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August 19, 2022 2:28 PM EDT
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    NPORT-P
    false
    
      
      
        
          0000814679
          XXXXXXXX
        
      
      
      
      
        S000006793
        C000018401
      
      
    
  
  
    
      Advanced Series Trust
      811-05186
      0000814679
      549300VWSUPW8FKG9V43
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-888-778-2888
      AST Balanced Asset Allocation Portfolio
      S000006793
      85CHLOD2DKGZT2I66616
      2022-12-31
      2022-06-30
      N
    
    
      8813786914.74
      244028908.15
      8569758006.59
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      919023.78000000
      116319447.07000000
      0.00000000
      30580185.52000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30166RAD9
        
          
        
        516804.01000000
        PA
        USD
        515105.43000000
        0.006010734837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8ZF7
        
          
        
        728830.85000000
        PA
        USD
        687440.33000000
        0.008021700606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        Westrock Co
        96145D105
        
          
          
        
        104200.00000000
        NS
        USD
        4151328.00000000
        0.048441601230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300RHYK4B5L898W39
        Mountain View CLO X Ltd
        62432CAU5
        
          
        
        318000.00000000
        PA
        USD
        315222.91000000
        0.003678317517
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2027-10-13
          Floating
          2.37143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
          
        
        335000.00000000
        PA
        USD
        325423.35000000
        0.003797345849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1256569.86000000
        0.014662839476
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-07-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
          
        
        47771.00000000
        NS
        USD
        2456862.53000000
        0.028668983746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKRQ3
        
          
        
        3049654.33000000
        PA
        USD
        2659546.51000000
        0.031034091137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2017-CX10 Commercial Mortgage Trust
        12595JAG9
        
          
        
        295000.00000000
        PA
        USD
        280403.13000000
        0.003272007561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.19080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCP6
        
          
          
        
        1000000.00000000
        PA
        USD
        774139.34000000
        0.009033386233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSION INSURANCE
        M31AVDIX8NY21MAUQF46
        Pension Insurance Corp PLC
        000000000
        
          
          
        
        925000.00000000
        PA
        
        1081300.92000000
        0.012617636567
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-09-20
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAG6
        
          
          
        
        101000.00000000
        PA
        USD
        81112.00000000
        0.000946491137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        28744.33000000
        0.000335415888
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -16150000.00000000
            NOK
            1668527.02000000
            USD
            2022-07-07
            28744.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1160.40000000
        0.000013540639
        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
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BLX2
        
          
        
        79476.16100000
        PA
        USD
        81904.95000000
        0.000955744023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THYSSENKRUPP AG
        549300UDG16DOYUPR330
        thyssenkrupp AG
        000000000
        
          
          
        
        4180000.00000000
        PA
        
        4266408.99000000
        0.049784474505
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-03-06
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monolithic Power Systems Inc
        529900TB7O85LSZ1XU31
        Monolithic Power Systems Inc
        609839105
        
          
          
        
        700.00000000
        NS
        USD
        268828.00000000
        0.003136938053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
          
          
        
        7552.00000000
        NS
        
        735122.49000000
        0.008578100915
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
          
        
        23784.00000000
        NS
        USD
        312283.92000000
        0.003644022617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        1148000.00000000
        PA
        
        1141190.85000000
        0.013316488623
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-03-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
          
        
        6803.00000000
        NS
        USD
        2622148.32000000
        0.030597693867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        VICI Properties LP
        925650AC7
        
          
          
        
        800000.00000000
        PA
        USD
        756456.41000000
        0.008827045167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-3 Ltd
        07877KAE0
        
          
        
        310000.00000000
        PA
        USD
        310802.81000000
        0.003626739632
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          5.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
          
        
        6604000.00000000
        PA
        
        211453.40000000
        0.002467437234
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2029-06-22
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        2930000.00000000
        PA
        USD
        1564113.49000000
        0.018251547929
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        25243Q205
        
          
          
        
        9244.00000000
        NS
        USD
        1609565.28000000
        0.018781922182
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Ltd
        549300T6IPOCDWLKC615
        Hitachi Ltd
        000000000
        
          
          
          
        
        17700.00000000
        NS
        
        846301.67000000
        0.009875444199
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
          
        
        52300.00000000
        NS
        USD
        3037061.00000000
        0.035439285422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2340094.41000000
        0.027306423450
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -7294133000.00000000
            JPY
            56120253.03000000
            USD
            2022-07-07
            2340094.41000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D3G5
        
          
        
        5473912.63000000
        PA
        USD
        4765972.71000000
        0.055613854047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
          
        
        40000.00000000
        NS
        USD
        2204400.00000000
        0.025723013395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -154885.58000000
        -0.00180735068
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -46933527.00000000
            CNY
            6854311.48000000
            USD
            2022-08-23
            -154885.58000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4KX1
        
          
          
        
        455000.00000000
        PA
        USD
        564742.14000000
        0.006589942674
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13816.30000000
        -0.00016122158
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            17246000.00000000
            USD
            -13816.30000000
          
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
          
        
        2700.00000000
        NS
        USD
        550638.00000000
        0.006425362298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1495.22000000
        0.000017447633
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2781555.00000000
            ZAR
            171023.67000000
            USD
            2022-09-21
            1495.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        3325000.00000000
        NC
        
        2051.77000000
        0.000023941982
        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
                
              
            
            3325000.00000000
            USD
            1.01000000
            EUR
            2022-07-14
            XXXX
            -24589.53000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418WPP9
        
          
        
        42348.13200000
        PA
        USD
        43105.96000000
        0.000503000901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        59850000.00000000
        PA
        
        363029.34000000
        0.004236167925
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2049-12-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
          
          
        
        92792.00000000
        NS
        
        2075310.93000000
        0.024216680662
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
          
        
        1000.00000000
        PA
        USD
        970.61000000
        0.000011325990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TG41
        
          
        
        42073.41000000
        PA
        USD
        41572.90000000
        0.000485111714
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -97404.45000000
        -0.00113660677
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3593745.66000000
            USD
            2872000.00000000
            GBP
            2022-07-07
            -97404.45000000
          
        
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
          
          
        
        493100.00000000
        NS
        
        5320783.72000000
        0.062087910952
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
          
          
        
        139200.00000000
        NS
        
        1545347.17000000
        0.018032564849
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICL Group Ltd
        529900FQVQD88SHIGM04
        ICL Group Ltd
        000000000
        
          
          
          
        
        152714.00000000
        NS
        
        1389411.42000000
        0.016212959793
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        000000000
        
          
          
          
        
        11842.00000000
        NS
        
        1291310.79000000
        0.015068229336
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141G104
        
          
          
        
        43361.00000000
        NS
        USD
        12879084.22000000
        0.150285273050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9271.79000000
        0.000108191969
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1139502444.00000000
            HUF
            3012000.00000000
            USD
            2022-07-19
            9271.79000000
          
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
          
        
        175381.00000000
        NS
        USD
        25218033.99000000
        0.294267749108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAF2
        
          
          
        
        5000.00000000
        PA
        USD
        4940.97000000
        0.000057655887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -4083.76000000
        -0.00004765315
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            0.00000000
            USD
            2860000.00000000
            CNY
            -4083.76000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YD4J5
        
          
        
        8740.54000000
        PA
        USD
        8573.23000000
        0.000100040514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PP EUR HOLD
        213800Y3B5GQFBGVHP79
        Blackstone Property Partners Europe Holdings Sarl
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1355046.21000000
        0.015811954187
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-07-24
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Euronet Worldwide Inc
        YG3575C4DSHJPA5KET68
        Euronet Worldwide Inc
        298736109
        
          
          
        
        6000.00000000
        NS
        USD
        603540.00000000
        0.007042672611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Park Avenue Institutional Advi
        N/A
        Park Avenue Institutional Advisers CLO Ltd 2019-2
        70018AAJ9
        
          
        
        7500000.00000000
        PA
        USD
        7204516.50000000
        0.084069077498
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.22429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC17
        17321RAD8
        
          
        
        260000.00000000
        PA
        USD
        259785.32000000
        0.003031419554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          4.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2020-12 Ltd
        12509VAG7
        
          
        
        3519000.00000000
        PA
        USD
        3387262.72000000
        0.039525768608
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
          
        
        298000.00000000
        PA
        USD
        265584.90000000
        0.003099094511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HBT6
        
          
        
        210505.55000000
        PA
        USD
        203502.41000000
        0.002374657602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          1.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
          
        
        24800.00000000
        NS
        USD
        5487000.00000000
        0.064027478906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
          
          
        
        443016.00000000
        NS
        
        4593459.25000000
        0.053600804672
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24751.20000000
        0.000288820290
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -82204073.00000000
            THB
            2359000.00000000
            USD
            2022-09-21
            24751.20000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
          
          
        
        35640.00000000
        NS
        
        4688507.05000000
        0.054709911836
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CF9
        
          
          
        
        208000.00000000
        PA
        USD
        161976.99000000
        0.001890099929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
          
          
        
        4700.00000000
        NS
        USD
        411062.00000000
        0.004796658198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
          
        
        2270.00000000
        NS
        USD
        4878502.40000000
        0.056926956353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
          
          
        
        460462.00000000
        NS
        
        4641542.13000000
        0.054161880958
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        549300F8Y20RYGNGV346
        Constellation Energy Corp
        21037T109
        
          
          
        
        6033.00000000
        NS
        USD
        345449.58000000
        0.004031030744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21174.79000000
        -0.00024708737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3343408200.00000000
            KRW
            2578000.00000000
            USD
            2022-09-21
            -21174.79000000
          
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055FAC7
        
          
          
        
        450000.00000000
        PA
        USD
        352936.11000000
        0.004118390621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFPZ8
        
          
        
        829781.71000000
        PA
        USD
        749842.17000000
        0.008749863991
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
          
        
        64124.00000000
        NS
        USD
        8127717.00000000
        0.094841849603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
          
        
        5000.00000000
        PA
        USD
        4921.75000000
        0.000057431610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        167.00000000
        NS
        
        386599.29000000
        0.004511204280
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        297250.83000000
        0.003468602377
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -9067659.20000000
            GBP
            11335888.81000000
            USD
            2022-07-05
            297250.83000000
          
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2021-V Ltd
        12565EAA9
        
          
        
        3811000.00000000
        PA
        USD
        3671693.47000000
        0.042844774230
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        34511.74000000
        0.000402715455
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -325000.00000000
            USD
            34511.74000000
          
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
          
        
        74400.00000000
        NS
        USD
        6402864.00000000
        0.074714641826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -168704.45000000
        -0.00196860226
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7608000.00000000
            USD
            -168704.45000000
          
        
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        1078000.00000000
        PA
        
        966276.99000000
        0.011275429122
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2040-09-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        2164.00000000
        NS
        
        5064927.09000000
        0.059102335049
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3551.61000000
        -0.00004144352
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1085000.00000000
            USD
            1501629.15000000
            SGD
            2022-09-21
            -3551.61000000
          
        
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
          
        
        43300.00000000
        NS
        USD
        2922317.00000000
        0.034100344464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawaiian Electric Industries I
        JJ8FWOCWCV22X7GUPJ23
        Hawaiian Electric Industries Inc
        419870100
        
          
          
        
        17533.00000000
        NS
        USD
        717099.70000000
        0.008367794043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deco
        549300BXZQDWLENUZL17
        Deco 2019-RAM DAC
        000000000
        
          
          
        
        1515331.76000000
        PA
        
        1778292.25000000
        0.020750787229
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2030-08-07
          Floating
          2.56972000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        25238.06000000
        0.000294501431
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1654800000.00000000
            CLP
            1826184.90000000
            USD
            2022-07-07
            25238.06000000
          
        
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd
        465074201
        
          
          
          
        
        65200.00000000
        NS
        
        338977.65000000
        0.003955510175
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
          
        
        211000.00000000
        PA
        USD
        168839.58000000
        0.001970179086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        674000.00000000
        PA
        
        628891.52000000
        0.007338498000
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -23820000.00000000
        OU
        Other
        USD
        -617.88000000
        -0.00000721000
        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
                
              
            
            -23820000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            44044.62000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
          
        
        280000.00000000
        PA
        USD
        237418.13000000
        0.002770418135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TLS2
        
          
          
        
        33707.98000000
        PA
        USD
        33142.95000000
        0.000386743125
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4C3
        
          
        
        694941.49000000
        PA
        USD
        649381.86000000
        0.007577598568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        464.16000000
        0.000005416255
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            322.32000000
            USD
            0.00000000
            USD
            -300000.00000000
            USD
            141.84000000
          
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
          
        
        5200.00000000
        NS
        USD
        590252.00000000
        0.006887615724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CGT5
        
          
        
        34204.73000000
        PA
        USD
        34037.11000000
        0.000397177026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies Inc
        00971T101
        
          
          
        
        3000.00000000
        NS
        USD
        273990.00000000
        0.003197173126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fortum Oyj
        635400IUIZZIUJSAMF76
        Fortum Oyj
        000000000
        
          
          
          
        
        21518.00000000
        NS
        
        322526.64000000
        0.003763544311
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        N/A
        Barings Clo Ltd 2020-IIII
        06762CAQ1
        
          
        
        810000.00000000
        PA
        USD
        791722.67000000
        0.009238565072
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
          
          
        
        13330.00000000
        NS
        
        2447114.65000000
        0.028555236310
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -262113.97000000
        -0.00305859243
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -9676210.36000000
            USD
            521007161.00000000
            PHP
            2022-09-21
            -262113.97000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/THB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        76540.21000000
        0.000893143189
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -93057410.31000000
            THB
            2718978.00000000
            USD
            2022-09-21
            76540.21000000
          
        
        
          N
          N
          N
        
      
      
        Lifco AB
        549300RTLL4VDQRCTW41
        Lifco AB
        000000000
        
          
          
          
        
        16065.00000000
        NS
        
        258545.55000000
        0.003016952751
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        143400.00000000
        NS
        USD
        6498888.00000000
        0.075835140210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        La Poste SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        433814.30000000
        0.005062153443
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DT2
        
          
          
        
        300000.00000000
        PA
        USD
        245076.41000000
        0.002859782152
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
          
        
        13300.00000000
        NS
        USD
        1392377.00000000
        0.016247564971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Transcontinental Inc
        549300C86G4JLR01YF53
        Transcontinental Inc
        893578104
        
          
          
          
        
        45042.00000000
        NS
        
        535731.06000000
        0.006251414095
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DV7
        
          
          
        
        245000.00000000
        PA
        USD
        214918.59000000
        0.002507872332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
          
        
        86630.00000000
        NS
        USD
        6745011.80000000
        0.078707144295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        275952.07000000
        0.003220068405
        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
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -88949.18000000
        -0.00103794272
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -2670613.18000000
            USD
            142877805.00000000
            PHP
            2022-09-21
            -88949.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
          
        
        910000.00000000
        PA
        USD
        788914.85000000
        0.009205800786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
          
        
        46680.00000000
        NS
        USD
        3725530.80000000
        0.043472998854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        520000.00000000
        NC
        USD
        9235.67000000
        0.000107770487
        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
                
              
            
            520000.00000000
            USD
            112.00000000
            USD
            2023-02-23
            XXXX
            -8964.33000000
          
        
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
          
        
        2200.00000000
        NS
        USD
        1030766.00000000
        0.012027947571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        000000000
        
          
          
        
        400000.00000000
        PA
        
        350811.14000000
        0.004093594471
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-09-21
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        172897.56000000
        0.002017531415
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1608000.00000000
            USD
            172897.56000000
          
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBJ0
        
          
          
        
        300000.00000000
        PA
        USD
        245655.20000000
        0.002866536018
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-01-21
          Fixed
          3.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ70
        
          
        
        71605.25000000
        PA
        USD
        71914.01000000
        0.000839160335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          3.77357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3845.02000000
        0.000044867311
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5190000.00000000
            CZK
            223467.05000000
            USD
            2022-07-07
            3845.02000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BZY5
        
          
          
        
        174772.67400000
        PA
        USD
        176002.65000000
        0.002053764527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        827.01000000
        0.000009650330
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -550268.00000000
            USD
            525715.01000000
            EUR
            2022-07-05
            827.01000000
          
        
        
          N
          N
          N
        
      
      
        TROWE NATURAL RESOURCES
        N/A
        AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO
        000000000
        
          
        
        2445314.47300000
        NS
        USD
        62502237.93000000
        0.729334922665
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        8303.78000000
        0.000096896318
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3508.78000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            4795.00000000
          
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FM3
        
          
          
        
        175000.00000000
        PA
        USD
        125311.29000000
        0.001462250041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        04016X101
        
          
          
        
        6789.00000000
        NS
        USD
        2572216.32000000
        0.030015040308
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
          
          
        
        103117.00000000
        NS
        
        3245064.04000000
        0.037866460610
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        192000.00000000
        PA
        
        162590.84000000
        0.001897262908
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAB3
        
          
          
        
        500000.00000000
        PA
        USD
        340282.70000000
        0.003970738727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HDFC Bank Ltd
        335800ZQ6I4E2JXENC50
        HDFC Bank Ltd
        40415F101
        
          
          
        
        24302.00000000
        NS
        USD
        1335637.92000000
        0.015585479998
        Long
        EC
        CORP
        IN
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -149731.57000000
        -0.00174720884
        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
            -116955.31000000
            USD
            200000.00000000
            USD
            -32776.26000000
          
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        920000.00000000
        PA
        
        719457.41000000
        0.008395306022
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2035-07-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
          
        
        69200.00000000
        NS
        USD
        4266180.00000000
        0.049781802435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAS7
        
          
        
        1510051.10000000
        PA
        USD
        1466305.37000000
        0.017110230754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.23120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        2664000.00000000
        PA
        
        232093.88000000
        0.002708289776
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2031-09-17
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047WAD3
        
          
          
        
        35000.00000000
        PA
        USD
        29208.17000000
        0.000340828410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CK6
        
          
          
        
        50000.00000000
        PA
        USD
        38692.52000000
        0.000451500730
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2041-11-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
        46593EAJ4
        
          
        
        1100000.00000000
        PA
        USD
        1077908.92000000
        0.012578055520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          4.12924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
          
        
        68200.00000000
        NS
        USD
        5615588.00000000
        0.065527964683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        678000.00000000
        PA
        
        1069157.12000000
        0.012475931282
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        80848.40000000
        0.000943415204
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Fixed
          1.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -119372.14000000
        -0.00139294645
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -9501731.95000000
            USD
            188911000.00000000
            MXN
            2022-07-07
            -119372.14000000
          
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        655000.00000000
        PA
        
        653576.35000000
        0.007626543824
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2027-10-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
          
        
        740000.00000000
        PA
        
        156006.42000000
        0.001820429700
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2034-08-12
          Fixed
          5.40000000
          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
        0.003304242777
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2028-01-25
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11630.96000000
        -0.00013572098
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -2570873.46000000
            USD
            76085000.00000000
            TWD
            2022-07-07
            -11630.96000000
          
        
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
          
          
        
        13500.00000000
        NS
        
        1092894.03000000
        0.012752915883
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXJJ2
        
          
        
        193378.87000000
        PA
        USD
        188361.50000000
        0.002197979217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MEMP3
        
          
        
        19797.03000000
        PA
        USD
        19812.60000000
        0.000231192059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1299054.82000000
        0.015158593964
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-02-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
          
          
        
        12355.00000000
        NS
        
        1129185.36000000
        0.013176397269
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
          
        
        1465000.00000000
        PA
        USD
        1158371.31000000
        0.013516966396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        3175000.00000000
        PA
        USD
        3063772.89000000
        0.035750984889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        53605.78000000
        0.000625522680
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -76145000.00000000
            TWD
            2614866.48000000
            USD
            2022-07-07
            53605.78000000
          
        
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co Ltd
        54930042SK2Z708BA841
        Japan Post Insurance Co Ltd
        000000000
        
          
          
          
        
        34700.00000000
        NS
        
        553478.66000000
        0.006458509791
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Viscofan SA
        95980020140005684765
        Viscofan SA
        000000000
        
          
          
          
        
        3251.00000000
        NS
        
        179207.32000000
        0.002091159632
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CYF5
        
          
        
        74207.75000000
        PA
        USD
        73324.00000000
        0.000855613425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
          
          
        
        31444.00000000
        NS
        
        2477619.76000000
        0.028911198637
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
          
          
        
        48109.00000000
        NS
        USD
        13357463.85000000
        0.155867456697
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
          
        
        84324.00000000
        NS
        
        4041474.62000000
        0.047159728628
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PROVINCE OF ALBERTA
        LQPXMHHNJKIPJYE53543
        Province of Alberta Canada
        01306ZCV1
        
          
          
        
        810000.00000000
        PA
        
        593403.10000000
        0.006924385724
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
          
        
        47200.00000000
        NS
        USD
        5259968.00000000
        0.061378255908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
          
          
        
        460100.00000000
        NS
        
        3278088.00000000
        0.038251815249
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDT6
        
          
          
        
        150000.00000000
        PA
        USD
        130832.57000000
        0.001526677531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AG6
        
          
          
        
        60000.00000000
        PA
        USD
        48531.92000000
        0.000566316107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        000000000
        
          
          
          
        
        4300.00000000
        NS
        USD
        150113.00000000
        0.001751659730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pool Corp
        5493005VZK1KMN6CO617
        Pool Corp
        73278L105
        
          
          
        
        700.00000000
        NS
        USD
        245861.00000000
        0.002868937487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286X3
        
          
          
        
        41000.00000000
        PA
        USD
        39606.64000000
        0.000462167542
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Esab Corp
        549300ZNV0SWBXEIWT04
        Esab Corp
        29605J106
        
          
          
        
        27700.00000000
        NS
        USD
        1211875.00000000
        0.014141297794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -169621.70000000
        -0.00197930559
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            8470000.00000000
            USD
            -169621.70000000
          
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
          
        
        10300.00000000
        NS
        USD
        2476944.00000000
        0.028903313233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        299000.00000000
        PA
        
        223452.49000000
        0.002607453907
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2040-09-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        128800.00000000
        NS
        USD
        7120064.00000000
        0.083083606264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -24290.91000000
        -0.00028344919
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2480000.00000000
            CHF
            2574537.94000000
            USD
            2022-07-07
            -24290.91000000
          
        
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
          
        
        4500.00000000
        NS
        USD
        262035.00000000
        0.003057670937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        174936.70000000
        0.002041326019
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8426411000.00000000
            KRW
            6713094.92000000
            USD
            2022-07-07
            174936.70000000
          
        
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
          
        
        18681.00000000
        NS
        USD
        1881363.51000000
        0.021953519674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        18726.79000000
        0.000218521806
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -9299076.00000000
            CZK
            411532.92000000
            USD
            2022-07-19
            18726.79000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        95000.00000000
        PA
        
        72192.78000000
        0.000842413285
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899101
        
          
          
        
        85000.00000000
        NS
        USD
        1306450.00000000
        0.015244887883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXY1
        
          
          
        
        246923.50000000
        PA
        USD
        248902.73000000
        0.002904431254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
          
        
        208331.00000000
        NS
        USD
        9581142.69000000
        0.111801788132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAW9
        
          
        
        245000.00000000
        PA
        USD
        221008.67000000
        0.002578937116
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.64300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taisei Corp
        529900TF7XJKIOWMLQ79
        Taisei Corp
        000000000
        
          
          
          
        
        52000.00000000
        NS
        
        1617201.12000000
        0.018871024348
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307NNZ3
        
          
        
        40039.97000000
        PA
        USD
        39309.61000000
        0.000458701517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAD3
        
          
          
        
        550000.00000000
        PA
        USD
        507497.74000000
        0.005921961152
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
          
        
        11300.00000000
        NS
        USD
        852585.00000000
        0.009948764006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        000000000
        
          
          
        
        1965000.00000000
        PA
        
        1949241.58000000
        0.022745584863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
          
        
        34800000.00000000
        PA
        USD
        27633375.00000000
        0.322452220689
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XHHV2
        
          
        
        494608.53000000
        PA
        USD
        446227.03000000
        0.005206996856
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        32858.17000000
        0.000383420044
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -104875392.00000000
            TWD
            3584380.60000000
            USD
            2022-09-21
            32858.17000000
          
        
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
          
        
        64900.00000000
        NS
        USD
        2714767.00000000
        0.031678455773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccio
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        000000000
        
          
          
          
        
        12180.00000000
        NS
        
        295602.58000000
        0.003449369046
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834NP9
        
          
          
        
        1665000.00000000
        PA
        USD
        756924.62000000
        0.008832508682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -120399.67000000
        -0.00140493663
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5523762.86000000
            USD
            53217000.00000000
            NOK
            2022-07-07
            -120399.67000000
          
        
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
          
          
        
        31040.00000000
        NS
        USD
        1486195.20000000
        0.017342324005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XA6H0
        
          
        
        274348.16000000
        PA
        USD
        257132.98000000
        0.003000469555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
          
          
        
        19847.00000000
        NS
        
        375175.36000000
        0.004377899115
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        29812.74000000
        0.000347883102
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -202109520.00000000
            HUF
            536000.00000000
            EUR
            2022-07-19
            29812.74000000
          
        
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd
        000000000
        
          
          
          
        
        103547.00000000
        NS
        
        784132.11000000
        0.009149991276
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
          
          
        
        25228.00000000
        NS
        
        1098447.88000000
        0.012817723431
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        1383000.00000000
        PA
        
        1380384.41000000
        0.016107624146
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2026-03-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BPW39
        
          
          
        
        3114653.35000000
        PA
        USD
        129347.19000000
        0.001509344720
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-25
          Variable
          1.48445200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
          
          
        
        558795.00000000
        NS
        
        6648096.04000000
        0.077576240016
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        2895000.00000000
        PA
        
        2089527.39000000
        0.024382571694
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coterra Energy Inc
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097103
        
          
          
        
        15300.00000000
        NS
        USD
        394587.00000000
        0.004604412396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        VOLVO CAR AB
        5299000EAMGGBEYP7J33
        Volvo Car AB
        000000000
        
          
          
        
        2475000.00000000
        PA
        
        2250392.33000000
        0.026259695177
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-10-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHLAND SERVICES BV
        549300S52OPXPKGJS029
        Ashland Services BV
        000000000
        
          
          
        
        2100000.00000000
        PA
        
        1798550.85000000
        0.020987183635
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2021-B
        08862BAA3
        
          
        
        188117.10000000
        PA
        USD
        178273.44000000
        0.002080262241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-17
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1035000.00000000
        PA
        
        1047916.28000000
        0.012228073175
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-04-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
          
        
        324550.00000000
        NS
        USD
        20281129.50000000
        0.236659302216
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
          
        
        62794.00000000
        NS
        USD
        1812862.78000000
        0.021154188701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGPP8
        
          
        
        308446.92000000
        PA
        USD
        289375.59000000
        0.003376706667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -264048.53000000
        -0.00308116670
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-07-08
            14875.10000000
            USD
            0.00000000
            USD
            930000000.00000000
            JPY
            -278923.63000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FNH29
        
          
        
        107450.46000000
        PA
        USD
        19990.38000000
        0.000233266563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L51
        
          
          
        
        2527000.00000000
        PA
        
        1772586.79000000
        0.020684210553
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
          
        
        120000.00000000
        PA
        USD
        90018.75000000
        0.001050423476
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAG0
        
          
          
        
        70000.00000000
        PA
        USD
        66698.47000000
        0.000778300506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        Russian Railways Via RZD Capital PLC
        000000000
        
          
          
        
        800000.00000000
        PA
        
        48692.00000000
        0.000568184071
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-03-25
          Fixed
          7.48700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Corp
        5493003QENHHS261UR94
        Targa Resources Corp
        87612G101
        
          
          
        
        27700.00000000
        NS
        USD
        1652859.00000000
        0.019287114043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AP3
        
          
          
        
        425000.00000000
        PA
        USD
        298828.55000000
        0.003487012699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
          
        
        53116.00000000
        NS
        USD
        7224307.16000000
        0.084300013541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        173784.81000000
        0.002027884683
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1615000.00000000
            USD
            173784.81000000
          
        
        
          N
          N
          N
        
      
      
        HOTCHKIS & WILEY LRG CA
        4FTWO00TBMKME1WMYZ73
        AST HOTCHKIS & WILEY LARGE CAP VALUE
        000000000
        
          
        
        3513127.66520000
        NS
        USD
        142668114.48000000
        1.664785801072
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CR7
        
          
          
        
        97000.00000000
        PA
        USD
        91142.58000000
        0.001063537382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
          
        
        12900.00000000
        NS
        USD
        433440.00000000
        0.005057785758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
          
          
        
        19800.00000000
        NS
        
        308350.55000000
        0.003598124355
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings Inc
        228368106
        
          
          
        
        31331.00000000
        NS
        USD
        2887778.27000000
        0.033697314063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        000000000
        
          
          
        
        455000.00000000
        PA
        
        409265.60000000
        0.004775696112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAB4
        
          
        
        150000.00000000
        PA
        USD
        140482.02000000
        0.001639276393
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CXP4
        
          
        
        87097.08000000
        PA
        USD
        88101.72000000
        0.001028053766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
          
          
        
        237716.00000000
        NS
        
        1554177.42000000
        0.018135604515
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
          
        
        395000.00000000
        PA
        USD
        314161.90000000
        0.003665936654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        54374.00000000
        NS
        USD
        13784896.48000000
        0.160855142810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278X109
        
          
          
        
        42005.00000000
        NS
        USD
        5088905.75000000
        0.059382140616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
          
        
        39480.00000000
        NS
        USD
        9689971.20000000
        0.113071701587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946JS6
        
          
        
        109060.99000000
        PA
        USD
        112675.48000000
        0.001314803520
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8507.44000000
        -0.00009927281
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2298046153.00000000
            KRW
            1778000.00000000
            USD
            2022-09-21
            -8507.44000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        352.59000000
        0.000004114351
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -154945000.00000000
            COP
            37433.11000000
            USD
            2022-08-05
            352.59000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -25314.84000000
        -0.00029539737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3928000.00000000
            USD
            17536647.47000000
            PLN
            2022-07-19
            -25314.84000000
          
        
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
          
        
        3700.00000000
        NS
        USD
        281089.00000000
        0.003280010938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286BZ9
        
          
          
        
        300000.00000000
        PA
        USD
        260243.98000000
        0.003036771631
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2040-01-20
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150104
        
          
          
        
        26500.00000000
        NS
        USD
        318795.00000000
        0.003720000025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C25
        46643PBD1
        
          
        
        836965.58000000
        PA
        USD
        822768.47000000
        0.009600836679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.40800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
          
        
        700000.00000000
        PA
        
        499498.93000000
        0.005828623510
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2041-09-17
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp
        371901109
        
          
          
        
        38000.00000000
        NS
        USD
        1062860.00000000
        0.012402450561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        925000.00000000
        PA
        USD
        811883.66000000
        0.009473822474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
          
        
        16800.00000000
        NS
        USD
        1258152.00000000
        0.014681301374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        502550000.00000000
        PA
        
        3518167.65000000
        0.041053290504
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-06-20
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBD0
        
          
          
        
        985000.00000000
        PA
        USD
        927629.07000000
        0.010824448826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KJP5
        
          
        
        430000.00000000
        PA
        USD
        375828.86000000
        0.004385524768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          3.02566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        94973VAY3
        
          
          
        
        109000.00000000
        PA
        USD
        103465.72000000
        0.001207335375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXXIV Ltd
        55819GAL3
        
          
        
        2054000.00000000
        PA
        USD
        2007521.47000000
        0.023425649457
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-25
          Floating
          2.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        68329AAH1
        
          
          
        
        2340000.00000000
        PA
        USD
        1953083.41000000
        0.022790414951
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-09-27
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        2359.01000000
        0.000027527148
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2032-04-19
            0.00000000
            USD
            0.00000000
            USD
            13200000.00000000
            MXN
            2359.01000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        200276.24000000
        0.002337011615
        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
            14035.20000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            186241.04000000
          
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
          
        
        16400.00000000
        NS
        USD
        6472260.00000000
        0.075524419651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
          
          
        
        293600.00000000
        NS
        
        6473461.75000000
        0.075538442801
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNPP IP Euro CLO
        635400VGNU8T62DHAX91
        BNPP AM Euro CLO 2018 DAC
        000000000
        
          
        
        2930000.00000000
        PA
        
        3005866.06000000
        0.035075273510
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-04-15
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
        46654EAN1
        
          
        
        1150000.00000000
        PA
        USD
        1045007.07000000
        0.012194125775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          3.96400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
          
          
        
        58623.00000000
        NS
        
        2451508.60000000
        0.028606509053
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCB7
        
          
          
        
        45000.00000000
        PA
        USD
        32809.34000000
        0.000382850250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
          
        
        59100.00000000
        NS
        USD
        1350435.00000000
        0.015758146250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
          
          
        
        30432.00000000
        NS
        
        1271841.75000000
        0.014841046258
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        16172.32000000
        0.000188713846
        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
            3508.81000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            12663.51000000
          
        
        
          N
          N
          N
        
      
      
        Avery Dennison Corp
        549300PW7VPFCYKLIV37
        Avery Dennison Corp
        053611109
        
          
          
        
        1500.00000000
        NS
        USD
        242805.00000000
        0.002833277203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        351000.00000000
        NC
        USD
        17080.96000000
        0.000199316713
        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
                
              
            
            351000.00000000
            USD
            122.00000000
            USD
            2022-11-10
            XXXX
            -26513.24000000
          
        
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
          
          
        
        20800.00000000
        NS
        
        287797.14000000
        0.003358287827
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        138344.43000000
        0.001614332982
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-24
            0.00000000
            USD
            0.00000000
            USD
            -950000.00000000
            EUR
            138344.43000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNR2
        
          
        
        31601.01000000
        PA
        USD
        31065.96000000
        0.000362506852
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAS1
        
          
          
        
        515000.00000000
        PA
        USD
        424679.32000000
        0.004955557901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        162633.00000000
        NS
        USD
        26224571.25000000
        0.306012972943
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
          
        
        285999.99999900
        PA
        USD
        253501.55000000
        0.002958094613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAB8
        
          
          
        
        1175000.00000000
        PA
        USD
        976624.01000000
        0.011396167887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24950000.00000000
        OU
        Other
        USD
        291306.08000000
        0.003399233441
        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
                
              
            
            24950000.00000000
            USD
            77.50000000
            USD
            2022-08-17
            XXXX
            162314.58000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RC4
        
          
          
        
        16980000.00000000
        PA
        USD
        17417765.63000000
        0.203246878343
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2102870.73000000
        0.024538274340
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -45891492.00000000
            EUR
            50254350.25000000
            USD
            2022-07-19
            2102870.73000000
          
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-4
        33845XAA5
        
          
        
        347571.89000000
        PA
        USD
        345700.49000000
        0.004033958598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        000000000
        
          
          
        
        250000.00000000
        PA
        USD
        196245.02000000
        0.002289971547
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2041-07-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        000000000
        
          
          
        
        700000.00000000
        PA
        
        782936.20000000
        0.009136036273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PEN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18896.78000000
        -0.00022050540
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -590625.00000000
            USD
            2208051.56000000
            PEN
            2022-09-21
            -18896.78000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6481.41000000
        -0.00007563119
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1152426.67000000
            USD
            1475000.00000000
            CAD
            2022-07-07
            -6481.41000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN BANK GMBH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        000000000
        
          
          
        
        800000.00000000
        PA
        
        821510.62000000
        0.009586158901
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-06-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK PLC
        5493000HZTVUYLO1D793
        GSK PLC
        000000000
        
          
          
          
        
        492763.00000000
        NS
        
        10614204.67000000
        0.123856527358
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        USD CALL VERSUS CHF PUT
        000000000
        
          
        
        1726000.00000000
        NC
        USD
        1168.31000000
        0.000013632940
        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
                
              
            
            1726000.00000000
            USD
            0.99000000
            USD
            2022-07-21
            XXXX
            -11569.57000000
          
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        Baltimore Gas and Electric Co
        059165EP1
        
          
          
        
        25000.00000000
        PA
        USD
        24238.74000000
        0.000282840425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp
        963320106
        
          
          
        
        1100.00000000
        NS
        USD
        170357.00000000
        0.001987885770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -15370000.00000000
        OU
        Other
        USD
        -3343.96000000
        -0.00003902047
        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
                
              
            
            -15370000.00000000
            USD
            80.00000000
            USD
            2022-08-17
            XXXX
            30608.37000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        103570.12000000
        0.001208553612
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -970000.00000000
            USD
            103570.12000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAW1
        
          
          
        
        1911000.00000000
        PA
        USD
        1841054.42000000
        0.021483155283
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        TH MSR issuer Trust
        87271AAA4
        
          
        
        590000.00000000
        PA
        USD
        574673.92000000
        0.006705836028
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          4.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1559.22000000
        0.000018194446
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-07-08
            1020.92000000
            USD
            0.00000000
            USD
            -5000000.00000000
            JPY
            538.30000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        4879.40000000
        0.000056937430
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2032-03-15
            0.00000000
            USD
            0.00000000
            USD
            -505000.00000000
            EUR
            4879.40000000
          
        
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
          
          
        
        68310.00000000
        NS
        
        383903.99000000
        0.004479752983
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldentree Loan Opportunities
        549300IOBSI2NBFBJX90
        GoldenTree Loan Opportunities IX Ltd
        38123HAN4
        
          
        
        333956.11000000
        PA
        USD
        330021.14000000
        0.003850997189
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-29
          Floating
          2.34886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YR6T0
        
          
        
        45034.14000000
        PA
        USD
        44171.99000000
        0.000515440342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        57057.67000000
        0.000665802581
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -3567383.00000000
            BRL
            737672.25000000
            USD
            2022-07-05
            57057.67000000
          
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts Inc
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts Inc
        44107P104
        
          
          
        
        213100.00000000
        NS
        USD
        3341408.00000000
        0.038990692589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NG2
        
          
          
        
        420000.00000000
        PA
        USD
        389228.69000000
        0.004541886593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2022-X1
        00834HAA2
        
          
        
        409998.04000000
        PA
        USD
        402170.64000000
        0.004692905443
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AP4W6
        
          
        
        193505.82000000
        PA
        USD
        174857.56000000
        0.002040402539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
          
        
        3400.00000000
        NS
        USD
        1591438.00000000
        0.018570396022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17605.19000000
        0.000205433922
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -42280688.00000000
            BRL
            8084261.57000000
            USD
            2022-07-05
            17605.19000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        323953.65000000
        0.003780196007
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-25
            0.00000000
            USD
            0.00000000
            USD
            -2303000.00000000
            EUR
            323953.65000000
          
        
        
          N
          N
          N
        
      
      
        Zais CLO 8, Limited
        549300XI7G6FVIEXZ367
        Zais CLO 8 Ltd
        98885GAA6
        
          
        
        2202845.62000000
        PA
        USD
        2175343.75000000
        0.025383957730
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.99429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
          
        
        59878.00000000
        NS
        USD
        40323042.76000000
        0.470527204257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MGK3
        
          
          
        
        665000.00000000
        PA
        USD
        821957.86000000
        0.009591377718
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CZECH REPUBLIC
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
          
        
        15520000.00000000
        PA
        
        564931.37000000
        0.006592150788
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2028-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
          
        
        540000.00000000
        PA
        USD
        495363.70000000
        0.005780369756
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
          
          
        
        43643.00000000
        NS
        
        2524939.71000000
        0.029463372338
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
          
        
        3100.00000000
        NS
        USD
        649760.00000000
        0.007582011061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        40055.25000000
        0.000467402346
        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
            1289.29000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            38765.96000000
          
        
        
          N
          N
          N
        
      
      
        BYD Co Ltd
        5299005557VL7ULJ7A69
        BYD Co Ltd
        000000000
        
          
          
          
        
        59021.00000000
        NS
        
        2368353.23000000
        0.027636173952
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114TZL9
        
          
          
        
        425000.00000000
        PA
        USD
        402417.49000000
        0.004695785921
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-10
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11650.58000000
        0.000135949929
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1673145.60000000
            PLN
            384000.00000000
            USD
            2022-07-19
            11650.58000000
          
        
        
          N
          N
          N
        
      
      
        THAILAND GOVERNMENT BOND
        254900PHJ6MSKT6C7026
        Thailand Government Bond
        000000000
        
          
          
        
        18117000.00000000
        PA
        
        561970.51000000
        0.006557600687
        Long
        DBT
        NUSS
        TH
        N
        
        2
        
          2044-06-29
          Fixed
          4.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        132163.00000000
        NS
        USD
        10052317.78000000
        0.117299902427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1182.63000000
        0.000013800039
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1276837.67000000
            USD
            1645000.00000000
            CAD
            2022-07-07
            1182.63000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        Americredit Automobile Receivables Trust 2019-2
        03066KAG5
        
          
        
        165000.00000000
        PA
        USD
        163945.44000000
        0.001913069655
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-18
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Church & Dwight Co Inc
        POOXSI30AWAQGYJZC921
        Church & Dwight Co Inc
        171340102
        
          
          
        
        4400.00000000
        NS
        USD
        407704.00000000
        0.004757473894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        80585Y308
        
          
          
          
        
        48096.00000000
        NS
        USD
        4.81000000
        0.000000056127
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        000000000
        
          
          
          
        
        198873.00000000
        NS
        
        6939969.62000000
        0.080982095581
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RBZ1
        
          
        
        140522.60000000
        PA
        USD
        148014.49000000
        0.001727172341
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAS1
        
          
          
        
        140000.00000000
        PA
        
        141987.78000000
        0.001656847018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        115476.00000000
        NS
        USD
        13585751.40000000
        0.158531330634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAG8
        
          
          
        
        600000.00000000
        PA
        USD
        567727.00000000
        0.006624772829
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -530.84000000
        -0.00000619434
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -238186.04000000
            USD
            1067899.49000000
            PLN
            2022-07-19
            -530.84000000
          
        
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
          
        
        5400.00000000
        NS
        USD
        684342.00000000
        0.007985546376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
          
        
        16821.00000000
        NS
        USD
        3346201.53000000
        0.039046628007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
          
        
        101921.00000000
        NS
        USD
        8623535.81000000
        0.100627530011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1028.21000000
        0.000011998121
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2002000.00000000
            BRL
            379727.63000000
            USD
            2022-08-02
            1028.21000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
          
        
        3100.00000000
        NS
        USD
        92070.00000000
        0.001074359391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
          
        
        3500.00000000
        NS
        USD
        845950.00000000
        0.009871340583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
          
        
        11802000.00000000
        PA
        USD
        10741664.06000000
        0.125343843452
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300EYS8N79JYSXL17
        Palmer Square CLO 2018-2 Ltd
        69688MAA3
        
          
        
        1757000.00000000
        PA
        USD
        1716999.79000000
        0.020035569133
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -30945.42000000
        -0.00036110027
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -873690.58000000
            USD
            13720000.00000000
            ZAR
            2022-07-07
            -30945.42000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -139128.68000000
        -0.00162348434
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -3657006.16000000
            USD
            15807520.90000000
            PLN
            2022-07-19
            -139128.68000000
          
        
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
          
        
        186000.00000000
        NS
        USD
        1856280.00000000
        0.021660821677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -40859.46000000
        -0.00047678662
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -503868.48000000
            USD
            1949089242.00000000
            COP
            2022-09-21
            -40859.46000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4698.91000000
        -0.00005483130
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -967000.00000000
            USD
            365182715.00000000
            HUF
            2022-07-19
            -4698.91000000
          
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
          
        
        130000.00000000
        PA
        USD
        135407.83000000
        0.001580065970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        Ashland Global Holdings Inc
        044186104
        
          
          
        
        4800.00000000
        NS
        USD
        494640.00000000
        0.005771924943
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        1345834.73000000
        0.015704465971
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2031-06-17
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -224597.37000000
        -0.00262081344
        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
            -215200.26000000
            USD
            300000.00000000
            USD
            -9397.11000000
          
        
        
          N
          N
          N
        
      
      
        TFI International Inc
        5493007R9W7KO7SJN678
        TFI International Inc
        87241L109
        
          
          
        
        13018.00000000
        NS
        USD
        1045085.04000000
        0.012195035603
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -295.27000000
        -0.00000344548
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4440000.00000000
            MXN
            219049.72000000
            USD
            2022-08-05
            -295.27000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -311093.47000000
        -0.00363013132
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-05-08
            253080.82000000
            USD
            0.00000000
            USD
            1680000.00000000
            GBP
            -564174.29000000
          
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
        
        160000.00000000
        PA
        
        136992.97000000
        0.001598562875
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2033-09-09
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        TRY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14451.25000000
        -0.00016863078
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4940000.00000000
            TRY
            280761.58000000
            USD
            2022-07-07
            -14451.25000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QRW22
        
          
        
        60559.63000000
        PA
        USD
        61046.27000000
        0.000712345318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
          
        
        41000.00000000
        NS
        USD
        2961020.00000000
        0.034551967485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -6852.07000000
        -0.00007995640
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-18
            0.00000000
            USD
            -16353.85000000
            USD
            1611000.00000000
            EUR
            9501.78000000
          
        
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
          
        
        1900.00000000
        NS
        USD
        243219.00000000
        0.002838108145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -52050.52000000
        -0.00060737444
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -732665.10000000
            USD
            3567383.00000000
            BRL
            2022-07-05
            -52050.52000000
          
        
        
          N
          N
          N
        
      
      
        United Airlines Holdings Inc
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047109
        
          
          
        
        6200.00000000
        NS
        USD
        219604.00000000
        0.002562546104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/MYR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3281.02000000
        0.000038286028
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -6950000.00000000
            MYR
            1584623.45000000
            USD
            2022-07-07
            3281.02000000
          
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300BOE42FYBAXFR86
        Elevation CLO 2018-9 Ltd
        28622XAA4
        
          
        
        2930000.00000000
        PA
        USD
        2872856.79000000
        0.033523196195
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reinsurance Group of America I
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
          
        
        8600.00000000
        NS
        USD
        1008694.00000000
        0.011770390706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        000000000
        
          
          
          
        
        17064.00000000
        NS
        
        367480.37000000
        0.004288106732
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNWZ9
        
          
        
        231097.77000000
        PA
        USD
        9431.28000000
        0.000110053049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          1.43156000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
          
        
        67142.00000000
        NS
        USD
        4168846.78000000
        0.048646026839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        465000.00000000
        PA
        USD
        394317.35000000
        0.004601265866
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
          
        
        10840.00000000
        NS
        USD
        2175696.40000000
        0.025388072782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68323ACC6
        
          
          
        
        1369000.00000000
        PA
        
        943052.24000000
        0.011004420886
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-06-02
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10638.40000000
        0.000124138861
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -16650000.00000000
            CZK
            715206.19000000
            USD
            2022-07-07
            10638.40000000
          
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES INC
        5493002MMDDCUNV7NY90
        Sensata Technologies Inc
        81728UAB0
        
          
          
        
        105000.00000000
        PA
        USD
        84274.38000000
        0.000983392762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegion plc
        984500560CAC2E6FB757
        Allegion plc
        000000000
        
          
          
          
        
        1700.00000000
        NS
        USD
        166430.00000000
        0.001942061839
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        1323000.00000000
        PA
        
        887729.10000000
        0.010358858433
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2052-05-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        63540028G9FPZW4LFZ33
        ICG US CLO 2018-1 LTD
        449258AA0
        
          
        
        1621000.00000000
        PA
        USD
        1588199.39000000
        0.018532604873
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-21
          Floating
          2.15829000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -244560.15000000
        -0.00285375794
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            1500000.00000000
            CHF
            -244560.15000000
          
