Form NPORT-P ADVANCED SERIES TRUST For: Jun 30

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August 19, 2022 3:27 PM EDT
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    NPORT-P
    false
    
      
      
        
          0000814679
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        S000019377
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      Advanced Series Trust
      811-05186
      0000814679
      549300VWSUPW8FKG9V43
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-888-778-2888
      AST Moderate Multi-Asset Portfolio
      S000019377
      9LV86SUXPNK4NUSCPR41
      2022-12-31
      2022-06-30
      N
    
    
      3586540931.78
      57213004.13
      3529327927.65
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      12752413.19000000
      0.00000000
      37794.83000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
          
          
        
        17702.00000000
        NS
        
        1059995.91000000
        0.030033930870
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AL5
        
          
          
        
        2975000.00000000
        PA
        USD
        3150397.49000000
        0.089263382564
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2038-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
          
        
        1500.00000000
        NS
        USD
        717855.00000000
        0.020339708146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
          
        
        7800.00000000
        NS
        USD
        988650.00000000
        0.028012415402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AWT1
        
          
        
        286221.54000000
        PA
        USD
        282266.47000000
        0.007997739960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        525000.00000000
        PA
        
        324294.79000000
        0.009188570647
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-09-21
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        000000000
        
          
          
        
        225000.00000000
        PA
        
        225685.20000000
        0.006394565895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-27
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
          
        
        290000.00000000
        PA
        USD
        240726.76000000
        0.006820753552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO TEACHERS' FINANC
        635400ZZE5J8OXXBBY26
        Ontario Teachers' Finance Trust
        68329AAH1
        
          
          
        
        845000.00000000
        PA
        USD
        705280.12000000
        0.019983411415
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-09-27
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68323ADP6
        
          
          
        
        180000.00000000
        PA
        USD
        174646.33000000
        0.004948430227
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-04-27
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087N59
        
          
          
        
        200000.00000000
        PA
        
        139412.52000000
        0.003950115230
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2032-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAQ9
        
          
          
        
        125000.00000000
        PA
        USD
        106877.36000000
        0.003028263799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-10
          Fixed
          2.75900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        380000.00000000
        PA
        
        377741.97000000
        0.010702943385
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2027-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN TREASURY DISC BILL
        353800WZS8AXZXFUC241
        Japan Treasury Discount Bill
        000000000
        
          
          
        
        300000000.00000000
        PA
        
        2211764.39000000
        0.062668146325
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-09-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        SKF AB
        000000000
        
          
          
          
        
        5957.00000000
        NS
        
        87812.70000000
        0.002488085601
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        1740000.00000000
        PA
        
        1158218.02000000
        0.032816956761
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2028-11-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        95000.00000000
        PA
        
        80486.11000000
        0.002280493953
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2067-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
          
        
        5200.00000000
        NS
        USD
        847808.00000000
        0.024021797276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ISRAEL FIXED BOND
        213800T8ZHTFZIBYPE21
        Israel Government Bond - Fixed
        000000000
        
          
          
        
        720000.00000000
        PA
        
        183492.35000000
        0.005199073414
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-03-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
          
        
        760000.00000000
        PA
        
        775713.69000000
        0.021979076637
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2029-06-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
          
        
        40000.00000000
        PA
        USD
        35314.55000000
        0.001000602684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
          
          
        
        14975.00000000
        NS
        
        299368.39000000
        0.008482305870
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DH7
        
          
          
        
        310000.00000000
        PA
        USD
        303425.35000000
        0.008597255801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
          
        
        570225.00000000
        NS
        
        1522718.16000000
        0.043144706052
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        547.00000000
        NC
        USD
        556416.88000000
        0.015765519424
        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
            114322130.54000000
            USD
            556416.88000000
          
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        TK Elevator Midco GmbH
        000000000
        
          
          
        
        425000.00000000
        PA
        
        384948.30000000
        0.010907127586
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
          
        
        76200.00000000
        NS
        USD
        5324094.00000000
        0.150852913334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        Bain Capital Credit CLO 2018-1
        05683LAA4
        
          
        
        1920000.00000000
        PA
        USD
        1878081.98000000
        0.053213586793
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-23
          Floating
          2.14400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INT'L GROWTH PORTFOLIO
        75JAHXN59CJ4IX48GQ70
        AST INTERNATIONAL GROWTH PORTFOLIO
        000000000
        
          
        
        1320901.24900000
        NS
        USD
        27606836.10000000
        0.782212270039
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares Core U.S. Aggregate Bond ETF
        549300F7VSXTKBGHJE47
        iShares Core U.S. Aggregate Bond ETF
        464287226
        
          
          
        
        215800.00000000
        NS
        USD
        21942544.00000000
        0.621720181570
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        90612.18000000
        0.002567406085
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2029-06-19
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBT1
        
          
          
        
        5000.00000000
        PA
        USD
        3992.91000000
        0.000113135137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHOW TAI FOOK
        254900VXRL7SRSF44G79
        Chow Tai Fook Jewellery Group Ltd
        000000000
        
          
          
          
        
        44200.00000000
        NS
        
        82831.65000000
        0.002346952499
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
          
          
        
        213840.00000000
        NS
        
        1201786.40000000
        0.034051423518
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp
        25470M109
        
          
          
        
        14400.00000000
        NS
        USD
        258192.00000000
        0.007315613773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
          
        
        455000.00000000
        PA
        USD
        380708.07000000
        0.010786984882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCI BANQUE SA
        96950001WI712W7PQG45
        RCI Banque SA
        000000000
        
          
          
        
        575000.00000000
        PA
        
        591383.79000000
        0.016756272075
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAV1
        
          
          
        
        200000.00000000
        PA
        USD
        166464.27000000
        0.004716599687
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
          
        
        114000.00000000
        NS
        USD
        43006500.00000000
        1.218546445148
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        000000000
        
          
          
          
        
        553165.00000000
        NS
        
        1377740.29000000
        0.039036902159
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
          
          
        
        126659.00000000
        NS
        
        1554888.13000000
        0.044056210187
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
          
        
        29400.00000000
        NS
        USD
        3998694.00000000
        0.113299021285
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nibe Industrier AB
        549300ZQH0FIF1P0MX67
        Nibe Industrier AB
        000000000
        
          
          
          
        
        24470.00000000
        NS
        
        183934.41000000
        0.005211598745
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAA1
        
          
          
        
        165000.00000000
        PA
        USD
        145565.88000000
        0.004124464571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        521150000.00000000
        PA
        
        3857974.81000000
        0.109311882859
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2026-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        South32 Ltd
        000000000
        
          
          
          
        
        73237.00000000
        NS
        
        198829.79000000
        0.005633644537
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAM1
        
          
          
        
        3970000.00000000
        PA
        USD
        3722650.62000000
        0.105477606397
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2U6
        
          
          
        
        5235000.00000000
        PA
        USD
        4646499.78000000
        0.131653954385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEK4
        
          
          
        
        55000.00000000
        PA
        USD
        55009.99000000
        0.001558653407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
          
          
        
        2313.00000000
        NS
        
        210072.23000000
        0.005952187903
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
          
        
        19900.00000000
        NS
        USD
        1843934.00000000
        0.052246037710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Group Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Group Corp
        000000000
        
          
          
          
        
        19200.00000000
        NS
        
        104941.76000000
        0.002973420496
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAC6
        
          
          
        
        512000.00000000
        PA
        USD
        465920.00000000
        0.013201380250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        224700000.00000000
        PA
        
        1395870.02000000
        0.039550590044
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2046-06-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        15000.00000000
        PA
        
        11634.74000000
        0.000329658797
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
          
        
        305000.00000000
        PA
        USD
        253417.40000000
        0.007180330227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
          
          
        
        10725.00000000
        NS
        
        3579135.72000000
        0.101411254305
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance Sarl
        000000000
        
          
          
        
        230000.00000000
        PA
        
        171762.25000000
        0.004866712686
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-02-12
          Fixed
          1.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essity AB
        549300G8E6YUVJ1DA153
        Essity AB
        000000000
        
          
          
          
        
        9087.00000000
        NS
        
        237092.02000000
        0.006717766806
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimizu Corp
        353800BRAE0QFP3ZLY22
        Shimizu Corp
        000000000
        
          
          
          
        
        15300.00000000
        NS
        
        84448.82000000
        0.002392773404
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -228.59000000
        -0.00000647687
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1235765.37000000
            USD
            29249417.00000000
            CZK
            2022-07-19
            -228.59000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        485000.00000000
        PA
        
        360861.58000000
        0.010224654308
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
          
        
        4500.00000000
        NS
        USD
        976455.00000000
        0.027666882194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBE0
        
          
          
        
        155000.00000000
        PA
        USD
        132030.68000000
        0.003740958128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
          
        
        28000.00000000
        NS
        USD
        7679560.00000000
        0.217592701993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CP5
        
          
          
        
        180000.00000000
        PA
        USD
        167896.47000000
        0.004757179651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
          
        
        220000.00000000
        PA
        USD
        171776.15000000
        0.004867106529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        1245000.00000000
        PA
        
        796985.92000000
        0.022581804137
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2052-01-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863BA7
        
          
          
        
        215000.00000000
        PA
        USD
        178907.74000000
        0.005069173045
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-03-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
          
        
        634000.00000000
        PA
        USD
        573097.46000000
        0.016238147084
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
          
          
        
        16290.00000000
        NS
        
        320649.05000000
        0.009085272226
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Expeditors International of Wa
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
          
        
        2800.00000000
        NS
        USD
        272888.00000000
        0.007732010331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
          
          
        
        5587.00000000
        NS
        
        240586.43000000
        0.006816777441
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
          
        
        1723000.00000000
        PA
        USD
        1527998.44000000
        0.043294317539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
          
          
        
        3953.00000000
        NS
        
        1881413.08000000
        0.053307970201
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        000000000
        
          
          
          
        
        745453.00000000
        NS
        
        2103648.39000000
        0.059604786892
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
          
          
        
        25685.00000000
        NS
        
        309635.38000000
        0.008773210830
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
          
        
        61900.00000000
        NS
        USD
        3914556.00000000
        0.110915054657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L7F20
        
          
        
        120703.12000000
        PA
        USD
        121672.09000000
        0.003447457773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
          
        
        5200.00000000
        NS
        USD
        734188.00000000
        0.020802487472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
          
          
        
        69521.00000000
        NS
        
        1813023.49000000
        0.051370219122
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
          
          
        
        5700.00000000
        NS
        
        641522.09000000
        0.018176890987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc
        69527AAA4
        
          
          
        
        686000.00000000
        PA
        USD
        583216.65000000
        0.016524864278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NARRAGANSETT ELECTRIC
        VAI0KZ806W8MCH0BCZ61
        Narragansett Electric Co/The
        631005BC8
        
          
          
        
        697000.00000000
        PA
        USD
        727303.91000000
        0.020607433622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          5.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
          
        
        660000.00000000
        PA
        
        542902.74000000
        0.015382609695
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-11-25
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGMA ALIMENTOS SA
        549300FW3RGHPHT21D10
        Sigma Alimentos SA de CV
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        188445.09000000
        0.005339404381
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-02
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        190000.00000000
        PA
        
        193837.59000000
        0.005492195510
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468U6
        
          
          
        
        10175000.00000000
        PA
        USD
        8011405.40000000
        0.226995211672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-13
          Fixed
          1.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
          
          
        
        12681.00000000
        NS
        
        399067.63000000
        0.011307184772
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JT5
        
          
          
        
        110000.00000000
        PA
        USD
        88605.88000000
        0.002510559568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
          
          
        
        34300.00000000
        NS
        
        1503875.17000000
        0.042610808653
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCU3
        
          
          
        
        2384000.00000000
        PA
        USD
        2307078.76000000
        0.065368784292
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
          
        
        2900.00000000
        NS
        USD
        3791054.00000000
        0.107415748202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        000000000
        
          
          
          
        
        13892.00000000
        NS
        
        299170.02000000
        0.008476685253
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        INT'L VALUE PORTFOLIO
        5V1ZP6NKIPJZ52ON5F73
        AST INTERNATIONAL VALUE PORTFOLIO
        000000000
        
          
        
        1428036.10400000
        NS
        USD
        28060909.44000000
        0.795077986949
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BX7
        
          
          
        
        320000.00000000
        PA
        USD
        288170.46000000
        0.008165023650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
          
        
        20600.00000000
        NS
        USD
        4216820.00000000
        0.119479404760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865BN9
        
          
          
        
        20000.00000000
        PA
        USD
        14288.75000000
        0.000404857533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
          
        
        20000.00000000
        NS
        USD
        5270400.00000000
        0.149331547196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        Puget Energy Inc
        745310AM4
        
          
          
        
        475000.00000000
        PA
        USD
        415673.95000000
        0.011777708349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
          
        
        3500.00000000
        NS
        USD
        209300.00000000
        0.005930307534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEREGA SA
        969500Y0L922VYT3UI51
        Terega SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        315858.42000000
        0.008949534485
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-09-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        28000.00000000
        NS
        USD
        2129680.00000000
        0.060342366695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        Woolworths Group Ltd
        000000000
        
          
          
          
        
        18384.00000000
        NS
        
        451327.92000000
        0.012787928162
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
          
        
        17000.00000000
        NS
        USD
        1074060.00000000
        0.030432422886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACKSTONE PP EUR HOLD
        213800Y3B5GQFBGVHP79
        Blackstone Property Partners Europe Holdings Sarl
        000000000
        
          
          
        
        650000.00000000
        PA
        
        635942.26000000
        0.018018792048
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2025-07-24
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc
        707569109
        
          
          
        
        17400.00000000
        NS
        USD
        529308.00000000
        0.014997416246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CE0
        
          
          
        
        621000.00000000
        PA
        USD
        570834.21000000
        0.016174020144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        WH Group Ltd
        000000000
        
          
          
          
        
        1970000.00000000
        NS
        
        1542814.68000000
        0.043714120977
        Long
        EC
        CORP
        HK
        Y
        
        2
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        000000000
        
          
          
        
        400000.00000000
        PA
        
        366603.67000000
        0.010387350722
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          1.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        599000.00000000
        PA
        USD
        493909.80000000
        0.013994443421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL FINANCIAL GRP
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251VAS1
        
          
          
        
        205000.00000000
        PA
        USD
        169047.11000000
        0.004789781892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARKET BIDCO FINCO PLC
        549300UGYX6EBVHRVG53
        Market Bidco Finco PLC
        000000000
        
          
        
        375000.00000000
        PA
        
        346930.50000000
        0.009829930998
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Infrastructure Holdings Ltd
        5299005U11RQ1C27MR12
        CK Infrastructure Holdings Ltd
        000000000
        
          
          
          
        
        13500.00000000
        NS
        
        82793.59000000
        0.002345874106
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
          
        
        9500.00000000
        NS
        USD
        466355.00000000
        0.013213705542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd
        000000000
        
          
          
          
        
        81343.00000000
        NS
        
        615987.51000000
        0.017453394034
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Capcom Co Ltd
        529900JJWQKXS3TC8744
        Capcom Co Ltd
        000000000
        
          
          
          
        
        3400.00000000
        NS
        
        82732.58000000
        0.002344145449
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAF3
        
          
          
        
        2125000.00000000
        PA
        USD
        1415912.00000000
        0.040118459633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DP2
        
          
          
        
        3625000.00000000
        PA
        USD
        2610003.30000000
        0.073951850139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1346.23000000
        0.000038144089
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1240000.00000000
            PLN
            276624.00000000
            USD
            2022-08-05
            1346.23000000
          
        
        
          N
          N
          N
        
      
      
        GAP INC/THE
        T2ZG1WRWZ4BUCMQL9224
        Gap Inc/The
        364760AQ1
        
          
          
        
        886000.00000000
        PA
        USD
        616089.79000000
        0.017456292037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        739000.00000000
        PA
        USD
        615304.01000000
        0.017434027741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
          
          
        
        55746.00000000
        NS
        
        1256109.31000000
        0.035590609196
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        415000.00000000
        PA
        
        433103.45000000
        0.012271555913
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2025-09-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARBRIDGE DIVIDEND GR
        549300NNF4XLLBXQ0J86
        AST CLEARBRIDGE DIVIDEND GROWTH PORTFOLIO
        000000000
        
          
        
        7337758.84000000
        NS
        USD
        189314178.07000000
        5.364029128232
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96949LAD7
        
          
          
        
        120000.00000000
        PA
        USD
        114753.92000000
        0.003251438300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
          
        
        15000.00000000
        NS
        USD
        7287150.00000000
        0.206474154552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
          
        
        30000.00000000
        PA
        USD
        25437.66000000
        0.000720750820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        278000000.00000000
        PA
        
        2024269.21000000
        0.057355656699
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-12-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8BD8
        
          
        
        187006.39000000
        PA
        USD
        174603.82000000
        0.004947225748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48123KAE6
        
          
          
        
        6682000.00000000
        PA
        USD
        5540220.47000000
        0.156976642113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-02-02
          Floating
          2.23600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884U109
        
          
          
        
        20100.00000000
        NS
        USD
        943293.00000000
        0.026727269875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASX Ltd
        N/A
        ASX Ltd
        000000000
        
          
          
          
        
        2946.00000000
        NS
        
        165923.21000000
        0.004701269289
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        750000.00000000
        PA
        
        649275.24000000
        0.018396568789
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-03-03
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
          
        
        69600.00000000
        NS
        USD
        2671944.00000000
        0.075706878328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        265000.00000000
        PA
        
        255565.97000000
        0.007241207823
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2027-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Group Inc
        N/A
        TransDigm Group Inc
        893641100
        
          
          
        
        6600.00000000
        NS
        USD
        3542022.00000000
        0.100359673926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        American Water Capital Corp
        03040WAW5
        
          
          
        
        280000.00000000
        PA
        USD
        251177.15000000
        0.007116854969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        190000.00000000
        PA
        
        167199.33000000
        0.004737426882
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2031-10-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK PLC
        5493000HZTVUYLO1D793
        GSK PLC
        000000000
        
          
          
          
        
        146926.00000000
        NS
        
        3164812.77000000
        0.089671825199
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
          
          
        
        114359.00000000
        NS
        
        1247153.91000000
        0.035336866836
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
          
          
        
        30097.00000000
        NS
        
        1473364.63000000
        0.041746322818
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        549300ZPD490G9UI0A49
        Andorra International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        448524.34000000
        0.012708491508
        Long
        DBT
        NUSS
        AD
        N
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        535000.00000000
        PA
        
        740029.99000000
        0.020968014454
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2041-04-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
          
        
        14800.00000000
        NS
        USD
        1549412.00000000
        0.043901049484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CH2
        
          
          
        
        1384000.00000000
        PA
        USD
        1164873.56000000
        0.033005534874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5EM7
        
          
        
        529167.01000000
        PA
        USD
        517428.88000000
        0.014660833184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New World Development Co Ltd
        2549008GWMWXTIRL4S48
        New World Development Co Ltd
        000000000
        
          
          
          
        
        23000.00000000
        NS
        
        82565.39000000
        0.002339408286
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
          
          
        
        8165.00000000
        NS
        
        871131.94000000
        0.024682657941
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
          
        
        352000.00000000
        PA
        USD
        328253.44000000
        0.009300735061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        68100.00000000
        NS
        USD
        7399065.00000000
        0.209645154875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        15000.00000000
        PA
        USD
        13032.39000000
        0.000369259821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DC6
        
          
          
        
        695000.00000000
        PA
        USD
        601511.21000000
        0.017043222458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        10923000.00000000
        PA
        
        507694.91000000
        0.014385030816
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
          
        
        53900.00000000
        NS
        USD
        4837525.00000000
        0.137066464187
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
          
          
        
        49991.00000000
        NS
        
        178059.92000000
        0.005045150908
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        23951.80000000
        0.000678650453
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2120-06-30
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U49
        
          
          
        
        40100000.00000000
        PA
        USD
        39965483.35000000
        1.132382260001
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
          
          
        
        9402.00000000
        NS
        
        1608462.20000000
        0.045574178228
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        000000000
        
          
          
          
        
        31300.00000000
        NS
        
        1213451.74000000
        0.034381949336
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum Oyj
        635400IUIZZIUJSAMF76
        Fortum Oyj
        000000000
        
