        37889.00000000
        NS
        USD
        4405354.03000000
        0.038820571247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
          
        
        67900.00000000
        NS
        USD
        6385316.00000000
        0.056268261989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFM32
        
          
        
        532608.91000000
        PA
        USD
        479965.11000000
        0.004229516997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D3J9
        
          
        
        252669.65000000
        PA
        USD
        235814.41000000
        0.002078028245
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
          
        
        10000.00000000
        PA
        USD
        8523.67000000
        0.000075111724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gildan Activewear Inc
        549300SB3IBI34M00Z45
        Gildan Activewear Inc
        375916103
        
          
          
          
        
        20591.00000000
        NS
        
        592679.11000000
        0.005222767900
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        China Construction Bank Corp
        5493001KQW6DM7KEDR62
        China Construction Bank Corp
        000000000
        
          
          
          
        
        2208000.00000000
        NS
        
        1485222.45000000
        0.013087979659
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Lululemon Athletica Inc
        549300D9GZ4BMLDW5T40
        Lululemon Athletica Inc
        550021109
        
          
          
        
        6421.00000000
        NS
        USD
        1750428.81000000
        0.015425013715
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        La Poste SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        347051.44000000
        0.003058263890
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -35103.16000000
        -0.00030933375
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -413684.08000000
            USD
            606246.00000000
            NZD
            2022-07-19
            -35103.16000000
          
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        549300FFTJ3WPTJK8589
        Madison Park Funding XXX LTD
        55821TAA5
        
          
        
        1268427.84000000
        PA
        USD
        1246663.78000000
        0.010985768626
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.79429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        712999.99999900
        PA
        USD
        637747.52000000
        0.005619916780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-GC41
        17328FAV7
        
          
        
        280000.00000000
        PA
        USD
        250941.49000000
        0.002211330105
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-10
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        133500.00000000
        NS
        USD
        10618590.00000000
        0.093572440906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L23B7
        
          
        
        146264.00000000
        PA
        USD
        127781.70000000
        0.001126029498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DC6
        
          
          
        
        1040000.00000000
        PA
        USD
        900103.10000000
        0.007931829379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
          
          
        
        47900.00000000
        NS
        USD
        4344051.00000000
        0.038280360715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
          
          
        
        147000.00000000
        NS
        
        8044678.37000000
        0.070890786007
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        EUR CALL VERSUS CHF PUT
        000000000
        
          
        
        123000.00000000
        NC
        
        5622.97000000
        0.000049550366
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    EUR CALL VERSUS CHF PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  CHF
                  2022-09-02
                
              
            
            123000.00000000
            USD
            1.04500000
            EUR
            2022-09-02
            XXXX
            -13026.87000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -406594.40000000
        -0.00358296444
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-13
            0.00000000
            USD
            0.00000000
            USD
            3820000000.00000000
            KRW
            -406594.40000000
          
        
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        04016X101
        
          
          
        
        11071.00000000
        NS
        USD
        4194580.48000000
        0.036963206423
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -11450000.00000000
        OU
        Other
        USD
        -1652.37000000
        -0.00001456090
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -11450000.00000000
            USD
            75.00000000
            USD
            2022-08-17
            XXXX
            18671.38000000
          
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AH4
        
          
          
        
        110000.00000000
        PA
        USD
        104982.32000000
        0.000925118300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
          
        
        41500.00000000
        NS
        USD
        7136340.00000000
        0.062886386322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
          
        
        118974.00000000
        NS
        USD
        6140248.14000000
        0.054108691100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        1839460.60000000
        0.016209573803
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide Inc
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide Inc
        12541W209
        
          
          
        
        3800.00000000
        NS
        USD
        385206.00000000
        0.003394486996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        3i Group PLC
        000000000
        
          
          
          
        
        388397.00000000
        NS
        
        5235378.49000000
        0.046134858241
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE4G1
        
          
        
        40821.08000000
        PA
        USD
        40039.50000000
        0.000352833450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp
        172062101
        
          
          
        
        4800.00000000
        NS
        USD
        571104.00000000
        0.005032645133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        390563.17000000
        0.003441695097
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF ARGENTINA
                Argentine Republic Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            389393.56000000
          
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
          
        
        4700.00000000
        NS
        USD
        575891.00000000
        0.005074828820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180SNG5
        
          
        
        17976.16200000
        PA
        USD
        17826.88000000
        0.000157092860
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        2235000.00000000
        PA
        USD
        1860899.13000000
        0.016398493008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBT1
        
          
          
        
        824000.00000000
        PA
        USD
        658030.80000000
        0.005798655767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
          
        
        602652.00000000
        NS
        USD
        23648064.48000000
        0.208389919575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TransDigm Group Inc
        N/A
        TransDigm Group Inc
        893641100
        
          
          
        
        15420.00000000
        NS
        USD
        8275451.40000000
        0.072924388935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBE0
        
          
          
        
        268000.00000000
        PA
        USD
        228285.31000000
        0.002011680805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
          
        
        469000.00000000
        PA
        USD
        423947.49000000
        0.003735882208
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SENSATA TECHNOLOGIES INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAB0
        
          
          
        
        75000.00000000
        PA
        USD
        60195.98000000
        0.000530455058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4887.04000000
        -0.00004306525
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-18
            0.00000000
            USD
            -11663.90000000
            USD
            1149000.00000000
            EUR
            6776.86000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        32149.14000000
        0.000283302538
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-15
            898.59000000
            USD
            0.00000000
            USD
            -8770000.00000000
            NOK
            31250.55000000
          
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBD3
        
          
          
        
        365000.00000000
        PA
        USD
        291658.61000000
        0.002570134834
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-06-09
          Fixed
          2.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        362562.19000000
        0.003194946701
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Gazprom PJSC Via Gaz Capital SA
                GAZPROM (GAZ CAPITAL SA)
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2024-06-20
            383640.94000000
            USD
            0.00000000
            USD
            -606000.00000000
            USD
            -21078.75000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works Inc
        452308109
        
          
          
        
        8300.00000000
        NS
        USD
        1512675.00000000
        0.013329895216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EIG PEARL HOLDINGS SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings Sarl
        28249NAA9
        
          
          
        
        205000.00000000
        PA
        USD
        175000.28000000
        0.001542125965
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
          
        
        6100.00000000
        NS
        USD
        293105.00000000
        0.002582880617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        2251000.00000000
        PA
        
        2289195.10000000
        0.020172694606
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-05-06
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4462.61000000
        0.000039325118
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -970000.00000000
            BRL
            189527.16000000
            USD
            2022-07-05
            4462.61000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
          
          
        
        57685.00000000
        NS
        
        7588567.04000000
        0.066871471722
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
          
        
        55528.00000000
        NS
        USD
        7697291.36000000
        0.067829565029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
          
        
        481000.00000000
        PA
        USD
        394990.42000000
        0.003480708618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAW9
        
          
          
        
        35000.00000000
        PA
        USD
        28988.36000000
        0.000255449320
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142ET6
        
          
          
        
        110000.00000000
        PA
        USD
        93512.81000000
        0.000824047438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BG2
        
          
          
        
        480000.00000000
        PA
        USD
        503792.10000000
        0.004439483632
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2033-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828J27
        
          
          
        
        42000.00000000
        PA
        USD
        40920.47000000
        0.000360596676
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAX2
        
          
          
        
        85000.00000000
        PA
        USD
        83634.53000000
        0.000736998708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
          
        
        1095000.00000000
        PA
        USD
        996653.54000000
        0.008782644821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1272718.40000000
        0.011215365436
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2031-12-20
            1135256.57000000
            USD
            0.00000000
            USD
            -1700000.00000000
            USD
            137461.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        8086.17000000
        0.000071256415
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            6331.78000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        -415.00000000
        NC
        USD
        -305112.54000000
        -0.00268869267
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -57224262.46000000
            USD
            -305112.54000000
          
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAB1
        
          
          
        
        350000.00000000
        PA
        
        322853.68000000
        0.002845029979
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -136087.60000000
        -0.00119922220
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5665000.00000000
            USD
            -136087.60000000
          
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
          
        
        26500.00000000
        NS
        USD
        10458225.00000000
        0.092159282993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
          
        
        405000.00000000
        PA
        USD
        346402.71000000
        0.003052547194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-C4
        17326FAC1
        
          
        
        275000.00000000
        PA
        USD
        261287.65000000
        0.002302501856
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Fixed
          3.20900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EDE7
        
          
        
        3106756.82000000
        PA
        USD
        2991450.47000000
        0.026361063222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA RGTS MED
        N/A
        Regents of the University of California Medical Center Pooled Revenue
        913366EP1
        
          
        
        115000.00000000
        PA
        USD
        142180.05000000
        0.001252909692
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-05-15
          Fixed
          6.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900L82OLW9QTLJ788
        Eagle RE 2019-1 Ltd
        269822AB8
        
          
        
        216563.31000000
        PA
        USD
        214663.21000000
        0.001891641030
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-04-25
          Floating
          3.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
          
        
        430000.00000000
        PA
        USD
        410347.68000000
        0.003616038856
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        63540028G9FPZW4LFZ33
        ICG US CLO 2018-1 LTD
        449258AA0
        
          
        
        1176000.00000000
        PA
        USD
        1152203.87000000
        0.010153375216
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-21
          Floating
          2.15829000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Globe Life Inc
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959E102
        
          
          
        
        3100.00000000
        NS
        USD
        302157.00000000
        0.002662648056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HAITIAN INT'L
        30030093DDRS825TVP62
        Haitian International Holdings Ltd
        000000000
        
          
          
          
        
        135000.00000000
        NS
        
        345025.87000000
        0.003040414295
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21082.25000000
        0.000185779617
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -380491.00000000
            AUD
            283748.50000000
            USD
            2022-07-19
            21082.25000000
          
        
        
          N
          N
          N
        
      
      
        Next PLC
        213800WQD8ECPZP9PH98
        Next PLC
        000000000
        
          
          
          
        
        25706.00000000
        NS
        
        1834723.70000000
        0.016167831604
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AP9
        
          
          
        
        1025000.00000000
        PA
        USD
        1025197.23000000
        0.009034175650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities In
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
          
        
        20435.00000000
        NS
        USD
        1317444.45000000
        0.011609497395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446R109
        
          
          
        
        18200.00000000
        NS
        USD
        359814.00000000
        0.003170729282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        2235000.00000000
        PA
        USD
        2156703.12000000
        0.019005157487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        2017000.00000000
        PA
        
        1291181.20000000
        0.011378062109
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2052-01-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457100
        
          
          
        
        286237.00000000
        NS
        USD
        8933456.77000000
        0.078722820610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        131701.15000000
        0.001160568218
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            131701.15000000
          
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
          
        
        386977.00000000
        NS
        
        4457461.68000000
        0.039279750856
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
          
        
        78620.00000000
        NS
        USD
        5563151.20000000
        0.049023235374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
          
        
        43100.00000000
        NS
        USD
        4878489.00000000
        0.042989900134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        824328.00000000
        NS
        USD
        211712160.24000000
        1.865635983991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TKC8
        
          
          
        
        245000.00000000
        PA
        USD
        246194.65000000
        0.002169500313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
          
        
        139267.00000000
        NS
        USD
        45154539.41000000
        0.397907864472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        000000000
        
          
          
        
        100000.00000000
        PA
        
        80142.40000000
        0.000706225590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-09-19
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300URXZ1TS31FK720
        Mountain View CLO IX Ltd
        62432BAN3
        
          
        
        2128000.00000000
        PA
        USD
        2087219.64000000
        0.018392859732
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entain PLC
        213800GNI3K45LQR8L28
        Entain PLC
        000000000
        
          
          
          
        
        48421.00000000
        NS
        
        732702.07000000
        0.006456669025
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        St Pauls CLO
        N/A
        St Pauls CLO
        000000000
        
          
        
        7500000.00000000
        PA
        
        7618301.50000000
        0.067133495776
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2032-01-17
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
          
          
        
        6095.00000000
        NS
        
        2069269.59000000
        0.018234681481
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        61000.00000000
        PA
        
        36648.74000000
        0.000322953617
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2047-03-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1396050000.00000000
        PA
        
        987032.29000000
        0.008697861074
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2026-03-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        1588.94000000
        0.000014001952
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.IG.38.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            0.00000000
            USD
            -1108425.78000000
            USD
            -138425000.00000000
            USD
            1110014.72000000
          
        
        
          N
          N
          N
        
      
      
        Hon Hai Precision Industry Co
        30030004CM3GSZXX7O56
        Hon Hai Precision Industry Co Ltd
        000000000
        
          
          
          
        
        177000.00000000
        NS
        
        650283.36000000
        0.005730384286
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAD3
        
          
          
        
        375000.00000000
        PA
        USD
        346021.19000000
        0.003049185188
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lottery Corp Ltd/The
        N/A
        Lottery Corp Ltd/The
        000000000
        
          
          
          
        
        264385.00000000
        NS
        
        823040.51000000
        0.007252743489
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        335000.00000000
        PA
        USD
        284078.09000000
        0.002503334274
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        549300NB16RGUJOZXI16
        KKR CLO 30 Ltd
        48250EAN5
        
          
        
        1895000.00000000
        PA
        USD
        1852107.05000000
        0.016321016018
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-17
          Floating
          2.06429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PP EUR HOLD
        213800Y3B5GQFBGVHP79
        Blackstone Property Partners Europe Holdings Sarl
        000000000
        
          
          
        
        975000.00000000
        PA
        
        953913.39000000
        0.008406012880
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-07-24
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493002TWMA4NNPZ2B66
        Greywolf CLO III Ltd
        39809CAN4
        
          
        
        2128000.00000000
        PA
        USD
        2080641.36000000
        0.018334891045
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.45486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
          
        
        700000.00000000
        PA
        USD
        631536.45000000
        0.005565183997
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        3615.00000000
        NS
        
        8461049.64000000
        0.074559905547
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        40068.00000000
        NS
        
        720387.50000000
        0.006348151381
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        DIGICEL INTL FINANCE LTD
        5493007V023VOEW4FK27
        Digicel International Finance Ltd
        000000000
        
          
          
        
        947520.19000000
        PA
        USD
        829672.37000000
        0.007311184329
        Long
        LON
        CORP
        LC
        
        N
        
        2
        
          2024-05-27
          Floating
          4.58490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
          
        
        16800.00000000
        NS
        USD
        2174088.00000000
        0.019158355384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PetroChina Co Ltd
        529900RPY4YG47TRSV05
        PetroChina Co Ltd
        000000000
        
          
          
          
        
        988000.00000000
        NS
        
        468744.48000000
        0.004130639299
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1161000.00000000
        PA
        
        1034340.21000000
        0.009114744818
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2051-07-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT
        549300237GPHG2AI7C34
        New Zealand Government Bond
        000000000
        
          
          
        
        9261000.00000000
        PA
        
        4897338.98000000
        0.043156008689
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2032-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
          
        
        12610.00000000
        NS
        USD
        1216612.80000000
        0.010720955356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-3
        57108QAA1
        
          
        
        299618.26000000
        PA
        USD
        293459.01000000
        0.002586000200
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
          
        
        171800.00000000
        NS
        USD
        12003666.00000000
        0.105777916601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAND NORDRHEIN-WESTFALEN
        529900VWPV1LPOHGJ702
        State of North Rhine-Westphalia Germany
        000000000
        
          
          
        
        494000.00000000
        PA
        
        442670.23000000
        0.003900869506
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-06-16
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNPP IP Euro CLO
        635400VGNU8T62DHAX91
        BNPP AM Euro CLO 2018 DAC
        000000000
        
          
        
        2128000.00000000
        PA
        
        2183099.99000000
        0.019237770250
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-04-15
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-SCHATZ
        000000000
        
          
          
        
        -92.00000000
        NC
        
        13352.86000000
        0.000117667195
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2022-09-08
            -10721674.32000000
            USD
            13352.86000000
          
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CK0
        
          
          
        
        146000.00000000
        PA
        USD
        139612.63000000
        0.001230285242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
          
        
        6500.00000000
        NS
        USD
        232245.00000000
        0.002046574125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
          
        
        18505.00000000
        NS
        USD
        1206340.95000000
        0.010630438434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
          
        
        135000.00000000
        PA
        USD
        125892.65000000
        0.001109382936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        400000.00000000
        PA
        
        317154.08000000
        0.002794804339
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Bankin
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        000000000
        
          
          
          
        
        230367.00000000
        NS
        
        3502044.16000000
        0.030860483379
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        PROVINCE OF SASKATCHEWAN
        549300FKDIB7OJMBSP83
        Province of Saskatchewan Canada
        803854KQ0
        
          
          
        
        686000.00000000
        PA
        USD
        682557.54000000
        0.006014788693
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -202352.23000000
        -0.00178315502
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -11621612.17000000
            USD
            10892000.00000000
            EUR
            2022-07-07
            -202352.23000000
          
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
          
          
        
        16174.00000000
        NS
        
        1574400.32000000
        0.013873827024
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        000000000
        
          
          
          
        
        21990.00000000
        NS
        
        698582.25000000
        0.006156000590
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        DOLP Trust
        N/A
        DOLP Trust 2021-NYC
        23345LAA7
        
          
        
        140000.00000000
        PA
        USD
        122495.31000000
        0.001079445119
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-05-10
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -10401.23000000
        -0.00009165703
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-03-21
            0.00000000
            USD
            -5796.81000000
            USD
            145619000.00000000
            JPY
            -4604.42000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M9BZ6
        
          
        
        59796.48000000
        PA
        USD
        60275.98000000
        0.000531160029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CZK/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12033.28000000
        -0.00010603887
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -9847992.00000000
            CZK
            385000.00000000
            EUR
            2022-07-19
            -12033.28000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        386652.44000000
        0.003407233219
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-05-08
            0.00000000
            USD
            -107679.86000000
            USD
            -5705000.00000000
            GBP
            494332.30000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -52800.83000000
        -0.00046528800
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1200000.00000000
            CHF
            1204697.00000000
            USD
            2022-07-07
            -52800.83000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
          
        
        400000.00000000
        PA
        USD
        342084.73000000
        0.003014496574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JT5
        
          
          
        
        190000.00000000
        PA
        USD
        153046.53000000
        0.001348666572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAJ0
        
          
        
        110000.00000000
        PA
        USD
        96582.26000000
        0.000851095843
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Fixed
          2.72800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HLLD3
        
          
          
        
        66034.96200000
        PA
        USD
        65035.05000000
        0.000573097593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONOVIA SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
          
        
        300000.00000000
        PA
        
        275509.03000000
        0.002427822566
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-06-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
          
          
        
        3598101.00000000
        NS
        
        10153744.61000000
        0.089476160912
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CPE8
        
          
        
        222816.89100000
        PA
        USD
        217777.68000000
        0.001919086158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Euro Funding
        635400XLHN7OVUSEV112
        Madison Park Euro Funding XIV DAC
        000000000
        
          
        
        4750000.00000000
        PA
        
        4823931.72000000
        0.042509134057
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-07-15
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
          
        
        379954.00000000
        NS
        USD
        11972350.54000000
        0.105501960563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MEMP3
        
          
        
        14364.22000000
        PA
        USD
        14375.51000000
        0.000126678924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST T Rowe Price Large-Cap Growth Portfolio
        ZJC7TLGOHTQNF4JSI810
        AST T Rowe Price Large-Cap Growth Portfolio
        00767H477
        
          
          
        
        8023624.78000000
        NS
        USD
        414099274.90000000
        3.649098414198
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BLX2
        
          
        
        57666.24000000
        PA
        USD
        59428.52000000
        0.000523692098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAV1
        
          
          
        
        550000.00000000
        PA
        USD
        457776.75000000
        0.004033990189
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
          
          
        
        646312.00000000
        NS
        
        7048422.41000000
        0.062111644714
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp
        78442P106
        
          
          
        
        81629.00000000
        NS
        USD
        1301166.26000000
        0.011466051799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENGIE SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        691954.37000000
        0.006097594821
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp
        017175100
        
          
          
        
        1601.00000000
        NS
        USD
        1333793.10000000
        0.011753563894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
          
        
        48911.00000000
        NS
        USD
        4390740.47000000
        0.038691794594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd
        000000000
        
          
          
          
        
        4500.00000000
        NS
        USD
        442125.00000000
        0.003896064866
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
          
        
        196000.00000000
        PA
        USD
        194539.67000000
        0.001714309694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        25243Q205
        
          
          
        
        14624.00000000
        NS
        USD
        2546330.88000000
        0.022438609626
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          
        
      
      
        Taylor Wimpey PLC
        21380089BTRXTD8S3R66
        Taylor Wimpey PLC
        000000000
        
          
          
          
        
        313480.00000000
        NS
        
        445941.41000000
        0.003929695584
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        710.47000000
        0.000006260757
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -282371.10000000
            USD
            410000.00000000
            AUD
            2022-08-05
            710.47000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        1203000.00000000
        NC
        USD
        8350.60000000
        0.000073586608
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2022-07-19
                
              
            
            1203000.00000000
            USD
            134.00000000
            USD
            2022-07-19
            XXXX
            -6620.74000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        58604.76000000
        0.000516433014
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3607000.00000000
            EUR
            3840212.42000000
            USD
            2022-07-07
            58604.76000000
          
        
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
          
          
        
        51570.00000000
        NS
        
        8717195.50000000
        0.076817097260
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5820.45000000
        -0.00005129058
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -700000.00000000
            EUR
            -5820.45000000
          
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        8580000.00000000
        PA
        
        805150.58000000
        0.007095095023
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2032-05-18
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Euro CLO
        549300GHZE7CYFQDBC40
        Invesco Euro CLO I DAC
        000000000
        
          
        
        2553000.00000000
        PA
        
        2603149.87000000
        0.022939306196
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-07-15
          Floating
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        11450000.00000000
        OU
        Other
        USD
        81768.03000000
        0.000720550859
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    DE
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            11450000.00000000
            USD
            90.00000000
            USD
            2022-08-17
            XXXX
            30311.73000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        85525.00000000
        NS
        USD
        21682298.00000000
        0.191067321397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AJ5
        
          
          
        
        350000.00000000
        PA
        USD
        259597.09000000
        0.002287604414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        SolarEdge Technologies Inc
        83417M104
        
          
          
        
        1500.00000000
        NS
        USD
        410520.00000000
        0.003617557363
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        CWABS Asset-Backed Certificates Trust 2004-BC4
        126673KY7
        
          
          
        
        8491.06000000
        PA
        USD
        8426.21000000
        0.000074252893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          2.67357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN HUNG KAI PROP (CAP)
        222100WJDEUAP4JLW867
        SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        715452.26000000
        0.006304661383
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2027-08-14
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7516.99000000
        -0.00006624072
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -210390.03000000
            USD
            910000.00000000
            PLN
            2022-07-07
            -7516.99000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BP67
        
          
        
        21738.81200000
        PA
        USD
        21892.28000000
        0.000192917710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AL6
        
          
          
        
        20000.00000000
        PA
        USD
        18538.77000000
        0.000163366130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300JPI8D017HI2768
        Elevation CLO 2021-14 Ltd
        28623RAC2
        
          
        
        10000000.00000000
        PA
        USD
        9617883.00000000
        0.084754076451
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.26271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AL7
        
          
          
        
        272000.00000000
        PA
        USD
        240314.37000000
        0.002117682497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daito Trust Cons
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
          
          
        
        14200.00000000
        NS
        
        1224710.39000000
        0.010792312406
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        000000000
        
          
          
          
        
        20581.00000000
        NS
        
        457227.52000000
        0.004029150301
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D5C2
        
          
        
        91780.76000000
        PA
        USD
        85761.92000000
        0.000755745554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAX8
        
          
          
        
        84000.00000000
        PA
        USD
        66713.86000000
        0.000587891492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
          
          
        
        369061.00000000
        NS
        
        7330096.46000000
        0.064593794264
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
          
        
        1560.00000000
        NS
        USD
        616184.40000000
        0.005429899671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
          
        
        64000.00000000
        NS
        USD
        4176000.00000000
        0.036799472738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC23 Mortgage Trust
        12636FBH5
        
          
        
        380000.00000000
        PA
        USD
        370835.73000000
        0.003267854247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          3.52100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7058.36000000
        -0.00006219921
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -8227.97000000
          
        
        
          N
          N
          N
        
      
      
        Sotera Health Co
        N/A
        Sotera Health Co
        83601L102
        
          
          
        
        33600.00000000
        NS
        USD
        658224.00000000
        0.005800358271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BMTY2
        
          
        
        9550917.67000000
        PA
        USD
        173310.95000000
        0.001527239362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-25
          Variable
          0.77523600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
          
        
        240000.00000000
        PA
        USD
        233139.12000000
        0.002054453230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -290.00000000
        NC
        USD
        227284.83000000
        0.002002864440
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -37166034.83000000
            USD
            227284.83000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132KE4T9
        
          
        
        59296.10200000
        PA
        USD
        58214.76000000
        0.000512996281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834NP9
        
          
          
        
        1220000.00000000
        PA
        USD
        554623.44000000
        0.004887416226
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -12684.63000000
        -0.00011177866
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-09-18
            254.71000000
            USD
            0.00000000
            USD
            1775000.00000000
            AUD
            -12939.34000000
          
        
        
          N
          N
          N
        
      
      
        EURO STABILITY MECHANISM
        222100W4EEAQ77386N50
        European Stability Mechanism
        000000000
        
          
          
        
        535000.00000000
        PA
        
        524816.22000000
        0.004624751001
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2026-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19440.31000000
        -0.00017131062
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1910000.00000000
            USD
            44756068.40000000
            CZK
            2022-07-19
            -19440.31000000
          
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        217000.00000000
        PA
        
        162171.21000000
        0.001429074478
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2040-09-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FWXZ8
        
          
        
        346140.11000000
        PA
        USD
        53123.75000000
        0.000468133618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BNP7
        
          
        
        16407.70000000
        PA
        USD
        16044.36000000
        0.000141385054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        549300F8Y20RYGNGV346
        Constellation Energy Corp
        21037T109
        
          
          
        
        9766.00000000
        NS
        USD
        559201.16000000
        0.004927755709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
          
        
        66636.00000000
        NS
        USD
        5318219.16000000
        0.046864861349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marble Point CLO XVIII Ltd
        N/A
        Marble Point CLO XVIII Ltd
        566076AN5
        
          
        
        15750000.00000000
        PA
        USD
        15160677.53000000
        0.133597926116
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.25429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pool Corp
        5493005VZK1KMN6CO617
        Pool Corp
        73278L105
        
          
          
        
        1140.00000000
        NS
        USD
        400402.20000000
        0.003528397950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -68529.64000000
        -0.00060389238
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1012209.24000000
            USD
            867100000.00000000
            CLP
            2022-07-07
            -68529.64000000
          
        
        
          N
          N
          N
        
      
      
        Julius Baer Group Ltd
        5299007MF0604ZGJER92
        Julius Baer Group Ltd
        000000000
        
          
          
          
        
        18169.00000000
        NS
        
        837525.41000000
        0.007380386372
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        20512.44000000
        0.000180758375
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -11510000.00000000
            NOK
            1189174.90000000
            USD
            2022-07-07
            20512.44000000
          
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK34
        06541JAL5
        
          
        
        165000.00000000
        PA
        USD
        142157.57000000
        0.001252711595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-06-15
          Fixed
          2.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5MF3
        
          
        
        309114.13000000
        PA
        USD
        283929.05000000
        0.002502020913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11145.19000000
        -0.00009821291
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -327731.44000000
            USD
            407235810.00000000
            KRW
            2022-09-21
            -11145.19000000
          
        
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355L106
        
          
          
        
        7300.00000000
        NS
        USD
        221263.00000000
        0.001949799266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30166RAD9
        
          
        
        374799.30000000
        PA
        USD
        373567.45000000
        0.003291926530
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        88714.77000000
        0.000781766465
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3825247.23000000
            USD
            3735000.00000000
            CHF
            2022-07-07
            88714.77000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCN1
        
          
          
        
        515000.00000000
        PA
        USD
        416948.83000000
        0.003674209076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        000000000
        
          
          
        
        335000.00000000
        PA
        
        301327.42000000
        0.002655337686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
          
        
        7200.00000000
        NS
        USD
        240264.00000000
        0.002117238629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGBE8
        
          
        
        224500.61000000
        PA
        USD
        203159.63000000
        0.001790269939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -79720.34000000
        -0.00070250634
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3083738.50000000
            USD
            4810000.00000000
            NZD
            2022-07-07
            -79720.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -64828.04000000
        -0.00057127339
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            97.50000000
            USD
            2022-07-20
            XXXX
            -29990.54000000
          
        
        
          N
          N
          N
        
      
      
        Zais CLO 8, Limited
        549300XI7G6FVIEXZ367
        Zais CLO 8 Ltd
        98885GAA6
        
          
        
        1840125.75000000
        PA
        USD
        1817152.33000000
        0.016012990332
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.99429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        Catalent Inc
        148806102
        
          
          
        
        5400.00000000
        NS
        USD
        579366.00000000
        0.005105450987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        70000.00000000
        PA
        USD
        64491.47000000
        0.000568307493
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YVEB1
        
          
        
        139866.11200000
        PA
        USD
        132863.21000000
        0.001170808446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BU53
        
          
        
        35365.00100000
        PA
        USD
        35248.46000000
        0.000310614162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
          
        
        185000.00000000
        PA
        
        47147.34000000
        0.000415468690
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-03-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        535000.00000000
        PA
        
        515953.95000000
        0.004546655487
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2027-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIM Birlesik Magazalar AS
        7890001GCDJQD8DJKE29
        BIM Birlesik Magazalar AS
        000000000
        
          
          
          
        
        99951.00000000
        NS
        
        484929.30000000
        0.004273262106
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
          
        
        1109000.00000000
        PA
        USD
        872691.68000000
        0.007690276266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2017-CD5 Mortgage Trust
        12515HAY1
        
          
        
        255000.00000000
        PA
        USD
        241134.40000000
        0.002124908711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -17740000.00000000
        OU
        Other
        USD
        -37023.32000000
        -0.00032625446
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -17740000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            -1099.82000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -104757.01000000
        -0.00092313283
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-06-15
            19661.90000000
            USD
            0.00000000
            USD
            28448000.00000000
            ZAR
            -124418.91000000
          
        
        
          N
          N
          N
        
      
      
        iShares Core S&P 500 ETF
        5493007M4YMN8XL48C14
        iShares Core S&P 500 ETF
        464287200
        
          
          
        
        203850.00000000
        NS
        USD
        77289727.50000000
        0.681087456920
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        549300DX0ZYWEZ6TY764
        Greywolf CLO II Ltd
        398079AW3
        
          
        
        2128000.00000000
        PA
        USD
        2052210.22000000
        0.018084352022
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CXP4
        
          
        
        63195.98000000
        PA
        USD
        63924.93000000
        0.000563315066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        1275000.00000000
        PA
        
        947269.84000000
        0.008347469026
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX Corp
        000000000
        
          
          
          
        
        94500.00000000
        NS
        
        1580225.20000000
        0.013925156649
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PBW1
        
          
          
        
        25000.00000000
        PA
        USD
        24008.23000000
        0.000211563746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        65950000.00000000
        PA
        
        554802.80000000
        0.004888996770
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2033-06-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        50206.62000000
        0.000442427477
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -22471000.00000000
            NOK
            2331789.09000000
            USD
            2022-07-07
            50206.62000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566AAH2
        
          
        
        56643.42000000
        PA
        USD
        56731.38000000
        0.000499924538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          3.72566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
          
          
        
        1099187.00000000
        NS
        
        9771040.63000000
        0.086103722052
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        146132.64000000
        0.001287740445
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-10
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
          
        
        4200.00000000
        NS
        USD
        558600.00000000
        0.004922458206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
        76174LAA1
        
          
          
        
        850000.00000000
        PA
        USD
        726214.40000000
        0.006399498806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
          
        
        177856.00000000
        NS
        USD
        11167578.24000000
        0.098410198993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        33931.25000000
        0.000299006731
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -23730960000.00000000
            IDR
            1616000.00000000
            USD
            2022-09-21
            33931.25000000
          
        
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
          
          
        
        400294.00000000
        NS
        
        3746371.01000000
        0.033013524389
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419ABL0
        
          
        
        15908.25000000
        PA
        USD
        16921.23000000
        0.000149112150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505GB4
        
          
          
        
        700000.00000000
        PA
        USD
        580466.15000000
        0.005115145656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
          
        
        8572.00000000
        NS
        USD
        5220690.88000000
        0.046005429050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3298.48000000
        0.000029066648
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -775000.00000000
            ILS
            225646.81000000
            USD
            2022-08-05
            3298.48000000
          
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
          
        
        8200.00000000
        NS
        USD
        775556.00000000
        0.006834303610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        Ashland Global Holdings Inc
        044186104
        
          
          
        
        9200.00000000
        NS
        USD
        948060.00000000
        0.008354432022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAX7
        
          
          
        
        25000.00000000
        PA
        USD
        19015.09000000
        0.000167563526
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        MYR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2393.49000000
        0.000021091755
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5070000.00000000
            MYR
            1155977.11000000
            USD
            2022-07-07
            2393.49000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        165884.14000000
        0.001461793316
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -12544303.90000000
            ILS
            3778843.68000000
            USD
            2022-09-21
            165884.14000000
          
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
          
        
        448000.00000000
        PA
        USD
        374851.02000000
        0.003303237521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        365000.00000000
        PA
        
        283042.48000000
        0.002494208339
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2034-11-15
          Fixed
          1.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
          
          
        
        35200.00000000
        NS
        
        1111482.98000000
        0.009794537265
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CE0
        
          
          
        
        989000.00000000
        PA
        USD
        909106.32000000
        0.008011166963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        25000.00000000
        PA
        
        16101.21000000
        0.000141886024
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2050-09-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7718.43000000
        0.000068015841
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -12080000.00000000
            CZK
            518900.34000000
            USD
            2022-07-07
            7718.43000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BZ0
        
          
          
        
        330000.00000000
        PA
        USD
        272117.14000000
        0.002397932776
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2049-10-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
          
        
        13400.00000000
        NS
        USD
        3424906.00000000
        0.030180731556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1088170000.00000000
        PA
        
        753838.48000000
        0.006642925908
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2031-12-10
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON PLC
        6354008SRQGEMC4XFI67
        ICON PLC
        000000000
        
          
          
          
        
        10706.00000000
        NS
        USD
        2319990.20000000
        0.020444065162
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
        
        675000.00000000
        PA
        
        771624.14000000
        0.006799655532
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-08-14
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5010.43000000
        0.000044152581
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1562330000.00000000
            KRW
            1217241.92000000
            USD
            2022-07-07
            5010.43000000
          
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        115400.00000000
        NS
        
        3246278.82000000
        0.028606644860
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
          
        
        5417.00000000
        NS
        USD
        3422243.92000000
        0.030157272949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        549300BJ8TRWJ20BLC43
        Oaktree CLO 2019-1 Ltd
        67401XAS0
        
          
        
        15499999.98000000
        PA
        USD
        15140156.64000000
        0.133417093278
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-22
          Floating
          2.24629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        23324.52000000
        0.000205538802
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -838868.61000000
            USD
            17360000.00000000
            MXN
            2022-07-07
            23324.52000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3853.55000000
        0.000033958000
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4504085.85000000
            TRY
            255189.00000000
            USD
            2022-09-21
            3853.55000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        8755.14000000
        0.000077151469
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -1570000.00000000
            EUR
            8755.14000000
          
        
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
          
        
        108132.00000000
        NS
        USD
        16006779.96000000
        0.141053894341
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
          
        
        282057.00000000
        NS
        USD
        31762438.77000000
        0.279894875388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CCRE12 Mortgage Trust
        12591KAE5
        
          
          
        
        185000.00000000
        PA
        USD
        183984.89000000
        0.001621299555
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-10
          Fixed
          4.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -2559.01000000
        -0.00002255033
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            0.00000000
            USD
            -9611.84000000
            USD
            569000.00000000
            AUD
            7052.83000000
          
        
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        000000000
        
          
          
          
        
        10803.90867600
        NS
        
        896616.36000000
        0.007901103758
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFRM0
        
          
        
        28025.10000000
        PA
        USD
        27524.72000000
        0.000242551528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        54930038DJKYPKSVRB29
        LCM 34 Ltd
        50203CAA1
        
          
        
        16250000.00000000
        PA
        USD
        15611561.88000000
        0.137571179551
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.23271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salesforce Inc
        RCGZFPDMRW58VJ54VR07
        Salesforce Inc
        79466L302
        
          
          
        
        58506.00000000
        NS
        USD
        9655830.24000000
        0.085088472625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        116948.00000000
        NS
        USD
        60068001.24000000
        0.529327292644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Assets Holdings Ltd
        254900JOWYUW1ZX4DF47
        Power Assets Holdings Ltd
        000000000
        
          
          
          
        
        117000.00000000
        NS
        
        736263.62000000
        0.006488053882
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        101464.15000000
        0.000894115714
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2042-03-22
            0.00000000
            USD
            0.00000000
            USD
            -1140000.00000000
            EUR
            101464.15000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6K3
        
          
        
        215665.21000000
        PA
        USD
        184734.09000000
        0.001627901606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        124412.00000000
        NS
        USD
        39249497.76000000
        0.345871844544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAG6
        
          
          
        
        70000.00000000
        PA
        USD
        56216.24000000
        0.000495385055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
          
        
        1140000.00000000
        PA
        
        1163570.53000000
        0.010253539750
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2029-06-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4KX1
        
          
          
        
        315000.00000000
        PA
        USD
        390975.33000000
        0.003445327106
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        84277.47000000
        0.000742664382
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TG41
        
          
        
        30581.99000000
        PA
        USD
        30218.18000000
        0.000266286659
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINEBEA MITSUMI Inc
        353800CCB0CZ75YZ4010
        MINEBEA MITSUMI Inc
        000000000
        
          
          
          
        
        28600.00000000
        NS
        
        486879.86000000
        0.004290450702
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4D1
        
          
        
        218157.90000000
        PA
        USD
        208566.33000000
        0.001837914505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2016-C7
        12532BAC1
        
          
        
        259601.59000000
        PA
        USD
        251767.62000000
        0.002218610073
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-12-10
          Fixed
          3.58530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAV1
        
          
          
        
        520000.00000000
        PA
        USD
        457282.65000000
        0.004029636114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        Equifax Inc
        294429AT2
        
          
          
        
        300000.00000000
        PA
        USD
        239479.40000000
        0.002110324629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-MINI STANDARD & POOR'S 500 INDEX
        000000000
        
          
          
        
        4898.00000000
        NC
        USD
        6690212.34000000
        0.058955049478
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2022-09-16
            921358337.67000000
            USD
            6690212.34000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RD2
        
          
          
        
        215000.00000000
        PA
        USD
        224775.78000000
        0.001980754355
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        188445.09000000
        0.001660603436
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R01
        20754LAF6
        
          
        
        520000.00000000
        PA
        USD
        443633.37000000
        0.003909356825
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          4.07566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        882000.00000000
        PA
        
        736287.40000000
        0.006488263434
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2039-07-04
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6608.43000000
        -0.00005823437
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -7778.04000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        128174.72000000
        0.001129492843
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1195000.00000000
            USD
            128174.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        275952.07000000
        0.002431726694
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            268934.47000000
          
        
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
          
        
        10562.00000000
        NS
        USD
        939806.76000000
        0.008281703363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xylem Inc/NY
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419M100
        
          
          
        
        5300.00000000
        NS
        USD
        414354.00000000
        0.003651343085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        221499.13000000
        0.001951880075
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -25998013.88000000
            ILS
            7709341.65000000
            USD
            2022-09-21
            221499.13000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        124400000.00000000
        PA
        
        1143592.07000000
        0.010077486878
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        466000.00000000
        PA
        
        551475.51000000
        0.004859676244
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2024-01-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE20 Mortgage Trust
        12592LBH4
        
          
        
        1325922.48000000
        PA
        USD
        1300082.90000000
        0.011456505085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          3.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        810000.00000000
        PA
        
        360373.73000000
        0.003175661698
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
          
          
        
        442000.00000000
        NS
        
        6794223.92000000
        0.059871613487
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        Kellogg Co
        487836108
        
          
          
        
        7700.00000000
        NS
        USD
        549318.00000000
        0.004840663976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        000000000
        
          
          
          
        
        11202.00000000
        NS
        
        358244.53000000
        0.003156898902
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXG55
        
          
        
        357244.03000000
        PA
        USD
        348079.48000000
        0.003067323116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CGT5
        
          
        
        24732.65000000
        PA
        USD
        24611.45000000
        0.000216879402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Inc
        5299004LW4QWGZUB8Y96
        Blackstone Inc
        09260D107
        
          
          
        
        28545.00000000
        NS
        USD
        2604160.35000000
        0.022948210681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST ABU DHABI BANK PJSC
        2138002Y3WMK6RZS8H90
        FIRST ABU DHABI BANK PJSC
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        146969.39000000
        0.001295113999
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2025-08-18
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DP71
        
          
        
        89476.65000000
        PA
        USD
        80039.86000000
        0.000705321993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        Koito Manufacturing Co Ltd
        000000000
        
          
          
          
        
        59400.00000000
        NS
        
        1872592.29000000
        0.016501534704
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -149731.57000000
        -0.00131945470
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -143466.84000000
            USD
            200000.00000000
            USD
            -6264.73000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS CDX.EM.37.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2502368.61000000
        -0.02205120820
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -46199.61000000
            USD
            25000000.00000000
            USD
            -2456169.00000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Euro-OAT
        000000000
        
          
          
        
        -29.00000000
        NC
        
        54350.22000000
        0.000478941436
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                FRANCE (GOVT OF)
                French Republic Government Bond OAT
                
                  
                  
                  
                
              
            
            2022-09-08
            -4325414.28000000
            USD
            54350.22000000
          
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAH7
        
          
          
        
        490000.00000000
        PA
        USD
        463129.77000000
        0.004081161720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UCY3
        
          
          
        
        499000.00000000
        PA
        USD
        491730.08000000
        0.004333191492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smiths Group PLC
        213800MJL6IPZS3ASA11
        Smiths Group PLC
        000000000
        
          
          
          
        
        109328.00000000
        NS
        
        1861347.35000000
        0.016402442783
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        170512.77000000
        0.001502581425
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2032-01-28
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-2
        03066KAG5
        
          
        
        120000.00000000
        PA
        USD
        119233.04000000
        0.001050697558
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-18
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -107834.56000000
        -0.00095025262
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-11-24
            0.00000000
            USD
            0.00000000
            USD
            715000.00000000
            EUR
            -107834.56000000
          
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK24
        06540VBB0
        
          
        
        135000.00000000
        PA
        USD
        123415.88000000
        0.001087557306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
          
        
        170300.00000000
        NS
        USD
        3578003.00000000
        0.031529842877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        788000.00000000
        PA
        
        809199.55000000
        0.007130775091
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Komatsu Ltd
        5493004LQ0B4T7QPQV17
        Komatsu Ltd
        000000000
        
          
          
          
        
        72900.00000000
        NS
        
        1615107.46000000
        0.014232543808
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        275952.07000000
        0.002431726694
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3223.22000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            272728.85000000
          