        
        
          N
          N
          N
        
      
      
        AGC Inc
        JE4WFFEELMVPFZ0G1E77
        AGC Inc
        000000000
        
          
          
          
        
        61100.00000000
        NS
        
        2119286.76000000
        0.024729832025
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TAJ4
        
          
        
        411236.41000000
        PA
        USD
        394480.25000000
        0.004603166736
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24950000.00000000
        OU
        Other
        USD
        -109438.28000000
        -0.00127702882
        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
                
              
            
            -24950000.00000000
            USD
            102.50000000
            USD
            2022-08-17
            XXXX
            -41075.28000000
          
        
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865100
        
          
          
        
        4700.00000000
        NS
        USD
        722672.00000000
        0.008432816882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -23820000.00000000
        OU
        Other
        USD
        -617.88000000
        -0.00000721000
        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
                
              
            
            -23820000.00000000
            USD
            67.50000000
            USD
            2022-07-20
            XXXX
            45831.12000000
          
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
          
        
        3200.00000000
        NS
        USD
        461440.00000000
        0.005384516104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        46810.87000000
        0.000546233277
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -24136607000.00000000
            IDR
            1660813.81000000
            USD
            2022-07-07
            46810.87000000
          
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        240000.00000000
        PA
        
        197433.78000000
        0.002303843117
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
          
        
        900.00000000
        NS
        USD
        281808.00000000
        0.003288400906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAL8
        
          
          
        
        203000.00000000
        PA
        USD
        148113.55000000
        0.001728328266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
          
          
        
        27633.00000000
        NS
        
        2464106.41000000
        0.028753512154
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Transmissora Alianca de Energi
        N/A
        Transmissora Alianca de Energia Eletrica SA
        000000000
        
          
          
          
        
        98463.00000000
        NS
        
        727167.54000000
        0.008485275073
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
          
        
        2300.00000000
        NS
        USD
        884511.00000000
        0.010321306614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAZ9
        
          
          
        
        825000.00000000
        PA
        USD
        729603.16000000
        0.008513696179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Realty OP LP
        549300LI6XZ51GOCJ427
        Federal Realty OP LP
        313745101
        
          
          
        
        1300.00000000
        NS
        USD
        124462.00000000
        0.001452339726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -1600.95000000
        -0.00001868139
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-21
            16985.86000000
            USD
            0.00000000
            USD
            -897000.00000000
            GBP
            -18586.81000000
          
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AE4
        
          
          
        
        775000.00000000
        PA
        USD
        673949.93000000
        0.007864281925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204108
        
          
          
        
        5900.00000000
        NS
        USD
        260603.00000000
        0.003040961014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
          
          
        
        208950.00000000
        NS
        
        3945210.36000000
        0.046036426664
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          
        
      
      
        Salesforce Inc
        RCGZFPDMRW58VJ54VR07
        Salesforce Inc
        79466L302
        
          
          
        
        57676.00000000
        NS
        USD
        9518847.04000000
        0.111074863872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Auto Securitization Trust
        N/A
        Ford Auto Securitization Trust 2021-A
        345213JP8
        
          
        
        500000.00000000
        PA
        
        359769.27000000
        0.004198126361
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCRX5
        
          
        
        100399.59100000
        PA
        USD
        101205.61000000
        0.001180962285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS REPUBLIC OF ESTONIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        3882.53000000
        0.000045305013
        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
            2119.01000000
            USD
            0.00000000
            USD
            250000.00000000
            USD
            1763.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24950000.00000000
        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
                
              
            
            24950000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -623.75000000
          
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
          
        
        1100.00000000
        NS
        USD
        329164.00000000
        0.003840995273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300V3F4KBEWHAZP46
        GS Mortgage Securities Trust 2014-GC26
        36250HAD5
        
          
        
        207873.18000000
        PA
        USD
        202520.01000000
        0.002363194034
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          3.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        690000.00000000
        PA
        USD
        586803.78000000
        0.006847378648
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva Inc
        22052L104
        
          
          
        
        13600.00000000
        NS
        USD
        736304.00000000
        0.008591887885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        1035000.00000000
        PA
        
        901851.62000000
        0.010523653285
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
          
        
        9980.00000000
        NS
        USD
        6557059.60000000
        0.076513941174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        250772.83000000
        0.002926253341
        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
        
      
      
        PNC Financial Services Group I
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
          
        
        48490.00000000
        NS
        USD
        7650267.30000000
        0.089270517255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413106
        
          
          
        
        600.00000000
        NS
        USD
        130692.00000000
        0.001525037228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556HAB3
        
          
          
        
        925000.00000000
        PA
        USD
        880870.40000000
        0.010278824668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUT2
        
          
        
        46604.27000000
        PA
        USD
        42747.06000000
        0.000498812918
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GungHo Online Entertainment In
        529900TH7FB4RV6F5S47
        GungHo Online Entertainment Inc
        000000000
        
          
          
          
        
        35300.00000000
        NS
        
        622479.59000000
        0.007263677568
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7241.83000000
        0.000084504486
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -16690000.00000000
            NOK
            1701853.17000000
            USD
            2022-07-07
            7241.83000000
          
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
          
        
        19344.00000000
        NS
        USD
        4396697.76000000
        0.051304806467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -28452.82000000
        -0.00033201427
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            2085000.00000000
            NOK
            -28452.82000000
          
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
          
        
        265000.00000000
        PA
        USD
        263025.57000000
        0.003069229840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604301
        
          
          
        
        20200.00000000
        NS
        USD
        1286134.00000000
        0.015007821679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
          
        
        84068.00000000
        NS
        USD
        27257367.64000000
        0.318064613015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        533474.10000000
        0.006225077762
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-07-02
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24940000.00000000
        OU
        Other
        USD
        -103046.87000000
        -0.00120244783
        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
                
              
            
            -24940000.00000000
            USD
            95.00000000
            USD
            2022-07-20
            XXXX
            -68130.87000000
          
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
          
          
        
        3300.00000000
        NS
        USD
        151041.00000000
        0.001762488507
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
          
        
        245000.00000000
        PA
        USD
        203442.49000000
        0.002373958399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        217000.00000000
        PA
        
        172678.47000000
        0.002014974867
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2052-10-31
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textron Inc
        3PPKBHUG1HD6BO7RNR87
        Textron Inc
        883203101
        
          
          
        
        4300.00000000
        NS
        USD
        262601.00000000
        0.003064275558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAZ6
        
          
          
        
        1062000.00000000
        PA
        
        979250.05000000
        0.011426810993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        188445.09000000
        0.002198954624
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEQ4
        
          
          
        
        455000.00000000
        PA
        USD
        449538.09000000
        0.005245633419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-17
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
          
        
        389000.00000000
        PA
        USD
        378679.13000000
        0.004418784401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        502729.45000000
        0.005866320257
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -28209000.00000000
            NZD
            18120265.47000000
            USD
            2022-07-07
            502729.45000000
          
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        4791000.00000000
        PA
        USD
        3987641.67000000
        0.046531555114
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        783000.00000000
        PA
        
        760749.58000000
        0.008877141914
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2047-07-22
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENAA7
        
          
        
        56545.32200000
        PA
        USD
        58358.47000000
        0.000680981539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
          
        
        440000.00000000
        PA
        USD
        376271.45000000
        0.004390689325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        000000000
        
          
          
        
        3737999.99999900
        PA
        USD
        3667637.76000000
        0.042797448389
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
          
        
        55000.00000000
        PA
        USD
        66293.52000000
        0.000773575169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
          
        
        30400.00000000
        NS
        USD
        2704688.00000000
        0.031560844517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
          
        
        3687.00000000
        NS
        USD
        1571215.05000000
        0.018334415613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        1400000.00000000
        PA
        USD
        1107342.24000000
        0.012921511192
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
          
        
        33400.00000000
        NS
        USD
        3780546.00000000
        0.044114967973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CE0
        
          
          
        
        1365000.00000000
        PA
        USD
        1254732.19000000
        0.014641395813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        MSILF Government Portfolio
        61747C707
        
          
          
        
        13606074.33000000
        NS
        USD
        13606074.33000000
        0.158768477704
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambev SA
        549300TH5Q6VRP8OT012
        Ambev SA
        000000000
        
          
          
          
        
        75000.00000000
        NS
        
        191747.32000000
        0.002237488151
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        17420000.00000000
        PA
        
        850409.00000000
        0.009923372390
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2023-12-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -34904.85000000
        -0.00040730263
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -874791.30000000
            USD
            8590000.00000000
            SEK
            2022-07-07
            -34904.85000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAK6
        
          
          
        
        381000.00000000
        PA
        USD
        368732.04000000
        0.004302712395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB FINANCE LTD
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        147103.87000000
        0.001716546370
        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
        1248EPCK7
        
          
          
        
        660000.00000000
        PA
        USD
        541982.70000000
        0.006324364113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
          
        
        4400.00000000
        NS
        USD
        157212.00000000
        0.001834497542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        20125.11000000
        0.000234838719
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-07-08
            15895.71000000
            USD
            0.00000000
            USD
            -205000000.00000000
            JPY
            4229.40000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26290.05000000
        -0.00030677704
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -8766995.60000000
            CNY
            1283000.00000000
            USD
            2022-08-23
            -26290.05000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -224732.06000000
        -0.00262238513
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2050-12-03
            220965.15000000
            USD
            0.00000000
            USD
            2020000.00000000
            CAD
            -445697.21000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
          
        
        500000.00000000
        PA
        USD
        499523.03000000
        0.005828904732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        170512.77000000
        0.001989703441
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2032-01-28
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B36
        
          
          
        
        500000.00000000
        PA
        USD
        405370.64000000
        0.004730246054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
          
          
        
        224041.00000000
        NS
        
        1792114.05000000
        0.020912072996
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
          
        
        300000.00000000
        PA
        USD
        277908.48000000
        0.003242897638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2TK8
        
          
        
        107235.45200000
        PA
        USD
        113170.81000000
        0.001320583497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
          
        
        46300.00000000
        NS
        USD
        1767271.00000000
        0.020622180913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3253.06000000
        -0.00003795976
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2190339.71000000
            CNY
            323859.00000000
            USD
            2022-08-23
            -3253.06000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9885.91000000
        -0.00011535809
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1494000.00000000
            USD
            35134099.20000000
            CZK
            2022-07-19
            -9885.91000000
          
        
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works Inc
        452308109
        
          
          
        
        5100.00000000
        NS
        USD
        929475.00000000
        0.010845988874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        549300664283JRAXM588
        BANK 2018-BNK13
        06539LBA7
        
          
        
        430000.00000000
        PA
        USD
        422793.89000000
        0.004933556929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-15
          Fixed
          3.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
          
        
        75714.00000000
        NS
        USD
        3907599.54000000
        0.045597548227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        5 YEAR EURO BOBL
        000000000
        
          
          
        
        -419.00000000
        NC
        
        105048.47000000
        0.001225804391
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2022-09-08
            -55623229.78000000
            USD
            105048.47000000
          
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
          
        
        114601.00000000
        NS
        USD
        10618928.66000000
        0.123911651318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -29878.72000000
        -0.00034865301
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2151483.53000000
            USD
            34540000.00000000
            ZAR
            2022-07-07
            -29878.72000000
          
        
        
          N
          N
          N
        
      
      
        Schneider National Inc
        529900V6GZ6G6E3BLV72
        Schneider National Inc
        80689H102
        
          
          
        
        63600.00000000
        NS
        USD
        1423368.00000000
        0.016609197119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1048625.22000000
        0.012236345754
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CE7
        
          
          
        
        400000.00000000
        PA
        USD
        383901.22000000
        0.004479720660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
          
          
        
        69500.00000000
        NS
        
        2039016.19000000
        0.023793159485
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        3199999.99999900
        PA
        
        2660551.79000000
        0.031045821690
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        2714770000.00000000
        PA
        
        1919390.90000000
        0.022397259041
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2026-03-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE3S6
        
          
        
        8513.25000000
        PA
        USD
        8469.51000000
        0.000098830211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8851.34000000
        0.000103285763
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -844038.73000000
            USD
            8400000.00000000
            NOK
            2022-07-07
            8851.34000000
          
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GBE4
        
          
        
        435594.27000000
        PA
        USD
        431984.54000000
        0.005040802081
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.97070000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
          
        
        15500.00000000
        NS
        USD
        1242170.00000000
        0.014494808360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BL7
        
          
          
        
        2590000.00000000
        PA
        USD
        2403904.25000000
        0.028051016704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -173576.35000000
        -0.00202545217
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7655000.00000000
            USD
            -173576.35000000
          
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        600000.00000000
        PA
        
        406459.23000000
        0.004742948747
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2028-02-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
          
        
        470000.00000000
        PA
        USD
        335024.94000000
        0.003909386236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -47850.30000000
        -0.00055836232
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -843845.29000000
            USD
            731400000.00000000
            CLP
            2022-07-07
            -47850.30000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        76674.72000000
        0.000894712778
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -4841000.00000000
            EUR
            5152017.85000000
            USD
            2022-07-07
            76674.72000000
          
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C12
        90353DAY1
        
          
        
        440000.00000000
        PA
        USD
        428555.51000000
        0.005000788933
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.02990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        Ford Credit Auto Owner Trust 2020-REV2
        34532JAB0
        
          
        
        160000.00000000
        PA
        USD
        143133.92000000
        0.001670221258
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5267.06000000
        0.000061461012
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1797146.50000000
            USD
            1720000.00000000
            CHF
            2022-07-07
            5267.06000000
          
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAD0
        
          
        
        200000.00000000
        PA
        USD
        184347.70000000
        0.002151142422
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
          
        
        116695.00000000
        NS
        USD
        10473376.25000000
        0.122213208843
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AST T Rowe Price Large-Cap Growth Portfolio
        ZJC7TLGOHTQNF4JSI810
        AST T Rowe Price Large-Cap Growth Portfolio
        00767H477
        
          
          
        
        5073943.44100000
        NS
        USD
        261866220.99000000
        3.055701465416
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
          
        
        625000.00000000
        PA
        USD
        564962.01000000
        0.006592508324
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Madison Park Funding Ltd
        549300FFTJ3WPTJK8589
        Madison Park Funding XXX LTD
        55821TAA5
        
          
        
        1748583.67000000
        PA
        USD
        1718580.95000000
        0.020054019596
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.79429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
          
        
        20972.00000000
        NS
        USD
        9017121.12000000
        0.105220253746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COCA-COLA FEMSA SAB CV
        5493008KEVFYPMGTXO33
        Coca-Cola Femsa SAB de CV
        191241AH1
        
          
          
        
        178000.00000000
        PA
        USD
        159759.47000000
        0.001864223819
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C41
        95001ABC9
        
          
        
        575000.00000000
        PA
        USD
        543186.40000000
        0.006338410017
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -197006.09000000
        -0.00229885242
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            9980730.00000000
            USD
            -197006.09000000
          
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BA0
        
          
          
        
        410000.00000000
        PA
        USD
        402136.11000000
        0.004692502515
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-03-28
          Fixed
          3.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11565.58000000
        -0.00013495806
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -249835.41000000
            USD
            827280.00000000
            ILS
            2022-09-21
            -11565.58000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -6614.26000000
        -0.00007718140
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            11179000.00000000
            CNY
            -6614.26000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        368266AR3
        
          
          
        
        460000.00000000
        PA
        USD
        345000.00000000
        0.004025784622
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-07-19
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AV6
        
          
          
        
        145000.00000000
        PA
        USD
        125514.94000000
        0.001464626421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
          
          
        
        278600.00000000
        NS
        
        4282513.08000000
        0.049972392180
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        RCI BANQUE SA
        96950001WI712W7PQG45
        RCI Banque SA
        000000000
        
          
          
        
        1645000.00000000
        PA
        
        1691871.87000000
        0.019742352919
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Computershare Ltd
        N/A
        Computershare Ltd
        000000000
        
          
          
          
        
        191286.00000000
        NS
        
        3247778.32000000
        0.037898133383
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RY6
        
          
          
        
        15200000.00000000
        PA
        USD
        13592125.00000000
        0.158605703796
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
          
        
        825000.00000000
        PA
        USD
        781129.78000000
        0.009114957264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24950000.00000000
        OU
        Other
        USD
        302445.54000000
        0.003529219142
        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
                
              
            
            24950000.00000000
            USD
            75.00000000
            USD
            2022-07-20
            XXXX
            215120.54000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        27203.89000000
        0.000317440585
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -175134630.00000000
            TWD
            5958000.00000000
            USD
            2022-09-21
            27203.89000000
          
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769G100
        
          
          
        
        4100.00000000
        NS
        USD
        157030.00000000
        0.001832373794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7058.36000000
        -0.00008236358
        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
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z2
        00834TAA6
        
          
        
        975655.04000000
        PA
        USD
        949952.77000000
        0.011084942763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RD2
        
          
          
        
        355000.00000000
        PA
        USD
        371141.41000000
        0.004330827191
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WK6B6
        
          
        
        124499.49400000
        PA
        USD
        123399.10000000
        0.001439936809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        15370000.00000000
        OU
        Other
        USD
        8.28000000
        0.000000096618
        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
                
              
            
            15370000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -375.97000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS6 Mortgage Trust
        12592PBE2
        
          
        
        287567.24000000
        PA
        USD
        280589.88000000
        0.003274186736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Fixed
          3.37800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        465770.67000000
        0.005435050437
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -16788000.00000000
            AUD
            12053872.34000000
            USD
            2022-07-07
            465770.67000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        79971.00000000
        NS
        USD
        19743240.48000000
        0.230382707012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        26673.89000000
        0.000311256046
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8090000.00000000
            NOK
            848088.25000000
            USD
            2022-07-07
            26673.89000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEE7
        
          
          
        
        1450000.00000000
        PA
        USD
        1388375.00000000
        0.016200865869
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
          
        
        25000.00000000
        PA
        USD
        20197.95000000
        0.000235688685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
          
        
        330000.00000000
        PA
        USD
        278592.19000000
        0.003250875809
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Inc
        549300LLE5HUPF6H8G33
        Planet Fitness Inc
        72703H101
        
          
          
        
        7300.00000000
        NS
        USD
        496473.00000000
        0.005793314112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        30000.00000000
        PA
        
        23269.48000000
        0.000271530187
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1945000.00000000
        PA
        
        1866883.72000000
        0.021784555859
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2035-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAV3
        
          
          
        
        417000.00000000
        PA
        USD
        376292.09000000
        0.004390930172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        -3372000.00000000
        NC
        USD
        -8248.07000000
        -0.00009624624
        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
                
              
            
            -3372000.00000000
            USD
            131.00000000
            USD
            2022-07-19
            XXXX
            10635.13000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAB8
        
          
          
        
        3425000.00000000
        PA
        USD
        3286685.04000000
        0.038352133601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIM Birlesik Magazalar AS
        7890001GCDJQD8DJKE29
        BIM Birlesik Magazalar AS
        000000000
        
          
          
          
        
        62182.00000000
        NS
        
        301686.57000000
        0.003520362765
        Long
        EC
        CORP
        TR
        N
        
        2
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
          
        
        38766.00000000
        NS
        
        851957.89000000
        0.009941446296
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAL4
        
          
        
        600000.00000000
        PA
        USD
        564205.98000000
        0.006583686255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pegasystems Inc
        549300FMCOKPL06FYN26
        Pegasystems Inc
        705573103
        
          
          
        
        13500.00000000
        NS
        USD
        645840.00000000
        0.007536268812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
          
        
        2300.00000000
        NS
        USD
        246123.00000000
        0.002871994749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        Rollins Inc
        775711104
        
          
          
        
        4100.00000000
        NS
        USD
        143172.00000000
        0.001670665611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
          
        
        14700.00000000
        NS
        USD
        1728867.00000000
        0.020174046906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
          
        
        30100.00000000
        NS
        USD
        4515903.00000000
        0.052695805371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        565000.00000000
        PA
        
        567417.61000000
        0.006621162576
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2025-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLE OF MAN
        549300ZXHSYV21BRHW71
        Isle of Man Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        744220.85000000
        0.008684269140
        Long
        DBT
        NUSS
        IM
        N
        
        2
        
          2034-08-14
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AL8
        
          
          
        
        1100000.00000000
        PA
        USD
        1012718.28000000
        0.011817349792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Euro CLO
        6354007OH9MZ1YTNJL79
        Ares European CLO XI DAC
        000000000
        
          
        
        8063000.00000000
        PA
        
        8147377.91000000
        0.095071271601
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-04-15
          Floating
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L23B7
        
          
        
        146264.00000000
        PA
        USD
        127781.70000000
        0.001491077109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
          
        
        3600.00000000
        NS
        USD
        252576.00000000
        0.002947294425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9717.68000000
        -0.00011339503
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1623720.62000000
            USD
            24136607000.00000000
            IDR
            2022-07-07
            -9717.68000000
          
        
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        Woolworths Group Ltd
        000000000
        
          
          
          
        
        58738.00000000
        NS
        
        1442020.19000000
        0.016826848423
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
          
        
        72329.00000000
        NS
        USD
        5530998.63000000
        0.064540896321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
          
        
        4300.00000000
        NS
        USD
        722658.00000000
        0.008432653517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
          
        
        46400.00000000
        NS
        USD
        6270960.00000000
        0.073175461841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        61268.56000000
        0.000714939207
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-03-20
            15957.44000000
            USD
            0.00000000
            USD
            -1834000.00000000
            USD
            45311.12000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME EURO FOREIGN EXCHANGE CURRENCY
        000000000
        
          
          
        
        -1033.00000000
        NC
        USD
        2994400.27000000
        0.034941479884
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CHICAGO MERCANTILE EXCHANGE
                EURO CURRENCY 2PM
                
                  
                  
                
              
            
            2022-09-19
            -139066325.27000000
            USD
            2994400.27000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
          
        
        3506000.00000000
        PA
        USD
        3202511.88000000
        0.037369921969
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        SoFi Professional Loan Program 2020-ATrust
        83406TAB8
        
          
        
        215048.29000000
        PA
        USD
        206146.84000000
        0.002405515299
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        781126.34000000
        0.009114917123
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778787.14000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -34026.38000000
        -0.00039705181
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            1530000.00000000
            USD
            -34026.38000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        1660.76000000
        0.000019379310
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            322.32000000
            USD
            0.00000000
            USD
            -300000.00000000
            USD
            1338.44000000
          
        
        
          N
          N
          N
        
      
      
        Inghams Group Ltd
        529900ZZ4VRHSGVBNE41
        Inghams Group Ltd
        000000000
        
          
          
          
        
        146211.00000000
        NS
        
        260512.35000000
        0.003039903224
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
          
        
        2285211.00000000
        NS
        
        6102384.65000000
        0.071208366039
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DX3
        
          
          
        
        200000.00000000
        PA
        USD
        186902.59000000
        0.002180955283
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2027-01-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME BRITISH POUND CURRENCY
        000000000
        
          
          
        
        -60.00000000
        NC
        USD
        155869.80000000
        0.001818835489
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                BRITISH POUND CURRENCY
                BRITISH POUND CURRENCY
                
                  
                  
                
              
            
            2022-09-19
            -4730494.80000000
            USD
            155869.80000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -286235.43000000
        -0.00334006432
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -16688578.59000000
            USD
            15645000.00000000
            EUR
            2022-07-07
            -286235.43000000
          
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2016-C6
        12532AAY5
        
          
        
        380595.62000000
        PA
        USD
        359354.20000000
        0.004193282934
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        Osaka Gas Co Ltd
        000000000
        
          
          
          
        
        58600.00000000
        NS
        
        1121915.57000000
        0.013091566519
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8BP5
        
          
        
        71564.22000000
        PA
        USD
        70347.02000000
        0.000820875221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JT5
        
          
          
        
        245000.00000000
        PA
        USD
        197349.47000000
        0.002302859308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
          
        
        200000.00000000
        PA
        USD
        170976.52000000
        0.001995114913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300O2Y407FNHQWX93
        BlueMountain CLO 2016-2 Ltd
        09628WAW2
        
          
        
        21750000.00000000
        PA
        USD
        21190063.65000000
        0.247265601125
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          2.59800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kesko Oyj
        743700OX6HSVMCAHPB95
        Kesko Oyj
        000000000
        
          
          
          
        
        27515.00000000
        NS
        
        648875.11000000
        0.007571685332
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -29.00000000
        NC
        USD
        -35862.27000000
        -0.00041847471
        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
            -3401543.98000000
            USD
            -35862.27000000
          
        
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
          
          
        
        49200.00000000
        NS
        
        1115540.68000000
        0.013017178304
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -131284.95000000
        -0.00153195632
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-07-29
            0.00000000
            USD
            -4679.41000000
            USD
            1200000.00000000
            SGD
            -126605.54000000
          
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
          
        
        230400.00000000
        NS
        USD
        3969792.00000000
        0.046323268369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339100
        
          
          
        
        20400.00000000
        NS
        USD
        4867644.00000000
        0.056800250325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MFJ7
        
          
          
        
        50000.00000000
        PA
        USD
        62753.57000000
        0.000732267701
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-01-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20398.00000000
        -0.00023802305
        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
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        25020.00000000
        NS
        
        449837.66000000
        0.005249129084
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        OSG Corp
        353800IWJAOVAFO6X450
        OSG Corp
        000000000
        
          
          
          
        
        15200.00000000
        NS
        
        176137.99000000
        0.002055343801
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180SNG5
        
          
        
        24774.90400000
        PA
        USD
        24569.16000000
        0.000286696076
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Corp
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413102
        
          
          
        
        29700.00000000
        NS
        USD
        2911194.00000000
        0.033970550834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEY6
        
          
          
        
        514000.00000000
        PA
        
        436562.54000000
        0.005094222493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-19
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
          
        
        28699.00000000
        NS
        USD
        3755838.13000000
        0.043826653297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911363AM1
        
          
          
        
        116000.00000000
        PA
        USD
        97980.21000000
        0.001143325283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        660000.00000000
        PA
        USD
        554094.11000000
        0.006465691441
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        000000000
        
          
          
          
        
        12520.00000000
        NS
        
        589830.18000000
        0.006882693531
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAK6
        
          
          
        
        829999.99999900
        PA
        USD
        814027.00000000
        0.009498832981
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
          
        
        145000.00000000
        PA
        
        120152.38000000
        0.001402051025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        15673.15000000
        0.000182889061
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -50840000.00000000
            TWD
            1725759.09000000
            USD
            2022-07-07
            15673.15000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -14116.72000000
        -0.00016472717
        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
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16455.94000000
          
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBD3
        
          
          
        
        200000.00000000
        PA
        USD
        159812.94000000
        0.001864847757
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-06-09
          Fixed
          2.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
          
        
        125500.00000000
        NS
        USD
        7757155.00000000
        0.090517783513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5613.99000000
        -0.00006550931
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -42272.58000000
            USD
            2161000.00000000
            EUR
            36658.59000000
          
        
        
          N
          N
          N
        
      
      
        SPRINT COMMUNICATIONS
        549300JKU50UT08ZWD77
        Sprint Communications Inc
        852061AS9
        
          
          
        
        50000.00000000
        PA
        USD
        50355.57000000
        0.000587596172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Financial Group Inc
        529900TKE4MXG3Q6GW86
        KB Financial Group Inc
        000000000
        
          
          
          
        
        9568.00000000
        NS
        
        354874.26000000
        0.004141006779
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284V101
        
          
          
        
        5400.00000000
        NS
        USD
        262926.00000000
        0.003068067964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
          
          
        
        253282.00000000
        NS
        
        7188455.08000000
        0.083881657737
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
          
        
        21400.00000000
        NS
        USD
        1494576.00000000
        0.017440119065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        254900IL8TH4VLG5DO47
        ICG US CLO 2015-1 Ltd
        44931AAJ8
        
          
        
        1214453.05000000
        PA
        USD
        1201607.78000000
        0.014021490210
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-19
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355L106
        
          
          
        
        4900.00000000
        NS
        USD
        148519.00000000
        0.001733059438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USS Co Ltd
        5299000RRQD6UZXG4W72
        USS Co Ltd
        000000000
        
          
          
          
        
        147000.00000000
        NS
        
        2542391.65000000
        0.029667017995
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        12239.88000000
        0.000142826436
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            9900.68000000
          
        
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G104
        
          
          
        
        7800.00000000
        NS
        USD
        1397838.00000000
        0.016311289057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical Inc
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical Inc
        09061G101
        
          
          
        
        11100.00000000
        NS
        USD
        919857.00000000
        0.010733757000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -424297.18000000
        -0.00495109873
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-07-08
            21736.02000000
            USD
            0.00000000
            USD
            553500000.00000000
            JPY
            -446033.20000000
          
        
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        Clorox Co/The
        189054109
        
          
          
        
        2200.00000000
        NS
        USD
        310156.00000000
        0.003619192044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maravai LifeSciences Holdings
        N/A
        Maravai LifeSciences Holdings Inc
        56600D107
        
          
          
        
        119200.00000000
        NS
        USD
        3386472.00000000
        0.039516541743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1822151.09000000
        0.021262573442
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -20938714.00000000
            GBP
            27318656.40000000
            USD
            2022-07-19
            1822151.09000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -574766.95000000
        -0.00670692159
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-13
            0.00000000
            USD
            0.00000000
            USD
            5400000000.00000000
            KRW
            -574766.95000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -61682.61000000
        -0.00071977073
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2036-11-12
            0.00000000
            USD
            0.00000000
            USD
            869000.00000000
            EUR
            -61682.61000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        32437.68000000
        0.000378513371
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -58680000.00000000
            MXN
            2946809.39000000
            USD
            2022-07-07
            32437.68000000
          
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
          
        
        5900.00000000
        NS
        USD
        137529.00000000
        0.001604817777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
          
          
        
        197100.00000000
        NS
        
        1783853.45000000
        0.020815680543
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wintrust Financial Corp
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corp
        97650W108
        
          
          
        
        3215.00000000
        NS
        USD
        257682.25000000
        0.003006878955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBF7
        
          
          
        
        100000.00000000
        PA
        USD
        85794.13000000
        0.001001126635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AU8
        
          
          
        
        145000.00000000
        PA
        USD
        126555.56000000
        0.001476769354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESR Group Ltd
        549300C81AR42BZUFZ09
        ESR Group Ltd
        000000000
        
          
          
          
        
        92000.00000000
        NS
        
        248180.45000000
        0.002896003012
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142ET6
        
          
          
        
        150000.00000000
        PA
        USD
        127517.47000000
        0.001487993825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -66879.42000000
        -0.00078041200
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8644348.64000000
            USD
            1163351000.00000000
            JPY
            2022-07-07
            -66879.42000000
          
        
        
          N
          N
          N
        
      
      
        ZIM Integrated Shipping Servic
        21380089EIJRELKAIL21
        ZIM Integrated Shipping Services Ltd
        000000000
        
          
          
          
        
        41600.00000000
        NS
        USD
        1964768.00000000
        0.022926761741
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        000000000
        
          
          
          
        
        4761.00000000
        NS
        
        335227.11000000
        0.003911745346
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
          
          
        
        2456.00000000
        NS
        
        3573702.00000000
        0.041701317554
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        St Pauls CLO
        549300IMSL8GGSOV5A04
        St Paul's CLO IV DAC
        000000000
        
          
        
        1038587.26000000
        PA
        
        1064868.55000000
        0.012425888212
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-04-25
          Floating
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
          
        
        26100.00000000
        NS
        USD
        1220697.00000000
        0.014244241191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        000000000
        
          
          
          
        
        8717.00000000
        NS
        
        791078.78000000
        0.009231051558
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDA48
        
          
        
        827358.40000000
        PA
        USD
        748464.96000000
        0.008733793409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGL Core CLO 2 LTD.
        549300EIBQDZ5WXOZ105
        AGL Core CLO 2 Ltd
        001200AA2
        
          
        
        4395000.00000000
        PA
        USD
        4318680.83000000
        0.050394431519
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          2.45271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DF1
        
          
          
        
        250000.00000000
        PA
        USD
        232581.70000000
        0.002713982119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-10
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
          
        
        505000.00000000
        PA
        USD
        465327.18000000
        0.005429875378
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        251000.00000000
        PA
        
        273079.84000000
        0.003186552523
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2042-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        766.00000000
        NC
        USD
        2295379.03000000
        0.026784642322
        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
            115931933.47000000
            USD
            2295379.03000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEK4
        
          
          
        
        55000.00000000
        PA
        USD
        55009.99000000
        0.000641908324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
          
        
        25149.00000000
        NS
        USD
        1645499.07000000
        0.019201231455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        118000.00000000
        PA
        
        100455.56000000
        0.001172209996
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2050-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
          
        
        4200.00000000
        NS
        USD
        1069614.00000000
        0.012481262588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        N/A
        carsales.com Ltd
        000000000
        
          
          
        
        4217.57760000
        NS
        
        1658.21000000
        0.000019349554
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
        69527AAA4
        
          
          
        
        350000.00000000
        PA
        USD
        297559.51000000
        0.003472204346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1284036.50000000
        0.014983346075
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-11-24
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077M108
        
          
          
          
        
        7220.00000000
        NS
        
        574986.17000000
        0.006709479655
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KK3X5
        
          
        
        813057.77000000
        PA
        USD
        737479.82000000
        0.008605608459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
        
        200000.00000000
        PA
        
        154024.73000000
        0.001797305476
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-24
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        14730.89000000
        0.000171893885
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            12391.69000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SY5
        
          
          
        
        26495000.00000000
        PA
        USD
        22098485.94000000
        0.257865927170
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morningstar Inc
        529900YGNQPOVAXQ7F29
        Morningstar Inc
        617700109
        
          
          
        
        10800.00000000
        NS
        USD
        2611764.00000000
        0.030476519850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WTY4
        
          
        
        3745899.69000000
        PA
        USD
        3439954.87000000
        0.040140630194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -154438.52000000
        -0.00180213396
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1954863.06000000
            USD
            244009917.00000000
            JPY
            2022-07-19
            -154438.52000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -15750.20000000
        -0.00018378815
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -463144.53000000
            USD
            575498756.00000000
            KRW
            2022-09-21
            -15750.20000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
          
        
        82700.00000000
        NS
        USD
        6798767.00000000
        0.079334410548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAV7
        
          
          
        
        35000.00000000
        PA
        USD
        33737.69000000
        0.000393683111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWB6
        
          
          
        
        689000.00000000
        PA
        USD
        666572.49000000
        0.007778195014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
          
        
        410000.00000000
        PA
        USD
        375875.77000000
        0.004386072158
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        670000.00000000
        PA
        
        508530.49000000
        0.005934012251
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2034-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAQ3
        
          
          
        
        2175000.00000000
        PA
        USD
        2152264.40000000
        0.025114646158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citrix Systems Inc
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376100
        
          
          
        
        2200.00000000
        NS
        USD
        213774.00000000
        0.002494516179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
          
        
        550000.00000000
        PA
        USD
        422911.35000000
        0.004934927563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
          
          
        
        19734.00000000
        NS
        
        266898.37000000
        0.003114421314
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -51102.86000000
        -0.00059631625
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1985677.17000000
            USD
            19786000.00000000
            SEK
            2022-07-07
            -51102.86000000
          
        
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
          
        
        5840.00000000
        NS
        USD
        2653871.20000000
        0.030967866279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KV9
        
          
          
        
        55000.00000000
        PA
        USD
        27594.53000000
        0.000321998940
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        000000000
        
          
          
        
        5875000.00000000
        PA
        
        4740663.81000000
        0.055318525988
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
          
        
        29400.00000000
        NS
        USD
        4199790.00000000
        0.049007101446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        000000000
        
          
          
        
        4139000.00000000
        PA
        
        4526503.29000000
        0.052819499529
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-12-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        202000.00000000
        PA
        
        252682.64000000
        0.002948538801
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2065-07-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Core U.S. Aggregate Bond ETF
        549300F7VSXTKBGHJE47
        iShares Core U.S. Aggregate Bond ETF
        464287226
        
          
          
        
        487244.00000000
        NS
        USD
        49542969.92000000
        0.578113989705
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        Nokia Oyj
        000000000
        
          
          
          
        
        667939.00000000
        NS
        
        3096463.58000000
        0.036132450620
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -224603.10000000
        -0.00262088030
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            9164000.00000000
            USD
            -224603.10000000
          
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAE0
        
          
          
        
        225000.00000000
        PA
        USD
        214316.28000000
        0.002500844012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAK1
        
          
          
        
        25000.00000000
        PA
        USD
        26370.63000000
        0.000307717323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
          
        
        107848.00000000
        NS
        USD
        4963164.96000000
        0.057914878765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
          
        
        178183.00000000
        NS
        USD
        25797334.74000000
        0.301027575342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        177247.79000000
        0.002068293992
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1615000.00000000
            USD
            177247.79000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
          
        
        140000.00000000
        PA
        USD
        85075.15000000
        0.000992736900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
          
          
        
        53963.00000000
        NS
        
        1222547.50000000
        0.014265834566
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-SCHATZ
        000000000
        
          
          
        
        -133.00000000
        NC
        
        23063.85000000
        0.000269130703
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2022-09-08
            -15505021.97000000
            USD
            23063.85000000
          
        
        
          N
          N
          N
        
      
      
        Whitbread PLC
        21380099VMZKRMN3EX36
        Whitbread PLC
        000000000
        
          
          
          
        
        22330.00000000
        NS
        
        673842.92000000
        0.007863033232
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYU2
        
          
          
        
        560000.00000000
        PA
        USD
        459372.43000000
        0.005360389752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3972.98000000
        -0.00004636046
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -3040860000.00000000
            KRW
            2360000.00000000
            USD
            2022-09-21
            -3972.98000000
          
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAB4
        
          
          
        
        925000.00000000
        PA
        USD
        768753.69000000
        0.008970541401
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
          
          
        
        239784.00000000
        NS
        
        6253276.36000000
        0.072969112490
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
          
        
        9000.00000000
        NS
        USD
        308160.00000000
        0.003595900838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -313711.03000000
        -0.00366067547
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-07-08
            43018.32000000
            USD
            0.00000000
            USD
            330000000.00000000
            JPY
            -356729.35000000
          
        
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
          
        
        48400.00000000
        NS
        USD
        3158100.00000000
        0.036851682364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        CWABS Asset-Backed Certificates Trust 2004-BC4
        126673KY7
        
          
          
        
        11523.58000000
        PA
        USD
        11435.58000000
        0.000133441107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          2.67357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Energy Corp
        5493009ML300G373MZ12
        Alliant Energy Corp
        018802108
        
          
          
        
        4600.00000000
        NS
        USD
        269606.00000000
        0.003146016489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWAV5
        
          
        
        316501.13100000
        PA
        USD
        263098.93000000
        0.003070085874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBG8
        
          
          
        
        50000.00000000
        PA
        USD
        39296.39000000
        0.000458547253
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        6119.94000000
        0.000071413218
        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
        
      
      
        American Financial Group Inc/O
        549300AFOM7IVKIU1G39
        American Financial Group Inc/OH
        025932104
        
          
          
        
        20800.00000000
        NS
        USD
        2887248.00000000
        0.033691126374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COREBRIDGE FINANCIAL INC
        549300XY1661QCIA7J65
        Corebridge Financial Inc
        21871XAA7
        
          
          
        
        235000.00000000
        PA
        USD
        228654.51000000
        0.002668155971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
          
          
        
        223663.00000000
        NS
        
        4402537.09000000
        0.051372945264
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
          
        
        111000.00000000
        NS
        USD
        6280380.00000000
        0.073285383264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Daimler Truck Holding AG
        529900PW78JIYOUBSR24
        Daimler Truck Holding AG
        000000000
        
          
          
          
        
        19721.00000000
        NS
        
        515230.71000000
        0.006012196722
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
          
        
        20433.00000000
        NS
        USD
        4941312.39000000
        0.057659882416
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        155000.00000000
        PA
        
        151059.70000000
        0.001762706716
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2025-04-28
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        5275000.00000000
        PA
        
        4997738.81000000
        0.058318318978
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
        
        1580842.37000000
        PA
        USD
        101252.80000000
        0.001181512942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.21841800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
          
          
        
        67424.00000000
        NS
        
        827964.27000000
        0.009661466162
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
          
        
        3201000.00000000
        PA
        USD
        2838724.90000000
        0.033124913186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2058.94000000
        0.000024025649
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -154945000.00000000
            COP
            39335.13000000
            USD
            2022-07-07
            2058.94000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CZK/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16784.09000000
        -0.00019585255
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -13736030.40000000
            CZK
            537000.00000000
            EUR
            2022-07-19
            -16784.09000000
          
        
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
          
        
        310374.00000000
        NS
        USD
        13234347.36000000
        0.154430817647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C38
        95001MAE0
        
          
        
        355506.19000000
        PA
        USD
        338604.39000000
        0.003951154626
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2017-CD5 Mortgage Trust
        12515HAY1
        
          
        
        345000.00000000
        PA
        USD
        326240.66000000
        0.003806882991
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN HUNG KAI PROP (CAP)
        222100WJDEUAP4JLW867
        SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD
        000000000
        
          
          
        
        7000000.00000000
        PA
        
        1001633.16000000
        0.011687998181
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2027-08-14
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        25490019KM1XIY7M0487
        Wellfleet CLO 2018-1 Ltd
        94950JAA9
        
          
        
        2566000.00000000
        PA
        USD
        2511701.13000000
        0.029308892130
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-17
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        9120.00000000
        NS
        
        1220750.00000000
        0.014244859645
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BK3
        
          
          
        
        925000.00000000
        PA
        USD
        933191.06000000
        0.010889351359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
          
        
        3406015.00000000
        NS
        
        6383193.01000000
        0.074485102205
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
          
        
        69187.00000000
        NS
        USD
        3864093.95000000
        0.045089884067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        Catalent Inc
        148806102
        
          
          
        
        3400.00000000
        NS
        USD
        364786.00000000
        0.004256666287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KP7D9
        
          
        
        517103.96000000
        PA
        USD
        450897.85000000
        0.005261500379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
          
        
        7000.00000000
        NS
        USD
        1190840.00000000
        0.013895841622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAC9
        
          
          
        
        60000.00000000
        PA
        USD
        56377.19000000
        0.000657862100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARKET BIDCO FINCO PLC
        549300UGYX6EBVHRVG53
        Market Bidco Finco PLC
        000000000
        
          
        
        4900000.00000000
        PA
        
        4533225.20000000
        0.052897937100
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -172994.52000000
        -0.00201866283
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7620000.00000000
            USD
            -172994.52000000
          
        
        
          N
          N
          N
        
      
      
        SMALL CAP GROWTH OPPORT
        BBYQD302IWSKQ71W7J63
        AST SMALL CAP GROWTH OPPORTUNITIES PORTFOLIO
        000000000
        
          
        
        2288933.69720000
        NS
        USD
        49669861.23000000
        0.579594676906
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26578.60000000
        -0.00031014411
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1919618.50000000
            USD
            1555000.00000000
            GBP
            2022-07-07
            -26578.60000000
          
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BF0
        
          
          
        
        125000.00000000
        PA
        USD
        99289.66000000
        0.001158605177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
          
        
        475000.00000000
        PA
        USD
        397870.59000000
        0.004642728414
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-09-15
          Fixed
          2.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        806000.00000000
        PA
        
        1114886.30000000
        0.013009542383
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2041-04-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        1270000.00000000
        PA
        
        190548.86000000
        0.002223503392
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-11-27
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        95037.93000000
        0.001108991991
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        N/A
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        68622TAA9
        
          
          
        
        225000.00000000
        PA
        USD
        199113.21000000
        0.002323440286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCW CLO 2021-2, Ltd.
        N/A
        TCW CLO 2021-2 Ltd
        87190MAC2
        
          
        
        2930000.00000000
        PA
        USD
        2822258.63000000
        0.032932769254
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          2.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ATV0
        
          
        
        113546.27000000
        PA
        USD
        119548.69000000
        0.001395006602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services Inc
        445658107
        
          
          
        
        3030.00000000
        NS
        USD
        477134.10000000
        0.005567649630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BW1
        
          
          
        
        985000.00000000
        PA
        USD
        873207.32000000
        0.010189404640
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-13
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
          
        
        55368.00000000
        NS
        
        884522.37000000
        0.010321439290
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        000000000
        
          
          
          
        
        91136.00000000
        NS
        
        395054.91000000
        0.004609872410
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
          
          
        
        32177.00000000
        NS
        
        5504731.79000000
        0.064234390116
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1059867.07000000
        0.012367526238
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -49312432.02000000
            EUR
            52752960.40000000
            USD
            2022-07-05
            1059867.07000000
          
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
          
        
        384344.00000000
        PA
        USD
        326678.88000000
        0.003811996555
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ6Q0
        
          
        
        48181.63100000
        PA
        USD
        48160.32000000
        0.000561979929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
          
        
        460000.00000000
        PA
        USD
        396427.99000000
        0.004625894800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBA9
        
          
          
        
        645000.00000000
        PA
        USD
        537024.30000000
        0.006266504836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVS5
        
          
          
        
        140000.00000000
        PA
        USD
        118921.60000000
        0.001387689126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UCY3
        
          
          
        
        687000.00000000
        PA
        USD
        676991.11000000
        0.007899769275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        219459.69000000
        0.002560862160
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1941000.00000000
            USD
            219459.69000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        996.40000000
        0.000011626932
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -396008.25000000
            USD
            575000.00000000
            AUD
            2022-08-05
            996.40000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -8030.50000000
        -0.00009370743
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            0.00000000
            USD
            -12936.25000000
            USD
            484000.00000000
            EUR
            4905.75000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co Inc
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co Inc
        000000000
        
          
          
          
        
        17600.00000000
        NS
        
        253468.58000000
        0.002957709888
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
          
        
        153000.00000000
        PA
        USD
        130175.37000000
        0.001519008703
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
        432891AK5
        
          
          
        
        65000.00000000
        PA
        USD
        61245.62000000
        0.000714671522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300Z3WHVYABE20I45
        Magnetite XVI Ltd
        55953RAL5
        
          
        
        1020805.99000000
        PA
        USD
        1009798.95000000
        0.011783284303
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-18
          Floating
          1.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&M European Value Retail SA
        213800UK7ZRLY2K1X530
        B&M European Value Retail SA
        000000000
        
          
          
          
        
        88959.00000000
        NS
        
        396878.62000000
        0.004631153174
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        544992.91000000
        0.006359490076
        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
            433490.91000000
            USD
            0.00000000
            USD
            -1085000.00000000
            USD
            111502.00000000
          
        
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452E101
        
          
          
        
        33300.00000000
        NS
        USD
        868131.00000000
        0.010130169362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1411993.83000000
        0.016476472601
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-23
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4151.89000000
        0.000048448159
        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
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
          
        
        11200.00000000
        NS
        USD
        1230768.00000000
        0.014361759095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -25925.39000000
        -0.00030252184
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-09-21
            465.66000000
            USD
            0.00000000
            USD
            5389000.00000000
            SEK
            -26391.05000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        68170.30000000
        0.000795475204
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -151750000.00000000
            TWD
            5172527.92000000
            USD
            2022-07-07
            68170.30000000
          
        
        
          N
          N
          N
        
      
      
        OMERS FINANCE TRUST
        529900M039WCPES03P17
        OMERS Finance Trust
        682142AG9
        
          
          
        
        1840000.00000000
        PA
        USD
        1796711.90000000
        0.020965725037
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2032-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
          