          
          
          
        
        6971.00000000
        NS
        
        104486.16000000
        0.002960511523
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Telia Co AB
        213800FSR9RNDUOTXO25
        Telia Co AB
        000000000
        
          
          
          
        
        40708.00000000
        NS
        
        155794.66000000
        0.004414286889
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
          
          
        
        10558.00000000
        NS
        
        1024469.84000000
        0.029027334977
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        75000.00000000
        PA
        
        82633.05000000
        0.002341325365
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        10 YEAR EURO BUND
        000000000
        
          
          
        
        -63.00000000
        NC
        
        -230462.94000000
        -0.00652993841
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -9624155.40000000
            USD
            -230462.94000000
          
        
        
          N
          N
          N
        
      
      
        AMERICA MOVIL SAB DE CV
        5493000FNR3UCEAONM59
        America Movil SAB de CV
        02364WBJ3
        
          
          
        
        200000.00000000
        PA
        USD
        178975.36000000
        0.005071088991
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-05-07
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBT6
        
          
          
        
        2775000.00000000
        PA
        USD
        2400097.47000000
        0.068004377014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        11800.00000000
        NS
        USD
        2913184.00000000
        0.082542174026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDW8
        
          
          
        
        698000.00000000
        PA
        USD
        643686.88000000
        0.018238228161
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
          
        
        530000.00000000
        PA
        USD
        440100.09000000
        0.012469798755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBH7
        
          
          
        
        390000.00000000
        PA
        USD
        310880.17000000
        0.008808480718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DGF3
        
          
        
        99827.65000000
        PA
        USD
        95937.19000000
        0.002718284953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HGG2
        
          
        
        210000.00000000
        PA
        USD
        175505.70000000
        0.004972779622
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.61400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rheinmetall AG
        5299001OU9CSE29O6S05
        Rheinmetall AG
        000000000
        
          
          
          
        
        674.00000000
        NS
        
        155752.14000000
        0.004413082127
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
          
        
        900.00000000
        NS
        USD
        1934208.00000000
        0.054803861801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FW3
        
          
          
        
        130000.00000000
        PA
        USD
        96104.26000000
        0.002723018715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-10
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2N83
        
          
        
        7279715.72000000
        PA
        USD
        385717.19000000
        0.010928913320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          0.83058100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
          
          
        
        45614.00000000
        NS
        
        932584.63000000
        0.026423858851
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
          
          
        
        80600.00000000
        NS
        
        1238946.71000000
        0.035104323978
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
          
          
        
        8303.00000000
        NS
        
        740400.08000000
        0.020978500586
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        588.00000000
        NS
        
        1376237.12000000
        0.038994311331
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
          
        
        2900.00000000
        NS
        USD
        215499.00000000
        0.006105950039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        805000.00000000
        PA
        
        717178.18000000
        0.020320531123
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2051-07-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAD5
        
          
          
        
        115000.00000000
        PA
        USD
        103212.52000000
        0.002924424199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
          
        
        7300.00000000
        NS
        USD
        512168.00000000
        0.014511771376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        928856301
        
          
          
          
        
        23432.00000000
        NS
        
        363998.84000000
        0.010313545452
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
          
        
        2100.00000000
        NS
        USD
        322665.00000000
        0.009142392166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        000000000
        
          
          
          
        
        4479.00000000
        NS
        
        115014.37000000
        0.003258817892
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
          
        
        8250000.00000000
        PA
        USD
        6677480.37000000
        0.189199771369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBF7
        
          
          
        
        220000.00000000
        PA
        USD
        188747.08000000
        0.005347960967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
          
        
        5600.00000000
        NS
        USD
        2153592.00000000
        0.061019889456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335A2Z0
        
          
        
        446115.21000000
        PA
        USD
        441507.22000000
        0.012509668385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAH0
        
          
          
        
        290000.00000000
        PA
        USD
        250900.32000000
        0.007109011266
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-07
          Fixed
          2.55200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        850000.00000000
        PA
        
        868605.94000000
        0.024611086240
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
          
        
        700.00000000
        NS
        USD
        1224293.00000000
        0.034689125666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        1945000.00000000
        PA
        
        1216264.10000000
        0.034461634762
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -82082.95000000
        -0.00232573882
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2516600000.00000000
            JPY
            18507269.50000000
            USD
            2022-08-05
            -82082.95000000
          
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        000000000
        
          
          
          
        
        2623.00000000
        NS
        
        86743.09000000
        0.002457779265
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        Aristocrat Leisure Ltd
        000000000
        
          
          
          
        
        9057.00000000
        NS
        
        214249.38000000
        0.006070543298
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2830.27000000
        0.000080192888
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3020000.00000000
            SEK
            298429.41000000
            USD
            2022-08-05
            2830.27000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAA2
        
          
          
        
        790000.00000000
        PA
        USD
        727721.94000000
        0.020619278086
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-10-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        650000.00000000
        PA
        
        651608.45000000
        0.018462677976
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-10-12
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZFE8
        
          
          
        
        200000.00000000
        PA
        
        128231.10000000
        0.003633300804
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        100000.00000000
        PA
        
        102273.95000000
        0.002897830751
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN NATURAL GAS CO
        5493007M02M6CT9EXE41
        Northern Natural Gas Co
        665501AM4
        
          
          
        
        2900000.00000000
        PA
        USD
        2176085.21000000
        0.061657212211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-10-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        Verallia SA
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1117310.07000000
        0.031657870645
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-05-14
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CH3
        
          
          
        
        376000.00000000
        PA
        USD
        335904.61000000
        0.009517523360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA FINANCING LUX SARL
        222100DKCE3D036DQU13
        Dana Financing Luxembourg Sarl
        235822AB9
        
          
          
        
        5000.00000000
        PA
        USD
        4807.05000000
        0.000136202985
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087YQ1
        
          
          
        
        300000.00000000
        PA
        
        258941.03000000
        0.007336836794
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHG7
        
          
          
        
        940000.00000000
        PA
        USD
        896917.14000000
        0.025413255962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SC FNCE I
        549300SM0PJC1F3RPL91
        Thermo Fisher Scientific Finance I BV
        000000000
        
          
          
        
        165000.00000000
        PA
        
        146665.97000000
        0.004155634528
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-10-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        1505000.00000000
        PA
        
        1251290.76000000
        0.035454080370
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AH4
        
          
          
        
        5000.00000000
        PA
        USD
        4771.92000000
        0.000135207611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
          
        
        11800.00000000
        NS
        USD
        2632344.00000000
        0.074584851676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FM3
        
          
          
        
        70000.00000000
        PA
        USD
        50124.52000000
        0.001420228469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        150000.00000000
        PA
        
        163195.13000000
        0.004623971853
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2042-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
          
        
        15400.00000000
        NS
        USD
        1268036.00000000
        0.035928540107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAE1
        
          
          
        
        75000.00000000
        PA
        USD
        51732.35000000
        0.001465784734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
          
        
        546000.00000000
        PA
        USD
        539848.08000000
        0.015296058940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128ME4C2
        
          
        
        61114.11000000
        PA
        USD
        60994.39000000
        0.001728215435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taisei Corp
        529900TF7XJKIOWMLQ79
        Taisei Corp
        000000000
        
          
          
          
        
        2900.00000000
        NS
        
        90190.06000000
        0.002555445734
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        50500.00000000
        NS
        USD
        4535405.00000000
        0.128506194181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DSV A/S
        529900X41C0BSLK67H70
        DSV A/S
        000000000
        
          
          
          
        
        2881.00000000
        NS
        
        405057.38000000
        0.011476898386
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
          
          
        
        157521.00000000
        NS
        
        1400256.82000000
        0.039674885663
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
          
        
        6700.00000000
        NS
        USD
        3639976.00000000
        0.103135103187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
          
        
        1400.00000000
        NS
        USD
        213556.00000000
        0.006050897065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
          
        
        21700.00000000
        NS
        USD
        1860341.00000000
        0.052710913752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        470650000.00000000
        PA
        
        3294847.49000000
        0.093356229784
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-06-20
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAF6
        
          
          
        
        60000.00000000
        PA
        USD
        60022.40000000
        0.001700675064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurazeo SE
        969500C656AA39O94N60
        Eurazeo SE
        000000000
        
          
          
          
        
        1176.00000000
        NS
        
        73028.85000000
        0.002069199901
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ELECTRIC CO
        O1PLQWO3TX952VMBJ146
        Pennsylvania Electric Co
        708696BY4
        
          
          
        
        3203000.00000000
        PA
        USD
        2972043.65000000
        0.084209903724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
          
          
        
        21200.00000000
        NS
        
        621973.28000000
        0.017622994880
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4AA2
        
          
          
        
        655000.00000000
        PA
        USD
        820349.61000000
        0.023243791079
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAA0
        
          
          
        
        370000.00000000
        PA
        USD
        315415.89000000
        0.008936995837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        107788.14000000
        0.003054069845
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-14
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/ILS FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3013.10000000
        0.000085373194
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -640000.00000000
            ILS
            186629.78000000
            USD
            2022-08-05
            3013.10000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DFR8
        
          
        
        337133.33000000
        PA
        USD
        327314.20000000
        0.009274122629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
          
          
        
        10296.00000000
        NS
        
        159295.62000000
        0.004513483112
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
          
        
        5150000.00000000
        PA
        USD
        4049699.98000000
        0.114744225048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
          
        
        675000.00000000
        PA
        USD
        578662.48000000
        0.016395826397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
          
        
        780000.00000000
        PA
        USD
        699795.40000000
        0.019828007324
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-09-22
          Fixed
          2.56900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
          
        
        14300.00000000
        NS
        USD
        4342910.00000000
        0.123052039624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        22600.00000000
        NS
        
        635753.04000000
        0.018013430688
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
          
        
        250000.00000000
        PA
        
        150199.75000000
        0.004255760673
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2047-03-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
          
        
        3900.00000000
        NS
        USD
        1772277.00000000
        0.050215707815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
          
          
        
        148800.00000000
        NS
        
        1611885.17000000
        0.045671164681
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
          
        
        4600.00000000
        NS
        USD
        255668.00000000
        0.007244098741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KHLM6
        
          
        
        218455.62000000
        PA
        USD
        204982.58000000
        0.005807977728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AU0
        
          
          
        
        100000.00000000
        PA
        USD
        83710.98000000
        0.002371867440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CK0
        
          
          
        
        25000.00000000
        PA
        USD
        23906.27000000
        0.000677360406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        CoStar Group Inc
        22160N109
        
          
          
        
        11900.00000000
        NS
        USD
        718879.00000000
        0.020368722168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
          
          
        
        16507.00000000
        NS
        
        1270415.63000000
        0.035995964558
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CP COMBOIOS DE PORTUGAL
        549300VXFS1QY0HKKT27
        CP - Comboios de Portugal EPE
        000000000
        
          
          
        
        450000.00000000
        PA
        
        564216.51000000
        0.015986514190
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2030-03-05
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAND GOVERNMENT BOND
        259400R9L8QEP0TPXS31
        Republic of Poland Government Bond
        000000000
        
          
          
        
        1455000.00000000
        PA
        
        270455.01000000
        0.007663073977
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2026-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
          
        
        322000.00000000
        PA
        USD
        280132.11000000
        0.007937264990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
        
        740000.00000000
        PA
        
        655233.13000000
        0.018565379682
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-11-05
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
          
          
        
        4700.00000000
        NS
        
        84449.38000000
        0.002392789271
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FIN LLC
        N/A
        Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp
        432891AK5
        
          
          
        
        30000.00000000
        PA
        USD
        28267.21000000
        0.000800923308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
          
        
        1200.00000000
        NS
        USD
        561684.00000000
        0.015914758036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBT4
        
          
          
        
        170000.00000000
        PA
        USD
        149521.57000000
        0.004236545117
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -27578.37000000
        -0.00078140571
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5069145416.00000000
            KRW
            3913189.30000000
            USD
            2022-09-21
            -27578.37000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335A5Q7
        
          
        
        132397.30000000
        PA
        USD
        136420.20000000
        0.003865330816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400FT5
        
          
          
        
        1492000.00000000
        PA
        USD
        1183363.33000000
        0.033529424135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-12-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AX60
        
          
        
        297796.37000000
        PA
        USD
        292642.38000000
        0.008291731060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        24363.00000000
        NS
        
        204099.17000000
        0.005782947183
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
        
        310000.00000000
        PA
        
        312161.71000000
        0.008844791881
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JN8
        
          
          
        
        2765000.00000000
        PA
        USD
        2204873.90000000
        0.062472911137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
          
        
        94624.00000000
        NS
        
        826424.79000000
        0.023415925267
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        5493001TP5YQV9X08Z14
        CIFC Funding 2015-I Ltd
        12548MBF1
        
          
        
        1500000.00000000
        PA
        USD
        1473034.20000000
        0.041736960412
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-22
          Floating
          2.24629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        000000000
        
          
          
          
        
        22252.00000000
        NS
        
        326838.06000000
        0.009260631675
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AW6
        
          
          
        
        135000.00000000
        PA
        USD
        110284.30000000
        0.003124796059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        1335000.00000000
        PA
        
        1227839.95000000
        0.034789624970
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
          
        
        15200.00000000
        NS
        USD
        1670328.00000000
        0.047327084199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
          
        
        35400.00000000
        NS
        USD
        3986394.00000000
        0.112950513007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBBU3
        
          
        
        674529.18000000
        PA
        USD
        588361.73000000
        0.016670645008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Computershare Ltd
        N/A
        Computershare Ltd
        000000000
        
          
          
          
        
        88961.00000000
        NS
        
        1510437.81000000
        0.042796754536
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BP8
        
          
          
        
        1620000.00000000
        PA
        USD
        1332131.73000000
        0.037744628929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
          
        
        30700.00000000
        NS
        USD
        3262796.00000000
        0.092448082662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
          
        
        74000.00000000
        NS
        USD
        3090980.00000000
        0.087579847023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        000000000
        
          
          
          
        
        17093.00000000
        NS
        
        1551211.37000000
        0.043952032845
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        2090000.00000000
        PA
        
        2380323.80000000
        0.067444109722
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2026-10-22
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
          
          
        
        3200.00000000
        NS
        
        95908.89000000
        0.002717483100
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Value ETF
        549300KLSYN5NN4YNM90
        iShares Russell 1000 Value ETF
        464287598
        
          
          
        
        118000.00000000
        NS
        USD
        17106460.00000000
        0.484694546686
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
          
          
        
        73064.00000000
        NS
        
        1451158.94000000
        0.041117146656
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
          
          
        
        31058.00000000
        NS
        
        162669.08000000
        0.004609066749
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        NEC Corp
        5493000QYMPFRTEY4K28
        NEC Corp
        000000000
        
          
          
          
        
        3700.00000000
        NS
        
        143405.20000000
        0.004063243850
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2463.56000000
        -0.00006980252
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -675000.00000000
            CHF
            706231.68000000
            USD
            2022-08-05
            -2463.56000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        000000000
        
          
          
        
        1758000.00000000
        PA
        USD
        1724908.29000000
        0.048873562484
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        4375000.00000000
        PA
        
        3664016.79000000
        0.103816275084
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-08-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBQ0
        
          
          
        
        110000.00000000
        PA
        USD
        89607.11000000
        0.002538928425
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
          
        
        33100.00000000
        NS
        USD
        2335867.00000000
        0.066184470468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
          
        
        140700.00000000
        NS
        USD
        5999448.00000000
        0.169988397875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
          
          
        
        72065.00000000
        NS
        
        3278105.22000000
        0.092881854200
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        COREBRIDGE FINANCIAL INC
        549300XY1661QCIA7J65
        Corebridge Financial Inc
        21871XAC3
        
          
          
        
        4425000.00000000
        PA
        USD
        4166120.64000000
        0.118042888771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-05
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AZ9
        
          
          
        
        2355000.00000000
        PA
        USD
        1752604.80000000
        0.049658315575
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAB4
        
          
          
        
        4485000.00000000
        PA
        USD
        3727416.54000000
        0.105612644005
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Land Securities Group PLC
        213800V8IAVKS37D6B88
        Land Securities Group PLC
        000000000
        
          
          
          
        
        10822.00000000
        NS
        
        87670.89000000
        0.002484067556
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ST Engineering
        254900OEXGGWCR24DG90
        Singapore Technologies Engineering Ltd
        000000000
        
          
          
          
        
        29800.00000000
        NS
        
        87611.46000000
        0.002482383666
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        60523.89000000
        0.001714884285
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
          
          
        
        43296.00000000
        NS
        
        818136.20000000
        0.023181076306
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BARRICK PD AU FIN PTY LT
        5493008DX0TK7OFLV260
        Barrick PD Australia Finance Pty Ltd
        06849UAD7
        
          
          
        
        2775000.00000000
        PA
        USD
        2944116.35000000
        0.083418611428
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2039-10-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        165000.00000000
        PA
        
        140882.79000000
        0.003991773869
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2035-10-12
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAG3
        
          
          
        
        200000.00000000
        PA
        USD
        174175.82000000
        0.004935098794
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.25700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
          
        
        28200.00000000
        NS
        USD
        2565636.00000000
        0.072694746778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        14100.00000000
        NS
        USD
        3973239.00000000
        0.112577779153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
          
        
        430000.00000000
        PA
        USD
        372783.94000000
        0.010562462532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAB7
        
          
          
        
        4460000.00000000
        PA
        USD
        4268014.13000000
        0.120929939566
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKNC5
        
          
        
        352592.02000000
        PA
        USD
        344769.79000000
        0.009768709427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
          
        
        14200.00000000
        NS
        USD
        1430082.00000000
        0.040519952504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BS1
        
          
          
        
        70000.00000000
        PA
        USD
        51353.35000000
        0.001455046146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X3CN6
        
          
        
        179229.57000000
        PA
        USD
        168120.05000000
        0.004763514568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI Canada ETF
        549300DXCD53F4JK3H45
        iShares MSCI Canada ETF
        464286509
        
          
          
        
        1393800.00000000
        NS
        USD
        46943184.00000000
        1.330088474698
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911363AM1
        
          
          
        
        15000.00000000
        PA
        USD
        12669.85000000
        0.000358987610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        235000.00000000
        PA
        
        186328.02000000
        0.005279419306
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BL7
        
          
          
        
        584000.00000000
        PA
        USD
        542038.65000000
        0.015358126564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARIAN DEVELOPMENT BA
        549300KCFVCFTUJZYT59
        MFB Magyar Fejlesztesi Bank Zrt
        000000000
        
          
          
        
        280000.00000000
        PA
        
        277554.58000000
        0.007864233239
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CE7
        
          
          
        
        150000.00000000
        PA
        USD
        143962.96000000
        0.004079047426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.86800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAX2
        
          
          
        
        55000.00000000
        PA
        USD
        54116.46000000
        0.001533336122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASS INSTITUTE OF TECH
        DLZO3A31IADZ27B62557
        Massachusetts Institute of Technology
        575718AF8
        
          
          
        
        1178000.00000000
        PA
        USD
        987832.90000000
        0.027989263685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2116-07-01
          Fixed
          3.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        549300FYCXFXG8POR355
        iShares iBoxx $ Investment Grade Corporate Bond ETF
        464287242
        
          
          
        
        119200.00000000
        NS
        USD
        13115576.00000000
        0.371616813990
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
          
        
        1125000.00000000
        PA
        USD
        1011972.66000000
        0.028673239799
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Aviation SA
        969500CVFTUT88V8QN95
        Dassault Aviation SA
        000000000
        
          
          
          
        
        1207.00000000
        NS
        
        188207.42000000
        0.005332670238
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AGCO Corp
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp
        001084102
        
          
          
        
        5100.00000000
        NS
        USD
        503370.00000000
        0.014262488788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
          
        
        125000.00000000
        PA
        USD
        117896.19000000
        0.003340471398
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AJ5
        
          
          
        
        856000.00000000
        PA
        USD
        634900.31000000
        0.017989269430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAH7
        
          
          
        
        315000.00000000
        PA
        USD
        297726.28000000
        0.008435778315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        850000.00000000
        PA
        
        631513.23000000
        0.017893299884
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories Int
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International Inc
        159864107
        
          
          
        
        5300.00000000
        NS
        USD
        1134041.00000000
        0.032131924923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
          