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
          
        
        190000.00000000
        PA
        
        164391.34000000
        0.001448638561
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -70551.21000000
        -0.00062170673
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-12-03
            99821.85000000
            USD
            0.00000000
            USD
            2445000.00000000
            CAD
            -170373.06000000
          
        
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        000000000
        
          
          
          
        
        19314.00000000
        NS
        
        2106094.97000000
        0.018559191674
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -46939.95000000
        -0.00041364114
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6014445.35000000
            USD
            809365000.00000000
            JPY
            2022-07-07
            -46939.95000000
          
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VII Ltd
        67108WBE8
        
          
        
        1761452.46000000
        PA
        USD
        1739829.93000000
        0.015331614961
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-17
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWAV5
        
          
        
        229618.47100000
        PA
        USD
        190875.70000000
        0.001682022298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        17740000.00000000
        OU
        Other
        USD
        195086.22000000
        0.001719125966
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            17740000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            119691.22000000
          
        
        
          N
          N
          N
        
      
      
        Hana Financial Group Inc
        N/A
        Hana Financial Group Inc
        000000000
        
          
          
          
        
        21928.00000000
        NS
        
        667101.21000000
        0.005878585438
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -11450000.00000000
        OU
        Other
        USD
        -34323.87000000
        -0.00030246655
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Put
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -11450000.00000000
            USD
            112.50000000
            USD
            2022-08-17
            XXXX
            -16290.12000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        100138.12000000
        0.000882430559
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            93120.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        2373000.00000000
        NC
        
        1464.32000000
        0.000012903784
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-07-14
                
              
            
            2373000.00000000
            USD
            1.01000000
            EUR
            2022-07-14
            XXXX
            -17549.15000000
          
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group I
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
          
        
        77084.00000000
        NS
        USD
        12161542.68000000
        0.107169147104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        TH MSR issuer Trust
        87271AAA4
        
          
        
        435000.00000000
        PA
        USD
        423700.27000000
        0.003733703672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          4.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CB3
        
          
          
        
        180000.00000000
        PA
        USD
        124114.36000000
        0.001093712405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
          
          
        
        333300.00000000
        NS
        
        3016531.48000000
        0.026582080450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6PU9
        
          
        
        169998.70200000
        PA
        USD
        166270.96000000
        0.001465202025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
          
        
        25850.00000000
        NS
        USD
        56545582.50000000
        0.498287265729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        250772.83000000
        0.002209843850
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3223.22000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            247549.61000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAW9
        
          
        
        180000.00000000
        PA
        USD
        162373.72000000
        0.001430859023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.64300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AROUNDTOWN SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        970945.85000000
        0.008556105205
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-01-07
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
          
        
        527316.00000000
        NS
        USD
        26761287.00000000
        0.235824054454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        781126.34000000
        0.006883390194
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF ARGENTINA
                Argentine Republic Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778729.48000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18939.29000000
        -0.00016689556
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -360670.80000000
            USD
            314000000.00000000
            CLP
            2022-07-07
            -18939.29000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2001.11000000
        0.000017634050
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            11509.13000000
            USD
            0.00000000
            USD
            -310000.00000000
            GBP
            -9508.02000000
          
        
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
          
        
        23700.00000000
        NS
        USD
        1776552.00000000
        0.015655214773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
          
          
        
        112600.00000000
        NS
        
        3303499.62000000
        0.029110882233
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
          
        
        3900.00000000
        NS
        USD
        183612.00000000
        0.001618013598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        1275000.00000000
        PA
        
        1302908.91000000
        0.011481408264
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        10 YEAR EURO BUND
        000000000
        
          
          
        
        -178.00000000
        NC
        
        464436.23000000
        0.004092674421
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -28816514.03000000
            USD
            464436.23000000
          
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
          
        
        30857.00000000
        NS
        USD
        4357934.11000000
        0.038402700545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
          
        
        265000.00000000
        PA
        USD
        218459.12000000
        0.001925091099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        306111.09000000
        0.002697492028
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-05-08
            63776.00000000
            USD
            0.00000000
            USD
            -3875000.00000000
            GBP
            242335.09000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5CV3
        
          
        
        337829.32100000
        PA
        USD
        319798.33000000
        0.002818105825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1074.98000000
        -0.00000947286
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -155736.36000000
            USD
            199080.28000000
            CAD
            2022-07-19
            -1074.98000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        20000.00000000
        PA
        
        15512.99000000
        0.000136702550
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M8VM3
        
          
        
        23365.69000000
        PA
        USD
        24140.10000000
        0.000212725802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2021-3
        30166AAF1
        
          
        
        700000.00000000
        PA
        USD
        655282.25000000
        0.005774435175
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
          
        
        24400.00000000
        NS
        USD
        1955416.00000000
        0.017231388358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        529900G26L4NG4GFJZ86
        Ono Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        29200.00000000
        NS
        
        747597.42000000
        0.006587928849
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14103.68000000
        -0.00012428352
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -516000.00000000
            USD
            1742599.08000000
            ILS
            2022-09-21
            -14103.68000000
          
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
          
        
        17600.00000000
        NS
        USD
        1327920.00000000
        0.011701809348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        712955.48000000
        PA
        
        783449.37000000
        0.006903861047
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-07-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBP4
        
          
          
        
        39000.00000000
        PA
        USD
        27868.93000000
        0.000245584753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
          
        
        44400.00000000
        NS
        USD
        2487288.00000000
        0.021918315840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAF8
        
          
        
        110000.00000000
        PA
        USD
        94080.90000000
        0.000829053523
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          4.22566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -100377.98000000
        -0.00088454423
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3336224.58000000
            USD
            52680000.00000000
            ZAR
            2022-07-07
            -100377.98000000
          
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2018-3
        30166PAG6
        
          
        
        159097.69000000
        PA
        USD
        159580.11000000
        0.001406241357
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        414.00000000
        NC
        USD
        -306237.18000000
        -0.00269860315
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            57696987.18000000
            USD
            -306237.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        549300PFVBG5704L7K74
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        61762DAV3
        
          
        
        297373.32200000
        PA
        USD
        294113.37000000
        0.002591766508
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAE3
        
          
          
        
        200000.00000000
        PA
        USD
        186519.29000000
        0.001643633028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CEF7
        
          
        
        82191.23000000
        PA
        USD
        78278.50000000
        0.000689800652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
          
          
        
        9739.00000000
        NS
        USD
        1522887.43000000
        0.013419888521
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BPW39
        
          
          
        
        2262662.98000000
        PA
        USD
        93965.23000000
        0.000828034224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-25
          Variable
          1.48445200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
        46593EAJ4
        
          
        
        850000.00000000
        PA
        USD
        832929.62000000
        0.007339887654
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          4.12924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        702843.00000000
        NS
        USD
        36850058.49000000
        0.324727663508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        730000.00000000
        PA
        
        543152.48000000
        0.004786332586
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE GRID OVERSEAS INV
        3003006V8BHG5158QO96
        State Grid Overseas Investment BVI Ltd
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        334702.47000000
        0.002949443108
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-08-05
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Group Inc
        N/A
        American Airlines Group Inc
        02376R102
        
          
          
        
        20500.00000000
        NS
        USD
        259940.00000000
        0.002290626183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
          
        
        11617.00000000
        NS
        USD
        815861.91000000
        0.007189484701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        118064.00000000
        NS
        USD
        9018908.96000000
        0.079475836782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cousins Properties Inc
        5493007XPYD5EJABN062
        Cousins Properties Inc
        222795502
        
          
          
        
        24286.00000000
        NS
        USD
        709879.78000000
        0.006255555941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -40747.68000000
        -0.00035907402
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -480203.56000000
            USD
            703729.00000000
            NZD
            2022-07-19
            -40747.68000000
          
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
          
        
        8100.00000000
        NS
        USD
        423387.00000000
        0.003730943094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YDA4
        
          
          
        
        405000.00000000
        PA
        USD
        388329.00000000
        0.003422007291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        730000.00000000
        PA
        
        739110.04000000
        0.006513136917
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-04-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
          
          
        
        80300.00000000
        NS
        
        1820689.37000000
        0.016044159204
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KTMR3
        
          
        
        336600.01000000
        PA
        USD
        306109.91000000
        0.002697481630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780206
        
          
          
        
        7300.00000000
        NS
        USD
        607725.00000000
        0.005355354303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS PEOPLES REPBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20398.00000000
        -0.00017974991
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PEOPLE'S REPUBLIC OF CHINA
                PEOPLE'S REPUBLIC OF CHINA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3223.22000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            -23621.22000000
          
        
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        Hirose Electric Co Ltd
        000000000
        
          
          
          
        
        16000.00000000
        NS
        
        2118743.51000000
        0.018670652307
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAH6
        
          
          
        
        845000.00000000
        PA
        USD
        786322.64000000
        0.006929180688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9921.64000000
        0.000087430823
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -358968.00000000
            CHF
            386375.55000000
            USD
            2022-07-19
            9921.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        225227.98000000
        0.001984739202
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            75.00000000
            USD
            2022-07-20
            XXXX
            160197.98000000
          
        
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        SKF AB
        000000000
        
          
          
          
        
        30294.00000000
        NS
        
        446566.71000000
        0.003935205811
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150104
        
          
          
        
        43300.00000000
        NS
        USD
        520899.00000000
        0.004590231932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
          
        
        700000.00000000
        PA
        USD
        574712.31000000
        0.005064442046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arista Networks Inc
        635400H1WKBLOQERUU95
        Arista Networks Inc
        040413106
        
          
          
        
        6700.00000000
        NS
        USD
        628058.00000000
        0.005534531429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        11450000.00000000
        OU
        Other
        USD
        6.17000000
        0.000000054370
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            11450000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -280.08000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
          
        
        13146000.00000000
        PA
        
        407775.26000000
        0.003593370345
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2044-06-29
          Fixed
          4.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ENGLAND POWER CO
        549300DTVRGN9GYD5U85
        New England Power Co
        644188BG8
        
          
          
        
        141000.00000000
        PA
        USD
        93979.56000000
        0.000828160501
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-10-06
          Fixed
          2.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070203
        
          
          
        
        522100.00000000
        NS
        USD
        4182021.00000000
        0.036852530598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BLL8
        
          
        
        24323.89000000
        PA
        USD
        24350.55000000
        0.000214580316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOTCHKIS & WILEY LRG CA
        4FTWO00TBMKME1WMYZ73
        AST HOTCHKIS & WILEY LARGE CAP VALUE
        000000000
        
          
        
        5684894.37120000
        NS
        USD
        230863560.41000000
        2.034400693871
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DF1
        
          
          
        
        120000.00000000
        PA
        USD
        111639.22000000
        0.000983779797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-10
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -115355.81000000
        -0.00101653088
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -34955191.00000000
            CNY
            5104959.77000000
            USD
            2022-08-23
            -115355.81000000
          
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
          
        
        7500.00000000
        NS
        USD
        297225.00000000
        0.002619186610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        000000000
        
          
          
        
        1820000.00000000
        PA
        
        1456419.08000000
        0.012834160495
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2032-04-28
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        291378.59000000
        0.002567667260
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (40 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Forty Year Bond
        000000000
        
          
          
        
        167700000.00000000
        PA
        
        954867.19000000
        0.008414417894
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHLAND I/L BOND
        529900AQBND3S6YJLY83
        Deutsche Bundesrepublik Inflation Linked Bond
        000000000
        
          
          
        
        792935.45000000
        PA
        
        931621.70000000
        0.008209575515
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-04-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        20 TSQ GroundCo LLC
        N/A
        20 Times Square Trust 2018-20TS
        90137LAJ9
        
          
        
        300000.00000000
        PA
        USD
        282043.02000000
        0.002485400963
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          3.20323000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        110574.49000000
        0.000974397253
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -815300000.00000000
            JPY
            6121839.07000000
            USD
            2022-07-07
            110574.49000000
          
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-4
        33845XAA5
        
          
        
        252166.15000000
        PA
        USD
        250808.44000000
        0.002210157650
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6951.32000000
        -0.00006125596
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -8120.93000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -7904.54000000
        -0.00006965586
        N/A
        DIR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Y
            
            
              
                
              
            
            2026-12-15
            0.00000000
            USD
            0.00000000
            USD
            8645000.00000000
            CNY
            -7904.54000000
          
        
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy Inc
        29786A106
        
          
          
        
        3600.00000000
        NS
        USD
        263556.00000000
        0.002322490861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769G100
        
          
          
        
        6400.00000000
        NS
        USD
        245120.00000000
        0.002160030353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
          
          
        
        73200.00000000
        NS
        
        2193915.97000000
        0.019333082118
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
          
        
        150300.00000000
        NS
        USD
        4151286.00000000
        0.036581689651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        225000.00000000
        PA
        
        198641.89000000
        0.001750459007
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CR97
        
          
        
        176874.85100000
        PA
        USD
        177628.63000000
        0.001565287338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
          
        
        5560.00000000
        NS
        USD
        2526630.80000000
        0.022265009876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
          
        
        35620.00000000
        NS
        USD
        8466161.60000000
        0.074604952825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtu Financial Inc
        5493001OPW2K42CH3884
        Virtu Financial Inc
        928254101
        
          
          
        
        54000.00000000
        NS
        USD
        1264140.00000000
        0.011139771424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        910000.00000000
        PA
        USD
        771357.62000000
        0.006797306922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECQ1
        
          
        
        296036.58000000
        PA
        USD
        266468.71000000
        0.002348158052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-BTP
        000000000
        
          
          
        
        33.00000000
        NC
        
        -153917.74000000
        -0.00135634379
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2022-09-08
            4508733.37000000
            USD
            -153917.74000000
          
        
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
          
        
        17300.00000000
        NS
        USD
        1295597.00000000
        0.011416974732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
          
        
        90353.00000000
        NS
        USD
        19270487.84000000
        0.169814126418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        722000.00000000
        PA
        
        553148.57000000
        0.004874419473
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-05-20
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
          
        
        535000.00000000
        PA
        USD
        510124.62000000
        0.004495286649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        9000000.00000000
        PA
        
        1413685.37000000
        0.012457585305
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2043-06-29
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS CDX.EM.37
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2502368.61000000
        -0.02205120820
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -83248.04000000
            USD
            25000000.00000000
            USD
            -2419120.57000000
          
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
          
        
        110000.00000000
        PA
        USD
        109788.46000000
        0.000967470651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        70000.00000000
        PA
        
        53194.68000000
        0.000468758662
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        423000.00000000
        PA
        
        435207.50000000
        0.003835106928
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2026-10-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599105
        
          
          
        
        26100.00000000
        NS
        USD
        1536768.00000000
        0.013542205967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C38
        95001MAE0
        
          
        
        262977.18000000
        PA
        USD
        250474.48000000
        0.002207214750
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        VICI Properties Inc
        925652109
        
          
          
        
        27900.00000000
        NS
        USD
        831141.00000000
        0.007324126094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        200000.00000000
        PA
        
        280280.62000000
        0.002469870458
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2041-11-30
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
          
        
        105000.00000000
        PA
        
        87006.89000000
        0.000766716397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
          
        
        3722.00000000
        NS
        USD
        422521.44000000
        0.003723315663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        254900IL8TH4VLG5DO47
        ICG US CLO 2015-1 Ltd
        44931AAJ8
        
          
        
        880982.55000000
        PA
        USD
        871664.39000000
        0.007681223648
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-19
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TUA1
        
          
        
        84320.84000000
        PA
        USD
        82863.11000000
        0.000730200851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AQ9
        
          
          
        
        200000.00000000
        PA
        USD
        193863.22000000
        0.001708348725
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2034-06-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAH0
        
          
          
        
        445000.00000000
        PA
        USD
        385002.22000000
        0.003392691259
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-07
          Fixed
          2.55200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D3G5
        
          
        
        3789631.82000000
        PA
        USD
        3299519.57000000
        0.029075809498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2021-B
        08862BAA3
        
          
        
        135862.35000000
        PA
        USD
        128753.04000000
        0.001134589076
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -81497.52000000
        -0.00071816708
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            102.50000000
            USD
            2022-08-17
            XXXX
            -30588.32000000
          
        
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        000000000
        
          
          
          
        
        37100.00000000
        NS
        
        1664707.69000000
        0.014669627695
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc
        91336L107
        
          
          
        
        135600.00000000
        NS
        USD
        3372372.00000000
        0.029717794894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        000000000
        
          
          
          
        
        13075.00000000
        NS
        
        2290216.66000000
        0.020181696730
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W6RG3
        
          
        
        149030.53200000
        PA
        USD
        146461.29000000
        0.001290636553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3174.18000000
        0.000027971300
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -822034.81000000
            USD
            5523000.00000000
            CNY
            2022-07-07
            3174.18000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
          
        
        295000.00000000
        PA
        USD
        276855.71000000
        0.002439689691
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        110000.00000000
        PA
        
        107203.66000000
        0.000944693046
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2025-04-28
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        20 TSQ GroundCo LLC
        N/A
        20 Times Square Trust 2018-20TS
        90137LAG5
        
          
        
        200000.00000000
        PA
        USD
        189584.78000000
        0.001670646538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          3.20323000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
          
        
        8500.00000000
        NS
        USD
        2089725.00000000
        0.018414937300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
          
        
        158208.00000000
        NS
        
        3613531.07000000
        0.031842921000
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JNRL6
        
          
        
        241037.89000000
        PA
        USD
        241250.70000000
        0.002125933562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189T107
        
          
          
        
        363510.00000000
        NS
        USD
        10752625.80000000
        0.094753582374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
          
        
        31200.00000000
        NS
        USD
        2224872.00000000
        0.019605870811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc
        009066101
        
          
          
        
        7114.00000000
        NS
        USD
        633715.12000000
        0.005584382730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        101823.84000000
        0.000897285350
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2026-09-15
            0.00000000
            USD
            0.00000000
            USD
            203649000.00000000
            CNY
            101823.84000000
          
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
          
          
        
        4900.00000000
        NS
        USD
        224273.00000000
        0.001976323790
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        8303.77000000
        0.000073173936
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3595.29000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            4708.48000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-BTP
        000000000
        
          
          
        
        -3.00000000
        NC
        
        -9004.29000000
        -0.00007934701
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2022-09-08
            -379329.21000000
            USD
            -9004.29000000
          
        
        
          N
          N
          N
        
      
      
        B&G FOODS INC
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508WAB1
        
          
          
        
        625000.00000000
        PA
        USD
        540662.89000000
        0.004764393984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
          
        
        599999.99999900
        PA
        USD
        568094.38000000
        0.005006123958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-2 Ltd
        75049GAB5
        
          
        
        300000.00000000
        PA
        USD
        288089.01000000
        0.002538679039
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2031-11-25
          Floating
          4.62566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East West Bancorp Inc
        N/A
        East West Bancorp Inc
        27579R104
        
          
          
        
        12298.00000000
        NS
        USD
        796910.40000000
        0.007022481451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL CAP GROWTH OPPORT
        BBYQD302IWSKQ71W7J63
        AST SMALL CAP GROWTH OPPORTUNITIES PORTFOLIO
        000000000
        
          
        
        3629815.74900000
        NS
        USD
        78767001.75000000
        0.694105395974
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        12239.88000000
        0.000107859466
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            9843.02000000
          
        
        
          N
          N
          N
        
      
      
        Bank
        549300664283JRAXM588
        BANK 2018-BNK13
        06539LBA7
        
          
        
        320000.00000000
        PA
        USD
        314637.31000000
        0.002772626224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-15
          Fixed
          3.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
        
        514000.00000000
        PA
        
        554240.09000000
        0.004884038094
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2043-07-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087H72
        
          
          
        
        987000.00000000
        PA
        
        599402.42000000
        0.005282014610
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        250772.83000000
        0.002209843850
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            243755.23000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TLS2
        
          
          
        
        24457.95000000
        PA
        USD
        24047.97000000
        0.000211913940
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
          
        
        61000.00000000
        PA
        USD
        51735.63000000
        0.000455901318
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900TEETF3L54VTH19
        Wellfleet CLO 2017-3 Ltd
        94950HAA3
        
          
        
        1181000.00000000
        PA
        USD
        1160469.26000000
        0.010226210942
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-17
          Floating
          2.19429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U49
        
          
          
        
        141250000.00000000
        PA
        USD
        140776172.64000000
        1.240538536228
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        316000.00000000
        PA
        
        199789.45000000
        0.001760571460
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2061-10-22
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NG2
        
          
          
        
        305000.00000000
        PA
        USD
        282654.17000000
        0.002490786499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
          
          
        
        30814.00000000
        NS
        
        2186606.02000000
        0.019268665857
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
          
        
        9600.00000000
        NS
        USD
        635424.00000000
        0.005599441610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        Bain Capital Credit CLO 2017-2 Ltd
        05683HAQ8
        
          
        
        1082000.00000000
        PA
        USD
        1021419.58000000
        0.009000886491
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          2.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
          
        
        542337.00000000
        NS
        USD
        34118420.67000000
        0.300656104244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        3395000.00000000
        PA
        USD
        2825723.96000000
        0.024900658963
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CB3
        
          
          
        
        975000.00000000
        PA
        
        1106613.87000000
        0.009751630014
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-07-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780DJ2
        
          
          
        
        200000.00000000
        PA
        USD
        181401.66000000
        0.001598535785
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2032-03-31
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -320426.78000000
        -0.00282364381
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-07-08
            16405.28000000
            USD
            0.00000000
            USD
            418000000.00000000
            JPY
            -336832.06000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        25485.59000000
        0.000224582441
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -240000.00000000
            USD
            25485.59000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6GL9
        
          
        
        504445.67200000
        PA
        USD
        493367.69000000
        0.004347622331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
          
          
        
        76490.00000000
        NS
        
        3198674.46000000
        0.028187148848
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -166516.09000000
        -0.00146736214
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            6794000.00000000
            USD
            -166516.09000000
          
        
        
          N
          N
          N
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        Dell Technologies Inc
        24703L202
        
          
          
        
        20200.00000000
        NS
        USD
        933442.00000000
        0.008225616243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        ICE US MINI MSCI EAFE INDEX
        000000000
        
          
          
        
        3238.00000000
        NC
        USD
        2477826.74000000
        0.021834941946
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI
                MSCI EAFE INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            298105713.26000000
            USD
            2477826.74000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18139.53000000
        -0.00015984797
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2813000.00000000
            USD
            12558656.60000000
            PLN
            2022-07-19
            -18139.53000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2320.22000000
        0.000020446090
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -69800000.00000000
            HUF
            186608.66000000
            USD
            2022-07-07
            2320.22000000
          
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
          
          
        
        309405.00000000
        NS
        
        6090265.21000000
        0.053668234809
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
          
        
        57700.00000000
        NS
        USD
        10314452.00000000
        0.090892336011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
          
          
        
        20000.00000000
        NS
        
        430844.62000000
        0.003796660643
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        MONTREAL EXCHANGE 10 YEAR CANADIAN BOND
        000000000
        
          
          
        
        12.00000000
        NC
        
        -21877.55000000
        -0.00019278790
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2022-09-20
            1178981.94000000
            USD
            -21877.55000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410G4K6
        
          
        
        17784.57100000
        PA
        USD
        19476.87000000
        0.000171632793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        Bio-Techne Corp
        09073M104
        
          
          
        
        1000.00000000
        NS
        USD
        346640.00000000
        0.003054638225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1088011.50000000
        0.009587703432
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -28716309.21000000
            EUR
            31218493.52000000
            USD
            2022-07-19
            1088011.50000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -75740.18000000
        -0.00066743263
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            3400000.00000000
            USD
            -75740.18000000
          
        
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
          
        
        32600.00000000
        NS
        USD
        4849902.00000000
        0.042737987651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -45065.19000000
        -0.00039712050
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -426203.82000000
            USD
            355880191.00000000
            CLP
            2022-09-21
            -45065.19000000
          
        
        
          N
          N
          N
        
      
      
        Skanska AB
        549300UINV5RINHGMG07
        Skanska AB
        000000000
        
          
          
          
        
        48724.00000000
        NS
        
        748410.79000000
        0.006595096375
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Gruma SAB de CV
        5493000XJLJ6C4T0PG82
        Gruma SAB de CV
        000000000
        
          
          
          
        
        42859.00000000
        NS
        
        473251.00000000
        0.004170351358
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -235.02000000
        -0.00000207102
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            65.00000000
            USD
            2022-07-20
            XXXX
            30421.98000000
          
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        Voya CLO 2019-3 Ltd
        92918FAF1
        
          
        
        7000000.00000000
        PA
        USD
        6800646.30000000
        0.059928208362
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-17
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PB8
        
          
        
        180000.00000000
        PA
        USD
        80430.47000000
        0.000708764101
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vornado Realty Trust
        N/A
        Vornado Realty Trust
        929042109
        
          
          
        
        29300.00000000
        NS
        USD
        837687.00000000
        0.007381810325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCP6
        
          
          
        
        900000.00000000
        PA
        USD
        696725.41000000
        0.006139637866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -85850.80000000
        -0.00075652877
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3940304.70000000
            USD
            37962000.00000000
            NOK
            2022-07-07
            -85850.80000000
          
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
          
        
        261800.00000000
        NS
        USD
        8670816.00000000
        0.076408394878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HIGH YIELD BOND PORT
        549300PINZDPHVMK2484
        AST HIGH YIELD BOND PORTFOLIO
        000000000
        
          
        
        1260587.67030000
        NS
        USD
        13551317.46000000
        0.119416029080
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        202103.58000000
        0.001780963884
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2028-08-15
            0.00000000
            USD
            0.00000000
            USD
            -2467000.00000000
            USD
            202103.58000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -42417.64000000
        -0.00037378993
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            50000000.00000000
            HUF
            -42417.64000000
          
        
        
          N
          N
          N
        
      
      
        Xinyi Glass Holdings Ltd
        52990082YXVVZFK1QJ17
        Xinyi Glass Holdings Ltd
        000000000
        
          
          
          
        
        232000.00000000
        NS
        
        556137.13000000
        0.004900755065
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        N/A
        Symphony CLO XIX Ltd
        87165YAC7
        
          
        
        288000.00000000
        PA
        USD
        281527.66000000
        0.002480859542
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-16
          Floating
          2.00429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658300
        
          
          
        
        24400.00000000
        NS
        USD
        211060.00000000
        0.001859889060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        110709FL1
        
          
          
        
        235000.00000000
        PA
        
        193398.11000000
        0.001704250114
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2037-06-18
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        000000000
        
          
          
        
        700000.00000000
        PA
        
        641556.41000000
        0.005653481230
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          1.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
          
        
        91500.00000000
        NS
        USD
        6175335.00000000
        0.054417881222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        1502000.00000000
        PA
        
        1545796.03000000
        0.013621762180
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114TZL9
        
          
          
        
        310000.00000000
        PA
        USD
        293528.05000000
        0.002586608590
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-10
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXI Ltd
        55820JBC3
        
          
        
        1975000.00000000
        PA
        USD
        1915537.89000000
        0.016879977098
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        78961.01000000
        0.000695815022
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-05-08
            4447.93000000
            USD
            0.00000000
            USD
            -635000.00000000
            GBP
            74513.08000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -128680.05000000
        -0.00113394587
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5675000.00000000
            USD
            -128680.05000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co Inc
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co Inc
        000000000
        
          
          
          
        
        33700.00000000
        NS
        
        485334.72000000
        0.004276834721
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
          
        
        25000.00000000
        PA
        USD
        21918.08000000
        0.000193145064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CP5
        
          
          
        
        270000.00000000
        PA
        USD
        251844.71000000
        0.002219289401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foot Locker Inc
        549300X383CBNP6MTV94
        Foot Locker Inc
        344849104
        
          
          
        
        45000.00000000
        NS
        USD
        1136250.00000000
        0.010012787571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Daimler Truck Holding AG
        529900PW78JIYOUBSR24
        Daimler Truck Holding AG
        000000000
        
          
          
          
        
        32021.00000000
        NS
        
        836580.42000000
        0.007372058994
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
          
        
        84427.00000000
        NS
        USD
        9324117.88000000
        0.082165378767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
          
          
        
        28700.00000000
        NS
        
        3230120.00000000
        0.028464251169
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WND6
        
          
        
        245988.78000000
        PA
        USD
        218945.25000000
        0.001929374942
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
          
        
        8000.00000000
        NS
        USD
        835280.00000000
        0.007360599518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPWN0
        
          
        
        161440.00400000
        PA
        USD
        153649.60000000
        0.001353980906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493005EEKUYF0Q6Z361
        GREYWOLF CLO VII Ltd
        39809AAA6
        
          
        
        1702000.00000000
        PA
        USD
        1668191.81000000
        0.014700330228
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VAL AUTH CPN STRIP
        549300HE1ISW43LNKM54
        Tennessee Valley Authority Generic Strip
        88059E5F7
        
          
          
        
        315000.00000000
        PA
        USD
        228773.39000000
        0.002015981831
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2030-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3852.44000000
        0.000033948218
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -953000.00000000
            USD
            363115014.00000000
            HUF
            2022-07-19
            3852.44000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        1100000.00000000
        PA
        
        1229935.81000000
        0.010838359509
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascendas India Trust
        N/A
        Ascendas India Trust
        000000000
        
          
          
          
        
        450000.00000000
        NS
        
        379012.20000000
        0.003339906398
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        94000.00000000
        PA
        
        58713.28000000
        0.000517389307
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lazard Ltd
        254900RIBCDJSUFG1A11
        Lazard Ltd
        000000000
        
          
          
          
        
        12492.00000000
        NS
        USD
        404865.72000000
        0.003567731088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
          
        
        40000.00000000
        PA
        USD
        48213.47000000
        0.000424863571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        213800TQASLF9JXH5J59
        Ziggo BV
        000000000
        
          
          
        
        1590000.00000000
        PA
        
        1270508.38000000
        0.011195890443
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darden Restaurants Inc
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants Inc
        237194105
        
          
          
        
        3600.00000000
        NS
        USD
        407232.00000000
        0.003588583065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
          
        
        4600.00000000
        NS
        USD
        272826.00000000
        0.002404179346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
          
          
        
        8505.00000000
        NS
        
        620441.90000000
        0.005467417333
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        IFF
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
          
        
        7600.00000000
        NS
        USD
        905312.00000000
        0.007977730906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
          
          
        
        49885.00000000
        NS
        USD
        2388493.80000000
        0.021047728084
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Developments Ltd
        254900BPLPJS0RJ72373
        City Developments Ltd
        000000000
        
          
          
          
        
        78000.00000000
        NS
        
        458321.55000000
        0.004038791040
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding LIX Ltd
        55822EAA7
        
          
        
        8500000.00000000
        PA
        USD
        8273712.15000000
        0.072909062430
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-18
          Floating
          1.38510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        19491.44000000
        0.000171761186
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -125486713.00000000
            TWD
            4269000.00000000
            USD
            2022-09-21
            19491.44000000
          
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        487000.00000000
        PA
        
        454406.78000000
        0.004004293561
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
          
          
        
        77800.00000000
        NS
        USD
        3539122.00000000
        0.031187218284
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
          
          
        
        644000.00000000
        NS
        
        600439.56000000
        0.005291154027
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
          
        
        10200.00000000
        NS
        USD
        290700.00000000
        0.002561687434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507WAB6
        
          
          
        
        500000.00000000
        PA
        USD
        557643.98000000
        0.004914033630
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2027-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
          
        
        283178.00000000
        NS
        USD
        40998510.84000000
        0.361284382656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLGT7
        
          
        
        625400.93000000
        PA
        USD
        545247.90000000
        0.004804797708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equitie
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
          
        
        42336.00000000
        NS
        USD
        6139990.08000000
        0.054106417041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Palmer Square CLO Ltd
        549300EYS8N79JYSXL17
        Palmer Square CLO 2018-2 Ltd
        69688MAA3
        
          
        
        1277000.00000000
        PA
        USD
        1247927.56000000
        0.010996905226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6280.39000000
        0.000055343639
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -901930.05000000
            PLN
            207000.00000000
            USD
            2022-07-19
            6280.39000000
          
        
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
          
          
        
        359843.00000000
        NS
        
        9384269.69000000
        0.082695444594
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865BN9
        
          
          
        
        25000.00000000
        PA
        USD
        17860.94000000
        0.000157393001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
          
        
        8500.00000000
        NS
        USD
        592365.00000000
        0.005219999920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9863.52000000
        -0.00008691866
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            12312000.00000000
            USD
            -9863.52000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAH8
        
          
          
        
        95000.00000000
        PA
        USD
        87528.04000000
        0.000771308841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        333951.44000000
        0.002942824931
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -12036000.00000000
            AUD
            8641932.84000000
            USD
            2022-07-07
            333951.44000000
          
        
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
          
          
        
        215700.00000000
        NS
        
        3039937.96000000
        0.026788341495
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        2419000.00000000
        PA
        
        2266711.38000000
        0.019974565046
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-05-19
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BAP1
        
          
        
        17671.55000000
        PA
        USD
        18108.45000000
        0.000159574092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ED64
        
          
        
        249139.65000000
        PA
        USD
        232238.76000000
        0.002046519137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -213174.70000000
        -0.00187852408
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-12-03
            285104.41000000
            USD
            0.00000000
            USD
            3050000.00000000
            AUD
            -498279.11000000
          
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
          
        
        274680.00000000
        NS
        USD
        39496237.20000000
        0.348046145620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ME8
        
          
          
        
        86000.00000000
        PA
        USD
        80468.91000000
        0.000709102839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        360900000.00000000
        PA
        
        2660752.57000000
        0.023446908923
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-09-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1960000.00000000
        PA
        
        2012902.36000000
        0.017737965881
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
          
          
        
        619142.00000000
        NS
        
        15984043.03000000
        0.140853533460
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
          
        
        265000.00000000
        PA
        USD
        233958.87000000
        0.002061676977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        3640000.00000000
        PA
        
        963170.84000000
        0.008487590773
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sugi Holdings Co Ltd
        529900N86BFWB1FADG87
        Sugi Holdings Co Ltd
        000000000
        
          
          
          
        
        6700.00000000
        NS
        
        294115.84000000
        0.002591788274
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
          
        
        1555000.00000000
        PA
        USD
        1404929.02000000
        0.012380423173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAP4
        
          
          
        
        715000.00000100
        PA
        USD
        696677.52000000
        0.006139215853
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
          
        
        12500.00000000
        NS
        USD
        1358250.00000000
        0.011969081380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        248964.07000000
        0.002193904814
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7190.57000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            241773.50000000
          
        
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
          
        
        5500.00000000
        NS
        USD
        385880.00000000
        0.003400426374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        54930063NKPB83QNUF90
        Anchorage Capital CLO 21 Ltd
        03331KAA7
        
          
        
        5000000.00000000
        PA
        USD
        4806803.00000000
        0.042358193476
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.27271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
          
        
        975000.00000000
        PA
        USD
        751878.51000000
        0.006625654389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
          
          
        
        94400.00000000
        NS
        
        2557051.48000000
        0.022533080993
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAA6
        
          
        
        1500000.00000000
        PA
        USD
        1460963.25000000
        0.012874204331
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          2.52566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -27279.34000000
        -0.00024038920
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            0.00000000
            USD
            204850000.00000000
            CLP
            -27279.34000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAM1
        
          
          
        
        1481000.00000000
        PA
        USD
        1091698.37000000
        0.009620192625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
          
        
        21000.00000000
        PA
        USD
        17301.82000000
        0.000152465961
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
          
        
        22881.00000000
        NS
        USD
        2097501.27000000
        0.018483462836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iA Financial Corp Inc
        549300ZXLJVHQAIXV215
        iA Financial Corp Inc
        45075E104
        
          
          
          
        
        10837.00000000
        NS
        
        538987.52000000
        0.004749630399
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572207
        
          
          
        
        480.00000000
        NS
        USD
        237600.00000000
        0.002093763104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CN5
        
          
          
        
        400000.00000000
        PA
        USD
        325093.94000000
        0.002864771451
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2032-01-06
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        3798000.00000000
        PA
        
        3354135.29000000
        0.029557090556
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-11-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300VI1BOFEK7C6D74
        Venture 39 CLO Ltd
        92332TAB8
        
          
        
        629000.00000000
        PA
        USD
        608913.07000000
        0.005365823735
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.32429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        N/A
        Sofi Alternative Trust 2019-F
        78472AAA0
        
          
        
        175393.44000000
        PA
        USD
        168947.57000000
        0.001488788672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-15
          Variable
          3.93211400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        United Therapeutics Corp
        91307C102
        
          
          
        
        8400.00000000
        NS
        USD
        1979376.00000000
        0.017442527095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
          
        
        2589000.00000000
        PA
        USD
        2001216.09000000
        0.017634984901
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sega Sammy Holdings Inc
        5493006B6WMKNQ8QNP51
        Sega Sammy Holdings Inc
        000000000
        
          
          
          
        
        19300.00000000
        NS
        
        308710.98000000
        0.002720402608
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        29878TBE3
        
          
          
        
        300000.00000000
        PA
        
        242795.11000000
        0.002139543110
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2037-01-30
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2020-3
        96042QAC4
        
          
        
        96272.39000000
        PA
        USD
        96018.46000000
        0.000846127562
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17742.38000000
        0.000156348234
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -58926277.00000000
            THB
            1691000.00000000
            USD
            2022-09-21
            17742.38000000
          
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224107
        
          
          
          
        
        43182.00000000
        NS
        
        1514993.10000000
        0.013350322625
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MFJ7
        
          
          
        
        35000.00000000
        PA
        USD
        43927.50000000
        0.000387095028
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-01-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        11450000.00000000
        OU
        Other
        USD
        6.17000000
        0.000000054370
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    DE
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            11450000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -257.18000000
          
        
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180101
        
          
          
        
        18900.00000000
        NS
        USD
        1248345.00000000
        0.011000583763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
          
        
        7400.00000000
        NS
        USD
        199208.00000000
        0.001755447644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        99919.00000000
        0.000880499644
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -149055000.00000000
            TWD
            5113625.92000000
            USD
            2022-07-07
            99919.00000000
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
          
        
        240000.00000000
        PA
        USD
        208932.42000000
        0.001841140539
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
          
          
        
        151923.00000000
        NS
        
        7373435.13000000
        0.064975700444
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO Payment Gateway Inc
        353800Q6U21E2PM83F86
        GMO Payment Gateway Inc
        000000000
        
          
          
          
        
        5662.00000000
        NS
        
        398919.98000000
        0.003515336429
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCRX5
        
          
        
        72848.03000000
        PA
        USD
        73432.86000000
        0.000647100222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
          
        
        845000.00000000
        PA
        USD
        841463.08000000
        0.007415085649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
          
          
        
        381148.00000000
        NS
        
        17337726.36000000
        0.152782372732
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        Schneider National Inc
        80689H102
        
          
          
        
        239200.00000000
        NS
        USD
        5353296.00000000
        0.047173963173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIG CLO Ltd
        N/A
        AIG CLO 2019-2 Ltd
        00142MAC4
        
          
        
        1480000.00000000
        PA
        USD
        1436994.31000000
        0.012662986814
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-25
          Floating
          2.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G101
        
          
          
        
        72600.00000000
        NS
        USD
        4332042.00000000
        0.038174535795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -110.08000000
        -0.00000097003
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            62.50000000
            USD
            2022-07-20
            XXXX
            29432.12000000
          
        
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
          
          
        
        26900.00000000
        NS
        
        1738776.65000000
        0.015322333316
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amphenol Corp
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095101
        
          
          
        
        17500.00000000
        NS
        USD
        1126650.00000000
        0.009928191082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        231629.00000000
        NS
        USD
        41116463.79000000
        0.362323799890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        460000.00000000
        PA
        
        273100.59000000
        0.002406599070
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2041-05-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitt
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
          
          
        
        37415.00000000
        NS
        
        22813895.40000000
        0.201039109633
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MD7
        
          
          
        
        4385000.00000000
        PA
        USD
        2085786.90000000
        0.018380234234
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBK5
        
          
          
        
        118000.00000000
        PA
        USD
        117821.85000000
        0.001038261962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FM3
        
          
          
        
        130000.00000000
        PA
        USD
        93088.39000000
        0.000820307392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRW.BANK
        N/A
        NRW BANK
        000000000
        
          
        
        2700000.00000000
        PA
        USD
        2698754.25000000
        0.023781784830
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-07-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
          
        
        110000.00000000
        PA
        USD
        93590.14000000
        0.000824728880
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973BC9
        
          
          
        
        1000000.00000000
        PA
        USD
        770905.70000000
        0.006793324542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        782000.00000000
        PA
        
        700954.18000000
        0.006176902355
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2040-09-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAK9
        
          
          
        
        25000.00000000
        PA
        USD
        31809.08000000
        0.000280305884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Littelfuse Inc
        549300MY7HLQFYTPCX75
        Littelfuse Inc
        537008104
        
          
          
        
        4851.00000000
        NS
        USD
        1232348.04000000
        0.010859616403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3367.47000000
        -0.00002967459
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -693000.00000000
            USD
            261707985.00000000
            HUF
            2022-07-19
            -3367.47000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XA6H0
        
          
        
        195963.10000000
        PA
        USD
        183666.53000000
        0.001618494124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH CAROLINA ST EDU ASSISTAN
        N/A
        North Carolina State Education Assistance Authority
        658262GD6
        
          
        
        149476.48000000
        PA
        USD
        148171.86000000
        0.001305710326
        Long
        ABS-O
        MUN
        US
        N
        
        2
        
          2036-07-25
          Floating
          1.98400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
          
        
        16800.00000000
        NS
        USD
        2315880.00000000
        0.020407845528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PING AN
        529900M9MC28JLN35U89
        Ping An Insurance Group Co of China Ltd
        000000000
        
          
          
          
        
        188500.00000000
        NS
        
        1278979.25000000
        0.011270536887
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        561000.00000000
        PA
        
        775994.06000000
        0.006838163854
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2041-04-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAF6
        
          
        
        200000.00000000
        PA
        USD
        183930.10000000
        0.001620816738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900NXH68CRC058O44
        OCP CLO 2014-5 Ltd
        67102SAL8
        
          
        
        3214000.00000000
        PA
        USD
        3149795.53000000
        0.027756421153
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          2.29371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -25275.96000000
        -0.00022273515
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-12-03
            41232.23000000
            USD
            0.00000000
            USD
            2370000.00000000
            CAD
            -66508.19000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AXHQ9
        
          
          
        
        784163.11200000
        PA
        USD
        424.39000000
        0.000003739781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Variable
          0.87766600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        171215.41000000
        0.001508773183
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-01-19
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        000000000
        
          
          
          
        
        61900.00000000
        NS
        
        906243.11000000
        0.007985935972
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AD3
        
          
          
        
        180000.00000000
        PA
        USD
        178101.42000000
        0.001569453627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
          
          
        
        2501800.00000000
        NS
        
        7286058.07000000
        0.064205722058
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
          
        
        70000.00000000
        PA
        USD
        60055.16000000
        0.000529214133
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        265.00000000
        NS
        
        613465.95000000
        0.005405944325
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8BP5
        
          
        
        52028.01100000
        PA
        USD
        51143.09000000
        0.000450679776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
          