        
        28317.00000000
        NS
        USD
        5796489.90000000
        0.067638898269
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AZ6
        
          
          
        
        1015000.00000000
        PA
        USD
        813389.80000000
        0.009491397532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        USD
        285823.70000000
        0.003335259872
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        2800000.00000000
        PA
        USD
        728000.00000000
        0.008494989000
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2029-03-21
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
          
        
        45853.00000000
        NS
        USD
        7045313.45000000
        0.082211346511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        4523.10000000
        0.000052779786
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            2513.45000000
            USD
            0.00000000
            USD
            -5369000.00000000
            NOK
            2009.65000000
          
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        355000.00000000
        PA
        
        275257.42000000
        0.003211962575
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2053-06-22
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2488.96000000
        -0.00002904352
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -18377075.94000000
            CNY
            2742000.00000000
            USD
            2022-08-23
            -2488.96000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TUA1
        
          
        
        116211.55000000
        PA
        USD
        114202.50000000
        0.001332622227
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        1031950000.00000000
        PA
        
        7621673.37000000
        0.088936856374
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        140056.00000000
        NS
        
        1309942.06000000
        0.015285636525
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        7259.91000000
        0.000084715460
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            11874.17000000
            USD
            0.00000000
            USD
            -62999000.00000000
            JPY
            -4614.26000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        489849.00000000
        0.005716019047
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-07-18
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
          
          
        
        371300.00000000
        NS
        
        5087266.92000000
        0.059363017206
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
          
        
        21295.00000000
        NS
        USD
        1504917.65000000
        0.017560795168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -109733.72000000
        -0.00128047629
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3801964.91000000
            USD
            60110000.00000000
            ZAR
            2022-07-07
            -109733.72000000
          
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
          
        
        28152.00000000
        NS
        USD
        2527205.04000000
        0.029489806340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1203000.00000000
        PA
        
        1370109.82000000
        0.015987730563
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-10-22
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAA0
        
          
          
        
        930000.00000000
        PA
        USD
        792802.10000000
        0.009251160877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        44266.48000000
        0.000516542940
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-09-21
            6573.75000000
            USD
            0.00000000
            USD
            -10697000.00000000
            NOK
            37692.73000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R04
        20753YAF9
        
          
        
        100000.00000000
        PA
        USD
        93242.93000000
        0.001088046242
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          6.17566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC42
        36257UAK3
        
          
        
        850000.00000000
        PA
        USD
        764972.89000000
        0.008926423469
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-01
          Fixed
          2.74880000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
          
          
        
        271256.00000000
        NS
        
        1381349.70000000
        0.016118888058
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        MINEBEA MITSUMI Inc
        353800CCB0CZ75YZ4010
        MINEBEA MITSUMI Inc
        000000000
        
          
          
          
        
        18400.00000000
        NS
        
        313237.39000000
        0.003655148602
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        6755.32000000
        0.000078827430
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-15
            15490.92000000
            USD
            0.00000000
            USD
            -998000.00000000
            GBP
            -8735.60000000
          
        
        
          N
          N
          N
        
      
      
        Nissan Auto Lease Trust
        N/A
        Nissan Auto Lease Trust 2020-A
        65479NAE4
        
          
        
        388645.58000000
        PA
        USD
        388582.89000000
        0.004534350791
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BEVJ0
        
          
        
        161913.66200000
        PA
        USD
        1990.19000000
        0.000023223409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Variable
          0.83696400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners In
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346Q104
        
          
          
        
        6780.00000000
        NS
        USD
        490261.80000000
        0.005720835986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CarMax Inc
        N/A
        CarMax Inc
        143130102
        
          
          
        
        3000.00000000
        NS
        USD
        271440.00000000
        0.003167417327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        20 TSQ GroundCo LLC
        N/A
        20 Times Square Trust 2018-20TS
        90137LAG5
        
          
        
        300000.00000000
        PA
        USD
        284377.17000000
        0.003318380399
        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
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1800.34000000
        0.000021008061
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -394663.93000000
            USD
            635000.00000000
            NZD
            2022-08-05
            1800.34000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BRA6
        
          
        
        26782.65100000
        PA
        USD
        26812.03000000
        0.000312867994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        28000.00000000
        NS
        USD
        4207560.00000000
        0.049097769117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        309000.00000000
        PA
        
        246727.45000000
        0.002879048040
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2037-07-30
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/PEN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16991.86000000
        -0.00019827701
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -428047.29000000
            USD
            1575000.00000000
            PEN
            2022-07-07
            -16991.86000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        460000.00000000
        PA
        USD
        443949.21000000
        0.005180417109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        34600.00000000
        NS
        USD
        2849310.00000000
        0.033248430093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419A3Y1
        
          
        
        52263.48000000
        PA
        USD
        57276.75000000
        0.000668359012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        364223.24000000
        0.004250099474
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        282879.47000000
        0.003300903826
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2028-08-15
            0.00000000
            USD
            0.00000000
            USD
            -3453000.00000000
            USD
            282879.47000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C49
        95001WAY4
        
          
        
        505000.00000000
        PA
        USD
        496257.39000000
        0.005790798172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
          
        
        121106.00000000
        NS
        
        2766107.24000000
        0.032277542001
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        140000.00000000
        PA
        
        110768.31000000
        0.001292548866
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
          
          
        
        402668.00000000
        NS
        
        4391337.55000000
        0.051242258493
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        248964.06000000
        0.002905146910
        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
            7017.62000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            241946.44000000
          
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115104
        
          
          
        
        6500.00000000
        NS
        USD
        618150.00000000
        0.007213155838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AQ1
        
          
          
        
        425000.00000000
        PA
        USD
        295528.40000000
        0.003448503444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp
        012653101
        
          
          
        
        2200.00000000
        NS
        USD
        459756.00000000
        0.005364865608
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
          
        
        809000.00000000
        PA
        USD
        743812.68000000
        0.008679506229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00766T100
        
          
          
        
        8800.00000000
        NS
        USD
        573936.00000000
        0.006697225284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        CoStar Group Inc
        22160N109
        
          
          
        
        77100.00000000
        NS
        USD
        4657611.00000000
        0.054349387653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1647047.34000000
        -0.01921929812
        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
            -1468902.78000000
            USD
            2200000.00000000
            USD
            -178144.56000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        5165000.00000000
        PA
        
        1366697.09000000
        0.015947907618
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -56011.50000000
        -0.00065359488
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-12
            0.00000000
            USD
            0.00000000
            USD
            1445000.00000000
            ILS
            -56011.50000000
          
        
        
          N
          N
          N
        
      
      
        Komatsu Ltd
        5493004LQ0B4T7QPQV17
        Komatsu Ltd
        000000000
        
          
          
          
        
        44400.00000000
        NS
        
        983686.85000000
        0.011478583750
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
          
        
        1200000.00000000
        PA
        USD
        873917.24000000
        0.010197688655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        3150000.00000000
        PA
        USD
        2622743.73000000
        0.030604641671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5427.34000000
        -0.00006333130
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -113310.93000000
            USD
            5935000.00000000
            PHP
            2022-07-07
            -5427.34000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
          
        
        994999.99999900
        PA
        USD
        745665.82000000
        0.008701130410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285T3
        
          
          
        
        168000.00000000
        PA
        USD
        165650.63000000
        0.001932967417
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smiths Group PLC
        213800MJL6IPZS3ASA11
        Smiths Group PLC
        000000000
        
          
          
          
        
        80168.00000000
        NS
        
        1364888.17000000
        0.015926799437
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617U2BL3
        
          
        
        378523.60000000
        PA
        USD
        333759.66000000
        0.003894621758
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANE BIDCO LTD
        213800IT8MD1MLYZWC24
        Kane Bidco Ltd
        000000000
        
          
        
        3150000.00000000
        PA
        
        3328037.93000000
        0.038834678032
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        507629.57000000
        0.005923499468
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-05-08
            0.00000000
            USD
            -144003.17000000
            USD
            -7490000.00000000
            GBP
            651632.74000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        68050000.00000000
        PA
        
        584450.75000000
        0.006819921280
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2043-03-20
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
          
        
        40000.00000000
        PA
        USD
        35068.92000000
        0.000409217156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087YQ1
        
          
          
        
        254000.00000000
        PA
        
        219236.74000000
        0.002558260569
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NetEase Inc
        5299004AF4DSJDB0PA32
        NetEase Inc
        64110W102
        
          
          
        
        7964.00000000
        NS
        USD
        743519.04000000
        0.008676079761
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572207
        
          
          
        
        400.00000000
        NS
        USD
        198000.00000000
        0.002310450304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        000000000
        
          
          
        
        200000.00000000
        PA
        
        160284.79000000
        0.001870353747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-09-19
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400VBVF8AYJQBI411
        CIFC Funding 2018-I Ltd
        12551RAA6
        
          
        
        972000.00000000
        PA
        USD
        950081.98000000
        0.011086450507
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          2.04429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
          
        
        46324.00000000
        NS
        USD
        3310313.04000000
        0.038627847337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Energisa SA
        N/A
        Energisa SA
        000000000
        
          
          
          
        
        72300.00000000
        NS
        
        557158.09000000
        0.006501444843
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        294000.00000000
        PA
        
        177940.22000000
        0.002076373917
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        195225.44000000
        0.002278074128
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -2130000.00000000
            USD
            195225.44000000
          
        
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc
        91336L107
        
          
          
        
        113600.00000000
        NS
        USD
        2825232.00000000
        0.032967465333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
          
          
        
        254866.00000000
        NS
        
        5812459.08000000
        0.067825241687
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
          
          
        
        61613.00000000
        NS
        
        3663515.29000000
        0.042749343530
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -37127.07000000
        -0.00043323358
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            0.00000000
            USD
            278800000.00000000
            CLP
            -37127.07000000
          
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
          
        
        666000.00000000
        PA
        USD
        542305.90000000
        0.006328135515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK24
        06540VBB0
        
          
        
        190000.00000000
        PA
        USD
        173696.42000000
        0.002026853265
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7968.49000000
        0.000092983839
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1395173.00000000
            USD
            1338521.55000000
            EUR
            2022-07-05
            7968.49000000
          
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
          
        
        5100.00000000
        NS
        USD
        564264.00000000
        0.006584363287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        72361.00000000
        NS
        USD
        37166780.43000000
        0.433696965555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        2229000.00000000
        PA
        
        2333339.98000000
        0.027227606406
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PSP CAPITAL INC
        549300B456N0WEIC5249
        PSP Capital Inc
        69376P2B0
        
          
          
        
        2007000.00000000
        PA
        USD
        1804523.00000000
        0.021056872301
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-10-26
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457100
        
          
          
        
        179923.00000000
        NS
        USD
        5615396.83000000
        0.065525733931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10573.35000000
        -0.00012337979
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -295933.23000000
            USD
            1280000.00000000
            PLN
            2022-07-07
            -10573.35000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBK5
        
          
          
        
        162000.00000000
        PA
        USD
        161755.42000000
        0.001887514441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAA1
        
          
          
        
        355000.00000000
        PA
        USD
        313187.19000000
        0.003654562821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
          
        
        3345000.00000000
        PA
        USD
        2876495.42000000
        0.033565655153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24950000.00000000
        OU
        Other
        USD
        -315.59000000
        -0.00000368260
        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
                
              
            
            -24950000.00000000
            USD
            65.00000000
            USD
            2022-07-20
            XXXX
            40851.91000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        2153000.00000000
        PA
        
        1398893.98000000
        0.016323611225
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AG1
        
          
          
        
        650000.00000000
        PA
        USD
        562211.12000000
        0.006560408351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        312.97000000
        0.000003652028
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -11185000.00000000
            PHP
            203208.46000000
            USD
            2022-08-05
            312.97000000
          
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        2840000.00000100
        PA
        USD
        2467465.98000000
        0.028792714777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AYCF6
        
          
        
        2190032.32976500
        PA
        USD
        2772.36000000
        0.000032350505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-25
          Variable
          0.87716200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6608.43000000
        -0.00007711337
        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
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        13581.48000000
        0.000158481487
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -845708.70000000
            USD
            820000.00000000
            CHF
            2022-07-07
            13581.48000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAJ4
        
          
          
        
        5000.00000000
        PA
        USD
        4767.81000000
        0.000055635293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
          
        
        32400.00000000
        NS
        USD
        2143260.00000000
        0.025009574346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        1345000.00000000
        PA
        
        1503876.06000000
        0.017548640916
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
          
        
        49080.00000000
        NS
        USD
        3472900.80000000
        0.040525074305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWEJ8
        
          
        
        725000.00000000
        PA
        USD
        715769.89000000
        0.008352276568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        382000.00000000
        PA
        
        503134.44000000
        0.005871046062
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2041-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
          
        
        4900.00000000
        NS
        USD
        131908.00000000
        0.001539226660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Option One Mortgage Loan Trust
        N/A
        Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5
        68400XBS8
        
          
          
        
        23320.56000000
        PA
        USD
        22583.94000000
        0.000263530661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Cor
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
          
        
        21800.00000000
        NS
        USD
        3670684.00000000
        0.042832994784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
          
          
        
        6103.00000000
        NS
        USD
        954326.11000000
        0.011135975009
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        -81235.47000000
        -0.00094793190
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            -114.42000000
            USD
            8100000.00000000
            MYR
            -81121.05000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
          
        
        646000.00000000
        PA
        USD
        335587.44000000
        0.003915950015
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300E4AC0513DYO913
        Whitebox Clo I Ltd
        96467FAJ9
        
          
        
        21500000.00000000
        PA
        USD
        20867676.40000000
        0.243503683347
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-24
          Floating
          2.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
          
        
        61136.00000000
        NS
        USD
        6497534.08000000
        0.075819341398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JAD96
        
          
        
        208875.15000000
        PA
        USD
        210086.61000000
        0.002451488243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
          
        
        16383.00000000
        NS
        USD
        1480367.88000000
        0.017274325352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2016-COR1 Mortgage Trust
        12594MBB3
        
          
        
        450235.29000000
        PA
        USD
        423594.01000000
        0.004942893482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Fixed
          2.82600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2332.03000000
        -0.00002721232
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -274436.00000000
            USD
            223519.07000000
            GBP
            2022-07-05
            -2332.03000000
          
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
          
        
        4400.00000000
        NS
        USD
        985204.00000000
        0.011496287284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mazda Motor Corp
        52990044YZJLICDQKK92
        Mazda Motor Corp
        000000000
        
          
          
          
        
        33600.00000000
        NS
        
        272484.03000000
        0.003179600051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kao Corp
        353800HM38HFCB8RGL63
        Kao Corp
        000000000
        
          
          
          
        
        5100.00000000
        NS
        
        205532.78000000
        0.002398349869
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C16
        90276YAD5
        
          
        
        385000.00000000
        PA
        USD
        356264.95000000
        0.004157234658
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.34360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAE1
        
          
          
        
        202000.00000000
        PA
        USD
        139332.46000000
        0.001625862245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BP8
        
          
          
        
        1330000.00000000
        PA
        USD
        1093663.71000000
        0.012761897233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A3ZU3
        
          
          
        
        401000.00000000
        PA
        USD
        313550.85000000
        0.003658806348
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -28965.83000000
        -0.00033800055
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -906167.02000000
            USD
            720391.47000000
            GBP
            2022-07-19
            -28965.83000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFBN5
        
          
        
        62684.77000000
        PA
        USD
        59612.08000000
        0.000695609840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        39768.79000000
        0.000464059661
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            18867000.00000000
            USD
            39768.79000000
          
        
        
          N
          N
          N
        
      
      
        AIG CLO Ltd
        N/A
        AIG CLO 2019-2 Ltd
        00142MAC4
        
          
        
        2080000.00000000
        PA
        USD
        2019559.57000000
        0.023566121335
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-25
          Floating
          2.28400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
          
        
        308564.00000000
        NS
        USD
        26425420.96000000
        0.308356676345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
          
        
        1700000.00000000
        PA
        USD
        1462838.61000000
        0.017069777336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        65535HBA6
        
          
          
        
        1000000.00000000
        PA
        USD
        812014.95000000
        0.009475354489
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-01-22
          Fixed
          2.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -170915.60000000
        -0.00199440404
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -8227268.14000000
            USD
            7678228.00000000
            EUR
            2022-07-19
            -170915.60000000
          
        
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        751212101
        
          
          
        
        32413.00000000
        NS
        USD
        2905825.45000000
        0.033907905541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        781035.71000000
        0.009113859567
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778696.51000000
          
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
          
          
        
        917025.00000000
        NS
        
        5025216.16000000
        0.058638950553
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Land Securities Group PLC
        213800V8IAVKS37D6B88
        Land Securities Group PLC
        000000000
        
          
          
          
        
        33638.00000000
        NS
        
        272507.25000000
        0.003179871004
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE SFH
        969500KN90DZLHUN3566
        Societe Generale SFH SA
        000000000
        
          
          
        
        800000.00000000
        PA
        
        800929.26000000
        0.009345996227
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH LIMITED
        F226TOH6YD6XJB17KS62
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        168356.97000000
        0.001964547538
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              LCH LIMITED
              F226TOH6YD6XJB17KS62
            
            Y
            
              
                
              
            
            
            2042-05-08
            48159.50000000
            USD
            0.00000000
            USD
            -880000.00000000
            GBP
            120197.47000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418NZW3
        
          
        
        7649.39000000
        PA
        USD
        7873.56000000
        0.000091876106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
          
        
        260000.00000000
        PA
        USD
        236889.92000000
        0.002764254484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BLU8
        
          
        
        8876.29000000
        PA
        USD
        8876.49000000
        0.000103579237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729RAB4
        
          
        
        4395000.00000000
        PA
        USD
        4298421.64000000
        0.050158028227
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
          
          
        
        968139.00000000
        NS
        
        4563609.58000000
        0.053252490636
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sega Sammy Holdings Inc
        5493006B6WMKNQ8QNP51
        Sega Sammy Holdings Inc
        000000000
        
          
          
          
        
        12000.00000000
        NS
        
        191944.65000000
        0.002239790783
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        15940.00000000
        NS
        USD
        5101597.00000000
        0.059530234063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAK9
        
          
          
        
        40000.00000000
        PA
        USD
        50894.53000000
        0.000593885264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Telecommunications Or
        ELPUFM0XZRZO4LFXW404
        Hellenic Telecommunications Organization SA
        000000000
        
          
          
          
        
        32870.00000000
        NS
        
        589070.62000000
        0.006873830270
        Long
        EC
        CORP
        GR
        N
        
        2
        
          N
          N
          N
        
      
      
        NEW ENGLAND POWER CO
        549300DTVRGN9GYD5U85
        New England Power Co
        644188BG8
        
          
          
        
        194000.00000000
        PA
        USD
        129305.22000000
        0.001508854974
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-10-06
          Fixed
          2.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        224597.37000000
        0.002620813444
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            213755.97000000
            USD
            0.00000000
            USD
            -300000.00000000
            USD
            10841.40000000
          
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796X20
        
          
          
        
        1175000.00000000
        PA
        USD
        1174384.97000000
        0.013703828849
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMALL-CAP GROWTH
        V7EISZENYUUBRRNZ9C08
        AST SMALL-CAP GROWTH PORTFOLIO
        000000000
        
          
        
        912157.98180000
        NS
        USD
        52248409.20000000
        0.609683600865
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
          
          
        
        27900.00000000
        NS
        USD
        346797.00000000
        0.004046753709
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        21987BBA5
        
          
          
        
        200000.00000000
        PA
        USD
        149245.48000000
        0.001741536690
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        145571.57000000
        0.001698666052
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2026-09-15
            0.00000000
            USD
            0.00000000
            USD
            291145000.00000000
            CNY
            145571.57000000
          
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
          
        
        2700.00000000
        NS
        USD
        330831.00000000
        0.003860447398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        124498.59000000
        0.001452766693
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5361335.70000000
            USD
            5235000.00000000
            CHF
            2022-07-07
            124498.59000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Japan
        529900FY9FV0AYNRC729
        McDonald's Holdings Co Japan Ltd
        000000000
        
          
          
          
        
        96441.00000000
        NS
        
        3510880.39000000
        0.040968255898
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
          
        
        2600.00000000
        NS
        USD
        142168.00000000
        0.001658949994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAJ1
        
          
          
        
        240000.00000000
        PA
        USD
        193848.62000000
        0.002262008096
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        355000.00000000
        PA
        USD
        327941.67000000
        0.003826731977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -49728.35000000
        -0.00058027717
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -586039.14000000
            USD
            858829.00000000
            NZD
            2022-07-19
            -49728.35000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        15370000.00000000
        OU
        Other
        USD
        8.28000000
        0.000000096618
        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
                
              
            
            15370000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -345.23000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1485071.78000000
        0.017329214883
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-08
            0.00000000
            USD
            -974692.73000000
            USD
            -13070000.00000000
            GBP
            2459764.51000000
          
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAA3
        
          
          
        
        2450000.00000000
        PA
        USD
        2407967.31000000
        0.028098428312
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-03
          Fixed
          0.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        1268000.00000000
        PA
        
        1131756.36000000
        0.013206398116
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2032-06-22
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -155044.12000000
        -0.00180920067
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            7560000.00000000
            USD
            -155044.12000000
          
        
        
          N
          N
          N
        
      
      
        CPIC
        529900BA5ILEL308WX03
        China Pacific Insurance Group Co Ltd
        000000000
        
          
          
          
        
        417400.00000000
        NS
        
        1021218.61000000
        0.011916539641
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
          
        
        28179.00000000
        NS
        USD
        6062993.64000000
        0.070748714670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
          
        
        48476.00000000
        NS
        USD
        2898864.80000000
        0.033826682127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
          
        
        2195000.00000000
        PA
        USD
        1983163.47000000
        0.023141417394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankers Healthcare Group Secur
        N/A
        BHG Securitization Trust 2022-A
        054977AA1
        
          
        
        1539052.68000000
        PA
        USD
        1473434.86000000
        0.017193424351
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-20
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBI Holdings Inc/Japan
        353800L6LMHYIPSMRQ17
        SBI Holdings Inc/Japan
        000000000
        
          
          
          
        
        186600.00000000
        NS
        
        3654316.63000000
        0.042642004910
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        936.95000000
        0.000010933214
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3700000.00000000
            SEK
            363094.84000000
            USD
            2022-08-05
            936.95000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ED64
        
          
        
        423537.40000000
        PA
        USD
        394805.89000000
        0.004606966610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AU4
        
          
          
        
        150000.00000000
        PA
        USD
        131507.78000000
        0.001534556517
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2823.35000000
        -0.00003294550
        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
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            -3038.23000000
          
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
          
        
        1500.00000000
        NS
        USD
        315165.00000000
        0.003677641769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBFT2
        
          
        
        462133.21000000
        PA
        USD
        435896.22000000
        0.005086447244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361702
        
          
          
        
        45743.00000000
        NS
        USD
        1325174.71000000
        0.015463385418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-2
        80286XAF1
        
          
        
        290000.00000000
        PA
        USD
        272012.61000000
        0.003174099079
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetroChina Co Ltd
        529900RPY4YG47TRSV05
        PetroChina Co Ltd
        000000000
        
          
          
          
        
        616000.00000000
        NS
        
        292253.64000000
        0.003410290462
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        185646.56000000
        0.002166298743
        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
            89836.36000000
            USD
            0.00000000
            USD
            -600000.00000000
            USD
            95810.20000000
          
        
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd
        000000000
        
          
          
          
        
        283000.00000000
        NS
        
        2002528.24000000
        0.023367383751
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
          
        
        925000.00000000
        PA
        USD
        818285.82000000
        0.009548528900
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAK1
        
          
          
        
        435000.00000000
        PA
        USD
        395113.18000000
        0.004610552359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -398148.04000000
        -0.00464596596
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -10476029.79000000
            USD
            1366850000.00000000
            JPY
            2022-07-07
            -398148.04000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        1805000.00000000
        PA
        
        1341036.91000000
        0.015648480493
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
          
        
        3600.00000000
        NS
        USD
        321876.00000000
        0.003755952032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TCX1
        
          
        
        909778.05100000
        PA
        USD
        895588.40000000
        0.010450568141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
          
        
        13390.00000000
        NS
        USD
        1624474.80000000
        0.018955900490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3615.13000000
        0.000042184738
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -850988.11000000
            USD
            1100000.00000000
            CAD
            2022-07-07
            3615.13000000
          
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556H206
        
          
          
        
        11100.00000000
        NS
        USD
        273948.00000000
        0.003196683031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-3
        57108QAA1
        
          
        
        413879.46000000
        PA
        USD
        405371.34000000
        0.004730254222
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
          
        
        400000.00000000
        PA
        USD
        382263.45000000
        0.004460609619
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901102
        
          
          
          
        
        1598.00000000
        NS
        
        846795.99000000
        0.009881212390
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAB0
        
          
        
        39832.27000000
        PA
        USD
        39788.43000000
        0.000464288839
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-18
          Fixed
          0.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -3383.68000000
        -0.00003948396
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-21
            21321.96000000
            USD
            0.00000000
            USD
            -1435000.00000000
            CAD
            -24705.64000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3183.87000000
        0.000037152390
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1874644.23000000
            USD
            2417142.21000000
            CAD
            2022-07-19
            3183.87000000
          
        
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
          
          
        
        49300.00000000
        NS
        
        6145638.84000000
        0.071713096627
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        1686000.00000000
        NC
        USD
        11703.33000000
        0.000136565466
        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
                
              
            
            1686000.00000000
            USD
            134.00000000
            USD
            2022-07-19
            XXXX
            -9278.94000000
          
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Grou
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
          
        
        67277.00000000
        NS
        USD
        4257288.56000000
        0.049678048746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essity AB
        549300G8E6YUVJ1DA153
        Essity AB
        000000000
        
          
          
          
        
        32065.00000000
        NS
        
        836618.86000000
        0.009762456061
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
          
        
        2275000.00000000
        PA
        USD
        1888459.93000000
        0.022036327379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
          
        
        4600.00000000
        NS
        USD
        182298.00000000
        0.002127224594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mineral Resources Ltd
        5299007V1ACKFFX2P066
        Mineral Resources Ltd
        000000000
        
          
          
          
        
        8463.00000000
        NS
        
        281094.43000000
        0.003280074300
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030107
        
          
          
        
        5100.00000000
        NS
        USD
        155652.00000000
        0.001816293994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16571.72000000
        -0.00019337442
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -716615.95000000
            USD
            11486045.77000000
            ZAR
            2022-09-21
            -16571.72000000
          
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBG3
        
          
          
        
        590000.00000000
        PA
        USD
        526075.51000000
        0.006138744053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
          
        
        265000.00000000
        PA
        
        229282.66000000
        0.002675485816
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDE3
        
          
          
        
        323000.00000000
        PA
        USD
        250876.78000000
        0.002927466327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        500000.00000000
        PA
        
        601145.29000000
        0.007014728881
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-09-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        2248000.00000000
        PA
        
        2524200.75000000
        0.029454749458
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2029-10-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPER-STANDARD AUTOMOTI
        ITCH5B3Q4RTX2PH9UN62
        Cooper-Standard Automotive Inc
        216762AF1
        
          
          
        
        1715000.00000000
        PA
        USD
        822692.74000000
        0.009599952990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -407610.73000000
        -0.00475638553
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-07-08
            48291.88000000
            USD
            0.00000000
            USD
            387000000.00000000
            JPY
            -455902.61000000
          
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
          
        
        44852.00000000
        NS
        USD
        8187284.08000000
        0.095536934341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20061.27000000
        -0.00023409377
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -871368.57000000
            USD
            812000.00000000
            EUR
            2022-07-07
            -20061.27000000
          
        
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
          
        
        63800.00000000
        NS
        USD
        3131942.00000000
        0.036546446207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        SolarEdge Technologies Inc
        83417M104
        
          
          
        
        1000.00000000
        NS
        USD
        273680.00000000
        0.003193555754
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Comerica Inc
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340107
        
          
          
        
        2600.00000000
        NS
        USD
        190788.00000000
        0.002226293902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        583000.00000000
        PA
        
        599824.99000000
        0.006999322379
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2026-10-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
          
          
        
        47900.00000000
        NS
        
        1375285.55000000
        0.016048125850
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
          
        
        145600.00000000
        NS
        USD
        6081712.00000000
        0.070967138107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADA HOUSING TRUST
        549300M44WH89JG50067
        Canada Housing Trust No 1
        13509PFX6
        
          
          
        
        575000.00000000
        PA
        
        424811.44000000
        0.004957099601
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
          
        
        3600.00000000
        NS
        USD
        405504.00000000
        0.004731802224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
          
        
        25000.00000000
        PA
        USD
        22924.30000000
        0.000267502302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
          
        
        18100.00000000
        NS
        USD
        3232298.00000000
        0.037717494444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCE3
        
          
          
        
        205000.00000000
        PA
        USD
        168906.91000000
        0.001970964756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -102137.86000000
        -0.00119184065
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            4585000.00000000
            USD
            -102137.86000000
          
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939U106
        
          
          
        
        5800.00000000
        NS
        USD
        583712.00000000
        0.006811300850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DSV A/S
        529900X41C0BSLK67H70
        DSV A/S
        000000000
        
          
          
          
        
        27192.00000000
        NS
        
        3823089.32000000
        0.044611403461
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300MGZ5FI5VFL1177
        COMM 2013-CCRE12 Mortgage Trust
        12591KAE5
        
          
          
        
        250000.00000000
        PA
        USD
        248628.23000000
        0.002901228130
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-10
          Fixed
          4.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2018-CX12 Commercial Mortgage Trust
        12595XAS2
        
          
        
        270000.00000000
        PA
        USD
        263405.47000000
        0.003073662871
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.95850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAQ9
        
          
          
        
        76000.00000000
        PA
        USD
        64981.43000000
        0.000758264468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-10
          Fixed
          2.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        175000.00000000
        PA
        
        44013.90000000
        0.000513595599
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-C4
        17326FAC1
        
          
        
        375000.00000000
        PA
        USD
        356301.34000000
        0.004157659291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Fixed
          3.20900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
        3003002Q2A863JPQFH06
        INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD
        000000000
        
          
          
          
        
        38300.00000000
        NS
        
        223024.63000000
        0.002602461234
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -425169.50000000
        -0.00496127778
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-12-07
            0.00000000
            USD
            0.00000000
            USD
            3543000.00000000
            GBP
            -425169.50000000
          
        
        
          N
          N
          N
        
      
      
        IDEX Corp
        549300U5Y5EL6PHYLF13
        IDEX Corp
        45167R104
        
          
          
        
        1300.00000000
        NS
        USD
        236119.00000000
        0.002755258664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS STATE OF ISRAEL
        000000000
        
          
        
        1.00000000
        NC
        USD
        686.67000000
        0.000008012711
        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
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
          
        
        29812.00000000
        NS
        USD
        5790981.00000000
        0.067574615240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        300000.00000000
        PA
        USD
        210415.99000000
        0.002455331758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -276754.86000000
        -0.00322943611
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -6749676.54000000
            USD
            105380000.00000000
            ZAR
            2022-07-07
            -276754.86000000
          
        
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
          
          
        
        12600.00000000
        NS
        
        271432.11000000
        0.003167325259
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
          
        
        5000.00000000
        PA
        USD
        5208.02000000
        0.000060772077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3139.66000000
        0.000036636507
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -23657467.75000000
            ZAR
            1445000.00000000
            USD
            2022-09-21
            3139.66000000
          
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        35085.00000000
        NS
        USD
        12843215.10000000
        0.149866718408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wynn Resorts Ltd
        254900CEKKWIHTEAB172
        Wynn Resorts Ltd
        983134107
        
          
          
        
        9500.00000000
        NS
        USD
        541310.00000000
        0.006316514417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Aker BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        000000000
        
          
          
          
        
        5931.00000000
        NS
        
        204722.31000000
        0.002388892543
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
          
        
        55000.00000000
        PA
        USD
        41796.66000000
        0.000487722756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
          
        
        147500.00000000
        NS
        USD
        4001675.00000000
        0.046695309213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CR97
        
          
        
        243946.09000000
        PA
        USD
        244985.70000000
        0.002858723663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
          
        
        1700.00000000
        NS
        USD
        435676.00000000
        0.005083877510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        400000.00000000
        PA
        
        408079.13000000
        0.004761851264
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7556.52000000
        -0.00008817658
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -665290.66000000
            USD
            913287.00000000
            SGD
            2022-09-21
            -7556.52000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EUR/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21546.25000000
        -0.00025142191
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -550000.00000000
            EUR
            210821050.00000000
            HUF
            2022-07-19
            -21546.25000000
          
        
        
          N
          N
          N
        
      
      
        Huntsman Corp
        5299000V56320A7RIQ67
        Huntsman Corp
        447011107
        
          
          
        
        15300.00000000
        NS
        USD
        433755.00000000
        0.005061461474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -727.95000000
        -0.00000849440
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -259551.14000000
            CHF
            271466.34000000
            USD
            2022-07-19
            -727.95000000
          
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        78590.00000000
        NS
        USD
        24793573.20000000
        0.289314741220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BX7
        
          
          
        
        744999.99999900
        PA
        USD
        670896.85000000
        0.007828655715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
          
        
        206000.00000000
        PA
        USD
        197927.89000000
        0.002309608857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        Organon & Co
        68622V106
        
          
          
        
        4700.00000000
        NS
        USD
        158625.00000000
        0.001850985755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
          
        
        9200.00000000
        NS
        USD
        689632.00000000
        0.008047275074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CAD CALL VERSUS USD PUT
        000000000
        
          
        
        5438000.00000000
        NC
        USD
        202.52000000
        0.000002363193
        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
                
              
            
            5438000.00000000
            USD
            1.24000000
            USD
            2022-07-12
            XXXX
            -37999.43000000
          
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        182000.00000000
        PA
        
        182952.55000000
        0.002134862499
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBE0
        
          
          
        
        354000.00000000
        PA
        USD
        301541.04000000
        0.003518664585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBC4
        
          
          
        
        240000.00000000
        PA
        USD
        215052.57000000
        0.002509435737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        71.00000000
        NC
        
        -343186.04000000
        -0.00400461763
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UK TSY 4 1/4% 2032
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-09-28
            10529263.83000000
            USD
            -343186.04000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corportation Trust 2021-IP
        36262MAG3
        
          
        
        350000.00000000
        PA
        USD
        326393.48000000
        0.003808666239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.42400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        362562.19000000
        0.004230716780
        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
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YGW81
        
          
        
        9848.05000000
        PA
        USD
        8933.99000000
        0.000104250201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        47215P106
        
          
          
        
        6066.00000000
        NS
        USD
        389558.52000000
        0.004545735360
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAA2
        
          
          
        
        925000.00000000
        PA
        
        1166025.50000000
        0.013606282687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-20
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        620000.00000000
        PA
        
        466691.85000000
        0.005445799632
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2037-03-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        44088.68000000
        0.000514468202
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-15
            1232.43000000
            USD
            0.00000000
            USD
            -12027000.00000000
            NOK
            42856.25000000
          
        
        
          N
          N
          N
        
      
      
        First Industrial Realty Trust
        N/A
        First Industrial Realty Trust Inc
        32054K103
        
          
          
        
        33385.00000000
        NS
        USD
        1585119.80000000
        0.018496669319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
          
        
        114000.00000000
        NS
        
        1237867.74000000
        0.014444605542
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300W6NRTMFPYUPG47
        Wells Fargo Commercial Mortgage Trust 2015-LC20
        94989EAD9
        
          
        
        1850000.00000000
        PA
        USD
        1786515.59000000
        0.020846744897
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          2.92500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        15142.39000000
        0.000176695654
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -410173616.00000000
            HUF
            1096000.00000000
            USD
            2022-07-19
            15142.39000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
          
        
        495000.00000000
        PA
        
        335906.03000000
        0.003919667623
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-01-18
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -73933.24000000
        -0.00086272261
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1193158.36000000
            USD
            1028400000.00000000
            CLP
            2022-07-07
            -73933.24000000
          
        
        
          N
          N
          N
        
      
      
        HPS Loan Management 6-2015, Lt
        549300OYG05TXUTUVD98
        HPS Loan Management 6-2015 Ltd
        40436KAC9
        
          
        
        382386.67100000
        PA
        USD
        374940.03000000
        0.004375153063
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-05
          Floating
          2.36329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2G7
        
          
          
        
        825000.00000000
        PA
        USD
        725579.20000000
        0.008466740827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AB5
        
          
          
        
        40000.00000000
        PA
        USD
        38911.64000000
        0.000454057628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
          
          
        
        178300.00000000
        NS
        
        2512846.26000000
        0.029322254584
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trimaran CAVU LLC
        N/A
        Trimaran Cavu 2021-1 Ltd
        89624NAA6
        
          
        
        3465000.00000000
        PA
        USD
        3387195.51000000
        0.039524984339
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-23
          Floating
          2.39400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        976000.00000000
        PA
        
        1323386.48000000
        0.015442518668
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        38561.98000000
        0.000449977466
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -2516752.00000000
            CAD
            1993774.88000000
            USD
            2022-07-19
            38561.98000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4AA2
        
          
          
        
        1395000.00000000
        PA
        USD
        1747156.80000000
        0.020387469502
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ST Engineering
        254900OEXGGWCR24DG90
        Singapore Technologies Engineering Ltd
        000000000
        
          
          
          
        
        106000.00000000
        NS
        
        311638.09000000
        0.003636486465
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
          
        
        506045.00000000
        NS
        USD
        10606703.20000000
        0.123768993148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PICC P&C
        300300F1000311000017
        PICC Property & Casualty Co Ltd
        000000000
        
          
          
          
        
        542000.00000000
        NS
        
        563379.19000000
        0.006574038491
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLGT7
        
          
        
        903356.59000000
        PA
        USD
        787580.02000000
        0.009190224734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YVEB1
        
          
        
        192582.53200000
        PA
        USD
        182940.19000000
        0.002134718271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHEASTERN UNIVERSITY
        549300I2J5CUY7XEVC78
        Northeastern University
        664675AT2
        
          
          
        
        284000.00000000
        PA
        USD
        208721.98000000
        0.002435564456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WiseTech Global Ltd
        254900VE3AF301Q85K83
        WiseTech Global Ltd
        000000000
        
          
          
          
        
        8020.00000000
        NS
        
        207586.79000000
        0.002422317991
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42272.12000000
        0.000493270871
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1375000.00000000
            GBP
            1716182.00000000
            USD
            2022-07-07
            42272.12000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GAZPROM PAO
        000000000
        
          
        
        1.00000000
        NC
        USD
        763492.37000000
        0.008909147369
        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
            618653.18000000
            USD
            0.00000000
            USD
            -1520000.00000000
            USD
            144839.19000000
          
        
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
          
          
        
        94494.00000000
        NS
        
        4586174.44000000
        0.053515798654
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
          
        
        5100.00000000
        NS
        USD
        1253835.00000000
        0.014630926556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        Straumann Holding AG
        000000000
        
          
          
          
        
        7102.00000000
        NS
        
        852722.89000000
        0.009950373036
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42686.85000000
        0.000498110331
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -2982000.00000000
            CAD
            2359438.55000000
            USD
            2022-07-07
            42686.85000000
          
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        670100205
        
          
          
        
        14901.00000000
        NS
        USD
        1660418.43000000
        0.019375324585
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -61721.54000000
        -0.00072022500
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5942945.67000000
            USD
            7570000.00000000
            CAD
            2022-07-07
            -61721.54000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -74996.75000000
        -0.00087513264
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -2540000.00000000
            USD
            11076448.96000000
            PLN
            2022-07-19
            -74996.75000000
          
        
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
          
        
        1000.00000000
        NS
        USD
        124090.00000000
        0.001447998880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toshiba Corp
        549300LBHTST91VKHO68
        Toshiba Corp
        000000000
        
          
          
          
        
        121500.00000000
        NS
        
        4936014.14000000
        0.057598057450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        TRY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5358.99000000
        0.000062533737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6263667.30000000
            TRY
            354882.00000000
            USD
            2022-09-21
            5358.99000000
          
        
        
          N
          N
          N
        
      
      
        Hormel Foods Corp
        MSD54751OJP1FS2ND863
        Hormel Foods Corp
        440452100
        
          
          
        
        5200.00000000
        NS
        USD
        246272.00000000
        0.002873733421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAC8
        
          
        
        150000.00000000
        PA
        USD
        141116.37000000
        0.001646678586
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          4.37566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BV
        213800TQASLF9JXH5J59
        Ziggo BV
        000000000
        
          
          
        
        2210000.00000000
        PA
        
        1765926.74000000
        0.020606494823
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC AVIATION USA CORP
        254900QKLTY6MF4Y3P65
        BOC Aviation USA Corp
        66980P2A6
        
          
          
        
        228000.00000000
        PA
        USD
        218541.72000000
        0.002550150422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9603.85000000
        0.000112066758
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -24136607000.00000000
            IDR
            1622410.90000000
            USD
            2022-08-05
            9603.85000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS PEOPLES REPBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -8159.20000000
        -0.00009520922
        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
            1289.29000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            -9448.49000000
          
        
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co Ltd
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        103500.00000000
        NS
        
        810267.39000000
        0.009454962314
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -17779.92000000
        -0.00020747283
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-09-18
            357.01000000
            USD
            0.00000000
            USD
            2488000.00000000
            AUD
            -18136.93000000
          
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAE1
        
          
          
        
        275000.00000000
        PA
        USD
        237044.86000000
        0.002766062470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-24
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        730000.00000000
        PA
        
        704011.93000000
        0.008215073628
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2027-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
          
          
        
        3747.00000000
        NS
        
        4209279.63000000
        0.049117835378
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PHILLIPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        12239.88000000
        0.000142826436
        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
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            9900.66000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        23820000.00000000
        OU
        Other
        USD
        261947.79000000
        0.003056653289
        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
                
              
            
            23820000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            163928.49000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DB8
        
          
          
        
        390000.00000000
        PA
        USD
        402404.64000000
        0.004695635975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10148.28000000
        -0.00011841967
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1487754.44000000
            USD
            1366800000.00000000
            CLP
            2022-08-05
            -10148.28000000
          
        
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
          
          
        
        108760.00000000
        NS
        
        4680875.76000000
        0.054620862764
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400EGZEWLZ9KRXG08
        Allegro CLO VIII Ltd
        01750LAA1
        
          
        
        1465000.00000000
        PA
        USD
        1433127.46000000
        0.016723079682
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
          
        
        40000.00000000
        PA
        USD
        34355.30000000
        0.000400889966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISUMI Group Inc
        353800SJWGE5BEK2V032
        MISUMI Group Inc
        000000000
        
          
          
          
        
        14200.00000000
        NS
        
        302390.63000000
        0.003528578400
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ameriquest Mortgage Securities
        N/A
        Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1
        03072SNR2
        
          
          
        
        6485.36000000
        PA
        USD
        6106.74000000
        0.000071259188
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Floating
          2.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
          
          
        
        39100.00000000
        NS
        
        1171886.81000000
        0.013674677967
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamaha Motor Co Ltd
        3538004LR5NXILJDHY88
        Yamaha Motor Co Ltd
        000000000
        
          
          
          
        
        151200.00000000
        NS
        
        2769176.81000000
        0.032313360632
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate
        N/A
        Cantor Commercial Real Estate Lending 2019-CF2
        12528YAE3
        
          
        
        1070000.00000000
        PA
        USD
        954079.73000000
        0.011133100015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.62360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BZ33
        
          
        
        77698.04000000
        PA
        USD
        77441.91000000
        0.000903665073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BZ0
        
          
          
        
        470000.00000000
        PA
        USD
        387560.78000000
        0.004522423850
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2049-10-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXI Ltd
        55820JBC3
        
          
        
        2770000.00000000
        PA
        USD
        2686602.50000000
        0.031349805886
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        141000.00000000
        PA
        
        146993.36000000
        0.001715256835
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2046-10-31
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WRZ3
        
          
        
        549998.00000000
        PA
        USD
        489387.18000000
        0.005710630097
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-C59
        95003CAJ9
        
          
        
        140000.00000000
        PA
        USD
        121814.45000000
        0.001421445621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        N/A
        Jamestown CLO XIV Ltd
        47048XAN2
        
          
        
        12080000.00000000
        PA
        USD
        11615725.74000000
        0.135543217568
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.26271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        972112.61000000
        PA
        
        1068230.81000000
        0.012465122226
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-07-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
          
        
        30300.00000000
        NS
        USD
        4635294.00000000
        0.054088971899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -84496.84000000
        -0.00098598863
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-04
            0.00000000
            USD
            0.00000000
            USD
            4233870.00000000
            USD
            -84496.84000000
          
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
          
        
        163172.00000000
        NS
        USD
        24991423.52000000
        0.291623444918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AJ3
        
          
          
        
        425000.00000000
        PA
        USD
        398050.78000000
        0.004644831040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
          
          
        
        227620.00000000
        NS
        
        4520869.33000000
        0.052753757183
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
          
          
        
        706396.00000000
        NS
        
        4313893.56000000
        0.050338569148
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
          
        
        5800.00000000
        NS
        USD
        267032.00000000
        0.003115980635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        62848.84000000
        0.000733379401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-02
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-BTP
        000000000
        
          
          
        
        -4.00000000
        NC
        
        -12005.72000000
        -0.00014009403
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUONI POLIENNALI DEL TES
                Italy Buoni Poliennali Del Tesoro
                
                  
                  
                  
                
              
            
            2022-09-08
            -505772.27000000
            USD
            -12005.72000000
          
        
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
          
          
        
        30422.00000000
        NS
        
        608172.64000000
        0.007096730614
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
          
        
        3800.00000000
        NS
        USD
        241718.00000000
        0.002820593064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599105
        
          
          
        
        23900.00000000
        NS
        USD
        1407232.00000000
        0.016420907088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
          
        
        31800.00000000
        NS
        USD
        1458030.00000000
        0.017013665950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEH1
        
          
          
        
        295000.00000000
        PA
        USD
        292660.35000000
        0.003415036337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
          
        
        9680.00000000
        NS
        USD
        4603033.60000000
        0.053712527196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signal Peak CLO, LLC
        N/A
        Signal Peak CLO 5 Ltd
        56844YAA5
        
          
        
        4395000.00000000
        PA
        USD
        4311092.42000000
        0.050305882811
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-25
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BFM3
        
          
        
        7357.60000000
        PA
        USD
        7575.94000000
        0.000088403196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Warner Bros Discovery Inc
        5493006ZCRFWKF6B1K26
        Warner Bros Discovery Inc
        934423104
        
          
          
        
        356274.00000000
        NS
        USD
        4781197.08000000
        0.055791506321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AJGJ6
        
          
        
        63644.23000000
        PA
        USD
        55700.47000000
        0.000649965494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        000000000
        
          
          
          
        
        26072.00000000
        NS
        
        658038.79000000
        0.007678615772
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        22800.00000000
        NS
        USD
        5168988.00000000
        0.060316615662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AL6
        
          
          
        
        30000.00000000
        PA
        USD
        27808.16000000
        0.000324491776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L62M2
        
          
        
        22946.33000000
        PA
        USD
        23618.50000000
        0.000275602881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG Trust
        N/A
        OPG Trust 2021-PORT
        67118AAQ8
        
          
        
        2850000.00000000
        PA
        USD
        2560630.67000000
        0.029879848042
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAW5
        
          
          
        
        238000.00000000
        PA
        USD
        213500.58000000
        0.002491325657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        2953000.00000000
        PA
        