          
        
        37794.00000000
        NS
        
        1645581.86000000
        0.046625926911
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
          
        
        1308000.00000000
        PA
        USD
        1199509.03000000
        0.033986896502
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE Insurance Group Ltd
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd
        000000000
        
          
          
          
        
        22799.00000000
        NS
        
        190829.81000000
        0.005406973052
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        1MDB GLOBAL INVESTMENTS
        N/A
        1MDB Global Investments Ltd
        000000000
        
          
          
        
        1500000.00000000
        PA
        USD
        1458470.07000000
        0.041324300260
        Long
        DBT
        NUSS
        VG
        
        N
        
        2
        
          2023-03-09
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USS Co Ltd
        5299000RRQD6UZXG4W72
        USS Co Ltd
        000000000
        
          
          
          
        
        76200.00000000
        NS
        
        1317892.81000000
        0.037341183279
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
          
        
        933144.00000000
        NS
        
        1748799.77000000
        0.049550503831
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        904438.47000000
        0.025626365374
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AG6
        
          
          
        
        15000.00000000
        PA
        USD
        12132.98000000
        0.000343775932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDFQ4
        
          
        
        903276.54000000
        PA
        USD
        788336.13000000
        0.022336720932
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        290000.00000000
        PA
        
        218291.35000000
        0.006185068502
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2037-03-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sagax AB
        549300LJX28T6OM8DT95
        Sagax AB
        000000000
        
          
          
          
        
        3828.00000000
        NS
        
        70727.71000000
        0.002003999385
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        28500.00000000
        NS
        USD
        4282695.00000000
        0.121345907430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        74000.00000000
        NS
        USD
        4090720.00000000
        0.115906486556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TROWE NATURAL RESOURCES
        N/A
        AST T.ROWE PRICE NATURAL RESOURCES PORTFOLIO
        000000000
        
          
        
        951639.01300000
        NS
        USD
        24323893.17000000
        0.689193344133
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WOLVERINE WORLD WIDE
        549300OVC7PK14LQ8D87
        Wolverine World Wide Inc
        978097AG8
        
          
          
        
        160000.00000000
        PA
        USD
        128284.16000000
        0.003634804207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
          
        
        40300.00000000
        NS
        USD
        1911429.00000000
        0.054158441470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maravai LifeSciences Holdings
        N/A
        Maravai LifeSciences Holdings Inc
        56600D107
        
          
          
        
        58400.00000000
        NS
        USD
        1659144.00000000
        0.047010196672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAX7
        
          
          
        
        220000.00000000
        PA
        USD
        190453.50000000
        0.005396310683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
          
        
        15400.00000000
        NS
        USD
        265342.00000000
        0.007518201919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATE GRID OVERSEAS INV
        3003006V8BHG5158QO96
        State Grid Overseas Investment BVI Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        198214.31000000
        0.005616205523
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-05-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        4250000.00000000
        PA
        USD
        4173965.84000000
        0.118265174717
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
          
        
        15000.00000000
        PA
        USD
        12535.50000000
        0.000355180936
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
          
          
        
        3600.00000000
        NS
        
        114113.21000000
        0.003233284419
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
          
          
        
        101012.00000000
        NS
        
        1047353.83000000
        0.029675730095
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBG3
        
          
          
        
        275000.00000000
        PA
        USD
        245204.69000000
        0.006947631249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AQ2
        
          
          
        
        350000.00000000
        PA
        USD
        303416.54000000
        0.008597006178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BR9
        
          
          
        
        130000.00000000
        PA
        USD
        128254.50000000
        0.003633963820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
          
        
        325000.00000000
        PA
        USD
        298135.56000000
        0.008447374857
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDA55
        
          
        
        448007.66000000
        PA
        USD
        404854.27000000
        0.011471143466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        639057AC2
        
          
          
        
        295000.00000000
        PA
        USD
        259074.34000000
        0.007340614001
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.64200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        1445000.00000000
        PA
        
        1397793.25000000
        0.039605082855
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446104
        
          
          
        
        19500.00000000
        NS
        USD
        1605825.00000000
        0.045499455786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
          
        
        14500.00000000
        NS
        USD
        946125.00000000
        0.026807511781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
          
          
        
        1936.00000000
        NS
        
        355476.39000000
        0.010072070300
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
          
        
        11200.00000000
        NS
        USD
        355712.00000000
        0.010078746075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31307S2J1
        
          
        
        99192.71000000
        PA
        USD
        98955.57000000
        0.002803807751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400A7PBKNR7KBOY58
        CIFC Funding 2018-II Ltd
        17180WAA3
        
          
        
        575000.00000000
        PA
        USD
        562479.43000000
        0.015937295755
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.10271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
          
        
        44500.00000000
        NS
        USD
        3829670.00000000
        0.108509894192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        485000.00000000
        PA
        
        422606.80000000
        0.011974143765
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NZD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        161.43000000
        0.000004573958
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -215000.00000000
            NZD
            134397.36000000
            USD
            2022-08-05
            161.43000000
          
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        150038.48000000
        0.004251191248
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-11-27
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCE3
        
          
          
        
        110000.00000000
        PA
        USD
        90632.98000000
        0.002567995433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
          
          
        
        13400.00000000
        NS
        
        1090071.50000000
        0.030886092829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VDN7
        
          
        
        262773.54000000
        PA
        USD
        248858.74000000
        0.007051165125
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        140000.00000000
        PA
        
        111897.05000000
        0.003170491727
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
          
          
        
        3800.00000000
        NS
        
        607853.74000000
        0.017222931743
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HIGH YIELD BOND PORT
        549300PINZDPHVMK2484
        AST HIGH YIELD BOND PORTFOLIO
        000000000
        
          
        
        452191.08300000
        NS
        USD
        4861054.14000000
        0.137733138989
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBG3
        
          
          
        
        215000.00000000
        PA
        USD
        185286.99000000
        0.005249922755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        640000.00000000
        PA
        
        431309.18000000
        0.012220717055
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        1011778 BC ULC / New Red Finance Inc
        68245XAH2
        
          
          
        
        50000.00000000
        PA
        USD
        43492.50000000
        0.001232316772
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2028-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT
        549300237GPHG2AI7C34
        New Zealand Government Bond
        000000000
        
          
          
        
        250000.00000000
        PA
        
        133453.40000000
        0.003781269486
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        Salesforce Inc
        79466LAJ3
        
          
          
        
        50000.00000000
        PA
        USD
        42492.98000000
        0.001203996366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        166900.00000000
        NS
        USD
        17726449.00000000
        0.502261318964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        ICE US MSCI EMERGING MARKETS EM INDEX
        000000000
        
          
          
        
        3485.00000000
        NC
        USD
        -1837980.21000000
        -0.05207734298
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI
                MSCI EMERGING MARKETS INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            176558455.21000000
            USD
            -1837980.21000000
          
        
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
          
          
        
        14689.00000000
        NS
        
        1383078.54000000
        0.039188156168
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AF8
        
          
          
        
        25000.00000000
        PA
        USD
        21853.44000000
        0.000619195508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
          
          
        
        3000.00000000
        NS
        
        373973.97000000
        0.010596180849
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        000000000
        
          
          
          
        
        142546.00000000
        NS
        
        1763759.15000000
        0.049974362999
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        000000000
        
          
          
          
        
        156089.00000000
        NS
        
        1275048.47000000
        0.036127231476
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        CME E-MINI STANDARD & POOR'S 500 INDEX
        000000000
        
          
          
        
        1108.00000000
        NC
        USD
        409482.29000000
        0.011602273815
        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
            209528817.71000000
            USD
            409482.29000000
          
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729RAB4
        
          
        
        270000.00000000
        PA
        USD
        264066.86000000
        0.007482072094
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bio-Techne Corp
        54930073RLKQ51TILZ35
        Bio-Techne Corp
        09073M104
        
          
          
        
        1500.00000000
        NS
        USD
        519960.00000000
        0.014732549954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        352135.84000000
        0.009977419135
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-04-20
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -21266.58000000
        -0.00060256741
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3587730.23000000
            USD
            16025842.00000000
            PLN
            2022-07-19
            -21266.58000000
          
        
        
          N
          N
          N
        
      
      
        Warner Bros Discovery Inc
        5493006ZCRFWKF6B1K26
        Warner Bros Discovery Inc
        934423104
        
          
          
        
        283000.00000000
        NS
        USD
        3797860.00000000
        0.107608589449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd
        529900ECSECK5ZDQTE14
        CSL Ltd
        000000000
        
          
          
          
        
        616.00000000
        NS
        
        114141.77000000
        0.003234093638
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCW9
        
          
          
        
        3276000.00000000
        PA
        USD
        2981671.88000000
        0.084482710054
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESR Group Ltd
        549300C81AR42BZUFZ09
        ESR Group Ltd
        000000000
        
          
          
          
        
        30000.00000000
        NS
        
        80928.41000000
        0.002293026084
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
          
        
        68600.00000000
        NS
        USD
        3154914.00000000
        0.089391353387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ5E6
        
          
        
        66039.87000000
        PA
        USD
        68202.43000000
        0.001932448086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639AY2
        
          
          
        
        5375000.00000000
        PA
        USD
        4470675.28000000
        0.126672141882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        182800000.00000000
        PA
        
        1108801.40000000
        0.031416785935
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2049-12-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
          
        
        40000.00000000
        PA
        USD
        31813.86000000
        0.000901414112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        TWD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8426.79000000
        0.000238764721
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -247164887.00000000
            TWD
            8378470.75000000
            USD
            2022-09-21
            8426.79000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -102.68000000
        -0.00000290933
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -213536.33000000
            USD
            199289185.00000000
            CLP
            2022-09-21
            -102.68000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
          
        
        10000.00000000
        PA
        USD
        8538.03000000
        0.000241916596
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES U.S., INC.
        5493004R83R1LVX2IL36
        ICE US MINI MSCI EAFE INDEX
        000000000
        
          
          
        
        841.00000000
        NC
        USD
        -249713.63000000
        -0.00707538758
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ICE FUTURES U.S., INC.
              5493004R83R1LVX2IL36
            
            Long
            
              
                MSCI
                MSCI EAFE INDEX
                
                  
                  
                  
                
              
            
            2022-09-16
            78319743.63000000
            USD
            -249713.63000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        990.27000000
        0.000028058316
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -9664235.99000000
            ZAR
            590000.00000000
            USD
            2022-09-21
            990.27000000
          
        
        
          N
          N
          N
        
      
      
        LINCOLN NATIONAL CORP
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187BN8
        
          
          
        
        1740000.00000000
        PA
        USD
        1216806.41000000
        0.034477000577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2066-05-17
          Floating
          3.80121000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd
        000000000
        
          
          
          
        
        40000.00000000
        NS
        
        273312.95000000
        0.007744050867
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        KINGDOM OF DENMARK
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
          
        
        950000.00000000
        PA
        
        183124.04000000
        0.005188637716
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780DK9
        
          
          
        
        200000.00000000
        PA
        USD
        174356.09000000
        0.004940206565
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2052-03-31
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        800000.00000000
        PA
        
        804187.04000000
        0.022785840717
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        Jabil Inc
        466313103
        
          
          
        
        7400.00000000
        NS
        USD
        378954.00000000
        0.010737285051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        FXB7X4WXVA8QPMNOGS12
        Host Hotels & Resorts LP
        44107TBA3
        
          
          
        
        3175000.00000000
        PA
        USD
        2520219.65000000
        0.071407919628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCG5
        
          
          
        
        1660000.00000000
        PA
        USD
        1441010.41000000
        0.040829598142
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
          
        
        152000.00000000
        NS
        USD
        9498480.00000000
        0.269129992868
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        Consolidated Edison Co of New York Inc
        209111GC1
        
          
          
        
        50000.00000000
        PA
        USD
        37996.96000000
        0.001076606106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -330.17000000
        -0.00000935503
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -1391190.00000000
            EUR
            1459370.83000000
            USD
            2022-07-19
            -330.17000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DRW4
        
          
        
        885546.66000000
        PA
        USD
        772330.89000000
        0.021883228360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055FAC7
        
          
          
        
        244000.00000000
        PA
        USD
        191369.80000000
        0.005422273133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
          
        
        650000.00000000
        PA
        USD
        501252.34000000
        0.014202486996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X65H0
        
          
        
        642249.03000000
        PA
        USD
        582177.35000000
        0.016495416746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        15000.00000000
        PA
        
        9660.73000000
        0.000273727185
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2050-09-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
          
        
        375000.00000000
        PA
        USD
        281029.83000000
        0.007962700994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        10000.00000000
        PA
        
        8559.10000000
        0.000242513593
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        270000.00000000
        PA
        
        269413.15000000
        0.007633553909
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2027-10-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        THB/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21076.59000000
        0.000597184235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -318418016.00000000
            THB
            9062804.64000000
            USD
            2022-09-21
            21076.59000000
          
        
        
          N
          N
          N
        
      
      
        Kingfisher PLC
        213800KBMEV7I92FY281
        Kingfisher PLC
        000000000
        
          
          
          
        
        31376.00000000
        NS
        
        93154.38000000
        0.002639436796
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        54930088PYF0FHKY5C94
        KKR CLO 18 Ltd
        48251JAL7
        
          
        
        900000.00000000
        PA
        USD
        883377.18000000
        0.025029614649
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          1.98429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
          
        
        8950000.00000000
        PA
        USD
        7810503.36000000
        0.221302851990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.97600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API GROUP DE INC
        549300XP4G7B4QYA0G83
        APi Group DE Inc
        001877AA7
        
          
          
        
        640000.00000000
        PA
        USD
        516874.00000000
        0.014645111210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
          
        
        568000.00000000
        PA
        USD
        566680.94000000
        0.016056341366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A5G33
        
          
        
        137402.12000000
        PA
        USD
        137899.86000000
        0.003907255512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
          
        
        2284000.00000000
        PA
        USD
        1736910.63000000
        0.049213636862
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
          
        
        2905000.00000000
        PA
        USD
        2589007.20000000
        0.073356946508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        420000.00000000
        PA
        
        304980.58000000
        0.008641321697
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2045-04-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
          
          
        
        37561.00000000
        NS
        
        4178696.53000000
        0.118399214118
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        415000.00000000
        PA
        
        426164.74000000
        0.012074954459
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
          
        
        400000.00000000
        PA
        
        348333.82000000
        0.009869692676
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-02-18
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
          
        
        170000.00000000
        PA
        USD
        140143.58000000
        0.003970829089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVENTHEALTH OBL GRP
        N/A
        AdventHealth Obligated Group
        00778XAA5
        
          
          
        
        1382000.00000000
        PA
        USD
        987601.26000000
        0.027982700396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-15
          Fixed
          2.79500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        6000000.00000000
        PA
        
        942456.91000000
        0.026703580095
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2043-06-29
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        485000.00000000
        PA
        
        491052.56000000
        0.013913486365
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-04-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        20700.00000000
        NS
        USD
        1704645.00000000
        0.048299422296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2G7
        
          
          
        
        390000.00000000
        PA
        USD
        343001.08000000
        0.009718594787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAB7
        
          
          
        
        75000.00000000
        PA
        USD
        54699.18000000
        0.001549846914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-28
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
          
        
        33600.00000000
        NS
        USD
        4541040.00000000
        0.128665856307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M96X5
        
          
          
        
        79070.12000000
        PA
        USD
        79705.60000000
        0.002258378978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEATHROW FUNDING LTD
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
          
        
        265000.00000000
        PA
        
        240741.30000000
        0.006821165528
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2030-02-11
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        9300.00000000
        NS
        USD
        1131345.00000000
        0.032055536441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
          
          
        
        8600.00000000
        NS
        
        313582.29000000
        0.008885042603
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AGC Inc
        JE4WFFEELMVPFZ0G1E77
        AGC Inc
        000000000
        
          
          
          
        
        37200.00000000
        NS
        
        1290302.25000000
        0.036559432176
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        -52.00000000
        NC
        USD
        -235699.36000000
        -0.00667830716
        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
            -7790175.64000000
            USD
            -235699.36000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCN1
        
          
          
        
        260000.00000000
        PA
        USD
        210498.44000000
        0.005964264140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAJ1
        
          
          
        
        862000.00000000
        PA
        USD
        710198.37000000
        0.020122765142
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        748149AN1
        
          
          
        
        215000.00000000
        PA
        USD
        209576.18000000
        0.005938132820
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-04-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGRICUL DEV BANK CHINA
        300300C1020311000158
        AGRICULTURAL DEVELOPMENT BANK OF CHINA
        000000000
        
          
          
        
        8220000.00000000
        PA
        
        1268087.50000000
        0.035929999308
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-10-27
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
          
        
        12200.00000000
        NS
        USD
        730536.00000000
        0.020699011680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
          
        
        6500.00000000
        NS
        USD
        949585.00000000
        0.026905547443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reinsurance Group of America I
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
          
        
        4400.00000000
        NS
        USD
        516076.00000000
        0.014622500673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MU2
        
          
          
        
        65000.00000000
        PA
        USD
        56225.00000000
        0.001593079508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE GRID OVERSEAS INV
        3003006V8BHG5158QO96
        State Grid Overseas Investment BVI Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        203713.70000000
        0.005772025274
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2028-05-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
          
        
        21204.00000000
        NS
        
        67537.65000000
        0.001913612205
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ENTEL CHILE SA
        529900N4SUIP0URJT330
        Empresa Nacional de Telecomunicaciones SA
        29245VAE5
        
          
          
        
        200000.00000000
        PA
        USD
        160710.99000000
        0.004553586215
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2032-09-14
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGION OF LAZIO
        81560007498E8B065B77
        Region of Lazio Italy
        000000000
        
          
          
        
        246129.24000000
        PA
        
        232861.90000000
        0.006597910558
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2043-03-31
          Fixed
          3.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION
        549300AINIIPOLYX2R63
        FirstEnergy Transmission LLC
        33767BAB5
        
          
          
        
        660000.00000000
        PA
        USD
        649436.80000000
        0.018401146431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        687.90000000
        0.000019490962
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -74912222.00000000
            INR
            942126.19000000
            USD
            2022-09-21
            687.90000000
          
        
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
          
          
        
        29400.00000000
        NS
        
        85622.39000000
        0.002426025344
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ESDA3
        
          
        
        198347.26000000
        PA
        USD
        197693.43000000
        0.005601446905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
          
          
        
        15241.00000000
        NS
        
        1233836.88000000
        0.034959542023
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTALENERGIES SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
        
        435000.00000000
        PA
        
        363535.47000000
        0.010300416324
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
          
        
        99100.00000000
        NS
        USD
        6234381.00000000
        0.176644990995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
          
        
        380000.00000000
        PA
        USD
        313553.16000000
        0.008884217234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        000000000
        
          
          
          
        
        3721.00000000
        NS
        
        71492.25000000
        0.002025661867
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        82863.71000000
        0.002347860887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPPAN INC
        3538003H9W4KIDODQY20
        TOPPAN INC
        890747108
        
          
          
          
        
        4800.00000000
        NS
        
        80089.74000000
        0.002269263203
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
          
        
        20000.00000000
        PA
        USD
        18222.30000000
        0.000516310764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
          
        
        225000.00000000
        PA
        USD
        188465.02000000
        0.005339969078
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-09-15
          Fixed
          2.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        642018.25000000
        0.018190949188
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-11-24
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
          
        
        5800.00000000
        NS
        USD
        3810716.00000000
        0.107972851435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIKA SLOVENIJA
        485100000LWQHIX4XX88
        Slovenia Government Bond
        000000000
        
          
          
        
        45000.00000000
        PA
        
        50381.60000000
        0.001427512575
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2045-08-07
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International A
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
          
          
        
        3977.00000000
        NS
        
        939423.50000000
        0.026617631437
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        552000000.00000000
        PA
        
        4105294.99000000
        0.116319454416
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NDQ8
        
          
        
        177539.25000000
        PA
        USD
        170283.87000000
        0.004824824258
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BZ0
        
          
          
        
        220000.00000000
        PA
        USD
        181411.43000000
        0.005140112614
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2049-10-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507NAE0
        
          
          
        
        240000.00000000
        PA
        USD
        245788.43000000
        0.006964170942
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
          