        
        45800.00000000
        NS
        USD
        9375260.00000000
        0.082616049996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        800500000.00000000
        PA
        
        5930463.25000000
        0.052260038480
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-03-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Real Estate Master Fund
        353800TNNZOQ1CPZE086
        Nomura Real Estate Master Fund Inc
        000000000
        
          
          
          
        
        399.00000000
        NS
        
        497570.34000000
        0.004384656648
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS STATE OF ISRAEL
        000000000
        
          
        
        1.00000000
        NC
        USD
        686.67000000
        0.000006051028
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                STATE OF ISRAEL
                Israel Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-09-20
            610.02000000
            USD
            0.00000000
            USD
            300000.00000000
            USD
            76.65000000
          
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
          
        
        20000.00000000
        PA
        USD
        16158.36000000
        0.000142389638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
          
        
        4700.00000000
        NS
        USD
        1755591.00000000
        0.015470503626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
          
        
        67485.00000000
        NS
        USD
        17783647.20000000
        0.156711887051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CHP4
        
          
          
        
        29628.42000000
        PA
        USD
        31825.09000000
        0.000280446966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
          
          
        
        78630.00000000
        NS
        
        2726032.51000000
        0.024022164520
        Long
        EC
        CORP
        FR
        Y
        
        2
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BJ0
        
          
          
        
        715000.00000000
        PA
        USD
        618630.59000000
        0.005451455826
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-03-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp L
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        000000000
        
          
          
          
        
        269200.00000000
        NS
        
        2209339.88000000
        0.019468999684
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        800000.00000000
        PA
        
        699083.48000000
        0.006160417496
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIM Integrated Shipping Servic
        21380089EIJRELKAIL21
        ZIM Integrated Shipping Services Ltd
        000000000
        
          
          
          
        
        21600.00000000
        NS
        USD
        1020168.00000000
        0.008989857400
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
          
        
        1004858.00000000
        NS
        
        8447291.20000000
        0.074438664326
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
          
        
        9300.00000000
        NS
        USD
        428172.00000000
        0.003773109157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
          
        
        53000.00000000
        PA
        USD
        46281.29000000
        0.000407836941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
          
          
        
        129590.00000000
        NS
        
        2004965.03000000
        0.017668021063
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Westlake Corp
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413102
        
          
          
        
        49400.00000000
        NS
        USD
        4842188.00000000
        0.042670010847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        130000.00000000
        PA
        
        32696.04000000
        0.000288121894
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
          
        
        3737260.00000000
        NS
        
        9979909.12000000
        0.087944299232
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAL8
        
          
          
        
        147000.00000000
        PA
        USD
        107254.64000000
        0.000945142289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7080.27000000
        -0.00006239228
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1070000.00000000
            USD
            25162976.00000000
            CZK
            2022-07-19
            -7080.27000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
          
        
        1000.00000000
        PA
        USD
        970.61000000
        0.000008553145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -44048.86000000
        -0.00038816446
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4243258.43000000
            USD
            5405000.00000000
            CAD
            2022-07-07
            -44048.86000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
          
        
        360000.00000000
        PA
        
        244295.29000000
        0.002152762898
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-01-18
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kesko Oyj
        743700OX6HSVMCAHPB95
        Kesko Oyj
        000000000
        
          
          
          
        
        22815.00000000
        NS
        
        538036.91000000
        0.004741253496
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc
        697435105
        
          
          
        
        3812.00000000
        NS
        USD
        1882899.28000000
        0.016592361284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
          
        
        4600.00000000
        NS
        USD
        1251062.00000000
        0.011024526332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        1601985.00000000
        NS
        USD
        219023389.20000000
        1.930063515313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
          
          
        
        9400.00000000
        NS
        USD
        1063610.00000000
        0.009372674137
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2250000.00000000
        PA
        
        1931434.83000000
        0.017020063068
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-12-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        54501.00000000
        NS
        USD
        19950636.06000000
        0.175807683861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
          
        
        8305.00000000
        NS
        USD
        1437512.45000000
        0.012667552733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Bank of New York Mellon Corp/T
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
          
        
        184000.00000000
        NS
        USD
        7674640.00000000
        0.067629958203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXJJ2
        
          
        
        140085.48000000
        PA
        USD
        136450.85000000
        0.001202423212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141G104
        
          
          
        
        67532.00000000
        NS
        USD
        20058354.64000000
        0.176756914452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corportation Trust 2021-IP
        36262MAJ7
        
          
        
        420000.00000000
        PA
        USD
        389023.32000000
        0.003428125732
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          4.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        17740000.00000000
        OU
        Other
        USD
        195086.22000000
        0.001719125966
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            17740000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            122086.12000000
          
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
          
        
        15000.00000000
        PA
        USD
        15822.38000000
        0.000139428937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
          
        
        54500.00000000
        NS
        USD
        4848865.00000000
        0.042728849468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RXE4
        
          
          
        
        60610.42000000
        PA
        USD
        61099.63000000
        0.000538418143
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
          
        
        995000.00000000
        PA
        
        1001400.02000000
        0.008824471440
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-10-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C4
        07335CAE4
        
          
        
        285000.00000000
        PA
        USD
        257739.72000000
        0.002271237021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYU2
        
          
          
        
        400000.00000000
        PA
        USD
        328123.16000000
        0.002891465345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FF3Z8
        
          
        
        154861.61200000
        PA
        USD
        4125.89000000
        0.000036357896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.65666200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -48876.80000000
        -0.00043070892
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2874970.34000000
            USD
            57713592.00000000
            MXN
            2022-09-21
            -48876.80000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MMTP8
        
          
        
        15874.50000000
        PA
        USD
        15836.61000000
        0.000139554333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        10.00000000
        0.000000088121
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -175.80000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGHD9
        
          
        
        66312.18200000
        PA
        USD
        66778.59000000
        0.000588461901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        14239.50000000
        0.000125480386
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-21
            0.00000000
            USD
            0.00000000
            USD
            -630000.00000000
            NZD
            14239.50000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q7QD2
        
          
        
        166237.81000000
        PA
        USD
        162503.58000000
        0.001432003367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
          
        
        5171000.00000000
        PA
        
        1146119.25000000
        0.010099756727
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2027-05-31
          Fixed
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLE OF MAN
        549300ZXHSYV21BRHW71
        Isle of Man Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        290552.83000000
        0.002560390552
        Long
        DBT
        NUSS
        IM
        N
        
        2
        
          2030-03-29
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        150000.00000000
        PA
        
        144676.45000000
        0.001274908304
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2049-05-23
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDG1
        
          
          
        
        182000.00000000
        PA
        USD
        166436.09000000
        0.001466657173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        2164.62000000
        0.000019074922
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -2125000.00000000
            USD
            2164.62000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11418.31000000
        0.000100619680
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -771440000.00000000
            KRW
            609988.30000000
            USD
            2022-07-07
            11418.31000000
          
        
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
          
        
        57100.00000000
        NS
        USD
        2702543.00000000
        0.023815171803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
          
        
        40000.00000000
        PA
        USD
        30397.57000000
        0.000267867468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        164000.00000000
        PA
        
        170582.23000000
        0.001503193515
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865100
        
          
          
        
        7100.00000000
        NS
        USD
        1091696.00000000
        0.009620171741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300BOE42FYBAXFR86
        Elevation CLO 2018-9 Ltd
        28622XAA4
        
          
        
        2128000.00000000
        PA
        USD
        2086498.05000000
        0.018386500984
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2016-COR1 Mortgage Trust
        12594MBB3
        
          
        
        336439.56000000
        PA
        USD
        316531.79000000
        0.002789320636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Fixed
          2.82600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809HAG2
        
          
          
        
        353000.00000000
        PA
        USD
        344267.62000000
        0.003033732494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        000000000
        
          
          
        
        711000.00000000
        PA
        USD
        624471.41000000
        0.005502925916
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
          
        
        69353.00000000
        NS
        USD
        9791950.07000000
        0.086287978845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFBN5
        
          
        
        45482.65000000
        PA
        USD
        43253.17000000
        0.000381152741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        27468.37000000
        0.000242054964
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -993814.00000000
            CHF
            1069692.65000000
            USD
            2022-07-19
            27468.37000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        834.14000000
        0.000007350553
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -912037.51000000
            USD
            1175000.00000000
            CAD
            2022-07-07
            834.14000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300V3F4KBEWHAZP46
        GS Mortgage Securities Trust 2014-GC26
        36250HAD5
        
          
        
        153349.07000000
        PA
        USD
        149400.01000000
        0.001316532949
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
          
        
        6900.00000000
        NS
        USD
        450156.00000000
        0.003966835117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
          
        
        4900.00000000
        NS
        USD
        145530.00000000
        0.001282429901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUT2
        
          
        
        33775.00000000
        PA
        USD
        30979.61000000
        0.000272996483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
          
          
        
        435000.00000000
        NS
        
        7951800.44000000
        0.070072333216
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        2334000.00000000
        PA
        
        1516497.24000000
        0.013363577308
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co
        759509102
        
          
          
        
        12600.00000000
        NS
        USD
        2140236.00000000
        0.018860047015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        1539000.00000000
        PA
        
        1196123.84000000
        0.010540403889
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2038-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAZ6
        
          
          
        
        815000.00000000
        PA
        
        751496.04000000
        0.006622284012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        141500.97000000
        0.001246925547
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2041-04-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133L74L8
        
          
        
        621705.18000000
        PA
        USD
        580971.26000000
        0.005119596753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -11450000.00000000
        OU
        Other
        USD
        -31282.28000000
        -0.00027566365
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    DE
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -11450000.00000000
            USD
            115.00000000
            USD
            2022-08-17
            XXXX
            -5771.68000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
          
        
        4195000.00000000
        PA
        USD
        3556573.44000000
        0.031341002717
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chailease Holding Co Ltd
        529900L76E6T0JCM3J27
        Chailease Holding Co Ltd
        000000000
        
          
          
          
        
        134400.00000000
        NS
        
        941008.86000000
        0.008292296429
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Toshiba Corp
        549300LBHTST91VKHO68
        Toshiba Corp
        000000000
        
          
          
          
        
        196000.00000000
        NS
        
        7962623.63000000
        0.070167708620
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Parallel Ltd
        N/A
        Parallel 2020-1 Ltd
        69917AAN4
        
          
        
        588000.00000000
        PA
        USD
        565560.63000000
        0.004983796213
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          2.91271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        78962.20000000
        0.000695825509
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5038000.00000000
            AUD
            3556497.12000000
            USD
            2022-07-07
            78962.20000000
          
        
        
          N
          N
          N
        
      
      
        Generac Holdings Inc
        529900S2H2AHJHSFFI84
        Generac Holdings Inc
        368736104
        
          
          
        
        1700.00000000
        NS
        USD
        357986.00000000
        0.003154620701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1631000.00000000
        PA
        
        1831392.98000000
        0.016138480852
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2029-10-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        14834000000.00000000
        PA
        
        950287.69000000
        0.008374062725
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229106
        
          
          
        
        11200.00000000
        NS
        USD
        213248.00000000
        0.001879170010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greggs PLC
        213800I71QMUFJ64IW20
        Greggs PLC
        000000000
        
          
          
          
        
        29132.00000000
        NS
        
        644106.64000000
        0.005675954200
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAD0
        
          
        
        200000.00000000
        PA
        USD
        184347.70000000
        0.001624496685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-H7
        61771MAV2
        
          
        
        50000.00000000
        PA
        USD
        45706.24000000
        0.000402769524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-15
          Fixed
          3.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300TLJB7OIA4JRG73
        Elevation CLO 2017-6 Ltd
        28622PAA1
        
          
        
        294269.23000000
        PA
        USD
        291518.70000000
        0.002568901928
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          2.32429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1804.83000000
        -0.00001590440
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -290022.85000000
            USD
            1929000.00000000
            CNY
            2022-07-07
            -1804.83000000
          
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        170000.00000000
        PA
        
        139848.93000000
        0.001232367549
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Core U.S. Aggregate Bond ETF
        549300F7VSXTKBGHJE47
        iShares Core U.S. Aggregate Bond ETF
        464287226
        
          
          
        
        557385.00000000
        NS
        USD
        56674906.80000000
        0.499426888826
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-C59
        95003CAJ9
        
          
        
        100000.00000000
        PA
        USD
        87010.32000000
        0.000766746623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc
        707569109
        
          
          
        
        28900.00000000
        NS
        USD
        879138.00000000
        0.007747082103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-1
        52607MAA7
        
          
        
        185000.00000000
        PA
        USD
        160421.12000000
        0.001413652450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -340071.34000000
        -0.00299675431
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -4786857.40000000
            USD
            23307448.00000000
            BRL
            2022-07-05
            -340071.34000000
          
        
        
          N
          N
          N
        
      
      
        LYB INTL FINANCE BV
        549300J6QSW38QNOJK61
        LYB International Finance BV
        50247VAB5
        
          
          
        
        405000.00000000
        PA
        USD
        378295.02000000
        0.003333586512
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2043-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        Utah Acquisition Sub Inc
        62854AAP9
        
          
          
        
        765000.00000000
        PA
        USD
        616304.03000000
        0.005430953867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KK3X5
        
          
        
        576245.44000000
        PA
        USD
        522680.43000000
        0.004605930132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
          
        
        25700.00000000
        NS
        USD
        916462.00000000
        0.008075986203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
          
        
        1389999.99999900
        PA
        USD
        1357166.19000000
        0.011959530701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        Unum Group
        91529YAR7
        
          
          
        
        675000.00000000
        PA
        USD
        498746.16000000
        0.004395018131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KP7D9
        
          
        
        359724.49000000
        PA
        USD
        313668.07000000
        0.002764085151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        New Fortress Energy Inc
        644393100
        
          
          
        
        47000.00000000
        NS
        USD
        1859790.00000000
        0.016388719205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        231000.00000000
        PA
        
        197235.91000000
        0.001738069323
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2035-10-12
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
          
        
        6600.00000000
        NS
        USD
        1028610.00000000
        0.009064249438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EP6F6
        
          
        
        78021.41000000
        PA
        USD
        78906.54000000
        0.000695335025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        N/A
        carsales.com Ltd
        000000000
        
          
          
        
        6777.00000000
        NS
        
        85695.87000000
        0.000755163513
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008R107
        
          
          
        
        37100.00000000
        NS
        USD
        1992270.00000000
        0.017556150754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEREGA SA
        969500Y0L922VYT3UI51
        Terega SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        552752.23000000
        0.004870926872
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-09-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
          
          
        
        425829.00000000
        NS
        
        8706133.63000000
        0.076719618576
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        122675.00000000
        NS
        USD
        24115451.50000000
        0.212508596755
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        732.89000000
        0.000006458325
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1427000.00000000
            BRL
            270665.00000000
            USD
            2022-08-02
            732.89000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -22094.11000000
        -0.00019469626
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2052-07-08
            0.00000000
            USD
            -11722.39000000
            USD
            20000000.00000000
            JPY
            -10371.72000000
          
        
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
          
          
        
        84300.00000000
        NS
        
        1350192.44000000
        0.011898077080
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
          
        
        78600.00000000
        NS
        USD
        7151028.00000000
        0.063015818950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345Y106
        
          
          
        
        4600.00000000
        NS
        USD
        796214.00000000
        0.007016344680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAV7
        
          
          
        
        25000.00000000
        PA
        USD
        24098.35000000
        0.000212357896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
          
          
        
        86400.00000000
        NS
        
        1957417.19000000
        0.017249023113
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Choice Hotels International In
        5493003CYRY5RFGTIR97
        Choice Hotels International Inc
        169905106
        
          
          
        
        6000.00000000
        NS
        USD
        669780.00000000
        0.005902191295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AB5
        
          
          
        
        30000.00000000
        PA
        USD
        29183.73000000
        0.000257170947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -29719.18000000
        -0.00026188940
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -382163.68000000
            USD
            3603149.00000000
            SEK
            2022-07-19
            -29719.18000000
          
        
        
          N
          N
          N
        
      
      
        Option One Mortgage Loan Trust
        N/A
        Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5
        68400XBS8
        
          
          
        
        17215.18000000
        PA
        USD
        16671.41000000
        0.000146910703
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
          
        
        56100.00000000
        NS
        USD
        4129521.00000000
        0.036389893549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAB0
        
          
          
        
        1100000.00000000
        PA
        USD
        763036.81000000
        0.006723982827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L3T2
        
          
        
        600000.00000000
        PA
        USD
        298310.96000000
        0.002628756235
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2043-11-01
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        57914.99000000
        0.000510354668
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4648300000.00000000
            KRW
            3664589.39000000
            USD
            2022-07-07
            57914.99000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20398.00000000
        -0.00017974991
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PEOPLE'S REPUBLIC OF CHINA
                PEOPLE'S REPUBLIC OF CHINA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            -27415.60000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ATV0
        
          
        
        82386.89000000
        PA
        USD
        86742.13000000
        0.000764383296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPER-STANDARD AUTOMOTI
        ITCH5B3Q4RTX2PH9UN62
        Cooper-Standard Automotive Inc
        216762AF1
        
          
          
        
        1205000.00000000
        PA
        USD
        578043.59000000
        0.005093797732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henley CLO
        6354009HFM8XXW6PPK55
        Henley CLO IV DAC
        000000000
        
          
        
        1064000.00000000
        PA
        
        1067385.42000000
        0.009405943645
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        37875.00000000
        NS
        USD
        82539472.50000000
        0.727348914777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REGIE AUTONOME DES TRANS
        969500K59E47ULNCAQ69
        Regie Autonome des Transports Parisiens
        000000000
        
          
          
        
        363091.12000000
        PA
        
        355199.86000000
        0.003130068861
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2036-12-19
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co Ltd
        54930042SK2Z708BA841
        Japan Post Insurance Co Ltd
        000000000
        
          
          
          
        
        36900.00000000
        NS
        
        588569.53000000
        0.005186553729
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -9350000.00000000
        OU
        Other
        USD
        -20848.54000000
        -0.00018372013
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -9350000.00000000
            USD
            145.00000000
            USD
            2022-09-21
            XXXX
            5331.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        -3560000.00000000
        NC
        
        -184.72000000
        -0.00000162777
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-07-14
                
              
            
            -3560000.00000000
            USD
            0.97000000
            EUR
            2022-07-14
            XXXX
            9378.95000000
          
        
        
          N
          N
          N
        
      
      
        Fortum Oyj
        635400IUIZZIUJSAMF76
        Fortum Oyj
        000000000
        
          
          
          
        
        35237.00000000
        NS
        
        528156.49000000
        0.004654185908
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp
        25470M109
        
          
          
        
        8300.00000000
        NS
        USD
        148819.00000000
        0.001311413010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        182000.00000000
        PA
        
        198010.09000000
        0.001744891501
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2042-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        125000.00000000
        PA
        
        101060.50000000
        0.000890558696
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Fixed
          1.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
          
        
        89640.00000000
        NS
        
        1432029.07000000
        0.012619232452
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Pure Storage Inc
        549300NPDB0BZTK3WO90
        Pure Storage Inc
        74624M102
        
          
          
        
        106100.00000000
        NS
        USD
        2727831.00000000
        0.024038013055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        71400.00000000
        NS
        USD
        3004512.00000000
        0.026476163179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
          
        
        49400.00000000
        NS
        USD
        7411482.00000000
        0.065310974571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1643.22000000
        -0.00001448027
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -193376.00000000
            USD
            157498.37000000
            GBP
            2022-07-05
            -1643.22000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -60424.82000000
        -0.00053247162
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2040171.14000000
            USD
            20248000.00000000
            SEK
            2022-07-07
            -60424.82000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        38418.75000000
        0.000338551183
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -2950000.00000000
            ILS
            883207.08000000
            USD
            2022-07-07
            38418.75000000
          
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
          
        
        80000.00000000
        PA
        USD
        89527.59000000
        0.000788929144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sankyu Inc
        529900QWTXZZEM1T5G75
        Sankyu Inc
        000000000
        
          
          
          
        
        24100.00000000
        NS
        
        692502.55000000
        0.006102425457
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        000000000
        
          
          
        
        268000.00000000
        PA
        
        245085.21000000
        0.002159723779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        517000.00000000
        PA
        
        469672.64000000
        0.004138818369
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2030-02-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        250772.83000000
        0.002209843850
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            243755.23000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
          
        
        55000.00000000
        PA
        USD
        52892.49000000
        0.000466095724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        371000.00000000
        NC
        USD
        6589.30000000
        0.000058065796
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2023-02-23
                
              
            
            371000.00000000
            USD
            112.00000000
            USD
            2023-02-23
            XXXX
            -6395.70000000
          
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAV3
        
          
          
        
        265000.00000000
        PA
        USD
        239130.46000000
        0.002107249723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109200
        
          
          
        
        151331.00000000
        NS
        USD
        7248754.90000000
        0.063877001515
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        Hero MotoCorp Ltd
        335800Q49FBMZJTRLK49
        Hero MotoCorp Ltd
        000000000
        
          
          
          
        
        9890.00000000
        NS
        
        341211.72000000
        0.003006803493
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        124482.03000000
        0.001096952363
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3508.81000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            120973.22000000
          
        
        
          N
          N
          N
        
      
      
        Maravai LifeSciences Holdings
        N/A
        Maravai LifeSciences Holdings Inc
        56600D107
        
          
          
        
        217900.00000000
        NS
        USD
        6190539.00000000
        0.054551860911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        806250.97000000
        0.007104791808
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            799233.37000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9689.23000000
        0.000085382795
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -603340.96000000
            USD
            585000.00000000
            CHF
            2022-07-07
            9689.23000000
          
        
        
          N
          N
          N
        
      
      
        SPRINT COMMUNICATIONS
        549300JKU50UT08ZWD77
        Sprint Communications Inc
        852061AS9
        
          
          
        
        35000.00000000
        PA
        USD
        35248.90000000
        0.000310618039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAE8
        
          
          
        
        5000.00000000
        PA
        USD
        4785.61000000
        0.000042171437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        215000.00000000
        PA
        
        130126.35000000
        0.001146690869
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        435000.00000000
        PA
        
        327437.02000000
        0.002885418987
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2037-03-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
          
        
        175000.00000000
        PA
        USD
        145316.07000000
        0.001280544721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
          
          
        
        2613154.00000000
        NS
        
        9307635.21000000
        0.082020131266
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        CoStar Group Inc
        22160N109
        
          
          
        
        125000.00000000
        NS
        USD
        7551250.00000000
        0.066542628955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        Popular Inc
        733174700
        
          
          
        
        40500.00000000
        NS
        USD
        3115665.00000000
        0.027455658340
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
          
        
        975000.00000000
        PA
        USD
        910289.83000000
        0.008021596212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        300000.00000000
        PA
        
        203142.65000000
        0.001790120309
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
          
        
        8700.00000000
        NS
        USD
        1455771.00000000
        0.012828449527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
          
        
        185000.00000000
        PA
        
        162785.49000000
        0.001434487596
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-08-13
          Fixed
          0.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ABF4
        
          
        
        67388.44000000
        PA
        USD
        66284.84000000
        0.000584110910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
          
        
        480000.00000000
        PA
        USD
        390851.10000000
        0.003444232375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        504000.00000000
        PA
        
        501005.14000000
        0.004414924566
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
          
          
        
        365819.00000000
        NS
        
        2727867.88000000
        0.024038338046
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Transcontinental Inc
        549300C86G4JLR01YF53
        Transcontinental Inc
        893578104
        
          
          
          
        
        72363.00000000
        NS
        
        860687.95000000
        0.007584497785
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        300000.00000000
        0.002643640282
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-07-19
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6608.43000000
        -0.00005823437
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -7145.64000000
          
        
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
          
          
        
        1154738.00000000
        NS
        
        3585967.50000000
        0.031600027120
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        3730000.00000000
        PA
        
        3533946.12000000
        0.031141607735
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
          
          
        
        4994.00000000
        NS
        
        445873.01000000
        0.003929092834
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAB0
        
          
        
        28915.28000000
        PA
        USD
        28883.46000000
        0.000254524927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-18
          Fixed
          0.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEK4
        
          
          
        
        40000.00000000
        PA
        USD
        40007.26000000
        0.000352549347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDP FINANCIAL INC
        549300OXMGVYFCBFV096
        CDP Financial Inc
        000000000
        
          
        
        2502000.00000000
        PA
        
        2535718.28000000
        0.022345089970
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-06
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE SFH
        969500KN90DZLHUN3566
        Societe Generale SFH SA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        600696.95000000
        0.005293422182
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
          
          
        
        170996.00000000
        NS
        
        17186897.12000000
        0.151453245216
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        47215P106
        
          
          
        
        9749.00000000
        NS
        USD
        626080.78000000
        0.005517107901
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        60415.24000000
        0.000532387207
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8320000.00000000
            CAD
            6524323.40000000
            USD
            2022-07-07
            60415.24000000
          
        
        
          N
          N
          N
        
      
      
        Tata Consultancy Services Ltd
        335800ZJKU9GPQRE2U66
        Tata Consultancy Services Ltd
        000000000
        
          
          
          
        
        49299.00000000
        NS
        
        2043009.98000000
        0.018003278271
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -246680.27000000
        -0.00217377966
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2035-07-08
            13323.23000000
            USD
            0.00000000
            USD
            515000000.00000000
            JPY
            -260003.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1384.13000000
        0.000012197139
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2153000.00000000
            USD
            817565165.00000000
            HUF
            2022-07-19
            1384.13000000
          
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EG1
        
          
          
        
        143000.00000000
        PA
        USD
        102359.48000000
        0.000902005482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C41
        95001ABC9
        
          
        
        420000.00000000
        PA
        USD
        396762.24000000
        0.003496322134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CZECH REPUBLIC
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
          
        
        11260000.00000000
        PA
        
        409866.44000000
        0.003611798104
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2028-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
          
        
        2305000.00000000
        PA
        USD
        1704154.06000000
        0.015017234404
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corp
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp
        067901108
        
          
          
        
        247341.00000000
        NS
        USD
        4375462.29000000
        0.038557161221
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBG3
        
          
          
        
        430000.00000000
        PA
        USD
        383410.97000000
        0.003378668950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
          
        
        429000.00000000
        PA
        USD
        433065.06000000
        0.003816227459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -17398.50000000
        -0.00015331791
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1775000.00000000
            CHF
            1842650.37000000
            USD
            2022-07-07
            -17398.50000000
          
        
        
          N
          N
          N
        
      
      
        Experian PLC
        635400RXXHHYT1JTSZ26
        Experian PLC
        000000000
        
          
          
          
        
        20714.00000000
        NS
        
        605901.20000000
        0.005339282732
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z2
        00834TAA6
        
          
        
        700822.64000000
        PA
        USD
        682360.45000000
        0.006013051910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitbread PLC
        21380099VMZKRMN3EX36
        Whitbread PLC
        000000000
        
          
          
          
        
        36045.00000000
        NS
        
        1087714.64000000
        0.009585087462
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
          
        
        48931.00000000
        NS
        USD
        7148329.79000000
        0.062992041961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HPS Loan Management 6-2015, Lt
        549300OYG05TXUTUVD98
        HPS Loan Management 6-2015 Ltd
        40436KAC9
        
          
        
        276112.97300000
        PA
        USD
        270735.92000000
        0.002385761280
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-05
          Floating
          2.36329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZM5
        
          
        
        103567.83000000
        PA
        USD
        98034.74000000
        0.000863895292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400A7PBKNR7KBOY58
        CIFC Funding 2018-II Ltd
        17180WAA3
        
          
        
        1489000.00000000
        PA
        USD
        1456577.17000000
        0.012835553606
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.10271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TROWE NATURAL RESOURCES
        N/A
        AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO
        000000000
        
          
        
        4136481.30200000
        NS
        USD
        105728462.08000000
        0.931693404691
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CAD CALL VERSUS USD PUT
        000000000
        
          
        
        3885000.00000000
        NC
        USD
        144.68000000
        0.000001274939
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CAD CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CAD
                  N/A
                  USD
                  2022-07-12
                
              
            
            3885000.00000000
            USD
            1.24000000
            USD
            2022-07-12
            XXXX
            -27147.45000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        910000.00000000
        PA
        USD
        771692.18000000
        0.006800255110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
          
          
        
        298800.00000000
        NS
        
        11546175.30000000
        0.101746447123
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -55572.52000000
        -0.00048971250
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            540000.00000000
            NZD
            -55572.52000000
          
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
          
        
        39300.00000000
        NS
        USD
        1761819.00000000
        0.015525385598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust Series 2004-WMC3
        59020UCP8
        
          
        
        13036.28000000
        PA
        USD
        12781.33000000
        0.000112630796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          3.46857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2020-1 Ltd
        43731WAB1
        
          
        
        24980.70000000
        PA
        USD
        24975.83000000
        0.000220090367
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          4.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MZ8
        
          
          
        
        245000.00000000
        PA
        USD
        113657.03000000
        0.001001561009
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
          
          
        
        31556.00000000
        NS
        
        426788.54000000
        0.003760917922
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419A3Y1
        
          
        
        37921.35400000
        PA
        USD
        41558.88000000
        0.000366222430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42679.49000000
        0.000376097396
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -127306123.00000000
            TWD
            4353800.94000000
            USD
            2022-09-21
            42679.49000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWMV3
        
          
        
        117421.97000000
        PA
        USD
        119832.16000000
        0.001055977084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
          
        
        44556.00000000
        NS
        USD
        9858015.00000000
        0.086870151879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC17
        17321RAD8
        
          
        
        190000.00000000
        PA
        USD
        189843.12000000
        0.001672923064
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          4.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        93191.52000000
        0.000821216187
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -5190000.00000000
            AUD
            3675646.11000000
            USD
            2022-07-07
            93191.52000000
          
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
          
        
        18000.00000000
        NS
        USD
        1887480.00000000
        0.016632727204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
          
          
        
        3300.00000000
        NS
        USD
        651387.00000000
        0.005740109709
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        299781.60000000
        0.002641715712
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-10-23
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apollo Global Management Inc
        N/A
        Apollo Global Management Inc
        03769M106
        
          
          
        
        10269.00000000
        NS
        USD
        497841.12000000
        0.004387042797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
          
        
        305000.00000000
        PA
        USD
        314216.00000000
        0.002768913583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -186857.37000000
        -0.00164661223
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6904253.48000000
            USD
            371762868.00000000
            PHP
            2022-09-21
            -186857.37000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        54872.45000000
        0.000483543397
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -66711691.71000000
            THB
            1949203.00000000
            USD
            2022-09-21
            54872.45000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        5546.94000000
        0.000048880380
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            3211.82000000
            USD
            0.00000000
            USD
            526000.00000000
            CAD
            2335.12000000
          
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
          
        
        83400.00000000
        NS
        USD
        3183378.00000000
        0.028052354388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        897223.15000000
        0.007906450873
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2031-06-17
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
          
        
        79026.00000000
        NS
        USD
        3033808.14000000
        0.026734324698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        400000.00000000
        PA
        
        270972.82000000
        0.002387848875
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2028-02-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VI Ltd
        67108LAW3
        
          
        
        5240293.82800000
        PA
        USD
        5124804.04000000
        0.045160461340
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BS1
        
          
          
        
        55000.00000000
        PA
        USD
        40349.06000000
        0.000355561334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        6119.94000000
        0.000053929733
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            4950.33000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
        46654EAN1
        
          
        
        800000.00000000
        PA
        USD
        726961.44000000
        0.006406081823
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          3.96400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        000000000
        
          
          
          
        
        25100.00000000
        NS
        
        357427.66000000
        0.003149700534
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        45.00000000
        NC
        
        -217512.28000000
        -0.00191674741
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UK TSY 4 1/4% 2032
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-09-28
            6673477.07000000
            USD
            -217512.28000000
          
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        SoFi Professional Loan Program 2020-ATrust
        83406TAB8
        
          
        
        160308.73000000
        PA
        USD
        153673.10000000
        0.001354187991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
          
          
        
        409011.00000000
        NS
        
        9327880.92000000
        0.082198539181
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        MSILF Government Portfolio
        61747C707
        
          
          
        
        8455732.28000000
        NS
        USD
        8455732.28000000
        0.074513048257
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
          
          
        
        23560.00000000
        NS
        
        512723.71000000
        0.004518190179
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
          
          
        
        68075.00000000
        NS
        USD
        18901023.75000000
        0.166558359247
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RZU6
        
          
          
        
        20970.08000000
        PA
        USD
        21139.34000000
        0.000186282702
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KLU1
        
          
        
        300000.00000000
        PA
        USD
        256620.78000000
        0.002261376771
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          4.32566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AT5
        
          
          
        
        1170000.00000000
        PA
        USD
        1006804.89000000
        0.008872099880
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-02
          Fixed
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        16172.32000000
        0.000142512655
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3595.29000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            12577.03000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KJP5
        
          
        
        300000.00000000
        PA
        USD
        262206.18000000
        0.002310596066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          3.02566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796X20
        
          
          
        
        825000.00000000
        PA
        USD
        824568.17000000
        0.007266205434
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        2000000.00000000
        PA
        USD
        1737652.10000000
        0.015312423630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
          
          
        
        115220.00000000
        NS
        
        12292935.91000000
        0.108327001890
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
          
          
        
        77399.00000000
        NS
        
        2908242.01000000
        0.025627819100
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493002SZMQH8ZTTHX49
        OZLM XVIII Ltd
        67112GAA6
        
          
        
        990000.00000000
        PA
        USD
        969795.88000000
        0.008545971515
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          2.06429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
          
        
        153000.00000000
        PA
        USD
        122428.70000000
        0.001078858143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -105620.71000000
        -0.00093074387
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-11-05
            0.00000000
            USD
            -140.72000000
            USD
            21000000.00000000
            ZAR
            -105479.99000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TAJ4
        
          
        
        298365.14000000
        PA
        USD
        286208.01000000
        0.002522103415
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417XAH4
        
          
          
        
        265000.00000000
        PA
        USD
        261437.32000000
        0.002303820768
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-11
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909108
        
          
          
        
        66800.00000000
        NS
        USD
        1196388.00000000
        0.010542731702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        10000.00000000
        PA
        USD
        9402.20000000
        0.000082853448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        278000.00000000
        PA
        
        366155.43000000
        0.003226610815
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2041-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB FINANCE LTD
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        147103.87000000
        0.001296299055
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-17
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
          
        
        285000.00000000
        PA
        USD
        226673.78000000
        0.001997479786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        660000.00000000
        PA
        
        392797.25000000
        0.003461382110
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-02-26
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -129030.63000000
        -0.00113703523
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5665000.00000000
            USD
            -129030.63000000
          
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAB7
        
          
          
        
        250000.00000000
        PA
        USD
        239238.46000000
        0.002108201433
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -522277.75000000
        -0.00460238166
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-11-23
            0.00000000
            USD
            0.00000000
            USD
            25625000.00000000
            EUR
            -522277.75000000
          
        
        
          N
          N
          N
        
      
      
        Wynn Resorts Ltd
        254900CEKKWIHTEAB172
        Wynn Resorts Ltd
        983134107
        
          
          
        
        3500.00000000
        NS
        USD
        199430.00000000
        0.001757403938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -284094.32000000
        -0.00250347729
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -7474312.91000000
            USD
            975200000.00000000
            JPY
            2022-07-07
            -284094.32000000
          
        
        
          N
          N
          N
        
      
      
        Vanguard Total Bond Market ETF
        N/A
        Vanguard Total Bond Market ETF
        921937835
        
          
          
        
        322691.00000000
        NS
        USD
        24285724.66000000
        0.214009066704
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
          
        
        540000.00000000
        PA
        USD
        467447.20000000
        0.004119207493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts Inc
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts Inc
        44107P104
        
          
          
        
        314700.00000000
        NS
        USD
        4934496.00000000
        0.043483441338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -46000.87000000
        -0.00040536584
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-09-02
            0.00000000
            USD
            0.00000000
            USD
            39000000.00000000
            JPY
            -46000.87000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -990.97000000
        -0.00000873256
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -76476.35000000
            USD
            72000.00000000
            EUR
            2022-07-07
            -990.97000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        935631.45000000
        0.008244909970
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -50210000.00000000
            EUR
            53576197.13000000
            USD
            2022-07-07
            935631.45000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6311.85000000
        0.000055620869
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -601880.00000000
            USD
            5990000.00000000
            NOK
            2022-07-07
            6311.85000000
          
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
          
        
        4300.00000000
        NS
        USD
        1372044.00000000
        0.012090635961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2020-1
        30167HAG3
        
          
        
        725000.00000000
        PA
        USD
        715157.62000000
        0.006302064976
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
          
        
        422500.00000000
        NS
        USD
        4702425.00000000
        0.041438400524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENQ69
        
          
        
        42636.77000000
        PA
        USD
        43997.63000000
        0.000387713023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
          
        
        5000.00000000
        PA
        USD
        5208.02000000
        0.000045893771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8DM0
        
          
        
        34044.85000000
        PA
        USD
        33318.13000000
        0.000293603835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        300000.00000000
        PA
        
        360687.17000000
        0.003178423773
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-09-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
          
          
        
        102948.00000000
        NS
        
        1264197.71000000
        0.011140279972
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        30389.27000000
        0.000267794327
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -9580000.00000000
            ZAR
            618836.70000000
            USD
            2022-07-07
            30389.27000000
          
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAX7
        
          
          
        
        345000.00000000
        PA
        USD
        298665.72000000
        0.002631882428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135U109
        
          
          
          
        
        35185.00000000
        NS
        
        669422.51000000
        0.005899041045
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
          
        
        2040.00000000
        NS
        USD
        482806.80000000
        0.004254558351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        74735KAA0
        
          
          
        
        200000.00000000
        PA
        USD
        174017.66000000
        0.001533466986
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical Inc
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical Inc
        09061G101
        
          
          
        
        11500.00000000
        NS
        USD
        953005.00000000
        0.008398008026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
          
        
        1300000.00000000
        PA
        USD
        1118641.29000000
        0.009857617254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9312.90000000
        -0.00008206652
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -934000.00000000
            USD
            15171896.00000000
            ZAR
            2022-09-21
            -9312.90000000
          
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
          
        
        29054.00000000
        NS
        USD
        1901003.22000000
        0.016751895634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAJ1
        
          
          
        
        185000.00000000
        PA
        USD
        149424.98000000
        0.001316752988
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers Inc
        889478103
        
          
          
        
        111459.00000000
        NS
        USD
        4971071.40000000
        0.043805748674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHG7
        
          
          
        
        2105000.00000000
        PA
        USD
        2008521.89000000
        0.017699364591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
          
        
        75876.00000000
        NS
        USD
        2409821.76000000
        0.021235672931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1553017.05000000
        0.013685394778
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -36676486.00000000
            EUR
            40035685.35000000
            USD
            2022-07-19
            1553017.05000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAH2
        
          
          
        
        449999.99999900
        PA
        USD
        391432.46000000
        0.003449355397
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        122327.93000000
        0.001077970144
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -1325000.00000000
            USD
            122327.93000000
          
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        N/A
        Mountain View CLO 2013-1 Ltd
        62431UBC5
        
          
        
        1702000.00000000
        PA
        USD
        1673881.94000000
        0.014750472418
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-12
          Floating
          2.01071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB
        000000000
        
          
          
          
        
        80185.00000000
        NS
        
        1708242.40000000
        0.015053261405
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -38917.35000000
        -0.00034294491
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -2610984.62000000
            USD
            9933491.00000000
            PEN
            2022-09-21
            -38917.35000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
          
        
        200000.00000000
        PA
        USD
        129348.22000000
        0.001139833883
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
          
        
        505300.00000000
        NS
        USD
        31576197.00000000
        0.278253687903
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DY48
        
          
        
        557642.73000000
        PA
        USD
        533127.85000000
        0.004697994200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1346.75000000
        -0.00001186774
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -21600000.00000000
            JPY
            158205.83000000
            USD
            2022-08-05
            -1346.75000000
          
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AX4
        
          
          
        
        123000.00000000
        PA
        USD
        86999.21000000
        0.000766648720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        264000.00000000
        NC
        USD
        2250.55000000
        0.000019832148
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2022-09-29
                
              
            
            264000.00000000
            USD
            115.00000000
            USD
            2022-09-29
            XXXX
            -23093.45000000
          
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400EGZEWLZ9KRXG08
        Allegro CLO VIII Ltd
        01750LAA1
        
          
        
        1064000.00000000
        PA
        USD
        1040851.62000000
        0.009172124237
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAZ9
        
          
          
        
        584999.99999900
        PA
        USD
        517354.97000000
        0.004559001464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        5401.73000000
        0.000047600770
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            0.00000000
            USD
            9117000.00000000
            CNY
            5401.73000000
          
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493006VH6ZUE3FHGC30
        SOUND POINT CLO III-R LTD
        83611LAA8
        
          
        
        693727.38000000
        PA
        USD
        685127.03000000
        0.006037431384
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.99429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        330299.00000000
        NS
        USD
        35886986.35000000
        0.316240942493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
          
        
        35000.00000000
        PA
        USD
        32373.33000000
        0.000285278130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signal Peak CLO, LLC
        N/A
        Signal Peak CLO 5 Ltd
        56844YAA5
        
          
        
        3191000.00000000
        PA
        USD
        3130078.71000000
        0.027582673888
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-25
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        10511.52000000
        0.000092628925
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-15
            350.52000000
            USD
            0.00000000
            USD
            -8767000.00000000
            SEK
            10161.00000000
          
        
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
          
        
        14452.00000000
        NS
        USD
        2356254.08000000
        0.020763627342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RML3
        
          
          
        
        530000.00000000
        PA
        USD
        484720.38000000
        0.004271421075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
          
        
        90.00000000
        NS
        USD
        360372.60000000
        0.003175651740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
          
        
        458150.00000000
        NS
        USD
        172837087.50000000
        1.523063623000
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
          
          
        
        16800.00000000
        NS
        
        336825.47000000
        0.002968151269
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        117000.00000000
        PA
        
        117612.35000000
        0.001036415820
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEE7
        
          
          
        
        1265000.00000000
        PA
        USD
        1211237.50000000
        0.010673587490
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
          
        
        178500.00000000
        NS
        USD
        10099530.00000000
        0.088998414489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        444561.75000000
        0.003917537835
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-07-02
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68323ACC6
        
          
          
        
        994000.00000000
        PA
        
        684728.95000000
        0.006033923450
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        109876.89000000
        0.000968249908
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -1180000.00000000
            USD
            109876.89000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
          
          
        
        610200.00000000
        NS
        
        8360490.90000000
        0.073673768427
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        000000000
        
          
          
          
        
        18468.00000000
        NS
        
        610740.16000000
        0.005381924297
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        000000000
        
          
          
          
        
        30000.00000000
        NS
        
        1163052.78000000
        0.010248977267
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2019-CD8 Mortgage Trust
        12515BAD0
        
          
        
        705000.00000000
        PA
        USD
        625147.05000000
        0.005508879747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Fixed
          2.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
        
        1176904.73000000
        PA
        USD
        75380.63000000
        0.000664264233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.21841800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656100
        
          
          
        
        62500.00000000
        NS
        USD
        3556250.00000000
        0.031338152520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AP3
        
          
          