        2933886.07000000
        0.034235343258
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2026-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
          
          
        
        3737.00000000
        NS
        
        1268721.98000000
        0.014804641846
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
          
        
        2505000.00000000
        PA
        USD
        1304207.59000000
        0.015218721333
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        29785.74000000
        0.000347568040
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -537571.00000000
            AUD
            400889.81000000
            USD
            2022-07-19
            29785.74000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3140.44000000
        -0.00003664560
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            8625000.00000000
            USD
            -3140.44000000
          
        
        
          N
          N
          N
        
      
      
        CPPIB CAPITAL INC
        549300KW9NB55HTDK075
        CPPIB Capital Inc
        000000000
        
          
          
        
        3107000.00000000
        PA
        
        3031211.42000000
        0.035371027019
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656100
        
          
          
        
        38700.00000000
        NS
        USD
        2202030.00000000
        0.025695358005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J7TX3
        
          
        
        183653.53000000
        PA
        USD
        180131.78000000
        0.002101947101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howden Joinery Group PLC
        213800KC1LJOJTY3JP45
        Howden Joinery Group PLC
        000000000
        
          
          
          
        
        79304.00000000
        NS
        
        581552.01000000
        0.006786096054
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
          
        
        102213.00000000
        NS
        USD
        6417954.27000000
        0.074890729295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Developments Ltd
        254900BPLPJS0RJ72373
        City Developments Ltd
        000000000
        
          
          
          
        
        48000.00000000
        NS
        
        282044.03000000
        0.003291155126
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Menicon Co Ltd
        3538000OOSRECSEX2327
        Menicon Co Ltd
        000000000
        
          
          
          
        
        39895.00000000
        NS
        
        914598.09000000
        0.010672391090
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2021-2
        96042RAD0
        
          
        
        337000.00000000
        PA
        USD
        324772.26000000
        0.003789748319
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        1805000.00000000
        PA
        
        1844510.26000000
        0.021523481276
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
          
        
        6100.00000000
        NS
        USD
        403759.00000000
        0.004711439922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-MH1
        89177WAA7
        
          
        
        97628.23000000
        PA
        USD
        96417.59000000
        0.001125091162
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        182000.00000000
        PA
        USD
        153245.17000000
        0.001788208837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        1135000.00000000
        PA
        
        1078113.85000000
        0.012580446836
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        326000.00000000
        PA
        
        195860.48000000
        0.002285484372
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2047-03-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunello Cucinelli SpA
        5493003CX2RZ0FOBH256
        Brunello Cucinelli SpA
        000000000
        
          
          
          
        
        13263.00000000
        NS
        
        599785.87000000
        0.006998865890
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        14817200.00000000
        PA
        
        688695.14000000
        0.008036342910
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cordatus CLO PLC
        549300HHKDR21JP15S93
        CVC Cordatus Loan Fund XV DAC
        000000000
        
          
        
        10350000.00000000
        PA
        
        10514361.31000000
        0.122691461088
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-08-26
          Floating
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAD9
        
          
          
        
        2605000.00000000
        PA
        USD
        2183118.74000000
        0.025474683629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Holdings Inc
        549300E3VEW8SMS5XW09
        OneMain Holdings Inc
        68268W103
        
          
          
        
        35700.00000000
        NS
        USD
        1334466.00000000
        0.015571804932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903109
        
          
          
        
        2000.00000000
        NS
        USD
        398620.00000000
        0.004651473235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        61252.19000000
        0.000714748187
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -14363000.00000000
            NOK
            1519592.67000000
            USD
            2022-07-07
            61252.19000000
          
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300VI1BOFEK7C6D74
        Venture 39 CLO Ltd
        92332TAB8
        
          
        
        867000.00000000
        PA
        USD
        839312.61000000
        0.009793889271
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.32429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
          
        
        3595.00000000
        NS
        USD
        727771.80000000
        0.008492326147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2520.35000000
        -0.00002940981
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1252000.00000000
            USD
            1734946.48000000
            SGD
            2022-09-21
            -2520.35000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505GB4
        
          
          
        
        950000.00000000
        PA
        USD
        787775.48000000
        0.009192505545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
          
        
        2900.00000000
        NS
        USD
        788713.00000000
        0.009203445411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        3437000.00000000
        PA
        
        3220622.98000000
        0.037581259325
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-05-19
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East West Bancorp Inc
        N/A
        East West Bancorp Inc
        27579R104
        
          
          
        
        7677.00000000
        NS
        USD
        497469.60000000
        0.005804943379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        200000.00000000
        PA
        
        204547.89000000
        0.002386857246
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
          
        
        1240000.00000000
        PA
        USD
        1139088.27000000
        0.013291953741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        604000.00000000
        PA
        
        590923.18000000
        0.006895447684
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2039-01-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        307346.98000000
        0.003586413755
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-09-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA FINANCING LUX SARL
        222100DKCE3D036DQU13
        Dana Financing Luxembourg Sarl
        235822AB9
        
          
          
        
        145000.00000000
        PA
        USD
        139404.57000000
        0.001626703693
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paylocity Holding Corp
        549300VH75FTB4DIEE07
        Paylocity Holding Corp
        70438V106
        
          
          
        
        7200.00000000
        NS
        USD
        1255824.00000000
        0.014654136079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEC26
        
          
        
        161091.08000000
        PA
        USD
        140416.53000000
        0.001638512194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        110380.83000000
        0.001288027385
        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
            1289.29000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            109091.54000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
          
        
        245000.00000000
        PA
        USD
        185799.89000000
        0.002168087942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB
        000000000
        
          
          
          
        
        49691.00000000
        NS
        
        1058605.39000000
        0.012352803768
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        Kazakhstan Temir Zholy National Co JSC
        000000000
        
          
          
        
        850000.00000000
        PA
        
        827126.37000000
        0.009651688756
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2023-12-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAA0
        
          
          
        
        20000.00000000
        PA
        USD
        18872.21000000
        0.000220218703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
          
        
        5750.00000000
        NS
        USD
        916492.50000000
        0.010694496849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
          
        
        30000.00000000
        PA
        USD
        27675.17000000
        0.000322939924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co
        100743AL7
        
          
          
        
        374000.00000000
        PA
        USD
        330432.26000000
        0.003855794524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TCY9
        
          
        
        234415.59000000
        PA
        USD
        235879.09000000
        0.002752459168
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        501545.65000000
        0.005852506565
        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
            14035.21000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            487510.44000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        3937.00000000
        NC
        USD
        -61711.14000000
        -0.00072010364
        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
            441989961.14000000
            USD
            -61711.14000000
          
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BS1
        
          
          
        
        70000.00000000
        PA
        USD
        51353.35000000
        0.000599239207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laurel Road Prime Student Loan
        N/A
        Laurel Road Prime Student Loan Trust 2019-A
        51889RAB5
        
          
        
        28347.92000000
        PA
        USD
        28009.21000000
        0.000326837817
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-25
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
          
          
        
        134400.00000000
        NS
        
        915572.60000000
        0.010683762590
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        000000000
        
          
          
          
        
        8420.00000000
        NS
        
        278450.95000000
        0.003249227688
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -40796.00000000
        -0.00047604611
        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
            14035.20000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            -54831.20000000
          
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAB1
        
          
          
        
        490000.00000000
        PA
        
        451995.16000000
        0.005274304824
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBM2
        
          
          
        
        7508000.00000000
        PA
        USD
        7172486.25000000
        0.083695318403
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
          
        
        4570000.00000000
        PA
        USD
        4163698.44000000
        0.048585951164
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
          
          
        
        343374.00000000
        NS
        
        3213653.96000000
        0.037499938242
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
          
          
        
        143200.00000000
        NS
        
        2708064.65000000
        0.031600246447
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Software Inc/Can
        549300B6PYHMCTDWQV29
        Constellation Software Inc/Canada
        21037X100
        
          
          
          
        
        726.00000000
        NS
        
        1077759.18000000
        0.012576308212
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
          
        
        2200.00000000
        NS
        USD
        160864.00000000
        0.001877112514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAJ0
        
          
        
        155000.00000000
        PA
        USD
        136093.18000000
        0.001588063278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Fixed
          2.72800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dlocal Ltd/Uruguay
        N/A
        Dlocal Ltd/Uruguay
        000000000
        
          
          
          
        
        29579.00000000
        NS
        USD
        776448.75000000
        0.009060334602
        Long
        EC
        CORP
        UY
        N
        
        1
        
          N
          N
          
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAB7
        
          
          
        
        211000.00000000
        PA
        USD
        153887.04000000
        0.001795698780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-28
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
          
        
        655790.00000000
        NS
        
        5512867.58000000
        0.064329326169
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
          
        
        1084000.00000000
        PA
        USD
        925741.43000000
        0.010802422067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14709.92000000
        -0.00017164918
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -486045.77000000
            USD
            607460000.00000000
            KRW
            2022-07-07
            -14709.92000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        608487.22000000
        0.007100401429
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -19326000.00000000
            GBP
            24135747.03000000
            USD
            2022-07-07
            608487.22000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        135680.71000000
        0.001583250190
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -75700000.00000000
            ZAR
            4785521.02000000
            USD
            2022-07-07
            135680.71000000
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        1922.16000000
        0.000022429571
        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
            -1383103.24000000
            USD
            -167455000.00000000
            USD
            1385025.40000000
          
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories Int
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864107
        
          
          
        
        800.00000000
        NS
        USD
        171176.00000000
        0.001997442633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        100138.12000000
        0.001168505807
        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
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        4635.00000000
        0.000054085541
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -1920000.00000000
            USD
            4635.00000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WTZ1
        
          
        
        288606.67000000
        PA
        USD
        272541.97000000
        0.003180276150
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
          
          
        
        29010.00000000
        NS
        
        2019871.05000000
        0.023569755977
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        17109.61000000
        0.000199651028
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            966.97000000
            USD
            0.00000000
            USD
            -900000.00000000
            USD
            16142.64000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NTC2
        
          
        
        201785.16000000
        PA
        USD
        193554.46000000
        0.002258575561
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST Western Asset Emerging Markets Debt Portfolio
        X6JO84W15Q5TRG58BQ07
        AST Western Asset Emerging Markets Debt Portfolio
        00767H196
        
          
          
        
        1050397.29400000
        NS
        USD
        10829596.10000000
        0.126369917233
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamaha Corp
        529900S5TENP3IJS7S02
        Yamaha Corp
        000000000
        
          
          
          
        
        6900.00000000
        NS
        
        284086.22000000
        0.003314985321
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6256.85000000
        0.000073010813
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1360000.00000000
            BRL
            265728.80000000
            USD
            2022-07-05
            6256.85000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
          
        
        115000.00000000
        PA
        USD
        98187.33000000
        0.001145742154
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAC6
        
          
          
        
        1050000.00000000
        PA
        USD
        955500.00000000
        0.011149673062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Next PLC
        213800WQD8ECPZP9PH98
        Next PLC
        000000000
        
          
          
          
        
        6966.00000000
        NS
        
        497186.85000000
        0.005801643985
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
          
        
        255000.00000000
        PA
        
        64986.87000000
        0.000758327947
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-03-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities In
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
          
        
        12758.00000000
        NS
        USD
        822508.26000000
        0.009597800303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
          
        
        466000.00000000
        PA
        USD
        239286.97000000
        0.002792225519
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAA2
        
          
          
        
        75000.00000000
        PA
        USD
        53521.52000000
        0.000624539455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
          
          
        
        52400.00000000
        NS
        
        839265.53000000
        0.009793339897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
          
          
        
        11800.00000000
        NS
        
        959913.71000000
        0.011201176383
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2M5
        
          
          
        
        425000.00000000
        PA
        USD
        362773.26000000
        0.004233179743
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-30
          Fixed
          1.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
          
          
        
        14720.00000000
        NS
        
        320343.51000000
        0.003738069496
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CPE8
        
          
        
        307086.20000000
        PA
        USD
        300141.16000000
        0.003502329467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
          
        
        28687.00000000
        NS
        USD
        3280071.58000000
        0.038274961527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elmwood CLO IV Ltd
        N/A
        Elmwood CLO IV Ltd
        29002GAB7
        
          
        
        1297000.00000000
        PA
        USD
        1265586.01000000
        0.014768048397
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.28429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3233.18000000
        0.000037727786
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3575000.00000000
            PLN
            800234.40000000
            USD
            2022-07-07
            3233.18000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
          
        
        367571.00000000
        NS
        USD
        14423486.04000000
        0.168306806667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        54930038DJKYPKSVRB29
        LCM 34 Ltd
        50203CAA1
        
          
        
        22750000.00000000
        PA
        USD
        21856186.63000000
        0.255038550834
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.23271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        3103000.00000000
        PA
        
        3155651.89000000
        0.036823115513
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-05-06
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECQ1
        
          
        
        222027.44000000
        PA
        USD
        199851.54000000
        0.002332055815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wheels SPV LLC
        N/A
        Wheels SPV 2 LLC
        96328DBX1
        
          
        
        1569677.69000000
        PA
        USD
        1556729.42000000
        0.018165383652
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-08-20
          Floating
          1.89229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        1378000.00000000
        PA
        
        1465958.85000000
        0.017106187232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AW6
        
          
          
        
        8000.00000000
        PA
        USD
        6535.37000000
        0.000076260846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        Santos Finance Ltd
        803014AA7
        
          
          
        
        830000.00000000
        PA
        USD
        703590.88000000
        0.008210160420
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government International Bond
        000000000
        
          
          
        
        125000.00000000
        PA
        
        140099.47000000
        0.001634812440
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd
        000000000
        
          
          
          
        
        2800.00000000
        NS
        USD
        275100.00000000
        0.003210125651
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        China Construction Bank Corp
        5493001KQW6DM7KEDR62
        China Construction Bank Corp
        000000000
        
          
          
          
        
        1374000.00000000
        NS
        
        924228.10000000
        0.010784763108
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VI Ltd
        67108LAW3
        
          
        
        7221536.70900000
        PA
        USD
        7062382.70000000
        0.082410526581
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        61777.23000000
        0.000720874847
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3899960000.00000000
            KRW
            3087805.22000000
            USD
            2022-07-07
            61777.23000000
          
        
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
          
        
        2736000.00000000
        PA
        
        770100.64000000
        0.008986258881
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2027-03-31
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -23820000.00000000
        OU
        Other
        USD
        -49712.27000000
        -0.00058008954
        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
                
              
            
            -23820000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            667.03000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834JH2
        
          
          
        
        8025000.00000000
        PA
        USD
        4267669.96000000
        0.049799188690
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
          
        
        32254.00000000
        NS
        USD
        9659105.38000000
        0.112711530157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        STERIS PLC
        000000000
        
          
          
          
        
        1800.00000000
        NS
        USD
        371070.00000000
        0.004329993912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -15370000.00000000
        OU
        Other
        USD
        -46074.93000000
        -0.00053764563
        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
                
              
            
            -15370000.00000000
            USD
            112.50000000
            USD
            2022-08-17
            XXXX
            -21867.18000000
          
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technol
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
          
        
        6715.00000000
        NS
        USD
        551167.20000000
        0.006431537501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
          
        
        92957.00000000
        NS
        USD
        5166550.06000000
        0.060288167484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        280000.00000000
        PA
        
        198101.36000000
        0.002311633068
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2041-04-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F032674
        
          
        
        27500000.00000000
        PA
        USD
        26445117.33000000
        0.308586512123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lululemon Athletica Inc
        549300D9GZ4BMLDW5T40
        Lululemon Athletica Inc
        550021109
        
          
          
        
        3937.00000000
        NS
        USD
        1073265.57000000
        0.012523872543
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        42774.02000000
        0.000499127512
        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
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
          
        
        4400.00000000
        NS
        USD
        146828.00000000
        0.001713327259
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Gildan Activewear Inc
        549300SB3IBI34M00Z45
        Gildan Activewear Inc
        375916103
        
          
          
          
        
        12807.00000000
        NS
        
        368629.08000000
        0.004301510961
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        Unum Group
        91529YAR7
        
          
          
        
        945000.00000000
        PA
        USD
        698244.64000000
        0.008147775461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2021-1 Asset-Backed Notes
        36169CAA2
        
          
        
        1102301.13000000
        PA
        USD
        1051037.51000000
        0.012264494623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-25
          Variable
          2.48710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        Equifax Inc
        294429AT2
        
          
          
        
        450000.00000000
        PA
        USD
        359219.11000000
        0.004191706577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD.com Inc
        549300HVTWB0GJZ16V92
        JD.com Inc
        000000000
        
          
          
          
        
        6985.00000000
        NS
        
        223383.15000000
        0.002606644783
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        Verallia SA
        000000000
        
          
          
        
        6200000.00000000
        PA
        
        5328709.57000000
        0.062180397228
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-05-14
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
          
          
        
        55676.00000000
        NS
        
        18580136.16000000
        0.216810511401
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        14730.90000000
        0.000171894002
        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
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            12391.68000000
          
        
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
          
        
        5900.00000000
        NS
        USD
        671833.00000000
        0.007839579594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -695.16000000
        -0.00000811178
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -357707.68000000
            USD
            496000.00000000
            SGD
            2022-07-07
            -695.16000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWMV3
        
          
        
        161831.78000000
        PA
        USD
        165153.52000000
        0.001927166669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560105
        
          
          
        
        2500.00000000
        NS
        USD
        280250.00000000
        0.003270220696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
          
          
        
        5407.00000000
        NS
        
        331086.45000000
        0.003863428229
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FTAP6
        
          
        
        99496.99100000
        PA
        USD
        99993.71000000
        0.001166820695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189105
        
          
          
        
        102248.00000000
        NS
        USD
        5144096.88000000
        0.060026162652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Generac Holdings Inc
        529900S2H2AHJHSFFI84
        Generac Holdings Inc
        368736104
        
          
          
        
        1100.00000000
        NS
        USD
        231638.00000000
        0.002702970140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AY0
        
          
          
        
        575000.00000000
        PA
        USD
        506275.46000000
        0.005907698439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13902.64000000
        -0.00016222908
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16241.84000000
          
        
        
          N
          N
          N
        
      
      
        Ascendas India Trust
        N/A
        Ascendas India Trust
        000000000
        
          
          
          
        
        280000.00000000
        NS
        
        235829.81000000
        0.002751884123
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
          
          
        
        8363.00000000
        NS
        
        3633379.18000000
        0.042397687043
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
          
          
        
        12454.00000000
        NS
        
        1471387.92000000
        0.017169538729
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
          
        
        16380.00000000
        NS
        USD
        35830431.00000000
        0.418103182988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13902.64000000
        -0.00016222908
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16241.86000000
          
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
          
          
        
        471350.00000000
        NS
        
        729247.70000000
        0.008509548337
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        124482.03000000
        0.001452573455
        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
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -111638.63000000
        -0.00130270457
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4314765.91000000
            USD
            6730000.00000000
            NZD
            2022-07-07
            -111638.63000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -108433.27000000
        -0.00126530142
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5473137.01000000
            USD
            5117000.00000000
            EUR
            2022-07-07
            -108433.27000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3498.89000000
        -0.00004082834
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -620000.00000000
            CAD
            478186.57000000
            USD
            2022-07-07
            -3498.89000000
          
        
        
          N
          N
          N
        
      
      
        Taylor Wimpey PLC
        21380089BTRXTD8S3R66
        Taylor Wimpey PLC
        000000000
        
          
          
          
        
        194380.00000000
        NS
        
        276515.54000000
        0.003226643503
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
          
        
        4043000.00000000
        PA
        USD
        2910960.00000000
        0.033967820302
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        84870.04000000
        0.000990343483
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -11645000.00000000
            CAD
            9132010.73000000
            USD
            2022-07-07
            84870.04000000
          
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
          
          
        
        77308.00000000
        NS
        
        1196078.68000000
        0.013956971469
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ResMed Inc
        529900T3QE5253CCXF22
        ResMed Inc
        761152107
        
          
          
        
        2600.00000000
        NS
        USD
        545038.00000000
        0.006360016228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBR5
        
          
          
        
        687000.00000000
        PA
        USD
        554041.28000000
        0.006465074971
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-03-10
          Fixed
          2.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780206
        
          
          
        
        4600.00000000
        NS
        USD
        382950.00000000
        0.004468620930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XF2Y6
        
          
        
        1010117.98000000
        PA
        USD
        902979.72000000
        0.010536817017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        146132.64000000
        0.001705213144
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-10
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
        
        900000.00000000
        PA
        
        889655.62000000
        0.010381338881
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
          
        
        11700.00000000
        NS
        USD
        256932.00000000
        0.002998124332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
          
        
        2200.00000000
        NS
        USD
        335588.00000000
        0.003915956550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
          
        
        650000.00000000
        PA
        USD
        540069.87000000
        0.006302043413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BT8
        
          
          
        
        296000.00000000
        PA
        USD
        299922.07000000
        0.003499772919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922NAG8
        
          
          
        
        900000.00000000
        PA
        USD
        874775.21000000
        0.010207700256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        COMM 2014-UBS4 Mortgage Trust
        12591QAP7
        
          
        
        86932.05000000
        PA
        USD
        86875.23000000
        0.001013741927
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAF6
        
          
          
        
        1000000.00000000
        PA
        USD
        1000373.25000000
        0.011673296366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
          
        
        15300.00000000
        NS
        USD
        4991013.00000000
        0.058239835899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        000000000
        
          
          
          
        
        10600.00000000
        NS
        
        272192.98000000
        0.003176203806
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd
        5493007RTV1I163M1B07
        Wind River 2016-1K CLO Ltd
        97314DAA6
        
          
        
        4295000.00000000
        PA
        USD
        4134090.40000000
        0.048240456694
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.25429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7475.69000000
        0.000087233385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -905000.00000000
            PLN
            209234.04000000
            USD
            2022-07-07
            7475.69000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        12500000.00000000
        PA
        
        1963451.90000000
        0.022911404248
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2043-06-29
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -36769.10000000
        -0.00042905645
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2513587.73000000
            USD
            49870000.00000000
            MXN
            2022-07-07
            -36769.10000000
          
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        902194.93000000
        0.010527659349
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Ireland Group PLC
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        000000000
        
          
          
          
        
        56673.00000000
        NS
        
        357873.97000000
        0.004176010217
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -6495.68000000
        -0.00007579770
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-07-08
            5086.86000000
            USD
            0.00000000
            USD
            965000000.00000000
            JPY
            -11582.54000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -177155.39000000
        -0.00206721578
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8936272.79000000
            USD
            14025000.00000000
            NZD
            2022-07-07
            -177155.39000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PH5
        
          
          
        
        80000.00000000
        PA
        USD
        35550.00000000
        0.000414830850
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -15341.11000000
        -0.00017901450
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            -108.32000000
            USD
            89460000.00000000
            CNY
            -15232.79000000
          
        
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp
        017175100
        
          
          
        
        999.00000000
        NS
        USD
        832266.90000000
        0.009711673297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
          
        
        980.00000000
        NS
        USD
        288071.00000000
        0.003361483483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EFSF
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        000000000
        
          
          
        
        520000.00000000
        PA
        
        526647.12000000
        0.006145414136
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2026-01-26
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
          
        
        300000.00000000
        PA
        USD
        273120.07000000
        0.003187021964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAV1
        
          
          
        
        740000.00000000
        PA
        USD
        650748.39000000
        0.007593544525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
          
        
        156071.00000000
        NS
        USD
        14999983.81000000
        0.175033925094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        605000.00000000
        PA
        USD
        502246.85000000
        0.005860688827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TEZ4
        
          
        
        215606.94400000
        PA
        USD
        212175.94000000
        0.002475868511
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1388427.23000000
        0.016201475338
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-10-12
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -54290.00000000
        -0.00063350680
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -515316.45000000
            USD
            4539469.00000000
            NOK
            2022-07-19
            -54290.00000000
          
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1290977.32000000
        0.015064338094
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-03-13
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
          
        
        28850.00000000
        NS
        USD
        1969301.00000000
        0.022979657050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2W9
        
          
        
        598088.07000000
        PA
        USD
        585334.36000000
        0.006830232073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2899.61000000
        -0.00003383537
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -1160000.00000000
            USD
            6117028.00000000
            BRL
            2022-08-02
            -2899.61000000
          
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-HY3
        89177XAA5
        
          
        
        39899.01000000
        PA
        USD
        39254.09000000
        0.000458053657
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          2.62357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
          
        
        250000.00000000
        PA
        USD
        224375.04000000
        0.002618219088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-2
        52604DAC6
        
          
        
        300000.00000000
        PA
        USD
        242877.63000000
        0.002834124718
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-04-20
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEQB8
        
          
        
        55995.98300000
        PA
        USD
        54923.86000000
        0.000640903278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        549300Q00FJ0WHHYC788
        Sound Point CLO II Ltd
        83608GAN6
        
          
        
        1173000.00000000
        PA
        USD
        1153116.24000000
        0.013455645294
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-26
          Floating
          2.28371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        Realty Income Corp
        756109104
        
          
          
        
        10900.00000000
        NS
        USD
        744034.00000000
        0.008682088799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -183532.09000000
        -0.00214162511
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7640000.00000000
            USD
            -183532.09000000
          
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
          
          
        
        53916.00000000
        NS
        
        5752351.45000000
        0.067123849303
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
          
          
        
        17500.00000000
        NS
        
        362153.33000000
        0.004225945816
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CHANGE HEALTHCARE HOLDINGS
        549300GHXFJ3EKF50583
        Change Healthcare Holdings LLC
        15911AAC7
        
          
          
        
        3593066.98000000
        PA
        USD
        3486773.28000000
        0.040686951455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4458.56000000
        0.000052026673
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1154539.48000000
            USD
            7757000.00000000
            CNY
            2022-07-07
            4458.56000000
          
        
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236101
        
          
          
        
        4800.00000000
        NS
        USD
        280032.00000000
        0.003267676867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK6
        060352AE1
        
          
        
        115000.00000000
        PA
        USD
        111015.63000000
        0.001295434829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAE5
        
          
        
        1850000.00000000
        PA
        USD
        1802434.10000000
        0.021032497050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        000000000
        
          
          
          
        
        20526.00000000
        NS
        
        652073.64000000
        0.007609008789
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -132008.66000000
        -0.00154040125
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            7600000.00000000
            SEK
            -132008.66000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        67410.32000000
        0.000786607042
        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
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            67195.44000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        130000.00000000
        PA
        
        81199.21000000
        0.000947508785
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        5200000.00000000
        PA
        
        3378921.68000000
        0.039428437505
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIAN ENERGY HLD
        635400E1RWKJXPSBCV07
        Bulgarian Energy Holding EAD
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1022846.93000000
        0.011935540410
        Long
        DBT
        CORP
        BG
        N
        
        2
        
          2028-07-22
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co Ltd
        9884007ER46L6N7EI764
        Samsung Electronics Co Ltd
        000000000
        
          
          
          
        
        35016.00000000
        NS
        
        1539066.52000000
        0.017959276315
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
          
          
        
        29818.00000000
        NS
        
        5040320.64000000
        0.058815203838
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2167.22000000
        0.000025289162
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1743328.03000000
            USD
            2249603000.00000000
            KRW
            2022-07-07
            2167.22000000
          
        
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
          
          
        
        64976.00000000
        NS
        
        2323982.25000000
        0.027118411607
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        337051.63000000
        0.003933035562
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            334712.43000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
          
        
        148514.00000000
        NS
        
        1297087.95000000
        0.015135642675
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
          
        
        2500.00000000
        NS
        USD
        483825.00000000
        0.005645725347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JIANGSU YANGHE BREWERY JOINT-STOCK CO LTD
        655600IQ7FXTTBKI8H68
        JIANGSU YANGHE BREWERY JOINT-STOCK CO LTD
        000000000
        
          
          
          
        
        8600.00000000
        NS
        
        235526.27000000
        0.002748342133
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R03
        20753XAF1
        
          
        
        130000.00000000
        PA
        USD
        126956.70000000
        0.001481450233
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          7.17566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy Inc
        29786A106
        
          
          
        
        2400.00000000
        NS
        USD
        175704.00000000
        0.002050279597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
          
          
        
        7534.00000000
        NS
        
        684256.01000000
        0.007984542964
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2021-1
        52607MAA7
        
          
        
        255000.00000000
        PA
        USD
        221121.01000000
        0.002580248005
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Inc
        5299004LW4QWGZUB8Y96
        Blackstone Inc
        09260D107
        
          
          
        
        17836.00000000
        NS
        USD
        1627178.28000000
        0.018987447238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc
        29355A107
        
          
          
        
        25200.00000000
        NS
        USD
        4920048.00000000
        0.057411749505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
          
        
        92569.00000000
        NS
        USD
        6116033.83000000
        0.071367637514
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68323ADP6
        
          
          
        
        664000.00000000
        PA
        USD
        644250.92000000
        0.007517725932
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-04-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Coupon Strips
        3134A4NV2
        
          
          
        
        140000.00000000
        PA
        USD
        95069.01000000
        0.001109354662
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hana Financial Group Inc
        N/A
        Hana Financial Group Inc
        000000000
        
          
          
          
        
        13649.00000000
        NS
        
        415234.61000000
        0.004845348137
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
          
        
        420000.00000000
        PA
        USD
        396131.19000000
        0.004622431458
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809HAG2
        
          
          
        
        486000.00000000
        PA
        USD
        473977.52000000
        0.005530815685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
          
          
        
        260441.00000000
        NS
        
        11146180.55000000
        0.130064122480
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
          
        
        14100.00000000
        NS
        USD
        1511661.00000000
        0.017639482921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        5590000.00000000
        PA
        USD
        5066909.55000000
        0.059125468258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
          
        
        2324.00000000
        NS
        USD
        263820.48000000
        0.003078505598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4955.09000000
        0.000057820652
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3750000.00000000
            ZAR
            235297.25000000
            USD
            2022-07-07
            4955.09000000
          
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID GAS PLC
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas PLC
        000000000
        
          
          
        
        275000.00000000
        PA
        
        243375.01000000
        0.002839928616
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -58651.71000000
        -0.00068440333
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3511955.67000000
            USD
            102665000.00000000
            TWD
            2022-07-07
            -58651.71000000
          
        
        
          N
          N
          N
        
      
      
        Hero MotoCorp Ltd
        335800Q49FBMZJTRLK49
        Hero MotoCorp Ltd
        000000000
        
          
          
          
        
        6008.00000000
        NS
        
        207280.08000000
        0.002418739010
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp
        25470M109
        
          
          
        
        5200.00000000
        NS
        USD
        93236.00000000
        0.001087965376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ASJD6
        
          
        
        337115.90000000
        PA
        USD
        303849.55000000
        0.003545602451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A9NJ9
        
          
        
        82630.55000000
        PA
        USD
        83568.80000000
        0.000975159391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        000000000
        
          
          
        
        381000.00000000
        PA
        
        348423.37000000
        0.004065731724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B&G FOODS INC
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508WAB1
        
          
          
        
        850000.00000000
        PA
        USD
        735301.54000000
        0.008580190239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        34524.00000000
        NS
        USD
        9728517.96000000
        0.113521501453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
          
        
        33800.00000000
        NS
        USD
        1599754.00000000
        0.018667434935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAH7
        
          
          
        
        665000.00000000
        PA
        USD
        628533.26000000
        0.007334317486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEON Financial Service Co Ltd
        35380044PRFENBU7WT74
        AEON Financial Service Co Ltd
        000000000
        
          
          
          
        
        26100.00000000
        NS
        
        244837.03000000
        0.002856988841
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
          
          
        
        3335.00000000
        NS
        
        297754.60000000
        0.003474480840
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
          
        
        88100.00000000
        NS
        USD
        2433322.00000000
        0.028394290692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        TRS BCOMTR INDEX
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2678131.33000000
        -0.03125095630
        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
            47248992.79000000
            USD
            -2678131.33000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EP6F6
        
          
        
        107529.66000000
        PA
        USD
        108749.55000000
        0.001268992075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        10 YEAR EURO BUND
        000000000
        
          
          
        
        -239.00000000
        NC
        
        666149.27000000
        0.007773256485
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -38747834.15000000
            USD
            666149.27000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BANK
        RILFO74KP1CM8P6PCT96
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -11864.32000000
        -0.00013844404
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              STANDARD CHARTERED BANK
              RILFO74KP1CM8P6PCT96
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            12341000.00000000
            CNY
            -11864.32000000
          
        
        
          N
          N
          N
        
      
      
        ENTEL CHILE SA
        529900N4SUIP0URJT330
        Empresa Nacional de Telecomunicaciones SA
        29245VAE5
        
          
          
        
        300000.00000000
        PA
        USD
        241066.49000000
        0.002812990633
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2032-09-14
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
          
        
        3378.00000000
        NS
        USD
        2134085.28000000
        0.024902515081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2021-2
        36261XAA3
        
          
        
        242601.23000000
        PA
        USD
        241195.02000000
        0.002814490442
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -174014.83000000
        -0.00203056877
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7640000.00000000
            USD
            -174014.83000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEMG1
        
          
        
        9413.09100000
        PA
        USD
        8972.54000000
        0.000104700039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6331.19000000
        -0.00007387828
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1520088.71000000
            USD
            1441000.00000000
            EUR
            2022-08-05
            -6331.19000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AXHQ9
        
          
          
        
        1074105.77000000
        PA
        USD
        581.31000000
        0.000006783272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Variable
          0.87766600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -296.09000000
        -0.00000345505
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -203611.67000000
            USD
            11185000.00000000
            PHP
            2022-07-07
            -296.09000000
          
        
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        Ferguson PLC
        000000000
        
          
          
          
        
        11124.00000000
        NS
        
        1232812.39000000
        0.014385614961
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CGF5
        
          
        
        38230.05200000
        PA
        USD
        37382.77000000
        0.000436217335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        544000.00000000
        PA
        
        531215.92000000
        0.006198727193
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2027-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BNP7
        
          
        
        22613.10000000
        PA
        USD
        22112.35000000
        0.000258027706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EG1
        
          
          
        
        195000.00000000
        PA
        USD
        139581.12000000
        0.001628763844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250N105
        
          
          
        
        120590.00000000
        NS
        USD
        5096133.40000000
        0.059466479637
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
          
        
        820000.00000000
        PA
        
        756539.11000000
        0.008828010189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -59759.45000000
        -0.00069732949
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -565174.69000000
            USD
            471920865.00000000
            CLP
            2022-09-21
            -59759.45000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5338.93000000
        0.000062299658
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -841495.19000000
            USD
            1090000.00000000
            CAD
            2022-07-07
            5338.93000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4639.16000000
        0.000054134084
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1090000.00000000
            ILS
            317361.32000000
            USD
            2022-08-05
            4639.16000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAN0
        
          
          
        
        300000.00000000
        PA
        USD
        194022.34000000
        0.002264035225
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        4123.18000000
        0.000048113143
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -2715000.00000000
            USD
            4123.18000000
          
        
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
          
        
        1360.00000000
        NS
        USD
        321871.20000000
        0.003755896021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2019-11R Ltd
        12510TAA2
        
          
        
        6340000.00000000
        PA
        USD
        6085159.90000000
        0.071007371448
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
          
          
        
        389100.00000000
        NS
        
        8326186.31000000
        0.097157776259
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
          
        
        4600.00000000
        NS
        USD
        777998.00000000
        0.009078412708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
          
        
        49463.00000000
        NS
        USD
        6580062.89000000
        0.076782365207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        2065000.00000000
        PA
        
        1674537.71000000
        0.019540081630
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-01-17
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -35834.28000000
        -0.00041814809
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-12-03
            58455.91000000
            USD
            0.00000000
            USD
            3360000.00000000
            CAD
            -94290.19000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W6RG3
        
          
        
        205183.53000000
        PA
        USD
        201646.23000000
        0.002352997947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
          
        
        42200.00000000
        NS
        USD
        2032352.00000000
        0.023715395445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        Sonova Holding AG
        000000000
        
          
          
          
        
        3240.00000000
        NS
        
        1030083.59000000
        0.012019984569
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1035000.00000000
        PA
        
        770086.06000000
        0.008986088748
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAP4
        
          
          
        
        1014999.99999900
        PA
        USD
        988989.76000000
        0.011540463094
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
          
        
        10800.00000000
        NS
        USD
        539136.00000000
        0.006291146139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6891.55000000
        0.000080417089
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -536540.32000000
            USD
            518190.00000000
            CHF
            2022-07-19
            6891.55000000
          
        
        
          N
          N
          N
        
      
      
        CENTURY COMMUNITIES
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504AL6
        
          
          
        
        81000.00000000
        PA
        USD
        77388.51000000
        0.000903041952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900TEETF3L54VTH19
        Wellfleet CLO 2017-3 Ltd
        94950HAA3
        
          
        
        1627000.00000000
        PA
        USD
        1598715.91000000
        0.018655321524
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-17
          Floating
          2.19429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Group Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Group Corp
        000000000
        
          
          
          
        
        67000.00000000
        NS
        
        366203.02000000
        0.004273201410
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
          
          
        
        23800.00000000
        NS
        USD
        2158422.00000000
        0.025186498829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS CDX.EM.37.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1000947.44000000
        -0.01167999655
        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
            -18479.84000000
            USD
            10000000.00000000
            USD
            -982467.60000000
          
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        800000.00000000
        PA
        
        696667.64000000
        0.008129373541
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-02-18
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7037.57000000
        -0.00008212098
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1109959.00000000
            USD
            1052127.75000000
            EUR
            2022-07-05
            -7037.57000000
          
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        630000.00000000
        PA
        USD
        593995.88000000
        0.006931302838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
          
        
        21141.00000000
        NS
        USD
        1149647.58000000
        0.013415169706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        2840000.00000000
        PA
        
        2612034.05000000
        0.030479671047
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
          
        
        9545000.00000000
        PA
        USD
        8761266.06000000
        0.102234696163
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CU77
        
          
        
        275329.72000000
        PA
        USD
        269078.93000000
        0.003139866140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXGL0
        
          
        
        236102.39400000
        PA
        USD
        241198.78000000
        0.002814534317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communit
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities Inc
        59522J103
        
          
          
        
        2000.00000000
        NS
        USD
        349340.00000000
        0.004076427825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        2946.17000000
        0.000034378683
        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
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            2731.29000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2770.17000000
        -0.00003232495
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -222796.84000000
            USD
            83336000.00000000
            HUF
            2022-07-07
            -2770.17000000
          
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAF6
        
          
        
        300000.00000000
        PA
        USD
        275895.15000000
        0.003219404209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419ABL0
        
          
        
        21948.89400000
        PA
        USD
        23346.52000000
        0.000272429162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1409005.05000000
        0.016441596704
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2026-10-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
          
        
        2075000.00000000
        PA
        USD
        1676959.31000000
        0.019568339137
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAITIAN INT'L
        30030093DDRS825TVP62
        Haitian International Holdings Ltd
        000000000
        
          
          
          
        
        84000.00000000
        NS
        
        214682.76000000
        0.002505120446
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -124846.13000000
        -0.00145682211
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-08
            8330.20000000
            USD
            0.00000000
            USD
            870000000.00000000
            JPY
            -133176.33000000
          
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        29878TBG8
        
          
          
        
        400000.00000000
        PA
        
        164529.87000000
        0.001919889334
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2037-05-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
          
        
        740000.00000000
        PA
        USD
        613870.18000000
        0.007163214871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
          
        
        322800.00000000
        NS
        USD
        3592764.00000000
        0.041923750906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services I
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services Inc
        955306105
        
          
          
        
        1300.00000000
        NS
        USD
        393081.00000000
        0.004586838971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BA4
        
          
          
        
        1000000.00000000
        PA
        USD
        727515.15000000
        0.008489331314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAE3
        
          
          
        
        270000.00000000
        PA
        USD
        251801.04000000
        0.002938251462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        Securitas AB
        000000000
        
          
          
          
        
        28280.00000000
        NS
        
        244253.15000000
        0.002850175580
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
          
        
        30300.00000000
        NS
        USD
        1035957.00000000
        0.012088521043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
          
        
        4130000.00000000
        PA
        
        4096368.28000000
        0.047800279504
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CS9
        
          
          
        
        80000.00000000
        PA
        USD
        63511.46000000
        0.000741111475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        000000000
        
          
          
        
        420000.00000000
        PA
        
        388969.90000000
        0.004538866788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AE7
        
          
          
        
        195000.00000000
        PA
        USD
        170553.86000000
        0.001990182918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QP5E0
        
          
          
        
        83818.15200000
        PA
        USD
        79772.98000000
        0.000930866191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST PGIM Fixed Income Central Fund
        5493004PPIB4NJOLH005
        AST PGIM Fixed Income Central Fund
        000000000
        
          
        
        98535667.39440000
        NS
        USD
        992254170.66000000
        11.57855530922
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B1J94
        
          
        
        76358.42000000
        PA
        USD
        12026.72000000
        0.000140339085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
          
        
        37200.00000000
        NS
        USD
        2083944.00000000
        0.024317419446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
          
        
        3891.00000000
        NS
        USD
        1087962.51000000
        0.012695370267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CB3
        
          
          
        
        1385000.00000000
        PA
        
        1571959.19000000
        0.018343098939
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-07-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        3348.00000000
        NC
        USD
        161585.39000000
        0.001885530371
        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
            396681039.61000000
            USD
            161585.39000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24950000.00000000
        OU
        Other
        USD
        13.43000000
        0.000000156713
        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
                
              
            
            24950000.00000000
            USD
            35.00000000
            USD
            2022-08-17
            XXXX
            -236.07000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -358.00000000
        NC
        USD
        294205.77000000
        0.003433069752
        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
            -45894455.77000000
            USD
            294205.77000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDP3
        
          
          
        
        175000.00000000
        PA
        USD
        157718.75000000
        0.001840410777
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-12-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
          
          
        
        29204.00000000
        NS
        
        1012476.84000000
        0.011814532443
        Long
        EC
        CORP
        FR
        Y
        
        2
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
          
        
        61615.00000000
        NS
        USD
        6297053.00000000
        0.073479939517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HIGH YIELD BOND PORT
        549300PINZDPHVMK2484
        AST HIGH YIELD BOND PORTFOLIO
        000000000
        
          
        
        1693956.00100000
        NS
        USD
        18210027.01000000
        0.212491729591
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
          
        
        5894000.00000000
        PA
        USD
        4555877.81000000
        0.053162269068
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        DKK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10108.50000000
        0.000117955489
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -3968000.00000000
            DKK
            569427.62000000
            USD
            2022-07-07
            10108.50000000
          
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BW9
        
          
          
        
        437000.00000000
        PA
        USD
        441068.39000000
        0.005146800990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        352000.00000000
        PA
        USD
        317670.89000000
        0.003706882851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gerdau SA
        254900YDV6SEQQPZVG24
        Gerdau SA
        000000000
        
          
          
          
        
        41500.00000000
        NS
        
        177547.32000000
        0.002071789190
        Long
        EP
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        935000.00000000
        PA
        USD
        804113.34000000
        0.009383151068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147KAE8
        
          
          
        
        5000.00000000
        PA
        USD
        4785.61000000
        0.000055843000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
          
        
        497533.00000000
        NS
        USD
        15488202.29000000
        0.180730917700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -46753.34000000
        -0.00054556196
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -6050000.00000000
            CHF
            6293131.56000000
            USD
            2022-07-07
            -46753.34000000
          
        
        
          N
          N
          N
        
      
      
        Apollo Global Management Inc
        N/A
        Apollo Global Management Inc
        03769M106
        
          
          
        
        6411.00000000
        NS
        USD
        310805.28000000
        0.003626768454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greggs PLC
        213800I71QMUFJ64IW20
        Greggs PLC
        000000000
        
          
          
          
        
        18118.00000000
        NS
        
        400587.81000000
        0.004674435493
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JT9
        
          
          
        
        1200000.00000000
        PA
        USD
        1199221.74000000
        0.013993647651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        71300.00000000
        NS
        
        2005716.46000000
        0.023404586902
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCS8
        
          
          
        
        9243000.00000000
        PA
        USD
        7956201.09000000
        0.092840440580
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
          
          
        
        42534.00000000
        NS
        
        1469932.80000000
        0.017152559020
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513ECN9
        
          
          
        
        285000.00000000
        PA
        USD
        241424.74000000
        0.002817171031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
          
          
        
        48948.00000000
        NS
        
        1839205.03000000
        0.021461574861
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7687.45000000
        0.000089704399
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -994000.00000000
            SGD
            723152.07000000
            USD
            2022-07-07
            7687.45000000
          
        
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
          
          
        
        15019.00000000
        NS
        USD
        1950517.53000000
        0.022760473848
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
          
        
        316900.00000000
        NS
        USD
        11855229.00000000
        0.138337966963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHP2
        
          
        
        454000.00000000
        PA
        USD
        438223.27000000
        0.005113601453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        32039.85000000
        0.000373871117
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1243172.01000000
            USD
            21339000.00000000
            TRY
            2022-07-07
            32039.85000000
          
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBV4
        
          
          
        
        389000.00000000
        PA
        USD
        350238.50000000
        0.004086912369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FWXZ8
        
          
        
        477309.00000000
        PA
        USD
        73254.86000000
        0.000854806634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295NM20
        
          
        
        18178.38300000
        PA
        USD
        19150.99000000
        0.000223471771
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        19426.37000000
        0.000226685164
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -7758822016.00000000
            IDR
            536682.72000000
            USD
            2022-09-21
            19426.37000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834LR7
        
          
          
        
        30000.00000000
        PA
        USD
        14540.63000000
        0.000169673752
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pure Storage Inc
        549300NPDB0BZTK3WO90
        Pure Storage Inc
        74624M102
        
          
          
        
        38900.00000000
        NS
        USD
        1000119.00000000
        0.011670329538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -44031.75000000
        -0.00051380388
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1171083.21000000
            USD
            5064386.00000000
            PLN
            2022-07-19
            -44031.75000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
          
        
        592000.00000000
        PA
        USD
        597609.59000000
        0.006973471007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVI STRAUSS & CO
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736RBJ0
        
          
          
        
        260000.00000000
        PA
        USD
        213092.71000000
        0.002486566246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-GC41
        17328FAV7
        
          
        
        385000.00000000
        PA
        USD
        345044.55000000
        0.004026304473
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-10
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
          
          
        
        1269377.00000000
        NS
        
        3941971.83000000
        0.045998636448
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        421000.00000000
        PA
        
        430571.73000000
        0.005024316085
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2031-07-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
          
        
        4000.00000000
        NS
        USD
        623400.00000000
        0.007274417778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GQ4C7
        
          
        
        52834.56000000
        PA
        USD
        51666.72000000
        0.000602895903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
          
        
        127700.00000000
        NS
        USD
        2682977.00000000
        0.031307500141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        318800000.00000000
        PA
        
        2925430.84000000
        0.034136679679
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2021-3
        30166AAF1
        
          
        
        1000000.00000000
        PA
        USD
        936117.50000000
        0.010923499815
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        000000000
        
          
          
          
        
        25500.00000000
        NS
        
        988594.86000000
        0.011535855029
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Globant SA
        2221008DCMSPYS42DS88
        Globant SA
        000000000
        
          
          
          
        
        4688.00000000
        NS
        USD
        815712.00000000
        0.009518495147
        Long
        EC
        CORP
        UY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M4MG0
        
          
        
        340205.66000000
        PA
        USD
        306731.34000000
        0.003579229889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7713.12000000
        -0.00009000394
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -201554.67000000
            USD
            280793.46000000
            AUD
            2022-07-19
            -7713.12000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M8NA8
        