        
        3500.00000000
        NS
        USD
        815710.00000000
        0.023112332339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
          
        
        220000.00000000
        PA
        USD
        229151.71000000
        0.006492786011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
          
          
        
        2421.00000000
        NS
        
        83667.36000000
        0.002370631511
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
          
          
        
        20400.00000000
        NS
        
        90931.77000000
        0.002576461350
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBT9
        
          
          
        
        45000.00000000
        PA
        USD
        42462.07000000
        0.001203120562
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORR COMM/HLDGS
        N/A
        Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
        877249AD4
        
          
          
        
        1096000.00000000
        PA
        USD
        1069427.82000000
        0.030301174669
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-03-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505GB4
        
          
          
        
        445000.00000000
        PA
        USD
        369010.62000000
        0.010455549259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
          
        
        402000.00000000
        PA
        USD
        370847.25000000
        0.010507588345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        45000.00000000
        PA
        
        34196.58000000
        0.000968926115
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKH4
        
          
          
        
        6475000.00000000
        PA
        USD
        5285722.51000000
        0.149765695292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morningstar Inc
        529900YGNQPOVAXQ7F29
        Morningstar Inc
        617700109
        
          
          
        
        1200.00000000
        NS
        USD
        290196.00000000
        0.008222415313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSION INSURANCE
        M31AVDIX8NY21MAUQF46
        Pension Insurance Corp PLC
        000000000
        
          
          
        
        435000.00000000
        PA
        
        508503.68000000
        0.014407946510
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-09-20
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        215000.00000000
        PA
        
        169254.69000000
        0.004795663465
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2036-06-04
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
          
        
        170000.00000000
        PA
        USD
        163186.55000000
        0.004623728747
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
        76174LAA1
        
          
          
        
        105000.00000000
        PA
        USD
        89708.84000000
        0.002541810844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RBW8
        
          
        
        179274.17000000
        PA
        USD
        171957.20000000
        0.004872236400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        18200.00000000
        NS
        
        465122.62000000
        0.013178787280
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
          
        
        3800.00000000
        NS
        USD
        256462.00000000
        0.007266595942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHWESTERN PUBLIC SERV
        OL6FE7QD5EQ3DOYEO258
        Southwestern Public Service Co
        845743BN2
        
          
          
        
        60000.00000000
        PA
        USD
        56620.50000000
        0.001604285607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
          
        
        182900.00000000
        NS
        USD
        6842289.00000000
        0.193869460142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
          
        
        4100.00000000
        NS
        USD
        1072191.00000000
        0.030379466628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        1054000.00000000
        PA
        USD
        818036.75000000
        0.023178258489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBV4
        
          
          
        
        365000.00000000
        PA
        USD
        328629.95000000
        0.009311403098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGICOR FINANCING SARL
        254900IS16Q1A2TQFN22
        Logicor Financing Sarl
        000000000
        
          
          
        
        650000.00000000
        PA
        
        589725.93000000
        0.016709298259
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-07-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
          
        
        90000.00000000
        PA
        USD
        72737.60000000
        0.002060947622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAL4
        
          
          
        
        215000.00000000
        PA
        USD
        194454.18000000
        0.005509665975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
          
        
        19000.00000000
        NS
        USD
        4663360.00000000
        0.132131671966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        3800.00000000
        NS
        USD
        290282.00000000
        0.008224852038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
          
        
        14900.00000000
        NS
        USD
        479184.00000000
        0.013577202510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        630000.00000000
        PA
        
        704417.78000000
        0.019958977868
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        150000.00000000
        PA
        
        194885.37000000
        0.005521883315
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2033-04-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASONITE INTERNATIONAL C
        549300H0H07ZFT4JYM32
        Masonite International Corp
        575385AE9
        
          
          
        
        115000.00000000
        PA
        USD
        90607.13000000
        0.002567262999
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelixis Inc
        254900PJQB59O2O95R37
        Exelixis Inc
        30161Q104
        
          
          
        
        37400.00000000
        NS
        USD
        778668.00000000
        0.022062784075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        190000.00000000
        PA
        
        177187.01000000
        0.005020417870
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2032-07-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UOL Group Ltd
        254900O9PRCWTMR86R25
        UOL Group Ltd
        000000000
        
          
          
          
        
        16600.00000000
        NS
        
        88008.25000000
        0.002493626316
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
          
        
        510000.00000000
        PA
        USD
        433284.83000000
        0.012276695135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AM7
        
          
          
        
        134000.00000000
        PA
        USD
        102840.92000000
        0.002913895282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
          
        
        150000.00000000
        PA
        USD
        130582.76000000
        0.003699932754
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT
        549300ZSV6VOGFH1ER70
        Singapore Government Bond
        000000000
        
          
          
        
        700000.00000000
        PA
        
        519241.05000000
        0.014712179220
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
          
          
        
        58500.00000000
        NS
        
        529454.22000000
        0.015001559244
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
          
        
        3500.00000000
        NS
        USD
        215775.00000000
        0.006113770225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co Ltd
        35380049VXDTHZI3DY35
        Shionogi & Co Ltd
        000000000
        
          
          
          
        
        4000.00000000
        NS
        
        204822.95000000
        0.005803454770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US Foods Holding Corp
        549300UGOZSO64CFPR97
        US Foods Holding Corp
        912008109
        
          
          
        
        58700.00000000
        NS
        USD
        1800916.00000000
        0.051027165424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
          
        
        352000.00000000
        PA
        USD
        284387.07000000
        0.008057825054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAH5
        
          
          
        
        435000.00000000
        PA
        USD
        389884.61000000
        0.011046993025
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-06
          Fixed
          1.65200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        1236384.78000000
        0.035031734237
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2031-11-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        000000000
        
          
          
          
        
        14387.00000000
        NS
        
        257536.99000000
        0.007297054716
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        375000.00000000
        PA
        
        300951.65000000
        0.008527165969
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORP
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
          
        
        718000.00000000
        PA
        USD
        865431.76000000
        0.024521149004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        100000.00000000
        PA
        
        117111.25000000
        0.003318230904
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2034-10-28
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A4KX1
        
          
          
        
        215000.00000000
        PA
        USD
        266856.17000000
        0.007561104421
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
          
        
        2400.00000000
        NS
        USD
        213552.00000000
        0.006050783729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
          
        
        1552000.00000000
        PA
        USD
        1423140.70000000
        0.040323277665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
          
        
        600.00000000
        NS
        USD
        231288.00000000
        0.006553315666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hartford Financial Services Gr
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
          
        
        3400.00000000
        NS
        USD
        222462.00000000
        0.006303239726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8BC0
        
          
        
        181940.30000000
        PA
        USD
        169906.71000000
        0.004814137804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
          
          
        
        30350.00000000
        NS
        
        693205.58000000
        0.019641291322
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
          
        
        95900.00000000
        NS
        USD
        3422671.00000000
        0.096977981932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087H72
        
          
          
        
        250000.00000000
        PA
        
        151824.32000000
        0.004301791250
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
          
        
        52595000.00000000
        PA
        USD
        43284041.41000000
        1.226410305228
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EREA4
        
          
        
        155319.48000000
        PA
        USD
        159770.17000000
        0.004526929015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
          
          
        
        653.00000000
        NS
        
        733562.74000000
        0.020784771351
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Dreyfus Government Cash Management
        5493000Q69I5Q3QZIA91
        Dreyfus Government Cash Management
        262006208
        
          
          
        
        745813.96000000
        NS
        USD
        745813.96000000
        0.021131897496
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MFJ7
        
          
          
        
        25000.00000000
        PA
        USD
        31376.79000000
        0.000889030167
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-01-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        549300KXBEJAOJ9OVF93
        Ireland Government Bond
        000000000
        
          
          
        
        90000.00000000
        PA
        
        75768.17000000
        0.002146815811
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2050-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAF6
        
          
          
        
        3575000.00000000
        PA
        USD
        3806480.79000000
        0.107852850968
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        Corp Nacional del Cobre de Chile
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        174956.93000000
        0.004957230769
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        Koito Manufacturing Co Ltd
        000000000
        
          
          
          
        
        2400.00000000
        NS
        
        75660.29000000
        0.002143759139
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AM9
        
          
          
        
        323000.00000000
        PA
        USD
        167793.72000000
        0.004754268332
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
          
        
        63800.00000000
        NS
        USD
        3943478.00000000
        0.111734530789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
          
        
        12200.00000000
        NS
        USD
        1000278.00000000
        0.028341883228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
          
        
        7300.00000000
        NS
        USD
        1086021.00000000
        0.030771325936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
          
        
        6000.00000000
        NS
        USD
        213960.00000000
        0.006062344003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
          
        
        14900.00000000
        NS
        USD
        7141272.00000000
        0.202340846370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        97900.00000000
        NS
        USD
        4436828.00000000
        0.125713112834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
          
          
        
        38946.00000000
        NS
        
        1350223.35000000
        0.038257237005
        Long
        EC
        CORP
        FR
        Y
        
        2
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
          
        
        4000.00000000
        NS
        USD
        251160.00000000
        0.007116369041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
          
          
        
        33572.00000000
        NS
        
        2837276.08000000
        0.080391398537
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        630000.00000000
        PA
        
        503036.54000000
        0.014253040531
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2037-07-30
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Materials Inc
        529900KRXRGXL61SG039
        Eagle Materials Inc
        26969P108
        
          
          
        
        7500.00000000
        NS
        USD
        824550.00000000
        0.023362804956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
          
        
        27700.00000000
        NS
        USD
        4814537.00000000
        0.136415122048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7WD7
        
          
        
        4493895.93000000
        PA
        USD
        4082265.58000000
        0.115666938966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWER FINANCE CORP LTD
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        000000000
        
          
          
        
        190000.00000000
        PA
        
        166635.29000000
        0.004721445369
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-09-21
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        Salesforce Inc
        79466LAL8
        
          
          
        
        40000.00000000
        PA
        USD
        30300.53000000
        0.000858535410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
          
        
        235000.00000000
        PA
        USD
        200974.78000000
        0.005694420697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
          
        
        7400.00000000
        NS
        USD
        253006.00000000
        0.007168673616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        000000000
        
          
          
        
        925000.00000000
        PA
        
        917581.91000000
        0.025998771687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        168200.00000000
        NS
        USD
        43198806.00000000
        1.223995244578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
          
        
        2000.00000000
        NS
        USD
        222880.00000000
        0.006315083340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XAJJ2
        
          
        
        640698.59000000
        PA
        USD
        577742.32000000
        0.016369754577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
          
          
        
        1700.00000000
        NS
        
        737442.14000000
        0.020894690295
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        395000.00000000
        PA
        
        265043.84000000
        0.007509753852
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2052-05-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        000000000
        
          
          
          
        
        3343.00000000
        NS
        
        71433.79000000
        0.002024005461
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        52800.00000000
        NS
        USD
        1888128.00000000
        0.053498230788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
          
        
        25000.00000000
        PA
        USD
        19488.26000000
        0.000552180483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST T Rowe Price Large-Cap Growth Portfolio
        ZJC7TLGOHTQNF4JSI810
        AST T Rowe Price Large-Cap Growth Portfolio
        00767H477
        
          
          
        
        2174460.35300000
        NS
        USD
        112223898.82000000
        3.179752664545
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
          
        
        1097000.00000000
        PA
        USD
        938280.92000000
        0.026585257568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -104.39000000
        -0.00000295778
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -161496.32000000
            CAD
            125389.44000000
            USD
            2022-10-19
            -104.39000000
          
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
          
        
        23300.00000000
        NS
        USD
        889361.00000000
        0.025199160243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWF ESCROW ISSUER CORP
        N/A
        SWF Escrow Issuer Corp
        78500AAA6
        
          
          
        
        266000.00000000
        PA
        USD
        185791.20000000
        0.005264209045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2894.91000000
        -0.00008202439
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5980000.00000000
            CAD
            4642799.47000000
            USD
            2022-08-05
            -2894.91000000
          
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN
        5493000EYEKDT0FBSQ91
        Anheuser-Busch InBev Finance Inc
        035242AB2
        
          
          
        
        3500000.00000000
        PA
        USD
        2895750.94000000
        0.082048225593
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-01-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
          
          
        
        43000.00000000
        NS
        
        477370.17000000
        0.013525809439
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Capitaland Investment Ltd/Sing
        254900AT4UQDU7SNXX49
        Capitaland Investment Ltd/Singapore
        000000000
        
          
          
          
        
        39200.00000000
        NS
        
        107895.93000000
        0.003057123968
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AZ7
        
          
          
        
        291000.00000000
        PA
        USD
        254413.09000000
        0.007208542113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
          
        
        6100.00000000
        NS
        USD
        13343445.00000000
        0.378073255688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
          
        
        21500.00000000
        NS
        USD
        1248720.00000000
        0.035381240440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        172000.00000000
        PA
        USD
        145855.01000000
        0.004132656783
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsui Chemicals Inc
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals Inc
        000000000
        
          
          
          
        
        3700.00000000
        NS
        
        78802.48000000
        0.002232789970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752AU7
        
          
          
        
        180000.00000000
        PA
        USD
        171220.45000000
        0.004851361321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aisin Corp
        3538004IOK08PDY6I723
        Aisin Corp
        000000000
        
          
          
          
        
        2700.00000000
        NS
        
        83272.60000000
        0.002359446379
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Real Estate Master Fund
        353800TNNZOQ1CPZE086
        Nomura Real Estate Master Fund Inc
        000000000
        
          
          
          
        
        69.00000000
        NS
        
        86046.00000000
        0.002438027912
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JAPAN (40 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Forty Year Bond
        000000000
        
          
          
        
        62050000.00000000
        PA
        
        353306.55000000
        0.010010590039
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2056-03-20
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANESBRANDS INC
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AL6
        
          
          
        
        15000.00000000
        PA
        USD
        13904.08000000
        0.000393958291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        104806.45000000
        0.002969586622
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -30672000.00000000
            EUR
            32325466.18000000
            USD
            2022-08-05
            104806.45000000
          
        
        
          N
          N
          N
        
      
      
        Sotera Health Co
        N/A
        Sotera Health Co
        83601L102
        
          
          
        
        11200.00000000
        NS
        USD
        219408.00000000
        0.006216707670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABX2
        
          
          
        
        5000000.00000000
        PA
        USD
        4060959.55000000
        0.115063253776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pure Storage Inc
        549300NPDB0BZTK3WO90
        Pure Storage Inc
        74624M102
        
          
          
        
        66200.00000000
        NS
        USD
        1702002.00000000
        0.048224535517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        465000.00000000
        PA
        
        484259.98000000
        0.013721025360
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2026-06-22
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
          
        
        155000.00000000
        PA
        USD
        130853.91000000
        0.003707615520
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
          
          
        
        142522.00000000
        NS
        
        1333870.33000000
        0.037793890433
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U56
        
          
          
        
        35200000.00000000
        PA
        USD
        35068145.38000000
        0.993621054741
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAB7
        
          
          
        
        1900000.00000000
        PA
        USD
        1632939.33000000
        0.046267713385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
          
        
        5400.00000000
        NS
        USD
        1761534.00000000
        0.049911315585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
          
        
        73000.00000000
        NS
        USD
        2300230.00000000
        0.065174731482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        1225000.00000000
        PA
        
        1150724.29000000
        0.032604629368
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBD5
        
          
          
        
        70000.00000000
        PA
        USD
        59841.78000000
        0.001695557375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        Spark New Zealand Ltd
        000000000
        
          
          
          
        
        463626.00000000
        NS
        
        1389555.16000000
        0.039371664761
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
          
          
        
        82486.00000000
        NS
        
        420053.42000000
        0.011901796279
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        H&E EQUIPMENT SERVICES
        254900KVLRCDMQRYY541
        H&E Equipment Services Inc
        404030AJ7
        
          
          
        
        944000.00000000
        PA
        USD
        762915.46000000
        0.021616451506
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        7721.00000000
        NS
        
        138816.81000000
        0.003933236379
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAV1
        
          
          
        
        350000.00000000
        PA
        USD
        307786.40000000
        0.008720821819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
          
        
        34111.00000000
        NS
        
        286752.51000000
        0.008124847446
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        -115.00000000
        NC
        USD
        -82810.35000000
        -0.00234634898
        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
            -12825939.65000000
            USD
            -82810.35000000
          
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
          
        
        28700.00000000
        NS
        USD
        2933140.00000000
        0.083107607457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
          
        
        12300.00000000
        NS
        USD
        1182153.00000000
        0.033495130637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        705996.92000000
        0.020003721231
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-23
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
          
          
        
        153186.00000000
        NS
        
        1822484.52000000
        0.051638288007
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        La Poste SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        173525.72000000
        0.004916678856
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCB80
        
          
        
        435774.84000000
        PA
        USD
        393975.50000000
        0.011162904328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        459.00000000
        NS
        
        83932.44000000
        0.002378142289
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
          
          
        
        4389.00000000
        NS
        
        199412.54000000
        0.005650156179
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        LEVI STRAUSS & CO
        MB0UERO0RDFKU8258G77
        Levi Strauss & Co
        52736RBJ0
        
          
          
        
        30000.00000000
        PA
        USD
        24587.62000000
        0.000696665781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
          
        
        21000.00000000
        NS
        USD
        569730.00000000
        0.016142733451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TH1
        
          
          
        
        33535000.00000000
        PA
        USD
        32733303.91000000
        0.927465641646
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAX8
        
          
          
        
        55000.00000000
        PA
        USD
        43681.69000000
        0.001237677282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        000000000
        
          
          
          
        
        20669.00000000
        NS
        
        1348180.06000000
        0.038199342414
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
          
          
        
        58300.00000000
        NS
        
        629084.75000000
        0.017824491316
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        31000.00000000
        NS
        USD
        3647150.00000000
        0.103338371349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AE4
        
          
          
        
        324000.00000000
        PA
        USD
        281754.55000000
        0.007983235215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PBW1
        
          
          
        
        55000.00000000
        PA
        USD
        52818.10000000
        0.001496548382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAL7
        
          
          
        
        1775000.00000000
        PA
        USD
        1761282.85000000
        0.049904199499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGEAN ISRAEL FINANCE
        98450044QACBL3F8EB03
        Energean Israel Finance Ltd
        000000000
        
          
          
        
        45000.00000000
        PA
        USD
        42767.07000000
        0.001211762434
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2024-03-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AL9
        
          
          
        
        1068000.00000000
        PA
        USD
        908654.24000000
        0.025745815028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        13400.00000000
        NS
        USD
        1271928.00000000
        0.036038816060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417D2J1
        
          
        
        179799.25000000
        PA
        USD
        171892.58000000
        0.004870405457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        285000.00000000
        PA
        
        221504.41000000
        0.006276107364
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2038-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        667.15000000
        0.000018903032
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4380000.00000000
            CZK
            185241.73000000
            USD
            2022-08-05
            667.15000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERY20
        
          
        
        313569.80000000
        PA
        USD
        315793.07000000
        0.008947682858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        199.50000000
        0.000005652634
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -760000.00000000
            NOK
            77413.71000000
            USD
            2022-08-05
            199.50000000
          
        
        
          N
          N
          N
        
      
      
        CZECH REPUBLIC
        3157007EFDLQABN47912
        Czech Republic Government Bond
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        182001.08000000
        0.005156819760
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2028-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7G29
        
          
        
        3077339.76000000
        PA
        USD
        2800722.40000000
        0.079355686335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InterContinental Hotels Group
        2138007ZFQYRUSLU3J98
        InterContinental Hotels Group PLC
        000000000
        
          
          
          
        
        2941.00000000
        NS
        
        156124.77000000
        0.004423640228
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        279022.18000000
        0.007905816226
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-07
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEDER WATERSCHAPSBANK
        JLP5FSPH9WPSHY3NIM24
        Nederlandse Waterschapsbank NV
        000000000
        
          
          
        
        700000.00000000
        PA
        
        685983.74000000
        0.019436667662
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2026-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
          
        
        15200.00000000
        NS
        USD
        2359800.00000000
        0.066862588242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        235000.00000000
        PA
        
        171184.92000000
        0.004850354614
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2036-08-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
          
          
        
        124596.00000000
        NS
        
        814603.52000000
        0.023080981328
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5BH5
        
          
        