        
        325000.00000000
        PA
        USD
        228515.95000000
        0.002013713235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        173000.00000000
        PA
        
        216406.42000000
        0.001907002431
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2065-07-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
          
        
        2231000.00000000
        PA
        USD
        1978505.23000000
        0.017434853753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAF6
        
          
          
        
        724000.00000000
        PA
        USD
        724270.23000000
        0.006382366519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZEP4
        
          
          
        
        4308000.00000000
        PA
        
        3340521.93000000
        0.029437127800
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
          
          
        
        385633.00000000
        NS
        
        2521252.68000000
        0.022217617161
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
          
        
        181000.00000000
        PA
        USD
        191329.35000000
        0.001686019923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIAN ENERGY HLD
        635400E1RWKJXPSBCV07
        Bulgarian Energy Holding EAD
        000000000
        
          
          
        
        900000.00000000
        PA
        
        767135.20000000
        0.006760098390
        Long
        DBT
        CORP
        BG
        N
        
        2
        
          2028-07-22
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
          
          
        
        15600.00000000
        NS
        
        1100187.43000000
        0.009694999362
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        25754A201
        
          
          
        
        1020.00000000
        NS
        USD
        397504.20000000
        0.003502860385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -88253.30000000
        -0.00077769992
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-08
            5888.60000000
            USD
            0.00000000
            USD
            615000000.00000000
            JPY
            -94141.90000000
          
        
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        Dexcom Inc
        252131107
        
          
          
        
        11280.00000000
        NS
        USD
        840698.40000000
        0.007408347186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -207424.93000000
        -0.00182785633
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -18554038.79000000
            USD
            17485516.37000000
            EUR
            2022-07-19
            -207424.93000000
          
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        158806.00000000
        NS
        USD
        19307633.48000000
        0.170141458786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        72201.00000000
        NS
        
        1188787.84000000
        0.010475758072
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-2
        80286XAF1
        
          
        
        215000.00000000
        PA
        USD
        201664.52000000
        0.001777094829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
          
        
        4700.00000000
        NS
        USD
        271284.00000000
        0.002390591035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DUA8
        
          
        
        22895.76000000
        PA
        USD
        20474.17000000
        0.000180421135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA HOUSING TRUST
        549300M44WH89JG50067
        Canada Housing Trust No 1
        13509PFX6
        
          
          
        
        420000.00000000
        PA
        
        310297.05000000
        0.002734379270
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Cor
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
          
        
        34600.00000000
        NS
        USD
        5825948.00000000
        0.051339036063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834NV6
        
          
        
        600000.00000000
        PA
        USD
        270820.31000000
        0.002386504936
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AP9
        
          
          
        
        300000.00000000
        PA
        USD
        268777.71000000
        0.002368505271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAE5
        
          
          
        
        5000.00000000
        PA
        USD
        4308.57000000
        0.000037967697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        11075700.00000000
        PA
        
        514792.32000000
        0.004536419048
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339100
        
          
          
        
        35400.00000000
        NS
        USD
        8446794.00000000
        0.074434282933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIII LLC
        68377FAA6
        
          
        
        110000.00000000
        PA
        USD
        109465.86000000
        0.000964627857
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-08
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBF7
        
          
          
        
        105000.00000000
        PA
        USD
        90083.83000000
        0.000793830806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        DKK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8264.11000000
        0.000072824446
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3244000.00000000
            DKK
            465530.04000000
            USD
            2022-07-07
            8264.11000000
          
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CN0
        
          
          
        
        455000.00000000
        PA
        USD
        411431.96000000
        0.003625593677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-02
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        3634.00000000
        NC
        USD
        -442042.96000000
        -0.00389534191
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            408358542.96000000
            USD
            -442042.96000000
          
        
        
          N
          N
          N
        
      
      
        PARAMETRIC EMERGING MAR
        N4QJ62UMJLEFUPW82466
        AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO
        000000000
        
          
        
        1198432.54030000
        NS
        USD
        10006911.71000000
        0.088182249681
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPM CLO LTD
        549300NI5BL19ELU5U14
        PPM CLO 2018-1 Ltd
        69355DAA5
        
          
        
        2128000.00000000
        PA
        USD
        2086006.26000000
        0.018382167264
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-15
          Floating
          2.19429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAC6
        
          
          
        
        750000.00000000
        PA
        USD
        682500.00000000
        0.006014281643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
          
        
        17800.00000000
        NS
        USD
        2804568.00000000
        0.024714229803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Givaudan SA
        213800SVRMQA1TD91D41
        Givaudan SA
        000000000
        
          
          
          
        
        662.00000000
        NS
        
        2326850.80000000
        0.020504521690
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
          
        
        30887.00000000
        NS
        USD
        7020306.23000000
        0.061863881160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        655530000.00000000
        PA
        
        482400.71000000
        0.004250979831
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2024-06-10
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
          
        
        324999.99999900
        PA
        USD
        280084.99000000
        0.002468146540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978V103
        
          
          
        
        13600.00000000
        NS
        USD
        2337704.00000000
        0.020600161546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBR5
        
          
          
        
        499000.00000000
        PA
        USD
        402425.91000000
        0.003546231155
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-03-10
          Fixed
          2.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -92922.27000000
        -0.00081884352
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2032-06-15
            18395.86000000
            USD
            0.00000000
            USD
            30595000.00000000
            MXN
            -111318.13000000
          
        
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation Inc
        05329W102
        
          
          
        
        37900.00000000
        NS
        USD
        4235704.00000000
        0.037325592403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QP5E0
        
          
          
        
        60816.85000000
        PA
        USD
        57881.75000000
        0.000510061753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
          
        
        29600.00000000
        NS
        USD
        3252744.00000000
        0.028663616894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400VBVF8AYJQBI411
        CIFC Funding 2018-I Ltd
        12551RAA6
        
          
        
        706000.00000000
        PA
        USD
        690080.12000000
        0.006081078678
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          2.04429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -2363.12000000
        -0.00002082413
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            3994000.00000000
            CNY
            -2363.12000000
          
        
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
          
        
        39000.00000000
        NS
        USD
        11844300.00000000
        0.104373562010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361702
        
          
          
        
        72882.00000000
        NS
        USD
        2111391.54000000
        0.018605865760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
          
        
        183600.00000000
        NS
        
        1993618.57000000
        0.017568034534
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
          
        
        900000.00000000
        PA
        USD
        826757.61000000
        0.007285499073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2741.15000000
        0.000024155381
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3700000.00000000
            CZK
            159311.77000000
            USD
            2022-07-07
            2741.15000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        281950000.00000000
        PA
        
        1973828.21000000
        0.017393639225
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-06-20
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XF2Y6
        
          
        
        689836.67000000
        PA
        USD
        616669.07000000
        0.005434170648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
          
        
        314795.00000000
        NS
        
        3121739.63000000
        0.027509188795
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Pembina Pipeline Corp
        5493002W3L9YICM6FU21
        Pembina Pipeline Corp
        706327103
        
          
          
          
        
        19831.00000000
        NS
        
        700987.03000000
        0.006177191834
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamaha Motor Co Ltd
        3538004LR5NXILJDHY88
        Yamaha Motor Co Ltd
        000000000
        
          
          
          
        
        290800.00000000
        NS
        
        5325903.54000000
        0.046932577137
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co Ltd
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        166400.00000000
        NS
        
        1302690.76000000
        0.011479485897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBG8
        
          
          
        
        40000.00000000
        PA
        USD
        31437.11000000
        0.000277028034
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        000000000
        
          
          
          
        
        16000.00000000
        NS
        
        875739.02000000
        0.007717129835
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2241.09000000
        -0.00001974878
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            6155000.00000000
            USD
            -2241.09000000
          
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
          
        
        82500.00000000
        NS
        USD
        3973200.00000000
        0.035012371907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        2160000.00000000
        PA
        USD
        1153066.60000000
        0.010160977708
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CS9
        
          
          
        
        60000.00000000
        PA
        USD
        47633.59000000
        0.000419753591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
          
        
        2145000.00000000
        PA
        USD
        1999564.88000000
        0.017620434217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
          
        
        9700.00000000
        NS
        USD
        667069.00000000
        0.005878301599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -318748.51000000
        -0.00280885467
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -96587377.00000000
            CNY
            14105907.00000000
            USD
            2022-08-23
            -318748.51000000
          
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
          
        
        234658.00000000
        NS
        USD
        22552980.38000000
        0.198739891442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -101479.19000000
        -0.00089424824
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-12-03
            86303.38000000
            USD
            0.00000000
            USD
            940000.00000000
            CAD
            -187782.57000000
          
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
          
        
        17100.00000000
        NS
        USD
        1790199.00000000
        0.015775473969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AE5
        
          
          
        
        390000.00000000
        PA
        
        389953.16000000
        0.003436319607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-08
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        N/A
        Expedia Group Inc
        30212P303
        
          
          
        
        4600.00000000
        NS
        USD
        436218.00000000
        0.003844011589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYD6
        
          
          
        
        53316.36000000
        PA
        USD
        53732.88000000
        0.000473501353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
          
        
        150000.00000000
        PA
        USD
        128232.39000000
        0.001130001039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
          
          
        
        3190487.00000000
        NS
        
        4492993.41000000
        0.039592861232
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        410000.00000000
        PA
        
        411754.37000000
        0.003628434797
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2025-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -54625.26000000
        -0.00048136512
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-11-09
            0.00000000
            USD
            0.00000000
            USD
            1000000.00000000
            PLN
            -54625.26000000
          
        
        
          N
          N
          N
        
      
      
        Barratt Developments PLC
        2138006R85VEOF5YNK29
        Barratt Developments PLC
        000000000
        
          
          
          
        
        79758.00000000
        NS
        
        443572.69000000
        0.003908822105
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ASX Ltd
        N/A
        ASX Ltd
        000000000
        
          
          
          
        
        15086.00000000
        NS
        
        849666.52000000
        0.007487375464
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -113919.53000000
        -0.00100387419
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1441978.79000000
            USD
            179990676.00000000
            JPY
            2022-07-19
            -113919.53000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -289645.86000000
        -0.00255239821
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-07-08
            33525.48000000
            USD
            0.00000000
            USD
            275000000.00000000
            JPY
            -323171.34000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10702.35000000
        0.000094310545
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -99184000.00000000
            MXN
            4936725.58000000
            USD
            2022-07-07
            10702.35000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7058.36000000
        -0.00006219921
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -8227.97000000
          
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824C109
        
          
          
        
        87100.00000000
        NS
        USD
        1154946.00000000
        0.010177539234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        858070000.00000000
        PA
        
        473434.04000000
        0.004171964331
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2051-03-10
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
          
        
        750000.00000000
        PA
        USD
        560609.93000000
        0.004940169979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        308000.00000000
        PA
        
        217353.97000000
        0.001915352369
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAA2
        
          
          
        
        650000.00000000
        PA
        
        819369.27000000
        0.007220392029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-20
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        619470000.00000000
        PA
        
        347127.44000000
        0.003058933612
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2040-09-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
          
        
        3500.00000000
        NS
        USD
        639730.00000000
        0.005637386660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHANGE HEALTHCARE HOLDINGS
        549300GHXFJ3EKF50583
        Change Healthcare Holdings LLC
        15911AAC7
        
          
          
        
        2667489.40000000
        PA
        USD
        2588577.06000000
        0.022810888637
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
          
        
        215798.00000000
        NS
        USD
        35964894.68000000
        0.316927481158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
          
          
        
        378700.00000000
        NS
        
        4102291.09000000
        0.036149939926
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AJNH1
        
          
        
        76664.12400000
        PA
        USD
        78921.12000000
        0.000695463506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEU49
        
          
        
        48393.01000000
        PA
        USD
        48233.53000000
        0.000425040342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBT4
        
          
          
        
        155000.00000000
        PA
        USD
        136328.49000000
        0.001201344959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGPP8
        
          
        
        220318.68000000
        PA
        USD
        206696.34000000
        0.001821435902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        107788.14000000
        0.000949843563
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-14
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5A37
        
          
        
        199165.47000000
        PA
        USD
        188494.76000000
        0.001661041135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
          
        
        100478.00000000
        NS
        USD
        2900799.86000000
        0.025562237875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
          
        
        650000.00000000
        PA
        USD
        529026.92000000
        0.004661856254
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        2320.79000000
        0.000020451113
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3595.29000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            -1274.50000000
          
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513ECN9
        
          
          
        
        205000.00000000
        PA
        USD
        173656.39000000
        0.001530283426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAL4
        
          
          
        
        325000.00000000
        PA
        USD
        293942.37000000
        0.002590259633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        970000.00000000
        PA
        
        968165.49000000
        0.008531604299
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2026-03-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA3
        35564KUX5
        
          
        
        330000.00000000
        PA
        USD
        310209.04000000
        0.002733603714
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-25
          Floating
          3.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7736.43000000
        0.000068174459
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -12210000.00000000
            PHP
            229683.97000000
            USD
            2022-07-07
            7736.43000000
          
        
        
          N
          N
          N
        
      
      
        AEON Financial Service Co Ltd
        35380044PRFENBU7WT74
        AEON Financial Service Co Ltd
        000000000
        
          
          
          
        
        42100.00000000
        NS
        
        394928.70000000
        0.003480164734
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNR2
        
          
        
        23018.01000000
        PA
        USD
        22628.28000000
        0.000199403441
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
          
        
        43600.00000000
        NS
        USD
        2402796.00000000
        0.021173760990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
          
        
        9400.00000000
        NS
        USD
        219114.00000000
        0.001930861989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
          
        
        250000.00000000
        PA
        USD
        231590.40000000
        0.002040805701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
          
        
        575000.00000000
        PA
        USD
        500235.92000000
        0.004408146096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
          
        
        1400.00000000
        NS
        USD
        438368.00000000
        0.003862957678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        ZAR CALL VERSUS USD PUT
        000000000
        
          
        
        1202000.00000000
        NC
        USD
        6522.85000000
        0.000057480230
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    ZAR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  ZAR
                  N/A
                  USD
                  2022-08-22
                
              
            
            1202000.00000000
            USD
            15.45000000
            USD
            2022-08-22
            XXXX
            -7222.02000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        23142.66000000
        0.000203936227
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -41870000.00000000
            MXN
            2102637.26000000
            USD
            2022-07-07
            23142.66000000
          
        
        
          N
          N
          N
        
      
      
        Komercni Banka AS
        IYKCAVNFR8QGF00HV840
        Komercni Banka AS
        000000000
        
          
          
          
        
        12609.00000000
        NS
        
        357548.91000000
        0.003150769005
        Long
        EC
        CORP
        CZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Citrix Systems Inc
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376100
        
          
          
        
        3500.00000000
        NS
        USD
        340095.00000000
        0.002996962806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd
        N/A
        BOC Hong Kong Holdings Ltd
        000000000
        
          
          
          
        
        86000.00000000
        NS
        
        339966.24000000
        0.002995828156
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        000000000
        
          
          
        
        300000.00000000
        PA
        
        263108.36000000
        0.002318546197
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-09-21
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        96876.06000000
        0.000853684848
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -54040000.00000000
            ZAR
            3416260.08000000
            USD
            2022-07-07
            96876.06000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        179445.66000000
        0.001581299251
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group I
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874784
        
          
          
        
        194100.00000000
        NS
        USD
        9924333.00000000
        0.087454555000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397WK5
        
          
          
        
        200000.00000000
        PA
        USD
        198136.54000000
        0.001746005795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-06
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        44899.09000000
        0.000395656809
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-03-20
            11694.01000000
            USD
            0.00000000
            USD
            -1344000.00000000
            USD
            33205.08000000
          
        
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        Westrock Co
        96145D105
        
          
          
        
        164300.00000000
        NS
        USD
        6545712.00000000
        0.057681693078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -128270.22000000
        -0.00113033440
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5650000.00000000
            USD
            -128270.22000000
          
        
        
          N
          N
          N
        
      
      
        EURO STABILITY MECHANISM
        222100W4EEAQ77386N50
        European Stability Mechanism
        000000000
        
          
          
        
        265000.00000000
        PA
        
        270131.05000000
        0.002380431084
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2024-12-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd
        000000000
        
          
          
          
        
        767500.00000000
        NS
        
        5430884.89000000
        0.047857686890
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCT6
        
          
          
        
        2227000.00000000
        PA
        USD
        2106602.81000000
        0.018563666828
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12074.17000000
        -0.00010639920
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -527839.75000000
            USD
            8462475.39000000
            ZAR
            2022-09-21
            -12074.17000000
          
        
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452E101
        
          
          
        
        32100.00000000
        NS
        USD
        836847.00000000
        0.007374408132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        822579.92000000
        0.007248684708
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-11-25
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emirates NBD Bank PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
          
        
        95894.00000000
        NS
        
        345014.29000000
        0.003040312250
        Long
        EC
        CORP
        AE
        N
        
        2
        
          N
          N
          N
        
      
      
        PICC P&C
        300300F1000311000017
        PICC Property & Casualty Co Ltd
        000000000
        
          
          
          
        
        874000.00000000
        NS
        
        908474.93000000
        0.008005603069
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        707065.41000000
        0.006230755335
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-03-06
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        000000000
        
          
          
        
        460000.00000000
        PA
        
        461400.86000000
        0.004065926333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-27
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
          
        
        4000.00000000
        NS
        USD
        774120.00000000
        0.006821649386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAS1
        
          
          
        
        374000.00000000
        PA
        USD
        308407.89000000
        0.002717731738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
          
        
        124500.00000000
        NS
        USD
        11838705.00000000
        0.104324258119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
          
        
        13789.00000000
        NS
        USD
        1950867.72000000
        0.017191308304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Coupon Strips
        3134A4NV2
        
          
          
        
        104000.00000000
        PA
        USD
        70622.69000000
        0.000622336627
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        Woolworths Group Ltd
        000000000
        
          
          
          
        
        97900.00000000
        NS
        
        2403448.81000000
        0.021179513640
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
          
        
        106300.00000000
        NS
        USD
        4028770.00000000
        0.035502062208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
          
        
        1200000.00000000
        PA
        USD
        803772.46000000
        0.007082950845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        4305000.00000000
        PA
        
        4043973.92000000
        0.035636041193
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCI BANQUE SA
        96950001WI712W7PQG45
        RCI Banque SA
        000000000
        
          
          
        
        1194000.00000000
        PA
        
        1228021.29000000
        0.010821488501
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        South32 Ltd
        000000000
        
          
          
          
        
        365961.00000000
        NS
        
        993540.80000000
        0.008755214938
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        3195000.00000000
        PA
        
        1997924.83000000
        0.017605981876
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        668.53000000
        0.000005891176
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2640000.00000000
            SEK
            259073.08000000
            USD
            2022-08-05
            668.53000000
          
        
        
          N
          N
          N
        
      
      
        Endeavour Group Ltd/Australia
        254900JAN9FOLMWAD533
        Endeavour Group Ltd/Australia
        000000000
        
          
          
          
        
        111895.00000000
        NS
        
        583532.76000000
        0.005142169035
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        Twitter Inc
        90184L102
        
          
          
        
        22300.00000000
        NS
        USD
        833797.00000000
        0.007347531123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alaska Air Group Inc
        529900G48RT4KWLC6C27
        Alaska Air Group Inc
        011659109
        
          
          
        
        35100.00000000
        NS
        USD
        1405755.00000000
        0.012387701819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        14730.89000000
        0.000129810580
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            12334.03000000
          
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        N/A
        Barings Clo Ltd 2020-IIII
        06762CAQ1
        
          
        
        575000.00000000
        PA
        USD
        562025.36000000
        0.004952642939
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300JIE0P78OIZGS60
        Battalion CLO XII Ltd
        07133RAA3
        
          
        
        1064000.00000000
        PA
        USD
        1040024.14000000
        0.009164832372
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-05-17
          Floating
          2.51371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L62M2
        
          
        
        16649.46000000
        PA
        USD
        17137.17000000
        0.000151015043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2TK8
        
          
        
        77807.94000000
        PA
        USD
        82114.52000000
        0.000723604176
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
          
        
        162200.00000000
        NS
        USD
        15311680.00000000
        0.134928580158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        275952.07000000
        0.002431726694
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            268934.47000000
          
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBA9
        
          
          
        
        455000.00000000
        PA
        USD
        378831.10000000
        0.003338310521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -42700.98000000
        -0.00037628676
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-06-19
            0.00000000
            USD
            -44762.95000000
            USD
            1692000.00000000
            CAD
            2061.97000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BY3
        
          
          
        
        3500000.00000000
        PA
        USD
        3092298.20000000
        0.027249746961
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-10-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        42774.02000000
        0.000376930407
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            5263.20000000
            USD
            0.00000000
            USD
            -2250000.00000000
            USD
            37510.82000000
          
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AE4
        
          
          
        
        750000.00000000
        PA
        USD
        652209.61000000
        0.005747358659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5262.31000000
        0.000046372182
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -921358.00000000
            USD
            883945.96000000
            EUR
            2022-07-05
            5262.31000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -123555.73000000
        -0.00108878968
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -5947532.83000000
            USD
            5550629.00000000
            EUR
            2022-07-19
            -123555.73000000
          
        
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
          
          
        
        169223.00000000
        NS
        
        886320.72000000
        0.007810377196
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/T
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
          
        
        11500.00000000
        NS
        USD
        316595.00000000
        0.002789877651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBH6
        
          
          
        
        15000.00000000
        PA
        USD
        11051.34000000
        0.000097385892
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ResMed Inc
        529900T3QE5253CCXF22
        ResMed Inc
        761152107
        
          
          
        
        4200.00000000
        NS
        USD
        880446.00000000
        0.007758608375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        347200000.00000000
        PA
        
        2559297.08000000
        0.022552869522
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-07-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901102
        
          
          
          
        
        2570.00000000
        NS
        
        1361868.40000000
        0.012000967207
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
          
        
        73247.00000000
        NS
        USD
        5234230.62000000
        0.046124743057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579102
        
          
          
        
        9920.00000000
        NS
        USD
        733187.20000000
        0.006460944056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        132000.00000000
        PA
        USD
        111144.85000000
        0.000979423342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        100000.00000000
        PA
        
        79120.22000000
        0.000697218002
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2766.85000000
        -0.00002438185
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -153737.60000000
            USD
            144000.00000000
            EUR
            2022-07-07
            -2766.85000000
          
        
        
          N
          N
          N
        
      
      
        Allegion plc
        984500560CAC2E6FB757
        Allegion plc
        000000000
        
          
          
          
        
        2800.00000000
        NS
        USD
        274120.00000000
        0.002415582247
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BWJ1
        
          
        
        16594.36000000
        PA
        USD
        16539.68000000
        0.000145749881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CBY1
        
          
        
        21501.99000000
        PA
        USD
        22950.62000000
        0.000202243945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        830000.00000000
        PA
        
        788400.43000000
        0.006947490452
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tisco Financial Group PCL
        529900OOUQI3OWX2WU06
        Tisco Financial Group PCL
        000000000
        
          
          
          
        
        436600.00000000
        NS
        
        1094248.56000000
        0.009642665242
        Long
        EC
        CORP
        TH
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
          
        
        135398.00000000
        NS
        
        6489345.64000000
        0.057184985145
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
          
        
        33800.00000000
        NS
        USD
        1838044.00000000
        0.016197090534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946JS6
        
          
        
        79150.16000000
        PA
        USD
        81773.35000000
        0.000720597740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Financial Group Inc
        529900TKE4MXG3Q6GW86
        KB Financial Group Inc
        000000000
        
          
          
          
        
        15379.00000000
        NS
        
        570402.51000000
        0.005026463509
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903109
        
          
          
        
        3300.00000000
        NS
        USD
        657723.00000000
        0.005795943392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        SFE 10 YEAR AUSTRALIAN BOND
        000000000
        
          
          
        
        32.00000000
        NC
        
        11031.88000000
        0.000097214407
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2022-09-15
            2651824.90000000
            USD
            11031.88000000
          
        
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
          
        
        7500.00000000
        NS
        USD
        379500.00000000
        0.003344204957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12620.30000000
        0.000111211778
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -162800000.00000000
            JPY
            1212956.22000000
            USD
            2022-07-07
            12620.30000000
          
        
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        000000000
        
          
          
          
        
        7637.00000000
        NS
        
        484953.33000000
        0.004273473861
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHP2
        
          
        
        329000.00000000
        PA
        USD
        317567.09000000
        0.002798443838
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
          
        
        775164.00000000
        NS
        USD
        16247437.44000000
        0.143174600369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
          
        
        6300.00000000
        NS
        USD
        400743.00000000
        0.003531401126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -104217.36000000
        -0.00091837737
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            6000000.00000000
            SEK
            -104217.36000000
          
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
          
        
        5200.00000000
        NS
        USD
        749840.00000000
        0.006607690765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEJ7
        
          
          
        
        60000.00000000
        PA
        USD
        60014.11000000
        0.000528852395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        806250.97000000
        0.007104791808
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            799233.37000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8DR9
        
          
        
        53887.70400000
        PA
        USD
        52893.72000000
        0.000466106563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        Envista Holdings Corp
        29415F104
        
          
          
        
        80471.00000000
        NS
        USD
        3101352.34000000
        0.027329533258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Rockford Tower CLO Ltd
        5493001SZ764RMCNU069
        Rockford Tower CLO 2018-2 Ltd
        77342KAA8
        
          
        
        3191000.00000000
        PA
        USD
        3127658.65000000
        0.027561347994
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.22271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies Inc
        00971T101
        
          
          
        
        4700.00000000
        NS
        USD
        429251.00000000
        0.003782617450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        REPUBLIKA SLOVENIJA
        485100000LWQHIX4XX88
        Slovenia Government Bond
        000000000
        
          
          
        
        95000.00000000
        PA
        
        106361.15000000
        0.000937268735
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2045-08-07
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
          
        
        665000.00000000
        PA
        USD
        638347.39000000
        0.005625202915
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLHH2
        
          
        
        498982.27000000
        PA
        USD
        449620.28000000
        0.003962114280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BA0
        
          
          
        
        300000.00000000
        PA
        USD
        294245.93000000
        0.002592934645
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-03-28
          Fixed
          3.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AQ2
        
          
          
        
        520000.00000000
        PA
        USD
        450790.29000000
        0.003972424565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Persol Holdings Co Ltd
        3538000H6OI725NB2008
        Persol Holdings Co Ltd
        000000000
        
          
          
          
        
        49000.00000000
        NS
        
        888090.13000000
        0.007825969475
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings Inc
        228368106
        
          
          
        
        49893.00000000
        NS
        USD
        4598637.81000000
        0.040523813870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11183.00000000
        0.000098546097
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -36275000.00000000
            TWD
            1231351.52000000
            USD
            2022-07-07
            11183.00000000
          
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
          
          
        
        51008.00000000
        NS
        
        5177743.53000000
        0.045626971235
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
          
          
        
        54600.00000000
        NS
        
        1668320.16000000
        0.014701461266
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stora Enso Oyj
        7437000ZP669LKUTZ738
        Stora Enso Oyj
        000000000
        
          
          
          
        
        217154.00000000
        NS
        
        3397569.95000000
        0.029939842613
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AJ3
        
          
          
        
        300000.00000000
        PA
        USD
        280977.02000000
        0.002476007228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXY1
        
          
          
        
        179162.75000000
        PA
        USD
        180598.84000000
        0.001591461228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5740.81000000
        -0.00005058878
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            0.00000000
            USD
            -9247.77000000
            USD
            346000.00000000
            EUR
            3506.96000000
          
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
          
        
        348572.00000000
        NS
        USD
        31779309.24000000
        0.280043540235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10859.42000000
        0.000095694667
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -294157356.00000000
            HUF
            786000.00000000
            USD
            2022-07-19
            10859.42000000
          
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
          
        
        157300.00000000
        NS
        USD
        42946046.00000000
        0.378446323994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
          
          
        
        903244.00000000
        NS
        
        10746074.78000000
        0.094695853906
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKC2
        
          
          
        
        175000.00000000
        PA
        USD
        136089.57000000
        0.001199239564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
          
        
        1974999.99999900
        PA
        USD
        1539572.57000000
        0.013566920215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        306000.00000000
        PA
        
        278321.51000000
        0.002452606518
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2031-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSG Corp
        353800IWJAOVAFO6X450
        OSG Corp
        000000000
        
          
          
          
        
        24400.00000000
        NS
        
        282747.82000000
        0.002491611756
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        600000.00000000
        PA
        
        522500.73000000
        0.004604346592
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-02-18
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loews Corp
        R8V1FN4M5ITGZOG7BS19
        Loews Corp
        540424108
        
          
          
        
        6500.00000000
        NS
        USD
        385190.00000000
        0.003394346001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3834.16000000
        -0.00003378713
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -337567.15000000
            USD
            463400.00000000
            SGD
            2022-09-21
            -3834.16000000
          
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
          
        
        220700.00000000
        NS
        USD
        6413542.00000000
        0.056516993291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSION INSURANCE
        M31AVDIX8NY21MAUQF46
        Pension Insurance Corp PLC
        000000000
        
          
          
        
        650000.00000000
        PA
        
        759833.08000000
        0.006695751128
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-09-20
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        259438.00000000
        NS
        USD
        41834377.50000000
        0.368650151901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CK6
        
          
          
        
        40000.00000000
        PA
        USD
        30954.01000000
        0.000272770892
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2041-11-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        Sofi Professional Loan Program 2019-C LLC
        83401CAB0
        
          
        
        91899.03000000
        PA
        USD
        88691.35000000
        0.000781560085
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-16
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Computershare Ltd
        N/A
        Computershare Ltd
        000000000
        
          
          
          
        
        119386.00000000
        NS
        
        2027013.28000000
        0.017862313203
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        Northwestern Mutual Global Funding
        66815L2D0
        
          
          
        
        303000.00000000
        PA
        USD
        266642.20000000
        0.002349686870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295NM20
        
          
        
        13193.99000000
        PA
        USD
        13899.91000000
        0.000122487873
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FNH29
        
          
        
        77736.72000000
        PA
        USD
        14462.36000000
        0.000127444258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8184.21000000
        -0.00007212035
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -176792.20000000
            USD
            585412.00000000
            ILS
            2022-09-21
            -8184.21000000
          
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAS1
        
          
          
        
        100000.00000000
        PA
        
        101419.84000000
        0.000893725248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS ZAR PUT
        000000000
        
          
        
        -1202000.00000000
        NC
        USD
        -20419.37000000
        -0.00017993823
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    USD CALL VERSUS ZAR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  ZAR
                  2022-08-22
                
              
            
            -1202000.00000000
            USD
            16.75000000
            USD
            2022-08-22
            XXXX
            -6734.60000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        789000.00000000
        PA
        
        531723.35000000
        0.004685617558
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9274.26000000
        -0.00008172602
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1601982.23000000
            USD
            2052690000.00000000
            KRW
            2022-07-07
            -9274.26000000
          
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
          
        
        38069.00000000
        NS
        USD
        499845.97000000
        0.004404709805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOPPAN INC
        3538003H9W4KIDODQY20
        TOPPAN INC
        890747108
        
          
          
          
        
        25600.00000000
        NS
        
        427145.30000000
        0.003764061739
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        342.64000000
        0.000003019389
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -150576000.00000000
            COP
            36377.60000000
            USD
            2022-08-05
            342.64000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        2634.89000000
        0.000023219004
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1735000.00000000
            USD
            2634.89000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        104122.39000000
        0.000917540481
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-24
            0.00000000
            USD
            0.00000000
            USD
            -715000.00000000
            EUR
            104122.39000000
          
        
        
          N
          N
          N
        
      
      
        DIGITAL EURO FINCO
        635400OUEAPTXSW3SC91
        Digital Euro Finco LLC
        000000000
        
          
          
        
        975000.00000000
        PA
        
        863156.70000000
        0.007606252742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-09
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Japan
        529900FY9FV0AYNRC729
        McDonald's Holdings Co Japan Ltd
        000000000
        
          
          
          
        
        111152.00000000
        NS
        
        4046426.08000000
        0.035657649956
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8024.18000000
        -0.00007071015
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -176632.17000000
            USD
            585412.00000000
            ILS
            2022-09-21
            -8024.18000000
          
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
          
        
        27800.00000000
        NS
        USD
        521250.00000000
        0.004593324991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICE
        N/A
        Prime Healthcare Services Inc
        74165HAB4
        
          
          
        
        1205000.00000000
        PA
        USD
        1031321.04000000
        0.009088139486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        321015.09000000
        0.002828828077
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        000000000
        
          
          
          
        
        399728.00000000
        NS
        
        4632611.70000000
        0.040823196351
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
          
          
        
        24300.00000000
        NS
        
        10541084.75000000
        0.092889454236
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
          
          
        
        49630.00000000
        NS
        
        2074181.98000000
        0.018277970121
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
          
        
        68600.00000000
        NS
        USD
        3983602.00000000
        0.035104035727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
          
        
        3770.00000000
        NS
        USD
        8102182.40000000
        0.071397519241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        168525.82000000
        0.001485072154
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Egypt Government International Bond
                Egypt Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            167988.61000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDS2
        
          
          
        
        10000.00000000
        PA
        USD
        8036.80000000
        0.000070821360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
          
          
        
        1154132.00000000
        NS
        
        6324541.62000000
        0.055732709992
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Carlyle Euro CLO
        635400GXUD5SKWFXE966
        Carlyle Euro CLO 2021-2 DAC
        000000000
        
          
        
        9145000.00000000
        PA
        
        9157576.43000000
        0.080697793147
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-10-15
          Floating
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -113616.99000000
        -0.00100120817
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            5540000.00000000
            USD
            -113616.99000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
          
        
        90000.00000000
        PA
        USD
        47954.16000000
        0.000422578497
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AG2
        
          
          
        
        405000.00000000
        PA
        USD
        382896.17000000
        0.003374132463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FW3
        
          
          
        
        220000.00000000
        PA
        USD
        162637.97000000
        0.001433187630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-10
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND
        000000000
        
          
          
        
        -21.00000000
        NC
        
        149622.24000000
        0.001318491269
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -3800294.68000000
            USD
            149622.24000000
          
        
        
          N
          N
          N
        
      
      
        TRINITY HEALTH CORP
        TWSRHFGEDJDX0GKMGJ67
        Trinity Health Corp
        896517AB5
        
          
          
        
        183000.00000000
        PA
        USD
        134527.18000000
        0.001185471573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-01
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        COMM 2014-UBS4 Mortgage Trust
        12591QAP7
        
          
        
        63898.77000000
        PA
        USD
        63857.01000000
        0.000562716546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
          
        
        4800.00000000
        NS
        USD
        444672.00000000
        0.003918509372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YN2T3
        
          
        
        218500.74300000
        PA
        USD
        207688.26000000
        0.001830176834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC21 Mortgage Trust
        12593FBC7
        
          
        
        493507.64000000
        PA
        USD
        479549.57000000
        0.004225855203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVS5
        
          
          
        
        100000.00000000
        PA
        USD
        84944.00000000
        0.000748537933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coterra Energy Inc
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097103
        
          
          
        
        24500.00000000
        NS
        USD
        631855.00000000
        0.005567991103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        174956.93000000
        0.001541743959
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        273752.20000000
        0.002412341144
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Gazprom PJSC Via Gaz Capital SA
                GAZPROM (GAZ CAPITAL SA)
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2023-03-20
            217744.28000000
            USD
            0.00000000
            USD
            -545000.00000000
            USD
            56007.92000000
          
        
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva Inc
        22052L104
        
          
          
        
        21200.00000000
        NS
        USD
        1147768.00000000
        0.010114285734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
          
        
        25000.00000000
        PA
        USD
        21472.06000000
        0.000189214675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G104
        
          
          
        
        14300.00000000
        NS
        USD
        2562703.00000000
        0.022582882946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YVEZ8
        
          
        
        23853.94000000
        PA
        USD
        22634.20000000
        0.000199455609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PL
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings PLC
        000000000
        
          
          
          
        
        19824.00000000
        NS
        USD
        1416226.56000000
        0.012479978612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMNT8
        
          
        
        306216.61000000
        PA
        USD
        275897.70000000
        0.002431247578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLE OF MAN
        549300ZXHSYV21BRHW71
        Isle of Man Government International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        595376.68000000
        0.005246539249
        Long
        DBT
        NUSS
        IM
        N
        
        2
        
          2034-08-14
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCS8
        
          
          
        
        1438000.00000000
        PA
        USD
        1237803.44000000
        0.010907690121
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mapletree Commercial Trust
        549300BF18K4IC5LZ208
        Mapletree Commercial Trust
        000000000
        
          
          
          
        
        346000.00000000
        NS
        
        456140.97000000
        0.004019575476
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1048121.03000000
        -0.00923618325
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-03-20
            0.00000000
            USD
            -818687.25000000
            USD
            1400000.00000000
            USD
            -229433.78000000
          
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
          
          
        
        12577647.00000000
        NS
        
        6477267.05000000
        0.057078546989
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-4
        91682NAA1
        
          
        
        700652.14000000
        PA
        USD
        674565.53000000
        0.005944362028
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services I
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services Inc
        955306105
        
          
          
        
        2100.00000000
        NS
        USD
        634977.00000000
        0.005595502586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
          
        
        6070.00000000
        NS
        USD
        1697232.70000000
        0.014956242450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
          
        
        3300.00000000
        NS
        USD
        241296.00000000
        0.002126332752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Cordatus CLO PLC
        549300HHKDR21JP15S93
        CVC Cordatus Loan Fund XV DAC
        000000000
        
          
        
        7500000.00000000
        PA
        
        7619102.40000000
        0.067140553414
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-08-26
          Floating
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synovus Financial Corp
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C501
        
          
          
        
        19200.00000000
        NS
        USD
        692160.00000000
        0.006099406860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PSP CAPITAL INC
        549300B456N0WEIC5249
        PSP Capital Inc
        69376P2B0
        
          
          
        
        1434000.00000000
        PA
        USD
        1289330.34000000
        0.011361752082
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-10-26
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
          
          
        
        56145.00000000
        NS
        USD
        7073708.55000000
        0.062334469575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
          
        
        158890.00000000
        NS
        USD
        7312117.80000000
        0.064435363898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        1858.62000000
        0.000016378409
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2032-04-19
            0.00000000
            USD
            0.00000000
            USD
            10400000.00000000
            MXN
            1858.62000000
          
        
        
          N
          N
          N
        
      
      
        Lifco AB
        549300RTLL4VDQRCTW41
        Lifco AB
        000000000
        
          
          
          
        
        25830.00000000
        NS
        
        415700.70000000
        0.003663210387
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Menicon Co Ltd
        3538000OOSRECSEX2327
        Menicon Co Ltd
        000000000
        
          
          
          
        
        64926.00000000
        NS
        
        1488437.03000000
        0.013116306970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -40796.00000000
        -0.00035949982
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PEOPLE'S REPUBLIC OF CHINA
                PEOPLE'S REPUBLIC OF CHINA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            14381.15000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            -55177.15000000
          
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
          
        
        235000.00000000
        PA
        USD
        203277.53000000
        0.001791308889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
          
        
        127800.00000000
        NS
        USD
        8082072.00000000
        0.071220303695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
          
        
        22600.00000000
        NS
        USD
        2422946.00000000
        0.021351325496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        European Residential Loan Secu
        N/A
        European Residential Loan Securitisation
        000000000
        
          
        
        274542.08000000
        PA
        
        281268.34000000
        0.002478574379
        Long
        ABS-O
        CORP
        LU
        
        N
        
        2
        
          2060-11-25
          Floating
          1.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        1289000.00000000
        PA
        
        796220.93000000
        0.007016405748
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-09-21
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
          
          
        
        30395.00000000
        NS
        
        2949304.87000000
        0.025989670536
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
          
        
        138300.00000000
        NS
        USD
        4337088.00000000
        0.038219001824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USS Co Ltd
        5299000RRQD6UZXG4W72
        USS Co Ltd
        000000000
        
          
          
          
        
        155600.00000000
        NS
        
        2691130.21000000
        0.023714600765
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        736.00000000
        NC
        USD
        2749593.50000000
        0.024229787127
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            110847406.50000000
            USD
            2749593.50000000
          
        
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
          
        
        92537.00000000
        NS
        USD
        5168191.45000000
        0.045542797023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
          
        
        7500.00000000
        NS
        USD
        436725.00000000
        0.003848479341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
          
        
        18400.00000000
        NS
        USD
        1018072.00000000
        0.008971387167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUU9
        
          
          
        
        195490.31000000
        PA
        USD
        187511.92000000
        0.001652380217
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
          
        
        3570000.00000000
        PA
        
        2957549.14000000
        0.026062320150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
          
          
        
        863391.00000000
        NS
        
        8792869.57000000
        0.077483947326
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
          
        
        45000.00000000
        PA
        USD
        39706.48000000
        0.000349898833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Auto Securitization Trust
        N/A
        Ford Auto Securitization Trust 2021-A
        345213JP8
        
          
        
        400000.00000000
        PA
        
        287815.41000000
        0.002536268039
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7378.81000000
        -0.00006502306
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1081745.95000000
            USD
            993800000.00000000
            CLP
            2022-08-05
            -7378.81000000
          
        
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560105
        
          
          
        
        4200.00000000
        NS
        USD
        470820.00000000
        0.004148929060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
        
        975000.00000000
        PA
        
        986930.94000000
        0.008696967964
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          N/A
          Fixed
          4.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        23867.84000000
        0.000210326610
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -76180403.00000000
            TWD
            2603657.10000000
            USD
            2022-09-21
            23867.84000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE,INC
        3538001249AILNPRUX57
        JAPANESE 10 YEAR BOND
        000000000
        
          
          
        
        -8.00000000
        NC
        
        -19195.44000000
        -0.00016915279
        N/A
        DIR
        CORP
        JP
        N
        
        1
        
          
            
              OSAKA EXCHANGE,INC
              3538001249AILNPRUX57
            
            Short
            
              
                JAPAN (10 YEAR ISSUE)
                Japan Government Ten Year Bond
                
                  
                  
                  
                
              
            
            2022-09-12
            -8883512.24000000
            USD
            -19195.44000000
          
        
        
          N
          N
          N
        
      
      
        Stanley Electric Co Ltd
        N/A
        Stanley Electric Co Ltd
        000000000
        
          
          
          
        
        151500.00000000
        NS
        
        2471477.11000000
        0.021778988154
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189105
        
          
          
        
        159788.00000000
        NS
        USD
        8038934.28000000
        0.070840168314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROVINCE OF ALBERTA
        LQPXMHHNJKIPJYE53543
        Province of Alberta Canada
        01306ZCV1
        
          
          
        
        588000.00000000
        PA
        
        430766.69000000
        0.003795973914
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA RGTS MED
        N/A
        Regents of the University of California Medical Center Pooled Revenue
        913366EQ9
        
          
        
        220000.00000000
        PA
        USD
        246094.37000000
        0.002168616633
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-15
          Fixed
          6.39800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
          
        
        11146000.00000000
        PA
        USD
        10216876.46000000
        0.090032487251
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413106
        
          
          
        
        1100.00000000
        NS
        USD
        239602.00000000
        0.002111404996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2021-2
        96042RAB4
        
          
        