          
        
        7650.84200000
        PA
        USD
        8220.01000000
        0.000095918811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21144.53000000
        0.000246734271
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -4697000.00000000
            BRL
            917276.71000000
            USD
            2022-07-05
            21144.53000000
          
        
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE UK
        549300C654ZPQWG3JF34
        Swiss Re Finance UK PLC
        000000000
        
          
          
        
        700000.00000000
        PA
        
        598131.41000000
        0.006979560094
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-06-04
          Fixed
          2.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endeavour Group Ltd/Australia
        254900JAN9FOLMWAD533
        Endeavour Group Ltd/Australia
        000000000
        
          
          
          
        
        69598.00000000
        NS
        
        362953.78000000
        0.004235286220
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493005EEKUYF0Q6Z361
        GREYWOLF CLO VII Ltd
        39809AAA6
        
          
        
        2346000.00000000
        PA
        USD
        2299399.52000000
        0.026831557183
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
          
          
        
        263400.00000000
        NS
        
        4551417.04000000
        0.053110216607
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
          
        
        1346000.00000000
        PA
        USD
        1225110.20000000
        0.014295738561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
          
        
        8926.00000000
        NS
        USD
        2200526.78000000
        0.025677817020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAU9
        
          
          
        
        975000.00000000
        PA
        USD
        828898.37000000
        0.009672366120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
          
        
        54400.00000000
        NS
        USD
        3494112.00000000
        0.040772586545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        74735KAA0
        
          
          
        
        200000.00000000
        PA
        USD
        174017.66000000
        0.002030601796
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -36760.66000000
        -0.00042895797
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -840000.00000000
            CHF
            843487.82000000
            USD
            2022-07-07
            -36760.66000000
          
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BJ0
        
          
          
        
        1015000.00000000
        PA
        USD
        878195.87000000
        0.010247615735
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-03-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        1295000.00000000
        PA
        USD
        1098177.33000000
        0.012814566399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Acceptance Auto Loan Tr
        N/A
        Credit Acceptance Auto Loan Trust 2021-2
        22537CAA7
        
          
        
        867000.00000000
        PA
        USD
        830022.80000000
        0.009685487027
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDL2
        
          
          
        
        5580000.00000000
        PA
        USD
        5067337.50000000
        0.059130461981
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1917746.64000000
        0.022378072269
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -45290042.00000000
            EUR
            49438156.95000000
            USD
            2022-07-19
            1917746.64000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
          
        
        10000.00000000
        PA
        USD
        8523.67000000
        0.000099462201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
          
        
        26300.00000000
        NS
        USD
        681433.00000000
        0.007951601427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
          
          
        
        138366.00000000
        NS
        
        2614611.83000000
        0.030509751010
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
          
          
        
        19322.00000000
        NS
        
        9196221.46000000
        0.107310165035
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
          
          
        
        152587.00000000
        NS
        
        1540509.09000000
        0.017976109579
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
          
          
        
        33000.00000000
        NS
        
        1805948.21000000
        0.021073502992
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        STATE GRID OVERSEAS INV
        3003006V8BHG5158QO96
        State Grid Overseas Investment BVI Ltd
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        418378.09000000
        0.004882029220
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-08-05
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
          
        
        2800.00000000
        NS
        USD
        131824.00000000
        0.001538246469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        26538.20000000
        0.000309672688
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -183966071.00000000
            INR
            2338480.09000000
            USD
            2022-09-21
            26538.20000000
          
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        200000.00000000
        PA
        
        168554.94000000
        0.001966857639
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
          
        
        365000.00000000
        PA
        USD
        300896.52000000
        0.003511143719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KB3
        
          
        
        870000.00000000
        PA
        USD
        384125.39000000
        0.004482336487
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
          
        
        325000.00000000
        PA
        USD
        311358.34000000
        0.003633222078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
          
        
        36700.00000000
        NS
        USD
        615092.00000000
        0.007177472217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
          
        
        57200.00000000
        NS
        USD
        1839552.00000000
        0.021465623633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Foods Holding Corp
        549300UGOZSO64CFPR97
        US Foods Holding Corp
        912008109
        
          
          
        
        54900.00000000
        NS
        USD
        1684332.00000000
        0.019654370621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIII LLC
        68377FAA6
        
          
        
        150000.00000000
        PA
        USD
        149271.63000000
        0.001741841833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-08
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241103
        
          
          
        
        17100.00000000
        NS
        USD
        186561.00000000
        0.002176969289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAM1
        
          
          
        
        2184000.00000000
        PA
        USD
        1609904.96000000
        0.018785885888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM IX Ltd
        67109KBC7
        
          
        
        10000000.00000000
        PA
        USD
        9788106.00000000
        0.114216830772
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.16271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM CARTER
        TGI2A0HXEYNQPU7TYV27
        William Carter Co/The
        96926JAC1
        
          
          
        
        2570000.00000000
        PA
        USD
        2408538.36000000
        0.028105091860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND
        000000000
        
          
          
        
        -23.00000000
        NC
        
        170928.26000000
        0.001994551769
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -4170938.19000000
            USD
            170928.26000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
          
        
        365000.00000000
        PA
        USD
        322245.24000000
        0.003760260671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2021-1
        33843WAA9
        
          
        
        603540.83000000
        PA
        USD
        596704.58000000
        0.006962910499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        8086.17000000
        0.000094357040
        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
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZEP4
        
          
          
        
        5938000.00000000
        PA
        
        4604461.29000000
        0.053729186827
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAW9
        
          
          
        
        50000.00000000
        PA
        USD
        41411.94000000
        0.000483233481
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KNS4
        
          
        
        200000.00000000
        PA
        USD
        172577.76000000
        0.002013799688
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          3.27566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        319000.00000000
        PA
        
        310950.11000000
        0.003628458467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
          
        
        2800.00000000
        NS
        USD
        516208.00000000
        0.006023600661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHG7
        
          
          
        
        1995000.00000000
        PA
        USD
        1903563.50000000
        0.022212570046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
          
        
        1990000.00000000
        PA
        USD
        1987843.58000000
        0.023196029321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CK0
        
          
          
        
        199000.00000000
        PA
        USD
        190293.92000000
        0.002220528512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
          
        
        30538.00000000
        NS
        USD
        4461296.42000000
        0.052058604415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (40 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Forty Year Bond
        000000000
        
          
          
        
        227350000.00000000
        PA
        
        1294508.38000000
        0.015105541825
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300JIE0P78OIZGS60
        Battalion CLO XII Ltd
        07133RAA3
        
          
        
        1465000.00000000
        PA
        USD
        1431988.13000000
        0.016709784907
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-05-17
          Floating
          2.51371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        47369.37000000
        0.000552750380
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -33129360000.00000000
            IDR
            2256000.00000000
            USD
            2022-09-21
            47369.37000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        175728.97000000
        0.002050570971
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1610000.00000000
            USD
            175728.97000000
          
        
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
          
          
        
        1571300.00000000
        NS
        
        4576138.40000000
        0.053398688696
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
          
        
        42192.00000000
        NS
        USD
        11118435.84000000
        0.129740371098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
          
          
        
        27300.00000000
        NS
        
        995441.46000000
        0.011615747600
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        147766.00000000
        NS
        USD
        26229942.66000000
        0.306075651609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of China Ltd
        54930053HGCFWVHYZX42
        Bank of China Ltd
        000000000
        
          
          
          
        
        704000.00000000
        NS
        
        281159.39000000
        0.003280832315
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
          
        
        805000.00000000
        PA
        USD
        764053.00000000
        0.008915689327
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AROUNDTOWN SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1359324.19000000
        0.015861873683
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-01-07
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C4
        07335CAE4
        
          
        
        385000.00000000
        PA
        USD
        348174.71000000
        0.004062830125
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.66100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
          
        
        14600.00000000
        NS
        USD
        2300376.00000000
        0.026842951670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        54930063NKPB83QNUF90
        Anchorage Capital CLO 21 Ltd
        03331KAA7
        
          
        
        7500000.00000000
        PA
        USD
        7210204.50000000
        0.084135450434
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.27271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE,INC
        3538001249AILNPRUX57
        JAPANESE 10 YEAR BOND
        000000000
        
          
          
        
        -10.00000000
        NC
        
        -13421.59000000
        -0.00015661574
        N/A
        DIR
        CORP
        JP
        N
        
        1
        
          
            
              OSAKA EXCHANGE,INC
              3538001249AILNPRUX57
            
            Short
            
              
                JAPAN (10 YEAR ISSUE)
                Japan Government Ten Year Bond
                
                  
                  
                  
                
              
            
            2022-09-12
            -11109786.28000000
            USD
            -13421.59000000
          
        
        
          N
          N
          N
        
      
      
        Kia Corp
        988400V8MJK9N7OI5X76
        Kia Corp
        000000000
        
          
          
          
        
        4688.00000000
        NS
        
        280553.59000000
        0.003273763270
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415LCN5
        
          
        
        60100.30000000
        PA
        USD
        63259.91000000
        0.000738176153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        166316.00000000
        NS
        USD
        14936839.96000000
        0.174297103238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5A37
        
          
        
        274720.57000000
        PA
        USD
        260001.84000000
        0.003033946113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Experian PLC
        635400RXXHHYT1JTSZ26
        Experian PLC
        000000000
        
          
          
          
        
        12886.00000000
        NS
        
        376925.89000000
        0.004398325947
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132KE4T9
        
          
        
        81722.14000000
        PA
        USD
        80231.83000000
        0.000936220485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        South32 Ltd
        000000000
        
          
          
          
        
        238523.00000000
        NS
        
        647561.71000000
        0.007556359345
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        VICI Properties Inc
        925652109
        
          
          
        
        17400.00000000
        NS
        USD
        518346.00000000
        0.006048548857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        41134.92000000
        0.000480000951
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1488274.00000000
            CHF
            1601905.14000000
            USD
            2022-07-19
            41134.92000000
          
        
        
          N
          N
          N
        
      
      
        Givaudan SA
        213800SVRMQA1TD91D41
        Givaudan SA
        000000000
        
          
          
          
        
        406.00000000
        NS
        
        1427041.43000000
        0.016652062157
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SRM ESCROW ISSUER LLC
        N/A
        SRM Escrow Issuer LLC
        85236FAA1
        
          
          
        
        2570000.00000000
        PA
        USD
        2197312.20000000
        0.025640306275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        000000000
        
          
          
        
        880000.00000000
        PA
        
        731576.11000000
        0.008536718416
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-17
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
          
        
        5329.00000000
        NS
        USD
        3245574.16000000
        0.037872413170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11916.28000000
        0.000139050367
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -13960000.00000000
            CZK
            602653.00000000
            USD
            2022-07-07
            11916.28000000
          
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CP5
        
          
          
        
        370000.00000000
        PA
        USD
        345120.53000000
        0.004027191079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        50000.00000000
        PA
        USD
        41532.97000000
        0.000484645773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        533105.00000000
        NS
        USD
        56621082.05000000
        0.660708062076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -828582.69000000
        -0.00966868246
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-12-02
            0.00000000
            USD
            0.00000000
            USD
            18860000.00000000
            EUR
            -828582.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NDUEEGFL INDEX
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4769080.35000000
        -0.05565011691
        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
            25298289.36000000
            USD
            -4769080.35000000
          
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
          
        
        1408000.00000000
        PA
        
        1044416.27000000
        0.012187231765
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4107.92000000
        0.000047935075
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -857000.00000000
            EUR
            902593.58000000
            USD
            2022-07-07
            4107.92000000
          
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
          
        
        136910.00000000
        NS
        USD
        10605048.60000000
        0.123749685718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        155374.26000000
        0.001813053062
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-01-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1497315.75000000
        -0.01747208904
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2031-12-20
            0.00000000
            USD
            -1205497.47000000
            USD
            2000000.00000000
            USD
            -291818.28000000
          
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        99957.00000000
        NS
        USD
        12152772.06000000
        0.141809979355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xinyi Glass Holdings Ltd
        52990082YXVVZFK1QJ17
        Xinyi Glass Holdings Ltd
        000000000
        
          
          
          
        
        130000.00000000
        NS
        
        311628.56000000
        0.003636375260
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co
        759509102
        
          
          
        
        10800.00000000
        NS
        USD
        1834488.00000000
        0.021406532116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
          
          
        
        105358.00000000
        NS
        
        10589587.51000000
        0.123569271172
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AX4
        
          
          
        
        170000.00000000
        PA
        USD
        120242.82000000
        0.001403106364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAG5
        
          
          
        
        2235000.00000000
        PA
        USD
        1703693.69000000
        0.019880301038
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        529900HFO1BDEIT4QU11
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAH9
        
          
          
        
        1700000.00000000
        PA
        USD
        1524565.59000000
        0.017790065820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
          
          
        
        32015.00000000
        NS
        
        3249793.35000000
        0.037921646649
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        MONTREAL EXCHANGE 10 YEAR CANADIAN BOND
        000000000
        
          
          
        
        15.00000000
        NC
        
        -30924.46000000
        -0.00036085569
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2022-09-20
            1477364.24000000
            USD
            -30924.46000000
          
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AP9
        
          
          
        
        425000.00000000
        PA
        USD
        380768.42000000
        0.004443164202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        000000000
        
          
          
          
        
        2880.00000000
        NS
        
        395729.85000000
        0.004617748245
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        166642.95000000
        0.001944546740
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -1805000.00000000
            USD
            166642.95000000
          
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        427000.00000000
        PA
        
        554773.67000000
        0.006473621187
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2033-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
          
        
        25000.00000000
        PA
        USD
        20597.40000000
        0.000240349843
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        3234.47000000
        0.000037742839
        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
            322.32000000
            USD
            0.00000000
            USD
            -300000.00000000
            USD
            2912.15000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -31337.94000000
        -0.00036568057
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-11-12
            0.00000000
            USD
            -20150.61000000
            USD
            895000.00000000
            EUR
            -11187.33000000
          
        
        
          N
          N
          N
        
      
      
        IDEXX Laboratories Inc
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories Inc
        45168D104
        
          
          
        
        1560.00000000
        NS
        USD
        547138.80000000
        0.006384530340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        35000.00000000
        PA
        
        22541.70000000
        0.000263037765
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2050-09-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        549300J8H1TB0I2CB447
        GoDaddy Inc
        380237107
        
          
          
        
        38300.00000000
        NS
        USD
        2664148.00000000
        0.031087785652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        965000.00000000
        PA
        USD
        859936.03000000
        0.010034542741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1667.92000000
        -0.00001946285
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1681669.76000000
            USD
            2690000.00000000
            NZD
            2022-07-07
            -1667.92000000
          
        
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
          
          
        
        238127.00000000
        NS
        
        10831962.30000000
        0.126397528281
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
          
          
        
        16100.00000000
        NS
        
        6984010.88000000
        0.081496010443
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -643.73000000
        -0.00000751164
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2032-03-15
            0.00000000
            USD
            0.00000000
            USD
            -500000.00000000
            EUR
            -643.73000000
          
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        45600.00000000
        NS
        USD
        1918848.00000000
        0.022390923973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
          
        
        380000.00000000
        PA
        USD
        319538.01000000
        0.003728670164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
          
        
        7868.00000000
        NS
        USD
        759104.64000000
        0.008857947207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyler Technologies Inc
        25490040SMU4Z8LBCW70
        Tyler Technologies Inc
        902252105
        
          
          
        
        620.00000000
        NS
        USD
        206137.60000000
        0.002405407478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -143582.27000000
        -0.00167545302
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-12-03
            122110.08000000
            USD
            0.00000000
            USD
            1330000.00000000
            CAD
            -265692.35000000
          
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        N/A
        Symphony CLO XIX Ltd
        87165YAC7
        
          
        
        397000.00000000
        PA
        USD
        388078.06000000
        0.004528459960
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-16
          Floating
          2.00429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        29878TBE3
        
          
          
        
        300000.00000000
        PA
        
        242795.11000000
        0.002833161797
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2037-01-30
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        390517.86000000
        0.004556929842
        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
        
      
      
        European Residential Loan Secu
        N/A
        European Residential Loan Securitisation
        000000000
        
          
        
        366056.11000000
        PA
        
        375024.46000000
        0.004376138272
        Long
        ABS-O
        CORP
        LU
        
        N
        
        2
        
          2060-11-25
          Floating
          1.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
          
        
        200416.00000000
        NS
        USD
        7469504.32000000
        0.087161204718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Euro-OAT
        000000000
        
          
          
        
        -38.00000000
        NC
        
        66751.11000000
        0.000778914759
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                FRANCE (GOVT OF)
                French Republic Government Bond OAT
                
                  
                  
                  
                
              
            
            2022-09-08
            -5660965.85000000
            USD
            66751.11000000
          
        
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
          
          
        
        16352.00000000
        NS
        
        540463.49000000
        0.006306636541
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
          
        
        44300.00000000
        NS
        USD
        3291933.00000000
        0.038413371736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -349663.30000000
        -0.00408020039
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2035-07-08
            18885.13000000
            USD
            0.00000000
            USD
            730000000.00000000
            JPY
            -368548.43000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        600000.00000000
        PA
        USD
        450000.00000000
        0.005251023420
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-07-19
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        000000000
        
          
          
          
        
        11958.00000000
        NS
        
        229751.23000000
        0.002680953532
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Tencent Holdings Ltd
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        000000000
        
          
          
          
        
        23100.00000000
        NS
        
        1036516.11000000
        0.012095045265
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGE26
        
          
        
        31135.69000000
        PA
        USD
        34122.54000000
        0.000398173903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        2775000.00000000
        PA
        
        2849900.02000000
        0.033255315001
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        78611.84000000
        0.000917316917
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -8844140.13000000
            GBP
            10850840.15000000
            USD
            2022-08-02
            78611.84000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BY3
        
          
          
        
        200000.00000000
        PA
        USD
        176702.75000000
        0.002061933952
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-10-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coty Inc
        549300BO9IWPF3S48F93
        Coty Inc
        222070203
        
          
          
        
        323800.00000000
        NS
        USD
        2593638.00000000
        0.030265008626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -12550000.00000000
        OU
        Other
        USD
        -37035.31000000
        -0.00043216284
        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
                
              
            
            -12550000.00000000
            USD
            132.50000000
            USD
            2022-09-21
            XXXX
            -8044.81000000
          
        
        
          N
          N
          N
        
      
      
        TRINITY HEALTH CORP
        TWSRHFGEDJDX0GKMGJ67
        Trinity Health Corp
        896517AB5
        
          
          
        
        253000.00000000
        PA
        USD
        185985.66000000
        0.002170255681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-01
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2019-CD8 Mortgage Trust
        12515BAD0
        
          
        
        960000.00000000
        PA
        USD
        851264.06000000
        0.009933350035
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Fixed
          2.65700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
          
          
        
        19200.00000000
        NS
        
        589343.54000000
        0.006877014958
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -439505.22000000
        -0.00512856045
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -49075440.62000000
            USD
            46396067.71000000
            EUR
            2022-07-05
            -439505.22000000
          
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        Penske Truck Leasing Co Lp / PTL Finance Corp
        709599AY0
        
          
          
        
        324000.00000000
        PA
        USD
        322946.77000000
        0.003768446784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
          
        
        7136.00000000
        NS
        USD
        501161.28000000
        0.005848021374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300PX4QZK7CUM8D08
        Wells Fargo Commercial Mortgage Trust 2014-LC16
        94988XAT3
        
          
        
        107219.16000000
        PA
        USD
        104516.21000000
        0.001219593481
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        248964.07000000
        0.002905147027
        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
            7017.60000000
            USD
            0.00000000
            USD
            -3000000.00000000
            USD
            241946.47000000
          
        
        
          N
          N
          N
        
      
      
        Nielsen Holdings PLC
        549300ZVCBHQE0XHG367
        Nielsen Holdings PLC
        000000000
        
          
          
          
        
        6700.00000000
        NS
        USD
        155574.00000000
        0.001815383816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        132000.00000000
        PA
        
        111126.65000000
        0.001296730315
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2050-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings
        N/A
        Norwegian Cruise Line Holdings Ltd
        000000000
        
          
          
          
        
        7700.00000000
        NS
        USD
        85624.00000000
        0.000999141398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        FREEPORT INDONESIA PT
        549300T4HTQHRKLNE619
        Freeport Indonesia PT
        69377FAB2
        
          
          
        
        200000.00000000
        PA
        USD
        183196.76000000
        0.002137712171
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2032-04-14
          Fixed
          5.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
          
        
        4700.00000000
        NS
        USD
        1499676.00000000
        0.017499630664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        Dell Technologies Inc
        24703L202
        
          
          
        
        9600.00000000
        NS
        USD
        443616.00000000
        0.005176528901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        925000.00000000
        PA
        
        862352.96000000
        0.010062745754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        1407000.00000000
        PA
        
        1182947.73000000
        0.013803747189
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179R4F3
        
          
        
        131953.68000000
        PA
        USD
        131885.61000000
        0.001538965393
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tosoh Corp
        529900YSLFVJF2MDBX02
        Tosoh Corp
        000000000
        
          
          
          
        
        279100.00000000
        NS
        
        3460530.55000000
        0.040380726589
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc
        707569109
        
          
          
        
        3500.00000000
        NS
        USD
        106470.00000000
        0.001242392141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -882688.87000000
        -0.01030004428
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-05-08
            787037.66000000
            USD
            0.00000000
            USD
            4140000.00000000
            GBP
            -1669726.53000000
          
        
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
          
        
        2230.00000000
        NS
        USD
        2915189.80000000
        0.034017177588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PL
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings PLC
        000000000
        
          
          
          
        
        12238.00000000
        NS
        USD
        874282.72000000
        0.010201953419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RZU6
        
          
          
        
        28849.75000000
        PA
        USD
        29082.61000000
        0.000339363258
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
          
          
        
        71695.00000000
        NS
        
        319576.15000000
        0.003729115218
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DY48
        
          
        
        768164.93000000
        PA
        USD
        734395.15000000
        0.008569613627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
          
        
        325000.00000000
        PA
        USD
        278615.27000000
        0.003251145129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        828000.00000000
        PA
        
        558006.25000000
        0.006511341972
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2M1
        
          
        
        323007.01000000
        PA
        USD
        316120.89000000
        0.003688795993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VAL AUTH CPN STRIP
        549300HE1ISW43LNKM54
        Tennessee Valley Authority Generic Strip
        88059E5F7
        
          
          
        
        425000.00000000
        PA
        USD
        308662.51000000
        0.003601764597
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2030-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        77500.00000000
        NS
        USD
        6164350.00000000
        0.071931436048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
          
        
        203000.00000000
        PA
        USD
        141676.97000000
        0.001653220194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        925000.00000000
        PA
        
        812551.39000000
        0.009481614175
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19364.79000000
        -0.00022596659
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2059640.93000000
            USD
            1944515.87000000
            EUR
            2022-07-19
            -19364.79000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EDE7
        
          
        
        4354812.62000000
        PA
        USD
        4193185.06000000
        0.048930028791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Komercni Banka AS
        IYKCAVNFR8QGF00HV840
        Komercni Banka AS
        000000000
        
          
          
          
        
        7846.00000000
        NS
        
        222486.22000000
        0.002596178559
        Long
        EC
        CORP
        CZ
        N
        
        2
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
          
          
        
        5300.00000000
        NS
        
        330784.10000000
        0.003859900124
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Service Corp International/US
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565104
        
          
          
        
        57306.00000000
        NS
        USD
        3960990.72000000
        0.046220566752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EURO STABILITY MECHANISM
        222100W4EEAQ77386N50
        European Stability Mechanism
        000000000
        
          
          
        
        360000.00000000
        PA
        
        366970.49000000
        0.004282156972
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2024-12-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53962.98000000
        -0.00062969082
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -3620403.47000000
            USD
            13773825.00000000
            PEN
            2022-09-21
            -53962.98000000
          
        
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
          
          
        
        728391.00000000
        NS
        
        3941647.00000000
        0.045994846026
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -138908.13000000
        -0.00162091076
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-12
            0.00000000
            USD
            0.00000000
            USD
            25000000.00000000
            CZK
            -138908.13000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAV1
        
          
          
        
        800000.00000000
        PA
        USD
        665857.10000000
        0.007769847170
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433AP7
        
          
          
        
        1132000.00000000
        PA
        USD
        1027561.77000000
        0.011990557600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        51912.84000000
        0.000605767863
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -681900000.00000000
            JPY
            5079609.78000000
            USD
            2022-07-07
            51912.84000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        800000.00000000
        PA
        
        642030.18000000
        0.007491812248
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        83023.43000000
        0.000968795500
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -905420.00000000
            USD
            83023.43000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -524.73000000
        -0.00000612304
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1699121.49000000
            USD
            2189160000.00000000
            KRW
            2022-07-07
            -524.73000000
          
        
        
          N
          N
          N
        
      
      
        Samsung Fire & Marine Insuranc
        988400JMBDK47EW0Z936
        Samsung Fire & Marine Insurance Co Ltd
        000000000
        
          
          
          
        
        4912.00000000
        NS
        
        762454.58000000
        0.008897037459
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        Julius Baer Group Ltd
        5299007MF0604ZGJER92
        Julius Baer Group Ltd
        000000000
        
          
          
          
        
        11088.00000000
        NS
        
        511116.83000000
        0.005964192099
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -391650.25000000
        -0.00457014363
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -12491925.58000000
            USD
            17530000.00000000
            AUD
            2022-07-07
            -391650.25000000
          
        
        
          N
          N
          N
        
      
      
        Elevance Health Inc
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752103
        
          
          
        
        17360.00000000
        NS
        USD
        8377588.80000000
        0.097757588878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
          
        
        94500.00000000
        NS
        USD
        6602715.00000000
        0.077046691340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
          
        
        2900.00000000
        NS
        USD
        268656.00000000
        0.003134930995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
          
        
        23963.00000000
        NS
        USD
        5345666.04000000
        0.062378261275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737RAE0
        
          
          
        
        297265.98000000
        PA
        USD
        282588.47000000
        0.003297508165
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-12
          Floating
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
          
        
        6400.00000000
        NS
        USD
        540608.00000000
        0.006308322820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1401948.05000000
        0.016359248988
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          N/A
          Fixed
          4.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300UP5H2PFBIITY41
        Palmer Square CLO 2014-1 Ltd
        69688XAS0
        
          
        
        1173000.00000000
        PA
        USD
        1153935.11000000
        0.013465200640
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-17
          Floating
          2.17429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
          
          
        
        7100.00000000
        NS
        USD
        114523.00000000
        0.001336362122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        United Rentals Inc
        911363109
        
          
          
        
        1300.00000000
        NS
        USD
        315783.00000000
        0.003684853175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417XAH4
        
          
          
        
        365000.00000000
        PA
        USD
        360092.92000000
        0.004201903014
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-11
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        N/A
        Mountain View CLO 2013-1 Ltd
        62431UBC5
        
          
        
        2346000.00000000
        PA
        USD
        2307242.68000000
        0.026923078553
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-12
          Floating
          2.01071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900L82OLW9QTLJ788
        Eagle RE 2019-1 Ltd
        269822AB8
        
          
        
        294766.73100000
        PA
        USD
        292180.48000000
        0.003409436763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-04-25
          Floating
          3.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FF3Z8
        
          
        
        214808.03000000
        PA
        USD
        5723.00000000
        0.000066781348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.65666200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
          
        
        49148.00000000
        NS
        USD
        4715259.12000000
        0.055022080161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL CAP VALUE PORTFOL
        VJDLIUI6Q37FYO8JPJ71
        AST SMALL CAP VALUE PORTFOLIO
        000000000
        
          
        
        3186743.29300000
        NS
        USD
        101943917.94000000
        1.189577557051
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woodside Energy Group Ltd
        2549005ZC5RXAOO7FH41
        Woodside Energy Group Ltd
        000000000
        
          
          
          
        
        45768.00000000
        NS
        
        1004641.61000000
        0.011723103607
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5F76
        
          
        
        167195.84000000
        PA
        USD
        146327.76000000
        0.001707489988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
          
          
        
        123967.00000000
        NS
        
        5632393.34000000
        0.065724065203
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DUA8
        
          
        
        26711.72000000
        PA
        USD
        23886.54000000
        0.000278730624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        641000.00000000
        PA
        USD
        528541.21000000
        0.006167516160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Balboa Bay Loan Funding Ltd
        549300MALKZHG9DP8554
        Balboa Bay Loan Funding 2020-1 Ltd
        05766BAJ7
        
          
        
        10000000.00000000
        PA
        USD
        9789174.00000000
        0.114229293201
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.18271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6GL9
        
          
        
        695253.34000000
        PA
        USD
        679985.08000000
        0.007934705734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
          
        
        7246.00000000
        NS
        USD
        1698172.56000000
        0.019815875298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DU67
        
          
        
        234959.14000000
        PA
        USD
        210087.98000000
        0.002451504229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRW.BANK
        N/A
        NRW BANK
        000000000
        
          
        
        4200000.00000000
        PA
        USD
        4198062.16000000
        0.048986939383
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-07-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGF4
        
          
        
        485000.00000000
        PA
        USD
        433362.70000000
        0.005056883749
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-15
          Fixed
          1.31600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anhui Conch Cement Co Ltd
        300300JVKW56SSAEQZ33
        Anhui Conch Cement Co Ltd
        000000000
        
          
          
          
        
        73000.00000000
        NS
        
        316381.37000000
        0.003691835519
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -23820000.00000000
        OU
        Other
        USD
        -49712.27000000
        -0.00058008954
        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
                
              
            
            -23820000.00000000
            USD
            105.00000000
            USD
            2022-07-20
            XXXX
            -1476.77000000
          
        
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions Inc
        11133T103
        
          
          
        
        2200.00000000
        NS
        USD
        313610.00000000
        0.003659496566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8DM0
        
          
        
        46920.78000000
        PA
        USD
        45919.21000000
        0.000535828549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        WH Group Ltd
        000000000
        
          
          
          
        
        892500.00000000
        NS
        
        698965.54000000
        0.008156187601
        Long
        EC
        CORP
        HK
        Y
        
        2
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        709000.00000000
        PA
        
        841570.83000000
        0.009820240307
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2027-06-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
          
        
        8200.00000000
        NS
        USD
        127756.00000000
        0.001490777218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CAISSE D'AMORT DETTE SOC
        969500P04DQJS4BPM574
        Caisse d'Amortissement de la Dette Sociale
        000000000
        
          
          
        
        3100000.00000000
        PA
        
        3225402.24000000
        0.037637028227
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-10-25
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        1612501.93000000
        0.018816189777
        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
            14035.21000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            1598466.72000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUU9
        
          
          
        
        269297.87000000
        PA
        USD
        258307.23000000
        0.003014171809
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sugi Holdings Co Ltd
        529900N86BFWB1FADG87
        Sugi Holdings Co Ltd
        000000000
        
          
          
          
        
        4200.00000000
        NS
        
        184371.13000000
        0.002151415825
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
          
        
        6100.00000000
        NS
        USD
        419497.00000000
        0.004895085715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        68329AAJ7
        
          
          
        
        3431000.00000000
        PA
        USD
        3016853.77000000
        0.035203488449
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-04-16
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
          
        
        32100.00000000
        NS
        USD
        2362881.00000000
        0.027572318823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAW4
        
          
          
        
        205000.00000000
        PA
        USD
        203784.82000000
        0.002377953027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
          
        
        21162.00000000
        NS
        USD
        5148714.60000000
        0.060080046554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
          
        
        3000.00000000
        NS
        USD
        152700.00000000
        0.001781847280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        928856301
        
          
          
          
        
        75510.00000000
        NS
        
        1172992.17000000
        0.013687576348
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
          
          
        
        552900.00000000
        NS
        
        4977935.29000000
        0.058087232873
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
          
        
        35200.00000000
        NS
        USD
        3869888.00000000
        0.045157494494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
          
        
        133700.00000000
        NS
        USD
        4829244.00000000
        0.056352162993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -92651.31000000
        -0.00108114266
        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
            -12292.48000000
            USD
            2500000.00000000
            USD
            -80358.83000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
          
        
        64386.00000000
        NS
        USD
        17659148.22000000
        0.206063557528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
          
        
        130000.00000000
        PA
        USD
        108641.03000000
        0.001267725762
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-Z1
        00834CAA3
        
          
        
        557562.56000000
        PA
        USD
        544077.74000000
        0.006348811011
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Persol Holdings Co Ltd
        3538000H6OI725NB2008
        Persol Holdings Co Ltd
        000000000
        
          
          
          
        
        30500.00000000
        NS
        
        552790.80000000
        0.006450483194
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAA2
        
          
        
        430000.00000000
        PA
        USD
        419802.46000000
        0.004898650109
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsui Chemicals Inc
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals Inc
        000000000
        
          
          
          
        
        199500.00000000
        NS
        
        4248944.64000000
        0.049580684037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
        
        900000.00000000
        PA
        
        1028832.19000000
        0.012005382056
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-08-14
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
          
        
        4600.00000000
        NS
        USD
        318780.00000000
        0.003719824991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        ICE US MINI MSCI EAFE INDEX
        000000000
        
          
          
        
        1644.00000000
        NC
        USD
        1282086.92000000
        0.014960596542
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI
                MSCI EAFE INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            151330433.08000000
            USD
            1282086.92000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corportation Trust 2021-IP
        36262MAJ7
        
          
        
        580000.00000000
        PA
        USD
        537222.68000000
        0.006268819721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          4.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MEXICO
        000000000
        
          
        
        1.00000000
        NC
        USD
        200276.23000000
        0.002337011498
        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
            14035.21000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            186241.02000000
          
        
        
          N
          N
          N
        
      
      
        Mountain View CLO Ltd
        549300URXZ1TS31FK720
        Mountain View CLO IX Ltd
        62432BAN3
        
          
        
        2930000.00000000
        PA
        USD
        2873850.36000000
        0.033534790104
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/COP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -331.82000000
        -0.00000387198
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -37608.01000000
            USD
            154945000.00000000
            COP
            2022-07-07
            -331.82000000
          
        
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
          
          
        
        21000.00000000
        NS
        
        568835.61000000
        0.006637709134
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        Porsche Automobil Holding SE
        000000000
        
          
          
          
        
        7644.00000000
        NS
        
        504308.29000000
        0.005884743648
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8DR9
        
          
        
        74136.41000000
        PA
        USD
        72768.93000000
        0.000849136346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788C105
        
          
          
        
        22500.00000000
        NS
        USD
        3792600.00000000
        0.044255625387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
        
        72799.12300000
        PA
        USD
        68943.87000000
        0.000804501946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834NV6
        
          
        
        835000.00000000
        PA
        USD
        376891.60000000
        0.004397925819
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAIXABANK SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        419751.06000000
        0.004898050326
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-08-05
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MD7
        
          
          
        
        4635000.00000000
        PA
        USD
        2204702.92000000
        0.025726548151
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -433839.42000000
        -0.00506244656
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -131462297.00000000
            CNY
            19199143.75000000
            USD
            2022-08-23
            -433839.42000000
          
        
        
          N
          N
          N
        
      
      
        SWEDISH GOVERNMENT
        ERE94C0BSULG2RM19605
        Sweden Government Bond
        000000000
        
          
          
        
        8555000.00000000
        PA
        
        727013.51000000
        0.008483477706
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2031-05-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        549300BJ8TRWJ20BLC43
        Oaktree CLO 2019-1 Ltd
        67401XAS0
        
          
        
        21499999.96000000
        PA
        USD
        21000862.41000000
        0.245057823031
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-22
          Floating
          2.24629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        748149AN1
        
          
          
        
        640000.00000000
        PA
        USD
        623854.68000000
        0.007279723412
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10847.48000000
        0.000126578603
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -17120000.00000000
            PHP
            322046.65000000
            USD
            2022-07-07
            10847.48000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2808.01000000
        0.000032766502
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-21
            16149.90000000
            USD
            0.00000000
            USD
            -435000.00000000
            GBP
            -13341.89000000
          
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BANK CHINA
        300300C1020211000045
        EXPORT-IMPORT BANK OF CHINA/THE
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        155516.21000000
        0.001814709468
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-06-18
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        EUR CALL VERSUS CHF PUT
        000000000
        
          
        
        167000.00000000
        NC
        
        7634.44000000
        0.000089085829
        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
                
              
            
            167000.00000000
            USD
            1.04500000
            EUR
            2022-09-02
            XXXX
            -17686.89000000
          
        
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX Corp
        000000000
        
          
          
          
        
        58400.00000000
        NS
        
        976562.45000000
        0.011395449547
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAL8
        
          
          
        
        3000.00000000
        PA
        USD
        3018.65000000
        0.000035224448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
          
        
        188000.00000000
        PA
        USD
        180796.16000000
        0.002109699712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
          
        
        24323.00000000
        NS
        USD
        5781090.64000000
        0.067459205213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
          
        
        80000.00000100
        PA
        USD
        58666.42000000
        0.000684574989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty Corp
        254900E47KH1NFFKNF25
        Duke Realty Corp
        264411505
        
          
          
        
        7000.00000000
        NS
        USD
        384650.00000000
        0.004488458130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        5300.00000000
        NS
        USD
        644745.00000000
        0.007523491322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        1133100000.00000000
        PA
        
        8427010.43000000
        0.098334286960
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4431.47000000
        -0.00005171056
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -17967000.00000000
            CNY
            2680075.13000000
            USD
            2022-07-07
            -4431.47000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAB7
        
          
        
        90000.00000000
        PA
        USD
        80323.34000000
        0.000937288310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          2.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
          
        
        119700.00000000
        NS
        USD
        3478482.00000000
        0.040590200998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
          
        
        7127000.00000000
        PA
        
        1579654.20000000
        0.018432891556
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2027-05-31
          Fixed
          3.50200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
          
          
        
        45891.00000000
        NS
        
        1392726.09000000
        0.016251638481
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAX2
        
          
          
        
        120000.00000000
        PA
        USD
        118072.27000000
        0.001377778344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
        
        708000.00000000
        PA
        
        763427.99000000
        0.008908396122
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2043-07-04
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -37160.50000000
        -0.00043362367
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -840000.00000000
            CHF
            843087.98000000
            USD
            2022-07-07
            -37160.50000000
          
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
          
        
        5100.00000000
        NS
        USD
        266577.00000000
        0.003110671267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6PU9
        
          
        
        234309.06000000
        PA
        USD
        229171.11000000
        0.002674184146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -67886.98000000
        -0.00079216915
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -3993163.27000000
            USD
            80160756.00000000
            MXN
            2022-09-21
            -67886.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        -4988000.00000000
        NC
        
        -258.82000000
        -0.00000302015
        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
                
              
            
            -4988000.00000000
            USD
            0.97000000
            EUR
            2022-07-14
            XXXX
            13141.07000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -14197.40000000
        -0.00016566862
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-03-21
            0.00000000
            USD
            -7912.35000000
            USD
            198766000.00000000
            JPY
            -6285.05000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        50735.58000000
        0.000592030486
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2318764.95000000
            AUD
            1651460.16000000
            USD
            2022-07-19
            50735.58000000
          
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        3000000.00000000
        PA
        
        2589450.16000000
        0.030216140969
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-12-01
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
          
          
        
        9156.00000000
        NS
        
        414135.91000000
        0.004832527472
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Growth ETF
        549300H1KWQVEKI25E14
        iShares Russell 1000 Growth ETF
        464287614
        
          
          
        
        284400.00000000
        NS
        USD
        62198280.00000000
        0.725788055534
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -2042.31000000
        -0.00002383159
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -18047.39000000
            USD
            22802000.00000000
            SEK
            16005.08000000
          
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        21780.00000000
        NS
        USD
        3808668.60000000
        0.044443128931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JNRL6
        
          
        
        332360.08000000
        PA
        USD
        332653.51000000
        0.003881714159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
          
        
        80100.00000000
        NS
        USD
        5065524.00000000
        0.059109300357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        7365.45000000
        0.000085947001
        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
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        SFE 10 YEAR AUSTRALIAN BOND
        000000000
        
          
          
        
        46.00000000
        NC
        
        18522.84000000
        0.000216141925
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2022-09-15
            3808985.05000000
            USD
            18522.84000000
          
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
          
        
        8346.00000000
        NS
        USD
        1185966.60000000
        0.013838974205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIGICEL INTL FINANCE LTD
        5493007V023VOEW4FK27
        Digicel International Finance Ltd
        000000000
        
          
          
        
        1321541.33000000
        PA
        USD
        1157174.63000000
        0.013503002408
        Long
        LON
        CORP
        LC
        
        N
        
        2
        
          2024-05-27
          Floating
          4.58490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VAT Group AG
        529900MVFK7NVALR7Y83
        VAT Group AG
        000000000
        
          
          
          
        
        1326.00000000
        NS
        
        314948.57000000
        0.003675116260
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
          
        
        105000.00000000
        PA
        
        81932.30000000
        0.000956063169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON PLC
        6354008SRQGEMC4XFI67
        ICON PLC
        000000000
        
          
          
          
        
        6582.00000000
        NS
        USD
        1426319.40000000
        0.016643636832
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        23820000.00000000
        OU
        Other
        USD
        261947.79000000
        0.003056653289
        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
                
              
            
            23820000.00000000
            USD
            77.50000000
            USD
            2022-07-20
            XXXX
            160712.79000000
          
        
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        000000000
        
          
          
          
        
        6052.00000000
        NS
        
        331248.28000000
        0.003865316613
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
          
        
        34178.00000000
        NS
        USD
        16604014.18000000
        0.193751260738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        781126.34000000
        0.009114917123
        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
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778787.12000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AF8
        
          
          
        
        215000.00000000
        PA
        USD
        187939.59000000
        0.002193055974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LW9
        
          
          
        
        3030000.00000000
        PA
        USD
        2882831.39000000
        0.033639589213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493006VH6ZUE3FHGC30
        SOUND POINT CLO III-R LTD
        83611LAA8
        
          
        
        955864.58000000
        PA
        USD
        944014.44000000
        0.011015648741
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.99429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        474000.00000000
        PA
        
        281412.35000000
        0.003283784090
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2041-05-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        30554.75000000
        0.000356541573
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -4206000.00000000
            NZD
            2657353.17000000
            USD
            2022-07-07
            30554.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        35813.36000000
        0.000417903982
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3147081.00000000
            GBP
            3867928.71000000
            USD
            2022-07-19
            35813.36000000
          
        
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        Envista Holdings Corp
        29415F104
        
          
          
        
        61978.00000000
        NS
        USD
        2388632.12000000
        0.027872807122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KPN3
        
          
        
        90000.00000000
        PA
        USD
        74292.42000000
        0.000866913860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          4.67566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SW9
        
          
          
        
        5100000.00000000
        PA
        USD
        3999515.63000000
        0.046670111652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xylem Inc/NY
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419M100
        
          
          
        
        3300.00000000
        NS
        USD
        257994.00000000
        0.003010516747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834107
        
          
          
        
        6900.00000000
        NS
        USD
        231771.00000000
        0.002704522109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE20 Mortgage Trust
        12592LBH4
        
          
        
        1868962.40000000
        PA
        USD
        1832540.06000000
        0.021383801719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Fixed
          3.32600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189T107
        
          
          
        
        228953.00000000
        NS
        USD
        6772429.74000000
        0.079027082617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        450000.00000000
        PA
        
        304713.97000000
        0.003555689317
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
          
          
        
        232913.00000000
        NS
        
        8572296.72000000
        0.100029624096
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184HLS1
        
          
        
        26501.30300000
        PA
        USD
        25136.78000000
        0.000293319601
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -258844.76000000
        -0.00302044421
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -23153513.57000000
            USD
            21820108.56000000
            EUR
            2022-07-19
            -258844.76000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RML3
        
          
          
        
        720000.00000000
        PA
        USD
        658488.06000000
        0.007683858278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        7000000.00000000
        PA
        
        5840812.74000000
        0.068156098871
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-04
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YV6
        
          
          
        
        613000.00000000
        PA
        USD
        591257.66000000
        0.006899350711
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        168525.82000000
        0.001966517839
        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
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2066.36000000
        0.000024112232
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -207000.00000000
            GBP
            254065.88000000
            USD
            2022-07-07
            2066.36000000
          
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        713000.00000000
        PA
        
        647730.36000000
        0.007558327312
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2030-02-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        5384000.00000000
        PA
        
        5208109.92000000
        0.060773127035
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE4G1
        
          
        
        56260.02000000
        PA
        USD
        55182.84000000
        0.000643925300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
          
        
        96000.00000000
        NS
        USD
        9062400.00000000
        0.105748610322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132D56L1
        
          
        
        88702.96000000
        PA
        USD
        84914.33000000
        0.000990860301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
          
        
        13100.00000000
        NS
        USD
        1761688.00000000
        0.020557033216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -336166.90000000
        -0.00392271170
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-11-25
            0.00000000
            USD
            0.00000000
            USD
            2303000.00000000
            EUR
            -336166.90000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
          
        
        250000.00000000
        PA
        USD
        264267.06000000
        0.003083716714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROPORTI DI ROMA SPA
        8156007259ABDEA3F444
        Aeroporti di Roma SpA
        000000000
        
          
          
        
        1155000.00000000
        PA
        
        926695.22000000
        0.010813551786
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2031-07-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        Tractor Supply Co
        892356106
        
          
          
        
        2100.00000000
        NS
        USD
        407085.00000000
        0.004750250820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAA6
        
          
        
        600000.00000000
        PA
        USD
        584385.30000000
        0.006819157548
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          2.52566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300TLJB7OIA4JRG73
        Elevation CLO 2017-6 Ltd
        28622PAA1
        
          
        
        702603.72000000
        PA
        USD
        696036.48000000
        0.008122008573
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          2.32429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        1381000.00000000
        PA
        
        1403817.52000000
        0.016381063723
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO CMWLTH
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514L3T2
        
          
        
        750000.00000000
        PA
        USD
        372888.71000000
        0.004351216332
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2043-11-01
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        85548.04000000
        0.000998255025
        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
            10526.40000000
            USD
            0.00000000
            USD
            -4500000.00000000
            USD
            75021.64000000
          
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507WAB6
        
          
          
        
        700000.00000000
        PA
        USD
        780701.57000000
        0.009109960507
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2027-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        225000.00000000
        PA
        
        219237.53000000
        0.002558269788
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2020-3
        96042QAC4
        
          
        
        132699.78000000
        PA
        USD
        132349.77000000
        0.001544381648
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
          
        
        5990000.00000000
        PA
        USD
        5078396.88000000
        0.059259513233
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
          
        
        745000.00000000
        PA
        USD
        644904.00000000
        0.007525346684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110NAA4
        
          
        
        28581.99000000
        PA
        USD
        28529.74000000
        0.000332911850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CBY1
        
          
        
        29638.13200000
        PA
        USD
        31634.91000000
        0.000369145896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vornado Realty Trust
        N/A
        Vornado Realty Trust
        929042109
        
          
          
        
        17500.00000000
        NS
        USD
        500325.00000000
        0.005838262872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2020-2R
        69355XAA1
        
          
        
        87934.92000000
        PA
        USD
        87187.51000000
        0.001017385904
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          5.46729000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
          
        
        330000.00000000
        PA
        USD
        285453.55000000
        0.003330940614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NEWDAY PARTNERSHIP FUNDING PLC
        2138003JMQKL1SKS2Y68
        Newday Partnership Funding 2020-1 PLC
        000000000
        
          
          