        99183.83000000
        PA
        USD
        97281.71000000
        0.002756380591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        Porsche Automobil Holding SE
        000000000
        
          
          
          
        
        2386.00000000
        NS
        
        157414.91000000
        0.004460195063
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        460000.00000000
        PA
        
        623727.23000000
        0.017672691310
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAP5
        
          
          
        
        3645000.00000000
        PA
        USD
        3191556.35000000
        0.090429577965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141G104
        
          
          
        
        18800.00000000
        NS
        USD
        5583976.00000000
        0.158216411579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
          
          
        
        12506.00000000
        NS
        
        723527.16000000
        0.020500423163
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BG2
        
          
          
        
        305000.00000000
        PA
        USD
        320117.90000000
        0.009070222619
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2033-06-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELECTRONIC ARTS INC
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512AF6
        
          
          
        
        80000.00000000
        PA
        USD
        58555.37000000
        0.001659108226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAB6
        
          
          
        
        521000.00000000
        PA
        USD
        436078.92000000
        0.012355862899
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-09-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRH FUNDING
        549300XYDB6706OPOS81
        CRH Funding BV
        000000000
        
          
          
        
        545000.00000000
        PA
        
        570271.74000000
        0.016158083116
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-01-09
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        549300G7YFX3540OYR85
        Petronas Capital Ltd
        716743AP4
        
          
          
        
        200000.00000000
        PA
        USD
        188549.88000000
        0.005342373501
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507WAB6
        
          
          
        
        330000.00000000
        PA
        USD
        368045.03000000
        0.010428190226
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2027-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WiseTech Global Ltd
        254900VE3AF301Q85K83
        WiseTech Global Ltd
        000000000
        
          
          
          
        
        3195.00000000
        NS
        
        82698.23000000
        0.002343172175
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        815000.00000000
        PA
        
        860086.04000000
        0.024369683340
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-07-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AS1
        
          
          
        
        1464000.00000000
        PA
        USD
        1380899.80000000
        0.039126423735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515BF0
        
          
          
        
        55000.00000000
        PA
        USD
        43687.45000000
        0.001237840486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
        
        200000.00000000
        PA
        
        171215.41000000
        0.004851218518
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-01-19
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BJ0
        
          
          
        
        950000.00000000
        PA
        USD
        821956.72000000
        0.023289326944
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-03-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7902.10000000
        0.000223898151
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -3375121.89000000
            GBP
            4118825.61000000
            USD
            2022-08-02
            7902.10000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        924000.00000000
        PA
        USD
        794653.18000000
        0.022515708267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        05523RAF4
        
          
          
        
        3180000.00000000
        PA
        USD
        2548304.19000000
        0.072203667163
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-02-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
          
        
        650000.00000000
        PA
        USD
        606859.88000000
        0.017194771708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
          
          
        
        26648.00000000
        NS
        
        1293334.78000000
        0.036645355900
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
          
        
        690000.00000000
        PA
        USD
        545581.03000000
        0.015458496381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        1175000.00000000
        PA
        
        1140785.55000000
        0.032323025045
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd
        465074201
        
          
          
          
        
        127198.00000000
        NS
        
        661307.97000000
        0.018737504237
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        NATIONAL GRID GAS PLC
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        88500.00000000
        0.002507559564
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terna - Rete Elettrica Naziona
        8156009E94ED54DE7C31
        Terna - Rete Elettrica Nazionale
        000000000
        
          
          
          
        
        21697.00000000
        NS
        
        170262.64000000
        0.004824222727
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CJ3
        
          
          
        
        135000.00000000
        PA
        USD
        124335.55000000
        0.003522924266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
          
          
        
        144548.00000000
        NS
        
        1457070.58000000
        0.041284647101
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
          
        
        614000.00000000
        PA
        USD
        319674.04000000
        0.009057646287
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salesforce Inc
        RCGZFPDMRW58VJ54VR07
        Salesforce Inc
        79466L302
        
          
          
        
        18800.00000000
        NS
        USD
        3102752.00000000
        0.087913394946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
          
        
        49500.00000000
        NS
        USD
        2219085.00000000
        0.062875568535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAE0
        
          
          
        
        505000.00000000
        PA
        USD
        481020.97000000
        0.013629251230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
          
        
        51600.00000000
        NS
        USD
        6591384.00000000
        0.186760316273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
          
        
        4100000.00000000
        PA
        USD
        3869735.14000000
        0.109645100124
        Long
        DBT
        CORP
        N/A
        Y
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CS3
        
          
          
        
        200000.00000000
        PA
        USD
        189988.59000000
        0.005383137920
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        348000.00000000
        PA
        USD
        351069.54000000
        0.009947206584
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        000000000
        
          
          
        
        1210000.00000000
        PA
        
        968278.62000000
        0.027435212591
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2032-04-28
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        545000.00000000
        PA
        
        541767.43000000
        0.015350441815
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-03-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUFTS UNIVERSITY
        549300P8P46IPM1SBD64
        Trustees of Tufts College
        899043AC7
        
          
          
        
        4000000.00000000
        PA
        USD
        2944881.84000000
        0.083440300826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4820.38000000
        -0.00013658067
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -15872374.79000000
            CNY
            2365608.82000000
            USD
            2022-08-23
            -4820.38000000
          
        
        
          N
          N
          N
        
      
      
        MERITAGE HOMES CORP
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001ABA9
        
          
          
        
        2190000.00000000
        PA
        USD
        2013864.41000000
        0.057060847030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
          
        
        72400.00000000
        NS
        USD
        6200336.00000000
        0.175680359748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
          
        
        42000.00000000
        NS
        USD
        6999720.00000000
        0.198330111100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        520000.00000000
        PA
        
        463948.26000000
        0.013145512956
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2032-04-30
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
          
        
        8400.00000000
        NS
        USD
        987924.00000000
        0.027991844913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        465410BY3
        
          
          
        
        200000.00000000
        PA
        USD
        176702.75000000
        0.005006696844
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-10-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smiths Group PLC
        213800MJL6IPZS3ASA11
        Smiths Group PLC
        000000000
        
          
          
          
        
        85346.00000000
        NS
        
        1453045.43000000
        0.041170598476
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBD3
        
          
          
        
        200000.00000000
        PA
        USD
        159812.94000000
        0.004528140860
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-06-09
          Fixed
          2.88900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        800000.00000000
        PA
        USD
        664527.44000000
        0.018828724721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
          
        
        1796000.00000000
        PA
        USD
        1519883.71000000
        0.043064394727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        315000.00000000
        PA
        
        239085.23000000
        0.006774242430
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2034-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        Westrock Co
        96145D105
        
          
          
        
        52800.00000000
        NS
        USD
        2103552.00000000
        0.059602055777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        1830000.00000000
        PA
        USD
        1630759.52000000
        0.046205950635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AC8
        
          
          
        
        200000.00000000
        PA
        USD
        174813.50000000
        0.004953166823
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFW
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        000000000
        
          
          
        
        235000.00000000
        PA
        
        196176.35000000
        0.005558461951
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2039-07-04
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AROUNDTOWN SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
          
        
        700000.00000000
        PA
        
        679662.09000000
        0.019257549990
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-01-07
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
          
        
        285000.00000000
        PA
        USD
        259464.06000000
        0.007351656330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Cor
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
          
        
        4600.00000000
        NS
        USD
        774548.00000000
        0.021946047969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamaha Motor Co Ltd
        3538004LR5NXILJDHY88
        Yamaha Motor Co Ltd
        000000000
        
          
          
          
        
        4400.00000000
        NS
        
        80584.51000000
        0.002283282020
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        15000.00000000
        PA
        
        11634.74000000
        0.000329658797
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2350000.00000000
        PA
        
        2283827.06000000
        0.064709970476
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2027-09-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        130000.00000000
        PA
        
        91975.63000000
        0.002606038086
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2041-04-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERHP8
        
          
        
        119780.51000000
        PA
        USD
        120629.64000000
        0.003417920988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300KP43CPCUJOOG15
        Vistra Corp
        92840MAB8
        
          
          
        
        718000.00000000
        PA
        USD
        689004.33000000
        0.019522253078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EG1
        
          
          
        
        80000.00000000
        PA
        USD
        57264.05000000
        0.001622519957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        84075.89000000
        0.002382206803
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAP4
        
          
          
        
        475000.00000000
        PA
        USD
        462827.72000000
        0.013113763568
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBB0
        
          
          
        
        410000.00000000
        PA
        USD
        278866.94000000
        0.007901417655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL GRID PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
          
        
        315000.00000000
        PA
        
        272543.54000000
        0.007722250399
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X92L8
        
          
        
        65969.71000000
        PA
        USD
        66190.23000000
        0.001875434398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        7100.00000000
        NS
        USD
        1609641.00000000
        0.045607578354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL CAP GROWTH OPPORT
        BBYQD302IWSKQ71W7J63
        AST SMALL CAP GROWTH OPPORTUNITIES PORTFOLIO
        000000000
        
          
        
        31646.54200000
        NS
        USD
        686729.96000000
        0.019457811064
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        130000.00000000
        PA
        
        105102.92000000
        0.002977986805
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-12
          Fixed
          1.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILIAD HOLDING SAS
        9695009PXA7OI9NXN582
        Iliad Holding SASU
        449691AA2
        
          
          
        
        200000.00000000
        PA
        USD
        179936.97000000
        0.005098335255
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
          
        
        340000.00000000
        PA
        USD
        290755.21000000
        0.008238259973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
          
        
        100000.00000000
        PA
        USD
        85793.09000000
        0.002430861958
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CK6
        
          
          
        
        30000.00000000
        PA
        USD
        23215.51000000
        0.000657788408
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2041-11-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
          
        
        160000.00000000
        PA
        USD
        135904.29000000
        0.003850713019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
          
          
        
        3000.00000000
        NS
        
        211574.51000000
        0.005994753515
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        Ashland Global Holdings Inc
        044186104
        
          
          
        
        2200.00000000
        NS
        USD
        226710.00000000
        0.006423602585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUNDESOBLIGATION
        529900AQBND3S6YJLY83
        Bundesobligation
        000000000
        
          
          
        
        5310000.00000000
        PA
        
        5307006.85000000
        0.150368765917
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2027-04-16
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerzbank AG
        851WYGNLUQLFZBSYGB56
        Commerzbank AG
        000000000
        
          
          
          
        
        17043.00000000
        NS
        
        119568.22000000
        0.003387846707
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1120000.00000000
        PA
        
        1075017.87000000
        0.030459563181
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2035-07-31
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOTCHKIS & WILEY LRG CA
        4FTWO00TBMKME1WMYZ73
        AST HOTCHKIS & WILEY LARGE CAP VALUE
        000000000
        
          
        
        2984831.00300000
        NS
        USD
        121213987.03000000
        3.434477881195
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAA9
        
          
          
        
        800000.00000000
        PA
        USD
        737151.97000000
        0.020886468617
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-02-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
          
        
        595000.00000000
        PA
        USD
        415349.30000000
        0.011768509713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        PHP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -957.00000000
        -0.00002711564
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -3982236.07000000
            USD
            220337122.00000000
            PHP
            2022-09-21
            -957.00000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCP83
        
          
        
        6156244.33000000
        PA
        USD
        5979690.69000000
        0.169428594128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
          
        
        80000.00000000
        PA
        USD
        64015.01000000
        0.001813801701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        Osaka Gas Co Ltd
        000000000
        
          
          
          
        
        5600.00000000
        NS
        
        107213.78000000
        0.003037795925
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
          
          
        
        33700.00000000
        NS
        
        725973.19000000
        0.020569728993
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
          
        
        24300.00000000
        NS
        USD
        1658718.00000000
        0.046998126385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7RC5
        
          
        
        1035820.15000000
        PA
        USD
        977180.34000000
        0.027687433982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128ME6B2
        
          
        
        102729.43000000
        PA
        USD
        100852.15000000
        0.002857545460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEU1
        
          
          
        
        7319000.00000000
        PA
        USD
        7290410.16000000
        0.206566527946
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
          
        
        5800.00000000
        NS
        USD
        2288970.00000000
        0.064855690571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        000000000
        
          
          
          
        
        3772.00000000
        NS
        
        177702.83000000
        0.005035033117
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        235000.00000000
        PA
        
        282538.29000000
        0.008005441709
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-09-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
          
        
        400000.00000000
        PA
        
        391463.29000000
        0.011091723354
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        254900QT3R363TVK6F09
        Medline Borrower LP
        62482BAB8
        
          
          
        
        132000.00000000
        PA
        USD
        109714.36000000
        0.003108647375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Cos Inc
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339100
        
          
          
        
        1500.00000000
        NS
        USD
        357915.00000000
        0.010141165891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
          
          
        
        17900.00000000
        NS
        
        338508.08000000
        0.009591290096
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
          
        
        12800.00000000
        NS
        USD
        1958144.00000000
        0.055482064578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        000000000
        
          
          
          
        
        51340.00000000
        NS
        
        1791585.79000000
        0.050762803194
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
          
        
        55100.00000000
        NS
        USD
        2843711.00000000
        0.080573725601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        215000.00000000
        PA
        USD
        207498.00000000
        0.005879249654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
          
        
        912000.00000000
        PA
        USD
        733233.10000000
        0.020775431329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEY6
        
          
          
        
        190000.00000000
        PA
        
        161375.26000000
        0.004572407645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-19
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City Developments Ltd
        254900BPLPJS0RJ72373
        City Developments Ltd
        000000000
        
          
          
          
        
        14800.00000000
        NS
        
        86963.58000000
        0.002464026630
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc
        91336L107
        
          
          
        
        47900.00000000
        NS
        USD
        1191273.00000000
        0.033753536775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
          
        
        1570000.00000000
        PA
        USD
        1350103.98000000
        0.038253854775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
          
          
        
        24203.00000000
        NS
        
        1439112.86000000
        0.040775832948
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
          
        
        12805.00000000
        NS
        
        281414.66000000
        0.007973604770
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
          
          
        
        3925.00000000
        NS
        
        358725.42000000
        0.010164128337
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PEP9
        
          
          
        
        1220000.00000000
        PA
        USD
        1063698.35000000
        0.030138835829
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2029-02-22
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
          
        
        8100.00000000
        NS
        USD
        2268972.00000000
        0.064289067111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        735000.00000000
        PA
        
        622418.06000000
        0.017635597279
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
          
        
        3000.00000000
        NS
        USD
        216660.00000000
        0.006138845821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
          
        
        11300.00000000
        NS
        USD
        1780428.00000000
        0.050446658301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        000000000
        
          
          
          
        
        881.00000000
        NS
        
        121054.86000000
        0.003429969174
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc
        549300YKWOC0AOR16R51
        Albertsons Cos Inc
        013091103
        
          
          
        
        70700.00000000
        NS
        USD
        1889104.00000000
        0.053525884778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDG1
        
          
          
        
        225000.00000000
        PA
        USD
        205758.90000000
        0.005829973984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        Unum Group
        91529YAR7
        
          
          
        
        310000.00000000
        PA
        USD
        229053.79000000
        0.006490011545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
          
          
        
        1719.00000000
        NS
        
        107286.39000000
        0.003039853258
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DG9
        
          
          
        
        1226000.00000000
        PA
        USD
        1155934.84000000
        0.032752265125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CS9
        
          
          
        
        132000.00000000
        PA
        USD
        104793.91000000
        0.002969231313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
          
        
        2600.00000000
        NS
        USD
        220246.00000000
        0.006240451567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAYCARE HEALTH SYSTEM
        1H90SRZU22X0SF1UZR52
        BayCare Health System Inc
        072722AE1
        
          
          
        
        1111000.00000000
        PA
        USD
        994455.23000000
        0.028176900826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        975000.00000000
        PA
        
        923752.67000000
        0.026173614040
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
          
        
        28000.00000000
        NS
        USD
        1171240.00000000
        0.033185921626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
          
        
        200000.00000000
        PA
        USD
        191131.73000000
        0.005415527656
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group I
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874784
        
          
          
        
        56400.00000000
        NS
        USD
        2883732.00000000
        0.081707680870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EB7
        
          
          
        
        25000.00000000
        PA
        USD
        24878.50000000
        0.000704907577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDZ1
        
          
          
        
        115255000.00000000
        PA
        USD
        110761856.44000000
        3.138327146430
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
          
          
        
        66461.00000000
        NS
        
        2844353.64000000
        0.080591934167
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
          
        
        215000.00000000
        PA
        USD
        153256.09000000
        0.004342359031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
          
        
        2540000.00000000
        PA
        USD
        1963340.63000000
        0.055629305925
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087ZS6
        
          
          
        
        400000.00000000
        PA
        
        326393.77000000
        0.009248043159
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTOS FINANCE LTD
        213800BKUBSWG53XNS94
        Santos Finance Ltd
        803014AA7
        
          
          
        
        390000.00000000
        PA
        USD
        330602.94000000
        0.009367305809
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-29
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        Hirose Electric Co Ltd
        000000000
        
          
          
          
        
        10400.00000000
        NS
        
        1377183.28000000
        0.039021119834
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CR6
        
          
          
        
        200000.00000000
        PA
        USD
        184423.28000000
        0.005225450391
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2032-09-29
          Fixed
          3.55600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
          
        
        20000.00000000
        PA
        USD
        18499.05000000
        0.000524152200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        590000.00000000
        PA
        
        627660.17000000
        0.017784127257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M6W48
        
          
        
        125539.97000000
        PA
        USD
        126300.14000000
        0.003578588971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ENTERTAINMENT INC
        549300P8YYCKQVJ0Y638
        Golden Entertainment Inc
        381013AA9
        
          
          
        
        742000.00000000
        PA
        USD
        741044.28000000
        0.020996753353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YARA INTERNATIONAL ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        984851AG0
        
          
          
        
        2975000.00000000
        PA
        USD
        2527534.24000000
        0.071615171268
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2030-06-04
          Fixed
          3.14800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITC International Holdings Co
        529900JUV4MOM9CE3V12
        SITC International Holdings Co Ltd
        000000000
        
          
          
          
        
        408000.00000000
        NS
        
        1155914.88000000
        0.032751699578
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BZ7
        
          
          
        
        8510000.00000000
        PA
        USD
        8371400.01000000
        0.237195301247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Floating
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
          
        
        69700.00000000
        NS
        USD
        2904399.00000000
        0.082293259780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        8000.00000000
        NS
        USD
        2928480.00000000
        0.082975570987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAW4
        
          
          
        
        210000.00000000
        PA
        USD
        208755.18000000
        0.005914870600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
          
          
        
        71100.00000000
        NS
        
        506568.26000000
        0.014353108307
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1305000.00000000
        PA
        
        1340223.25000000
        0.037973894108
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
          
        
        100300.00000000
        NS
        USD
        5090225.00000000
        0.144226467598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        
        267765.70000000
        0.007586875050
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2032-06-22
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        610000.00000000
        PA
        USD
        517063.90000000
        0.014650491838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBJ0
        
          
          
        
        3925000.00000000
        PA
        USD
        3213988.92000000
        0.091065182547
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-01-21
          Fixed
          3.33700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
          
          
        
        164174.00000000
        NS
        
        4238388.42000000
        0.120090524510
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TREASURY CORP VICTORIA
        549300ZJM7BQW1P9UV75
        Treasury Corp of Victoria
        000000000
        
          
          
        
        250000.00000000
        PA
        
        140947.21000000
        0.003993599146
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2033-09-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        2000.00000000
        NS
        USD
        243160.00000000
        0.006889696990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
          
        
        24800.00000000
        NS
        USD
        886104.00000000
        0.025106876384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        435000.00000000
        PA
        USD
        381804.75000000
        0.010818058220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
          
        
        18400.00000000
        NS
        USD
        843640.00000000
        0.023903701137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4994.41000000
        0.000141511644
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2565000.00000000
            AUD
            1775980.35000000
            USD
            2022-08-05
            4994.41000000
          
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        Adient Global Holdings Ltd
        00687YAA3
        
          
          
        
        400000.00000000
        PA
        USD
        351203.57000000
        0.009951004191
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
          
        
        44600.00000000
        NS
        USD
        4241014.00000000
        0.120164917710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
          
          
        
        109711.00000000
        NS
        
        1107635.59000000
        0.031383753867
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DV7
        