        262794.70000000
        PA
        USD
        259428.56000000
        0.002286119305
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077M108
        
          
          
          
        
        11601.00000000
        NS
        
        923880.14000000
        0.008141355849
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FHLB1
        
          
        
        77122.61000000
        PA
        USD
        73072.95000000
        0.000643928647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        0.00000000
        0.000000
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -371.60000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -38222.73000000
        -0.00033682382
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1350568.07000000
            USD
            1078000.00000000
            GBP
            2022-07-07
            -38222.73000000
          
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        Kazakhstan Temir Zholy National Co JSC
        000000000
        
          
          
        
        600000.00000000
        PA
        
        583853.91000000
        0.005144999052
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2023-12-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
          
        
        30300.00000000
        NS
        USD
        5410974.00000000
        0.047682229454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        46900.00000000
        NS
        USD
        7047663.00000000
        0.062104952691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
          
        
        1022000.00000000
        PA
        
        758091.93000000
        0.006680407881
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
          
        
        94000.00000000
        PA
        USD
        97910.27000000
        0.000862798446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        25140.23000000
        0.000221539082
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -109513174.00000000
            TWD
            3733717.49000000
            USD
            2022-09-21
            25140.23000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        1390000.00000000
        PA
        USD
        1232819.96000000
        0.010863775026
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tosoh Corp
        529900YSLFVJF2MDBX02
        Tosoh Corp
        000000000
        
          
          
          
        
        417700.00000000
        NS
        
        5179016.88000000
        0.045638192166
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
          
        
        29012.00000000
        NS
        USD
        15761639.36000000
        0.138893682457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1125410.41000000
        0.009917267649
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-03-03
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -10997.38000000
        -0.00009691038
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            -78.81000000
            USD
            64130000.00000000
            CNY
            -10918.57000000
          
        
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        549300J8H1TB0I2CB447
        GoDaddy Inc
        380237107
        
          
          
        
        40900.00000000
        NS
        USD
        2845004.00000000
        0.025070557265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO ELECTRICITY FIN
        549300SI5D7OIEG4Y641
        Ontario Electricity Financial Corp
        683078FP9
        
          
          
        
        400000.00000000
        PA
        
        216102.41000000
        0.001904323454
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -5385.02000000
        -0.00004745351
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-07-08
            3378.46000000
            USD
            0.00000000
            USD
            800000000.00000000
            JPY
            -8763.48000000
          
        
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        N/A
        carsales.com Ltd
        000000000
        
          
          
        
        6777.35680000
        NS
        
        2664.63000000
        0.000023481077
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
          
        
        147056.00000000
        NS
        USD
        9715989.92000000
        0.085618607803
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -22873.28000000
        -0.00020156241
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -797000.00000000
            USD
            293772606.00000000
            HUF
            2022-07-19
            -22873.28000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        520000.00000000
        PA
        USD
        436558.99000000
        0.003847016439
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        2100000.00000000
        PA
        
        1515719.35000000
        0.013356722437
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
          
        
        537000.00000000
        PA
        
        113210.06000000
        0.000997622250
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-08-12
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19072.58000000
        -0.00016807013
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1381330.87000000
            USD
            1119000.00000000
            GBP
            2022-07-07
            -19072.58000000
          
        
        
          N
          N
          N
        
      
      
        Bank of Ireland Group PLC
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        000000000
        
          
          
          
        
        91093.00000000
        NS
        
        575226.53000000
        0.005068973421
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        182595.00000000
        0.001609051658
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -279483.93000000
        -0.00246284991
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8914649.04000000
            USD
            12510000.00000000
            AUD
            2022-07-07
            -279483.93000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -227990.29000000
        -0.00200908104
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-07-08
            5425.88000000
            USD
            0.00000000
            USD
            803000000.00000000
            JPY
            -233416.17000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AG6
        
          
          
        
        40000.00000000
        PA
        USD
        32354.61000000
        0.000285113167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
          
          
        
        727346.00000000
        NS
        
        6092088.05000000
        0.053684297920
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        Sonova Holding AG
        000000000
        
          
          
          
        
        5286.00000000
        NS
        
        1680562.31000000
        0.014809340735
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        TENN VAL AUTH CPN STRIP
        549300HE1ISW43LNKM54
        Tennessee Valley Authority Generic Strip
        88059E5L4
        
          
          
        
        74000.00000000
        PA
        USD
        48954.40000000
        0.000431392746
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2033-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26241.30000000
        -0.00023124185
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1793836.55000000
            USD
            35590000.00000000
            MXN
            2022-07-07
            -26241.30000000
          
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2017-CX10 Commercial Mortgage Trust
        12595JAG9
        
          
        
        215000.00000000
        PA
        USD
        204361.61000000
        0.001800861948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.19080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEM9
        
          
          
        
        145000.00000000
        PA
        USD
        143323.44000000
        0.001262985398
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5513.23000000
        0.000048583323
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -429232.26000000
            USD
            414552.00000000
            CHF
            2022-07-19
            5513.23000000
          
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
          
          
        
        90707.00000000
        NS
        
        30270644.65000000
        0.266748985290
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1189560000.00000000
        PA
        
        801791.29000000
        0.007065492509
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2031-06-10
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBV4
        
          
          
        
        282000.00000000
        PA
        USD
        253900.40000000
        0.002237404417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
          
        
        419900.00000000
        NS
        USD
        7234877.00000000
        0.063754707597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
          
          
        
        320310.00000000
        NS
        
        2562174.12000000
        0.022578222385
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
          
        
        74400.00000000
        NS
        USD
        8291136.00000000
        0.073062603736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Konami Group Corp
        353800FC4A5QCMIZFV94
        Konami Group Corp
        000000000
        
          
          
          
        
        7997.00000000
        NS
        
        441963.69000000
        0.003894643381
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4769.07000000
        -0.00004202568
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -320618.56000000
            USD
            7464000.00000000
            CZK
            2022-07-07
            -4769.07000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AUGX9
        
          
        
        13011.42000000
        PA
        USD
        13317.09000000
        0.000117351985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DW5
        
          
          
        
        65000.00000000
        PA
        USD
        56143.95000000
        0.000494748026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
          
        
        53203.00000000
        NS
        USD
        10334682.75000000
        0.091070612097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11459.17000000
        0.000100979744
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1871000.00000000
            EUR
            1973030.54000000
            USD
            2022-07-07
            11459.17000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEC26
        
          
        
        100681.93000000
        PA
        USD
        87760.34000000
        0.000773355900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680103
        
          
          
        
        13400.00000000
        NS
        USD
        743700.00000000
        0.006553584261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6951.32000000
        -0.00006125596
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -7488.53000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT INDONESIA PT
        549300T4HTQHRKLNE619
        Freeport Indonesia PT
        69377FAB2
        
          
          
        
        200000.00000000
        PA
        USD
        183196.76000000
        0.001614354448
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2032-04-14
          Fixed
          5.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        000000000
        
          
          
          
        
        10100.00000000
        NS
        
        691400.85000000
        0.006092717129
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        86687.76000000
        0.000763904181
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -3167495905.00000000
            KRW
            2549107.84000000
            USD
            2022-09-21
            86687.76000000
          
        
        
          N
          N
          N
        
      
      
        Credicorp Ltd
        529900UYAEYQCQ2BKB17
        Credicorp Ltd
        000000000
        
          
          
          
        
        3478.00000000
        NS
        USD
        417046.98000000
        0.003675073987
        Long
        EC
        CORP
        PE
        N
        
        1
        
          N
          N
          N
        
      
      
        Anhui Conch Cement Co Ltd
        300300JVKW56SSAEQZ33
        Anhui Conch Cement Co Ltd
        000000000
        
          
          
          
        
        117000.00000000
        NS
        
        507076.98000000
        0.004468430436
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        125000.00000000
        PA
        USD
        101979.95000000
        0.000898661012
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AU4
        
          
          
        
        100000.00000000
        PA
        USD
        87671.85000000
        0.000772576114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAH5
        
          
          
        
        855000.00000000
        PA
        USD
        766324.93000000
        0.006752958182
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-06
          Fixed
          1.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        DBJPM 2016-C3 Mortgage Trust
        23312VAE6
        
          
        
        320000.00000000
        PA
        USD
        303239.42000000
        0.002672186486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
          
        
        4200.00000000
        NS
        USD
        346836.00000000
        0.003056365403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        94973VAY3
        
          
          
        
        80000.00000000
        PA
        USD
        75938.14000000
        0.000669177086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GQ4C7
        
          
        
        38335.59300000
        PA
        USD
        37488.23000000
        0.000330351316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6608.43000000
        -0.00005823437
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -7778.04000000
          
        
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        78800.00000000
        NS
        USD
        7479696.00000000
        0.065912085499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WTY4
        
          
        
        2972552.65000000
        PA
        USD
        2729770.63000000
        0.024055105335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128287C8
        
          
          
        
        630000.00000000
        PA
        USD
        629975.39000000
        0.005551427727
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        4819.43000000
        0.000042469464
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-15
            11051.61000000
            USD
            0.00000000
            USD
            -712000.00000000
            GBP
            -6232.18000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        748750000.00000000
        PA
        
        5530043.06000000
        0.048731481999
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
          
        
        3300.00000000
        NS
        USD
        503382.00000000
        0.004435869776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        14841.00000000
        NS
        
        1986529.68000000
        0.017505566284
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Open House Group Co Ltd
        529900WQOGPBIJEHW865
        Open House Group Co Ltd
        000000000
        
          
          
          
        
        39000.00000000
        NS
        
        1549335.70000000
        0.013652954227
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
          
        
        31583.00000000
        NS
        USD
        3831649.56000000
        0.033765010423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
          
        
        28000.00000000
        NS
        USD
        7843360.00000000
        0.069116741498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
          
        
        148914.00000000
        NS
        USD
        5270066.46000000
        0.046440533291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLEARBRIDGE DIVIDEND GR
        549300NNF4XLLBXQ0J86
        AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO
        000000000
        
          
        
        10559395.76100000
        NS
        USD
        272432410.63000000
        2.400710983728
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
          
        
        44792.00000000
        NS
        USD
        9637446.72000000
        0.084926474578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAZ8
        
          
          
        
        106000.00000000
        PA
        USD
        82500.84000000
        0.000727008479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12331.45000000
        0.000108666393
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3182000.00000000
            BRL
            619419.50000000
            USD
            2022-07-05
            12331.45000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        36327.50000000
        0.000320122807
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1660729.06000000
            AUD
            1182786.88000000
            USD
            2022-07-19
            36327.50000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        35819.86000000
        0.000315649416
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -43630000.00000000
            THB
            1270171.21000000
            USD
            2022-07-07
            35819.86000000
          
        
        
          N
          N
          N
        
      
      
        Wal-Mart de Mexico SAB de CV
        N/A
        Wal-Mart de Mexico SAB de CV
        000000000
        
          
          
          
        
        267911.00000000
        NS
        
        921924.52000000
        0.008124122662
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
          
          
        
        12235.00000000
        NS
        
        1111212.14000000
        0.009792150587
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507NAE0
        
          
          
        
        365000.00000000
        PA
        USD
        373803.23000000
        0.003294004255
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4C3
        
          
        
        224174.68000000
        PA
        USD
        209478.02000000
        0.001845948440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        29654.84000000
        0.000261322432
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-09-21
            27976.96000000
            USD
            0.00000000
            USD
            -1301000.00000000
            NZD
            1677.88000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -63920.59000000
        -0.00056327682
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4271213.39000000
            USD
            5422380000.00000000
            KRW
            2022-07-07
            -63920.59000000
          
        
        
          N
          N
          N
        
      
      
        New World Development Co Ltd
        2549008GWMWXTIRL4S48
        New World Development Co Ltd
        000000000
        
          
          
          
        
        120000.00000000
        NS
        
        430775.94000000
        0.003796055426
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners In
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346Q104
        
          
          
        
        10860.00000000
        NS
        USD
        785286.60000000
        0.006920050964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
          
          
        
        21758.00000000
        NS
        
        3994322.61000000
        0.035198507182
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        Benefit Street Partners CLO XXI Ltd
        08186RAN9
        
          
        
        16000000.00000000
        PA
        USD
        15440265.60000000
        0.136061693731
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.21429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government International Bond
        000000000
        
          
          
        
        90000.00000000
        PA
        
        100871.62000000
        0.000888894260
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENAA7
        
          
        
        40976.68000000
        PA
        USD
        42290.61000000
        0.000372670533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        227050000.00000000
        PA
        
        1410468.57000000
        0.012429238431
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2046-06-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        665.22000000
        0.000005862007
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -442623.00000000
            USD
            422873.13000000
            EUR
            2022-07-05
            665.22000000
          
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C12
        90353DAY1
        
          
        
        325000.00000000
        PA
        USD
        316546.69000000
        0.002789451937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.02990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KND7
        
          
        
        90000.00000000
        PA
        USD
        76985.73000000
        0.000678408590
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          4.57566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809H107
        
          
          
        
        28097.00000000
        NS
        USD
        2976596.18000000
        0.026230165224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS CDX.EM.37
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2502368.61000000
        -0.02205120820
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                IHS MARKIT LTD
                CDX.EM.37.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            0.00000000
            USD
            -83248.04000000
            USD
            25000000.00000000
            USD
            -2419120.57000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAB7
        
          
        
        90000.00000000
        PA
        USD
        80323.34000000
        0.000707820057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          2.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        Veeva Systems Inc
        922475108
        
          
          
        
        5500.00000000
        NS
        USD
        1089220.00000000
        0.009598352896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
          
        
        475000.00000000
        PA
        USD
        410846.59000000
        0.003620435318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
          
        
        64000.00000000
        NS
        USD
        2934400.00000000
        0.025858326820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -171192.11000000
        -0.00150856786
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            1050000.00000000
            CHF
            -171192.11000000
          
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        Baltimore Gas and Electric Co
        059165EP1
        
          
          
        
        15000.00000000
        PA
        USD
        14543.25000000
        0.000128157071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN PUBLIC SERV
        OL6FE7QD5EQ3DOYEO258
        Southwestern Public Service Co
        845743BN2
        
          
          
        
        147000.00000000
        PA
        USD
        138720.22000000
        0.001222421205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        PGIM Core Ultra Short Bond Fund
        000000000
        
          
        
        2221686911.24000000
        NS
        USD
        2221686911.24000000
        19.57780338207
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        000000000
        
          
          
          
        
        147520.00000000
        NS
        
        639467.39000000
        0.005635072506
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        HDFC Bank Ltd
        335800ZQ6I4E2JXENC50
        HDFC Bank Ltd
        40415F101
        
          
          
        
        39632.00000000
        NS
        USD
        2178174.72000000
        0.019194368110
        Long
        EC
        CORP
        IN
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        267315.00000000
        NS
        USD
        24007560.15000000
        0.211557843691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        Structured Asset Investment Loan Trust 2004-BNC1
        86358EKX3
        
          
          
        
        38773.00000000
        PA
        USD
        37342.59000000
        0.000329067917
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          2.56357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
          
          
        
        15864.00000000
        NS
        
        1284271.91000000
        0.011317176518
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
          
          
        
        90281.00000000
        NS
        
        1804826.57000000
        0.015904374080
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
          
        
        595000.00000000
        PA
        
        548952.16000000
        0.004837440145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CE7
        
          
          
        
        300000.00000000
        PA
        USD
        287925.92000000
        0.002537241868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
          
          
        
        234281.00000000
        NS
        
        14028748.22000000
        0.123623213045
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
          
        
        765000.00000000
        PA
        USD
        608806.25000000
        0.005364882423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAS2
        
          
          
        
        65000.00000000
        PA
        USD
        54513.06000000
        0.000480376404
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2062-03-15
          Fixed
          5.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -476.36000000
        -0.00000419774
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2032-03-15
            0.00000000
            USD
            0.00000000
            USD
            -370000.00000000
            EUR
            -476.36000000
          
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
          
        
        31500.00000000
        NS
        USD
        2182950.00000000
        0.019236448518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        225000.00000000
        PA
        
        174458.93000000
        0.001537355516
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2053-06-22
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
          
          
        
        56255.00000000
        NS
        
        2472589.31000000
        0.021788789010
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
          
        
        147000.00000000
        PA
        USD
        141239.80000000
        0.001244624082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17190.41000000
        0.000151484201
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -6865791514.00000000
            IDR
            474911.22000000
            USD
            2022-09-21
            17190.41000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6951.32000000
        -0.00006125596
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -8120.93000000
          
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
          
        
        511300.00000000
        NS
        USD
        19127733.00000000
        0.168556151600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL-CAP GROWTH
        V7EISZENYUUBRRNZ9C08
        AST SMALL-CAP GROWTH PORTFOLIO
        000000000
        
          
        
        1450799.89010000
        NS
        USD
        83101817.70000000
        0.732304376189
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAC9
        
          
          
        
        100000.00000000
        PA
        
        85033.46000000
        0.000749326267
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-09-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
          
        
        14400.00000000
        NS
        USD
        493056.00000000
        0.004344875677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        -98880.12000000
        -0.00087134489
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-17
            0.00000000
            USD
            0.00000000
            USD
            28000000.00000000
            THB
            -98880.12000000
          
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
          
        
        6000.00000000
        NS
        USD
        2808420.00000000
        0.024748174144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM IX Ltd
        67109KBC7
        
          
        
        7500000.00000000
        PA
        USD
        7341079.50000000
        0.064690578288
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.16271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        165000.00000000
        PA
        USD
        140151.30000000
        0.001235032074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2019-B
        55316EAE2
        
          
        
        195000.00000000
        PA
        USD
        183832.43000000
        0.001619956057
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-11-12
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
          
        
        24800.00000000
        NS
        USD
        2823976.00000000
        0.024885255705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
          
        
        270000.00000000
        PA
        USD
        227040.16000000
        0.002000708376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2MV1
        
          
        
        18333.62400000
        PA
        USD
        19421.28000000
        0.000171142927
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS COMISION FEDERAL DE ELECTRICIDAD CFE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -380.08000000
        -0.00000334931
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                Comision Federal de Electricidad
                COMISION FEDERAL DE ELEC
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            547.34000000
            USD
            0.00000000
            USD
            230000.00000000
            USD
            -927.42000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAB3
        
          
          
        
        300000.00000000
        PA
        USD
        204169.62000000
        0.001799170106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        288700000.00000000
        PA
        
        1991916.46000000
        0.017553035312
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2047-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kirin Holdings Co Ltd
        353800GBVL72LLMTYM96
        Kirin Holdings Co Ltd
        497350108
        
          
          
          
        
        85800.00000000
        NS
        
        1350793.07000000
        0.011903369912
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
          
          
        
        40502.00000000
        NS
        
        2525485.12000000
        0.022254913990
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        MONTREAL EXCHANGE 5 YEAR CANADIAN BOND
        000000000
        
          
          
        
        8.00000000
        NC
        
        2337.70000000
        0.000020600126
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2022-09-20
            709174.46000000
            USD
            2337.70000000
          
        
        
          N
          N
          N
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        Nokia Oyj
        000000000
        
          
          
          
        
        1067904.00000000
        NS
        
        4950640.47000000
        0.043625708576
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        JEFFERIES GRP LLC / CAP
        N/A
        Jefferies Group LLC / Jefferies Group Capital Finance Inc
        47233JGT9
        
          
          
        
        750000.00000000
        PA
        USD
        577216.96000000
        0.005086513358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        7365.45000000
        0.000064905334
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            6828.24000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -2414.56000000
        -0.00002127742
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-21
            15215.09000000
            USD
            0.00000000
            USD
            -1024000.00000000
            CAD
            -17629.65000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7447.65000000
        -0.00006562969
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -163738.74000000
            USD
            59310756.00000000
            HUF
            2022-07-19
            -7447.65000000
          
        
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
          
        
        1200.00000000
        NS
        USD
        450132.00000000
        0.003966623626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccio
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        000000000
        
          
          
          
        
        19480.00000000
        NS
        
        472769.97000000
        0.004166112457
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        WH Group Ltd
        000000000
        
          
          
          
        
        2429000.00000000
        NS
        
        1902282.67000000
        0.016763170319
        Long
        EC
        CORP
        HK
        Y
        
        2
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        345000.00000000
        PA
        
        306161.62000000
        0.002697937305
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2031-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        22863.81000000
        0.000201478963
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -886977.35000000
            USD
            15225000.00000000
            TRY
            2022-07-07
            22863.81000000
          
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
          
        
        45773.00000000
        NS
        USD
        5990312.51000000
        0.052787438196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWF ESCROW ISSUER CORP
        N/A
        SWF Escrow Issuer Corp
        78500AAA6
        
          
          
        
        500000.00000000
        PA
        USD
        349231.58000000
        0.003077475576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
          
        
        127000.00000000
        PA
        USD
        89390.62000000
        0.000787722146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
          
        
        450000.00000000
        PA
        USD
        346018.38000000
        0.003049160426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAB4
        
          
          
        
        650000.00000000
        PA
        USD
        540205.30000000
        0.004760361640
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories Int
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864107
        
          
          
        
        1500.00000000
        NS
        USD
        320955.00000000
        0.002828298556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-UBS12
        61691EBA2
        
          
        
        140000.00000000
        PA
        USD
        136244.19000000
        0.001200602096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        129128.03000000
        0.001137893539
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            129128.03000000
          
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
          
          
        
        229708.00000000
        NS
        
        4067005.89000000
        0.035839002005
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
          
          
        
        8617.00000000
        NS
        
        527644.15000000
        0.004649671099
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        250100.00000000
        NS
        USD
        11334532.00000000
        0.099881417944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918K108
        
          
          
        
        2000.00000000
        NS
        USD
        159920.00000000
        0.001409236513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS REPUBLIC OF ESTONIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        2950.73000000
        0.000026002228
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                REPUBLIC OF ESTONIA
                Estonia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            1610.46000000
            USD
            0.00000000
            USD
            190000.00000000
            USD
            1340.27000000
          
        
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
          
          
        
        796400.00000000
        NS
        
        8593535.09000000
        0.075727385122
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc
        549300YKWOC0AOR16R51
        Albertsons Cos Inc
        013091103
        
          
          
        
        202200.00000000
        NS
        USD
        5402784.00000000
        0.047610058074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        -54156.98000000
        -0.00047723857
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            -77.02000000
            USD
            5400000.00000000
            MYR
            -54079.96000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CU77
        
          
        
        199773.81200000
        PA
        USD
        195238.36000000
        0.001720466644
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monolithic Power Systems Inc
        529900TB7O85LSZ1XU31
        Monolithic Power Systems Inc
        609839105
        
          
          
        
        1240.00000000
        NS
        USD
        476209.60000000
        0.004196422938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UGI INTERNATIONAL LLC
        5493001JFF8MQO00ZQ21
        UGI International LLC
        000000000
        
          
          
        
        475000.00000000
        PA
        
        370839.85000000
        0.003267890553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        Manulife Financial Corp
        56501R106
        
          
          
          
        
        114487.00000000
        NS
        
        1985200.31000000
        0.017493851697
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        390517.86000000
        0.003441295819
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            389348.25000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CMG6
        
          
        
        143330.57000000
        PA
        USD
        143728.21000000
        0.001266552285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XHHV2
        
          
        
        370956.39000000
        PA
        USD
        334670.26000000
        0.002949159269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDRV0
        
          
        
        430454.17000000
        PA
        USD
        389599.08000000
        0.003433199406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        000000000
        
          
          
          
        
        41916.00000000
        NS
        
        1057930.12000000
        0.009322622272
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mineral Resources Ltd
        5299007V1ACKFFX2P066
        Mineral Resources Ltd
        000000000
        
          
          
          
        
        13713.00000000
        NS
        
        455470.62000000
        0.004013668262
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KP2
        
          
          
        
        7655000.00000000
        PA
        USD
        3892089.06000000
        0.034297611412
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DX3
        
          
          
        
        25000.00000000
        PA
        USD
        21506.41000000
        0.000189517372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        61690KAD4
        
          
        
        86445.21000000
        PA
        USD
        85819.40000000
        0.000756252076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          2.65500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53618.90000000
        -0.00047249694
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -7357026.54000000
            USD
            5999364.38000000
            GBP
            2022-07-05
            -53618.90000000
          
        
        
          N
          N
          N
        
      
      
        Ace Securities Corp.
        N/A
        ACE Securities Corp Home Equity Loan Trust Series 2004-IN1
        004421FD0
        
          
        
        18381.12000000
        PA
        USD
        17131.19000000
        0.000150962346
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
          
          
        
        13145.00000000
        NS
        
        793088.08000000
        0.006988798654
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc
        98980L101
        
          
          
        
        47800.00000000
        NS
        USD
        5160966.00000000
        0.045479125388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAB6
        
          
          
        
        205000.00000000
        PA
        USD
        162724.31000000
        0.001433948469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -17740000.00000000
        OU
        Other
        USD
        -37023.32000000
        -0.00032625446
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -17740000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            496.78000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        164409.26000000
        0.001448796475
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8578662000.00000000
            KRW
            6820700.94000000
            USD
            2022-07-07
            164409.26000000
          
        
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communit
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities Inc
        59522J103
        
          
          
        
        3300.00000000
        NS
        USD
        576411.00000000
        0.005079411130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7058.36000000
        -0.00006219921
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            -7595.57000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PCR1
        
          
          
        
        34000.00000000
        PA
        USD
        34277.89000000
        0.000302061369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
          
        
        9100.00000000
        NS
        USD
        1548092.00000000
        0.013641994576
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
          
        
        200000.00000000
        PA
        USD
        169584.39000000
        0.001494400415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JIANGSU YANGHE BREWERY JOINT-STOCK CO LTD
        655600IQ7FXTTBKI8H68
        JIANGSU YANGHE BREWERY JOINT-STOCK CO LTD
        000000000
        
          
          
          
        
        13900.00000000
        NS
        
        380676.18000000
        0.003354569614
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Gerdau SA
        254900YDV6SEQQPZVG24
        Gerdau SA
        000000000
        
          
          
          
        
        66700.00000000
        NS
        
        285359.18000000
        0.002514623411
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        670100205
        
          
          
        
        23869.00000000
        NS
        USD
        2659722.67000000
        0.023437833306
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        NATIONAL GRID GAS PLC
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas PLC
        000000000
        
          
          
        
        300000.00000000
        PA
        
        265500.01000000
        0.002339621738
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        20000.00000000
        PA
        
        15512.99000000
        0.000136702550
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAM9
        
          
          
        
        259000.00000000
        PA
        USD
        251687.98000000
        0.002217908275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
          
          
        
        226797.00000000
        NS
        
        19167333.00000000
        0.168905112117
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -221499.02000000
        -0.00195187910
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-07-08
            30373.56000000
            USD
            0.00000000
            USD
            233000000.00000000
            JPY
            -251872.58000000
          
        
        
          N
          N
          N
        
      
      
        ICBC
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd
        000000000
        
          
          
          
        
        620000.00000000
        NS
        
        368131.60000000
        0.003244025090
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
          
        
        6700.00000000
        NS
        USD
        1706289.00000000
        0.015036047782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        223.29000000
        0.000001967661
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -7980000.00000000
            PHP
            144980.20000000
            USD
            2022-08-05
            223.29000000
          
        
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities
        N/A
        Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1
        03072SNR2
        
          
          
        
        4808.11000000
        PA
        USD
        4527.41000000
        0.000039896144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Floating
          2.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
          
        
        5744407.00000000
        NS
        
        10765559.93000000
        0.094867559664
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -35895.80000000
        -0.00031631860
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-04-08
            0.00000000
            USD
            -24105.44000000
            USD
            3300000.00000000
            DKK
            -11790.36000000
          
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAU9
        
          
          
        
        750000.00000000
        PA
        USD
        637614.13000000
        0.005618741330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3541.24000000
        0.000031205882
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2680000.00000000
            ZAR
            168159.10000000
            USD
            2022-07-07
            3541.24000000
          
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
          
        
        3300.00000000
        NS
        USD
        311256.00000000
        0.002742829666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCH LIMITED
        F226TOH6YD6XJB17KS62
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        119571.72000000
        0.001053682052
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              LCH LIMITED
              F226TOH6YD6XJB17KS62
            
            Y
            
              
                
              
            
            
            2042-05-08
            34204.18000000
            USD
            0.00000000
            USD
            -625000.00000000
            GBP
            85367.54000000
          
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
          
        
        17770.00000000
        NS
        USD
        5989556.20000000
        0.052780773490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Howden Joinery Group PLC
        213800KC1LJOJTY3JP45
        Howden Joinery Group PLC
        000000000
        
          
          
          
        
        127470.00000000
        NS
        
        934762.88000000
        0.008237256015
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
          
        
        451580.00000000
        NS
        USD
        21418439.40000000
        0.188742163984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
          
          
        
        211124.00000000
        NS
        
        4721828.88000000
        0.041609390120
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
          
        
        560000.00000000
        PA
        USD
        514876.52000000
        0.004537161030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CR7
        
          
          
        
        71000.00000000
        PA
        USD
        66712.61000000
        0.000587880477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7233.96000000
        -0.00006374662
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -315520.15000000
            USD
            293816.79000000
            EUR
            2022-07-19
            -7233.96000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        440000.00000000
        PA
        USD
        380600.00000000
        0.003353898305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
          
        
        14428.00000000
        NS
        USD
        3556934.84000000
        0.031344187422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
          
        
        153275.00000000
        NS
        USD
        12968597.75000000
        0.114281024750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -159092.50000000
        -0.00140194447
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2050-12-03
            156425.73000000
            USD
            0.00000000
            USD
            1430000.00000000
            CAD
            -315518.23000000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
          
        
        200000.00000000
        PA
        USD
        191131.73000000
        0.001684278469
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
          
          
        
        23091.00000000
        NS
        
        10032088.79000000
        0.088404113490
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
          
        
        3400.00000000
        NS
        USD
        452132.00000000
        0.003984247894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        NEXI SPA
        5493000P70CQRQG8SN85
        Nexi SpA
        000000000
        
          
          
        
        2630000.00000000
        PA
        
        1918305.48000000
        0.016904365473
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-04-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        20000.00000000
        PA
        
        17118.21000000
        0.000150847965
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARIAN DEVELOPMENT BA
        549300KCFVCFTUJZYT59
        MFB Magyar Fejlesztesi Bank Zrt
        000000000
        
          
          
        
        400000.00000000
        PA
        
        396506.55000000
        0.003494068960
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -69652.69000000
        -0.00061378885
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2839670.08000000
            USD
            4013000.00000000
            AUD
            2022-07-07
            -69652.69000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        176.30000000
        0.000001553579
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2050000.00000000
            CNY
            306473.32000000
            USD
            2022-07-07
            176.30000000
          
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        8884.00000000
        NS
        USD
        5251598.92000000
        0.046277794849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        10798.84000000
        0.000095160828
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-07-08
            8529.41000000
            USD
            0.00000000
            USD
            -110000000.00000000
            JPY
            2269.43000000
          
        
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
          
        
        3700.00000000
        NS
        USD
        395937.00000000
        0.003489050009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GD0
        
          
          
        
        32000.00000000
        PA
        USD
        21480.81000000
        0.000189291782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        32SXKSJ72K64GM3HOU64
        Ventas Realty LP
        92277GAN7
        
          
          
        
        650000.00000000
        PA
        USD
        623057.19000000
        0.005490463620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
        69527AAA4
        
          
          
        
        250000.00000000
        PA
        USD
        212542.51000000
        0.001872953137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7737.59000000
        0.000068184682
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -19446271000.00000000
            IDR
            1307136.59000000
            USD
            2022-08-05
            7737.59000000
          
        
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        000000000
        
          
          
          
        
        2398791.00000000
        NS
        
        5974548.28000000
        0.052648521684
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
          
          
        
        43758.00000000
        NS
        
        3902014.56000000
        0.034385076251
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAB6
        
          
          
        
        195000.00000000
        PA
        USD
        163215.71000000
        0.001438278752
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        928856301
        
          
          
          
        
        27200.00000000
        NS
        
        422531.94000000
        0.003723408191
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        12686CBB4
        
          
          
        
        150000.00000000
        PA
        USD
        149695.51000000
        0.001319136934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
          
          
        
        92731.00000000
        NS
        
        10527479.42000000
        0.092769562241
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F032682
        
          
        
        7000000.00000000
        PA
        USD
        6722708.58000000
        0.059241410708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
          
        
        24340000.00000000
        PA
        USD
        19327481.25000000
        0.170316360000
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        514000.00000000
        PA
        
        610109.18000000
        0.005376364017
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2027-06-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBH7
        
          
          
        
        585000.00000000
        PA
        USD
        466320.26000000
        0.004109276746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        000000000
        
          
          
        
        650000.00000000
        PA
        
        727012.19000000
        0.006406529038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        TRY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -15481.42000000
        -0.00013642435
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -8754000.00000000
            TRY
            507654.84000000
            USD
            2022-07-07
            -15481.42000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
          
        
        180000.00000000
        PA
        USD
        136506.04000000
        0.001202909554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVI STRAUSS & CO
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736RBJ0
        
          
          
        
        185000.00000000
        PA
        USD
        151623.66000000
        0.001336128051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        220000.00000000
        PA
        USD
        154305.06000000
        0.001359756908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        Tractor Supply Co
        892356106
        
          
          
        
        3200.00000000
        NS
        USD
        620320.00000000
        0.005466343134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BBY0
        
          
          
        
        26708.25000000
        PA
        USD
        27562.56000000
        0.000242884979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAS5
        
          
          
        
        225000.00000000
        PA
        USD
        205746.16000000
        0.001813062788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEY6
        
          
          
        
        373000.00000000
        PA
        
        316805.11000000
        0.002791729168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-19
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -66708.94000000
        -0.00058784813
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2029-06-20
            0.00000000
            USD
            -8850.59000000
            USD
            1800000.00000000
            USD
            -57858.35000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME BRITISH POUND CURRENCY
        000000000
        
          
          
        
        -50.00000000
        NC
        USD
        129891.50000000
        0.001144621339
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                BRITISH POUND CURRENCY
                BRITISH POUND CURRENCY
                
                  
                  
                
              
            
            2022-09-19
            -3942079.00000000
            USD
            129891.50000000
          
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556H206
        
          
          
        
        18200.00000000
        NS
        USD
        449176.00000000
        0.003958199225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CJ3
        
          
          
        
        90000.00000000
        PA
        USD
        82890.37000000
        0.000730441070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        356784.95000000
        0.003144036887
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2041-09-17
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C16
        90276YAD5
        
          
        
        280000.00000000
        PA
        USD
        259101.78000000
        0.002283239676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.34360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        130228.08000000
        0.001147587327
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            130228.08000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1982.44000000
        -0.00001746952
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -494000.00000000
            USD
            2210872.30000000
            PLN
            2022-07-19
            -1982.44000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087K37
        
          
          
        
        45000.00000000
        PA
        
        30228.88000000
        0.000266380949
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
          
          
        
        95285.00000000
        NS
        
        994947.94000000
        0.008767614845
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        MercadoLibre Inc
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733R102
        
          
          
        
        4087.00000000
        NS
        USD
        2602887.69000000
        0.022936995830
        Long
        EC
        CORP
        AR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -101593.86000000
        -0.00089525873
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -9622679.12000000
            USD
            7819082.61000000
            GBP
            2022-07-19
            -101593.86000000
          
        
        
          N
          N
          N
        
      
      
        Fidelity Grand Harbour CLO
        635400KPYNGCFZ6MDR25
        Fidelity Grand Harbour CLO 2021-1 DAC
        000000000
        
          
        
        4250000.00000000
        PA
        
        4190363.78000000
        0.036926048296
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-10-15
          Floating
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        259000.00000000
        PA
        
        188071.36000000
        0.001657310077
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2045-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        748149AN1
        
          
          
        
        464000.00000000
        PA
        USD
        452294.64000000
        0.003985681100
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Nielsen Holdings PLC
        549300ZVCBHQE0XHG367
        Nielsen Holdings PLC
        000000000
        
          
          
          
        
        10800.00000000
        NS
        USD
        250776.00000000
        0.002209871785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -18531.19000000
        -0.00016329933
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-09-21
            332.60000000
            USD
            0.00000000
            USD
            3852000.00000000
            SEK
            -18863.79000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LW9
        
          
          
        
        2434999.99999800
        PA
        USD
        2316730.83000000
        0.020415343156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
          
        
        1500.00000000
        NS
        USD
        186135.00000000
        0.001640246613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corp of America
        695156109
        
          
          
        
        2700.00000000
        NS
        USD
        371250.00000000
        0.003271504850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        3549.21000000
        0.000031276115
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -1370000.00000000
            USD
            3549.21000000
          
        
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
          
          
        
        5956.00000000
        NS
        
        3172301.05000000
        0.027954742817
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
          
        
        77842.00000000
        NS
        USD
        10355321.26000000
        0.091252481418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        186441.00000000
        NS
        USD
        21934783.65000000
        0.193292258848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -493.32000000
        -0.00000434720
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -253857.05000000
            USD
            352000.00000000
            SGD
            2022-07-07
            -493.32000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        123764.38000000
        0.001090628335
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                GAZPROM (GAZ CAPITAL SA)
                Gazprom PJSC Via Gaz Capital SA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2022-09-20
            59890.91000000
            USD
            0.00000000
            USD
            -400000.00000000
            USD
            63873.47000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3250.93000000
        0.000028647631
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1454064.06000000
            USD
            1875857.31000000
            CAD
            2022-07-19
            3250.93000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
          
        
        281999.99999900
        PA
        USD
        274518.03000000
        0.002419089741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
          
          
        
        33571.00000000
        NS
        
        1445628.63000000
        0.012739073601
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
          
        
        787000.00000000
        PA
        USD
        672101.94000000
        0.005922652542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        85000.00000000
        PA
        USD
        78158.23000000
        0.000688740817
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
          
        
        1985000.00000000
        PA
        
        558717.02000000
        0.004923489402
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2027-03-31
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBFT2
        
          
        
        340518.89000000
        PA
        USD
        321186.39000000
        0.002830337596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
          
        
        20237000.00000000
        PA
        USD
        15389606.10000000
        0.135615275414
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
          
        
        128764.00000000
        NS
        USD
        10025565.04000000
        0.088346625329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
          
        
        90000.00000000
        PA
        USD
        75213.02000000
        0.000662787231
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        204897.99000000
        0.001805588600
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-09-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        1898930.12000000
        0.016733627199
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-12-01
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R04
        20753YAF9
        
          
        
        80000.00000000
        PA
        USD
        74594.34000000
        0.000657335340
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          6.17566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC31
        17323YAC3
        
          
        
        575085.08000000
        PA
        USD
        559311.99000000
        0.004928732358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-10
          Fixed
          3.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932RAJ3
        
          
          
        
        1006177.74000000
        PA
        USD
        929205.14000000
        0.008188280464
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          5.39160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2004-OPT2
        57643LEV4
        
          
        
        15456.22000000
        PA
        USD
        14486.16000000
        0.000127653987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          2.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
          
          
        
        187112.00000000
        NS
        
        5888363.92000000
        0.051889053531
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WK6B6
        
          
        
        90334.40300000
        PA
        USD
        89535.98000000
        0.000789003078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION
        549300AINIIPOLYX2R63
        FirstEnergy Transmission LLC
        33767BAA7
        
          
          
        
        55000.00000000
        PA
        USD
        50992.95000000
        0.000449356722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp
        012653101
        
          
          
        
        3300.00000000
        NS
        USD
        689634.00000000
        0.006077147409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK6
        060352AE1
        
          
        
        85000.00000000
        PA
        USD
        82055.03000000
        0.000723079942
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Church & Dwight Co Inc
        POOXSI30AWAQGYJZC921
        Church & Dwight Co Inc
        171340102
        
          
          
        
        7100.00000000
        NS
        USD
        657886.00000000
        0.005797379770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
          
        
        100000.00000000
        PA
        USD
        90593.75000000
        0.000798324289
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABR5
        
          
          
        
        35000.00000000
        PA
        USD
        31527.35000000
        0.000277823241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2511.07000000
        -0.00002212788
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -445000.00000000
            CAD
            343214.79000000
            USD
            2022-07-07
            -2511.07000000
          
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
          
        
        520000.00000000
        PA
        USD
        431368.24000000
        0.003801274853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
          
        
        1600.00000000
        NS
        USD
        244864.00000000
        0.002157774447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
          
        
        33178.00000000
        NS
        USD
        8023435.74000000
        0.070703593099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
          
        
        42696.00000000
        NS
        USD
        10505350.80000000
        0.092574561870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21714.23000000
        -0.00019134871
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1565313.79000000
            USD
            25130000.00000000
            ZAR
            2022-07-07
            -21714.23000000
          
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
          
        
        78098.00000000
        NS
        USD
        7492722.12000000
        0.066026873417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Magna International Inc
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        559222401
        
          
          
        
        4236.00000000
        NS
        USD
        232556.40000000
        0.002049318223
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -417708.57000000
        -0.00368090400
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-08-12
            0.00000000
            USD
            0.00000000
            USD
            9062000000.00000000
            COP
            -417708.57000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -401995.86000000
        -0.00354244149
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-02-17
            0.00000000
            USD
            0.00000000
            USD
            1390000.00000000
            EUR
            -401995.86000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1160.40000000
        0.000010225600
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            -593.99000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YE4
        
          
          
        
        7205000.00000000
        PA
        USD
        6941004.33000000
        0.061165062169
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        8086.17000000
        0.000071256415
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            805.80000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            7280.37000000
          
        
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
          
        
        1600.00000000
        NS
        USD
        529568.00000000
        0.004666624324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
        432891AK5
        
          
          
        
        50000.00000000
        PA
        USD
        47112.02000000
        0.000415157446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        17740000.00000000
        OU
        Other
        USD
        0.00000000
        0.000000
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            17740000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -177.40000000
          
        
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        751212101
        
          
          
        
        52094.00000000
        NS
        USD
        4670227.10000000
        0.041154668306
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        358763.42000000
        0.003161471430
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -20132000.00000000
            NZD
            12931922.17000000
            USD
            2022-07-07
            358763.42000000
          
        
        
          N
          N
          N
        
      
      
        CP COMBOIOS DE PORTUGAL
        549300VXFS1QY0HKKT27
        CP - Comboios de Portugal EPE
        000000000
        
          
          
        
        700000.00000000
        PA
        
        877670.13000000
        0.007734147035
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2030-03-05
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        34100.00000000
        NS
        USD
        7730811.00000000
        0.068124944597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        113000.00000000
        PA
        
        96198.97000000
        0.000847718240
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2050-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
          
        
        108800.00000000
        NS
        USD
        4551104.00000000
        0.040104939554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
          
        
        124432.00000000
        NS
        USD
        7861613.76000000
        0.069277596082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2000.88000000
        0.000017632023
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -150576000.00000000
            COP
            38225.99000000
            USD
            2022-07-07
            2000.88000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        1310000.00000000
        PA
        
        1352695.40000000
        0.011920133499
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2023-11-09
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
          
        
        1984000.00000000
        PA
        USD
        1428480.00000000
        0.012587957571
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
          
        
        715000.00000000
        PA
        USD
        625698.69000000
        0.005513740872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
          