        
        105000.00000000
        PA
        
        127969.19000000
        0.001493264919
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2028-11-15
          Floating
          2.33960000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8485.89000000
        0.000099021349
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1727510.82000000
            USD
            1426000.00000000
            GBP
            2022-07-07
            8485.89000000
          
        
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
          
        
        2700.00000000
        NS
        USD
        207198.00000000
        0.002417781223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AZ7
        
          
          
        
        750000.00000000
        PA
        USD
        655703.85000000
        0.007651369496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
          
        
        13800.00000000
        NS
        USD
        1447068.00000000
        0.016885751019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
          
        
        60018.00000000
        NS
        USD
        12800639.04000000
        0.149369900878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
          
        
        2600.00000000
        NS
        USD
        345800.00000000
        0.004035119775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        115000.00000000
        PA
        USD
        105743.50000000
        0.001233914655
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        549300DX0ZYWEZ6TY764
        Greywolf CLO II Ltd
        398079AW3
        
          
        
        2930000.00000000
        PA
        USD
        2825646.58000000
        0.032972303043
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          2.18429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCN1
        
          
          
        
        765000.00000000
        PA
        USD
        619351.18000000
        0.007227172336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        000000000
        
          
          
          
        
        451834.00000000
        NS
        
        1296126.12000000
        0.015124419137
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3970.54000000
        -0.00004633199
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -2765000.00000000
            NZD
            1722871.50000000
            USD
            2022-07-07
            -3970.54000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        140000.00000000
        PA
        USD
        125074.23000000
        0.001459483802
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DX3
        
          
          
        
        30000.00000000
        PA
        USD
        25807.70000000
        0.000301148526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        1790000.00000000
        PA
        
        1848339.51000000
        0.021568164568
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2023-11-09
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBX0
        
          
          
        
        175000.00000000
        PA
        USD
        153358.56000000
        0.001789531978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397WK5
        
          
          
        
        200000.00000000
        PA
        USD
        198136.54000000
        0.002312043582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-06
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
          
        
        410000.00000000
        PA
        USD
        384782.52000000
        0.004490004498
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYM0
        
          
          
        
        215000.00000000
        PA
        USD
        190388.33000000
        0.002221630177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        684000.00000000
        PA
        
        748247.98000000
        0.008731261482
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-05-23
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        OneMain Financial Issuance Trust 2020-2
        682696AA7
        
          
          
        
        300000.00000000
        PA
        USD
        267145.47000000
        0.003117304710
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-14
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        Hirose Electric Co Ltd
        000000000
        
          
          
          
        
        10300.00000000
        NS
        
        1363941.14000000
        0.015915748600
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6951.32000000
        -0.00008111454
        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
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        000000000
        
          
          
          
        
        8017.00000000
        NS
        
        1404257.51000000
        0.016386197940
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGG2
        
          
        
        470000.00000000
        PA
        USD
        392798.47000000
        0.004583542145
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.61400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFRM0
        
          
        
        38648.99100000
        PA
        USD
        37958.93000000
        0.000442940512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        11810000.00000000
        PA
        
        1108255.05000000
        0.012932162718
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2032-05-18
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1497315.75000000
        0.017472089046
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2029-06-20
            1174336.48000000
            USD
            0.00000000
            USD
            -2000000.00000000
            USD
            322979.27000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
          
        
        1000000.00000000
        PA
        USD
        747479.91000000
        0.008722298919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS CDX.EM.37
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5004737.22000000
        -0.05839998301
        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
            -166496.08000000
            USD
            50000000.00000000
            USD
            -4838241.14000000
          
        
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
          
        
        48000.00000000
        NS
        USD
        4115040.00000000
        0.048018158702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olaplex Holdings Inc
        N/A
        Olaplex Holdings Inc
        679369108
        
          
          
        
        51300.00000000
        NS
        USD
        722817.00000000
        0.008434508879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
          
        
        42331.00000000
        NS
        USD
        6266257.93000000
        0.073120593664
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345Y106
        
          
          
        
        2900.00000000
        NS
        USD
        501961.00000000
        0.005857353260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        23820000.00000000
        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
                
              
            
            23820000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -238.20000000
          
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        CARLYLE US CLO 2021-11 LTD
        143122AA7
        
          
        
        15000000.00000000
        PA
        USD
        14569935.00000000
        0.170015710931
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-25
          Floating
          1.34831000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
          
          
        
        1541678.00000000
        NS
        
        4350574.01000000
        0.050766591152
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        526511.05000000
        0.006143826343
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-05-08
            343441.65000000
            USD
            0.00000000
            USD
            -6665000.00000000
            GBP
            183069.40000000
          
        
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
          
          
        
        32922.00000000
        NS
        
        3099851.03000000
        0.036171978574
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
          
        
        775000.00000000
        PA
        USD
        674231.02000000
        0.007867561948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        16172.34000000
        0.000188714080
        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
            3508.78000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            12663.56000000
          
        
        
          N
          N
          N
        
      
      
        Ace Securities Corp.
        N/A
        ACE Securities Corp Home Equity Loan Trust Series 2004-IN1
        004421FD0
        
          
        
        25053.71000000
        PA
        USD
        23350.05000000
        0.000272470354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Floating
          2.26357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        2070000.00000000
        PA
        
        2130358.04000000
        0.024859022137
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        000000000
        
          
          
          
        
        38500.00000000
        NS
        
        563656.86000000
        0.006577278606
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GD0
        
          
          
        
        44000.00000000
        PA
        USD
        29536.12000000
        0.000344655239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        440137.00000000
        NS
        USD
        23076382.91000000
        0.269276949153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AJ5
        
          
          
        
        450000.00000000
        PA
        USD
        333767.69000000
        0.003894715460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        4859206.50000000
        0.056701793635
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2027-09-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
          
        
        2000.00000000
        NS
        USD
        212680.00000000
        0.002481750357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAL4
        
          
          
        
        460000.00000000
        PA
        USD
        416041.50000000
        0.004854763689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co Ltd
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co Ltd
        000000000
        
          
          
          
        
        180100.00000000
        NS
        
        701190.62000000
        0.008182151928
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
          
        
        19500.00000000
        NS
        USD
        1390545.00000000
        0.016226187471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        5299009TFWZGH2AN7D11
        carsales.com Ltd
        000000000
        
          
          
          
        
        17544.00000000
        NS
        
        221846.02000000
        0.002588708103
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp L
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        000000000
        
          
          
          
        
        168300.00000000
        NS
        
        1381247.78000000
        0.016117698760
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KND7
        
          
        
        140000.00000000
        PA
        USD
        119755.58000000
        0.001397420789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          4.57566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
          
        
        73000.00000000
        PA
        USD
        63745.93000000
        0.000743847491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equitie
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
          
        
        26571.00000000
        NS
        USD
        3853592.13000000
        0.044967338949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAA3
        
          
          
        
        30000.00000000
        PA
        USD
        27538.87000000
        0.000321349447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
          
        
        176031.00000000
        NS
        USD
        19822850.91000000
        0.231311676417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
          
        
        2805000.00000000
        PA
        USD
        2186582.83000000
        0.025515105891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
          
        
        11241.00000000
        NS
        USD
        3788891.46000000
        0.044212350653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1935.38000000
        0.000022583834
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3005000.00000000
            USD
            1141099021.00000000
            HUF
            2022-07-19
            1935.38000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        164600.73000000
        0.001920716196
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2033-03-04
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        PGIM Core Ultra Short Bond Fund
        000000000
        
          
        
        1491249881.68000000
        NS
        USD
        1491249881.68000000
        17.40130678758
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
          
          
        
        22000.00000000
        NS
        
        694676.86000000
        0.008106143247
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA3
        35564KUX5
        
          
        
        660000.00000000
        PA
        USD
        620418.08000000
        0.007239621930
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-25
          Floating
          3.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -125808.76000000
        -0.00146805498
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2032-06-15
            24906.47000000
            USD
            0.00000000
            USD
            41423000.00000000
            MXN
            -150715.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        438305.53000000
        0.005114561340
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -46396067.71000000
            EUR
            49165680.97000000
            USD
            2022-08-02
            438305.53000000
          
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        000000000
        
          
          
          
        
        233344.00000000
        NS
        
        2704319.30000000
        0.031556542179
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918K108
        
          
          
        
        1200.00000000
        NS
        USD
        95952.00000000
        0.001119658220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
          
        
        20800.00000000
        NS
        USD
        2185248.00000000
        0.025499529838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sotera Health Co
        N/A
        Sotera Health Co
        83601L102
        
          
          
        
        26400.00000000
        NS
        USD
        517176.00000000
        0.006034896196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BVS2
        
          
        
        47865.80100000
        PA
        USD
        45516.37000000
        0.000531127833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
          
        
        25646.00000000
        NS
        USD
        3555048.52000000
        0.041483651198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPM CLO LTD
        549300NI5BL19ELU5U14
        PPM CLO 2018-1 Ltd
        69355DAA5
        
          
        
        2930000.00000000
        PA
        USD
        2872179.67000000
        0.033515294921
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-15
          Floating
          2.19429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
          
        
        585000.00000000
        PA
        USD
        558263.70000000
        0.006514346141
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credicorp Ltd
        529900UYAEYQCQ2BKB17
        Credicorp Ltd
        000000000
        
          
          
          
        
        2164.00000000
        NS
        USD
        259485.24000000
        0.003027917938
        Long
        EC
        CORP
        PE
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        DBJPM 2016-C3 Mortgage Trust
        23312VAE6
        
          
        
        430000.00000000
        PA
        USD
        407477.98000000
        0.004754836480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
          
          
        
        18816.00000000
        NS
        
        1825764.78000000
        0.021304741377
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Jamestown CLO Ltd
        254900G01W2J355PT310
        Jamestown CLO VI-R Ltd
        47047LAA7
        
          
        
        697000.00000000
        PA
        USD
        687554.33000000
        0.008023030865
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-25
          Floating
          2.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capitaland Investment Ltd/Sing
        254900AT4UQDU7SNXX49
        Capitaland Investment Ltd/Singapore
        000000000
        
          
          
          
        
        127500.00000000
        NS
        
        350937.03000000
        0.004095063474
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -5995.90000000
        -0.00006996580
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-07-08
            0.00000000
            USD
            -4031.82000000
            USD
            280000000.00000000
            JPY
            -1964.08000000
          
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2016-C7
        12532BAC1
        
          
        
        346135.45000000
        PA
        USD
        335690.16000000
        0.003917148649
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-12-10
          Fixed
          3.58530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        SKF AB
        000000000
        
          
          
          
        
        20010.00000000
        NS
        
        294969.30000000
        0.003441979339
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
          
        
        2900.00000000
        NS
        USD
        675874.00000000
        0.007886733785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        000000000
        
          
          
          
        
        439368.00000000
        NS
        
        5436415.83000000
        0.063437215214
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        2009000.00000000
        PA
        
        1873173.97000000
        0.021857956415
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-08-15
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24940000.00000000
        OU
        Other
        USD
        -147.76000000
        -0.00000172420
        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
                
              
            
            -24940000.00000000
            USD
            62.50000000
            USD
            2022-07-20
            XXXX
            39506.84000000
          
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
          
        
        14200.00000000
        NS
        USD
        1164258.00000000
        0.013585657834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
          
        
        810000.00000000
        PA
        USD
        668363.31000000
        0.007799091987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
          
        
        207650.00000000
        NS
        USD
        78335962.50000000
        0.914097719442
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311A105
        
          
          
        
        9876.00000000
        NS
        USD
        649050.72000000
        0.007573734515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loews Corp
        R8V1FN4M5ITGZOG7BS19
        Loews Corp
        540424108
        
          
          
        
        4300.00000000
        NS
        USD
        254818.00000000
        0.002973456190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        175807.91000000
        0.002051492117
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1620000.00000000
            USD
            175807.91000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ME8
        
          
          
        
        118000.00000000
        PA
        USD
        110410.83000000
        0.001288377453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARIAN DEVELOPMENT BA
        549300KCFVCFTUJZYT59
        MFB Magyar Fejlesztesi Bank Zrt
        000000000
        
          
          
        
        600000.00000000
        PA
        
        594759.82000000
        0.006940217209
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        1612501.94000000
        0.018816189894
        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
            14035.20000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            1598466.74000000
          
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
          
        
        133452.00000000
        NS
        USD
        22241110.32000000
        0.259530202636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
          
          
        
        1200.00000000
        NS
        
        627888.66000000
        0.007326795686
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        23700.00000000
        NS
        USD
        51648462.00000000
        0.602682852424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        130413.02000000
        0.001521781827
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -7270000.00000000
            AUD
            5148610.49000000
            USD
            2022-07-07
            130413.02000000
          
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAM9
        
          
          
        
        355000.00000000
        PA
        USD
        344977.74000000
        0.004025524871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2019-2
        96041LAG7
        
          
        
        795000.00000000
        PA
        USD
        792540.27000000
        0.009248105598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAH5
        
          
          
        
        1178000.00000000
        PA
        USD
        1055825.46000000
        0.012320364929
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-06
          Fixed
          1.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        39261.92000000
        0.000458145025
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-06-19
            1602.07000000
            USD
            0.00000000
            USD
            -2683000.00000000
            NZD
            37659.85000000
          
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        470000.00000000
        PA
        
        364465.66000000
        0.004252928259
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2034-11-15
          Fixed
          1.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
          
        
        347692.00000000
        NS
        USD
        21873303.72000000
        0.255238289146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THERMO FISHER SC FNCE I
        549300SM0PJC1F3RPL91
        Thermo Fisher Scientific Finance I BV
        000000000
        
          
          
        
        820000.00000000
        PA
        
        728885.44000000
        0.008505321147
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-10-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
          
        
        60.00000000
        NS
        USD
        240248.40000000
        0.002803444389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CHP4
        
          
          
        
        40834.11000000
        PA
        USD
        43861.58000000
        0.000511818186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        THB/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        49735.66000000
        0.000580362478
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -60580000.00000000
            THB
            1763625.30000000
            USD
            2022-07-07
            49735.66000000
          
        
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        MONTREAL EXCHANGE 5 YEAR CANADIAN BOND
        000000000
        
          
          
        
        11.00000000
        NC
        
        3440.29000000
        0.000040144540
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2022-09-20
            975738.34000000
            USD
            3440.29000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
          
        
        125000.00000000
        PA
        USD
        66603.00000000
        0.000777186473
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
          
        
        13326.00000000
        NS
        USD
        1193343.30000000
        0.013925052482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pembina Pipeline Corp
        5493002W3L9YICM6FU21
        Pembina Pipeline Corp
        706327103
        
          
          
          
        
        12343.00000000
        NS
        
        436300.89000000
        0.005091169314
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc
        697435105
        
          
          
        
        2380.00000000
        NS
        USD
        1175577.20000000
        0.013717740910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XYX6
        
          
          
        
        594335.18000000
        PA
        USD
        594336.01000000
        0.006935271795
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2030-07-25
          Floating
          3.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
          
          
        
        6825.00000000
        NS
        
        2390001.99000000
        0.027888792054
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MMTP8
        
          
        
        21878.21300000
        PA
        USD
        21826.00000000
        0.000254686304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AT7
        
          
          
        
        825000.00000000
        PA
        USD
        787013.58000000
        0.009183614979
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-09-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PB8
        
          
        
        260000.00000000
        PA
        USD
        116177.34000000
        0.001355666518
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
          
        
        8500.00000000
        NS
        USD
        2172515.00000000
        0.025350949213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        494000.00000000
        PA
        
        515549.64000000
        0.006015918297
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-09-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
          
          
        
        566082.00000000
        NS
        
        4741376.71000000
        0.055326844776
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        551904.14000000
        0.006440136811
        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
            14035.20000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            537868.94000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        105000.00000000
        PA
        
        124276.53000000
        0.001450175488
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-12-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        1173000.00000000
        PA
        
        1207055.66000000
        0.014085061200
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        Koito Manufacturing Co Ltd
        000000000
        
          
          
          
        
        34800.00000000
        NS
        
        1097074.27000000
        0.012801694857
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kirin Holdings Co Ltd
        353800GBVL72LLMTYM96
        Kirin Holdings Co Ltd
        497350108
        
          
          
          
        
        53400.00000000
        NS
        
        840703.38000000
        0.009810118084
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc
        549300YKWOC0AOR16R51
        Albertsons Cos Inc
        013091103
        
          
          
        
        125700.00000000
        NS
        USD
        3358704.00000000
        0.039192518591
        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
        -0.02919999150
        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
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        101464.15000000
        0.001183979173
        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
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PBW1
        
          
          
        
        40000.00000000
        PA
        USD
        38413.17000000
        0.000448241011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CJ3
        
          
          
        
        100000.00000000
        PA
        USD
        92100.41000000
        0.001074714244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        ZAR CALL VERSUS USD PUT
        000000000
        
          
        
        1684000.00000000
        NC
        USD
        9138.50000000
        0.000106636616
        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
                
              
            
            1684000.00000000
            USD
            15.45000000
            USD
            2022-08-22
            XXXX
            -10118.04000000
          
        
        
          N
          N
          N
        
      
      
        Carlyle Euro CLO
        635400GXUD5SKWFXE966
        Carlyle Euro CLO 2021-2 DAC
        000000000
        
          
        
        12510000.00000000
        PA
        
        12527204.06000000
        0.146179204247
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2035-10-15
          Floating
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gaming and Leisure Properties
        5493006GWRDBCZYWTM57
        Gaming and Leisure Properties Inc
        36467J108
        
          
          
        
        17494.00000000
        NS
        USD
        802274.84000000
        0.009361697721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418MC91
        
          
        
        22341.63000000
        PA
        USD
        24489.36000000
        0.000285764895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        4135000.00000000
        PA
        
        2585733.70000000
        0.030172773817
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -42537.28000000
        -0.00049636500
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -546993.62000000
            USD
            5157213.00000000
            SEK
            2022-07-19
            -42537.28000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11961.64000000
        0.000139579670
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -2145000.00000000
            EUR
            11961.64000000
          
        
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008R107
        
          
          
        
        29600.00000000
        NS
        USD
        1589520.00000000
        0.018548014993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385101
        
          
          
          
        
        3436.00000000
        NS
        
        184639.62000000
        0.002154548819
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAA5
        
          
        
        155000.00000000
        PA
        USD
        145074.85000000
        0.001692869855
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGRICUL DEV BANK CHINA
        300300C1020311000158
        AGRICULTURAL DEVELOPMENT BANK OF CHINA
        000000000
        
          
          
        
        17500000.00000000
        PA
        
        2699699.67000000
        0.031502635989
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-10-27
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Value ETF
        549300KLSYN5NN4YNM90
        iShares Russell 1000 Value ETF
        464287598
        
          
          
        
        160550.00000000
        NS
        USD
        23274933.50000000
        0.271593824260
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
          
        
        77600.00000000
        NS
        USD
        7378984.00000000
        0.086104928451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group I
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874784
        
          
          
        
        116200.00000000
        NS
        USD
        5941306.00000000
        0.069328748786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        900000.00000000
        PA
        
        880792.41000000
        0.010277914607
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
          
        
        900.00000000
        NS
        USD
        265302.00000000
        0.003095793367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
          
        
        600.00000000
        NS
        USD
        153606.00000000
        0.001792419341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
          
          
        
        7700.00000000
        NS
        USD
        2076536.00000000
        0.024230975931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AH4
        
          
          
        
        160000.00000000
        PA
        USD
        152701.56000000
        0.001781865484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZER0
        
          
          
        
        582000.00000000
        PA
        
        405671.42000000
        0.004733755838
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        90917.26000000
        0.001060908136
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -705200000.00000000
            CLP
            858398.35000000
            USD
            2022-07-07
            90917.26000000
          
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
          
        
        1250.00000000
        NS
        USD
        2186237.50000000
        0.025511076255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -391873.67000000
        -0.00457275070
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-02-17
            0.00000000
            USD
            0.00000000
            USD
            1355000.00000000
            EUR
            -391873.67000000
          
        
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        000000000
        
          
          
          
        
        8475.00000000
        NS
        
        372411.16000000
        0.004345643829
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        PARAMETRIC EMERGING MAR
        N4QJ62UMJLEFUPW82466
        AST PARAMETRIC EMERGING MARKETS EQUITY PORTFOLIO
        000000000
        
          
        
        725938.61900000
        NS
        USD
        6061587.47000000
        0.070732306155
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2T0
        
          
          
        
        960000.00000000
        PA
        USD
        864515.79000000
        0.010087983690
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCAFEE CORP
        2549009UKR8UEZYVCR93
        McAfee Corp
        57906HAD9
        
          
          
        
        2275000.00000000
        PA
        USD
        2058875.00000000
        0.024024890766
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-01
          Floating
          5.68600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TEY7
        
          
        
        168989.69000000
        PA
        USD
        161601.27000000
        0.001885715674
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
          
        
        540000.00000000
        PA
        USD
        421632.36000000
        0.004920003104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14508.17000000
        0.000169294978
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -524910.00000000
            CHF
            564987.38000000
            USD
            2022-07-19
            14508.17000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAZ8
        
          
          
        
        146000.00000000
        PA
        USD
        113633.23000000
        0.001325979449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
          
        
        400000.00000000
        PA
        USD
        342084.73000000
        0.003991766508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5238.42000000
        -0.00006112681
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -320809.23000000
            USD
            301000.00000000
            EUR
            2022-07-07
            -5238.42000000
          
        
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
          
        
        10400.00000000
        NS
        USD
        1433640.00000000
        0.016729060481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -134532.67000000
        -0.00156985377
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -12742548.74000000
            USD
            10354189.31000000
            GBP
            2022-07-19
            -134532.67000000
          
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
          
        
        1015000.00000000
        PA
        USD
        888229.61000000
        0.010364698855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
          
          
        
        18421.00000000
        NS
        
        1307180.81000000
        0.015253415662
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AP9
        
          
          
        
        1450000.00000000
        PA
        USD
        1450279.01000000
        0.016923220105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16001.67000000
        0.000186722542
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1081100000.00000000
            KRW
            854840.75000000
            USD
            2022-07-07
            16001.67000000
          
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
          
        
        10200.00000000
        NS
        USD
        1394544.00000000
        0.016272851566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        
        239779.40000000
        0.002797971655
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        5493001SZ764RMCNU069
        Rockford Tower CLO 2018-2 Ltd
        77342KAA8
        
          
        
        4395000.00000000
        PA
        USD
        4307759.25000000
        0.050266988247
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.22271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        CSMC 2014-USA OA LLC
        12649AAC3
        
          
        
        130000.00000000
        PA
        USD
        122864.30000000
        0.001433696259
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          3.95300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M9BZ6
        
          
        
        82538.24400000
        PA
        USD
        83200.11000000
        0.000970857169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
          
        
        45000.00000000
        PA
        USD
        41143.83000000
        0.000480104922
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICA MOVIL SAB DE CV
        5493000FNR3UCEAONM59
        America Movil SAB de CV
        02364WBJ3
        
          
          
        
        483000.00000000
        PA
        USD
        432225.50000000
        0.005043613829
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-05-07
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
          
          
        
        28800.00000000
        NS
        
        1691734.70000000
        0.019740752290
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westlake Automobile Receivable
        N/A
        Westlake Automobile Receivables Trust 2021-2
        96042RAB4
        
          
        
        362185.00000000
        PA
        USD
        357545.77000000
        0.004172180471
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        931590000.00000000
        PA
        
        685551.66000000
        0.007999661827
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2024-06-10
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHA 3 BV
        549300RVASWYF4HCO804
        Alpha 3 BV
        000000000
        
          
          
        
        447744.36000000
        PA
        USD
        426849.47000000
        0.004980881253
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2028-03-18
          Floating
          4.11230000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BN8
        
          
          
        
        285000.00000000
        PA
        USD
        278489.18000000
        0.003249673792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        246.73000000
        0.000002879077
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2869000.00000000
            CNY
            428913.14000000
            USD
            2022-07-07
            246.73000000
          
        
        
          N
          N
          N
        
      
      
        UGI INTERNATIONAL LLC
        5493001JFF8MQO00ZQ21
        UGI International LLC
        000000000
        
          
          
        
        700000.00000000
        PA
        
        546500.83000000
        0.006377085905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MZ8
        
          
          
        
        430000.00000000
        PA
        USD
        199479.69000000
        0.002327716720
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION
        549300AINIIPOLYX2R63
        FirstEnergy Transmission LLC
        33767BAA7
        
          
          
        
        75000.00000000
        PA
        USD
        69535.84000000
        0.000811409609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        Hess Corp
        42809H107
        
          
          
        
        17602.00000000
        NS
        USD
        1864755.88000000
        0.021759726220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13216.86000000
        -0.00015422675
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -15556.08000000
          
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        303711.00000000
        NS
        USD
        23385747.00000000
        0.272886900447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corp of America
        695156109
        
          
          
        
        1800.00000000
        NS
        USD
        247500.00000000
        0.002888062881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184LF59
        
          
        
        31957.54100000
        PA
        USD
        33354.13000000
        0.000389207372
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        N/A
        Sofi Alternative Trust 2019-D
        83406DAE7
        
          
        
        265575.87000000
        PA
        USD
        258857.49000000
        0.003020592761
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-16
          Variable
          3.01837000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        CHF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2877.35000000
        0.000033575627
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -212624.23000000
            USD
            205491.75000000
            CHF
            2022-07-19
            2877.35000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6356.26000000
        -0.00007417082
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -373880.54000000
            USD
            7505465.00000000
            MXN
            2022-09-21
            -6356.26000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS STATE OF QATAR
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2780.53000000
        -0.00003244584
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                STATE OF QATAR
                STATE OF QATAR
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            -2995.41000000
          
        
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
          
          
        
        10200.00000000
        NS
        
        204501.18000000
        0.002386312190
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        Bon Secours Mercy Health Inc
        09778PAB1
        
          
          
        
        194000.00000000
        PA
        USD
        160043.94000000
        0.001867543282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.09500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Konami Group Corp
        353800FC4A5QCMIZFV94
        Konami Group Corp
        000000000
        
          
          
          
        
        4600.00000000
        NS
        
        254224.45000000
        0.002966530091
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        United Therapeutics Corp
        5299005C4HZL4UWROC14
        United Therapeutics Corp
        91307C102
        
          
          
        
        2100.00000000
        NS
        USD
        494844.00000000
        0.005774305407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
          
        
        765000.00000000
        PA
        USD
        729430.54000000
        0.008511681886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
          
        
        40500.00000000
        NS
        USD
        2858085.00000000
        0.033350825050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDP FINANCIAL INC
        549300OXMGVYFCBFV096
        CDP Financial Inc
        000000000
        
          
        
        3502000.00000000
        PA
        
        3549194.82000000
        0.041415344718
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-06
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -105620.71000000
        -0.00123248182
        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
        
      
      
        PROVINCE OF SASKATCHEWAN
        549300FKDIB7OJMBSP83
        Province of Saskatchewan Canada
        803854KQ0
        
          
          
        
        961000.00000000
        PA
        USD
        956177.54000000
        0.011157579236
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2K0
        
          
          
        
        400000.00000000
        PA
        USD
        340291.07000000
        0.003970836396
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CW4
        
          
          
        
        400000.00000000
        PA
        USD
        303734.11000000
        0.003544255389
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2051-03-12
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAM2
        
          
          
        
        200000.00000000
        PA
        USD
        164406.83000000
        0.001918453588
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expeditors International of Wa
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
          
        
        3100.00000000
        NS
        USD
        302126.00000000
        0.003525490448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        173.60000000
        0.000002025728
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-18
            13166.14000000
            USD
            0.00000000
            USD
            -1408000.00000000
            GBP
            -12992.54000000
          
        
        
          N
          N
          N
        
      
      
        Open House Group Co Ltd
        529900WQOGPBIJEHW865
        Open House Group Co Ltd
        000000000
        
          
          
          
        
        30600.00000000
        NS
        
        1215632.63000000
        0.014185145357
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        215576.27000000
        0.002515546761
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-14
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96949LAD7
        
          
          
        
        214000.00000000
        PA
        USD
        204644.49000000
        0.002387984466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        7449.28000000
        0.000086925208
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -39442.22000000
            USD
            2355000.00000000
            USD
            46891.50000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        36994.35000000
        0.000431684885
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1330000.00000000
            NZD
            867627.23000000
            USD
            2022-07-07
            36994.35000000
          
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corp
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp
        067901108
        
          
          
        
        156138.00000000
        NS
        USD
        2762081.22000000
        0.032230562611
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        1955000.00000000
        PA
        USD
        1733930.24000000
        0.020233129554
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BP3
        
          
          
        
        20000.00000000
        PA
        USD
        18809.12000000
        0.000219482510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        41869.94000000
        0.000488577856
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -3215000.00000000
            ILS
            962546.03000000
            USD
            2022-07-07
            41869.94000000
          
        
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        549300R6IBV4OG5V8H03
        Sofi Alternative Trust 2019-B
        83405CAA8
        
          
        
        166068.33000000
        PA
        USD
        162312.45000000
        0.001894014391
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-12-15
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        549300NB16RGUJOZXI16
        KKR CLO 30 Ltd
        48250EAN5
        
          
        
        2655000.00000000
        PA
        USD
        2594904.61000000
        0.030279788624
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-17
          Floating
          2.06429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        5700000.00000000
        PA
        
        3965614.83000000
        0.046274525219
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
          
        
        95000.00000000
        PA
        USD
        81503.43000000
        0.000951058710
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -31544.52000000
        -0.00036809114
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -709224.21000000
            USD
            3552000.00000000
            BRL
            2022-07-05
            -31544.52000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F032682
        
          
        
        10000000.00000000
        PA
        USD
        9603869.40000000
        0.112066984769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYM6
        
          
        
        212795.02300000
        PA
        USD
        201739.68000000
        0.002354088410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Littelfuse Inc
        549300MY7HLQFYTPCX75
        Littelfuse Inc
        537008104
        
          
          
        
        3029.00000000
        NS
        USD
        769487.16000000
        0.008979100219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        125915.00000000
        NS
        USD
        19087454.85000000
        0.222730383230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        -477.00000000
        NC
        USD
        -560958.09000000
        -0.00654578681
        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
            -65563166.91000000
            USD
            -560958.09000000
          
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        000000000
        
          
          
        
        300000.00000000
        PA
        USD
        262435.39000000
        0.003062343064
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IFF
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
          
        
        4800.00000000
        NS
        USD
        571776.00000000
        0.006672020371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAJ4
        
          
          
        
        355000.00000000
        PA
        USD
        370591.61000000
        0.004324411607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        1321000.00000000
        PA
        
        1175391.37000000
        0.013715572471
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2036-09-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        000000000
        
          
          
          
        
        6723.26940600
        NS
        
        557964.12000000
        0.006510850359
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Wuxi Biologics Cayman Inc
        5493001TD2TH6VDTJU11
        Wuxi Biologics Cayman Inc
        000000000
        
          
          
          
        
        142200.00000000
        NS
        
        1303346.29000000
        0.015208670874
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1647047.34000000
        0.019219298126
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2031-12-20
            1469155.57000000
            USD
            0.00000000
            USD
            -2200000.00000000
            USD
            177891.77000000
          
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1520590000.00000000
        PA
        
        1053400.90000000
        0.012292072882
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2031-12-10
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        Veeva Systems Inc
        922475108
        
          
          
        
        9100.00000000
        NS
        USD
        1802164.00000000
        0.021029345269
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT BOND
        5299003F3UFKGCCMAP43
        Hungary Government Bond
        000000000
        
          
          
        
        89750000.00000000
        PA
        
        167399.00000000
        0.001953369043
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2030-08-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493002SZMQH8ZTTHX49
        OZLM XVIII Ltd
        67112GAA6
        
          
        
        1365000.00000000
        PA
        USD
        1337142.81000000
        0.015603040470
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          2.06429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALDER FINLAND OYJ
        5493007P4MCJM21IB748
        Balder Finland Oyj
        000000000
        
          
          
        
        1155000.00000000
        PA
        
        762500.12000000
        0.008897568862
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2029-01-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daito Trust Cons
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
          
          
        
        3600.00000000
        NS
        
        310489.96000000
        0.003623089003
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        Northwestern Mutual Global Funding
        66815L2D0
        
          
          
        
        418000.00000000
        PA
        USD
        367843.03000000
        0.004292338590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
          
        
        138933.00000000
        NS
        USD
        17747301.42000000
        0.207092212012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF PHILIPPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        2447.97000000
        0.000028565217
        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
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            2233.09000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJU7
        
          
          
        
        857000.00000000
        PA
        
        842998.50000000
        0.009836899704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-19
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        000000000
        
          
          
        
        2580000.00000000
        PA
        
        2064594.09000000
        0.024091626489
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2032-04-28
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd
        000000000
        
          
          
          
        
        132000.00000000
        NS
        
        901932.73000000
        0.010524599753
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
          
        
        13100.00000000
        NS
        USD
        1423446.00000000
        0.016610107297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
          
        
        1975000.00000000
        PA
        USD
        1928347.63000000
        0.022501774595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        Benefit Street Partners CLO XXI Ltd
        08186RAN9
        
          
        
        22225000.00000000
        PA
        USD
        21447493.94000000
        0.250269539974
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.21429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CN5
        
          
          
        
        200000.00000000
        PA
        USD
        162546.97000000
        0.001896750991
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2032-01-06
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
          
        
        2625000.00000000
        PA
        USD
        2361269.53000000
        0.027553514675
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        N/A
        Expedia Group Inc
        30212P303
        
          
          
        
        2800.00000000
        NS
        USD
        265524.00000000
        0.003098383872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        Bain Capital Credit CLO 2017-2 Ltd
        05683HAQ8
        
          
        
        1491000.00000000
        PA
        USD
        1407519.96000000
        0.016424267277
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          2.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGBE8
        
          
        
        399111.87000000
        PA
        USD
        361172.38000000
        0.004214499169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        Jabil Inc
        466313103
        
          
          
        
        58400.00000000
        NS
        USD
        2990664.00000000
        0.034897881570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAB4
        
          
        
        200000.00000000
        PA
        USD
        186512.54000000
        0.002176403812
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          3.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telkom Indonesia Persero Tbk P
        529900M5SQZAOKV1PC81
        Telkom Indonesia Persero Tbk PT
        000000000
        
          
          
          
        
        3764100.00000000
        NS
        
        1011813.25000000
        0.011806789050
        Long
        EC
        CORP
        ID
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26397.30000000
        -0.00030802853
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -10025000.00000000
            TRY
            572693.52000000
            USD
            2022-07-07
            -26397.30000000
          
        
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
          
          
        
        9542.00000000
        NS
        
        575705.32000000
        0.006717871374
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -55052.72000000
        -0.00064240693
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -648785.80000000
            USD
            950783.00000000
            NZD
            2022-07-19
            -55052.72000000
          
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        5493009CITK5BZZY6417
        OZLM XI Ltd
        67109UAS1
        
          
        
        3556126.83000000
        PA
        USD
        3557327.02000000
        0.041510238880
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-30
          Floating
          2.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAB6
        
          
          
        
        270000.00000000
        PA
        USD
        225990.99000000
        0.002637075513
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAJ9
        
          
        
        300000.00000000
        PA
        USD
        284754.00000000
        0.003322777606
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          3.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -61729.67000000
        -0.00072031987
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-06-19
            0.00000000
            USD
            -64710.52000000
            USD
            2446000.00000000
            CAD
            2980.85000000
          
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
          
        
        85000.00000000
        NS
        USD
        2665600.00000000
        0.031104728954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -1052.06000000
        -0.00001227642
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2026-12-15
            0.00000000
            USD
            0.00000000
            USD
            5790000.00000000
            CNY
            -1052.06000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        1200000.00000000
        PA
        USD
        1163923.56000000
        0.013581755273
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.22924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FHLB1
        
          
        
        106291.03400000
        PA
        USD
        100709.76000000
        0.001175176240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGITAL EURO FINCO
        635400OUEAPTXSW3SC91
        Digital Euro Finco LLC
        000000000
        
          
          
        
        1385000.00000000
        PA
        
        1226125.15000000
        0.014307581953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-09
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -60399.28000000
        -0.00070479563
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-20
            0.00000000
            USD
            -425.18000000
            USD
            119540000.00000000
            CNY
            -59974.10000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        501545.66000000
        0.005852506682
        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
            14035.20000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            487510.46000000
          
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitt
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
          
          
        
        28612.00000000
        NS
        
        17446242.83000000
        0.203579177108
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P105
        
          
          
        
        7900.00000000
        NS
        USD
        232971.00000000
        0.002718524838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
          
        
        24100.00000000
        NS
        USD
        4144236.00000000
        0.048358845101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEU49
        
          
        
        66720.58000000
        PA
        USD
        66500.70000000
        0.000775992740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        1630.00000000
        NS
        
        298060.75000000
        0.003478053286
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        150028.90000000
        0.001750678372
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -4785000.00000000
            AUD
            3452927.78000000
            USD
            2022-07-07
            150028.90000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        149916.77000000
        0.001749369934
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-04
            0.00000000
            USD
            0.00000000
            USD
            -1610000.00000000
            USD
            149916.77000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2JQ6
        
          
        
        58690.42000000
        PA
        USD
        60104.91000000
        0.000701360644
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
          
        
        46074.00000000
        NS
        
        2425661.46000000
        0.028304900303
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
          
        
        9669.00000000
        NS
        USD
        1098495.09000000
        0.012818274321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB
        46593EAG0
        
          
        
        400000.00000000
        PA
        USD
        392218.08000000
        0.004576769608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-03-15
          Floating
          3.67924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terna - Rete Elettrica Naziona
        8156009E94ED54DE7C31
        Terna - Rete Elettrica Nazionale
        000000000
        
          
          
          
        
        68704.00000000
        NS
        
        539140.18000000
        0.006291194915
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
          
        
        19900.00000000
        NS
        USD
        652322.00000000
        0.007611906888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
          
        
        1665000.00000000
        PA
        USD
        1493794.03000000
        0.017430994304
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
          
        
        4900.00000000
        NS
        USD
        327271.00000000
        0.003818905968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
          
        
        236417.00000000
        NS
        USD
        7449499.67000000
        0.086927771639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
          
        
        217517.00000000
        NS
        USD
        19831024.89000000
        0.231407058107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -473934.24000000
        -0.00553031065
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -6671116.95000000
            USD
            32482002.00000000
            BRL
            2022-07-05
            -473934.24000000
          
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        Twitter Inc
        90184L102
        
          
          
        
        14400.00000000
        NS
        USD
        538416.00000000
        0.006282744502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skanska AB
        549300UINV5RINHGMG07
        Skanska AB
        000000000
        
          
          
          
        
        46794.00000000
        NS
        
        718765.58000000
        0.008387233098
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -223217.54000000
        -0.00260471228
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2752661.85000000
            USD
            10647984186.00000000
            COP
            2022-09-21
            -223217.54000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
          
        
        3000.00000000
        PA
        USD
        2111.59000000
        0.000024640018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        2320.79000000
        0.000027081161
        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
            3508.81000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            -1188.02000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        228493.59000000
        0.002666278205
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -17287219.65000000
            ILS
            5207488.49000000
            USD
            2022-09-21
            228493.59000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        322500.39000000
        0.003763238002
        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
            1289.29000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            321211.10000000
          
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
          
        
        167900.00000000
        NS
        USD
        4912754.00000000
        0.057326636250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toromont Industries Ltd
        5493008W5EPRSLQ0B737
        Toromont Industries Ltd
        891102105
        
          
          
          
        
        9316.00000000
        NS
        
        753270.11000000
        0.008789864421
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -2323.33000000
        -0.00002711080
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-12-18
            0.00000000
            USD
            0.00000000
            USD
            -17805000.00000000
            NOK
            -2323.33000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DC6
        
          
          
        
        1480000.00000000
        PA
        USD
        1280915.95000000
        0.014946932562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASONITE INTERNATIONAL C
        549300H0H07ZFT4JYM32
        Masonite International Corp
        575385AE9
        
          
          
        
        250000.00000000
        PA
        USD
        196972.02000000
        0.002298454867
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Tata Consultancy Services Ltd
        335800ZJKU9GPQRE2U66
        Tata Consultancy Services Ltd
        000000000
        
          
          
          
        
        30665.00000000
        NS
        
        1270794.56000000
        0.014828826660
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
          
        
        5200.00000000
        NS
        USD
        491816.00000000
        0.005738971854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        -135960.17000000
        -0.00158651119
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-17
            0.00000000
            USD
            0.00000000
            USD
            38500000.00000000
            THB
            -135960.17000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS COMISION FEDERAL DE ELECTRICIDAD CFE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -512.29000000
        -0.00000597788
        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
            737.71000000
            USD
            0.00000000
            USD
            310000.00000000
            USD
            -1250.00000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -47369.57000000
        -0.00055275271
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -525294.01000000
            USD
            2505000.00000000
            BRL
            2022-07-05
            -47369.57000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE4N6
        
          
        
        46423.87000000
        PA
        USD
        46270.86000000
        0.000539931932
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        529900G26L4NG4GFJZ86
        Ono Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        18400.00000000
        NS
        
        471088.78000000
        0.005497107148
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        847850000.00000000
        PA
        
        6249379.75000000
        0.072923643178
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-07-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828P46
        
          
          
        
        91000.00000000
        PA
        USD
        86506.88000000
        0.001009443673
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -219.00000000
        NC
        USD
        -336528.85000000
        -0.00392693527
        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
            -45656893.25000000
            USD
            -336528.85000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KTMR3
        
          
        
        463697.94300000
        PA
        USD
        421694.98000000
        0.004920733813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        2700.00000000
        NS
        USD
        844209.00000000
        0.009851024957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard Total Bond Market ETF
        N/A
        Vanguard Total Bond Market ETF
        921937835
        
          
          
        
        281986.00000000
        NS
        USD
        21222266.36000000
        0.247641372646
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128287C8
        
          
          
        
        870000.00000000
        PA
        USD
        869966.02000000
        0.010151582102
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VII Ltd
        67108WBE8
        
          
        
        2425308.13000000
        PA
        USD
        2395536.50000000
        0.027953373924
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-17
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
          
          
        
        19927.00000000
        NS
        
        3658872.96000000
        0.042695172456
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        3383.93000000
        0.000039486879
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -3322000.00000000
            USD
            3383.93000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10232.21000000
        -0.00011939905
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -332639.25000000
            USD
            9585000.00000000
            TWD
            2022-07-07
            -10232.21000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1151611.88000000
        0.013438091006
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-11-25
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRBUS SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
          
        
        240000.00000000
        PA
        
        241357.02000000
        0.002816380810
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2032-04-07
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quanta Services Inc
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762E102
        
          
          
        
        2500.00000000
        NS
        USD
        313350.00000000
        0.003656462641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -22994.80000000
        -0.00026832496
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-07-08
            0.00000000
            USD
            -18964.29000000
            USD
            30000000.00000000
            JPY
            -4030.51000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        81061.15000000
        0.000945897771
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -6509650000.00000000
            KRW
            5131980.41000000
            USD
            2022-07-07
            81061.15000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        2664.27000000
        0.000031089209
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-12-15
            0.00000000
            USD
            0.00000000
            USD
            -2318000.00000000
            NZD
            2664.27000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF DENMARK
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
          
        
        2226000.00000000
        PA
        
        429088.55000000
        0.005007008945
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAH6
        
          
          
        
        1200000.00000000
        PA
        USD
        1116671.21000000
        0.013030370392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        505750000.00000000
        PA
        
        3728666.14000000
        0.043509584951
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-09-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
          
        
        900.00000000
        NS
        USD
        337599.00000000
        0.003939422790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        PEN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -42071.14000000
        -0.00049092564
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1483375.00000000
            USD
            5566409.19000000
            PEN
            2022-09-21
            -42071.14000000
          
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087K37
        
          
          
        
        328000.00000000
        PA
        
        220334.96000000
        0.002571075633
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-06-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2760.97000000
        -0.00003221759
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -688000.00000000
            USD
            3079109.60000000
            PLN
            2022-07-19
            -2760.97000000
          
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        049362AA4
        
          
          
        
        1370000.00000000
        PA
        USD
        1125347.04000000
        0.013131608140
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -142033.97000000
        -0.00165738600
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-06-15
            26684.93000000
            USD
            0.00000000
            USD
            38571000.00000000
            ZAR
            -168718.90000000
          
        
        
          N
          N
          N
        
      
      
        DOLP Trust
        N/A
        DOLP Trust 2021-NYC
        23345LAA7
        
          
        
        195000.00000000
        PA
        USD
        170618.47000000
        0.001990936848
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-05-10
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAX7
        
          
          
        
        470000.00000000
        PA
        USD
        406877.94000000
        0.004747834649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -3584.41000000
        -0.00004182626
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            0.00000000
            USD
            -13463.28000000
            USD
            797000.00000000
            AUD
            9878.87000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QRMV9
        
          
        
        101528.86000000
        PA
        USD
        99529.52000000
        0.001161404090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NU Holdings Ltd/Cayman Islands
        5493002DG1RHWK9W2X27
        NU Holdings Ltd/Cayman Islands
        000000000
        
          
          
          
        
        176982.00000000
        NS
        USD
        661912.68000000
        0.007723819966
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
          
        
        60000.00000000
        PA
        USD
        52941.98000000
        0.000617776837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHLAND I/L BOND
        529900AQBND3S6YJLY83
        Deutsche Bundesrepublik Inflation Linked Bond
        000000000
        
          
          
        
        1081170.38000000
        PA
        
        1270269.59000000
        0.014822700816
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-04-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital Europe CLO
        635400DODOOELVF8BK72
        Anchorage Capital Europe CLO 2021-4 DAC
        000000000
        
          
          
        
        2418000.00000000
        PA
        
        2442783.99000000
        0.028504702094
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-25
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
          
        
        45000.00000000
        PA
        USD
        36292.34000000
        0.000423493171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wal-Mart de Mexico SAB de CV
        N/A
        Wal-Mart de Mexico SAB de CV
        000000000
        
          
          
          
        
        166691.00000000
        NS
        
        573610.34000000
        0.006693425176
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
          
        
        1230000.00000000
        PA
        USD
        667487.20000000
        0.007788868711
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
          
        
        5100.00000000
        NS
        USD
        662133.00000000
        0.007726390867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
          
          
        
        70200.00000000
        NS
        USD
        3686640.96000000
        0.043019195608
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        American Airlines Group Inc
        N/A
        American Airlines Group Inc
        02376R102
        
          
          
        
        12900.00000000
        NS
        USD
        163572.00000000
        0.001908712006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824C109
        
          
          
        
        23900.00000000
        NS
        USD
        316914.00000000
        0.003698050747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
          
        
        155000.00000000
        PA
        USD
        154701.92000000
        0.001805207566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
          
        
        3045000.00000000
        PA
        USD
        2838543.16000000
        0.033122792473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
          
        
        160000.00000000
        PA
        USD
        132167.58000000
        0.001542255684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAF8
        
          
        
        140000.00000000
        PA
        USD
        119739.33000000
        0.001397231169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          4.22566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
          
        
        8928.00000000
        NS
        USD
        1455621.12000000
        0.016985556871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484108
        
          
          
        
        13000.00000000
        NS
        USD
        2489890.00000000
        0.029054379342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
          
        
        44400.00000000
        NS
        USD
        4039512.00000000
        0.047136826931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS ZAR PUT
        000000000
        
          
        
        -1684000.00000000
        NC
        USD
        -28607.50000000
        -0.00033381922
        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
                