          
          
        
        115000.00000000
        PA
        USD
        100880.16000000
        0.002858339096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAD3
        
          
          
        
        555000.00000000
        PA
        USD
        512111.36000000
        0.014510166538
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CF9
        
          
          
        
        95000.00000000
        PA
        USD
        73979.87000000
        0.002096146108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCS7
        
          
          
        
        25000.00000000
        PA
        USD
        24020.37000000
        0.000680593316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAD8
        
          
          
        
        426000.00000000
        PA
        USD
        396387.75000000
        0.011231253035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
          
        
        2100.00000000
        NS
        USD
        470211.00000000
        0.013322961471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
          
        
        23700.00000000
        NS
        USD
        15960054.00000000
        0.452212271774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
          
          
        
        11112.00000000
        NS
        
        1487387.49000000
        0.042143646623
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        435000.00000000
        PA
        
        382118.76000000
        0.010826955381
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
          
        
        565000.00000000
        PA
        USD
        562635.07000000
        0.015941705659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
          
          
        
        40765.00000000
        NS
        
        923542.96000000
        0.026167672115
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7206.34000000
        0.000204184483
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -16277303929.00000000
            IDR
            1092363.19000000
            USD
            2022-09-21
            7206.34000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        380553.98000000
        0.010782618895
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2028-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        125000.00000000
        PA
        
        104731.86000000
        0.002967473188
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2066-05-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        4700.00000000
        NS
        USD
        1504235.00000000
        0.042621004078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        110000.00000000
        PA
        
        124587.72000000
        0.003530069252
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-04-26
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LUSZ9
        
          
          
        
        147551.39000000
        PA
        USD
        144997.98000000
        0.004108373689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETHON UN/AETHIN UN FIN
        N/A
        Aethon United BR LP / Aethon United Finance Corp
        00810GAC8
        
          
          
        
        510000.00000000
        PA
        USD
        496055.28000000
        0.014055233465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AST Western Asset Emerging Markets Debt Portfolio
        X6JO84W15Q5TRG58BQ07
        AST Western Asset Emerging Markets Debt Portfolio
        00767H196
        
          
          
        
        282095.36400000
        NS
        USD
        2908403.20000000
        0.082406714808
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
          
        
        13800.00000000
        NS
        USD
        760518.00000000
        0.021548521859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
          
          
        
        1767.00000000
        NS
        
        79923.35000000
        0.002264548708
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
          
        
        20400.00000000
        NS
        USD
        227052.00000000
        0.006433292815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNIV OF MICHIGAN MI
        N/A
        University of Michigan
        914455UH1
        
          
        
        1122000.00000000
        PA
        USD
        1005078.12000000
        0.028477889859
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        VICI Properties LP
        925650AC7
        
          
          
        
        375000.00000000
        PA
        USD
        354588.94000000
        0.010046925286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3223.93000000
        0.000091346853
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -10320000.00000000
            MXN
            513052.82000000
            USD
            2022-08-05
            3223.93000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RP5
        
          
          
        
        3248000.00000000
        PA
        USD
        3018102.50000000
        0.085514935474
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        3i Group PLC
        000000000
        
          
          
          
        
        14989.00000000
        NS
        
        202043.50000000
        0.005724701816
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Open House Group Co Ltd
        529900WQOGPBIJEHW865
        Open House Group Co Ltd
        000000000
        
          
          
          
        
        33900.00000000
        NS
        
        1346730.26000000
        0.038158263771
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        390000.00000000
        PA
        
        454194.91000000
        0.012869161475
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2025-01-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DQ21
        
          
        
        323811.37000000
        PA
        USD
        298097.90000000
        0.008446307798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        74735KAA0
        
          
          
        
        200000.00000000
        PA
        USD
        174017.66000000
        0.004930617487
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA HOUSING TRUST
        549300M44WH89JG50067
        Canada Housing Trust No 1
        13509PFX6
        
          
          
        
        250000.00000000
        PA
        
        184700.63000000
        0.005233308827
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-06-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN NATIONAL GAMING INC
        N/A
        Penn National Gaming Inc
        707569AS8
        
          
          
        
        1046000.00000000
        PA
        USD
        922472.61000000
        0.026137344812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AD3
        
          
          
        
        25000.00000000
        PA
        USD
        24736.31000000
        0.000700878765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
          
          
        
        14881.00000000
        NS
        
        1957622.71000000
        0.055467294344
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBP4
        
          
          
        
        160000.00000000
        PA
        USD
        114334.05000000
        0.003239541701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
          
        
        67100.00000000
        NS
        USD
        9714738.00000000
        0.275257448419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
          
        
        15000.00000000
        PA
        USD
        8140.09000000
        0.000230641361
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        85000.00000000
        PA
        
        81983.32000000
        0.002322915911
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2049-05-23
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
          
        
        130000.00000000
        PA
        USD
        98587.69000000
        0.002793384236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
          
        
        2100.00000000
        NS
        USD
        220626.00000000
        0.006251218490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synovus Financial Corp
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C501
        
          
          
        
        6100.00000000
        NS
        USD
        219905.00000000
        0.006230789671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
          
        
        1089000.00000000
        PA
        USD
        856953.32000000
        0.024280920831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9AZ4
        
          
        
        2969959.00000000
        PA
        USD
        2904371.94000000
        0.082292493062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sino Land Co Ltd
        529900G5P51053HJVZ92
        Sino Land Co Ltd
        000000000
        
          
          
          
        
        62000.00000000
        NS
        
        91749.15000000
        0.002599621000
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        VOLKSWAGEN BANK GMBH
        529900GJD3OQLRZCKW37
        Volkswagen Bank GmbH
        000000000
        
          
          
        
        400000.00000000
        PA
        
        410755.31000000
        0.011638343571
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-06-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
          
        
        1500000.00000000
        PA
        
        1479960.33000000
        0.041933205424
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2027-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
          
        
        350000.00000000
        PA
        USD
        290344.01000000
        0.008226609030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrim's Pride Corp
        549300ZSLGV64ZL3HD75
        Pilgrim's Pride Corp
        72147K108
        
          
          
        
        71100.00000000
        NS
        USD
        2220453.00000000
        0.062914329456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nidec Corp
        353800IF171MZTNL6Y31
        Nidec Corp
        000000000
        
          
          
          
        
        6700.00000000
        NS
        
        412741.98000000
        0.011694633892
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
          
          
        
        50300.00000000
        NS
        
        869158.23000000
        0.024626734829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAD3
        
          
          
        
        912000.00000000
        PA
        USD
        775447.15000000
        0.021971524491
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B51
        
          
          
        
        200000.00000000
        PA
        USD
        161271.13000000
        0.004569457225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
          
        
        14000.00000000
        NS
        USD
        2555560.00000000
        0.072409253330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mowi ASA
        549300W1OGQF5LZIH349
        Mowi ASA
        000000000
        
          
          
          
        
        6331.00000000
        NS
        
        144043.39000000
        0.004081326330
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
          
        
        10000.00000000
        PA
        USD
        9213.07000000
        0.000261043184
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
          
          
        
        45115.00000000
        NS
        
        1660444.74000000
        0.047047051847
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
          
        
        2300.00000000
        NS
        USD
        546664.00000000
        0.015489181260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Konami Group Corp
        353800FC4A5QCMIZFV94
        Konami Group Corp
        000000000
        
          
          
          
        
        1400.00000000
        NS
        
        77372.66000000
        0.002192277441
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
          
        
        170000.00000000
        PA
        USD
        153420.60000000
        0.004347020258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        610000.00000000
        PA
        USD
        517288.16000000
        0.014656846022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
          
        
        77100.00000000
        NS
        USD
        2075532.00000000
        0.058808136918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEE7
        
          
          
        
        680000.00000000
        PA
        USD
        651100.00000000
        0.018448271550
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIAGARA MOHAWK POWER
        3T97Y9RR5EN5Y18QHB56
        Niagara Mohawk Power Corp
        65364UAN6
        
          
          
        
        2660000.00000000
        PA
        USD
        2201449.33000000
        0.062375879349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-27
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kesko Oyj
        743700OX6HSVMCAHPB95
        Kesko Oyj
        000000000
        
          
          
          
        
        60177.00000000
        NS
        
        1419129.83000000
        0.040209633649
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CV35
        
          
        
        124662.04000000
        PA
        USD
        124761.50000000
        0.003534993136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513ECN9
        
          
          
        
        110000.00000000
        PA
        USD
        93181.48000000
        0.002640204648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
          
        
        28600.00000000
        NS
        USD
        1455740.00000000
        0.041246946439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
          
          
        
        4045.00000000
        NS
        
        1757385.96000000
        0.049793784993
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        65535HBA6
        
          
          
        
        470000.00000000
        PA
        USD
        381647.03000000
        0.010813589380
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-01-22
          Fixed
          2.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        855000.00000000
        PA
        
        879930.50000000
        0.024931956396
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        000000000
        
          
          
        
        1270000.00000000
        PA
        
        1024790.30000000
        0.029036414892
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        COP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6564.34000000
        -0.00018599405
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1000701.12000000
            USD
            4184932104.00000000
            COP
            2022-09-21
            -6564.34000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        254749.02000000
        0.007218060356
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -48923956.28000000
            EUR
            51637034.28000000
            USD
            2022-08-02
            254749.02000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
          
        
        5290000.00000000
        PA
        USD
        4498828.98000000
        0.127469848997
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        115000.00000000
        PA
        
        91511.63000000
        0.002592891107
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2052-10-31
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
          
        
        100000.00000000
        PA
        USD
        85081.94000000
        0.002410712230
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        34000.00000000
        NS
        USD
        5154060.00000000
        0.146035168894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        520000.00000000
        PA
        
        328767.45000000
        0.009315299024
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2061-10-22
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
          
        
        472000.00000000
        PA
        USD
        458506.93000000
        0.012991338277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        13500.00000000
        NS
        USD
        1816290.00000000
        0.051462772438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        14600.00000000
        NS
        USD
        2870068.00000000
        0.081320525007
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AK4
        
          
          
        
        230000.00000000
        PA
        USD
        187194.14000000
        0.005303959956
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        000000000
        
          
          
          
        
        472649.00000000
        NS
        
        1355835.80000000
        0.038416260200
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        600000.00000000
        PA
        
        524312.61000000
        0.014855876834
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
          
          
        
        19306.00000000
        NS
        
        317872.85000000
        0.009006611358
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
          
        
        20000.00000000
        PA
        USD
        18203.72000000
        0.000515784318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iShares Russell 1000 Growth ETF
        549300H1KWQVEKI25E14
        iShares Russell 1000 Growth ETF
        464287614
        
          
          
        
        71400.00000000
        NS
        USD
        15615180.00000000
        0.442440609660
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A1EH1
        
          
        
        184642.73000000
        PA
        USD
        173119.77000000
        0.004905176666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd
        000000000
        
          
          
          
        
        2300.00000000
        NS
        
        756492.92000000
        0.021434475217
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
          
        
        29200.00000000
        NS
        USD
        6227776.00000000
        0.176457844883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
          
        
        790000.00000000
        PA
        USD
        741068.48000000
        0.020997439036
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1140000.00000000
        PA
        
        1115318.58000000
        0.031601443755
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2039-01-31
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YER2
        
          
          
        
        4500000.00000000
        PA
        USD
        4402351.49000000
        0.124736255180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO Limite
        549300434Q955VK1W392
        Bain Capital Credit Clo 2019-3 Ltd
        05683TAN9
        
          
        
        1250000.00000000
        PA
        USD
        1209394.13000000
        0.034266980988
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-21
          Floating
          2.25829000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        1300.00000000
        NS
        USD
        768469.00000000
        0.021773805544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
          
        
        390000.00000000
        PA
        USD
        333061.95000000
        0.009436979414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CJ3
        
          
          
        
        400000.00000000
        PA
        USD
        392396.55000000
        0.011118166349
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2049-02-11
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAL0
        
          
          
        
        1154000.00000000
        PA
        USD
        1084969.62000000
        0.030741536129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        5 YEAR EURO BOBL
        000000000
        
          
          
        
        -65.00000000
        NC
        
        -130374.83000000
        -0.00369404126
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2022-09-08
            -8356862.14000000
            USD
            -130374.83000000
          
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAH6
        
          
          
        
        565000.00000000
        PA
        USD
        525766.03000000
        0.014897058045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
          
          
        
        161500.00000000
        NS
        
        1454036.08000000
        0.041198667559
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AD3
        
          
          
        
        435000.00000000
        PA
        USD
        384815.49000000
        0.010903364546
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2030-09-17
          Fixed
          4.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitbread PLC
        21380099VMZKRMN3EX36
        Whitbread PLC
        000000000
        
          
          
          
        
        3149.00000000
        NS
        
        95026.03000000
        0.002692468139
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJF7
        
          
          
        
        9175000.00000000
        PA
        USD
        7340807.86000000
        0.207994496699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-23
          Fixed
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
          
        
        250000.00000000
        PA
        USD
        234320.91000000
        0.006639250157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
          
          
        
        26071.00000000
        NS
        
        1625646.20000000
        0.046061069793
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
          
          
        
        17681.00000000
        NS
        
        847413.70000000
        0.024010625177
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Telenor ASA
        549300IM1QSBY4SLPM26
        Telenor ASA
        000000000
        
          
          
          
        
        10806.00000000
        NS
        
        143452.46000000
        0.004064582916
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Tosoh Corp
        529900YSLFVJF2MDBX02
        Tosoh Corp
        000000000
        
          
          
          
        
        102400.00000000
        NS
        
        1269646.47000000
        0.035974171174
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
          
          
        
        16854.00000000
        NS
        
        725372.20000000
        0.020552700538
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        26500.00000000
        NS
        USD
        13611195.00000000
        0.385659685895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
          
        
        169500.00000000
        NS
        USD
        6639315.00000000
        0.188118393532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
          
          
        
        5900.00000000
        NS
        
        181100.36000000
        0.005131298754
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
          
        
        12300.00000000
        NS
        USD
        3026415.00000000
        0.085750461902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        328500.00000000
        NS
        USD
        44912520.00000000
        1.272551627978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA
        529900QWWUI4XRVR7I03
        Republic of Austria Government Bond
        000000000
        
          
          
        
        135000.00000000
        PA
        
        94068.61000000
        0.002665340595
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2040-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
          
          
        
        38296.00000000
        NS
        
        2016172.49000000
        0.057126244183
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
          
          
        
        900.00000000
        NS
        
        470916.49000000
        0.013342950829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
          
        
        1940000.00000000
        PA
        
        1924202.05000000
        0.054520353150
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        97457.87000000
        0.002761371909
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2025-04-28
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        185800.00000000
        NS
        USD
        9741494.00000000
        0.276015553093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
          
          
        
        18500.00000000
        NS
        
        370909.00000000
        0.010509337970
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2126.12000000
        0.000060241497
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1166962.00000000
            USD
            1623320.00000000
            SGD
            2022-09-21
            2126.12000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEJ7
        
          
          
        
        130000.00000000
        PA
        USD
        130030.58000000
        0.003684287282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBI Holdings Inc/Japan
        353800L6LMHYIPSMRQ17
        SBI Holdings Inc/Japan
        000000000
        
          
          
          
        
        22400.00000000
        NS
        
        438674.67000000
        0.012429410896
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAE3
        
          
          
        
        125000.00000000
        PA
        USD
        116574.56000000
        0.003303024326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        1245000.00000000
        PA
        
        1213582.72000000
        0.034385660524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
          
        
        200000.00000000
        PA
        USD
        162203.51000000
        0.004595875286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
          
          
        
        133238.00000000
        NS
        
        2151581.91000000
        0.060962935553
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        703.00000000
        NC
        USD
        1612795.12000000
        0.045696947210
        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
            77298954.88000000
            USD
            1612795.12000000
          
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        ConocoPhillips Co
        20826FAW6
        
          
          
        
        30000.00000000
        PA
        USD
        26238.30000000
        0.000743436159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
          
        
        36100.00000000
        NS
        USD
        9856022.00000000
        0.279260590175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        Boxer Parent Co Inc
        103186AC6
        
          
          
        
        484000.00000000
        PA
        USD
        451587.93000000
        0.012795295287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        840000.00000000
        PA
        
        867377.20000000
        0.024576271113
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2023-11-09
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORLANDO HEALTH OBL GRP
        N/A
        Orlando Health Obligated Group
        686514AH3
        
          
          
        
        1256000.00000000
        PA
        USD
        998074.71000000
        0.028279455195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.32700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        MSILF Government Portfolio
        61747C707
        
          
          
        
        39839453.48000000
        NS
        USD
        39839453.48000000
        1.128811328861
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
          
          
        
        72300.00000000
        NS
        
        1594112.00000000
        0.045167579569
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
          
        
        10300.00000000
        NS
        USD
        2048979.00000000
        0.058055784047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        280000.00000000
        PA
        
        368789.64000000
        0.010449288010
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2041-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GD0
        
          
          
        
        70000.00000000
        PA
        USD
        46989.28000000
        0.001331394559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AN1
        
          
          
        
        75000.00000000
        PA
        USD
        59686.89000000
        0.001691168721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WF4F0
        
          
        
        42721.20000000
        PA
        USD
        43022.40000000
        0.001218996955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CR5
        
          
          
        
        25000.00000000
        PA
        USD
        20356.83000000
        0.000576790550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OP
        549300147YMUQB3GW319
        Invitation Homes Operating Partnership LP
        46188BAB8
        
          
          
        
        4800000.00000000
        PA
        USD
        4036530.48000000
        0.114371080351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        70000.00000000
        PA
        
        54276.11000000
        0.001537859646
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2053-06-22
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAU4
        
          
          
        
        1061000.00000000
        PA
        USD
        939404.04000000
        0.026617080057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
          
        
        360000.00000000
        PA
        USD
        343261.43000000
        0.009725971545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
          
        
        80000.00000000
        PA
        USD
        69251.44000000
        0.001962170742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Variable
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCOTTS MIRACLE-GRO CO
        2TH9E0JTOUXOEGI2R879
        Scotts Miracle-Gro Co/The
        810186AW6
        
          
          
        
        534000.00000000
        PA
        USD
        405605.24000000
        0.011492421455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        1360000.00000000
        PA
        
        981608.72000000
        0.027812907729
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO ELECTRICITY FIN
        549300SI5D7OIEG4Y641
        Ontario Electricity Financial Corp
        683078FP9
        
          
          
        
        235000.00000000
        PA
        
        126960.16000000
        0.003597289982
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-04-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        54823.75000000
        0.001553376481
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -20849376.00000000
            ILS
            6059776.47000000
            USD
            2022-09-21
            54823.75000000
          
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        Eskom Holdings SOC Ltd
        000000000
        
          
          
        
        470000.00000000
        PA
        USD
        424031.62000000
        0.012014514624
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AK1
        
          
          
        
        5000.00000000
        PA
        USD
        4279.71000000
        0.000121261330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
          
          
        
        158509.00000000
        NS
        
        857762.55000000
        0.024303849559
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
          
        
        4200.00000000
        NS
        USD
        438522.00000000
        0.012425085143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
          
          
        
        30348.00000000
        NS
        
        3050293.30000000
        0.086427029806
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZFH1
        
          
        
        475000.00000000
        PA
        
        300585.98000000
        0.008516805073
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-09-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMALL-CAP GROWTH
        V7EISZENYUUBRRNZ9C08
        AST SMALL-CAP GROWTH PORTFOLIO
        000000000
        
          
        
        11980.22500000
        NS
        USD
        686227.29000000
        0.019443568409
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
          
          
        
        2058.00000000
        NS
        
        162159.44000000
        0.004594626606
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A9UT2
        
          
        
        59815.05000000
        PA
        USD
        59881.28000000
        0.001696676569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        42.00000000
        NC
        
        93011.56000000
        0.002635390133
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UK TSY 4 1/4% 2032
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2022-09-28
            5746646.27000000
            USD
            93011.56000000
          
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
          
        
        19800.00000000
        NS
        USD
        1869120.00000000
        0.052959657994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
          
          
        
        42590.00000000
        NS
        
        4970065.27000000
        0.140821861042
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Grou
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
          
        
        3600.00000000
        NS
        USD
        227808.00000000
        0.006454713324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
          