        
        189800.00000000
        NS
        USD
        7908966.00000000
        0.069694870379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030107
        
          
          
        
        8000.00000000
        NS
        USD
        244160.00000000
        0.002151570704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
          
        
        241500.00000000
        NS
        USD
        2410170.00000000
        0.021238741669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B&M European Value Retail SA
        213800UK7ZRLY2K1X530
        B&M European Value Retail SA
        000000000
        
          
          
          
        
        142926.00000000
        NS
        
        637645.13000000
        0.005619014506
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CYF5
        
          
        
        53843.56000000
        PA
        USD
        53202.33000000
        0.000468826075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
          
        
        660853.00000000
        NS
        USD
        25885612.01000000
        0.228107488860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
          
        
        332000.00000000
        PA
        USD
        236655.91000000
        0.002085443656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        000000000
        
          
          
        
        3003000.00000000
        PA
        
        3284148.19000000
        0.028940354834
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
          
          
        
        1300.00000000
        NS
        USD
        364364.00000000
        0.003210824493
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT
        549300237GPHG2AI7C34
        New Zealand Government Bond
        000000000
        
          
          
        
        355000.00000000
        PA
        
        189503.83000000
        0.001669933195
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617U2BL3
        
          
        
        267193.13000000
        PA
        USD
        235595.06000000
        0.002076095303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
          
        
        4040.00000000
        NS
        USD
        5281330.40000000
        0.046539792643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        000000000
        
          
          
          
        
        20596.00000000
        NS
        
        455428.98000000
        0.004013301325
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Park Avenue Institutional Advi
        N/A
        Park Avenue Institutional Advisers CLO Ltd 2019-2
        70018AAJ9
        
          
        
        6000000.00000000
        PA
        USD
        5763613.20000000
        0.050789733435
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.22429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2021-2
        96042RAD0
        
          
        
        245000.00000000
        PA
        USD
        236110.40000000
        0.002080636548
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA2
        35564KGR4
        
          
        
        105000.00000000
        PA
        USD
        82617.59000000
        0.000728037296
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          4.07566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDISH GOVERNMENT
        ERE94C0BSULG2RM19605
        Sweden Government Bond
        000000000
        
          
          
        
        5860000.00000000
        PA
        
        497989.38000000
        0.004388349284
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2031-05-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
          
        
        16483.00000000
        NS
        USD
        3963831.84000000
        0.034929818423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18021.00000000
        0.000158803471
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -105132000.00000000
            INR
            1348485.82000000
            USD
            2022-07-07
            18021.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        650000.00000000
        PA
        
        605977.76000000
        0.005339957389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO IX
        N/A
        Ocean Trails CLO IX
        67515XAN4
        
          
        
        4000000.00000000
        PA
        USD
        3852208.80000000
        0.033946181206
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.26429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC42
        36257UAK3
        
          
        
        625000.00000000
        PA
        USD
        562480.06000000
        0.004956649816
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-01
          Fixed
          2.74880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp
        565849106
        
          
          
        
        53700.00000000
        NS
        USD
        1207176.00000000
        0.010637797007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
          
        
        35000.00000000
        PA
        USD
        34829.90000000
        0.000306925755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGION OF LAZIO
        81560007498E8B065B77
        Region of Lazio Italy
        000000000
        
          
          
        
        351613.20000000
        PA
        
        332659.86000000
        0.002931443354
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2043-03-31
          Fixed
          3.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
          
        
        45979.00000000
        NS
        USD
        5257238.86000000
        0.046327494757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE3H0
        
          
        
        39531.36000000
        PA
        USD
        38774.48000000
        0.000341685924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ70
        
          
        
        51913.80000000
        PA
        USD
        52137.65000000
        0.000459443972
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          3.77357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
          
          
        
        1000.00000000
        NS
        
        523240.55000000
        0.004610865985
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        OneMain Financial Issuance Trust 2020-2
        682696AA7
        
          
          
        
        300000.00000000
        PA
        USD
        267145.47000000
        0.002354121752
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-14
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        45217.65000000
        0.000398464003
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-07-08
            29606.60000000
            USD
            0.00000000
            USD
            -145000000.00000000
            JPY
            15611.05000000
          
        
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
          
        
        3700.00000000
        NS
        USD
        302956.00000000
        0.002669688951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PM4
        
          
        
        6235000.00000000
        PA
        USD
        2732927.13000000
        0.024082920837
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Corp International/US
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565104
        
          
          
        
        91148.00000000
        NS
        USD
        6300149.76000000
        0.055517765646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
          
        
        292656.00000000
        NS
        USD
        10907289.12000000
        0.096116496317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12628.78000000
        0.000111286505
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -30329324.00000000
            BRL
            5799105.93000000
            USD
            2022-07-05
            12628.78000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJU7
        
          
          
        
        617000.00000000
        PA
        
        606919.58000000
        0.005348256833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-19
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2065.40000000
        -0.00001820058
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1026000.00000000
            USD
            1421769.24000000
            SGD
            2022-09-21
            -2065.40000000
          
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        Ford Credit Auto Owner Trust 2020-REV2
        34532JAB0
        
          
        
        125000.00000000
        PA
        USD
        111823.38000000
        0.000985402639
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
          
        
        1912000.00000000
        PA
        
        355402.05000000
        0.003131850586
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2026-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GungHo Online Entertainment In
        529900TH7FB4RV6F5S47
        GungHo Online Entertainment Inc
        000000000
        
          
          
          
        
        56700.00000000
        NS
        
        999846.82000000
        0.008810784433
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        944000.00000000
        PA
        
        633421.22000000
        0.005581792844
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2052-05-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96949LAD7
        
          
          
        
        155000.00000000
        PA
        USD
        148223.81000000
        0.001306168116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAG0
        
          
          
        
        50000.00000000
        PA
        USD
        47641.76000000
        0.000419825586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -856.55000000
        -0.00000754803
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-07-08
            0.00000000
            USD
            -547.78000000
            USD
            40000000.00000000
            JPY
            -308.77000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        107073.92000000
        0.000943549760
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3415000.00000000
            AUD
            2464315.23000000
            USD
            2022-07-07
            107073.92000000
          
        
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Value ETF
        549300KLSYN5NN4YNM90
        iShares Russell 1000 Value ETF
        464287598
        
          
          
        
        191500.00000000
        NS
        USD
        27761755.00000000
        0.244640312809
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -42351.25000000
        -0.00037320490
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-20
            0.00000000
            USD
            -298.62000000
            USD
            83820000.00000000
            CNY
            -42052.63000000
          
        
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
          
        
        84800.00000000
        NS
        USD
        4925184.00000000
        0.043401382744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -126333.33000000
        -0.00111326626
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6374816.01000000
            USD
            10005000.00000000
            NZD
            2022-07-07
            -126333.33000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -200724.75000000
        -0.00176881344
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -4895404.99000000
            USD
            76430000.00000000
            ZAR
            2022-07-07
            -200724.75000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SW9
        
          
          
        
        5490000.00000000
        PA
        USD
        4305360.94000000
        0.037939418711
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8501.88000000
        0.000074919708
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -9960000.00000000
            CZK
            429973.06000000
            USD
            2022-07-07
            8501.88000000
          
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
          
        
        78341.00000000
        NS
        USD
        10655159.41000000
        0.093894695457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CarMax Inc
        N/A
        CarMax Inc
        143130102
        
          
          
        
        4700.00000000
        NS
        USD
        425256.00000000
        0.003747412973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -690799.98000000
        -0.00608742218
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-05-08
            603213.54000000
            USD
            0.00000000
            USD
            3240000.00000000
            GBP
            -1294013.52000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292LNZ4
        
          
        
        31841.12000000
        PA
        USD
        32234.35000000
        0.000284053420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        Securitas AB
        000000000
        
          
          
          
        
        41872.00000000
        NS
        
        361646.68000000
        0.003186879104
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884U109
        
          
          
        
        73100.00000000
        NS
        USD
        3430583.00000000
        0.030230758042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KPN3
        
          
        
        90000.00000000
        PA
        USD
        74292.42000000
        0.000654674780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          4.67566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aker BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        000000000
        
          
          
          
        
        9535.00000000
        NS
        
        329122.79000000
        0.002900274218
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Amorepacific Corp
        N/A
        Amorepacific Corp
        000000000
        
          
          
          
        
        4915.00000000
        NS
        
        495447.23000000
        0.004365947517
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        342750000.00000000
        PA
        
        2495749.18000000
        0.021992876894
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        855000.00000000
        PA
        
        763132.25000000
        0.006724823857
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2032-06-22
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2G7
        
          
          
        
        580000.00000000
        PA
        USD
        510104.17000000
        0.004495106441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MM7
        
          
          
        
        3015000.00000000
        PA
        USD
        1419405.47000000
        0.012507991594
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
          
        
        11200.00000000
        NS
        USD
        1038240.00000000
        0.009149110291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        3830000.00000000
        PA
        USD
        3471603.50000000
        0.030592236196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAB7
        
          
          
        
        162000.00000000
        PA
        USD
        118150.24000000
        0.001041155779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-28
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BT8
        
          
          
        
        148000.00000000
        PA
        USD
        149961.04000000
        0.001321476820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
          
          
        
        36805.00000000
        NS
        
        12720378.85000000
        0.112093686473
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AST PGIM Fixed Income Central Fund
        5493004PPIB4NJOLH005
        AST PGIM Fixed Income Central Fund
        000000000
        
          
        
        70953192.71330000
        NS
        USD
        714498650.62000000
        6.296258049604
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
          
        
        19500.00000000
        NS
        USD
        7516860.00000000
        0.066239579657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12083.09000000
        -0.00010647781
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -304389.18000000
            USD
            1120000.00000000
            PEN
            2022-07-07
            -12083.09000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
          
        
        115000.00000000
        PA
        USD
        94995.45000000
        0.000837112661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
          
          
        
        51700.00000000
        NS
        
        8844660.27000000
        0.077940333928
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
          
        
        117615.00000000
        NS
        USD
        12254306.85000000
        0.107986597426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        -2405000.00000000
        NC
        USD
        -5882.74000000
        -0.00005183949
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    JPY CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  JPY
                  N/A
                  USD
                  2022-07-19
                
              
            
            -2405000.00000000
            USD
            131.00000000
            USD
            2022-07-19
            XXXX
            7585.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        0.00000000
        0.000000
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                  
                  
                    MORGAN STANLEY & CO. INTERNATIONAL PLC
                    4PQUHN3JPFGFNF3BB653
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -464.50000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        65991.56000000
        0.000581526487
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -15795000.00000000
            SEK
            1610346.22000000
            USD
            2022-07-07
            65991.56000000
          
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
          
        
        2200.00000000
        NS
        USD
        462242.00000000
        0.004073338572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        156996.01000000
        0.001383469920
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hormel Foods Corp
        MSD54751OJP1FS2ND863
        Hormel Foods Corp
        440452100
        
          
          
        
        8400.00000000
        NS
        USD
        397824.00000000
        0.003505678506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
          
        
        899780.00000000
        NS
        
        14530016.72000000
        0.128040458375
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDA48
        
          
        
        586379.70000000
        PA
        USD
        530464.98000000
        0.004674528632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GBE4
        
          
        
        323182.84000000
        PA
        USD
        320504.66000000
        0.002824330100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.97070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        5 YEAR EURO BOBL
        000000000
        
          
          
        
        -255.00000000
        NC
        
        57974.00000000
        0.000510874672
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2022-09-08
            -33838877.83000000
            USD
            57974.00000000
          
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
          
        
        36877.00000000
        NS
        USD
        15855634.92000000
        0.139721983953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
          
        
        265000.00000000
        PA
        USD
        219983.83000000
        0.001938527048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QJU6
        
          
        
        89741.84000000
        PA
        USD
        94368.61000000
        0.000831588862
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        43512.85000000
        0.000383441076
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -689716454.00000000
            HUF
            1861000.00000000
            USD
            2022-07-19
            43512.85000000
          
        
        
          N
          N
          N
        
      
      
        TCW CLO 2021-2, Ltd.
        N/A
        TCW CLO 2021-2 Ltd
        87190MAC2
        
          
        
        2128000.00000000
        PA
        USD
        2049749.61000000
        0.018062668796
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          2.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelixis Inc
        254900PJQB59O2O95R37
        Exelixis Inc
        30161Q104
        
          
          
        
        351600.00000000
        NS
        USD
        7320312.00000000
        0.064507572289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -162458.72000000
        -0.00143160805
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2003399.54000000
            USD
            7749650252.00000000
            COP
            2022-09-21
            -162458.72000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-MINI RUSSELL 2000 INDEX
        000000000
        
          
          
        
        735.00000000
        NC
        USD
        -279551.22000000
        -0.00246344288
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            63048551.22000000
            USD
            -279551.22000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        130432.37000000
        0.001149387558
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1195000.00000000
            USD
            130432.37000000
          
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
          
        
        22700.00000000
        NS
        USD
        7404967.00000000
        0.065253563516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418WPP9
        
          
        
        30726.96400000
        PA
        USD
        31276.83000000
        0.000275615625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        459999.99999900
        PA
        USD
        379296.34000000
        0.003342410278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
          
        
        1810000.00000000
        PA
        USD
        942361.57000000
        0.008304216691
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -11450000.00000000
        OU
        Other
        USD
        -2491.11000000
        -0.00002195199
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    DE
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -11450000.00000000
            USD
            80.00000000
            USD
            2022-08-17
            XXXX
            22801.94000000
          
        
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
          
        
        1540.00000000
        NS
        USD
        452683.00000000
        0.003989103380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DoorDash Inc
        549300NUQ43FGGSK5051
        DoorDash Inc
        25809K105
        
          
          
        
        12600.00000000
        NS
        USD
        808542.00000000
        0.007124980672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
          
        
        7800.00000000
        NS
        USD
        520962.00000000
        0.004590787096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -2193.11000000
        -0.00001932597
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            70.00000000
            USD
            2022-08-17
            XXXX
            37939.69000000
          
        
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
          
        
        5657.00000000
        NS
        USD
        1145203.08000000
        0.010091683314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        STERIS PLC
        000000000
        
          
          
          
        
        2900.00000000
        NS
        USD
        597835.00000000
        0.005268202295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        460300000.00000000
        PA
        
        3382965.86000000
        0.029811149410
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2029-03-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14528.95000000
        0.000128031058
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4010000.00000000
            SEK
            406606.33000000
            USD
            2022-07-07
            14528.95000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -22488.10000000
        -0.00019816815
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -505563.82000000
            USD
            2532000.00000000
            BRL
            2022-07-05
            -22488.10000000
          
        
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
          
          
        
        248900.00000000
        NS
        
        2512879.28000000
        0.022143829635
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236101
        
          
          
        
        7700.00000000
        NS
        USD
        449218.00000000
        0.003958569335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAA2
        
          
        
        315000.00000000
        PA
        USD
        307529.71000000
        0.002709993098
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argent Securities Inc.
        N/A
        Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10
        040104LM1
        
          
          
        
        12456.93000000
        PA
        USD
        12092.03000000
        0.000106556592
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Floating
          2.40357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
          
        
        95400.00000000
        NS
        USD
        16581474.00000000
        0.146118175389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE UK
        549300C654ZPQWG3JF34
        Swiss Re Finance UK PLC
        000000000
        
          
          
        
        500000.00000000
        PA
        
        427236.72000000
        0.003764867344
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-06-04
          Fixed
          2.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307NNZ3
        
          
        
        28872.36000000
        PA
        USD
        28345.71000000
        0.000249786202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201108
        
          
          
        
        215100.00000000
        NS
        USD
        6764895.00000000
        0.059613163106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAG1
        
          
        
        255000.00000000
        PA
        USD
        244315.45000000
        0.002152940551
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AK1
        
          
          
        
        1622000.00000000
        PA
        USD
        1388338.42000000
        0.012234224578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        958000.00000000
        PA
        
        852403.43000000
        0.007511493482
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2036-09-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        000000000
        
          
          
          
        
        3544.00000000
        NS
        
        434662.10000000
        0.003830300790
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corportation Trust 2021-IP
        36262MAG3
        
          
        
        260000.00000000
        PA
        USD
        242463.73000000
        0.002136622945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.42400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
          
          
        
        172879.00000000
        NS
        
        7440466.36000000
        0.065566388643
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -44609.78000000
        -0.00039310737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2481246.79000000
            USD
            72440000.00000000
            TWD
            2022-07-07
            -44609.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NDUEEGFL INDEX
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7759067.97000000
        -0.06837394881
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NDUEEGFL INDEX
                NDUEEGFL INDEX
                
                  
                  
                
              
            
            Y
            
            
              
                
              
            
            2022-07-21
            0.00000000
            USD
            0.00000000
            USD
            41159119.16000000
            USD
            -7759067.97000000
          
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
          
        
        1700.00000000
        NS
        USD
        293845.00000000
        0.002589401596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
          
          
        
        8500.00000000
        NS
        
        530502.81000000
        0.004674861995
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE4N6
        
          
        
        33652.24000000
        PA
        USD
        33541.33000000
        0.000295570703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        190549.13000000
        0.001679144519
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
          
        
        8200.00000000
        NS
        USD
        907248.00000000
        0.007994791198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BVRT_21-4F
        N/A
        BVRT_21-4F
        000000000
        
          
        
        420431.79000000
        PA
        USD
        418329.63000000
        0.003686376871
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2026-09-12
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        131076.00000000
        NS
        
        1098079.16000000
        0.009676421004
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BK3
        
          
          
        
        650000.00000000
        PA
        USD
        655755.88000000
        0.005778608867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAJ4
        
          
          
        
        5000.00000000
        PA
        USD
        4767.81000000
        0.000042014581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
          
        
        85000.00000000
        PA
        USD
        72573.25000000
        0.000639525223
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -30634.21000000
        -0.00026995277
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -339711.09000000
            USD
            1620000.00000000
            BRL
            2022-07-05
            -30634.21000000
          
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
          
          
        
        47759.00000000
        NS
        
        3584665.83000000
        0.031588556630
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
          
        
        225000.00000000
        PA
        USD
        212448.79000000
        0.001872127264
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -144339.24000000
        -0.00127193676
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            7312520.00000000
            USD
            -144339.24000000
          
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AY0
        
          
          
        
        235000.00000000
        PA
        USD
        234236.08000000
        0.002064119789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essity AB
        549300G8E6YUVJ1DA153
        Essity AB
        000000000
        
          
          
          
        
        49220.00000000
        NS
        
        1284215.82000000
        0.011316682245
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        806250.97000000
        0.007104791808
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3223.22000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            803027.75000000
          
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAB4
        
          
        
        200000.00000000
        PA
        USD
        186512.54000000
        0.001643573546
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          3.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        USD CALL VERSUS CHF PUT
        000000000
        
          
        
        -2463000.00000000
        NC
        USD
        -405.22000000
        -0.00000357085
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
                    7H6GLXDRUGQFU57RNE97
                    USD CALL VERSUS CHF PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  CHF
                  2022-07-21
                
              
            
            -2463000.00000000
            USD
            1.01000000
            USD
            2022-07-21
            XXXX
            8190.65000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -30926.44000000
        -0.00027252794
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-09-02
            0.00000000
            USD
            0.00000000
            USD
            38000000.00000000
            JPY
            -30926.44000000
          
        
        
          N
          N
          N
        
      
      
        NEDER WATERSCHAPSBANK
        JLP5FSPH9WPSHY3NIM24
        Nederlandse Waterschapsbank NV
        000000000
        
          
          
        
        3799000.00000000
        PA
        
        3722931.78000000
        0.032806974747
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
          
        
        345000.00000000
        PA
        USD
        288979.69000000
        0.002546527831
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-09-15
          Fixed
          2.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BF0
        
          
          
        
        100000.00000000
        PA
        USD
        79431.73000000
        0.000699963070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        42774.02000000
        0.000376930407
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2417.42000000
            USD
            0.00000000
            USD
            -2250000.00000000
            USD
            40356.60000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6031.80000000
        -0.00005315303
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -661512.58000000
            USD
            15490000.00000000
            CZK
            2022-07-07
            -6031.80000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        201830.76000000
        0.001778559758
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -6156862.75000000
            GBP
            7696971.18000000
            USD
            2022-07-05
            201830.76000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        29178.04000000
        0.000257120806
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1904308.00000000
            CAD
            1508595.78000000
            USD
            2022-07-19
            29178.04000000
          
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
          
        
        180000.00000000
        PA
        USD
        161550.03000000
        0.001423600556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morningstar Inc
        529900YGNQPOVAXQ7F29
        Morningstar Inc
        617700109
        
          
          
        
        15900.00000000
        NS
        USD
        3845097.00000000
        0.033883511069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deco
        549300BXZQDWLENUZL17
        Deco 2019-RAM DAC
        000000000
        
          
          
        
        1069645.95000000
        PA
        
        1255265.12000000
        0.011061564789
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2030-08-07
          Floating
          2.56972000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        203000.00000000
        PA
        
        162089.55000000
        0.001428354879
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2037-07-30
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTEL CHILE SA
        529900N4SUIP0URJT330
        Empresa Nacional de Telecomunicaciones SA
        29245VAE5
        
          
          
        
        200000.00000000
        PA
        USD
        160710.99000000
        0.001416206823
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2032-09-14
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp
        963320106
        
          
          
        
        1500.00000000
        NS
        USD
        232305.00000000
        0.002047102853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5286.68000000
        0.000046586934
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -640000.00000000
            PLN
            147966.62000000
            USD
            2022-07-07
            5286.68000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYT1
        
          
          
        
        260045.36000000
        PA
        USD
        246426.99000000
        0.002171547725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPIC
        529900BA5ILEL308WX03
        China Pacific Insurance Group Co Ltd
        000000000
        
          
          
          
        
        670600.00000000
        NS
        
        1640702.45000000
        0.014458090297
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -20947.27000000
        -0.00018459015
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            1535000.00000000
            NOK
            -20947.27000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        2225000000.00000000
        PA
        
        147412.31000000
        0.001299017069
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2042-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        165000.00000000
        PA
        
        186881.58000000
        0.001646825576
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-04-26
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
        
        782000.00000000
        PA
        
        692422.04000000
        0.006101715992
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-11-05
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
        
        52854.16000000
        PA
        USD
        50055.14000000
        0.000441092614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
          
          
        
        688915.00000000
        NS
        
        6944390.63000000
        0.061194902699
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXGL0
        
          
        
        171402.89000000
        PA
        USD
        175102.71000000
        0.001543028592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183V2T0
        
          
        
        20777.13000000
        PA
        USD
        19727.76000000
        0.000173843670
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
          
        
        205000.00000000
        PA
        USD
        178530.22000000
        0.001573232271
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        343.39000000
        0.000003025998
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-21
            389.27000000
            USD
            0.00000000
            USD
            -5000.00000000
            USD
            -45.88000000
          
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2018-CX12 Commercial Mortgage Trust
        12595XAS2
        
          
        
        195000.00000000
        PA
        USD
        190237.28000000
        0.001676396455
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.95850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
          
          
        
        31359.00000000
        NS
        
        14925179.02000000
        0.131522681624
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd
        549300T6IPOCDWLKC615
        Hitachi Ltd
        000000000
        
          
          
          
        
        28400.00000000
        NS
        
        1357907.76000000
        0.011966065516
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BVS2
        
          
        
        34849.66000000
        PA
        USD
        33139.11000000
        0.000292026287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGC Inc
        JE4WFFEELMVPFZ0G1E77
        AGC Inc
        000000000
        
          
          
          
        
        66600.00000000
        NS
        
        2310057.26000000
        0.020356534761
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
          
          
        
        14800.00000000
        NS
        
        869363.67000000
        0.007660949395
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
          
          
        
        67611.00000000
        NS
        
        2336569.02000000
        0.020590159950
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
          
          
        
        106475.00000000
        NS
        
        3231363.67000000
        0.028475210556
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WJS8
        
          
        
        294516.65000000
        PA
        USD
        278511.81000000
        0.002454283467
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        TRS BCOMTR INDEX
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4429217.32000000
        -0.03903085776
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                BLOOMBERG COMMODITY INDEX TOTAL RETURN
                BLOOMBERG COMMODITY INDEX TOTAL RETURN
                
                  
                  
                
              
            
            Y
            
            
              
                
              
            
            2023-03-31
            0.00000000
            USD
            0.00000000
            USD
            78142567.24000000
            USD
            -4429217.32000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        5493003R0K8V08JVGR27
        Americredit Automobile Receivables Trust 2018-1
        03066HAF4
        
          
        
        64644.03000000
        PA
        USD
        64698.66000000
        0.000570133279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-01-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNYMAC FIN SVCS INC
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932MAB3
        
          
          
        
        484000.00000000
        PA
        USD
        358160.00000000
        0.003156154012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        N/A
        Rockford Tower CLO 2021-3 Ltd
        77341NAA3
        
          
        
        6000000.00000000
        PA
        USD
        5769493.80000000
        0.050841554072
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
          
          
        
        24500.00000000
        NS
        
        1074196.55000000
        0.009465964237
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        000000000
        
          
          
          
        
        4644.00000000
        NS
        
        638114.38000000
        0.005623149600
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        SINOPEC CORP
        529900A2OB24EZ5B3J19
        China Petroleum & Chemical Corp
        000000000
        
          
          
          
        
        2600000.00000000
        NS
        
        1167383.37000000
        0.010287139008
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        549300ZPD490G9UI0A49
        Andorra International Bond
        000000000
        
          
          
        
        700000.00000000
        PA
        
        627934.08000000
        0.005533439429
        Long
        DBT
        NUSS
        AD
        N
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
          
        
        83000.00000000
        NS
        USD
        2669280.00000000
        0.023522053781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        1019000.00000000
        PA
        
        856733.29000000
        0.007549648790
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13510.49000000
        0.000119056252
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -6708844.00000000
            CZK
            296901.56000000
            USD
            2022-07-19
            13510.49000000
          
        
        
          N
          N
          N
        
      
      
        Rathlin Residential
        635400C7HSB9QLJBUZ78
        Rathlin Residential 2021-1 DAC
        000000000
        
          
        
        411147.77000000
        PA
        
        413640.82000000
        0.003645058448
        Long
        ABS-O
        CORP
        IE
        N
        
        2
        
          2075-09-27
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAX3
        
          
          
        
        27000.00000000
        PA
        USD
        21505.09000000
        0.000189505740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        549300Q00FJ0WHHYC788
        Sound Point CLO II Ltd
        83608GAN6
        
          
        
        851000.00000000
        PA
        USD
        836574.53000000
        0.007372007090
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-26
          Floating
          2.28371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Esab Corp
        549300ZNV0SWBXEIWT04
        Esab Corp
        29605J106
        
          
          
        
        35900.00000000
        NS
        USD
        1570625.00000000
        0.013840558397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCB7
        
          
          
        
        155000.00000000
        PA
        USD
        113009.94000000
        0.000995858765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAISSE D'AMORT DETTE SOC
        969500P04DQJS4BPM574
        Caisse d'Amortissement de la Dette Sociale
        000000000
        
          
          
        
        2300000.00000000
        PA
        
        2393040.37000000
        0.021087793069
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-10-25
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        32282.21000000
        0.000284475169
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-09-21
            4794.09000000
            USD
            0.00000000
            USD
            -7801000.00000000
            NOK
            27488.12000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        664000.00000000
        PA
        
        645131.19000000
        0.005684982672
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2047-07-22
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BYD Co Ltd
        5299005557VL7ULJ7A69
        BYD Co Ltd
        000000000
        
          
          
          
        
        96314.00000000
        NS
        
        3864820.55000000
        0.034057317640
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        CADENT FINANCE PLC
        5493005M8TJ0J6IMUF67
        Cadent Finance PLC
        000000000
        
          
          
        
        815000.00000000
        PA
        
        676572.83000000
        0.005962050625
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-19
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ST Engineering
        254900OEXGGWCR24DG90
        Singapore Technologies Engineering Ltd
        000000000
        
          
          
          
        
        174000.00000000
        NS
        
        511556.87000000
        0.004507907828
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        25599.00000000
        NS
        USD
        7360480.47000000
        0.064861542240
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556HAB3
        
          
          
        
        650000.00000000
        PA
        USD
        618990.01000000
        0.005454623083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        28769.64000000
        0.000253521930
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-06-19
            1173.94000000
            USD
            0.00000000
            USD
            -1966000.00000000
            NZD
            27595.70000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1008567.02000000
        0.008887628007
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-23
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEUR8
        
          
        
        15348.05000000
        PA
        USD
        15054.30000000
        0.000132660513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2016-C6
        12532AAY5
        
          
        
        291320.10100000
        PA
        USD
        275061.24000000
        0.002423876581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604301
        
          
          
        
        32300.00000000
        NS
        USD
        2056541.00000000
        0.018122515437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
          
        
        37528.00000000
        NS
        USD
        1086435.60000000
        0.009573816389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
          
        
        687000.00000000
        PA
        USD
        646960.78000000
        0.005701105264
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
          
        
        1020000.00000000
        PA
        USD
        861103.13000000
        0.007588156407
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mettler-Toledo International I
        5493000BD5GJNUDIUG10
        Mettler-Toledo International Inc
        592688105
        
          
          
        
        680.00000000
        NS
        USD
        781163.60000000
        0.006883718535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        616237.71000000
        0.005430369446
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-04-20
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAB8
        
          
          
        
        2500000.00000000
        PA
        USD
        2399040.18000000
        0.021140664200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        95037.93000000
        0.000837487000
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        155000.00000000
        PA
        
        163244.41000000
        0.001438531660
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        17740000.00000000
        OU
        Other
        USD
        0.00000000
        0.000000
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            17740000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -88.70000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAK1
        
          
          
        
        305000.00000000
        PA
        USD
        277033.38000000
        0.002441255343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -23564.73000000
        -0.00020765556
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-11-12
            0.00000000
            USD
            -15152.37000000
            USD
            673000.00000000
            EUR
            -8412.36000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14508.71000000
        0.000127852700
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1876000.00000000
            SGD
            1364822.21000000
            USD
            2022-07-07
            14508.71000000
          
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
          
        
        96722.00000000
        NS
        USD
        65134529.24000000
        0.573974217696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
          
        
        13640.00000000
        NS
        USD
        8961752.80000000
        0.078972169025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        168525.82000000
        0.001485072154
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                Egypt Government International Bond
                Egypt Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            167356.21000000
          
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
          
        
        1250000.00000000
        PA
        USD
        921668.79000000
        0.008121869135
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAA0
        
          
          
        
        10000.00000000
        PA
        USD
        9436.11000000
        0.000083152268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -61899.73000000
        -0.00054546873
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            3101600.00000000
            USD
            -61899.73000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DSH6
        
          
        
        706356.59000000
        PA
        USD
        615881.37000000
        0.005427229330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -23308.89000000
        -0.00020540106
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1363000.00000000
            USD
            7021876.14000000
            BRL
            2022-07-05
            -23308.89000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBD0
        
          
          
        
        725000.00000000
        PA
        USD
        682772.67000000
        0.006016684448
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        27685.19000000
        0.000243965611
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2250163.00000000
            GBP
            2767647.77000000
            USD
            2022-07-19
            27685.19000000
          
        
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        Aristocrat Leisure Ltd
        000000000
        
          
          
          
        
        101869.00000000
        NS
        
        2409779.19000000
        0.021235297798
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
          
        
        8500.00000000
        NS
        USD
        1103555.00000000
        0.009724674841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Industrial Realty Trust
        N/A
        First Industrial Realty Trust Inc
        32054K103
        
          
          
        
        53045.00000000
        NS
        USD
        2518576.60000000
        0.022194035184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
          
        
        5600.00000000
        NS
        USD
        425432.00000000
        0.003748963909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SHINHAN BANK
        5493003P813VL21KG928
        Shinhan Bank Co Ltd
        82460CAR5
        
          
          
        
        200000.00000000
        PA
        USD
        193703.32000000
        0.001706939665
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2032-04-13
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
          
        
        26400.00000000
        NS
        USD
        2048640.00000000
        0.018052890764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3575.01000000
        0.000031503468
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2032-03-15
            0.00000000
            USD
            0.00000000
            USD
            -370000.00000000
            EUR
            3575.01000000
          
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922NAG8
        
          
          
        
        670000.00000000
        PA
        USD
        651221.55000000
        0.005738651742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAC2
        
          
        
        200000.00000000
        PA
        USD
        184682.62000000
        0.001627448045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1693.93000000
        0.000014927138
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -597359.81000000
            USD
            5900000.00000000
            NOK
            2022-07-07
            1693.93000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KNS4
        
          
        
        200000.00000000
        PA
        USD
        172577.76000000
        0.001520778394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          3.27566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335CB60
        
          
        
        351849.07200000
        PA
        USD
        344474.56000000
        0.003035556077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
          
          
        
        32456.00000000
        NS
        
        5959370.75000000
        0.052514775252
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        380000.00000000
        PA
        
        384857.51000000
        0.003391416055
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2026-01-26
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -36714.53000000
        -0.00032353336
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -976471.83000000
            USD
            4222783.00000000
            PLN
            2022-07-19
            -36714.53000000
          
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BX7
        
          
          
        
        541000.00000100
        PA
        USD
        487188.19000000
        0.004293167748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE2P3
        
          
        
        23840.46400000
        PA
        USD
        24242.07000000
        0.000213624375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1048121.03000000
        0.009236183254
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2025-12-20
            834331.13000000
            USD
            0.00000000
            USD
            -1400000.00000000
            USD
            213789.90000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L51
        
          
          
        
        3279000.00000000
        PA
        
        2300083.92000000
        0.020268648350
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
          
        
        5900.00000000
        NS
        USD
        664576.00000000
        0.005856332948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VOLKSWAGEN BANK GMBH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        000000000
        
          
          
        
        600000.00000000
        PA
        
        616132.96000000
        0.005429446375
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-06-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R03
        20753XAF1
        
          
        
        90000.00000000
        PA
        USD
        87893.10000000
        0.000774525799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          7.17566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        42774.02000000
        0.000376930407
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            5263.20000000
            USD
            0.00000000
            USD
            -2250000.00000000
            USD
            37510.82000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        680000.00000000
        PA
        USD
        584809.70000000
        0.005153421602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Software Inc/Can
        549300B6PYHMCTDWQV29
        Constellation Software Inc/Canada
        21037X100
        
          
          
          
        
        1167.00000000
        NS
        
        1732431.08000000
        0.015266415301
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AL8
        
          
          
        
        749000.00000000
        PA
        USD
        689569.08000000
        0.006076575325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
          
        
        5900.00000000
        NS
        USD
        321609.00000000
        0.002834061692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
          
        
        975000.00000000
        PA
        
        884588.89000000
        0.007795116078
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-07-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68323ADP6
        
          
          
        
        482000.00000000
        PA
        USD
        467664.07000000
        0.004121118581
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-04-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc
        549300HTIN2PD78UB763
        MSCI Inc
        55354G100
        
          
          
        
        2380.00000000
        NS
        USD
        980917.00000000
        0.008643972318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
          
        
        1325000.00000000
        PA
        USD
        1368523.59000000
        0.012059613635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3758.39000000
        0.000033119437
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1285176.89000000
            USD
            1230000.00000000
            CHF
            2022-07-07
            3758.39000000
          
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
          
        
        51016.00000000
        NS
        USD
        15277761.52000000
        0.134629685957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAC9
        
          
          
        
        40000.00000000
        PA
        USD
        37584.79000000
        0.000331202216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
          
        
        1700.00000000
        NS
        USD
        508708.00000000
        0.004482803203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300W6NRTMFPYUPG47
        Wells Fargo Commercial Mortgage Trust 2015-LC20
        94989EAD9
        
          
        
        1310000.00000000
        PA
        USD
        1265046.17000000
        0.011147756715
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          2.92500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
          
        
        1400.00000000
        NS
        USD
        275842.00000000
        0.002430756743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834LR7
        
          
          
        
        20000.00000000
        PA
        USD
        9693.75000000
        0.000085422626
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novatek Microelectronics Corp
        N/A
        Novatek Microelectronics Corp
        000000000
        
          
          
          
        
        44000.00000000
        NS
        
        446249.52000000
        0.003932410691
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1951.30000000
        -0.00001719511
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            6155000.00000000
            USD
            -1951.30000000
          
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
          
        
        186805.00000000
        NS
        USD
        17309351.30000000
        0.152532327893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433AP7
        
          
          
        
        805000.00000000
        PA
        USD
        730730.76000000
        0.006439297577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        180046.17000000
        0.001586591026
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-11-27
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
          
          
        
        69898.00000000
        NS
        
        4043907.06000000
        0.035635452014
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -532911.35000000
        -0.00469608637
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-12-02
            0.00000000
            USD
            0.00000000
            USD
            12130000.00000000
            EUR
            -532911.35000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        501545.65000000
        0.004419687613
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            14381.15000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            487164.50000000
          
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
          
        
        10861.00000000
        NS
        USD
        4186263.84000000
        0.036889919074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DT2
        
          
          
        
        300000.00000000
        PA
        USD
        245076.41000000
        0.002159646232
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
          
        
        504630.00000000
        NS
        USD
        21517423.20000000
        0.189614422521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
          
          
        
        143936.00000000
        NS
        
        1735163.61000000
        0.015290494722
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        279022.18000000
        0.002458780916
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-07
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
          
        
        365000.00000000
        PA
        USD
        364651.82000000
        0.003213360801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Auto Lease Trust
        N/A
        Nissan Auto Lease Trust 2020-A
        65479NAE4
        
          
        
        278234.90000000
        PA
        USD
        278190.02000000
        0.002451447810
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        36267.18000000
        0.000319591259
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -339541300.00000000
            HUF
            931000.00000000
            USD
            2022-07-19
            36267.18000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCC3
        
          
          
        
        3279000.00000000
        PA
        USD
        3116202.77000000
        0.027460397241
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        000000000
        
          
          
        
        2634000.00000100
        PA
        USD
        2584418.90000000
        0.022774246373
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textron Inc
        3PPKBHUG1HD6BO7RNR87
        Textron Inc
        883203101
        
          
          
        
        6600.00000000
        NS
        USD
        403062.00000000
        0.003551836465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dlocal Ltd/Uruguay
        N/A
        Dlocal Ltd/Uruguay
        000000000
        
          
          
          
        
        48271.00000000
        NS
        USD
        1267113.75000000
        0.011165976508
        Long
        EC
        CORP
        UY
        N
        
        1
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RC4
        
          
          
        
        12375000.00000000
        PA
        USD
        12694042.97000000
        0.111861611162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp
        902681105
        
          
          
        
        24300.00000000
        NS
        USD
        938223.00000000
        0.008267747057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        37714.36000000
        0.000332344004
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -19446271000.00000000
            IDR
            1338076.86000000
            USD
            2022-07-07
            37714.36000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1702932.98000000
        0.015006474083
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -37163547.00000000
            EUR
            40696648.25000000
            USD
            2022-07-19
            1702932.98000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        267190.42000000
        0.002354517858
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            70.00000000
            USD
            2022-07-20
            XXXX
            207734.42000000
          
        
        
          N
          N
          N
        
      
      
        Energisa SA
        N/A
        Energisa SA
        000000000
        
          
          
          
        
        116200.00000000
        NS
        
        895460.16000000
        0.007890915169
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Transmissora Alianca de Energi
        N/A
        Transmissora Alianca de Energia Eletrica SA
        000000000
        
          
          
          
        
        158317.00000000
        NS
        
        1169200.44000000
        0.010303151273
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250N105
        
          
          
        
        191108.00000000
        NS
        USD
        8076224.08000000
        0.071168771039
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B208
        
          
          
        
        4100.00000000
        NS
        USD
        65149.00000000
        0.000574101735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -1192.23000000
        -0.00001050609
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            0.00000000
            USD
            6431000.00000000
            CNY
            -1192.23000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -46421.66000000
        -0.00040907390
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2036-11-12
            0.00000000
            USD
            0.00000000
            USD
            654000.00000000
            EUR
            -46421.66000000
          
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
          
        
        10200.00000000
        NS
        USD
        861594.00000000
        0.007592482019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
        
        143000.00000000
        PA
        
        122437.46000000
        0.001078935337
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2033-09-09
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        639000.00000000
        PA
        
        595797.99000000
        0.005250251889
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XUX0
        
          
        
        209718.69000000
        PA
        USD
        209971.59000000
        0.001850297845
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-05-25
          Floating
          4.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300UP5H2PFBIITY41
        Palmer Square CLO 2014-1 Ltd
        69688XAS0
        
          
        
        851000.00000000
        PA
        USD
        837168.61000000
        0.007377242203
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-17
          Floating
          2.17429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
          
        
        80852.00000000
        NS
        USD
        6848972.92000000
        0.060354069026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2740.82000000
        -0.00002415247
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -596365.28000000
            USD
            860000.00000000
            AUD
            2022-07-07
            -2740.82000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAM2
        
          
          
        
        200000.00000000
        PA
        USD
        164406.83000000
        0.001448775061
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        100000.00000000
        PA
        USD
        89338.73000000
        0.000787264884
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telkom Indonesia Persero Tbk P
        529900M5SQZAOKV1PC81
        Telkom Indonesia Persero Tbk PT
        000000000
        
          
          
          
        
        6049800.00000000
        NS
        
        1626223.48000000
        0.014330499669
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        718000.00000000
        PA
        
        973556.85000000
        0.008579113687
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tabcorp Holdings Ltd
        213800OCCFUN67NEY278
        Tabcorp Holdings Ltd
        000000000
        
          
          
          
        
        362762.00000000
        NS
        
        266336.21000000
        0.002346990445
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        53325.82000000
        0.000469914286
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -5999364.38000000
            GBP
            7360596.16000000
            USD
            2022-08-02
            53325.82000000
          
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
          
          
        
        382985.00000000
        NS
        
        8629695.83000000
        0.076046038418
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
          
        
        9900.00000000
        NS
        USD
        2216709.00000000
        0.019533937359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834107
        
          
          
        
        54400.00000000
        NS
        USD
        1827296.00000000
        0.016102377714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        2597.00000000
        NS
        
        474885.74000000
        0.004184756906
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAW4
        
          
          
        
        145000.00000000
        PA
        USD
        144140.48000000
        0.001270185264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2JQ6
        
          
        
        42629.05000000
        PA
        USD
        43656.45000000
        0.000384706499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -1812.20000000
        -0.00001596934
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2026-12-15
            0.00000000
            USD
            0.00000000
            USD
            5628000.00000000
            CNY
            -1812.20000000
          
        
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
          
        
        5868.00000000
        NS
        USD
        2500648.20000000
        0.022036047716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A3ZU3
        
          
          
        
        295000.00000000
        PA
        USD
        230667.08000000
        0.002032669282
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAJ4
        
          
          
        
        255000.00000000
        PA
        USD
        266199.61000000
        0.002345786707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        48169.10000000
        0.000424472577
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3948000.00000000
            NZD
            2513837.23000000
            USD
            2022-07-07
            48169.10000000
          
        
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
          
          
        
        860100.00000000
        NS
        
        7743755.01000000
        0.068239008952
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        689000.00000000
        PA
        
        538811.04000000
        0.004748075234
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2035-07-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Warner Bros Discovery Inc
        5493006ZCRFWKF6B1K26
        Warner Bros Discovery Inc
        934423104
        