              
            
            -1684000.00000000
            USD
            16.75000000
            USD
            2022-08-22
            XXXX
            -9435.16000000
          
        
        
          N
          N
          N
        
      
      
        TENN VAL AUTH CPN STRIP
        549300HE1ISW43LNKM54
        Tennessee Valley Authority Generic Strip
        88059E5L4
        
          
          
        
        100000.00000000
        PA
        USD
        66154.59000000
        0.000771954003
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2033-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gruma SAB de CV
        5493000XJLJ6C4T0PG82
        Gruma SAB de CV
        000000000
        
          
          
          
        
        26659.00000000
        NS
        
        294369.87000000
        0.003434984625
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AG2
        
          
          
        
        570000.00000000
        PA
        USD
        538890.90000000
        0.006288286082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAX3
        
          
          
        
        37000.00000000
        PA
        USD
        29469.94000000
        0.000343882989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arista Networks Inc
        635400H1WKBLOQERUU95
        Arista Networks Inc
        040413106
        
          
          
        
        4100.00000000
        NS
        USD
        384334.00000000
        0.004484770745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
          
        
        195552.00000000
        NS
        
        1939238.00000000
        0.022628853679
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1366990000.00000000
        PA
        
        754227.05000000
        0.008801030897
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2051-03-10
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
          
          
        
        89578.00000000
        NS
        
        4385189.79000000
        0.051170520645
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        235000.00000000
        PA
        
        266164.68000000
        0.003105859929
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-04-26
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2643.37000000
        -0.00003084532
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            -2858.25000000
          
        
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        67088.00000000
        NS
        USD
        6624269.12000000
        0.077298205094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
          
        
        1200.00000000
        NS
        USD
        313812.00000000
        0.003661853692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1889.19000000
        -0.00002204484
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -30300000.00000000
            JPY
            221927.62000000
            USD
            2022-08-05
            -1889.19000000
          
        
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
          
        
        5000.00000000
        NS
        USD
        522050.00000000
        0.006091770614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        Spark New Zealand Ltd
        000000000
        
          
          
          
        
        243240.00000000
        NS
        
        729025.98000000
        0.008506961100
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
          
        
        440000.00000000
        PA
        USD
        415184.65000000
        0.004844765157
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH CAROLINA ST EDU ASSISTAN
        N/A
        North Carolina State Education Assistance Authority
        658262GD6
        
          
        
        203831.56000000
        PA
        USD
        202052.54000000
        0.002357739154
        Long
        ABS-O
        MUN
        US
        N
        
        2
        
          2036-07-25
          Floating
          1.98400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
          
          
        
        9700.00000000
        NS
        
        684090.90000000
        0.007982616305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        7782.59000000
        0.000090814583
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-21
            4506.30000000
            USD
            0.00000000
            USD
            738000.00000000
            CAD
            3276.29000000
          
        
        
          N
          N
          N
        
      
      
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        549300FYCXFXG8POR355
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        464287242
        
          
          
        
        383236.00000000
        NS
        USD
        42167457.08000000
        0.492049566015
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        000000000
        
          
          
          
        
        4979.00000000
        NS
        
        316169.00000000
        0.003689357386
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        60700.57000000
        0.000708311366
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -962497836.00000000
            HUF
            2597000.00000000
            USD
            2022-07-19
            60700.57000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        100309.13000000
        0.001170501313
        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
            1289.29000000
            USD
            0.00000000
            USD
            -1200000.00000000
            USD
            99019.84000000
          
        
        
          N
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        Jack Henry & Associates Inc
        426281101
        
          
          
        
        5668.00000000
        NS
        USD
        1020353.36000000
        0.011906443089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2529.94000000
        -0.00002952172
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -406543.18000000
            USD
            2704000.00000000
            CNY
            2022-07-07
            -2529.94000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YE4
        
          
          
        
        6972000.00000000
        PA
        USD
        6716541.60000000
        0.078374927213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5CV3
        
          
        
        465599.08000000
        PA
        USD
        440748.62000000
        0.005143069613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
          
        
        25531.00000000
        NS
        USD
        12218370.67000000
        0.142575445661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579102
        
          
          
        
        6193.00000000
        NS
        USD
        457724.63000000
        0.005341161671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1738000.00000000
        PA
        
        1548392.15000000
        0.018068096541
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2051-07-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimano Inc
        529900L32YT3P9DECR10
        Shimano Inc
        000000000
        
          
          
          
        
        10100.00000000
        NS
        
        1693743.66000000
        0.019764194726
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AJNH1
        
          
        
        105659.02400000
        PA
        USD
        108769.62000000
        0.001269226271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -92363.32000000
        -0.00107778212
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-07-08
            29451.23000000
            USD
            0.00000000
            USD
            1390000000.00000000
            JPY
            -121814.55000000
          
        
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
          
        
        6700.00000000
        NS
        USD
        233830.00000000
        0.002728548458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WINTERSHALL DEA FINANCE
        529900SUC9JUI6M74U66
        Wintershall Dea Finance BV
        000000000
        
          
          
        
        500000.00000000
        PA
        
        418532.68000000
        0.004883833121
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-09-25
          Fixed
          1.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -79043.89000000
        -0.00092235848
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -10845577.89000000
            USD
            8844140.13000000
            GBP
            2022-07-05
            -79043.89000000
          
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA RGTS MED
        N/A
        Regents of the University of California Medical Center Pooled Revenue
        913366EQ9
        
          
        
        300000.00000000
        PA
        USD
        335583.23000000
        0.003915900889
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-15
          Fixed
          6.39800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -909031.86000000
        -0.01060743908
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-06
            0.00000000
            USD
            -4125.72000000
            USD
            138000000.00000000
            ZAR
            -904906.14000000
          
        
        
          N
          N
          N
        
      
      
        Airbnb Inc
        549300HMUDNO0RY56D37
        Airbnb Inc
        009066101
        
          
          
        
        17041.00000000
        NS
        USD
        1518012.28000000
        0.017713595632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHOW TAI FOOK
        254900VXRL7SRSF44G79
        Chow Tai Fook Jewellery Group Ltd
        000000000
        
          
          
          
        
        1566000.00000000
        NS
        
        2934714.10000000
        0.034245005491
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        86071.42000000
        0.001004362316
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -132204000.00000000
            TWD
            4532967.60000000
            USD
            2022-07-07
            86071.42000000
          
        
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147K108
        
          
          
        
        104500.00000000
        NS
        USD
        3263535.00000000
        0.038081997151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
          
          
        
        56936.00000000
        NS
        
        6463777.69000000
        0.075425440076
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
          
        
        900000.00000000
        PA
        
        792305.63000000
        0.009245367598
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-04-20
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
          
        
        12500.00000000
        NS
        USD
        4818500.00000000
        0.056226791891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAND NORDRHEIN-WESTFALEN
        529900VWPV1LPOHGJ702
        State of North Rhine-Westphalia Germany
        000000000
        
          
          
        
        681000.00000000
        PA
        
        610239.73000000
        0.007120851365
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-06-16
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
          
          
        
        23462.00000000
        NS
        
        8108831.10000000
        0.094621471151
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        549300WZ8E2KQS66KT95
        Bain Capital Credit CLO 2019-2
        05682LAJ6
        
          
        
        11595000.00000000
        PA
        USD
        11290061.94000000
        0.131743065922
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-17
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19013.81000000
        -0.00022187102
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -193797.51000000
            USD
            160600000.00000000
            CLP
            2022-07-07
            -19013.81000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAH8
        
          
          
        
        130000.00000000
        PA
        USD
        119775.21000000
        0.001397649850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBT1
        
          
          
        
        1168000.00000000
        PA
        USD
        932742.69000000
        0.010884119356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
          
        
        561000.00000000
        PA
        USD
        479831.90000000
        0.005599130099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        1600000.00000000
        PA
        
        1385120.50000000
        0.016162889301
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-03-03
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
          
        
        25400.00000000
        NS
        USD
        1971040.00000000
        0.022999949339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
          
        
        2400.00000000
        NS
        USD
        341328.00000000
        0.003982936271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Barings Loan Partners CLO Ltd.
        549300J1ZQ7BWN0H0X91
        Barings Loan Partners CLO Ltd 2
        06763BAA7
        
          
        
        10450000.00000000
        PA
        USD
        10143460.75000000
        0.118363444360
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          1.31300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        1678.00000000
        NC
        USD
        -505624.35000000
        -0.00590010067
        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
            352911844.77000000
            USD
            -505624.35000000
          
        
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        Popular Inc
        733174700
        
          
          
        
        31100.00000000
        NS
        USD
        2392523.00000000
        0.027918209570
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        1083960000.00000000
        PA
        
        730614.42000000
        0.008525496512
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2031-06-10
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
          
          
        
        129775.00000000
        NS
        
        14437590.63000000
        0.168471392294
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        200000.00000000
        PA
        
        170975.38000000
        0.001995101610
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-08-09
          Fixed
          0.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -30320.18000000
        -0.00035380438
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -789607.28000000
            USD
            1100000.00000000
            AUD
            2022-07-07
            -30320.18000000
          
        
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation Inc
        05329W102
        
          
          
        
        22000.00000000
        NS
        USD
        2458720.00000000
        0.028690658453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers Inc
        889478103
        
          
          
        
        81775.00000000
        NS
        USD
        3647165.00000000
        0.042558552962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        123129.00000000
        NS
        USD
        24242868.81000000
        0.282888604221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        69343P105
        
          
          
        
        9456.00000000
        NS
        USD
        0.95000000
        0.000000011085
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
          
        
        11775.00000000
        NS
        USD
        1047739.50000000
        0.012226010340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6K3
        
          
        
        311516.41000000
        PA
        USD
        266838.13000000
        0.003113718377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
          
        
        72728.00000000
        NS
        USD
        7577530.32000000
        0.088421753731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Aviation SA
        969500CVFTUT88V8QN95
        Dassault Aviation SA
        000000000
        
          
          
          
        
        2180.00000000
        NS
        
        339927.24000000
        0.003966590885
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -1571.25000000
        -0.00001833482
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2026-12-15
            0.00000000
            USD
            0.00000000
            USD
            4570000.00000000
            CNY
            -1571.25000000
          
        
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
          
          
        
        118145.00000000
        NS
        
        13787000.73000000
        0.160879697179
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        551904.13000000
        0.006440136694
        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
            14035.21000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            537868.92000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BP67
        
          
        
        29960.58200000
        PA
        USD
        30172.10000000
        0.000352076452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          4.00000000
          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
        0.002209641974
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          1.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
          
        
        311000.00000000
        PA
        USD
        289614.70000000
        0.003379496828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
          
        
        11548.00000000
        NS
        USD
        752814.12000000
        0.008784543500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BY59
        
          
        
        106590.48000000
        PA
        USD
        106330.62000000
        0.001240765724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAG5
        
          
        
        1200000.00000000
        PA
        USD
        1142292.24000000
        0.013329340678
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          2.47400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AU0
        
          
          
        
        275000.00000000
        PA
        USD
        230205.20000000
        0.002686250881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -59384.71000000
        -0.00069295667
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            70000000.00000000
            HUF
            -59384.71000000
          
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        635400LOBVY9OW2EI809
        St Paul's CLO V DAC
        000000000
        
          
        
        5851461.10000000
        PA
        
        6037198.71000000
        0.070447715155
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-02-20
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNS0
        
          
        
        84900.80000000
        PA
        USD
        85538.38000000
        0.000998142303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-UBS12
        61691EBA2
        
          
        
        190000.00000000
        PA
        USD
        184902.83000000
        0.002157620201
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TKC8
        
          
          
        
        340000.00000000
        PA
        USD
        341657.88000000
        0.003986785621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        14730.76000000
        0.000171892368
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-15
            491.07000000
            USD
            0.00000000
            USD
            -12286000.00000000
            SEK
            14239.69000000
          
        
        
          N
          N
          N
        
      
      
        Lamar Advertising Co
        529900Y8WW4MKVPTB543
        Lamar Advertising Co
        512816109
        
          
          
        
        19000.00000000
        NS
        USD
        1671430.00000000
        0.019503817945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        Dexcom Inc
        252131107
        
          
          
        
        7280.00000000
        NS
        USD
        542578.40000000
        0.006331315301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
          
        
        17300.00000000
        NS
        USD
        4846076.00000000
        0.056548574607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Michelin
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        000000000
        
          
          
          
        
        126860.00000000
        NS
        
        3454669.52000000
        0.040312334576
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109200
        
          
          
        
        95144.00000000
        NS
        USD
        4557397.60000000
        0.053180003408
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        152504.00000000
        NS
        USD
        5453543.04000000
        0.063637071616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        795000.00000000
        PA
        
        623174.32000000
        0.007271784331
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITC International Holdings Co
        529900JUV4MOM9CE3V12
        SITC International Holdings Co Ltd
        000000000
        
          
          
          
        
        982000.00000000
        NS
        
        2782128.47000000
        0.032464492788
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
          
        
        3100.00000000
        NS
        USD
        1157943.00000000
        0.013511968472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        Mastr Asset Backed Securities Trust 2004-OPT2
        57643LEV4
        
          
        
        21201.00000000
        PA
        USD
        19870.38000000
        0.000231866290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          2.32357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        000000000
        
          
          
          
        
        11814.00000000
        NS
        
        770593.61000000
        0.008992011319
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Spotify Technology SA
        549300B4X0JHWV0DTD60
        Spotify Technology SA
        000000000
        
          
          
          
        
        38400.00000000
        NS
        USD
        3603072.00000000
        0.042044034349
        Long
        EC
        CORP
        SE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        2676000.00000000
        PA
        
        2640249.23000000
        0.030808912316
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752AU7
        
          
          
        
        100000.00000000
        PA
        USD
        95122.47000000
        0.001109978483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
          
        
        2600.00000000
        NS
        USD
        214708.00000000
        0.002505414970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amorepacific Corp
        N/A
        Amorepacific Corp
        000000000
        
          
          
          
        
        3058.00000000
        NS
        
        308255.87000000
        0.003597019539
        Long
        EC
        CORP
        KR
        N
        
        2
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
          
        
        45000.00000000
        PA
        USD
        41622.86000000
        0.000485694694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
          
        
        230000.00000000
        PA
        USD
        208616.40000000
        0.002434332449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        Aristocrat Leisure Ltd
        000000000
        
          
          
          
        
        61681.00000000
        NS
        
        1459105.23000000
        0.017026212745
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics Plc
        000000000
        
          
          
          
        
        7160.00000000
        NS
        USD
        571081.60000000
        0.006663917459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        180000.00000000
        PA
        
        173611.75000000
        0.002025865256
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2049-05-23
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
          
          
        
        157942.00000000
        NS
        
        1938923.73000000
        0.022625186481
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        82252.00000000
        NS
        
        689059.84000000
        0.008040598573
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
        
        1078000.00000000
        PA
        
        954515.29000000
        0.011138182539
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-11-05
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        172687.28000000
        0.002015077670
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2034-03-20
            0.00000000
            USD
            0.00000000
            USD
            -1610000.00000000
            USD
            172687.28000000
          
        
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        372029.58000000
        0.004341191194
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-07
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        1215000.00000000
        PA
        
        1014273.45000000
        0.011835496979
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2039-07-04
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AUGX9
        
          
        
        17932.50100000
        PA
        USD
        18353.78000000
        0.000214169174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sankyo Co Ltd
        3538009H2R9ZBZAOAK48
        Sankyo Co Ltd
        000000000
        
          
          
          
        
        19000.00000000
        NS
        
        575717.91000000
        0.006718018286
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
          
        
        23519.00000000
        NS
        USD
        680875.05000000
        0.007945090742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAH0
        
          
          
        
        620000.00000000
        PA
        USD
        536407.59000000
        0.006259308484
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-07
          Fixed
          2.55200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
          
          
        
        5200.00000000
        NS
        USD
        463164.00000000
        0.005404633358
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        288186.25000000
        0.003362828329
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        100000.00000000
        PA
        USD
        92130.68000000
        0.001075067463
        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
        3140XFM32
        
          
        
        750494.37000000
        PA
        USD
        676314.46000000
        0.007891873486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAMOUNT GLOBAL
        5KYC8KF17ROCY24M3H09
        Paramount Global
        92556HAA5
        
          
          
        
        138000.00000000
        PA
        USD
        139436.99000000
        0.001627082000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK20
        06540AAC5
        
          
        
        556154.02000000
        PA
        USD
        506122.24000000
        0.005905910524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-09-15
          Fixed
          2.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        5760000.00000000
        PA
        
        5614647.77000000
        0.065516993194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        carsales.com Ltd
        N/A
        carsales.com Ltd
        000000000
        
          
          
        
        4217.00000000
        NS
        
        53324.40000000
        0.000622239273
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED Inc
        5493001EZN4ZTB4Z5887
        ABIOMED Inc
        003654100
        
          
          
        
        700.00000000
        NS
        USD
        173257.00000000
        0.002021725699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
          
          
        
        27600.00000000
        NS
        
        495915.50000000
        0.005786808677
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
          
        
        17600.00000000
        NS
        USD
        330000.00000000
        0.003850750508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        NTPC Ltd
        000000000
        
          
          
        
        900000.00000000
        PA
        
        874456.06000000
        0.010203976113
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International A
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
          
          
        
        12890.00000000
        NS
        
        3044799.82000000
        0.035529589256
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
          
        
        70000.00000000
        PA
        USD
        55044.47000000
        0.000642310669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICBC
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd
        000000000
        
          
          
          
        
        386000.00000000
        NS
        
        229191.61000000
        0.002674423359
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Exelixis Inc
        254900PJQB59O2O95R37
        Exelixis Inc
        30161Q104
        
          
          
        
        220200.00000000
        NS
        USD
        4584564.00000000
        0.053497006525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        30000.00000000
        NS
        USD
        2847600.00000000
        0.033228476204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X65T4
        
          
        
        303395.38000000
        PA
        USD
        288962.05000000
        0.003371881093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
          
        
        1385000.00000000
        PA
        USD
        1293078.37000000
        0.015088855122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
          
        
        1270000.00000000
        PA
        USD
        886543.88000000
        0.010345028171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AP1
        
          
          
        
        200000.00000000
        PA
        USD
        199460.62000000
        0.002327494193
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2029-06-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EIG PEARL HOLDINGS SARL
        549300KIMRL45BWA5H76
        EIG Pearl Holdings Sarl
        28249NAA9
        
          
          
        
        270000.00000000
        PA
        USD
        230488.18000000
        0.002689552958
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-08-31
          Fixed
          3.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICE
        N/A
        Prime Healthcare Services Inc
        74165HAB4
        
          
          
        
        1715000.00000000
        PA
        USD
        1467813.76000000
        0.017127832067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2019-B
        55316EAE2
        
          
        
        265000.00000000
        PA
        USD
        249823.56000000
        0.002915176365
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-11-12
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
          
          
        
        226058.00000000
        NS
        
        1685687.06000000
        0.019670182736
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTALENERGIES SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
        
        925000.00000000
        PA
        
        773035.19000000
        0.009020501972
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
          
        
        26742.00000000
        NS
        USD
        6579869.10000000
        0.076780103883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
          
        
        1385000.00000000
        PA
        USD
        1068053.07000000
        0.012463048188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        1086000.00000000
        PA
        
        1115216.64000000
        0.013013397101
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        43171.61000000
        0.000503766967
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-09-21
            40728.92000000
            USD
            0.00000000
            USD
            -1894000.00000000
            NZD
            2442.69000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2371.49000000
        0.000027672776
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -836303.74000000
            USD
            8260000.00000000
            NOK
            2022-07-07
            2371.49000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        9305000.00000000
        PA
        
        7792840.28000000
        0.090934192937
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CAD CALL VERSUS USD PUT
        000000000
        
          
        
        5444000.00000000
        NC
        USD
        0.14000000
        0.000000001633
        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
                
              
            
            5444000.00000000
            USD
            1.22300000
            USD
            2022-07-05
            XXXX
            -37617.90000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
        61690KAD4
        
          
        
        118862.16000000
        PA
        USD
        118001.67000000
        0.001376954517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          2.65500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-4
        91682NAA1
        
          
        
        878943.08000000
        PA
        USD
        846218.36000000
        0.009874472060
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-20
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        227706.12000000
        0.002657089264
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -15907000.00000000
            CAD
            12586045.92000000
            USD
            2022-07-07
            227706.12000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M8VM3
        
          
        
        32235.12000000
        PA
        USD
        33303.49000000
        0.000388616457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        000000000
        
          
          
        
        900000.00000000
        PA
        
        824858.25000000
        0.009625222198
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          1.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        1295000.00000000
        PA
        USD
        1097701.23000000
        0.012809010816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        549300PFVBG5704L7K74
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        61762DAV3
        
          
        
        401647.08400000
        PA
        USD
        397244.03000000
        0.004635417122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
          
        
        2500.00000000
        NS
        USD
        204700.00000000
        0.002388632209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        398.00000000
        NC
        USD
        -290809.08000000
        -0.00339343397
        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
            55463559.08000000
            USD
            -290809.08000000
          
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507NAE0
        
          
          
        
        515000.00000000
        PA
        USD
        527421.00000000
        0.006154444496
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
          
        
        126100.00000000
        NS
        USD
        4500509.00000000
        0.052516173695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
          
          
        
        82859.00000000
        NS
        
        998873.96000000
        0.011655801240
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
          
        
        535000.00000000
        PA
        USD
        467944.97000000
        0.005460422215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAK6
        
          
          
        
        318000.00000000
        PA
        USD
        280945.43000000
        0.003278335628
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        110763.30000000
        0.001292490405
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -7064000.00000000
            AUD
            4986767.00000000
            USD
            2022-07-07
            110763.30000000
          
        
        
          N
          N
          N
        
      
      
        Power Assets Holdings Ltd
        254900JOWYUW1ZX4DF47
        Power Assets Holdings Ltd
        000000000
        
          
          
          
        
        72000.00000000
        NS
        
        453085.31000000
        0.005287025720
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        UAE INT'L GOVT BOND
        N/A
        UAE INTERNATIONAL GOVERNMENT BOND
        31424EAD4
        
          
          
        
        200000.00000000
        PA
        USD
        200915.46000000
        0.002344470635
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2032-07-07
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780DJ2
        
          
          
        
        200000.00000000
        PA
        USD
        181401.66000000
        0.002116765255
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2032-03-31
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335CB60
        
          
        
        484920.76000000
        PA
        USD
        474757.16000000
        0.005539913258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNYMAC FIN SVCS INC
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932MAB3
        
          
          
        
        665000.00000000
        PA
        USD
        492100.00000000
        0.005742285833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Fuel Gas Co
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Co
        636180101
        
          
          
        
        14800.00000000
        NS
        USD
        977540.00000000
        0.011406856520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA RGTS MED
        N/A
        Regents of the University of California Medical Center Pooled Revenue
        913366EP1
        
          
        
        160000.00000000
        PA
        USD
        197815.72000000
        0.002308299952
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-05-15
          Fixed
          6.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
          
        
        621000.00000000
        PA
        USD
        519603.76000000
        0.006063225584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AQ2
        
          
          
        
        740000.00000000
        PA
        USD
        641509.26000000
        0.007485733663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WND6
        
          
        
        368984.11000000
        PA
        USD
        328418.72000000
        0.003832298645
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
          
        
        11500.00000000
        NS
        USD
        636295.00000000
        0.007424888771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -13002.17000000
        -0.00015172155
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1304000.00000000
            USD
            21182176.00000000
            ZAR
            2022-09-21
            -13002.17000000
          
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        Utah Acquisition Sub Inc
        62854AAP9
        
          
          
        
        1085000.00000000
        PA
        USD
        874104.41000000
        0.010199872730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12451.51000000
        0.000145295934
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -1610000.00000000
            SGD
            1171302.65000000
            USD
            2022-07-07
            12451.51000000
          
        
        
          N
          N
          N
        
      
      
        Marble Point CLO XVIII Ltd
        N/A
        Marble Point CLO XVIII Ltd
        566076AN5
        
          
        
        21750000.00000000
        PA
        USD
        20936173.73000000
        0.244302974645
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.25429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24940000.00000000
        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
                
              
            
            24940000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -498.80000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABR5
        
          
          
        
        50000.00000000
        PA
        USD
        45039.07000000
        0.000525558247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828J27
        
          
          
        
        3258000.00000000
        PA
        USD
        3174259.24000000
        0.037040243581
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEJ7
        
          
          
        
        85000.00000000
        PA
        USD
        85019.99000000
        0.000992093241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPWN0
        
          
        
        222497.72000000
        PA
        USD
        211760.93000000
        0.002471025784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -101137.83000000
        -0.00118017136
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-12-03
            143098.43000000
            USD
            0.00000000
            USD
            3505000.00000000
            CAD
            -244236.26000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -7994.14000000
        -0.00009328314
        N/A
        DIR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Y
            
            
              
                
              
            
            2026-12-15
            0.00000000
            USD
            0.00000000
            USD
            8743000.00000000
            CNY
            -7994.14000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS GOVERNMENT OF MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        2320.80000000
        0.000027081278
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            3508.78000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            -1187.98000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        -54625.26000000
        -0.00063741893
        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
        
      
      
        Axis Capital Holdings Ltd
        N/A
        Axis Capital Holdings Ltd
        000000000
        
          
          
          
        
        13875.00000000
        NS
        USD
        792123.75000000
        0.009243245251
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Taurus CMBS
        6354001CXJE7XMMVG324
        Taurus 2021-4 UK DAC
        000000000
        
          
          
        
        1814434.00000000
        PA
        
        2022806.00000000
        0.023604003735
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          2.70847000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNE4
        
          
        
        420859.33000000
        PA
        USD
        386646.70000000
        0.004511757504
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
          
        
        925000.00000000
        PA
        USD
        759441.27000000
        0.008861875322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBH7
        
          
          
        
        830000.00000000
        PA
        USD
        661616.78000000
        0.007720367126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
          
        
        4040000.00000000
        PA
        USD
        2986890.41000000
        0.034853847771
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JACV8
        
          
        
        457319.25000000
        PA
        USD
        447272.63000000
        0.005219197900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DP71
        
          
        
        134214.98000000
        PA
        USD
        120059.80000000
        0.001400970714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp
        3538003K39GR98R0CK58
        Yaskawa Electric Corp
        000000000
        
          
          
          
        
        12400.00000000
        NS
        
        398377.33000000
        0.004648641533
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        156224.77000000
        0.001822977613
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
          
        
        6500.00000000
        NS
        USD
        185250.00000000
        0.002161671308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLHH2
        
          
        
        1564989.44000000
        PA
        USD
        1410172.34000000
        0.016455217742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
          
        
        50000.00000000
        PA
        USD
        49757.00000000
        0.000580611494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11339.44000000
        -0.00013231925
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -249609.27000000
            USD
            827280.00000000
            ILS
            2022-09-21
            -11339.44000000
          
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DW5
        
          
          
        
        90000.00000000
        PA
        USD
        77737.77000000
        0.000907117446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        921000.00000000
        PA
        
        409758.28000000
        0.004781445166
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEUR8
        
          
        
        21152.76300000
        PA
        USD
        20747.92000000
        0.000242106252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP COMBOIOS DE PORTUGAL
        549300VXFS1QY0HKKT27
        CP - Comboios de Portugal EPE
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1253814.47000000
        0.014630686992
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2030-03-05
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAE5
        
          
          
        
        10000.00000000
        PA
        USD
        8617.13000000
        0.000100552780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -283766.98000000
        -0.00331126012
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-12-03
            379516.02000000
            USD
            0.00000000
            USD
            4060000.00000000
            AUD
            -663283.00000000
          
        
        
          N
          N
          N
        
      
      
        F5 Inc
        54930015FPK9KT966303
        F5 Inc
        315616102
        
          
          
        
        1000.00000000
        NS
        USD
        153040.00000000
        0.001785814720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -143276.69000000
        -0.00167188723
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-11-24
            0.00000000
            USD
            0.00000000
            USD
            950000.00000000
            EUR
            -143276.69000000
          
        
        
          N
          N
          N
        
      
      
        VONOVIA SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
          
        
        400000.00000000
        PA
        
        367345.38000000
        0.004286531541
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-06-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HLLD3
        
          
          
        
        90892.94000000
        PA
        USD
        89516.63000000
        0.001044564268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        300000.00000000
        PA
        
        420420.92000000
        0.004905866883
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2041-11-30
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2020-1 Ltd
        43731WAB1
        
          
        
        33902.38000000
        PA
        USD
        33895.77000000
        0.000395527738
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          4.87357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATES OF GUERNSEY
        549300LMWTIK7DAC7T07
        States of Guernsey Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        243173.92000000
        0.002837582109
        Long
        DBT
        NUSS
        GG
        N
        
        2
        
          2046-12-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L69
        
          
          
        
        2355000.00000000
        PA
        
        1743177.81000000
        0.020341038902
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        421000.00000000
        PA
        
        382919.46000000
        0.004468264561
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2031-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        149731.57000000
        0.001747208846
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              HSBC BANK PLC
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2025-12-20
            119190.16000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            30541.41000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXG55
        
          
        
        492356.44000000
        PA
        USD
        479725.79000000
        0.005597891908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
          
        
        900.00000000
        NS
        USD
        177327.00000000
        0.002069218289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
          
          
        
        78042.00000000
        NS
        
        6006286.83000000
        0.070087006253
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
          
        
        555386.00000000
        NS
        
        8968601.06000000
        0.104654076032
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
          
        
        91038.00000000
        NS
        USD
        6145065.00000000
        0.071706400522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3237.68000000
        0.000037780296
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -97400000.00000000
            HUF
            260396.62000000
            USD
            2022-07-07
            3237.68000000
          
        
        
          N
          N
          N
        
      
      
        Integra LifeSciences Holdings
        WB7IJCYY8YFTENS4O147
        Integra LifeSciences Holdings Corp
        457985208
        
          
          
        
        12000.00000000
        NS
        USD
        648360.00000000
        0.007565674544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        25000.00000000
        PA
        
        21397.76000000
        0.000249689197
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
          
        
        930000.00000000
        PA
        USD
        892726.42000000
        0.010417171865
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201108
        
          
          
        
        130100.00000000
        NS
        USD
        4091645.00000000
        0.047745163829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M95Y4
        
          
        
        40127.16300000
        PA
        USD
        41203.43000000
        0.000480800390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        47211.63000000
        0.000550909721
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -867781.00000000
            AUD
            646271.22000000
            USD
            2022-07-19
            47211.63000000
          
        
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
          
        
        1800.00000000
        NS
        USD
        301194.00000000
        0.003514614995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900A99ZMAJM1OOV76
        Wellfleet CLO X LTD
        94949WAM8
        
          
        
        3977000.00000000
        PA
        USD
        3863736.63000000
        0.045085714521
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          2.23271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDG1
        
          
          
        
        251000.00000000
        PA
        USD
        229535.48000000
        0.002678435958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
          
          
        
        184500.00000000
        NS
        
        7129415.47000000
        0.083192728015
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
          
        
        1900.00000000
        NS
        USD
        179208.00000000
        0.002091167566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
          
        
        1835000.00000000
        PA
        USD
        1895276.06000000
        0.022115864398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAB7
        
          
          
        
        255000.00000000
        PA
        USD
        244023.23000000
        0.002847492657
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA2
        35564KGR4
        
          
        
        145000.00000000
        PA
        USD
        114090.96000000
        0.001331320673
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          4.07566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148BAC2
        
          
          
        
        130000.00000000
        PA
        USD
        121651.73000000
        0.001419546851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
          
          
        
        8384.00000000
        NS
        
        755715.88000000
        0.008818403966
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AE5
        
          
          
        
        610000.00000000
        PA
        
        609926.74000000
        0.007117199103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-08
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Electric Co Ltd
        N/A
        Stanley Electric Co Ltd
        000000000
        
          
          
          
        
        35900.00000000
        NS
        
        585650.35000000
        0.006833919342
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAB6
        
          
          
        
        275000.00000000
        PA
        USD
        218288.70000000
        0.002547197946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
          
          
        
        6736429.00000000
        NS
        
        3469142.49000000
        0.040481218808
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2N83
        
          
        
        15488756.88000000
        PA
        USD
        820674.88000000
        0.009576406700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.83058100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
          
        
        23673.00000000
        NS
        USD
        2752459.71000000
        0.032118289779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PING AN
        529900M9MC28JLN35U89
        Ping An Insurance Group Co of China Ltd
        000000000
        
          
          
          
        
        117000.00000000
        NS
        
        793849.19000000
        0.009263379308
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13216.85000000
        -0.00015422664
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -15556.05000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16406.34000000
        0.000191444612
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3380000.00000000
            SEK
            346885.53000000
            USD
            2022-07-07
            16406.34000000
          
        
        
          N
          N
          N
        
      
      
        CLEARBRIDGE DIVIDEND GR
        549300NNF4XLLBXQ0J86
        AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO
        000000000
        
          
        
        6647220.85000000
        NS
        USD
        171498297.93000000
        2.001203508875
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865BN9
        
          
          
        
        30000.00000000
        PA
        USD
        21433.13000000
        0.000250101928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2734.36000000
        -0.00003190708
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-18
            0.00000000
            USD
            0.00000000
            USD
            8625000.00000000
            USD
            -2734.36000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        49792.81000000
        0.000581029358
        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
            644.65000000
            USD
            0.00000000
            USD
            -600000.00000000
            USD
            49148.16000000
          
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        N/A
        St Pauls CLO
        000000000
        
          
        
        10500000.00000000
        PA
        
        10665622.10000000
        0.124456514312
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        
        2
        
          2032-01-17
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT
        549300237GPHG2AI7C34
        New Zealand Government Bond
        000000000
        
          
          
        
        490000.00000000
        PA
        
        261568.67000000
        0.003052229360
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17657.42000000
        0.000206043391
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -73232143.00000000
            JPY
            558000.00000000
            USD
            2022-07-19
            17657.42000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        105000.00000000
        PA
        
        26408.34000000
        0.000308157359
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
          
        
        31600.00000000
        NS
        USD
        6856884.00000000
        0.080012574389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SINOPEC CORP
        529900A2OB24EZ5B3J19
        China Petroleum & Chemical Corp
        000000000
        
          
          
          
        
        1618000.00000000
        NS
        
        726471.65000000
        0.008477154774
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Core S&P 500 ETF
        5493007M4YMN8XL48C14
        iShares Core S&P 500 ETF
        464287200
        
          
          
        
        63150.00000000
        NS
        USD
        23943322.50000000
        0.279393216022
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        500000.00000000
        PA
        
        396442.60000000
        0.004626065283
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        2712000.00000000
        PA
        
        1736084.99000000
        0.020258273205
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2052-01-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        USD CALL VERSUS CHF PUT
        000000000
        
          
        
        -3452000.00000000
        NC
        USD
        -567.93000000
        -0.00000662714
        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
                
              
            
            -3452000.00000000
            USD
            1.01000000
            USD
            2022-07-21
            XXXX
            11479.55000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -166246.61000000
        -0.00193992187
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-20
            0.00000000
            USD
            0.00000000
            USD
            7605000.00000000
            USD
            -166246.61000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -23419.93000000
        -0.00027328577
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -8084472.80000000
            USD
            42614873.00000000
            BRL
            2022-08-02
            -23419.93000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9927.20000000
        -0.00011583991
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -218252.52000000
            USD
            79057174.00000000
            HUF
            2022-07-19
            -9927.20000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WJS8
        
          
        
        399701.16000000
        PA
        USD
        377980.31000000
        0.004410629911
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42538.64000000
        0.000496380877
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -13410000.00000000
            ZAR
            866242.19000000
            USD
            2022-07-07
            42538.64000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        305989.41000000
        0.003570572351
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -36060241.32000000
            ILS
            10691913.87000000
            USD
            2022-09-21
            305989.41000000
          
        
        
          N
          N
          N
        
      
      
        Mettler-Toledo International I
        5493000BD5GJNUDIUG10
        Mettler-Toledo International Inc
        592688105
        
          
          
        
        420.00000000
        NS
        USD
        482483.40000000
        0.005630070296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
          
        
        855000.00000000
        PA
        USD
        695873.87000000
        0.008120111086
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
          
          
        
        1612566.00000000
        NS
        
        5743701.32000000
        0.067022911447
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
          
          
        
        2770159.00000000
        NS
        
        3901067.81000000
        0.045521329855
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        916999.99999900
        PA
        USD
        820216.66000000
        0.009571059758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIE AUTONOME DES TRANS
        969500K59E47ULNCAQ69
        Regie Autonome des Transports Parisiens
        000000000
        
          
          
        
        453863.90000000
        PA
        
        443999.83000000
        0.005181007791
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2036-12-19
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
          
        
        160700.00000000
        NS
        USD
        5322384.00000000
        0.062106584525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087H72
        
          
          
        
        1509000.00000000
        PA
        
        916411.61000000
        0.010693552948
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -29231.09000000
        -0.00034109586
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -1335000.00000000
            USD
            26666001.42000000
            MXN
            2022-09-21
            -29231.09000000
          
        
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
          
        
        75000.00000000
        NS
        USD
        4356000.00000000
        0.050829906709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henley CLO
        6354009HFM8XXW6PPK55
        Henley CLO IV DAC
        000000000
        
          
        
        1465000.00000000
        PA
        
        1469661.32000000
        0.017149391136
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-04-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        3045000.00000000
        PA
        USD
        2363303.52000000
        0.027577249184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
          
          
        
        167700.00000000
        NS
        
        1816620.59000000
        0.021198038364
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -590332.55000000
        -0.00688855565
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-08-12
            0.00000000
            USD
            0.00000000
            USD
            12807000000.00000000
            COP
            -590332.55000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PCR1
        
          
          
        
        47000.00000000
        PA
        USD
        47384.14000000
        0.000552922730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        15370000.00000000
        OU
        Other
        USD
        121301.23000000
        0.001415456888
        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
                
              
            
            15370000.00000000
            USD
            87.50000000
            USD
            2022-08-17
            XXXX
            67506.23000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397WF6
        
          
          
        
        200000.00000000
        PA
        USD
        200088.22000000
        0.002334817620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
          
        
        1200000.00000000
        PA
        USD
        1194977.15000000
        0.013944117781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        2383000.00000000
        PA
        
        1852087.79000000
        0.021611903026
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2038-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
          
          
        
        58426.00000000
        NS
        
        610073.24000000
        0.007118908603
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FW3
        
          
          
        
        130000.00000000
        PA
        USD
        96104.26000000
        0.001121434933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-10
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
          
        
        5300.00000000
        NS
        USD
        369357.00000000
        0.004310005016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6D9
        
          
        
        321241.37000000
        PA
        USD
        299794.98000000
        0.003498289914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AD3
        
          
          
        
        250000.00000000
        PA
        USD
        247363.09000000
        0.002886465286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        6095000.00000000
        PA
        
        5725440.44000000
        0.066809826317
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        57000.00000000
        NS
        
        1456702.70000000
        0.016998177765
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
          
        
        2634000.00000000
        PA
        
        489607.22000000
        0.005713197731
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2026-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
          
          
        
        17900.00000000
        NS
        
        2014604.46000000
        0.023508300449
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
          
        
        2300.00000000
        NS
        USD
        292399.00000000
        0.003411986660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        Chesapeake Funding II LLC
        165183CP7
        
          
        
        605007.85000000
        PA
        USD
        591430.38000000
        0.006901366170
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        226000.00000000
        PA
        
        235070.63000000
        0.002743025296
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B208
        
          
          
        
        2500.00000000
        NS
        USD
        39725.00000000
        0.000463548678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        3i Group PLC
        000000000
        
          
          
          
        
        278204.00000000
        NS
        
        3750037.30000000
        0.043758963755
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        25239.57000000
        0.000294519051
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -268587326.00000000
            HUF
            733000.00000000
            USD
            2022-07-19
            25239.57000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        610000.00000000
        PA
        USD
        527650.00000000
        0.006157116683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tabcorp Holdings Ltd
        213800OCCFUN67NEY278
        Tabcorp Holdings Ltd
        000000000
        
          
          
          
        
        225621.00000000
        NS
        
        165648.67000000
        0.001932944546
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
          
        
        5090000.00000000
        PA
        
        4216785.74000000
        0.049205423732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -14759.67000000
        -0.00017222971
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -540000.00000000
            USD
            1823650.20000000
            ILS
            2022-09-21
            -14759.67000000
          
        
        
          N
          N
          N
        
      
      
        TEREGA SA
        969500Y0L922VYT3UI51
        Terega SA
        000000000
        
          
          
        
        900000.00000000
        PA
        
        710681.44000000
        0.008292899746
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-09-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        4320.43000000
        0.000050414842
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            0.00000000
            USD
            7292000.00000000
            CNY
            4320.43000000
          
        
        
          N
          N
          N
        
      
      
        Globe Life Inc
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959E102
        
          
          
        
        2000.00000000
        NS
        USD
        194940.00000000
        0.002274743345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296UZG8
        
          
        
        30588.39200000
        PA
        USD
        32382.90000000
        0.000377874147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJV72
        
          
        
        22696.77000000
        PA
        USD
        22878.63000000
        0.000266969382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO ELECTRICITY FIN
        549300SI5D7OIEG4Y641
        Ontario Electricity Financial Corp
        683078FP9
        
          
          
        
        500000.00000000
        PA
        
        270128.01000000
        0.003152107793
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        Advantest Corp
        000000000
        
          
          
          
        
        10500.00000000
        NS
        
        560893.18000000
        0.006545029387
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AK1
        
          
          
        
        2309000.00000000
        PA
        USD
        1976370.79000000
        0.023062154012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        25754A201
        
          
          
        
        520.00000000
        NS
        USD
        202649.20000000
        0.002364701545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566AAH2
        
          
        
        78808.24000000
        PA
        USD
        78930.62000000
        0.000921036742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          3.72566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1301729.55000000
        0.015189805231
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -69874000.00000000
            EUR
            74558190.14000000
            USD
            2022-07-07
            1301729.55000000
          
        
        
          N
          N
          N
        
      
      
        Alaska Air Group Inc
        529900G48RT4KWLC6C27
        Alaska Air Group Inc
        011659109
        
          
          
        
        21000.00000000
        NS
        USD
        841050.00000000
        0.009814162772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BBY0
        
          
          
        
        36793.11000000
        PA
        USD
        37970.01000000
        0.000443069803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
          
          
        
        148869.00000000
        NS
        
        333810.07000000
        0.003895209990
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8458.31000000
        -0.00009869951
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -927993.33000000
            USD
            21730000.00000000
            CZK
            2022-07-07
            -8458.31000000
          
        
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
          
        
        3700.00000000
        NS
        USD
        201687.00000000
        0.002353473690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        2400000.00000000
        PA
        
        1131304.66000000
        0.013201127256
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-03-06
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
          
          
        
        16800.00000000
        NS
        
        1085927.43000000
        0.012671623039
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -696438.28000000
        -0.00812669715
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-11-23
            0.00000000
            USD
            0.00000000
            USD
            34170000.00000000
            EUR
            -696438.28000000
          
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        3046.00000000
        NS
        
        873102.11000000
        0.010188176951
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        15135UAX7
        
          
          
        
        35000.00000000
        PA
        USD
        26621.13000000
        0.000310640393
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAM1
        
          
          
        
        1295000.00000000
        PA
        USD
        1263941.17000000
        0.014748854857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        3698000.00000000
        PA
        
        2284270.75000000
        0.026655020459
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-09-21
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        6449.00000000
        NS
        USD
        3812197.37000000
        0.044484305940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978V103
        
          
          
        
        8800.00000000
        NS
        USD
        1512632.00000000
        0.017650813463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
          
        
        10500.00000000
        NS
        USD
        1358805.00000000
        0.015855815286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBH6
        
          
          
        
        20000.00000000
        PA
        USD
        14735.12000000
        0.000171943244
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400A7PBKNR7KBOY58
        CIFC Funding 2018-II Ltd
        17180WAA3
        
          
        
        2054000.00000000
        PA
        USD
        2009274.36000000
        0.023446103827
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.10271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBT4
        
          
          
        
        210000.00000000
        PA
        USD
        184703.12000000
        0.002155289797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834PM4
        
          
        
        320000.00000000
        PA
        USD
        140262.50000000
        0.001636714827
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBR1
        
          
          
        
        5269000.00000000
        PA
        USD
        5030248.44000000
        0.058697671931
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14091.21000000
        0.000164429497
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -137976000.00000000
            MXN
            6866738.63000000
            USD
            2022-07-07
            14091.21000000
          
        
        
          N
          N
          N
        
      
      
        Magna International Inc
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        559222401
        
          
          
        
        2653.00000000
        NS
        USD
        145649.70000000
        0.001699577746
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        806250.97000000
        0.009408094947
        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
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        30000.00000000
        PA
        
        23269.48000000
        0.000271530187
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -97627.20000000
        -0.00113920603
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3976894.02000000
            USD
            5620000.00000000
            AUD
            2022-07-07
            -97627.20000000
          
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884U109
        
          
          
        
        43400.00000000
        NS
        USD
        2036762.00000000
        0.023766855475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        N/A
        Rockford Tower CLO 2021-3 Ltd
        77341NAA3
        
          
        
        7500000.00000000
        PA
        USD
        7211867.25000000
        0.084154852966
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        473000.00000000
        PA
        
        419752.01000000
        0.004898061411
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2031-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS CDX.EM.37
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5004737.21000000
        -0.05839998289
        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
            -166496.10000000
            USD
            50000000.00000000
            USD
            -4838241.11000000
          
        
        
          N
          N
          N
        
      
      
        IBM
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
          
        
        39604.00000000
        NS
        USD
        5591688.76000000
        0.065249085863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        76828.00000000
        NS
        USD
        15102848.24000000
        0.176234244052
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
          
        
        59609.00000000
        NS
        USD
        9254297.25000000
        0.107987847998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
          
        
        1550000.00000000
        PA
        USD
        1038206.09000000
        0.012114765541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
          
        
        332702.00000000
        NS
        USD
        16884626.50000000
        0.197025709325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InterContinental Hotels Group
        2138007ZFQYRUSLU3J98
        InterContinental Hotels Group PLC
        000000000
        
          
          
          
        
        43554.00000000
        NS
        
        2312090.58000000
        0.026979648412
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229106
        
          
          
        
        7000.00000000
        NS
        USD
        133280.00000000
        0.001555236447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6671.84000000
        -0.00007785330
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -448539.52000000
            USD
            10442000.00000000
            CZK
            2022-07-07
            -6671.84000000
          
        
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        1456000.00000000
        PA
        
        1441473.25000000
        0.016820466212
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2032-05-03
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
          
        
        77097.00000000
        NS
        USD
        4870988.46000000
        0.056839276631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
          
          
        
        258989.00000000
        NS
        
        5295066.42000000
        0.061787817298
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS ARAB REPUBLIC OF EGYPT
        000000000
        
          
        
        1.00000000
        NC
        USD
        337051.64000000
        0.003933035678
        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
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            334712.42000000
          
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        000000000
        
          
          
        
        948000.00000000
        PA
        USD
        832628.55000000
        0.009715893370
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receiva
        5493003R0K8V08JVGR27
        Americredit Automobile Receivables Trust 2018-1
        03066HAF4
        
          
        
        88932.25000000
        PA
        USD
        89007.41000000
        0.001038622210
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-01-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        55543.39000000
        0.000648132537
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -3844000.00000000
            USD
            55543.39000000
          