        
        1078000.00000000
        PA
        USD
        1122849.04000000
        0.031814811857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
          
          
        
        9536.00000000
        NS
        
        168835.95000000
        0.004783798883
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546BA1
        
          
          
        
        3225000.00000000
        PA
        USD
        2405272.31000000
        0.068151000964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elevance Health Inc
        8MYN82XMYQH89CTMTH67
        Elevance Health Inc
        036752103
        
          
          
        
        8000.00000000
        NS
        USD
        3860640.00000000
        0.109387398369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gates Industrial Corp PLC
        549300S6K4FWUSB9KM27
        Gates Industrial Corp PLC
        000000000
        
          
          
          
        
        90800.00000000
        NS
        USD
        981548.00000000
        0.027811187288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
          
          
        
        76423.00000000
        NS
        
        2168978.86000000
        0.061455860845
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        170145.54000000
        0.004820904814
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
          
        
        118900.00000000
        NS
        USD
        3937968.00000000
        0.111578410414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Subaru Corp
        549300N244BVAEE6HH86
        Subaru Corp
        000000000
        
          
          
          
        
        9200.00000000
        NS
        
        162508.99000000
        0.004604530758
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
          
        
        1000.00000000
        NS
        USD
        256010.00000000
        0.007253788971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
          
        
        62400.00000000
        NS
        USD
        1425840.00000000
        0.040399759649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50076QAE6
        
          
          
        
        3200000.00000000
        PA
        USD
        2927146.11000000
        0.082937776540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-04
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
          
          
        
        42046.00000000
        NS
        
        393255.73000000
        0.011142510360
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        SWITZERLAND
        5067006OA1BJ88912Q83
        Swiss Confederation Government Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        
        356094.85000000
        0.010089593749
        Long
        DBT
        NUSS
        CH
        N
        
        2
        
          2027-06-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Truck Holding AG
        529900PW78JIYOUBSR24
        Daimler Truck Holding AG
        000000000
        
          
          
          
        
        7064.00000000
        NS
        
        184554.01000000
        0.005229154495
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690EAA6
        
          
          
        
        463000.00000000
        PA
        USD
        462558.33000000
        0.013106130670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        000000000
        
          
          
        
        335000.00000000
        PA
        
        382954.20000000
        0.010850626743
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-08-14
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        970000.00000000
        PA
        
        786586.72000000
        0.022287153138
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-01-17
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12443.81000000
        -0.00035258299
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -63766725.00000000
            CNY
            9510674.74000000
            USD
            2022-08-23
            -12443.81000000
          
        
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AL8
        
          
          
        
        465000.00000000
        PA
        USD
        428103.64000000
        0.012129891264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/DKK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        567.64000000
        0.000016083515
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1330000.00000000
            DKK
            188423.59000000
            USD
            2022-08-05
            567.64000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJU7
        
          
          
        
        275000.00000000
        PA
        
        270507.10000000
        0.007664549895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-19
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
          
          
        
        73379.00000000
        NS
        
        1641135.45000000
        0.046499942301
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
          
          
        
        1800.00000000
        NS
        
        154859.83000000
        0.004387799410
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AE4
        
          
          
        
        3825000.00000000
        PA
        USD
        3998959.58000000
        0.113306546231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118358.60000000
        0.003353573326
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-12-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BC6
        
          
          
        
        2900000.00000000
        PA
        USD
        2310106.48000000
        0.065454571730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        375000.00000000
        PA
        
        293950.15000000
        0.008328785423
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2K9
        
          
          
        
        5500000.00000000
        PA
        USD
        4761239.84000000
        0.134904999977
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BH5
        
          
          
        
        4450000.00000000
        PA
        USD
        3502016.81000000
        0.099226166618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F040685
        
          
        
        13000000.00000000
        PA
        USD
        12795097.64000000
        0.362536378095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp
        N/A
        Itochu Techno-Solutions Corp
        000000000
        
          
          
          
        
        3600.00000000
        NS
        
        88061.21000000
        0.002495126885
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toshiba Corp
        549300LBHTST91VKHO68
        Toshiba Corp
        000000000
        
          
          
          
        
        37000.00000000
        NS
        
        1503148.34000000
        0.042590214647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mazda Motor Corp
        52990044YZJLICDQKK92
        Mazda Motor Corp
        000000000
        
          
          
          
        
        10000.00000000
        NS
        
        81096.44000000
        0.002297787047
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FINNISH GOVERNMENT
        743700M6Y2OQRVSBRD14
        Finland Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        74733.27000000
        0.002117492948
        Long
        DBT
        NUSS
        FI
        N
        
        2
        
          2040-09-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc
        29355A107
        
          
          
        
        8000.00000000
        NS
        USD
        1561920.00000000
        0.044255451236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
          
          
        
        18157.00000000
        NS
        
        551038.93000000
        0.015613140555
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
          
          
        
        1282.00000000
        NS
        
        115556.75000000
        0.003274185691
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        000000000
        
          
          
          
        
        4122.00000000
        NS
        
        304775.17000000
        0.008635501609
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAN9
        
          
          
        
        225000.00000000
        PA
        USD
        209744.57000000
        0.005942903983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KONTOOR BRANDS INC
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050NAA1
        
          
          
        
        398000.00000000
        PA
        USD
        317152.44000000
        0.008986199256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        -23.00000000
        NC
        USD
        -41125.49000000
        -0.00116524989
        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
            -3147249.51000000
            USD
            -41125.49000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CES6
        
          
          
        
        5775000.00000000
        PA
        USD
        5663109.38000000
        0.160458577272
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
          
        
        140000.00000000
        PA
        USD
        104647.19000000
        0.002965074148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        975000.00000000
        PA
        
        899489.60000000
        0.025486144060
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2032-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278X109
        
          
          
        
        12800.00000000
        NS
        USD
        1550720.00000000
        0.043938110365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
          
        
        8700.00000000
        NS
        USD
        1157361.00000000
        0.032792673951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
          
        
        555000.00000000
        PA
        USD
        455664.76000000
        0.012910808214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
          
        
        14900.00000000
        NS
        USD
        2235447.00000000
        0.063339169548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
          
        
        7700.00000000
        NS
        USD
        550242.00000000
        0.015590560335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMALL CAP VALUE PORTFOL
        VJDLIUI6Q37FYO8JPJ71
        AST SMALL CAP VALUE PORTFOLIO
        000000000
        
          
        
        43667.62400000
        NS
        USD
        1396927.29000000
        0.039580546739
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        Hess Corp
        023551AJ3
        
          
          
        
        265000.00000000
        PA
        USD
        296560.15000000
        0.008402737180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        31230.47000000
        0.000884884336
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd
        000000000
        
          
          
          
        
        30000.00000000
        NS
        
        212282.15000000
        0.006014803791
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        6800.00000000
        NS
        USD
        14818968.00000000
        0.419880733776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        1210000.00000000
        PA
        
        1119727.54000000
        0.031726367256
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAR4
        
          
          
        
        648000.00000000
        PA
        USD
        623947.43000000
        0.017678930459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L69
        
          
          
        
        1000000.00000000
        PA
        
        740202.89000000
        0.020972913403
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-04-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
          
        
        81400.00000000
        NS
        USD
        2940168.00000000
        0.083306738854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
          
          
        
        26300.00000000
        NS
        USD
        1381177.45000000
        0.039134290672
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        ICL Group Ltd
        529900FQVQD88SHIGM04
        ICL Group Ltd
        000000000
        
          
          
          
        
        140409.00000000
        NS
        
        1277458.97000000
        0.036195530599
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
          
          
        
        5800.00000000
        NS
        
        120027.96000000
        0.003400872983
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
          
        
        210000.00000000
        PA
        
        142505.59000000
        0.004037754295
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-01-18
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBR5
        
          
          
        
        250000.00000000
        PA
        USD
        201616.19000000
        0.005712594412
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-03-10
          Fixed
          2.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        105318.97000000
        0.002984108367
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656100
        
          
          
        
        32200.00000000
        NS
        USD
        1832180.00000000
        0.051912999799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
          
        
        510000.00000000
        PA
        USD
        411313.13000000
        0.011654148847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ENGLAND POWER CO
        549300DTVRGN9GYD5U85
        New England Power Co
        644188BG8
        
          
          
        
        90000.00000000
        PA
        USD
        59986.96000000
        0.001699670907
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-10-06
          Fixed
          2.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
          
        
        473000.00000000
        PA
        USD
        252025.77000000
        0.007140899773
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
          
        
        400000.00000000
        PA
        USD
        335814.61000000
        0.009514973300
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
          
        
        70000.00000000
        PA
        USD
        57483.01000000
        0.001628723971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DL8
        
          
          
        
        35000.00000000
        PA
        USD
        32759.60000000
        0.000928210715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
          
          
        
        1610.00000000
        NS
        
        98585.02000000
        0.002793308585
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Highbridge Loan Management Ltd
        549300Z5U2GIJ32SH058
        HPS Loan Management 11-2017 Ltd
        40436VAE1
        
          
        
        1750000.00000000
        PA
        USD
        1722048.48000000
        0.048792532609
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-05-06
          Floating
          2.42614000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDG2
        
          
          
        
        230000.00000000
        PA
        USD
        200745.30000000
        0.005687918609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        Northwestern Mutual Global Funding
        66815L2D0
        
          
          
        
        140000.00000000
        PA
        USD
        123201.02000000
        0.003490778486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
          
        
        19800.00000000
        NS
        USD
        1777446.00000000
        0.050362166294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAY5
        
          
          
        
        4950000.00000000
        PA
        USD
        4002633.90000000
        0.113410654437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142ET6
        
          
          
        
        50000.00000000
        PA
        USD
        42505.82000000
        0.001204360174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        Eisai Co Ltd
        000000000
        
          
          
          
        
        3700.00000000
        NS
        
        155926.96000000
        0.004418035478
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
          
        
        83600.00000000
        NS
        USD
        7621812.00000000
        0.215956469793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
          
          
        
        83300.00000000
        NS
        
        1522724.08000000
        0.043144873789
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
          
        
        9000.00000000
        NS
        USD
        1332270.00000000
        0.037748546672
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        52100.00000000
        NS
        USD
        10257969.00000000
        0.290649359036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAD2
        
          
          
        
        506000.00000000
        PA
        USD
        368272.03000000
        0.010434622045
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        000000000
        
          
          
          
        
        4332.00000000
        NS
        
        137619.75000000
        0.003899318873
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        PGIM Core Ultra Short Bond Fund
        000000000
        
          
        
        805835335.43000000
        NS
        USD
        805835335.43000000
        22.83254353093
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZIM Integrated Shipping Servic
        21380089EIJRELKAIL21
        ZIM Integrated Shipping Services Ltd
        000000000
        
          
          
          
        
        30100.00000000
        NS
        USD
        1421623.00000000
        0.040280275144
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        15200.00000000
        NS
        USD
        4370456.00000000
        0.123832528163
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        BOSTON SCIENTIFIC CORP
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137BA4
        
          
          
        
        30000.00000000
        PA
        USD
        26196.96000000
        0.000742264831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        535000.00000000
        PA
        
        508185.82000000
        0.014398940263
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBP5
        
          
          
        
        3075000.00000000
        PA
        USD
        2348840.47000000
        0.066552060849
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT HOME GROUP INC
        549300LGPR0P05O30I24
        At Home Group Inc
        04650YAA8
        
          
          
        
        188000.00000000
        PA
        USD
        137496.07000000
        0.003895814523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lifco AB
        549300RTLL4VDQRCTW41
        Lifco AB
        000000000
        
          
          
          
        
        4889.00000000
        NS
        
        78682.18000000
        0.002229381389
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
          
          
        
        16879.00000000
        NS
        
        103078.46000000
        0.002920625742
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CADENT FINANCE PLC
        5493005M8TJ0J6IMUF67
        Cadent Finance PLC
        000000000
        
          
          
        
        545000.00000000
        PA
        
        452432.13000000
        0.012819214855
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-19
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RAR0
        
          
          
        
        3600000.00000000
        PA
        USD
        3609352.73000000
        0.102267423259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEP2
        
          
          
        
        29520000.00000000
        PA
        USD
        29192512.51000000
        0.827140835548
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        39400.00000000
        NS
        USD
        6993894.00000000
        0.198165037179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
          
          
        
        954.00000000
        NS
        
        85174.78000000
        0.002413342759
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mineral Resources Ltd
        5299007V1ACKFFX2P066
        Mineral Resources Ltd
        000000000
        
          
          
          
        
        2615.00000000
        NS
        
        86855.95000000
        0.002460977040
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L51
        
          
          
        
        1745000.00000000
        PA
        
        1224045.88000000
        0.034682123766
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BP3
        
          
          
        
        95000.00000000
        PA
        USD
        89343.30000000
        0.002531453631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Wimpey PLC
        21380089BTRXTD8S3R66
        Taylor Wimpey PLC
        000000000
        
          
          
          
        
        56748.00000000
        NS
        
        80726.95000000
        0.002287317915
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
          
        
        80100.00000000
        NS
        USD
        2343726.00000000
        0.066407147424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
          
        
        46900.00000000
        NS
        USD
        6743751.00000000
        0.191077483822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/T
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
          
        
        87400.00000000
        NS
        USD
        3645454.00000000
        0.103290316874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
          
          
        
        5168.00000000
        NS
        
        170811.85000000
        0.004839784046
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        31359MGK3
        
          
          
        
        315000.00000000
        PA
        USD
        389348.46000000
        0.011031801747
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        Mexico City Airport Trust
        59284MAD6
        
          
          
        
        1030000.00000000
        PA
        USD
        703527.52000000
        0.019933753236
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        11.00000000
        NC
        USD
        25526.73000000
        0.000723274530
        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
            1375598.27000000
            USD
            25526.73000000
          
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
          
        
        13000.00000000
        NS
        USD
        5589480.00000000
        0.158372361950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
          
          
        
        41953.00000000
        NS
        
        94071.53000000
        0.002665423330
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
          
        
        5000.00000000
        PA
        USD
        4571.54000000
        0.000129530043
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        29900.00000000
        NS
        USD
        9432852.00000000
        0.267270488698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        EURO-SCHATZ
        000000000
        
          
          
        
        21.00000000
        NC
        
        13627.58000000
        0.000386123938
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2022-09-08
            2396297.62000000
            USD
            13627.58000000
          
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAM1
        
          
          
        
        520000.00000000
        PA
        USD
        383310.70000000
        0.010860727817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
          
        
        22200.00000000
        NS
        USD
        3968472.00000000
        0.112442710945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUEENSLAND TREASURY CORP
        98INKCEEHOU5YJS0HQ88
        Queensland Treasury Corp
        000000000
        
          
          
        
        500000.00000000
        PA
        
        318126.48000000
        0.009013797712
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2029-03-06
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6989.84000000
        -0.00019805017
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -3689831.90000000
            USD
            19469398.00000000
            BRL
            2022-08-02
            -6989.84000000
          
        
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
          
          
        
        1530.00000000
        NS
        
        111613.89000000
        0.003162468670
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        705000.00000000
        PA
        
        632542.32000000
        0.017922458127
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2031-06-17
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
          
        
        1400.00000000
        NS
        USD
        223146.00000000
        0.006322620186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOC AVIATION USA CORP
        254900QKLTY6MF4Y3P65
        BOC Aviation USA Corp
        66980P2A6
        
          
          
        
        400000.00000000
        PA
        USD
        383406.52000000
        0.010863442781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co Ltd
        N/A
        Otsuka Holdings Co Ltd
        000000000
        
          
          
          
        
        5600.00000000
        NS
        
        198646.57000000
        0.005628453180
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
          
        
        6735000.00000000
        PA
        USD
        5740694.84000000
        0.162656884191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
          
        
        675000.00000000
        PA
        USD
        681396.07000000
        0.019306680590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
          
        
        33800.00000000
        NS
        USD
        1580826.00000000
        0.044791133961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYM0
        
          
          
        
        230000.00000000
        PA
        USD
        203671.24000000
        0.005770822212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.94800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
          
        
        10800.00000000
        NS
        USD
        714420.00000000
        0.020242380834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        16700.00000000
        NS
        USD
        4233784.00000000
        0.119960062844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NGK Insulators Ltd
        353800701BNCL25VYY16
        NGK Insulators Ltd
        000000000
        
          
          
          
        
        6000.00000000
        NS
        
        80722.74000000
        0.002287198629
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitt
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
          
          
        
        4303.00000000
        NS
        
        2623765.65000000
        0.074341792652
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        54800.00000000
        NS
        USD
        4219600.00000000
        0.119558173298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        930000.00000000
        PA
        USD
        774056.93000000
        0.021932133988
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CWU4
        
          
        
        159363.27000000
        PA
        USD
        160158.31000000
        0.004537926576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        9845007488EC87F5AF14
        Kraft Heinz Co/The
        500754106
        
          
          
        
        5800.00000000
        NS
        USD
        221212.00000000
        0.006267822218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        1059000.00000000
        PA
        USD
        837625.31000000
        0.023733280873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BM5
        
          
          
        
        2955000.00000000
        PA
        USD
        2632419.97000000
        0.074587004210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAK6
        
          
          
        
        100000.00000000
        PA
        USD
        88347.62000000
        0.002503242028
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2027-02-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        000000000
        
          
          
        
        125000.00000000
        PA
        
        114312.13000000
        0.003238920620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDL2
        
          
          
        
        2620000.00000000
        PA
        USD
        2379287.50000000
        0.067414747191
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
          
        
        201780.60000000
        PA
        USD
        171506.41000000
        0.004859463714
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        190549.13000000
        0.005399020264
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
          
        
        275000.00000000
        PA
        USD
        262431.66000000
        0.007435740327
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        10000.00000000
        PA
        USD
        8158.40000000
        0.000231160157
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
          
          
        
        5677.00000000
        NS
        
        402848.13000000
        0.011414301483
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AV3
        
          
          
        
        2828000.00000000
        PA
        USD
        2211654.25000000
        0.062665025617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
          
          
        
        88000.00000000
        NS
        
        1883074.77000000
        0.053355052536
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
          
        
        189000.00000000
        PA
        USD
        199785.89000000
        0.005660734680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BW1
        
          
          
        
        555000.00000000
        PA
        USD
        492010.21000000
        0.013940620426
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-13
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        14200.00000000
        NS
        USD
        2483154.00000000
        0.070357701265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAQ3
        
          
          
        
        350000.00000000
        PA
        USD
        346341.40000000
        0.009813239435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
          
        
        14700.00000000
        NS
        USD
        1531593.00000000
        0.043396165825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
          
        
        20300.00000000
        NS
        USD
        4263812.00000000
        0.120810876387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BULGARIAN ENERGY HLD
        635400E1RWKJXPSBCV07
        Bulgarian Energy Holding EAD
        000000000
        
          
          
        
        565000.00000000
        PA
        
        481590.43000000
        0.013645386313
        Long
        DBT
        CORP
        BG
        N
        
        2
        
          2028-07-22
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
          
          
        
        9600.00000000
        NS
        
        132829.45000000
        0.003763590483
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        3290000.00000000
        PA
        
        2745181.99000000
        0.077782004004
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-04
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
          
          
        
        25100.00000000
        NS
        USD
        6969015.00000000
        0.197460115434
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
          
        
        30500.00000000
        NS
        USD
        4671380.00000000
        0.132358910698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
          
          
        
        29800.00000000
        NS
        
        1630825.96000000
        0.046207833146
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HBA5
        
          
          
        
        10795000.00000000
        PA
        USD
        8876927.67000000
        0.251518925188
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2031-05-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        534000.00000000
        PA
        USD
        502077.38000000
        0.014225863685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAG5
        
          
          
        
        35000.00000000
        PA
        USD
        26679.77000000
        0.000755944773
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
          
          
        
        10910.00000000
        NS
        
        818876.11000000
        0.023202040920
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AD9
        
          
          
        
        82000.00000000
        PA
        USD
        46945.00000000
        0.001330139929
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
          
        
        1800.00000000
        NS
        USD
        280530.00000000
        0.007948538808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
          
          
        
        145029.00000000
        NS
        
        1670541.69000000
        0.047333138893
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE UK
        549300C654ZPQWG3JF34
        Swiss Re Finance UK PLC
        000000000
        