          
          
        
        287600.00000000
        NS
        USD
        3859592.00000000
        0.034011242956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418MC91
        
          
        
        16208.64300000
        PA
        USD
        17766.80000000
        0.000156563427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
          
          
        
        18600.00000000
        NS
        
        589584.94000000
        0.005195501658
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CP7
        
          
        
        439015.23000000
        PA
        USD
        429162.94000000
        0.003781841453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -28164.82000000
        -0.00024819217
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -620959.71000000
            USD
            80400000.00000000
            JPY
            2022-07-07
            -28164.82000000
          
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2021-V Ltd
        12565EAA9
        
          
        
        2766000.00000000
        PA
        USD
        2664892.19000000
        0.023483387810
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        NTPC Ltd
        000000000
        
          
          
        
        700000.00000000
        PA
        
        680132.49000000
        0.005993418827
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Advertising Co
        529900Y8WW4MKVPTB543
        Lamar Advertising Co
        512816109
        
          
          
        
        7900.00000000
        NS
        USD
        694963.00000000
        0.006124107273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
        
        200000.00000000
        PA
        
        154024.73000000
        0.001357286602
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-24
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C25
        46643PBD1
        
          
        
        585463.61000000
        PA
        USD
        575532.62000000
        0.005071670727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.40800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
          
        
        650000.00000000
        PA
        USD
        575011.66000000
        0.005067079958
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834JH2
        
          
          
        
        5785000.00000000
        PA
        USD
        3076444.95000000
        0.027110045993
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        Santos Finance Ltd
        803014AA7
        
          
          
        
        585000.00000000
        PA
        USD
        495904.41000000
        0.004369976249
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        417000.00000000
        PA
        USD
        408534.07000000
        0.003600057081
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-07-18
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
          
          
        
        472200.00000000
        NS
        
        10411337.32000000
        0.091746102461
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Realty Corp
        254900E47KH1NFFKNF25
        Duke Realty Corp
        264411505
        
          
          
        
        11400.00000000
        NS
        USD
        626430.00000000
        0.005520185274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        -2121.64000000
        -0.00001869617
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2032-04-07
            0.00000000
            USD
            -12.34000000
            USD
            1000000.00000000
            MYR
            -2109.30000000
          
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
          
        
        69100.00000000
        NS
        USD
        5134821.00000000
        0.045248732137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui Chemicals Inc
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals Inc
        000000000
        
          
          
          
        
        278500.00000000
        NS
        
        5931484.12000000
        0.052269034524
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        6119.94000000
        0.000053929733
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            4950.33000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -642250.77000000
        -0.00565960002
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-06
            0.00000000
            USD
            -2914.82000000
            USD
            97500000.00000000
            ZAR
            -639335.95000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
          
        
        20000.00000000
        PA
        USD
        18339.44000000
        0.000161609607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53781.53000000
        -0.00047393006
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -1822000.00000000
            USD
            7945458.76000000
            PLN
            2022-07-19
            -53781.53000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PH5
        
          
          
        
        45000.00000000
        PA
        USD
        19996.88000000
        0.000176215191
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
          
          
        
        113209.00000000
        NS
        
        6731418.74000000
        0.059318165807
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -63149.83000000
        -0.00055648478
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -1896012.49000000
            USD
            101436668.00000000
            PHP
            2022-09-21
            -63149.83000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        544992.91000000
        0.004802550702
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                GAZPROM (GAZ CAPITAL SA)
                Gazprom PJSC Via Gaz Capital SA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2023-03-20
            441604.41000000
            USD
            0.00000000
            USD
            -1085000.00000000
            USD
            103388.50000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        888000.00000000
        PA
        
        902671.95000000
        0.007954466430
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
          
        
        31370.00000000
        NS
        USD
        6998019.60000000
        0.061667488384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        219950000.00000000
        PA
        
        2018345.40000000
        0.017785930681
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        337051.63000000
        0.002970144221
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Egypt Government International Bond
                Egypt Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            334654.77000000
          
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        6354001CXJE7XMMVG324
        Taurus 2021-4 UK DAC
        000000000
        
          
          
        
        1336951.37000000
        PA
        
        1490488.63000000
        0.013134385945
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          2.70847000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
          
        
        106000.00000000
        PA
        USD
        91755.75000000
        0.000808563989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        7300.00000000
        NS
        USD
        2282491.00000000
        0.020113617176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AY0
        
          
          
        
        425000.00000000
        PA
        USD
        374203.60000000
        0.003297532369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9458.96000000
        0.000083353625
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -557000.00000000
            GBP
            687544.63000000
            USD
            2022-07-07
            9458.96000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        492000.00000000
        PA
        
        775848.53000000
        0.006836881424
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1899.93000000
        0.000016742438
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-15
            0.00000000
            USD
            0.00000000
            USD
            -1653000.00000000
            NZD
            1899.93000000
          
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300E4AC0513DYO913
        Whitebox Clo I Ltd
        96467FAJ9
        
          
        
        16790000.00000000
        PA
        USD
        16296199.38000000
        0.143604297132
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-24
          Floating
          2.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939U106
        
          
          
        
        9100.00000000
        NS
        USD
        915824.00000000
        0.008070364061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        1742000.00000000
        PA
        
        1093479.08000000
        0.009635884481
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        243914.73000000
        0.002149409352
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-25
            0.00000000
            USD
            0.00000000
            USD
            -1734000.00000000
            EUR
            243914.73000000
          
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BANK CHINA
        300300C1020211000045
        EXPORT-IMPORT BANK OF CHINA/THE
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        155516.21000000
        0.001370429724
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-06-18
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
          
        
        147000.00000000
        PA
        USD
        102593.67000000
        0.000904069195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        476000.00000000
        PA
        USD
        448796.88000000
        0.003954858369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
          
        
        50700.00000000
        NS
        USD
        11001393.00000000
        0.096945752343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2020-2R
        69355XAA1
        
          
        
        68393.82000000
        PA
        USD
        67812.50000000
        0.000597572855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          5.46729000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAD9
        
          
          
        
        1835000.00000000
        PA
        USD
        1537820.69000000
        0.013551482413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        3227.42000000
        0.000028440458
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            1793.45000000
            USD
            0.00000000
            USD
            -3831000.00000000
            NOK
            1433.97000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        1455000.00000000
        PA
        
        1179880.08000000
        0.010397261695
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-01-17
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HBT6
        
          
        
        157879.16000000
        PA
        USD
        152626.80000000
        0.001344967855
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
          
        
        78861.00000000
        NS
        USD
        4715887.80000000
        0.041557036526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MISUMI Group Inc
        353800SJWGE5BEK2V032
        MISUMI Group Inc
        000000000
        
          
          
          
        
        22500.00000000
        NS
        
        479140.09000000
        0.004222246810
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BANK
        RILFO74KP1CM8P6PCT96
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -8228.39000000
        -0.00007250967
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            8559000.00000000
            CNY
            -8228.39000000
          
        
        
          N
          N
          N
        
      
      
        TCW CLO 2017-1, Ltd
        N/A
        TCW CLO 2017-1A Ltd
        87240NAU0
        
          
        
        4530000.00000000
        PA
        USD
        4357938.37000000
        0.038402738084
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-29
          Floating
          2.41886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        529900HFO1BDEIT4QU11
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAH9
        
          
          
        
        1225000.00000000
        PA
        USD
        1098584.03000000
        0.009680869986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
          
          
        
        45500.00000000
        NS
        USD
        565565.00000000
        0.004983834722
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEH1
        
          
          
        
        210000.00000000
        PA
        USD
        208334.49000000
        0.001835871500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AE7
        
          
          
        
        140000.00000000
        PA
        USD
        122448.92000000
        0.001079036325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINTERSHALL DEA FINANCE
        529900SUC9JUI6M74U66
        Wintershall Dea Finance BV
        000000000
        
          
          
        
        400000.00000000
        PA
        
        334826.15000000
        0.002950532993
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-09-25
          Fixed
          1.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK PLC
        5493000HZTVUYLO1D793
        GSK PLC
        000000000
        
          
          
          
        
        800552.00000000
        NS
        
        17244035.72000000
        0.151956758232
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -30143.54000000
        -0.00026562892
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1062823.00000000
            USD
            3988275.19000000
            PEN
            2022-09-21
            -30143.54000000
          
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        228228.00000000
        NS
        USD
        8161433.28000000
        0.071919645951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        000000000
        
          
          
        
        975000.00000000
        PA
        
        908810.75000000
        0.008008562360
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-03-13
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        96000.00000000
        PA
        
        80819.38000000
        0.000712191228
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2050-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385101
        
          
          
          
        
        5522.00000000
        NS
        
        296734.57000000
        0.002614864875
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL CAP VALUE PORTFOL
        VJDLIUI6Q37FYO8JPJ71
        AST SMALL CAP VALUE PORTFOLIO
        000000000
        
          
        
        5060500.68590000
        NS
        USD
        161885416.94000000
        1.426556031474
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184HLS1
        
          
        
        19236.98000000
        PA
        USD
        18246.49000000
        0.000160790519
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Aviation SA
        969500CVFTUT88V8QN95
        Dassault Aviation SA
        000000000
        
          
          
          
        
        3500.00000000
        NS
        
        545754.75000000
        0.004809264139
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
          
        
        225000.00000000
        PA
        USD
        200525.51000000
        0.001767057719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        TK Elevator Midco GmbH
        000000000
        
          
          
        
        3100000.00000000
        PA
        
        2807858.19000000
        0.024743223399
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TEY7
        
          
        
        122506.67100000
        PA
        USD
        117150.54000000
        0.001032346289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
          
        
        17900.00000000
        NS
        USD
        8511808.00000000
        0.075007195031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -374.62000000
        -0.00000330120
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1211131.87000000
            USD
            1560430000.00000000
            KRW
            2022-07-07
            -374.62000000
          
        
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
          
        
        1800.00000000
        NS
        USD
        470718.00000000
        0.004148030222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        68329AAH1
        
          
          
        
        1698000.00000000
        PA
        USD
        1417237.45000000
        0.012488886711
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-09-27
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InterContinental Hotels Group
        2138007ZFQYRUSLU3J98
        InterContinental Hotels Group PLC
        000000000
        
          
          
          
        
        50689.00000000
        NS
        
        2690856.39000000
        0.023712187827
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C49
        95001WAY4
        
          
        
        375000.00000000
        PA
        USD
        368507.96000000
        0.003247341625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        685060.77000000
        0.006036847492
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        28895.10000000
        0.000254627501
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -531111.00000000
            AUD
            395539.61000000
            USD
            2022-07-19
            28895.10000000
          
        
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
          
        
        4100.00000000
        NS
        USD
        245508.00000000
        0.002163449461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Land Securities Group PLC
        213800V8IAVKS37D6B88
        Land Securities Group PLC
        000000000
        
          
          
          
        
        54604.00000000
        NS
        
        442356.44000000
        0.003898104347
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        48640.85000000
        0.000428629701
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -108295000.00000000
            TWD
            3691319.00000000
            USD
            2022-07-07
            48640.85000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
          
        
        360000.00000000
        PA
        USD
        331718.39000000
        0.002923146994
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BY59
        
          
        
        77242.44000000
        PA
        USD
        77054.13000000
        0.000679011340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2M1
        
          
        
        234345.43100000
        PA
        USD
        229349.47000000
        0.002021058325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
          
          
        
        74000.00000000
        NS
        USD
        3886202.72000000
        0.034245740194
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        MCAFEE CORP
        2549009UKR8UEZYVCR93
        McAfee Corp
        57906HAD9
        
          
          
        
        1725000.00000000
        PA
        USD
        1561125.00000000
        0.013756843122
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-01
          Floating
          5.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
          
        
        62964.00000000
        NS
        USD
        15453884.16000000
        0.136181702310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        54939.00000000
        NS
        USD
        15481260.81000000
        0.136422949026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATES OF GUERNSEY
        549300LMWTIK7DAC7T07
        States of Guernsey Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121586.96000000
        0.001071440617
        Long
        DBT
        NUSS
        GG
        N
        
        2
        
          2046-12-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2077.22000000
        -0.00001830474
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -831000.00000000
            USD
            4382112.30000000
            BRL
            2022-08-02
            -2077.22000000
          
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGG2
        
          
        
        340000.00000000
        PA
        USD
        284152.08000000
        0.002503986283
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.61400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6100.67000000
        -0.00005375992
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1647923985.00000000
            KRW
            1275000.00000000
            USD
            2022-09-21
            -6100.67000000
          
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284V101
        
          
          
        
        8600.00000000
        NS
        USD
        418734.00000000
        0.003689940234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAA1
        
          
          
        
        585000.00000000
        PA
        USD
        516097.20000000
        0.004547917826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Euro CLO
        6354007OH9MZ1YTNJL79
        Ares European CLO XI DAC
        000000000
        
          
        
        5851000.00000000
        PA
        
        5912229.71000000
        0.052099362077
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-04-15
          Floating
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24385.69000000
        0.000214889974
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -323400000.00000000
            JPY
            2408836.77000000
            USD
            2022-07-07
            24385.69000000
          
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2021-2
        22537CAA7
        
          
        
        629000.00000000
        PA
        USD
        602173.40000000
        0.005306432858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Energy Corp
        5493009ML300G373MZ12
        Alliant Energy Corp
        018802108
        
          
          
        
        7300.00000000
        NS
        USD
        427853.00000000
        0.003770298086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capitaland Investment Ltd/Sing
        254900AT4UQDU7SNXX49
        Capitaland Investment Ltd/Singapore
        000000000
        
          
          
          
        
        218400.00000000
        NS
        
        601134.48000000
        0.005297277755
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        549300FYCXFXG8POR355
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        464287242
        
          
          
        
        438507.00000000
        NS
        USD
        48248925.21000000
        0.425176007644
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ6Q0
        
          
        
        34926.42000000
        PA
        USD
        34910.97000000
        0.000307640155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        25490019KM1XIY7M0487
        Wellfleet CLO 2018-1 Ltd
        94950JAA9
        
          
        
        1859000.00000000
        PA
        USD
        1819661.89000000
        0.016035104912
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-17
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAL8
        
          
          
        
        2000.00000000
        PA
        USD
        2012.43000000
        0.000017733803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        5493007RTV1I163M1B07
        Wind River 2016-1K CLO Ltd
        97314DAA6
        
          
        
        2995000.00000000
        PA
        USD
        2882794.12000000
        0.025403568876
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.25429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055FAC7
        
          
          
        
        325000.00000000
        PA
        USD
        254898.30000000
        0.002246198046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        200000.00000000
        PA
        
        204547.89000000
        0.001802503472
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        60610.17000000
        0.000534104956
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -660990.00000000
            USD
            60610.17000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAC2
        
          
          
        
        95000.00000000
        PA
        USD
        88899.34000000
        0.000783392921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SY5
        
          
          
        
        24495000.00000000
        PA
        USD
        20430360.94000000
        0.180035083919
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAQ9
        
          
          
        
        67000.00000000
        PA
        USD
        57286.26000000
        0.000504814215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-10
          Fixed
          2.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
          
          
        
        19282.00000000
        NS
        
        872145.99000000
        0.007685467572
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
          
        
        113215.00000000
        NS
        USD
        8657551.05000000
        0.076291502357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CAD CALL VERSUS USD PUT
        000000000
        
          
        
        3974000.00000000
        NC
        USD
        0.10000000
        0.000000000881
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    CAD CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CAD
                  N/A
                  USD
                  2022-07-05
                
              
            
            3974000.00000000
            USD
            1.22300000
            USD
            2022-07-05
            XXXX
            -27460.24000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NTC2
        
          
        
        146405.00200000
        PA
        USD
        140433.23000000
        0.001237516479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
          
        
        1340000.00000100
        PA
        USD
        1205371.88000000
        0.010621898859
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        000000000
        
          
          
          
        
        13575.00000000
        NS
        
        596516.99000000
        0.005256587814
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd
        000000000
        
          
          
          
        
        217000.00000000
        NS
        
        1482722.74000000
        0.013065951879
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
          
        
        361000.00000000
        PA
        USD
        185370.37000000
        0.001633508591
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2020-12 Ltd
        12509VAG7
        
          
        
        2553000.00000000
        PA
        USD
        2457425.89000000
        0.021655166917
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
          
        
        98290.00000000
        NS
        USD
        10045238.00000000
        0.088519986094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132D56L1
        
          
        
        64360.91000000
        PA
        USD
        61611.97000000
        0.000542932952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AJGJ6
        
          
        
        42429.49000000
        PA
        USD
        37133.65000000
        0.000327226709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
          
        
        844000.00000000
        PA
        
        870335.70000000
        0.007669515053
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2024-10-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wintrust Financial Corp
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W108
        
          
          
        
        5149.00000000
        NS
        USD
        412692.35000000
        0.003636700403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate
        N/A
        Cantor Commercial Real Estate Lending 2019-CF2
        12528YAE3
        
          
        
        790000.00000000
        PA
        USD
        704414.01000000
        0.006207390842
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.62360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        635400UODWAQKOLDKL79
        Telos CLO 2013-4 Ltd
        87974HAS0
        
          
        
        1405299.65000000
        PA
        USD
        1391590.53000000
        0.012262882608
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-17
          Floating
          2.28429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M4MG0
        
          
        
        243004.04000000
        PA
        USD
        219093.81000000
        0.001930684072
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST Western Asset Emerging Markets Debt Portfolio
        X6JO84W15Q5TRG58BQ07
        AST Western Asset Emerging Markets Debt Portfolio
        00767H196
        
          
          
        
        786747.11100000
        NS
        USD
        8111362.71000000
        0.071478417365
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        128060.32000000
        0.001128484735
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1191000.00000000
            USD
            128060.32000000
          
        
        
          N
          N
          N
        
      
      
        NU Holdings Ltd/Cayman Islands
        5493002DG1RHWK9W2X27
        NU Holdings Ltd/Cayman Islands
        000000000
        
          
          
          
        
        288636.00000000
        NS
        USD
        1079498.64000000
        0.009512686966
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          
        
      
      
        THERMO FISHER SC FNCE I
        549300SM0PJC1F3RPL91
        Thermo Fisher Scientific Finance I BV
        000000000
        
          
          
        
        420000.00000000
        PA
        
        373331.57000000
        0.003289847924
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-10-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
          
          
        
        24098.00000000
        NS
        USD
        3129607.26000000
        0.027578519407
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        000000000
        
          
          
        
        4135000.00000000
        PA
        
        3336620.40000000
        0.029402746994
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
          
        
        263800.00000000
        NS
        USD
        7156894.00000000
        0.063067510930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184LF59
        
          
        
        23187.72000000
        PA
        USD
        24201.05000000
        0.000213262902
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        100138.12000000
        0.000882430559
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            93120.52000000
          
        
        
          N
          N
          N
        
      
      
        CENTURY COMMUNITIES
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504AL6
        
          
          
        
        55000.00000000
        PA
        USD
        52547.76000000
        0.000463057917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunello Cucinelli SpA
        5493003CX2RZ0FOBH256
        Brunello Cucinelli SpA
        000000000
        
          
          
          
        
        21350.00000000
        NS
        
        965500.14000000
        0.008508116877
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
          
        
        67100.00000000
        NS
        USD
        3293939.00000000
        0.029026632766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        18580000.00000000
        OU
        Other
        USD
        216932.54000000
        0.001911638671
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Purchased
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            18580000.00000000
            USD
            77.50000000
            USD
            2022-08-17
            XXXX
            120873.94000000
          
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
          
        
        8500.00000000
        NS
        USD
        964835.00000000
        0.008502255574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
          
          
        
        11134.00000000
        NS
        
        3898942.44000000
        0.034358004317
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -14116.72000000
        -0.00012439843
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                ABU DHABI GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16513.58000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WRZ3
        
          
        
        399999.07000000
        PA
        USD
        355918.41000000
        0.003136400820
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        756000.00000000
        PA
        
        640201.43000000
        0.005641540965
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
          
        
        4600.00000000
        NS
        USD
        1072076.00000000
        0.009447277666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
          
          
        
        51700.00000000
        NS
        
        805137.54000000
        0.007094980113
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903100
        
          
          
        
        2200.00000000
        NS
        USD
        221562.00000000
        0.001952434094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avery Dennison Corp
        549300PW7VPFCYKLIV37
        Avery Dennison Corp
        053611109
        
          
          
        
        2400.00000000
        NS
        USD
        388488.00000000
        0.003423408420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        2062000.00000000
        PA
        
        179646.24000000
        0.001583066789
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2031-09-17
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KV9
        
          
          
        
        30000.00000000
        PA
        USD
        15051.56000000
        0.000132636367
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
          
        
        72212.00000000
        NS
        USD
        11095373.80000000
        0.097773923772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAA3
        
          
          
        
        1750000.00000000
        PA
        USD
        1719976.65000000
        0.015156665192
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-03
          Fixed
          0.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TCX1
        
          
        
        660106.44000000
        PA
        USD
        649810.87000000
        0.005726220640
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd
        000000000
        
          
          
          
        
        504739.00000000
        NS
        
        3822245.54000000
        0.033682140936
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
          
          
        
        381947.00000000
        NS
        
        14057450.70000000
        0.123876143152
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1193.82000000
        -0.00001052010
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1203425.62000000
            USD
            1925000.00000000
            NZD
            2022-07-07
            -1193.82000000
          
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
          
        
        16100.00000000
        NS
        USD
        2201192.00000000
        0.019397199472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
          
        
        34023.00000000
        NS
        USD
        2404405.41000000
        0.021187943327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNS0
        
          
        
        61602.27000000
        PA
        USD
        62064.89000000
        0.000546924144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        359000.00000000
        PA
        
        374660.57000000
        0.003301559250
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-09-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        4172009.10000000
        0.036764304391
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-04
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
          
        
        15517.00000000
        NS
        USD
        1762886.37000000
        0.015534791406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        3092.00000000
        NC
        USD
        268388.84000000
        0.002365078496
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            366230236.16000000
            USD
            268388.84000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        124482.03000000
        0.001096952363
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1611.62000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            122870.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20398.00000000
        -0.00017974991
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PEOPLE'S REPUBLIC OF CHINA
                PEOPLE'S REPUBLIC OF CHINA
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            -27415.60000000
          
        
        
          N
          N
          N
        
      
      
        AMERICA MOVIL SAB DE CV
        5493000FNR3UCEAONM59
        America Movil SAB de CV
        02364WBJ3
        
          
          
        
        200000.00000000
        PA
        USD
        178975.36000000
        0.001577154904
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-05-07
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
          
          
        
        47295.00000000
        NS
        
        3292995.56000000
        0.029018319046
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147K108
        
          
          
        
        181000.00000000
        NS
        USD
        5652630.00000000
        0.049811734575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300Z3WHVYABE20I45
        Magnetite XVI Ltd
        55953RAL5
        
          
        
        740495.22000000
        PA
        USD
        732510.68000000
        0.006454982471
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-18
          Floating
          1.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BL7
        
          
          
        
        1810000.00000100
        PA
        USD
        1679948.53000000
        0.014803932023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        475000.00000000
        PA
        
        473967.58000000
        0.004176665957
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2027-10-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KKK4
        
          
        
        140000.00000000
        PA
        USD
        117487.43000000
        0.001035315008
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          4.27566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST ABU DHABI BANK PJSC
        2138002Y3WMK6RZS8H90
        FIRST ABU DHABI BANK PJSC
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        146917.09000000
        0.001294653124
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2025-07-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -322.46000000
        -0.00000284156
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -36547.57000000
            USD
            150576000.00000000
            COP
            2022-07-07
            -322.46000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2K0
        
          
          
        
        400000.00000000
        PA
        USD
        340291.07000000
        0.002998690601
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
          
        
        6600.00000000
        NS
        USD
        1109196.00000000
        0.009774384090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAG5
        
          
        
        850000.00000000
        PA
        USD
        809123.67000000
        0.007130106426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          2.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBE1
        
          
          
        
        100000.00000000
        PA
        
        122338.24000000
        0.001078060998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        200276.23000000
        0.001764861031
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            14381.15000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            185895.08000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        N/A
        Sofi Alternative Trust 2019-D
        83406DAE7
        
          
        
        193425.20000000
        PA
        USD
        188532.05000000
        0.001661369740
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-16
          Variable
          3.01837000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFPZ8
        
          
        
        588097.27000000
        PA
        USD
        531441.14000000
        0.004683130685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGE26
        
          
        
        22588.14000000
        PA
        USD
        24755.02000000
        0.000218144560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
          
          
        
        39750.00000000
        NS
        
        1730747.71000000
        0.015251581219
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        650000.00000000
        PA
        USD
        570512.84000000
        0.005027435752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        000000000
        
          
          
          
        
        718978.00000000
        NS
        
        8896103.90000000
        0.078393662104
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        OPG Trust
        N/A
        OPG Trust 2021-PORT
        67118AAQ8
        
          
        
        2050000.00000000
        PA
        USD
        1841857.15000000
        0.016230692523
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        124482.03000000
        0.001096952363
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3508.81000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            120973.22000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
          
        
        165266.00000000
        NS
        
        1443396.16000000
        0.012719400776
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kao Corp
        353800HM38HFCB8RGL63
        Kao Corp
        000000000
        
          
          
          
        
        8300.00000000
        NS
        
        334494.53000000
        0.002947610713
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
          
        
        9000.00000000
        NS
        USD
        1068930.00000000
        0.009419554692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        N/A
        Jamestown CLO XIV Ltd
        47048XAN2
        
          
        
        9000000.00000000
        PA
        USD
        8654100.30000000
        0.076261093885
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.26271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729RAB4
        
          
        
        3191000.00000000
        PA
        USD
        3120879.05000000
        0.027501605249
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        168525.82000000
        0.001485072154
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                Egypt Government International Bond
                Egypt Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            167356.21000000
          
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
          
        
        200900.00000000
        NS
        USD
        7170121.00000000
        0.063184069030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911363AM1
        
          
          
        
        75000.00000000
        PA
        USD
        63349.27000000
        0.000558242273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        300000.00000000
        PA
        USD
        293727.51000000
        0.002588366258
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BZ33
        
          
        
        56369.17200000
        PA
        USD
        56183.35000000
        0.000495095224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions Inc
        11133T103
        
          
          
        
        3500.00000000
        NS
        USD
        498925.00000000
        0.004396594093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -34147.56000000
        -0.00030091288
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -602140.16000000
            USD
            521900000.00000000
            CLP
            2022-07-07
            -34147.56000000
          
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        Bon Secours Mercy Health Inc
        09778PAB1
        
          
          
        
        141000.00000000
        PA
        USD
        116320.60000000
        0.001025032746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2929.93000000
        0.000025818936
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -611000.00000000
            EUR
            643507.22000000
            USD
            2022-07-07
            2929.93000000
          
        
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
          
          
        
        618515.00000000
        NS
        
        7592998.77000000
        0.066910524722
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimano Inc
        529900L32YT3P9DECR10
        Shimano Inc
        000000000
        
          
          
          
        
        28000.00000000
        NS
        
        4695526.98000000
        0.041377614246
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AZ6
        
          
          
        
        714999.99999900
        PA
        USD
        572979.02000000
        0.005049168061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
          
        
        17287.00000000
        NS
        USD
        3469673.77000000
        0.030575231156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDEXX Laboratories Inc
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories Inc
        45168D104
        
          
          
        
        2280.00000000
        NS
        USD
        799664.40000000
        0.007046750068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        Russian Railways Via RZD Capital PLC
        000000000
        
          
          
        
        600000.00000000
        PA
        
        36519.00000000
        0.000321810331
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-03-25
          Fixed
          7.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278X109
        
          
          
        
        67415.00000000
        NS
        USD
        8167327.25000000
        0.071971584406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        100138.12000000
        0.000882430559
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3223.22000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            96914.90000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CW4
        
          
          
        
        200000.00000000
        PA
        USD
        151867.06000000
        0.001338272924
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2051-03-12
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1290.01000000
        0.000011367741
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -282790.69000000
            USD
            455000.00000000
            NZD
            2022-08-05
            1290.01000000
          
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900A99ZMAJM1OOV76
        Wellfleet CLO X LTD
        94949WAM8
        
          
        
        2705000.00000000
        PA
        USD
        2627962.68000000
        0.023157960009
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          2.23271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        Osaka Gas Co Ltd
        000000000
        
          
          
          
        
        116300.00000000
        NS
        
        2226600.36000000
        0.019621101352
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDT6
        
          
          
        
        110000.00000000
        PA
        USD
        95943.89000000
        0.000845470441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13216.85000000
        -0.00011646865
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -15613.71000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -124262.41000000
        -0.00109501704
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            6205000.00000000
            USD
            -124262.41000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -33529.35000000
        -0.00029546513
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4340000.00000000
            CHF
            4514421.14000000
            USD
            2022-07-07
            -33529.35000000
          
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752AS2
        
          
          
        
        192000.00000000
        PA
        USD
        155613.16000000
        0.001371284061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -9350000.00000000
        OU
        Other
        USD
        -27592.04000000
        -0.00024314476
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -9350000.00000000
            USD
            132.50000000
            USD
            2022-09-21
            XXXX
            -5993.54000000
          
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
          
        
        22200.00000000
        NS
        USD
        1820178.00000000
        0.016039652943
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
          
        
        4100.00000000
        NS
        USD
        314634.00000000
        0.002772597055
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAJ9
        
          
        
        200000.00000000
        PA
        USD
        189836.00000000
        0.001672860322
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21358.90000000
        -0.00018821749
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1254161.33000000
            USD
            1785803.19000000
            AUD
            2022-07-19
            -21358.90000000
          
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BP8
        
          
          
        
        1035000.00000000
        PA
        USD
        851084.16000000
        0.007499867898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L69
        
          
          
        
        1709000.00000000
        PA
        
        1265006.74000000
        0.011147409253
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
          
          
        
        215666.00000000
        NS
        
        23993045.07000000
        0.211429934857
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
          
        
        10800.00000000
        NS
        USD
        376920.00000000
        0.003321469651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-3 Ltd
        07877KAE0
        
          
        
        225000.00000000
        PA
        USD
        225582.68000000
        0.001987864866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          5.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5DA8
        
          
        
        288322.62000000
        PA
        USD
        282750.14000000
        0.002491632200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHLAND SERVICES BV
        549300S52OPXPKGJS029
        Ashland Services BV
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        1284679.18000000
        0.011320765436
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPORTI DI ROMA SPA
        8156007259ABDEA3F444
        Aeroporti di Roma SpA
        000000000
        
          
          
        
        815000.00000000
        PA
        
        653901.82000000
        0.005762270641
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2031-07-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        000000000
        
          
          
          
        
        7304.00000000
        NS
        
        514282.47000000
        0.004531926181
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        839000.00000000
        PA
        
        834023.63000000
        0.007349528217
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-03-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        7365.45000000
        0.000064905334
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            6195.84000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
        46654EAQ4
        
          
        
        725000.00000000
        PA
        USD
        657434.86000000
        0.005793404264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          4.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics Plc
        000000000
        
          
          
          
        
        11468.00000000
        NS
        USD
        914687.68000000
        0.008060350657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
          
        
        30000.00000000
        PA
        USD
        27429.23000000
        0.000241710057
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8ZF7
        
          
        
        267238.06000000
        PA
        USD
        252061.53000000
        0.002221200048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevance Health Inc
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752103
        
          
          
        
        28780.00000000
        NS
        USD
        13888652.40000000
        0.122388669867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
          
        
        125000.00000000
        PA
        USD
        99912.39000000
        0.000880441396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAF2
        
          
          
        
        5000.00000000
        PA
        USD
        4940.97000000
        0.000043540491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKRQ3
        
          
        
        2212769.28000000
        PA
        USD
        1929714.71000000
        0.017004905139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyler Technologies Inc
        25490040SMU4Z8LBCW70
        Tyler Technologies Inc
        902252105
        
          
          
        
        1160.00000000
        NS
        USD
        385676.80000000
        0.003398635748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2T0
        
          
          
        
        710000.00000000
        PA
        USD
        639381.47000000
        0.005634315367
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300RHYK4B5L898W39
        Mountain View CLO X Ltd
        62432CAU5
        
          
        
        230000.00000000
        PA
        USD
        227991.41000000
        0.002009090918
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2027-10-13
          Floating
          2.37143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        386000.00000000
        PA
        
        377642.96000000
        0.003327840472
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2039-01-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED GROUP BV
        213800PC85O8BJ7DU398
        United Group BV
        000000000
        
          
          
        
        800000.00000000
        PA
        
        621012.28000000
        0.005472443598
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
          
          
        
        666559.00000000
        NS
        
        6911289.00000000
        0.060903206691
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -17740000.00000000
        OU
        Other
        USD
        -460.17000000
        -0.00000405507
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -17740000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            32802.33000000
          
        
        
          N
          N
          N
        
      
      
        Quanta Services Inc
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762E102
        
          
          
        
        4400.00000000
        NS
        USD
        551496.00000000
        0.004859856804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
          
        
        43000.00000000
        NS
        USD
        2844450.00000000
        0.025065675342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493009CITK5BZZY6417
        OZLM XI Ltd
        67109UAS1
        
          
        
        2408670.05000000
        PA
        USD
        2409482.98000000
        0.021232687556
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-30
          Floating
          2.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        76876.79000000
        0.000677448596
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -720000.00000000
            USD
            76876.79000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS6 Mortgage Trust
        12592PBE2
        
          
        
        212139.77000000
        PA
        USD
        206992.54000000
        0.001824046056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Fixed
          3.37800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1599.12000000
        -0.00001409166
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -303540.62000000
            USD
            288000.00000000
            EUR
            2022-07-07
            -1599.12000000
          
        
        
          N
          N
          N
        
      
      
        SITC International Holdings Co
        529900JUV4MOM9CE3V12
        SITC International Holdings Co Ltd
        000000000
        
          
          
          
        
        1567000.00000000
        NS
        
        4439506.43000000
        0.039121526782
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Globant SA
        2221008DCMSPYS42DS88
        Globant SA
        000000000
        
          
          
          
        
        7645.00000000
        NS
        USD
        1330230.00000000
        0.011722165378
        Long
        EC
        CORP
        UY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        300000.00000000
        PA
        
        306059.35000000
        0.002697036088
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300PX4QZK7CUM8D08
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        94988XAT3
        
          
        
        79421.60000000
        PA
        USD
        77419.41000000
        0.000682230236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AQ1
        
          
          
        
        325000.00000000
        PA
        USD
        225992.31000000
        0.001991474581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
          
          
        
        757627.00000000
        NS
        
        1172160.27000000
        0.010329233692
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        000000000
        
          
          
        
        1425000.00000000
        PA
        
        1330865.23000000
        0.011727763110
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
          
        
        11100.00000000
        NS
        USD
        524253.00000000
        0.004619787830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
          
        
        107396.00000000
        NS
        USD
        6668217.64000000
        0.058761229228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DB8
        
          
          
        
        280000.00000000
        PA
        USD
        288905.90000000
        0.002545877584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -29129.21000000
        -0.00025669050
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -359214.00000000
            USD
            1389529537.00000000
            COP
            2022-09-21
            -29129.21000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X65T4
        
          
        
        220257.16000000
        PA
        USD
        209778.93000000
        0.001848600099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SYS0
        
          
          
        
        108215.04000000
        PA
        USD
        106378.03000000
        0.000937417484
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1142.26000000
        -0.00001006574
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-21
            12119.22000000
            USD
            0.00000000
            USD
            -640000.00000000
            GBP
            -13261.48000000
          
        
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
          
        
        1600.00000000
        NS
        USD
        471648.00000000
        0.004156225507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reinsurance Group of America I
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
          
        
        16500.00000000
        NS
        USD
        1935285.00000000
        0.017053991283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8294.14000000
        -0.00007308907
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -675981602.00000000
            HUF
            1773000.00000000
            USD
            2022-07-19
            -8294.14000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        THB/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        208022.98000000
        0.001833126432
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -441073124.88000000
            THB
            12732638.57000000
            USD
            2022-09-21
            208022.98000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
          
        
        147000.00000000
        PA
        USD
        136891.84000000
        0.001206309275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4151.89000000
        0.000036587012
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            805.80000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            3346.09000000
          
        
        
          N
          N
          N
        
      
      
        Comerica Inc
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340107
        
          
          
        
        3700.00000000
        NS
        USD
        271506.00000000
        0.002392547328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1467.42000000
        0.000012931102
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -147000.00000000
            GBP
            180423.60000000
            USD
            2022-07-07
            1467.42000000
          
        
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
          
          
        
        226600.00000000
        NS
        
        2515629.80000000
        0.022168067587
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204108
        
          
          
        
        9900.00000000
        NS
        USD
        437283.00000000
        0.003853396512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        246000.00000000
        PA
        USD
        222008.64000000
        0.001956369946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        69343P105
        
          
          
        
        15069.00000000
        NS
        USD
        1.51000000
        0.000000013306
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -39149.90000000
        -0.00034499417
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-12
            0.00000000
            USD
            0.00000000
            USD
            1010000.00000000
            ILS
            -39149.90000000
          
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        160000.00000000
        PA
        
        155902.24000000
        0.001373831472
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        000000000
        
          
          
          
        
        612696.00000000
        NS
        
        1757573.11000000
        0.015487970245
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
          
        
        59376.00000000
        NS
        USD
        10838495.04000000
        0.095510273647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anchorage Capital Europe CLO
        635400DODOOELVF8BK72
        Anchorage Capital Europe CLO 2021-4 DAC
        000000000
        
          
          
        
        1753000.00000000
        PA
        
        1770967.88000000
        0.015606006757
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-25
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXXIV Ltd
        55819GAL3
        
          
        
        1489000.00000000
        PA
        USD
        1455306.46000000
        0.012824355938
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-25
          Floating
          2.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9833.72000000
        -0.00008665606
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2028-12-20
            0.00000000
            USD
            -1171.37000000
            USD
            330000.00000000
            USD
            -8662.35000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
          
        
        1499000.00000000
        PA
        USD
        1244308.33000000
        0.010965012085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        4000000.00000000
        PA
        
        2782887.60000000
        0.024523179207
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michelin
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        000000000
        
          
          
          
        
        221192.00000000
        NS
        
        6023531.93000000
        0.053080172185
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
          
        
        595000.00000000
        PA
        USD
        490958.23000000
        0.004326389846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
          
        
        23200.00000000
        NS
        USD
        2728552.00000000
        0.024044366604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TEZ4
        
          
        
        156520.46000000
        PA
        USD
        154029.71000000
        0.001357330487
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elmwood CLO IV Ltd
        N/A
        Elmwood CLO IV Ltd
        29002GAB7
        
          
        
        941000.00000000
        PA
        USD
        918208.51000000
        0.008091376683
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.28429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CF9
        
          
          
        
        153000.00000000
        PA
        USD
        119146.53000000
        0.001049935220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        107000.00000000
        PA
        
        111548.15000000
        0.000982977276
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2046-10-31
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2732.31000000
        -0.00002407748
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -638209.37000000
            USD
            522000.00000000
            GBP
            2022-07-07
            -2732.31000000
          
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        199674.00000000
        NS
        USD
        30268581.66000000
        0.266730805945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        VICI Properties LP
        925650AC7
        
          
          
        
        575000.00000000
        PA
        USD
        543703.04000000
        0.004791184194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
          
        
        2635000.00000000
        PA
        USD
        2400732.03000000
        0.021155573010
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
          
        
        495000.00000000
        PA
        USD
        454083.39000000
        0.004001443805
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        207016.00000000
        NS
        USD
        15745636.96000000
        0.138752667159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BZY5
        
          
          
        
        126832.14000000
        PA
        USD
        127724.73000000
        0.001125527471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        65535HBA6
        
          
          
        
        740000.00000000
        PA
        USD
        600891.06000000
        0.005295132706
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-01-22
          Fixed
          2.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRBUS SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
          
        
        137000.00000000
        PA
        
        137774.63000000
        0.001214088539
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-04-07
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        27586.00000000
        NS
        USD
        8828899.30000000
        0.077801446144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        917168.93000000
        0.008082215765
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-11-24
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6048.85000000
        0.000053303278
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1233253.15000000
            USD
            1018000.00000000
            GBP
            2022-07-07
            6048.85000000
          
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
          
        
        208000.00000000
        PA
        USD
        184364.76000000
        0.001624647020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
          
        
        78400.00000000
        NS
        USD
        5532688.00000000
        0.048754789565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAL4
        
          
        
        450000.00000000
        PA
        USD
        423154.49000000
        0.003728894185
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WTZ1
        
          
        
        216455.00000000
        PA
        USD
        204406.47000000
        0.001801257260
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEP2
        
          
          
        
        428000.00000000
        PA
        USD
        423251.88000000
        0.003729752399
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAA2
        
          
          
        
        50000.00000000
        PA
        USD
        35681.01000000
        0.000314425851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        162248.66000000
        0.001429756978
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1435000.00000000
            USD
            162248.66000000
          
        
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
          
        
        13000.00000000
        NS
        USD
        202540.00000000
        0.001784809676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        45050000.00000000
        PA
        
        273257.67000000
        0.002407983280
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2049-12-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
          
        
        38300.00000000
        NS
        USD
        401001.00000000
        0.003533674656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
          
          
        
        174412.00000000
        NS
        
        6238155.49000000
        0.054971463815
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AYCF6
        
          
        
        1581039.37000000
        PA
        USD
        2001.44000000
        0.000017636958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-25
          Variable
          0.87716200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        124181.97000000
        0.001094308194
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -23821407.93000000
            EUR
            25142567.04000000
            USD
            2022-08-02
            124181.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        62848.84000000
        0.000553832417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-02
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -210.81000000
        -0.00000185768
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3170000.00000000
            MXN
            156393.61000000
            USD
            2022-08-05
            -210.81000000
          
        
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
          
        
        6700.00000000
        NS
        USD
        2576619.00000000
        0.022705512607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        551904.13000000
        0.004863453301
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            14381.15000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            537522.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -15162.40000000
        -0.00013361310
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2394077400.00000000
            KRW
            1846000.00000000
            USD
            2022-09-21
            -15162.40000000
          
        
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
          
          
        
        37000.00000000
        NS
        
        1349133.12000000
        0.011888742210
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
          
        
        13477.00000000
        NS
        USD
        1915081.70000000
        0.016875957090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Financial Group Inc/O
        549300AFOM7IVKIU1G39
        American Financial Group Inc/OH
        025932104
        
          
          
        
        37800.00000000
        NS
        USD
        5247018.00000000
        0.046237427166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COREBRIDGE FINANCIAL INC
        549300XY1661QCIA7J65
        Corebridge Financial Inc
        21871XAA7
        
          
          
        
        170000.00000000
        PA
        USD
        165409.65000000
        0.001457612046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
          
        
        300000.00000000
        PA
        USD
        282950.85000000
        0.002493400883
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BEVJ0
        
          
        
        116937.65000000
        PA
        USD
        1437.36000000
        0.000012666209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Variable
          0.83696400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        635400LOBVY9OW2EI809
        St Paul's CLO V DAC
        000000000
        
          
        
        4245177.66000000
        PA
        
        4379928.48000000
        0.038596517886
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-02-20
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAK6
        