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
          
        
        380000.00000000
        PA
        USD
        358802.40000000
        0.004186844012
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
          
          
        
        2200.00000000
        NS
        USD
        434258.00000000
        0.005067330952
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        609189.49000000
        0.007108596176
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -847850000.00000000
            JPY
            6865041.55000000
            USD
            2022-07-19
            609189.49000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q7QD2
        
          
        
        229233.19300000
        PA
        USD
        224083.89000000
        0.002614821676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KP2
        
          
          
        
        10650000.00000000
        PA
        USD
        5414859.38000000
        0.063185674272
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAK8
        
          
          
        
        790000.00000000
        PA
        USD
        697043.37000000
        0.008133757913
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-19
          Fixed
          2.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cousins Properties Inc
        5493007XPYD5EJABN062
        Cousins Properties Inc
        222795502
        
          
          
        
        15162.00000000
        NS
        USD
        443185.26000000
        0.005171502621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NGK Insulators Ltd
        353800701BNCL25VYY16
        NGK Insulators Ltd
        000000000
        
          
          
          
        
        152300.00000000
        NS
        
        2049012.09000000
        0.023909801051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Australia & New Zealand Bankin
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        000000000
        
          
          
          
        
        141123.00000000
        NS
        
        2145354.93000000
        0.025034019961
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
          
        
        92540.00000000
        NS
        
        1065938.04000000
        0.012438368028
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26515.00000000
        -0.00030940196
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -504939.12000000
            USD
            439600000.00000000
            CLP
            2022-07-07
            -26515.00000000
          
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
          
        
        220000.00000000
        PA
        USD
        191593.40000000
        0.002235692067
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6G2
        
          
        
        186092.86000000
        PA
        USD
        173888.72000000
        0.002029097202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
          
          
        
        232167.00000000
        NS
        
        5231355.26000000
        0.061044375535
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834MM7
        
          
          
        
        4980000.00000000
        PA
        USD
        2344490.63000000
        0.027357722682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        1691000.00000000
        PA
        
        1061465.63000000
        0.012386179740
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-11-21
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
          
        
        185000.00000000
        PA
        USD
        172519.56000000
        0.002013120555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hon Hai Precision Industry Co
        30030004CM3GSZXX7O56
        Hon Hai Precision Industry Co Ltd
        000000000
        
          
          
          
        
        108000.00000000
        NS
        
        396783.07000000
        0.004630038207
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
          
          
        
        11400.00000000
        NS
        
        361358.51000000
        0.004216671109
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        61914.00000000
        NS
        USD
        4729610.46000000
        0.055189545099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
          
        
        250000.00000000
        PA
        USD
        205742.19000000
        0.002400793462
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIKA SLOVENIJA
        485100000LWQHIX4XX88
        Slovenia Government Bond
        000000000
        
          
          
        
        131000.00000000
        PA
        
        146666.43000000
        0.001711441908
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2045-08-07
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1345607.41000000
        0.015701813388
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -35522233.86000000
            EUR
            38617180.89000000
            USD
            2022-07-19
            1345607.41000000
          
        
        
          N
          N
          N
        
      
      
        BVRT_21-4F
        N/A
        BVRT_21-4F
        000000000
        
          
        
        560575.73000000
        PA
        USD
        557772.85000000
        0.006508618441
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2026-09-12
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
          
          
        
        78334.00000000
        NS
        
        639889.08000000
        0.007466827879
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MercadoLibre Inc
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733R102
        
          
          
        
        2506.00000000
        NS
        USD
        1595996.22000000
        0.018623585622
        Long
        EC
        CORP
        AR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
          
          
        
        655489.00000000
        NS
        
        5826860.81000000
        0.067993294624
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
          
        
        880360000.00000000
        PA
        
        493320.28000000
        0.005756525209
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2040-09-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903100
        
          
          
        
        1400.00000000
        NS
        USD
        140994.00000000
        0.001645250658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L5F92
        
          
        
        196178.94000000
        PA
        USD
        171571.21000000
        0.002002054315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHINHAN BANK
        5493003P813VL21KG928
        Shinhan Bank Co Ltd
        82460CAR5
        
          
          
        
        200000.00000000
        PA
        USD
        193703.32000000
        0.002260312599
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2032-04-13
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7022.97000000
        0.000081950622
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -2189870000.00000000
            KRW
            1706170.63000000
            USD
            2022-07-07
            7022.97000000
          
        
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        000000000
        
          
          
          
        
        1643175.00000000
        NS
        
        4092573.46000000
        0.047755997973
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
          
        
        7000.00000000
        NS
        USD
        330610.00000000
        0.003857868562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16507.34000000
        0.000192623175
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -2724000.00000000
            EUR
            2872370.73000000
            USD
            2022-07-07
            16507.34000000
          
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658300
        
          
          
        
        16000.00000000
        NS
        USD
        138400.00000000
        0.001614981425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Exeter Automobile Receivables
        N/A
        Exeter Automobile Receivables Trust 2018-3
        30166PAG6
        
          
        
        218993.29000000
        PA
        USD
        219657.32000000
        0.002563168292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE3H0
        
          
        
        54459.29100000
        PA
        USD
        53416.59000000
        0.000623315033
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PHP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        723.33000000
        0.000008440495
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -109096956.00000000
            PHP
            1972000.00000000
            USD
            2022-09-21
            723.33000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183V2T0
        
          
        
        28635.28300000
        PA
        USD
        27189.03000000
        0.000317267185
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
          
        
        34847.00000000
        NS
        USD
        712969.62000000
        0.008319600383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tisco Financial Group PCL
        529900OOUQI3OWX2WU06
        Tisco Financial Group PCL
        000000000
        
          
          
          
        
        271900.00000000
        NS
        
        681461.71000000
        0.007951936442
        Long
        EC
        CORP
        TH
        N
        
        2
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        Ontario Teachers' Cadillac Fairview Properties Trust
        68327LAD8
        
          
          
        
        200000.00000000
        PA
        USD
        170321.38000000
        0.001987470123
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        285000.00000000
        PA
        
        251613.06000000
        0.002936057935
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
          
        
        283400.00000000
        NS
        USD
        13441662.00000000
        0.156849959936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        3133.63000000
        0.000036566143
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-21
            0.00000000
            USD
            -42353.05000000
            USD
            3315000.00000000
            AUD
            45486.68000000
          
        
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
          
        
        4200.00000000
        NS
        USD
        274008.00000000
        0.003197383167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
          
        
        5500.00000000
        NS
        USD
        653235.00000000
        0.007622560631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EURO STABILITY MECHANISM
        222100W4EEAQ77386N50
        European Stability Mechanism
        000000000
        
          
          
        
        730000.00000000
        PA
        
        716104.38000000
        0.008356179713
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2026-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        2580000.00000000
        PA
        
        2387518.22000000
        0.027859809088
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
          
        
        117000.00000000
        NS
        USD
        4875390.00000000
        0.056890637941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maruti Suzuki India Ltd
        335800D27PBEESKKD357
        Maruti Suzuki India Ltd
        000000000
        
          
          
          
        
        3502.00000000
        NS
        
        377186.25000000
        0.004401364072
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Amphenol Corp
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095101
        
          
          
        
        11200.00000000
        NS
        USD
        721056.00000000
        0.008413959874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135U109
        
          
          
          
        
        21882.00000000
        NS
        
        416322.39000000
        0.004858041378
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -48948.82000000
        -0.00057118088
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-04-08
            0.00000000
            USD
            -32871.00000000
            USD
            4500000.00000000
            DKK
            -16077.82000000
          
        
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
          
        
        7000.00000000
        NS
        USD
        648900.00000000
        0.007571975772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
          
        
        413368.00000000
        NS
        USD
        16191624.56000000
        0.188939110620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -7982.33000000
        -0.00009314533
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -960000.00000000
            EUR
            -7982.33000000
          
        
        
          N
          N
          N
        
      
      
        REGION OF LAZIO
        81560007498E8B065B77
        Region of Lazio Italy
        000000000
        
          
          
        
        527419.80000000
        PA
        
        498989.79000000
        0.005822682386
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2043-03-31
          Fixed
          3.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        695000.00000000
        PA
        
        690870.18000000
        0.008061723323
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        512697.00000000
        NS
        USD
        131675970.51000000
        1.536519122345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
          
        
        4400.00000000
        NS
        USD
        222640.00000000
        0.002597973009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
          
        
        2100.00000000
        NS
        USD
        383838.00000000
        0.004478982950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
          
        
        36426.00000000
        NS
        USD
        1398394.14000000
        0.016317778622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        Manulife Financial Corp
        56501R106
        
          
          
          
        
        71261.00000000
        NS
        
        1235663.08000000
        0.014418879495
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        180000.00000000
        PA
        USD
        146851.13000000
        0.001713597162
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Greywolf CLO Ltd
        5493002TWMA4NNPZ2B66
        Greywolf CLO III Ltd
        39809CAN4
        
          
        
        2930000.00000000
        PA
        USD
        2864792.86000000
        0.033429098672
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.45486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        250000.00000000
        PA
        USD
        231680.32000000
        0.002703463969
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-22
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET TRANSPRTN AUTH NY REVENUE
        5493000TKYODLXADQD60
        Metropolitan Transportation Authority
        59259YCA5
        
          
          
        
        160000.00000000
        PA
        USD
        179639.05000000
        0.002096197463
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.54800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        TK Elevator Midco GmbH
        000000000
        
          
          
        
        4390000.00000000
        PA
        
        3976289.50000000
        0.046399087313
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        155046.98000000
        0.001809234051
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1143500000.00000000
            JPY
            8586153.38000000
            USD
            2022-07-07
            155046.98000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RXE4
        
          
          
        
        83533.72000000
        PA
        USD
        84207.95000000
        0.000982617594
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
          
          
        
        286500.00000000
        NS
        
        5237220.29000000
        0.061112814223
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KLU1
        
          
        
        410000.00000000
        PA
        USD
        350715.07000000
        0.004092473436
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          4.32566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDRV0
        
          
        
        621767.13000000
        PA
        USD
        562754.22000000
        0.006566745753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        422000.00000000
        PA
        
        297803.16000000
        0.003475047484
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2051-09-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAC9
        
          
          
        
        100000.00000000
        PA
        
        85033.46000000
        0.000992250422
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-09-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
          
        
        5160.00000000
        NS
        USD
        893144.40000000
        0.010422049249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3753.91000000
        -0.00004380415
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
              
                
              
            
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            -961000.00000000
            EUR
            -3753.91000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        24940000.00000000
        OU
        Other
        USD
        358650.65000000
        0.004185073250
        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
                
              
            
            24940000.00000000
            USD
            70.00000000
            USD
            2022-07-20
            XXXX
            278842.65000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292LNZ4
        
          
        
        43823.62400000
        PA
        USD
        44364.83000000
        0.000517690580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        781035.72000000
        0.009113859684
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            2339.22000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            778696.50000000
          
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
          
        
        60300.00000000
        NS
        USD
        10480743.00000000
        0.122299171014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
          
        
        62400.00000000
        NS
        USD
        2364960.00000000
        0.027596578551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TCW CLO 2017-1, Ltd
        N/A
        TCW CLO 2017-1A Ltd
        87240NAU0
        
          
        
        6095000.00000000
        PA
        USD
        5863495.44000000
        0.068420781957
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-29
          Floating
          2.41886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BMTY2
        
          
        
        13191749.36000000
        PA
        USD
        239377.48000000
        0.002793281675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-25
          Variable
          0.77523600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        257977.05000000
        0.003010318958
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WQB7
        
          
        
        185190.88000000
        PA
        USD
        175042.62000000
        0.002042561993
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133L74L8
        
          
        
        856838.32000000
        PA
        USD
        800698.56000000
        0.009343304202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        156225.26000000
        0.001822983331
        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
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            156010.38000000
          
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
          
          
        
        20400.00000000
        NS
        
        623328.41000000
        0.007273582398
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        New Fortress Energy Inc
        N/A
        New Fortress Energy Inc
        644393100
        
          
          
        
        56200.00000000
        NS
        USD
        2223834.00000000
        0.025949787593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        4974.07000000
        0.000058042129
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-18
            0.00000000
            USD
            0.00000000
            USD
            -1920000.00000000
            USD
            4974.07000000
          
        
        
          N
          N
          N
        
      
      
        FIRST ABU DHABI BANK PJSC
        2138002Y3WMK6RZS8H90
        FIRST ABU DHABI BANK PJSC
        000000000
        
          
          
        
        2200000.00000000
        PA
        
        323217.61000000
        0.003771607200
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2025-07-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
          
        
        2700.00000000
        NS
        USD
        161676.00000000
        0.001886587694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
          
        
        94053.00000000
        NS
        USD
        3328535.67000000
        0.038840486130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        1167.52000000
        0.000013623721
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-21
            1323.53000000
            USD
            0.00000000
            USD
            -17000.00000000
            USD
            -156.01000000
          
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        940000.00000000
        PA
        
        559438.51000000
        0.006528054929
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-02-26
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900NXH68CRC058O44
        OCP CLO 2014-5 Ltd
        67102SAL8
        
          
        
        4427000.00000000
        PA
        USD
        4338564.03000000
        0.050626447405
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          2.29371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2MV1
        
          
        
        25267.57400000
        PA
        USD
        26766.59000000
        0.000312337757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCA0
        
          
        
        9831.89300000
        PA
        USD
        8920.12000000
        0.000104088353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        549300ZPD490G9UI0A49
        Andorra International Bond
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        897048.69000000
        0.010467608178
        Long
        DBT
        NUSS
        AD
        N
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24931.51000000
        0.000290924317
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -145447000.00000000
            INR
            1865590.09000000
            USD
            2022-07-07
            24931.51000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3833.42000000
        -0.00004473195
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -893744.78000000
            USD
            731000.00000000
            GBP
            2022-07-07
            -3833.42000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2266000.00000000
        PA
        
        1945169.47000000
        0.022698067652
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-12-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YN2T3
        
          
        
        301041.01200000
        PA
        USD
        286144.03000000
        0.003338997784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sankyu Inc
        529900QWTXZZEM1T5G75
        Sankyu Inc
        000000000
        
          
          
          
        
        15100.00000000
        NS
        
        433891.64000000
        0.005063055919
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
          
          
        
        553155.00000000
        NS
        
        5633391.78000000
        0.065735715940
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Elevation CLO Ltd
        549300JPI8D017HI2768
        Elevation CLO 2021-14 Ltd
        28623RAC2
        
          
        
        15000000.00000000
        PA
        USD
        14426824.50000000
        0.168345762959
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.26271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        5066000.00000000
        PA
        
        4473946.65000000
        0.052206219201
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-11-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -42462.35000000
        -0.00049549065
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-09-02
            0.00000000
            USD
            0.00000000
            USD
            36000000.00000000
            JPY
            -42462.35000000
          
        
        
          N
          N
          N
        
      
      
        CADENT FINANCE PLC
        5493005M8TJ0J6IMUF67
        Cadent Finance PLC
        000000000
        
          
          
        
        1155000.00000000
        PA
        
        958824.06000000
        0.011188461322
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-19
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENQ69
        
          
        
        58762.31000000
        PA
        USD
        60637.86000000
        0.000707579606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -42320.39000000
        -0.00049383413
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-09-02
            0.00000000
            USD
            0.00000000
            USD
            52000000.00000000
            JPY
            -42320.39000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CEF7
        
          
        
        113222.61200000
        PA
        USD
        107832.63000000
        0.001258292590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
          
        
        33278.00000000
        NS
        USD
        15949479.84000000
        0.186113538185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        85548.04000000
        0.000998255025
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            10526.40000000
            USD
            0.00000000
            USD
            -4500000.00000000
            USD
            75021.64000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -22094.11000000
        -0.00025781486
        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
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        300000.00000000
        PA
        USD
        293727.51000000
        0.003427488964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp
        565849106
        
          
          
        
        13600.00000000
        NS
        USD
        305728.00000000
        0.003567521973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGHD9
        
          
        
        91391.93000000
        PA
        USD
        92034.73000000
        0.001073947828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
          
        
        330000.00000000
        PA
        USD
        287282.08000000
        0.003352277622
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
          
        
        14800.00000000
        NS
        USD
        663484.00000000
        0.007742155606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        312950000.00000000
        PA
        
        1944092.22000000
        0.022685497285
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2046-06-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
          
        
        8625.00000000
        NS
        USD
        1220265.00000000
        0.014239200209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833Z60
        
          
          
        
        855000.00000000
        PA
        USD
        516807.43000000
        0.006030595375
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        000000000
        
          
          
          
        
        2205.00000000
        NS
        
        270437.34000000
        0.003155717346
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -73844.68000000
        -0.00086168920
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -934716.57000000
            USD
            116673192.00000000
            JPY
            2022-07-19
            -73844.68000000
          
        
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
          
        
        3000.00000000
        NS
        USD
        177930.00000000
        0.002076254660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alibaba Group Holding Ltd
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        000000000
        
          
          
          
        
        15600.00000000
        NS
        
        222146.28000000
        0.002592211820
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AA7
        
          
          
        
        46000.00000000
        PA
        USD
        36013.70000000
        0.000420241738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QJU6
        
          
        
        123682.86200000
        PA
        USD
        130059.51000000
        0.001517656740
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust Series 2004-WMC3
        59020UCP8
        
          
        
        17776.75000000
        PA
        USD
        17429.09000000
        0.000203379021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Floating
          3.46857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
          
        
        39954.00000000
        NS
        USD
        6978765.18000000
        0.081434798679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        539481101
        
          
          
          
        
        10757.00000000
        NS
        
        970152.37000000
        0.011320650702
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        102599.93000000
        0.001197232523
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2041-11-12
            0.00000000
            USD
            0.00000000
            USD
            -1775000.00000000
            EUR
            102599.93000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
          
        
        371000.00000000
        PA
        USD
        307977.37000000
        0.003593769739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XSP84
        
          
        
        42760.08200000
        PA
        USD
        43061.02000000
        0.000502476498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAS0
        
          
          
        
        235000.00000000
        PA
        USD
        231836.59000000
        0.002705287475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZM5
        
          
        
        142830.85000000
        PA
        USD
        135200.15000000
        0.001577642564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
          
          
        
        423947.00000000
        NS
        
        10944802.79000000
        0.127714257293
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        N/A
        Sofi Alternative Trust 2019-F
        78472AAA0
        
          
        
        240012.08000000
        PA
        USD
        231191.42000000
        0.002697759024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-15
          Variable
          3.93211400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
          
        
        1779000.00000000
        PA
        USD
        1311719.02000000
        0.015306371766
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXI SPA
        5493000P70CQRQG8SN85
        Nexi SpA
        000000000
        
          
          
        
        3510000.00000000
        PA
        
        2560171.95000000
        0.029874495266
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-04-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        000000000
        
          
          
        
        439000.00000000
        PA
        
        440336.91000000
        0.005138265393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-27
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24950000.00000000
        OU
        Other
        USD
        -87053.80000000
        -0.00101582565
        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
                
              
            
            -24950000.00000000
            USD
            97.50000000
            USD
            2022-07-20
            XXXX
            -40272.55000000
          
        
        
          N
          N
          N
        
      
      
        Lottery Corp Ltd/The
        N/A
        Lottery Corp Ltd/The
        000000000
        
          
          
          
        
        164528.00000000
        NS
        
        512181.89000000
        0.005976620222
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752AS2
        
          
          
        
        259000.00000000
        PA
        USD
        209915.67000000
        0.002449493554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp
        172062101
        
          
          
        
        3000.00000000
        NS
        USD
        356940.00000000
        0.004165111777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        Structured Asset Investment Loan Trust 2004-BNC1
        86358EKX3
        
          
          
        
        53404.32000000
        PA
        USD
        51434.14000000
        0.000600181941
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          2.56357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
          
          
        
        25702.00000000
        NS
        
        1602637.36000000
        0.018701080692
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        TransDigm Group Inc
        N/A
        TransDigm Group Inc
        893641100
        
          
          
        
        7280.00000000
        NS
        USD
        3906957.60000000
        0.045590057467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chailease Holding Co Ltd
        529900L76E6T0JCM3J27
        Chailease Holding Co Ltd
        000000000
        
          
          
          
        
        84000.00000000
        NS
        
        588130.54000000
        0.006862860532
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAX8
        
          
          
        
        319000.00000000
        PA
        USD
        253353.82000000
        0.002956370761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
          
        
        23900.00000000
        NS
        USD
        7258430.00000000
        0.084698190945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        21081000000.00000000
        PA
        
        1350479.62000000
        0.015758666918
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
          
        
        12569.00000000
        NS
        USD
        1775119.87000000
        0.020713768914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        318000.00000000
        PA
        
        271519.56000000
        0.003168345708
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2035-10-12
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
          
        
        14513.00000000
        NS
        USD
        1330406.71000000
        0.015524437317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
          
        
        50926.00000000
        NS
        USD
        4313941.46000000
        0.050339128090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAG1
        
          
        
        345000.00000000
        PA
        USD
        330544.43000000
        0.003857103429
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO IX
        N/A
        Ocean Trails CLO IX
        67515XAN4
        
          
        
        5000000.00000000
        PA
        USD
        4815261.00000000
        0.056188996192
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.26429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -12550000.00000000
        OU
        Other
        USD
        -27983.87000000
        -0.00032654212
        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
                
              
            
            -12550000.00000000
            USD
            145.00000000
            USD
            2022-09-21
            XXXX
            7156.13000000
          
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
          
        
        98700.00000000
        NS
        USD
        26947074.00000000
        0.314443814857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/TRY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21674.70000000
        -0.00025292079
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -12256000.00000000
            TRY
            710739.97000000
            USD
            2022-07-07
            -21674.70000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAH2
        
          
          
        
        659000.00000000
        PA
        USD
        573231.10000000
        0.006688999847
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
          
        
        415000.00000000
        PA
        USD
        427539.80000000
        0.004988936673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
          
        
        16100.00000000
        NS
        USD
        574126.00000000
        0.006699442382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYT1
        
          
          
        
        358415.46000000
        PA
        USD
        339645.52000000
        0.003963303511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        19957.91000000
        0.000232887672
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2032-09-21
            0.00000000
            USD
            0.00000000
            USD
            -883000.00000000
            NZD
            19957.91000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYD6
        
          
          
        
        73480.98000000
        PA
        USD
        74055.03000000
        0.000864143770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
          
          
        
        35063.00000000
        NS
        USD
        4417587.37000000
        0.051548566092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
          
        
        22400.00000000
        NS
        USD
        234528.00000000
        0.002736693379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
          
        
        14600.00000000
        NS
        USD
        871182.00000000
        0.010165771301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SINOPEC GRP DEV 2018
        549300C6OZZ8LTVR8209
        Sinopec Group Overseas Development 2018 Ltd
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        437646.24000000
        0.005106868124
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2031-01-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF ARGENTINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        390563.17000000
        0.004557458561
        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
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -71863.76000000
        -0.00083857397
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1027599.61000000
            USD
            362691282.00000000
            HUF
            2022-07-19
            -71863.76000000
          
        
        
          N
          N
          N
        
      
      
        Lenovo Group Ltd
        254900VUZRGD5U73RE46
        Lenovo Group Ltd
        000000000
        
          
          
          
        
        400000.00000000
        NS
        
        372943.82000000
        0.004351859407
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Social Professional Loan Progr
        N/A
        Sofi Professional Loan Program 2019-C LLC
        83401CAB0
        
          
        
        124508.36000000
        PA
        USD
        120162.47000000
        0.001402168764
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-16
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novatek Microelectronics Corp
        N/A
        Novatek Microelectronics Corp
        000000000
        
          
          
          
        
        27000.00000000
        NS
        
        273834.93000000
        0.003195363623
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
          
          
        
        56500.00000000
        NS
        USD
        2570185.00000000
        0.029991336955
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        527000.00000000
        PA
        
        333193.17000000
        0.003888011420
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2061-10-22
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U49
        
          
          
        
        78850000.00000000
        PA
        USD
        78585495.31000000
        0.917009503063
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
          
        
        1620000.00000000
        PA
        
        1653494.97000000
        0.019294535140
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2029-06-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DL8
        
          
          
        
        89000.00000000
        PA
        USD
        83302.97000000
        0.000972057436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        2300000.00000000
        PA
        
        1933745.41000000
        0.022564760971
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
          
          
        
        144626.00000000
        NS
        
        2560619.54000000
        0.029879718167
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCX6
        
          
          
        
        445000.00000000
        PA
        USD
        411280.22000000
        0.004799204594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iA Financial Corp Inc
        549300ZXLJVHQAIXV215
        iA Financial Corp Inc
        45075E104
        
          
          
          
        
        6746.00000000
        NS
        
        335518.12000000
        0.003915141124
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
          
        
        1569000.00000000
        PA
        USD
        1234673.79000000
        0.014407335528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Euro CLO
        549300GHZE7CYFQDBC40
        Invesco Euro CLO I DAC
        000000000
        
          
        
        3519000.00000000
        PA
        
        3588125.50000000
        0.041869624524
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-07-15
          Floating
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT
        549300237GPHG2AI7C34
        New Zealand Government Bond
        000000000
        
          
          
        
        13011000.00000000
        PA
        
        6880388.45000000
        0.080286846427
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2032-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WE2P3
        
          
        
        32857.11000000
        PA
        USD
        33410.60000000
        0.000389866317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -32526.41000000
        -0.00037954875
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1902000.00000000
            USD
            9798685.56000000
            BRL
            2022-07-05
            -32526.41000000
          
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp
        78442P106
        
          
          
        
        51127.00000000
        NS
        USD
        814964.38000000
        0.009509771213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
          
          
        
        20091.00000000
        NS
        
        1507978.00000000
        0.017596506212
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        635400UODWAQKOLDKL79
        Telos CLO 2013-4 Ltd
        87974HAS0
        
          
        
        1937431.94000000
        PA
        USD
        1918531.71000000
        0.022387233204
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-17
          Floating
          2.28429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
          
        
        1000.00000000
        NS
        USD
        330980.00000000
        0.003862186070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        345000.00000000
        PA
        
        250519.76000000
        0.002923300282
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2045-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        34744.66000000
        0.000405433385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -151572131.00000000
            TWD
            5167615.33000000
            USD
            2022-09-21
            34744.66000000
          
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
          
          
        
        700.00000000
        NS
        USD
        196196.00000000
        0.002289399535
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        59081.97000000
        0.000689424018
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -176141929.00000000
            TWD
            6023989.47000000
            USD
            2022-09-21
            59081.97000000
          
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        33659.00000000
        NS
        USD
        9677972.27000000
        0.112931686782
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          
        
      
      
        20 TSQ GroundCo LLC
        N/A
        20 Times Square Trust 2018-20TS
        90137LAJ9
        
          
        
        400000.00000000
        PA
        USD
        376057.36000000
        0.004388191121
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          3.20323000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        485900000.00000000
        PA
        
        3581689.09000000
        0.041794518436
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-07-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BAP1
        
          
        
        24355.05000000
        PA
        USD
        24957.19000000
        0.000291223975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -15370000.00000000
        OU
        Other
        USD
        -41992.02000000
        -0.00049000240
        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
                
              
            
            -15370000.00000000
            USD
            115.00000000
            USD
            2022-08-17
            XXXX
            -7747.66000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11330.28000000
        0.000132212368
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -870000.00000000
            ILS
            260471.24000000
            USD
            2022-07-07
            11330.28000000
          
        
        
          N
          N
          N
        
      
      
        Emirates NBD Bank PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
          
        
        59675.00000000
        NS
        
        214702.98000000
        0.002505356392
        Long
        EC
        CORP
        AE
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -24950000.00000000
        OU
        Other
        USD
        -2945.01000000
        -0.00003436514
        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
                
              
            
            -24950000.00000000
            USD
            70.00000000
            USD
            2022-08-17
            XXXX
            50946.99000000
          
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769GAA8
        
          
          
        
        600000.00000000
        PA
        USD
        468247.93000000
        0.005463957437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/T
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
          
        
        7900.00000000
        NS
        USD
        217487.00000000
        0.002537842956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
          
        
        1100.00000000
        NS
        USD
        190135.00000000
        0.002218674084
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        107686.49000000
        0.001256587291
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -3934771675.00000000
            KRW
            3166588.88000000
            USD
            2022-09-21
            107686.49000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BU53
        
          
        
        48740.23000000
        PA
        USD
        48579.62000000
        0.000566872716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
          
        
        23000.00000000
        NS
        USD
        3421710.00000000
        0.039927731884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS EMIRATE OF ABU DHABI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -14116.72000000
        -0.00016472717
        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
            2339.20000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            -16455.92000000
          
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
          
        
        2200.00000000
        NS
        USD
        292556.00000000
        0.003413818683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        429050000.00000000
        PA
        
        2960276.26000000
        0.034543288827
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2047-09-20
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24859.83000000
        0.000290087887
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -14230000.00000000
            SEK
            1416196.76000000
            USD
            2022-07-07
            24859.83000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
        46654EAQ4
        
          
        
        1035000.00000000
        PA
        USD
        938544.93000000
        0.010951825352
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          4.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
          
        
        3600.00000000
        NS
        USD
        172980.00000000
        0.002018493402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        575850000.00000000
        PA
        
        4232198.33000000
        0.049385272334
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2029-03-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20654.03000000
        -0.00024101065
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -871961.33000000
            USD
            812000.00000000
            EUR
            2022-07-07
            -20654.03000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAS2
        
          
          
        
        100000.00000000
        PA
        USD
        83866.25000000
        0.000978630317
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2062-03-15
          Fixed
          5.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        1010061.00000000
        NS
        USD
        138095539.92000000
        1.611428698614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
          
          
        
        151106.00000000
        NS
        
        12770446.79000000
        0.149017589296
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -105948.41000000
        -0.00123630573
        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
        
      
      
        MSCI Inc
        549300HTIN2PD78UB763
        MSCI Inc
        55354G100
        
          
          
        
        1500.00000000
        NS
        USD
        618225.00000000
        0.007214031009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        39000.00000000
        PA
        
        23931.56000000
        0.000279255960
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        Kellogg Co
        487836108
        
          
          
        
        4800.00000000
        NS
        USD
        342432.00000000
        0.003995818782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
          
          
        
        15800.00000000
        NS
        
        692747.16000000
        0.008083625692
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5372.40000000
        0.000062690218
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1329000.00000000
            USD
            506379700.00000000
            HUF
            2022-07-19
            5372.40000000
          
        
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
        76174LAA1
        
          
          
        
        750000.00000000
        PA
        USD
        640777.41000000
        0.007477193749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        15370000.00000000
        OU
        Other
        USD
        109761.97000000
        0.001280805944
        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
                
              
            
            15370000.00000000
            USD
            90.00000000
            USD
            2022-08-17
            XXXX
            40689.19000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
          
        
        42900.00000000
        NS
        USD
        4034316.00000000
        0.047076195114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        156207.14000000
        0.001822771890
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            214.88000000
            USD
            0.00000000
            USD
            -200000.00000000
            USD
            155992.26000000
          
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        000000000
        
          
          
        
        1950000.00000000
        PA
        
        1821184.00000000
        0.021251288526
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAB0
        
          
          
        
        1500000.00000000
        PA
        USD
        1040504.75000000
        0.012141588469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBM1
        
          
          
        
        217000.00000000
        PA
        USD
        191804.06000000
        0.002238150247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Shenhua Energy Co Ltd
        529900N9JOX4C108MA40
        China Shenhua Energy Co Ltd
        000000000
        
          
          
          
        
        183500.00000000
        NS
        
        527713.31000000
        0.006157855444
        Long
        EC
        CORP
        CN
        N
        
        2
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        Macy's Inc
        55616P104
        
          
          
        
        106400.00000000
        NS
        USD
        1949248.00000000
        0.022745659778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/HUF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26604.18000000
        -0.00031044260
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -927000.00000000
            USD
            341690346.00000000
            HUF
            2022-07-19
            -26604.18000000
          
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446R109
        
          
          
        
        11400.00000000
        NS
        USD
        225378.00000000
        0.002629922569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
          
        
        265000.00000000
        PA
        
        233179.22000000
        0.002720954545
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-08-13
          Fixed
          0.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
          
        
        1059999.99999900
        PA
        USD
        843574.68000000
        0.009843623114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CZK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -27099.71000000
        -0.00031622491
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2663000.00000000
            USD
            62400851.10000000
            CZK
            2022-07-19
            -27099.71000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        215000.00000000
        PA
        
        226435.80000000
        0.002642265975
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argent Securities Inc.
        N/A
        Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10
        040104LM1
        
          
          
        
        16941.43000000
        PA
        USD
        16445.16000000
        0.000191897600
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Floating
          2.40357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
          
          
        
        31314.00000000
        NS
        
        1348438.08000000
        0.015734844309
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PGIM Institutional Money Market Fund - D
        N/A
        PGIM Institutional Money Market Fund - D
        000000000
        
          
        
        89795806.55800000
        NS
        USD
        89714990.33000000
        1.046878923080
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Kraft Heinz Co/The
        9845007488EC87F5AF14
        Kraft Heinz Co/The
        500754106
        
          
          
        
        111500.00000000
        NS
        USD
        4252610.00000000
        0.049623454906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        000000000
        
          
          
        
        1026000.00000000
        PA
        
        786053.23000000
        0.009172408712
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-05-20
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        -64.00000000
        NC
        
        -113981.79000000
        -0.00133004677
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Short
            
              
                UK TSY 4 1/4% 2032
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-09-28
            -8745652.99000000
            USD
            -113981.79000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -104825.69000000
        -0.00122320478
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -7728580.84000000
            USD
            1034000000.00000000
            JPY
            2022-07-07
            -104825.69000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        23820000.00000000
        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
                
              
            
            23820000.00000000
            USD
            35.00000000
            USD
            2022-07-20
            XXXX
            -119.10000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ABF4
        
          
        
        92875.08300000
        PA
        USD
        91354.09000000
        0.001066005480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK34
        06541JAL5
        
          
        
        230000.00000000
        PA
        USD
        198159.03000000
        0.002312306016
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-06-15
          Fixed
          2.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        32649.98000000
        0.000380990688
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1174221.74000000
            USD
            24300000.00000000
            MXN
            2022-07-07
            32649.98000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3840.34000000
        -0.00004481270
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -835604.84000000
            USD
            1205000.00000000
            AUD
            2022-07-07
            -3840.34000000
          
        
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
          
          
        
        3657.00000000
        NS
        
        1947801.37000000
        0.022728779138
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2021-1 Trust
        83407CAC2
        
          
        
        200000.00000000
        PA
        USD
        184682.62000000
        0.002155050584
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANSYS Inc
        549300VJV8H15Z5FJ571
        ANSYS Inc
        03662Q105
        
          
          
        
        1600.00000000
        NS
        USD
        382864.00000000
        0.004467617401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKC2
        
          
          
        
        240000.00000000
        PA
        USD
        186637.13000000
        0.002177857646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
          
        
        3000.00000000
        NS
        USD
        524580.00000000
        0.006121293035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -29795.50000000
        -0.00034768192
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1751116.06000000
            USD
            2493456.91000000
            AUD
            2022-07-19
            -29795.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -40796.00000000
        -0.00047604611
        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
            14035.21000000
            USD
            0.00000000
            USD
            -6000000.00000000
            USD
            -54831.21000000
          
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        204871.00000000
        NS
        USD
        22259234.15000000
        0.259741688538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BR9
        
          
          
        
        395000.00000000
        PA
        USD
        389696.37000000
        0.004547343923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418B3M6
        
          
        
        35313.53000000
        PA
        USD
        33769.42000000
        0.000394053367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410G4K6
        
          
        
        24530.44400000
        PA
        USD
        26864.64000000
        0.000313481897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        167300000.00000000
        PA
        
        1407407.24000000
        0.016422951954
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2033-06-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        35400.00000000
        NS
        USD
        4762716.00000000
        0.055575851690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2232.11000000
        -0.00002604635
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -423692.13000000
            USD
            402000.00000000
            EUR
            2022-07-07
            -2232.11000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MQS2
        
          
        
        7892.73000000
        PA
        USD
        8373.11000000
        0.000097705326
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        182595.00000000
        0.002130690269
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAE3
        
          
          
        
        425000.00000000
        PA
        USD
        412486.85000000
        0.004813284688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        000000000
        
          
          
          
        
        13445.00000000
        NS
        
        524966.41000000
        0.006125802030
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-MINI RUSSELL 2000 INDEX
        000000000
        
          
          
        
        351.00000000
        NC
        USD
        -133499.97000000
        -0.00155780326
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            30108899.97000000
            USD
            -133499.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        JPY CALL VERSUS USD PUT
        000000000
        
          
        
        362000.00000000
        NC
        USD
        3085.98000000
        0.000036010118
        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
                
              
            
            362000.00000000
            USD
            115.00000000
            USD
            2022-09-29
            XXXX
            -31666.02000000
          
        
        
          N
          N
          N
        
      
      
        JEFFERIES GRP LLC / CAP
        N/A
        Jefferies Group LLC / Jefferies Group Capital Finance Inc
        47233JGT9
        
          
          
        
        586000.00000000
        PA
        USD
        450998.85000000
        0.005262678942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities Trust 2003-2
        07384YJQ0
        
          
        
        13791.60000000
        PA
        USD
        13307.69000000
        0.000155286648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-03-25
          Floating
          3.12357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/T
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
          
        
        122700.00000000
        NS
        USD
        5117817.00000000
        0.059719504285
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1568.35000000
        0.000018300983
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -43000.00000000
            GBP
            53916.08000000
            USD
            2022-07-07
            1568.35000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BG2
        
          
          
        
        650000.00000000
        PA
        USD
        682218.47000000
        0.007960767030
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2033-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDS2
        
          
          
        
        15000.00000000
        PA
        USD
        12055.20000000
        0.000140671416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
          
        
        170000.00000000
        PA
        USD
        137393.24000000
        0.001603233602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224107
        
          
          
          
        
        26854.00000000
        NS
        
        942143.13000000
        0.010993812535
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5MF3
        
          
        
        425814.10000000
        PA
        USD
        391120.89000000
        0.004563966563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mahindra & Mahindra Ltd
        3358003B573EV4KB4Z02
        Mahindra & Mahindra Ltd
        000000000
        
          
          
          
        
        39111.00000000
        NS
        
        543697.83000000
        0.006344377864
        Long
        EC
        CORP
        IN
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BWJ1
        
          
        
        23005.82000000
        PA
        USD
        22930.01000000
        0.000267568932
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC21 Mortgage Trust
        12593FBC7
        
          
        
        673384.25000000
        PA
        USD
        654338.65000000
        0.007635439057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
          
        
        17166.00000000
        NS
        USD
        9325944.48000000
        0.108823895293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        20000.00000000
        PA
        USD
        18804.40000000
        0.000219427432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
          
        
        46400.00000000
        NS
        USD
        9745856.00000000
        0.113723818018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YNB71
        
          
        
        95007.85000000
        PA
        USD
        94694.68000000
        0.001104986627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        230000.00000000
        PA
        USD
        195362.42000000
        0.002279672539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        SWOP CDS CDX.NA.IG.38.V1
        000000000
        
          
        
        -15370000.00000000
        OU
        Other
        USD
        -2218.07000000
        -0.00002588252
        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
                
              
            
            -15370000.00000000
            USD
            75.00000000
            USD
            2022-08-17
            XXXX
            25063.68000000
          
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
          
        
        36000.00000000
        NS
        USD
        6435360.00000000
        0.075093835730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
          
        
        53054.00000000
        NS
        USD
        5859283.76000000
        0.068371636112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973BC9
        
          
          
        
        1350000.00000000
        PA
        USD
        1040722.70000000
        0.012144131715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
          
        
        115000.00000000
        PA
        USD
        128695.92000000
        0.001501745088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stora Enso Oyj
        7437000ZP669LKUTZ738
        Stora Enso Oyj
        000000000
        
          
          
          
        
        147720.00000000
        NS
        
        2311212.47000000
        0.026969401799
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680103
        
          
          
        
        8300.00000000
        NS
        USD
        460650.00000000
        0.005375297641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DK3
        
          
          
        
        45000.00000000
        PA
        USD
        39274.13000000
        0.000458287503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KKK4
        
          
        
        230000.00000000
        PA
        USD
        193015.06000000
        0.002252281334
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-09-25
          Floating
          4.27566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1443.92000000
        -0.00001684901
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -209184.72000000
            USD
            267404.17000000
            CAD
            2022-07-19
            -1443.92000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -81815.11000000
        -0.00095469568
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-10
            0.00000000
            USD
            0.00000000
            USD
            795000.00000000
            NZD
            -81815.11000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5421.48000000
        0.000063262929
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -214000.00000000
            EUR
            229780.79000000
            USD
            2022-07-07
            5421.48000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-H7
        61771MAV2
        
          
        
        65000.00000000
        PA
        USD
        59418.11000000
        0.000693346416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-15
          Fixed
          3.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BLL8
        
          
        
        33523.40000000
        PA
        USD
        33560.14000000
        0.000391611291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YQ7
        
          
          
        
        946000.00000000
        PA
        USD
        890865.94000000
        0.010395462034
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        8303.77000000
        0.000096896201
        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
            3508.81000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            4794.96000000
          
        
        
          N
          N
          N
        
      
      
        TSMC
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co Ltd
        874039100
        
          
          
        
        50582.00000000
        NS
        USD
        4135078.50000000
        0.048251986775
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide Inc
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide Inc
        12541W209
        
          
          
        
        2400.00000000
        NS
        USD
        243288.00000000
        0.002838913302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
          
        
        175000.00000000
        PA
        USD
        139877.35000000
        0.001632220535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parallel Ltd
        N/A
        Parallel 2020-1 Ltd
        69917AAN4
        
          
        
        810000.00000000
        PA
        USD
        779088.62000000
        0.009091139089
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          2.91271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        110709FL1
        
          
          
        
        324000.00000000
        PA
        
        266642.51000000
        0.003111435699
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2037-06-18
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC31
        17323YAC3
        
          
        
        787911.84000000
        PA
        USD
        766301.47000000
        0.008941926591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-10
          Fixed
          3.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        597000.00000000
        PA
        
        607612.51000000
        0.007090194490
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/TWD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -62517.74000000
        -0.00072951581
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3477307.76000000
            USD
            101520000.00000000
            TWD
            2022-07-07
            -62517.74000000
          
        
        
          N
          N
          N
        
      
      
        NEDER WATERSCHAPSBANK
        JLP5FSPH9WPSHY3NIM24
        Nederlandse Waterschapsbank NV
        000000000
        
          
          
        
        5186000.00000000
        PA
        
        5082159.57000000
        0.059303419840
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        Bain Capital Credit CLO 2022-1 Ltd
        05684UAA3
        
          
        
        15000000.00000000
        PA
        USD
        14414860.50000000
        0.168206155750
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-18
          Floating
          2.21923000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        473400000.00000000
        PA
        
        3447082.89000000
        0.040223806638
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        THB/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        290788.55000000
        0.003393194414
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -616155972.23000000
            THB
            17787018.22000000
            USD
            2022-09-21
            290788.55000000
          
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
          
        
        2900.00000000
        NS
        USD
        167388.00000000
        0.001953240685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        500000.00000000
        PA
        
        428038.53000000
        0.004994756324
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-01-19
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEM9
        
          
          
        
        195000.00000000
        PA
        USD
        192745.31000000
        0.002249133637
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-MINI STANDARD & POOR'S 500 INDEX
        000000000
        
          
          
        
        2519.00000000
        NC
        USD
        3517740.76000000
        0.041048309150
        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
            473769784.25000000
            USD
            3517740.76000000
          
        
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
          
          
        
        5432.00000000
        NS
        
        396265.77000000
        0.004624001864
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
          
        
        47356.00000000
        NS
        USD
        1504026.56000000
        0.017550397092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darden Restaurants Inc
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants Inc
        237194105
        
          
          
        
        2300.00000000
        NS
        USD
        260176.00000000
        0.003035978376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932RAJ3
        
          
          
        
        1175323.47000000
        PA
        USD
        1085411.22000000
        0.012665599415
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          5.39160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2019-C17 Commercial Mortgage Trust
        12597BAT6
        
          
        
        145000.00000000
        PA
        USD
        129713.35000000
        0.001513617419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          2.76280000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
          
          
        
        60710.00000000
        NS
        
        317974.10000000
        0.003710420991
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -89575.46000000
        -0.00104525075
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5982204.68000000
            USD
            7594450000.00000000
            KRW
            2022-07-07
            -89575.46000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAS5
        
          
          
        
        250000.00000000
        PA
        USD
        228606.84000000
        0.002667599713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mapletree Commercial Trust
        549300BF18K4IC5LZ208
        Mapletree Commercial Trust
        000000000
        
          
          
          
        
        214000.00000000
        NS
        
        282121.87000000
        0.003292063437
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        New World Development Co Ltd
        2549008GWMWXTIRL4S48
        New World Development Co Ltd
        000000000
        
          
          
          
        
        75000.00000000
        NS
        
        269234.97000000
        0.003141686962
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO Payment Gateway Inc
        353800Q6U21E2PM83F86
        GMO Payment Gateway Inc
        000000000
        
          
          
          
        
        3475.00000000
        NS
        
        244833.44000000
        0.002856946950
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd
        N/A
        BOC Hong Kong Holdings Ltd
        000000000
        
          
          
          
        
        53500.00000000
        NS
        
        211490.62000000
        0.002467871552
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBA1
        
          
          
        
        480000.00000000
        PA
        USD
        449562.62000000
        0.005245919659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11688.92000000
        0.000136397317
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -739000.00000000
            GBP
            911339.39000000
            USD
            2022-07-07
            11688.92000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC23 Mortgage Trust
        12636FBH5
        
          
        
        520000.00000000
        PA
        USD
        507459.42000000
        0.005921513998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          3.52100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
          
        
        33860000.00000000
        PA
        USD
        25749471.88000000
        0.300469066456
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EBR0
        
          
        
        676567.62000000
        PA
        USD
        588048.00000000
        0.006861897378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -33560.36000000
        -0.00039161385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -873446.81000000
            USD
            8590000.00000000
            SEK
            2022-07-07
            -33560.36000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XUX0
        
          
        
        290423.44000000
        PA
        USD
        290773.66000000
        0.003393020663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-05-25
          Floating
          4.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YVEZ8
        
          
        
        32875.49200000
        PA
        USD
        31194.45000000
        0.000364006194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        Bio-Techne Corp
        09073M104
        
          
          
        
        700.00000000
        NS
        USD
        242648.00000000
        0.002831445179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
          
          
        
        133790.00000000
        NS
        
        8011346.31000000
        0.093483926895
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
          
          
        
        6000.00000000
        NS
        USD
        678900.00000000
        0.007922044000
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/PEN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        37508.06000000
        0.000437679336
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -3552000.00000000
            PEN
            964535.93000000
            USD
            2022-07-07
            37508.06000000
          
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
          
        
        1100.00000000
        NS
        USD
        434489.00000000
        0.005070026477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lazard Ltd
        254900RIBCDJSUFG1A11
        Lazard Ltd
        000000000
        
          
          
          
        
        7799.00000000
        NS
        USD
        252765.59000000
        0.002949506739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CITIGROUP GLOBAL MARKETS INC.
        MBNUM2BPBDO7JBLYG310
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        93891.80000000
        0.001095617868
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            -22491000.00000000
            SEK
            2292947.24000000
            USD
            2022-07-07
            93891.80000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-08-18
      Advanced Series Trust
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer
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