          
          
        
        300000.00000000
        PA
        
        256342.03000000
        0.007263196712
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-06-04
          Fixed
          2.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
          
        
        25800.00000000
        NS
        USD
        3685530.00000000
        0.104425830513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UCB6
        
          
        
        178215.14000000
        PA
        USD
        178923.74000000
        0.005069626389
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering PLC
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering PLC
        000000000
        
          
          
          
        
        1160.00000000
        NS
        
        139753.52000000
        0.003959777126
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
          
          
        
        49.00000000
        NS
        
        113433.33000000
        0.003214020695
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LW9
        
          
          
        
        1425000.00000000
        PA
        USD
        1355787.04000000
        0.038414878633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          4.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
          
        
        250000.00000000
        PA
        USD
        206576.93000000
        0.005853152051
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8SG3
        
          
        
        420886.03000000
        PA
        USD
        381430.89000000
        0.010807465268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
          
          
        
        20430.00000000
        NS
        
        250879.66000000
        0.007108425885
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CER8
        
          
          
        
        24293000.00000000
        PA
        USD
        24077589.35000000
        0.682214570127
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        1165000.00000000
        PA
        
        1000054.03000000
        0.028335537260
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-12-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        737.58000000
        0.000020898596
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -730000.00000000
            SGD
            526214.87000000
            USD
            2022-08-05
            737.58000000
          
        
        
          N
          N
          N
        
      
      
        Rohm Co Ltd
        5493009V2FGDEP7JFE59
        Rohm Co Ltd
        000000000
        
          
          
          
        
        1300.00000000
        NS
        
        90355.46000000
        0.002560132179
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        21800.00000000
        NS
        USD
        1733972.00000000
        0.049130373701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AZ6
        
          
          
        
        475000.00000000
        PA
        USD
        380650.40000000
        0.010785350860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        20000.00000000
        PA
        USD
        18475.59000000
        0.000523487484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AY0
        
          
          
        
        238000.00000000
        PA
        USD
        209554.02000000
        0.005937504938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd
        000000000
        
          
          
          
        
        2443.00000000
        NS
        
        80781.72000000
        0.002288869769
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
          
          
        
        201800.00000000
        NS
        
        1374721.36000000
        0.038951363777
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
          
        
        26000.00000000
        NS
        USD
        1471080.00000000
        0.041681590097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5HH5
        
          
        
        124365.34000000
        PA
        USD
        124960.68000000
        0.003540636703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        000000000
        
          
          
          
        
        3551196.00000000
        NS
        
        1828803.50000000
        0.051817330026
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201108
        
          
          
        
        96900.00000000
        NS
        USD
        3047505.00000000
        0.086348026096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        AmeriGas Partners LP / AmeriGas Finance Corp
        030981AJ3
        
          
          
        
        1026000.00000000
        PA
        USD
        960941.40000000
        0.027227319753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        1337000.00000000
        PA
        USD
        713726.88000000
        0.020222741967
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
          
        
        8200.00000000
        NS
        USD
        1130370.00000000
        0.032027910785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAJ1
        
          
          
        
        3530000.00000000
        PA
        USD
        2851190.14000000
        0.080785639601
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
          
        
        60000.00000000
        PA
        USD
        56809.44000000
        0.001609639035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        HUF/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2901.04000000
        0.000082198085
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -232000000.00000000
            HUF
            614249.39000000
            USD
            2022-07-19
            2901.04000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CV5
        
          
          
        
        3700000.00000000
        PA
        USD
        3456687.41000000
        0.097941803109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies Holding P
        529900MS7KFYCY9MS037
        Sensata Technologies Holding PLC
        000000000
        
          
          
          
        
        5300.00000000
        NS
        USD
        218943.00000000
        0.006203532357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
          
        
        200000.00000000
        PA
        USD
        188843.37000000
        0.005350689249
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
          
          
        
        264017.00000000
        NS
        
        1244522.23000000
        0.035262300798
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        128.00000000
        NC
        USD
        1007230.48000000
        0.028538874840
        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
            18748769.52000000
            USD
            1007230.48000000
          
        
        
          N
          N
          N
        
      
      
        OneMain Financial Issuance Tru
        N/A
        OneMain Financial Issuance Trust 2021-1
        68269MAA2
        
          
        
        7200000.00000000
        PA
        USD
        6241307.04000000
        0.176841233457
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-06-16
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        165167DF1
        
          
          
        
        720000.00000000
        PA
        USD
        686850.20000000
        0.019461217945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
          
          
        
        2004.00000000
        NS
        
        338748.49000000
        0.009598101875
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DIGITAL EURO FINCO
        635400OUEAPTXSW3SC91
        Digital Euro Finco LLC
        000000000
        
          
          
        
        650000.00000000
        PA
        
        575437.80000000
        0.016304458293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-09
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
          
        
        4400.00000000
        NS
        USD
        1643532.00000000
        0.046567846164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCB6
        
          
          
        
        1590000.00000000
        PA
        USD
        1431592.04000000
        0.040562737987
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-08-04
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129212.22000000
        0.003661099865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-18
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDP3
        
          
          
        
        80000.00000000
        PA
        USD
        72100.00000000
        0.002042881859
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-12-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAB6
        
          
          
        
        200000.00000000
        PA
        USD
        158755.42000000
        0.004498177082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14569.12000000
        0.000412801538
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5718000.00000000
            GBP
            6979568.06000000
            USD
            2022-08-05
            14569.12000000
          
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAK8
        
          
          
        
        370000.00000000
        PA
        USD
        326463.35000000
        0.009250014639
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-10-19
          Fixed
          2.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
          
          
        
        9400.00000000
        NS
        
        552163.41000000
        0.015645001578
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
          
        
        56200.00000000
        NS
        
        610247.08000000
        0.017290744654
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370BR0
        
          
          
        
        2165000.00000000
        PA
        USD
        2104905.71000000
        0.059640411805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-01
          Fixed
          7.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K3J29
        
          
        
        185941.37000000
        PA
        USD
        174350.17000000
        0.004940038828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERYP9
        
          
          
        
        123559.44000000
        PA
        USD
        123654.97000000
        0.003503640708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
          
          
        
        356753.00000000
        NS
        
        1954974.99000000
        0.055392273828
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVS5
        
          
          
        
        50000.00000000
        PA
        USD
        42472.00000000
        0.001203401918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X9UG8
        
          
        
        15163693.70000000
        PA
        USD
        13262323.15000000
        0.375774748673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BT8
        
          
          
        
        115000.00000000
        PA
        USD
        116523.78000000
        0.003301585525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        Securitas AB
        000000000
        
          
          
          
        
        9433.00000000
        NS
        
        81472.42000000
        0.002308440067
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68333ZAS6
        
          
          
        
        300000.00000000
        PA
        
        169167.92000000
        0.004793204923
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2052-12-02
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        2299000.00000000
        PA
        USD
        2218461.06000000
        0.062857889815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nokia Oyj
        549300A0JPRWG1KI7U06
        Nokia Oyj
        000000000
        
          
          
          
        
        362390.00000000
        NS
        
        1679984.90000000
        0.047600702865
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TG3
        
          
          
        
        210000.00000000
        PA
        USD
        198318.75000000
        0.005619164726
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8SQ1
        
          
        
        674932.76000000
        PA
        USD
        589319.11000000
        0.016697771419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINTERSHALL DEA FINANCE
        529900SUC9JUI6M74U66
        Wintershall Dea Finance BV
        000000000
        
          
          
        
        200000.00000000
        PA
        
        167413.07000000
        0.004743482992
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-09-25
          Fixed
          1.82300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JT9
        
          
          
        
        565000.00000000
        PA
        USD
        564633.57000000
        0.015998331171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4342.84000000
        0.000123050056
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2070847.28000000
            USD
            42378879.00000000
            MXN
            2022-09-21
            4342.84000000
          
        
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
          
          
        
        2100.00000000
        NS
        
        135740.93000000
        0.003846084375
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS
        2549000TLMHFQ74DS330
        Braskem Netherlands Finance BV
        10554TAB1
        
          
          
        
        4120000.00000000
        PA
        USD
        3743847.34000000
        0.106078194396
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        524.00000000
        NC
        USD
        1732870.34000000
        0.049099159259
        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
            60377504.66000000
            USD
            1732870.34000000
          
        
        
          N
          N
          N
        
      
      
        VOLVO CAR AB
        5299000EAMGGBEYP7J33
        Volvo Car AB
        000000000
        
          
          
        
        1165000.00000000
        PA
        
        1059275.58000000
        0.030013521036
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-10-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SWW3
        
          
        
        180179.29000000
        PA
        USD
        172835.25000000
        0.004897115075
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
        
        650000.00000000
        PA
        
        657953.96000000
        0.018642471696
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          N/A
          Fixed
          4.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLE OF MAN
        549300ZXHSYV21BRHW71
        Isle of Man Government International Bond
        000000000
        
          
          
        
        235000.00000000
        PA
        
        349783.80000000
        0.009910776418
        Long
        DBT
        NUSS
        IM
        N
        
        2
        
          2034-08-14
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
          
          
        
        3729.00000000
        NS
        
        1288800.24000000
        0.036516874215
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        245000.00000000
        PA
        USD
        203389.22000000
        0.005762831455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
          
          
        
        46200.00000000
        NS
        
        1785252.00000000
        0.050583341548
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PROVINCE OF ALBERTA
        LQPXMHHNJKIPJYE53543
        Province of Alberta Canada
        01306ZCV1
        
          
          
        
        400000.00000000
        PA
        
        293038.57000000
        0.008302956710
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KH0
        
          
          
        
        31635000.00000000
        PA
        USD
        16334040.39000000
        0.462808804532
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
          
          
        
        27998.00000000
        NS
        
        1170826.09000000
        0.033174193897
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        American Financial Group Inc/O
        549300AFOM7IVKIU1G39
        American Financial Group Inc/OH
        025932104
        
          
          
        
        9400.00000000
        NS
        USD
        1304814.00000000
        0.036970608193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        25525PAA5
        
          
          
        
        726000.00000000
        PA
        USD
        717387.80000000
        0.020326470498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        368000.00000000
        PA
        USD
        258110.28000000
        0.007313298318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
          
        
        700000.00000000
        PA
        
        649527.41000000
        0.018403713775
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-02-17
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SU
        N/A
        Premier Entertainment Sub LLC / Premier Entertainment Finance Corp
        74052HAB0
        
          
          
        
        428000.00000000
        PA
        USD
        296890.69000000
        0.008412102703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        72600.00000000
        NS
        USD
        11706750.00000000
        0.331699129125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BM0
        
          
          
        
        4282000.00000000
        PA
        USD
        3438441.03000000
        0.097424810062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JQTQ6
        
          
        
        4989577.25000000
        PA
        USD
        4729146.56000000
        0.133995668777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAG8
        
          
          
        
        280000.00000000
        PA
        USD
        264939.27000000
        0.007506790965
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
          
          
        
        4000.00000000
        NS
        USD
        1121120.00000000
        0.031765821226
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SWEDISH GOVERNMENT
        ERE94C0BSULG2RM19605
        Sweden Government Bond
        000000000
        
          
          
        
        3455000.00000000
        PA
        
        293609.78000000
        0.008319141378
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2031-05-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBQ4
        
          
          
        
        3370000.00000000
        PA
        USD
        3208778.96000000
        0.090917563507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        529900G26L4NG4GFJZ86
        Ono Pharmaceutical Co Ltd
        000000000
        
          
          
          
        
        58700.00000000
        NS
        
        1502875.63000000
        0.042582487680
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stora Enso Oyj
        7437000ZP669LKUTZ738
        Stora Enso Oyj
        000000000
        
          
          
          
        
        8416.00000000
        NS
        
        131675.90000000
        0.003730905789
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2T0
        
          
          
        
        450000.00000000
        PA
        USD
        405241.78000000
        0.011482123177
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYU2
        
          
          
        
        265000.00000000
        PA
        USD
        217381.60000000
        0.006159291640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
          
        
        159700.00000000
        NS
        USD
        4971461.00000000
        0.140861407664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
          
          
        
        23885.00000000
        NS
        
        243247.49000000
        0.006892175932
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599ED3
        
          
          
        
        45000.00000000
        PA
        USD
        46359.74000000
        0.001313557168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        578000.00000000
        PA
        USD
        512640.24000000
        0.014525151828
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES GRP LLC / CAP
        N/A
        Jefferies Group LLC / Jefferies Group Capital Finance Inc
        47233JGT9
        
          
          
        
        275000.00000000
        PA
        USD
        211646.22000000
        0.005996785346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
          
          
        
        17100.00000000
        NS
        
        234291.04000000
        0.006638403820
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Endeavour Group Ltd/Australia
        254900JAN9FOLMWAD533
        Endeavour Group Ltd/Australia
        000000000
        
          
          
          
        
        20213.00000000
        NS
        
        105410.86000000
        0.002986711979
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US LONG BOND
        000000000
        
          
          
        
        94.00000000
        NC
        USD
        549510.04000000
        0.015569820976
        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
            12481239.96000000
            USD
            549510.04000000
          
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        820000.00000000
        PA
        
        76949.12000000
        0.002180276856
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2032-05-18
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
          
        
        15200.00000000
        NS
        USD
        537928.00000000
        0.015241655381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
          
        
        370000.00000000
        PA
        USD
        330553.32000000
        0.009365899876
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBC4
        
          
          
        
        310000.00000000
        PA
        USD
        277776.24000000
        0.007870513754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
          
          
        
        1311.00000000
        NS
        
        79097.64000000
        0.002241153035
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        Carlyle Global Market Strategies CLO 2014-3-R Ltd
        14315LAA2
        
          
        
        6694870.74000000
        PA
        USD
        6529893.73000000
        0.185018050571
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Floating
          2.27486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
          
        
        75000.00000000
        PA
        USD
        52789.74000000
        0.001495744829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        2445000.00000000
        PA
        
        1588742.98000000
        0.045015453722
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
          
        
        300000.00000000
        PA
        USD
        288504.50000000
        0.008174488342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
          
          
        
        38600.00000000
        NS
        USD
        622618.00000000
        0.017641262380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRESBYTERIAN HEALTHC SER
        549300PILQ3W3CCH7D05
        Presbyterian Healthcare Services
        74071PAB9
        
          
          
        
        949000.00000000
        PA
        USD
        987528.23000000
        0.027980631163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        Sprint Corp
        85207UAF2
        
          
          
        
        2198000.00000000
        PA
        USD
        2270199.88000000
        0.064323857871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB
        000000000
        
          
          
          
        
        15490.00000000
        NS
        
        329995.32000000
        0.009350089500
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX Corp
        000000000
        
          
          
          
        
        18300.00000000
        NS
        
        306011.86000000
        0.008670541991
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
          
        
        13800.00000000
        NS
        USD
        1070880.00000000
        0.030342320746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBD6
        
          
          
        
        15000.00000000
        PA
        USD
        9115.19000000
        0.000258269851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AC3
        
          
          
        
        720000.00000000
        PA
        USD
        719711.28000000
        0.020392303995
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2023-09-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoNation Inc
        N/A
        AutoNation Inc
        05329W102
        
          
          
        
        1900.00000000
        NS
        USD
        212344.00000000
        0.006016556249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
          
          
        
        5007.00000000
        NS
        
        94537.78000000
        0.002678634061
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        1382000.00000000
        PA
        USD
        1252677.82000000
        0.035493381337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
          
        
        40000.00000000
        PA
        USD
        33205.11000000
        0.000940833798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
          
        
        240000.00000000
        PA
        USD
        234330.85000000
        0.006639531797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBX2
        
          
          
        
        65000.00000000
        PA
        USD
        45364.55000000
        0.001285359448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAF0
        
          
          
        
        3625000.00000000
        PA
        USD
        3543165.88000000
        0.100392084630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEM9
        
          
          
        
        90000.00000000
        PA
        USD
        88959.38000000
        0.002520575639
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-30
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
          
        
        115300.00000000
        NS
        USD
        4524372.00000000
        0.128193585088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
          
          
        
        12852.00000000
        NS
        
        459674.65000000
        0.013024424463
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAH5
        
          
          
        
        872000.00000000
        PA
        USD
        840434.19000000
        0.023812867696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        110709FL1
        
          
          
        
        200000.00000000
        PA
        
        164594.14000000
        0.004663611411
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2037-06-18
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABB Ltd
        5493000LKVGOO9PELI61
        ABB Ltd
        000000000
        
          
          
          
        
        25465.00000000
        NS
        
        676279.90000000
        0.019161718997
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5U56
        
          
        
        698812.23000000
        PA
        USD
        720430.69000000
        0.020412687762
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
          
        
        130000.00000000
        PA
        
        100809.65000000
        0.002856341265
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2034-11-15
          Fixed
          1.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        Ontario Teachers' Cadillac Fairview Properties Trust
        68327LAD8
        
          
          
        
        200000.00000000
        PA
        USD
        170321.38000000
        0.004825887066
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        000000000
        
          
          
        
        650000.00000000
        PA
        
        605873.83000000
        0.017166832961
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-03-13
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CET4
        
          
          
        
        153906000.00000000
        PA
        USD
        150996214.69000000
        4.278327709563
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68333ZAH0
        
          
          
        
        650000.00000000
        PA
        
        441760.78000000
        0.012516852756
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-06-02
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
          
          
        
        62345.00000000
        NS
        
        1421836.42000000
        0.040286322187
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PDF0
        
          
          
        
        18475000.00000000
        PA
        USD
        18164247.73000000
        0.514665910971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-14
          Fixed
          4.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
          
        
        83800.00000000
        NS
        USD
        2314556.00000000
        0.065580644458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -808.67000000
        -0.00002291286
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -317005.00000000
            AUD
            218030.97000000
            USD
            2022-07-19
            -808.67000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
          
        
        93600.00000000
        NS
        USD
        1961856.00000000
        0.055587240409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DW5
        
          
          
        
        80000.00000000
        PA
        USD
        69100.24000000
        0.001957886640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
          
        
        10000.00000000
        PA
        USD
        9819.90000000
        0.000278237109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
          
        
        21900.00000000
        NS
        USD
        7100637.00000000
        0.201189494021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        Voya CLO 2019-3 Ltd
        92918FAF1
        
          
        
        450000.00000000
        PA
        USD
        437184.41000000
        0.012387185859
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-17
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        30681.49000000
        0.000869329533
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
          
        
        30000.00000000
        PA
        USD
        29776.48000000
        0.000843686974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT INDONESIA PT
        549300T4HTQHRKLNE619
        Freeport Indonesia PT
        69377FAB2
        
          
          
        
        200000.00000000
        PA
        USD
        183196.76000000
        0.005190698165
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2032-04-14
          Fixed
          5.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
          
        
        215000.00000000
        PA
        
        168134.07000000
        0.004763911811
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2035-07-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAM1
        
          
          
        
        718000.00000000
        PA
        USD
        678646.94000000
        0.019228786724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        Popular Inc
        733174700
        
          
          
        
        15400.00000000
        NS
        USD
        1184722.00000000
        0.033567920700
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
          
        
        11600.00000000
        NS
        USD
        647860.00000000
        0.018356469369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        10000.00000000
        PA
        USD
        9195.09000000
        0.000260533738
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
          
          
        
        956131.00000000
        NS
        
        1346468.51000000
        0.038150847345
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BF3
        
          
          
        
        1600000.00000000
        PA
        USD
        1187275.04000000
        0.033640258551
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
          
          
        
        49600.00000000
        NS
        
        1515543.59000000
        0.042941421740
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        7500.00000000
        NS
        USD
        740550.00000000
        0.020982748420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Julius Baer Group Ltd
        5299007MF0604ZGJER92
        Julius Baer Group Ltd
        000000000
        
          
          
          
        
        30438.00000000
        NS
        
        1403082.09000000
        0.039754936882
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
          
        
        1061000.00000000
        PA
        USD
        958604.31000000
        0.027161100630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
          
        
        251000.00000000
        PA
        USD
        128886.33000000
        0.003651866095
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
          
        
        5100.00000000
        NS
        USD
        891786.00000000
        0.025267870208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MK4
        
          
          
        
        10000.00000000
        PA
        USD
        8260.47000000
        0.000234052209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          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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