          
          
        
        276000.00000000
        PA
        USD
        267112.97000000
        0.002353835358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1601167.76000000
        0.014109705300
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -18399349.00000000
            GBP
            24005557.04000000
            USD
            2022-07-19
            1601167.76000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWZ3
        
          
          
        
        97000.00000000
        PA
        USD
        93107.81000000
        0.000820478523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1160.40000000
        0.000010225600
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            -593.99000000
          
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        231000.00000000
        PA
        
        225170.77000000
        0.001984235060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        390517.86000000
        0.003441295819
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            389980.65000000
          
        
        
          N
          N
          N
        
      
      
        Mahindra & Mahindra Ltd
        3358003B573EV4KB4Z02
        Mahindra & Mahindra Ltd
        000000000
        
          
          
          
        
        62867.00000000
        NS
        
        873939.59000000
        0.007701273016
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
          
          
        
        191155.00000000
        NS
        
        22306945.91000000
        0.196571802656
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PHILIPPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        6119.94000000
        0.000053929733
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                PHILIPPINE GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            5582.73000000
          
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        8400.00000000
        NS
        USD
        1021860.00000000
        0.009004767531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJV72
        
          
        
        16468.31300000
        PA
        USD
        16600.27000000
        0.000146283808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
          
          
        
        37014.00000000
        NS
        
        1740349.29000000
        0.015336191631
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
          
        
        540000.00000000
        PA
        USD
        512532.45000000
        0.004516504770
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc
        29355A107
        
          
          
        
        40700.00000000
        NS
        USD
        7946268.00000000
        0.070023580612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3234.67000000
        0.000028504346
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -6150000.00000000
            SEK
            604550.35000000
            USD
            2022-07-07
            3234.67000000
          
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
          
        
        16200.00000000
        NS
        USD
        419742.00000000
        0.003698822865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
          
        
        1565000.00000000
        PA
        USD
        1264791.00000000
        0.011145508123
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCF5
        
          
        
        197971.32000000
        PA
        USD
        189360.97000000
        0.001668674294
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          1.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
          
          
        
        14400.00000000
        NS
        USD
        3883392.00000000
        0.034220971752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        662553.40000000
        0.005838509526
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -25128227.02000000
            EUR
            27003898.40000000
            USD
            2022-07-05
            662553.40000000
          
        
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
          
          
        
        19780.00000000
        NS
        
        1807793.32000000
        0.015930517479
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        390563.17000000
        0.003441695097
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF ARGENTINA
                Argentine Republic Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            537.21000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            390025.96000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QRW22
        
          
        
        43940.83000000
        PA
        USD
        44293.93000000
        0.000390324058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
          
          
        
        13043.00000000
        NS
        
        1175668.20000000
        0.010360146042
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -123291.37000000
        -0.00108646010
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            5640000.00000000
            USD
            -123291.37000000
          
        
        
          N
          N
          N
        
      
      
        Inghams Group Ltd
        529900ZZ4VRHSGVBNE41
        Inghams Group Ltd
        000000000
        
          
          
          
        
        235104.00000000
        NS
        
        418897.99000000
        0.003691385336
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        433000.00000000
        PA
        
        440697.18000000
        0.003883482725
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        049362AA4
        
          
          
        
        965000.00000000
        PA
        USD
        792671.46000000
        0.006985127342
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769GAA8
        
          
          
        
        425000.00000000
        PA
        USD
        331675.61000000
        0.002922770011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Growth ETF
        549300H1KWQVEKI25E14
        iShares Russell 1000 Growth ETF
        464287614
        
          
          
        
        447850.00000000
        NS
        USD
        97944795.00000000
        0.863102685219
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
          
        
        7400.00000000
        NS
        USD
        1293964.00000000
        0.011402584516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        4898.00000000
        NS
        
        1403957.36000000
        0.012371860774
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
          
        
        268000.00000000
        NS
        USD
        7841680.00000000
        0.069101937112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
          
        
        245000.00000000
        PA
        USD
        234716.29000000
        0.002068351464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        261000.00000000
        PA
        USD
        241106.42000000
        0.002124662147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4595.71000000
        -0.00004049801
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1103409.29000000
            USD
            1046000.00000000
            EUR
            2022-08-05
            -4595.71000000
          
        
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
          
          
        
        3982.00000000
        NS
        
        5794169.95000000
        0.051059003619
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TCY9
        
          
        
        170087.26000000
        PA
        USD
        171149.15000000
        0.001508189291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
          
        
        380000.00000000
        PA
        USD
        296704.25000000
        0.002614597691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        310000.00000000
        PA
        
        402763.09000000
        0.003549202430
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2033-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12657.65000000
        0.000111540911
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -52496160.00000000
            JPY
            400000.00000000
            USD
            2022-07-19
            12657.65000000
          
        
        
          N
          N
          N
        
      
      
        TALKTALK TELECOM GROUP
        213800WF53FVDRRHRF44
        TalkTalk Telecom Group Ltd
        000000000
        
          
          
        
        3200000.00000000
        PA
        
        3181978.38000000
        0.028040020749
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311A105
        
          
          
        
        5728.00000000
        NS
        USD
        376444.16000000
        0.003317276485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
          
        
        65120000.00000000
        PA
        
        121459.86000000
        0.001070320595
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2030-08-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        2000000.00000000
        PA
        USD
        520000.00000000
        0.004582309823
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAB8
        
          
          
        
        675000.00000000
        PA
        USD
        561039.32000000
        0.004943953822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        314813.29000000
        0.002774176983
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-08-05
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
          
        
        178800.00000000
        NS
        USD
        11051628.00000000
        0.097388429909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        68329AAJ7
        
          
          
        
        2489000.00000000
        PA
        USD
        2188559.90000000
        0.019285883710
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-04-16
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAD3
        
          
          
        
        25000.00000000
        PA
        USD
        20862.98000000
        0.000183847381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAE1
        
          
          
        
        250000.00000000
        PA
        USD
        215495.33000000
        0.001898973783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-24
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
          
          
        
        109440.00000000
        NS
        
        615055.67000000
        0.005419953151
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Samsung Fire & Marine Insuranc
        988400JMBDK47EW0Z936
        Samsung Fire & Marine Insurance Co Ltd
        000000000
        
          
          
          
        
        7893.00000000
        NS
        
        1225173.87000000
        0.010796396654
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300O2Y407FNHQWX93
        BlueMountain CLO 2016-2 Ltd
        09628WAW2
        
          
        
        15500000.00000000
        PA
        USD
        15100964.90000000
        0.133071730402
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          2.59800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALDER FINLAND OYJ
        5493007P4MCJM21IB748
        Balder Finland Oyj
        000000000
        
          
          
        
        815000.00000000
        PA
        
        538041.21000000
        0.004741291388
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2029-01-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        000000000
        
          
          
        
        300000.00000000
        PA
        
        277835.64000000
        0.002448324966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BN8
        
          
          
        
        215000.00000000
        PA
        USD
        210088.33000000
        0.001851326573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCP4
        
          
          
        
        8334000.00000000
        PA
        USD
        7557245.20000000
        0.066595459462
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAB4
        
          
        
        100000.00000000
        PA
        USD
        93654.68000000
        0.000825297615
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
          
          
        
        220226.00000000
        NS
        
        981644.16000000
        0.008650380149
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNWZ9
        
          
        
        167177.11000000
        PA
        USD
        6822.63000000
        0.000060121931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          1.43156000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWEJ8
        
          
        
        525000.00000000
        PA
        USD
        518316.13000000
        0.004567471335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
          
        
        6800.00000000
        NS
        USD
        614720.00000000
        0.005416995182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        1829129.36000000
        0.016118533529
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOUNTAIN VIEW CLO
        549300IB1UGD5G8HYT10
        Mountain View Clo XIV Ltd
        62432MAN9
        
          
        
        1500000.00000000
        PA
        USD
        1440359.25000000
        0.012692639117
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.29429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P105
        
          
          
        
        12400.00000000
        NS
        USD
        365676.00000000
        0.003222386013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AW6
        
          
          
        
        48000.00000000
        PA
        USD
        39212.19000000
        0.000345543083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788C105
        
          
          
        
        14500.00000000
        NS
        USD
        2444120.00000000
        0.021537913627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
          
        
        33595.00000000
        NS
        USD
        16077559.15000000
        0.141677610067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities Trust 2003-2
        07384YJQ0
        
          
        
        9654.12000000
        PA
        USD
        9315.38000000
        0.000082088379
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-03-25
          Floating
          3.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179R4F3
        
          
        
        95715.66000000
        PA
        USD
        95666.28000000
        0.000843024105
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18813.84000000
        -0.00016579008
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -7145000.00000000
            TRY
            408169.09000000
            USD
            2022-07-07
            -18813.84000000
          
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
          
          
        
        1509572.00000000
        NS
        
        7115814.20000000
        0.062705510216
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AU0
        
          
          
        
        200000.00000000
        PA
        USD
        167421.96000000
        0.001475344792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        193482.79000000
        0.001704996325
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
          
        
        68000.00000000
        NS
        USD
        9190200.00000000
        0.080985276427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4079.43000000
        -0.00003594848
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -226026.97000000
            USD
            12210000.00000000
            PHP
            2022-07-07
            -4079.43000000
          
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
          
        
        274233.00000000
        NS
        USD
        42001526.28000000
        0.370123089395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        St Pauls CLO
        549300IMSL8GGSOV5A04
        St Paul's CLO IV DAC
        000000000
        
          
        
        738994.78000000
        PA
        
        757694.93000000
        0.006676909463
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-04-25
          Floating
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
          
        
        3800.00000000
        NS
        USD
        207784.00000000
        0.001831020508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        Jack Henry & Associates Inc
        426281101
        
          
          
        
        9257.00000000
        NS
        USD
        1666445.14000000
        0.014684938338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAK6
        
          
          
        
        585000.00000000
        PA
        USD
        573741.92000000
        0.005055890839
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        2126000.00000000
        PA
        
        2112239.01000000
        0.018613333780
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        80585Y308
        
          
          
          
        
        76649.00000000
        NS
        USD
        7.66000000
        0.000000067500
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
          
        
        288258.00000000
        PA
        USD
        245009.16000000
        0.002159053616
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241103
        
          
          
        
        27700.00000000
        NS
        USD
        302207.00000000
        0.002663088663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
          
        
        11624.00000000
        NS
        USD
        2724200.64000000
        0.024006021835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        695000.00000000
        PA
        USD
        619332.17000000
        0.005457638243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -253110.47000000
        -0.00223044344
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-11-25
            0.00000000
            USD
            0.00000000
            USD
            1734000.00000000
            EUR
            -253110.47000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        1050000.00000000
        PA
        USD
        830506.68000000
        0.007318536381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BW9
        
          
          
        
        317000.00000000
        PA
        USD
        319951.21000000
        0.002819453024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        39663.53000000
        0.000349520352
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -2745000.00000000
            USD
            39663.53000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16799.88000000
        -0.00014804279
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -5799257.47000000
            USD
            30569046.00000000
            BRL
            2022-08-02
            -16799.88000000
          
        
        
          N
          N
          N
        
      
      
        DSV A/S
        529900X41C0BSLK67H70
        DSV A/S
        000000000
        
          
          
          
        
        37133.00000000
        NS
        
        5220755.21000000
        0.046005995934
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -91715.63000000
        -0.00080821044
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4528578.29000000
            USD
            4232000.00000000
            EUR
            2022-07-07
            -91715.63000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20976.32000000
        -0.00018484614
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -958000.00000000
            USD
            19135602.52000000
            MXN
            2022-09-21
            -20976.32000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        40342.11000000
        0.000355500090
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2522286.00000000
            BRL
            521564.52000000
            USD
            2022-07-05
            40342.11000000
          
        
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        Rollins Inc
        775711104
        
          
          
        
        7500.00000000
        NS
        USD
        261900.00000000
        0.002307897967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SRM ESCROW ISSUER LLC
        N/A
        SRM Escrow Issuer LLC
        85236FAA1
        
          
          
        
        1810000.00000000
        PA
        USD
        1547523.37000000
        0.013636983732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
          
        
        108900.00000000
        NS
        USD
        8966826.00000000
        0.079016874745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296UZG8
        
          
        
        22228.83000000
        PA
        USD
        23532.91000000
        0.000207375162
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
          
        
        51894.00000000
        NS
        
        2732067.45000000
        0.024075345221
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        TFI International Inc
        5493007R9W7KO7SJN678
        TFI International Inc
        87241L109
        
          
          
        
        20534.00000000
        NS
        USD
        1648469.52000000
        0.014526534760
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        SBI Holdings Inc/Japan
        353800L6LMHYIPSMRQ17
        SBI Holdings Inc/Japan
        000000000
        
          
          
          
        
        239500.00000000
        NS
        
        4690293.86000000
        0.041331499290
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruti Suzuki India Ltd
        335800D27PBEESKKD357
        Maruti Suzuki India Ltd
        000000000
        
          
          
          
        
        5629.00000000
        NS
        
        606276.81000000
        0.005342592658
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        123.91000000
        0.000001091911
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-18
            9397.73000000
            USD
            0.00000000
            USD
            -1005000.00000000
            GBP
            -9273.82000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        201730.37000000
        0.001777675108
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415LCN5
        
          
        
        43607.60000000
        PA
        USD
        45900.15000000
        0.000404478285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5343.07000000
        -0.00004708385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -851981.00000000
            USD
            806131.47000000
            EUR
            2022-08-02
            -5343.07000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RBZ1
        
          
        
        101960.43000000
        PA
        USD
        107396.40000000
        0.000946391497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
          
        
        2700.00000000
        NS
        USD
        691956.00000000
        0.006097609185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
          
        
        290000.00000000
        PA
        USD
        265863.35000000
        0.002342823539
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z1
        00834CAA3
        
          
        
        457191.69000000
        PA
        USD
        446134.37000000
        0.003931395973
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        131794.00000000
        NS
        USD
        32537302.72000000
        0.286723080562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
          
          
        
        52200.00000000
        NS
        
        1725305.41000000
        0.015203622940
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
          
          
        
        52221.00000000
        NS
        
        426579.11000000
        0.003759072396
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
          
        
        915000.00000000
        PA
        USD
        496545.36000000
        0.004375624386
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA FINANCING LUX SARL
        222100DKCE3D036DQU13
        Dana Financing Luxembourg Sarl
        235822AB9
        
          
          
        
        100000.00000000
        PA
        USD
        96141.09000000
        0.000847208194
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
          
        
        62126.00000000
        NS
        USD
        10851548.42000000
        0.095625301784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNE4
        
          
        
        350716.11000000
        PA
        USD
        322205.59000000
        0.002839318923
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M95Y4
        
          
        
        29135.23300000
        PA
        USD
        29916.68000000
        0.000263629801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
        46593EAG0
        
          
        
        300000.00000000
        PA
        USD
        294163.56000000
        0.002592208789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          3.67924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899101
        
          
          
        
        116100.00000000
        NS
        USD
        1784457.00000000
        0.015724874694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        9845007488EC87F5AF14
        Kraft Heinz Co/The
        500754106
        
          
          
        
        178800.00000000
        NS
        USD
        6819432.00000000
        0.060093750473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1063830.80000000
        0.009374619857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
          
        
        215000.00000000
        PA
        USD
        195736.05000000
        0.001724852355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110NAA4
        
          
        
        20708.16000000
        PA
        USD
        20670.30000000
        0.000182149459
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115104
        
          
          
        
        10500.00000000
        NS
        USD
        998550.00000000
        0.008799356681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        549300R6IBV4OG5V8H03
        Sofi Alternative Trust 2019-B
        83405CAA8
        
          
        
        123119.62000000
        PA
        USD
        120335.09000000
        0.001060408971
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-12-15
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1160.40000000
        0.000010225600
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            805.80000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            354.60000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1985.03000000
        -0.00001749235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -159649.33000000
            USD
            59716000.00000000
            HUF
            2022-07-07
            -1985.03000000
          
        
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
          
        
        58400.00000000
        NS
        USD
        6420496.00000000
        0.056578272873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        HUF/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21414.01000000
        0.000188703131
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -145171950.00000000
            HUF
            385000.00000000
            EUR
            2022-07-19
            21414.01000000
          
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2022-A
        054977AA1
        
          
        
        1121682.46000000
        PA
        USD
        1073859.30000000
        0.009462992345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        927896.30000000
        0.008176746790
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-02-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
          
        
        825000.00000000
        PA
        USD
        600200.00000000
        0.005289042992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        515000.00000000
        PA
        USD
        437976.74000000
        0.003859509842
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2836.10000000
        -0.00002499209
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1975000.00000000
            NZD
            1230622.50000000
            USD
            2022-07-07
            -2836.10000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAK6
        
          
          
        
        240000.00000000
        PA
        USD
        212034.28000000
        0.001868474546
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        Jabil Inc
        466313103
        
          
          
        
        93600.00000000
        NS
        USD
        4793256.00000000
        0.042238815493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
          
          
        
        79400.00000000
        NS
        
        9897844.30000000
        0.087221133018
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        1617000.00000000
        PA
        
        1692692.12000000
        0.014916230250
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
          
        
        97486.00000000
        NS
        USD
        10360812.08000000
        0.091300867262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
          
        
        17200.00000000
        NS
        USD
        377712.00000000
        0.003328448861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
          
        
        104013.00000000
        NS
        USD
        13183647.75000000
        0.116176074226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
          
          
        
        69500.00000000
        NS
        
        1248772.72000000
        0.011004352889
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2019-11R Ltd
        12510TAA2
        
          
        
        4815000.00000000
        PA
        USD
        4621458.19000000
        0.040724910123
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-1 Asset-Backed Notes
        36169CAA2
        
          
        
        847923.94000000
        PA
        USD
        808490.39000000
        0.007124525877
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-25
          Variable
          2.48710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F032674
        
          
        
        19000000.00000000
        PA
        USD
        18271171.97000000
        0.161008020787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5808.65000000
        -0.00005118660
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -137333.17000000
            USD
            591003.13000000
            PLN
            2022-07-19
            -5808.65000000
          
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        000000000
        
          
          
        
        675000.00000000
        PA
        
        561152.13000000
        0.004944947919
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-17
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        7365.45000000
        0.000064905334
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            6195.84000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        395000.00000000
        PA
        
        385717.44000000
        0.003398993874
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2027-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4151.89000000
        0.000036587012
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            2397.50000000
          
        
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        5299009TFWZGH2AN7D11
        carsales.com Ltd
        000000000
        
          
          
          
        
        28192.00000000
        NS
        
        356491.28000000
        0.003141449027
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAW5
        
          
          
        
        173000.00000000
        PA
        USD
        155191.59000000
        0.001367569129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2021-1
        33843WAA9
        
          
        
        437885.67000000
        PA
        USD
        432925.78000000
        0.003815000105
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        107931.00000000
        NS
        USD
        10657106.94000000
        0.093911857353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDE3
        
          
          
        
        303000.00000000
        PA
        USD
        235342.61000000
        0.002073870680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5F92
        
          
        
        130785.96000000
        PA
        USD
        114380.80000000
        0.001007938968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2436.91000000
        -0.00002147437
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1640812.04000000
            CNY
            242607.00000000
            USD
            2022-08-23
            -2436.91000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        200000.00000000
        PA
        
        170975.38000000
        0.001506658006
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-09
          Fixed
          0.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
          
        
        4200.00000000
        NS
        USD
        856548.00000000
        0.007548015990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1820000.00000000
        PA
        
        1684218.28000000
        0.014841557634
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2019-C17 Commercial Mortgage Trust
        12597BAT6
        
          
        
        105000.00000000
        PA
        USD
        93930.35000000
        0.000827726856
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          2.76280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2022-X1
        00834HAA2
        
          
        
        303042.03000000
        PA
        USD
        297256.56000000
        0.002619464721
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NetEase Inc
        5299004AF4DSJDB0PA32
        NetEase Inc
        64110W102
        
          
          
        
        12804.00000000
        NS
        USD
        1195381.44000000
        0.010533861760
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7301.86000000
        -0.00006434497
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -237376.37000000
            USD
            6840000.00000000
            TWD
            2022-07-07
            -7301.86000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        TRY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10311.87000000
        -0.00009086958
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3525000.00000000
            TRY
            200341.01000000
            USD
            2022-07-07
            -10311.87000000
          
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2019-2
        96041LAG7
        
          
        
        590000.00000000
        PA
        USD
        588174.54000000
        0.005183073024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RS9
        
          
          
        
        1115000.00000000
        PA
        USD
        944962.50000000
        0.008327136436
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
          
        
        42200.00000000
        NS
        USD
        6028270.00000000
        0.053121924694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICL Group Ltd
        529900FQVQD88SHIGM04
        ICL Group Ltd
        000000000
        
          
          
          
        
        351005.00000000
        NS
        
        3193488.20000000
        0.028141446828
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        1456.00000000
        NC
        USD
        -673681.88000000
        -0.00593657518
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            306456433.35000000
            USD
            -673681.88000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        -13.00000000
        NC
        USD
        -13243.49000000
        -0.00011670341
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            -1446006.51000000
            USD
            -13243.49000000
          
        
        
          N
          N
          N
        
      
      
        PGIM Institutional Money Market Fund - D
        N/A
        PGIM Institutional Money Market Fund - D
        000000000
        
          
        
        126579693.07800000
        NS
        USD
        126465771.35000000
        1.114433358510
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1411000.00000000
        PA
        
        1354330.55000000
        0.011934542661
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2035-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        Metropolitan Transportation Authority
        59259YCA5
        
          
          
        
        120000.00000000
        PA
        USD
        134729.29000000
        0.001187252594
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
          
        
        3400.00000000
        NS
        USD
        435234.00000000
        0.003835340449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
          
        
        25881.00000000
        NS
        USD
        1331059.83000000
        0.011729477951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
          
          
        
        622600.00000000
        NS
        
        13322754.03000000
        0.117401897444
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
          
        
        128307.00000000
        NS
        USD
        7131303.06000000
        0.062842000130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International A
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
          
          
        
        30407.00000000
        NS
        
        7182562.31000000
        0.063293703524
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGF4
        
          
        
        355000.00000000
        PA
        USD
        317203.63000000
        0.002795240980
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-15
          Fixed
          1.31600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        1912000.00000000
        PA
        
        1886456.10000000
        0.016623704459
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        5180.32000000
        0.000045649675
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            8472.84000000
            USD
            0.00000000
            USD
            -44953000.00000000
            JPY
            -3292.52000000
          
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
          
        
        5600.00000000
        NS
        USD
        1353520.00000000
        0.011927399985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME EURO FOREIGN EXCHANGE CURRENCY
        000000000
        
          
          
        
        -762.00000000
        NC
        USD
        2205640.42000000
        0.019436399546
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CHICAGO MERCANTILE EXCHANGE
                EURO CURRENCY 2PM
                
                  
                  
                
              
            
            2022-09-19
            -102580090.42000000
            USD
            2205640.42000000
          
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        000000000
        
          
          
          
        
        6700.00000000
        NS
        USD
        233897.00000000
        0.002061131770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -1457.44000000
        -0.00001284315
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -12879.00000000
            USD
            16272000.00000000
            SEK
            11421.56000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMGY5
        
          
        
        240378.37000000
        PA
        USD
        209628.46000000
        0.001847274137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
          
        
        1325000.00000000
        PA
        USD
        1047673.71000000
        0.009232241410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
          
        
        20200.00000000
        NS
        USD
        678720.00000000
        0.005980971776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        206300.00000000
        NS
        USD
        11404264.00000000
        0.100495905692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        DCC PLC
        000000000
        
          
          
          
        
        11694.00000000
        NS
        
        727518.28000000
        0.006410988771
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        64939.06000000
        0.000572251716
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -503700000.00000000
            CLP
            613124.29000000
            USD
            2022-07-07
            64939.06000000
          
        
        
          N
          N
          N
        
      
      
        Trimaran CAVU LLC
        N/A
        Trimaran Cavu 2021-1 Ltd
        89624NAA6
        
          
        
        2547000.00000000
        PA
        USD
        2489808.64000000
        0.021940528058
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-23
          Floating
          2.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAE3
        
          
          
        
        305000.00000000
        PA
        USD
        296019.98000000
        0.002608567812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
        
        650000.00000000
        PA
        
        543213.92000000
        0.004786874003
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        Straumann Holding AG
        000000000
        
          
          
          
        
        11584.00000000
        NS
        
        1390867.64000000
        0.012256512404
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -50157.06000000
        -0.00044199074
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -4342526.59000000
            USD
            127610000.00000000
            TWD
            2022-07-07
            -50157.06000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -25241.79000000
        -0.00022243404
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            1135000.00000000
            USD
            -25241.79000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        851000.00000000
        PA
        
        875707.05000000
        0.007716848111
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
          
          
        
        436297.00000000
        NS
        
        2221807.92000000
        0.019578869727
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
          
        
        220938.00000000
        NS
        USD
        17113857.48000000
        0.150809610101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
          
        
        57525.00000000
        NS
        
        1264223.22000000
        0.011140504770
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
          
          
        
        125790.00000000
        NS
        
        9681079.67000000
        0.085310973993
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
          
        
        26700.00000000
        NS
        USD
        2805102.00000000
        0.024718935483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        63500.00000000
        NS
        USD
        8543290.00000000
        0.075284618642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woodside Energy Group Ltd
        2549005ZC5RXAOO7FH41
        Woodside Energy Group Ltd
        000000000
        
          
          
          
        
        74496.00000000
        NS
        
        1635242.56000000
        0.014409977013
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2N83
        
          
        
        11391730.86000000
        PA
        USD
        603593.14000000
        0.005318943798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.83058100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IDEX Corp
        549300U5Y5EL6PHYLF13
        IDEX Corp
        45167R104
        
          
          
        
        2100.00000000
        NS
        USD
        381423.00000000
        0.003361150692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        30176.42000000
        0.000265918665
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -981000.00000000
            GBP
            1224435.03000000
            USD
            2022-07-07
            30176.42000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        390563.17000000
        0.003441695097
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF ARGENTINA
                Argentine Republic Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            389393.56000000
          
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        12640000.00000000
        PA
        
        617059.11000000
        0.005437607733
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2023-12-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
          
          
        
        181600.00000000
        NS
        
        1237112.98000000
        0.010901605694
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
          
          
        
        32200.00000000
        NS
        
        988378.24000000
        0.008709721766
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Grou
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
          
        
        106269.00000000
        NS
        USD
        6724702.32000000
        0.059258979812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd
        465074201
        
          
          
          
        
        102680.00000000
        NS
        
        533837.82000000
        0.004704250551
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        620000.00000000
        PA
        
        485997.58000000
        0.004282675932
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF DENMARK
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
          
        
        1819000.00000000
        PA
        
        350634.35000000
        0.003089836974
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
        3003002Q2A863JPQFH06
        INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
        000000000
        
          
          
          
        
        61600.00000000
        NS
        
        358702.80000000
        0.003160937238
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -97098.45000000
        -0.00085564457
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2551422.03000000
            USD
            11028460.05000000
            PLN
            2022-07-19
            -97098.45000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
          
        
        712000.00000000
        PA
        USD
        533581.97000000
        0.004701995967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -100013.85000000
        -0.00088133547
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            0.00000000
            USD
            18000000.00000000
            CZK
            -100013.85000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2W9
        
          
        
        433860.46000000
        PA
        USD
        424608.76000000
        0.003741709408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AP4W6
        
          
        
        266070.97000000
        PA
        USD
        240429.57000000
        0.002118697654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        Porsche Automobil Holding SE
        000000000
        
          
          
          
        
        12414.00000000
        NS
        
        819006.17000000
        0.007217192343
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
          
        
        2910000.00000000
        PA
        
        2886303.07000000
        0.025434490215
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAC8
        
          
        
        240000.00000000
        PA
        USD
        225786.19000000
        0.001989658224
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          4.37566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
          
          
        
        412264.00000000
        NS
        
        11700560.03000000
        0.103106906094
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2309.16000000
        0.000020348627
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -2550000.00000000
            PLN
            570799.54000000
            USD
            2022-07-07
            2309.16000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YR6T0
        
          
        
        32732.13000000
        PA
        USD
        32105.49000000
        0.000282917888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAS7
        
          
        
        1087886.28000000
        PA
        USD
        1056370.54000000
        0.009308879044
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.23120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CGF5
        
          
        
        27643.27300000
        PA
        USD
        27030.63000000
        0.000238197541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOPEC GRP DEV 2018
        549300C6OZZ8LTVR8209
        Sinopec Group Overseas Development 2018 Ltd
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        350116.99000000
        0.003085277928
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2031-01-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAE5
        
          
        
        1310000.00000000
        PA
        USD
        1276318.20000000
        0.011247087357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toromont Industries Ltd
        5493008W5EPRSLQ0B737
        Toromont Industries Ltd
        891102105
        
          
          
          
        
        14970.00000000
        NS
        
        1210439.40000000
        0.010666554526
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
          
        
        55778.00000000
        NS
        USD
        1141217.88000000
        0.010056565197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORTHEASTERN UNIVERSITY
        549300I2J5CUY7XEVC78
        Northeastern University
        664675AT2
        
          
          
        
        206000.00000000
        PA
        USD
        151396.93000000
        0.001334130076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
          
          
        
        222400.00000000
        NS
        
        4205821.08000000
        0.037062260099
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -46638.44000000
        -0.00041098419
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -4894432.45000000
            USD
            657500000.00000000
            JPY
            2022-07-07
            -46638.44000000
          
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        73200.00000000
        NS
        USD
        6028020.00000000
        0.053119721661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        1096000.00000000
        PA
        
        1085065.03000000
        0.009561738743
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2032-05-03
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHA 3 BV
        549300RVASWYF4HCO804
        Alpha 3 BV
        000000000
        
          
          
        
        390532.58000000
        PA
        USD
        372307.60000000
        0.003280824563
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2028-03-18
          Floating
          4.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3820.52000000
        0.000033666935
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -602170.87000000
            USD
            780000.00000000
            CAD
            2022-07-07
            3820.52000000
          
        
        
          N
          N
          N
        
      
      
        AGL Core CLO 2 LTD.
        549300EIBQDZ5WXOZ105
        AGL Core CLO 2 Ltd
        001200AA2
        
          
        
        3441000.00000000
        PA
        USD
        3381247.04000000
        0.029796002938
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          2.45271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -68109.64000000
        -0.00060019129
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-07-08
            20382.92000000
            USD
            0.00000000
            USD
            1025000000.00000000
            JPY
            -88492.56000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -18580000.00000000
        OU
        Other
        USD
        -76768.68000000
        -0.00067649591
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -18580000.00000000
            USD
            95.00000000
            USD
            2022-07-20
            XXXX
            -50756.68000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
          
        
        366153.00000000
        NS
        USD
        16839376.47000000
        0.148390846585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833Z60
        
          
          
        
        625000.00000000
        PA
        USD
        377783.21000000
        0.003329076373
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
          
        
        235000.00000000
        PA
        USD
        201460.28000000
        0.001775295038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YNB71
        
          
        
        68873.00000000
        PA
        USD
        68645.98000000
        0.000604917593
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
          
        
        162000.00000000
        PA
        
        172238.61000000
        0.001517789758
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-06-09
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sankyo Co Ltd
        3538009H2R9ZBZAOAK48
        Sankyo Co Ltd
        000000000
        
          
          
          
        
        30500.00000000
        NS
        
        924178.76000000
        0.008143987328
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
          
        
        200000.00000000
        PA
        USD
        182223.01000000
        0.001605773632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        676.70000000
        0.000005963171
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1258867.00000000
            ZAR
            77401.33000000
            USD
            2022-09-21
            676.70000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        28000.00000000
        PA
        
        17181.63000000
        0.000151406830
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBR1
        
          
          
        
        2145000.00000000
        PA
        USD
        2047804.69000000
        0.018045529900
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
          
        
        125000.00000000
        PA
        USD
        101024.44000000
        0.000890240930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
          
          
        
        676300.00000000
        NS
        
        4818454.49000000
        0.042460867970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
          
        
        1100.00000000
        NS
        USD
        281611.00000000
        0.002481593945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
          
        
        22900.00000000
        NS
        USD
        3079592.00000000
        0.027137778220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        1700000.00000000
        PA
        
        1429290.08000000
        0.012595096104
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        196478.00000000
        NS
        USD
        38684553.42000000
        0.340893479161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ABIOMED Inc
        5493001EZN4ZTB4Z5887
        ABIOMED Inc
        003654100
        
          
          
        
        1300.00000000
        NS
        USD
        321763.00000000
        0.002835418761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2848.42000000
        -0.00002510065
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -2180142000.00000000
            KRW
            1692000.00000000
            USD
            2022-09-21
            -2848.42000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XYX6
        
          
          
        
        431345.76000000
        PA
        USD
        431346.36000000
        0.003801082043
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2030-07-25
          Floating
          3.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
          
        
        74700.00000000
        NS
        USD
        15689988.00000000
        0.138262281051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -285966.39000000
        -0.00251997422
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-12-07
            0.00000000
            USD
            0.00000000
            USD
            2383000.00000000
            GBP
            -285966.39000000
          
        
        
          N
          N
          N
        
      
      
        Wuxi Biologics Cayman Inc
        5493001TD2TH6VDTJU11
        Wuxi Biologics Cayman Inc
        000000000
        
          
          
          
        
        231908.00000000
        NS
        
        2125572.65000000
        0.018730831606
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QRMV9
        
          
        
        73601.90100000
        PA
        USD
        72152.51000000
        0.000635817606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
          
        
        3060000.00000000
        PA
        USD
        2631412.85000000
        0.023188363370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Telecommunications Or
        ELPUFM0XZRZO4LFXW404
        Hellenic Telecommunications Organization SA
        000000000
        
          
          
          
        
        52850.00000000
        NS
        
        947136.66000000
        0.008346295426
        Long
        EC
        CORP
        GR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5F76
        
          
        
        104497.40000000
        PA
        USD
        91454.85000000
        0.000805912418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
          
        
        100000.00000000
        PA
        USD
        60767.96000000
        0.000535495423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGK Insulators Ltd
        353800701BNCL25VYY16
        NGK Insulators Ltd
        000000000
        
          
          
          
        
        227100.00000000
        NS
        
        3055355.52000000
        0.026924203104
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
          
        
        30000.00000000
        PA
        USD
        24194.89000000
        0.000213208619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        166000.00000000
        PA
        
        132095.05000000
        0.001164039317
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2052-10-31
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        815750000.00000000
        PA
        
        6066837.66000000
        0.053461788093
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
          
        
        3300.00000000
        NS
        USD
        350922.00000000
        0.003092371784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
          
        
        44400.00000000
        NS
        USD
        3206568.00000000
        0.028256707782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
          
        
        55444.00000000
        NS
        USD
        26573200.32000000
        0.234166609374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCX6
        
          
          
        
        305000.00000000
        PA
        USD
        281888.69000000
        0.002484040987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
          
        
        479975.00000000
        NS
        USD
        41105059.00000000
        0.362223299349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
          
        
        91865.00000000
        NS
        USD
        14262041.25000000
        0.125679022551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAQ3
        
          
          
        
        1525000.00000000
        PA
        USD
        1509058.95000000
        0.013298030098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
          
        
        755230.00000000
        NS
        USD
        23510309.90000000
        0.207176007719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAS0
        
          
          
        
        171000.00000000
        PA
        USD
        168698.11000000
        0.001486590397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -17740000.00000000
        OU
        Other
        USD
        -460.17000000
        -0.00000405507
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS CDX.NA.IG.38.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.38.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -17740000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            34132.83000000
          
        
        
          N
          N
          N
        
      
      
        KANE BIDCO LTD
        213800IT8MD1MLYZWC24
        Kane Bidco Ltd
        000000000
        
          
        
        2375000.00000000
        PA
        
        2509234.95000000
        0.022111715310
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
          
        
        4700.00000000
        NS
        USD
        239230.00000000
        0.002108126882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
          
          
        
        34022.00000000
        NS
        
        3203424.20000000
        0.028229004194
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
          
        
        26684.00000000
        NS
        USD
        5308248.12000000
        0.046776995206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
          
          
        
        59765.00000000
        NS
        
        4709163.76000000
        0.041497783382
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AU8
        
          
          
        
        106000.00000000
        PA
        USD
        92516.48000000
        0.000815267644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13800.44000000
        -0.00012161133
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1467815.91000000
            USD
            1385771.32000000
            EUR
            2022-07-19
            -13800.44000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        496000.00000000
        PA
        
        542589.18000000
        0.004781368711
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-05-23
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2546.69000000
        -0.00002244177
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -778000.00000000
            USD
            1076744.22000000
            SGD
            2022-09-21
            -2546.69000000
          
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAG5
        
          
          
        
        1635000.00000000
        PA
        USD
        1246326.26000000
        0.010982794355
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        5314.13000000
        0.000046828827
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -28137.12000000
            USD
            1680000.00000000
            USD
            33451.25000000
          
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
          
        
        51325.00000000
        NS
        USD
        24934198.25000000
        0.219723503054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/PEN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        26779.39000000
        0.000235983580
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2536000.00000000
            PEN
            688643.89000000
            USD
            2022-07-07
            26779.39000000
          
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBA1
        
          
          
        
        340000.00000000
        PA
        USD
        318440.19000000
        0.002806137713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        19024.52000000
        0.000167646624
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5770000.00000000
            NOK
            604878.77000000
            USD
            2022-07-07
            19024.52000000
          
        
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
          
        
        7100.00000000
        NS
        USD
        1200823.00000000
        0.010581813518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
          
        
        33747.00000000
        NS
        USD
        8210645.10000000
        0.072353307117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAM1
        
          
          
        
        910000.00000000
        PA
        USD
        888174.88000000
        0.007826716303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
          
        
        231700.00000000
        NS
        USD
        9678109.00000000
        0.085284796050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
          
        
        23200.00000000
        NS
        USD
        1384344.00000000
        0.012199025212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THYSSENKRUPP AG
        549300UDG16DOYUPR330
        thyssenkrupp AG
        000000000
        
          
          
        
        2950000.00000000
        PA
        
        3010982.42000000
        0.026533181389
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-03-06
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13902.64000000
        -0.00012251193
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16299.50000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DL8
        
          
          
        
        65000.00000000
        PA
        USD
        60839.25000000
        0.000536123640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
          
        
        2280.00000000
        NS
        USD
        3987697.20000000
        0.035140123180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Group Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Group Corp
        000000000
        
          
          
          
        
        105700.00000000
        NS
        
        577726.25000000
        0.005091001290
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
          
        
        445000.00000000
        PA
        USD
        231170.91000000
        0.002037109099
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
          
          
        
        80560.00000000
        NS
        
        1522289.64000000
        0.013414620715
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        401516.15000000
        0.003538214227
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -12776000.00000000
            GBP
            15954878.01000000
            USD
            2022-07-07
            401516.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
          
        
        860000.00000000
        PA
        USD
        745567.88000000
        0.006570044270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN HUNG KAI PROP (CAP)
        222100WJDEUAP4JLW867
        SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD
        000000000
        
          
        
        2000000.00000000
        PA
        
        283165.61000000
        0.002495293377
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2028-01-25
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        HUF/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -15434.95000000
        -0.00013601485
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -394000.00000000
            EUR
            151024534.00000000
            HUF
            2022-07-19
            -15434.95000000
          
        
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
          
          
        
        227100.00000000
        NS
        
        509228.03000000
        0.004487385777
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
          
        
        17200.00000000
        NS
        USD
        858624.00000000
        0.007566309980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -125560.21000000
        -0.00110645343
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -25096996.68000000
            USD
            23821407.93000000
            EUR
            2022-07-05
            -125560.21000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
          
        
        4792000.00000000
        PA
        
        153435.00000000
        0.001352089822
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2029-06-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        000000000
        
          
          
          
        
        19082.00000000
        NS
        
        1244664.57000000
        0.010968151319
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
          
        
        51600.00000000
        NS
        USD
        3522216.00000000
        0.031038240342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
          
        
        3800.00000000
        NS
        USD
        483094.00000000
        0.004257089196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
          
        
        118900.00000000
        NS
        USD
        10232534.00000000
        0.090170463596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        8086.17000000
        0.000071256415
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                PERUVIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            6331.78000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAA3
        
          
          
        
        20000.00000000
        PA
        USD
        18359.25000000
        0.000161784176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
          
          
        
        19000.00000000
        NS
        
        1545623.77000000
        0.013620244202
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4151.89000000
        0.000036587012
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1754.39000000
            USD
            0.00000000
            USD
            -750000.00000000
            USD
            2397.50000000
          
        
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
          
        
        75100.00000000
        NS
        USD
        6438323.00000000
        0.056735366791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        Verallia SA
        000000000
        
          
          
        
        4400000.00000000
        PA
        
        3781664.86000000
        0.033324538534
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-05-14
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
          
          
        
        40521.00000000
        NS
        
        4787386.36000000
        0.042187091437
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -139.00000000
        NC
        USD
        -211737.26000000
        -0.00186585716
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            -28980434.76000000
            USD
            -211737.26000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        3665000.00000000
        PA
        
        2381489.99000000
        0.020986009569
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        781035.71000000
        0.006882591551
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2396.86000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778638.85000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
          
        
        104806.00000000
        NS
        USD
        28745141.62000000
        0.253306047750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2579.89000000
        0.000022734337
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -607296.06000000
            USD
            785000.00000000
            CAD
            2022-07-07
            2579.89000000
          
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
          
          
        
        8100.00000000
        NS
        USD
        721467.00000000
        0.006357664080
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BW1
        
          
          
        
        705000.00000000
        PA
        USD
        624985.95000000
        0.005507460112
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-13
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        390517.86000000
        0.003441295819
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            1169.61000000
            USD
            0.00000000
            USD
            -500000.00000000
            USD
            389348.25000000
          
        
        
          N
          N
          N
        
      
      
        Manhattan Associates Inc
        529900Q1GJP7KD52SW51
        Manhattan Associates Inc
        562750109
        
          
          
        
        9600.00000000
        NS
        USD
        1100160.00000000
        0.009694757645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        35000.00000000
        PA
        USD
        29073.08000000
        0.000256195884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNF1
        
          
        
        179552.30000000
        PA
        USD
        169570.12000000
        0.001494274666
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viscofan SA
        95980020140005684765
        Viscofan SA
        000000000
        
          
          
          
        
        5225.00000000
        NS
        
        288021.61000000
        0.002538085101
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        254900G01W2J355PT310
        Jamestown CLO VI-R Ltd
        47047LAA7
        
          
        
        506000.00000000
        PA
        USD
        499142.74000000
        0.004398512847
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-25
          Floating
          2.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAK8
        
          
          
        
        570000.00000000
        PA
        USD
        502930.03000000
        0.004431886956
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-19
          Fixed
          2.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
          
        
        222272.00000000
        NS
        USD
        28393025.28000000
        0.250203151281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
          
        
        196458.00000000
        NS
        USD
        17632105.50000000
        0.155376481242
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5745.68000000
        -0.00005063170
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -150142.57000000
            USD
            209169.31000000
            AUD
            2022-07-19
            -5745.68000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-08-18
      Advanced Series Trust
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer