Form NPORT-P DEUTSCHE DWS MARKET TRUS For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0000095603
          XXXXXXXX
        
      
      
      
      
        S000006138
        C000148117
        C000016900
        C000016894
        C000016897
        C000016899
      
      
      
    
  
  
    
      DEUTSCHE DWS MARKET TRUST
      811-01236
      0000095603
      IFRD7YR9ULMP0L9V6675
      875 Third Avenue
      NEW YORK
      
      10022-6225
      212-454-4500
      DWS Global Income Builder Fund
      S000006138
      NNNPSIE2ND8S9MGMMP15
      2021-10-31
      2021-04-30
      N
    
    
      853195980.13
      91901129.67
      761294850.46
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      39909869.79000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        
        438516106
        
          
        
        5301.00000000
        NS
        USD
        1182335.04000000
        0.155305797653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B2Gold Corp
        549300F7OK456M5NLM05
        
        000000000
        
          
        
        145500.00000000
        NS
        
        700776.96000000
        0.092050663363
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing Ltd
        213800YTVSXYQN17BW16
        
        000000000
        
          
        
        11800.00000000
        NS
        
        713083.05000000
        0.093667131672
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBH8
        
          
        
        193000.00000000
        PA
        USD
        185662.43000000
        0.024387716518
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SBSN
        254900G208H6Q0L5B953
        
        71567PAP5
        
          
        
        883000.00000000
        PA
        USD
        899573.91000000
        0.118163666739
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-06-23
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REC LIMITED
        335800B4YRYWAMIJZ374
        
        74947LAC8
        
          
        
        426000.00000000
        PA
        USD
        449809.13000000
        0.059084746170
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-05-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        
        000000000
        
          
        
        245000.00000000
        PA
        USD
        254212.00000000
        0.033392055633
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-11-07
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Televisa SAB
        549300O4AF0C816ILN62
        
        40049JBE6
        
          
        
        1700000.00000000
        PA
        USD
        2048092.00000000
        0.269027433820
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2049-05-24
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBC3
        
          
        
        310000.00000000
        PA
        USD
        297836.83000000
        0.039122401763
        Long
        DBT
        
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd
        N/A
        
        000000000
        
          
        
        490500.00000000
        NS
        
        1730512.23000000
        0.227311695193
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        
        000000000
        
          
        
        207460.00000000
        NS
        
        1154586.16000000
        0.151660839332
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems Inc/Delaware
        8E6NF1YAL0WT6CWXXV93
        
        17275R102
        
          
        
        55583.00000000
        NS
        USD
        2829730.53000000
        0.371699680917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue Securities
        549300HG8ZEWVWVSN227
        
        62547NAA7
        
          
        
        1758665.41000000
        PA
        USD
        1757246.34000000
        0.230823358247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          1.80600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hercules Trust II
        N/A
        
        427098116
        
          
        
        506.00000000
        NS
        USD
        27346.42000000
        0.003592093127
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Ashland Global Holdings Inc
                Ashland Global Holdings Inc
                
                  
                  
                
              
            
            4.38690000
            0.09300000
            USD
            2029-03-31
            XXXX
            -62863.05000000
          
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        
        461202103
        
          
        
        3128.00000000
        NS
        USD
        1289236.48000000
        0.169347852441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        
        260557103
        
          
        
        35000.00000000
        NS
        USD
        2187500.00000000
        0.287339392704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        
        681936100
        
          
        
        61700.00000000
        NS
        USD
        2344600.00000000
        0.307975286918
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAG7
        
          
        
        750000.00000000
        PA
        USD
        749049.93000000
        0.098391566624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        
        09247X101
        
          
        
        1400.00000000
        NS
        USD
        1147020.00000000
        0.150666985243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        
        000000000
        
          
        
        7333.00000000
        NS
        
        576028.78000000
        0.075664347348
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        
        911312106
        
          
        
        12990.00000000
        NS
        USD
        2648141.40000000
        0.347847013335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seiko Epson Corp
        549300NIOFQDR749W206
        
        000000000
        
          
        
        78800.00000000
        NS
        
        1338803.81000000
        0.175858776555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
        
        390000.00000000
        PA
        USD
        390925.68000000
        0.051350101706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        
        000000000
        
          
        
        47600.00000000
        NS
        
        1483663.51000000
        0.194886844315
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        
        000000000
        
          
        
        206200.00000000
        NS
        
        2655826.30000000
        0.348856464534
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        
        000000000
        
          
        
        7139.00000000
        NS
        USD
        2070095.83000000
        0.271917750231
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QDC3
        
          
        
        3700000.00000000
        PA
        USD
        3801750.00000000
        0.499379445126
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        
        31620R303
        
          
        
        17515.00000000
        NS
        USD
        799034.30000000
        0.104957271091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        
        46591HBU3
        
          
        
        2299000.00000000
        PA
        USD
        2299114.03000000
        0.302000470463
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          2.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        
        025537101
        
          
        
        9242.00000000
        NS
        USD
        819857.82000000
        0.107692547704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AS9
        
          
        
        270000.00000000
        PA
        USD
        305549.48000000
        0.040135498068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DS1
        
          
        
        525000.00000000
        PA
        USD
        514179.75000000
        0.067540158676
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings Inc
        529900CXROT5S2HMMP26
        
        000000000
        
          
        
        22400.00000000
        NS
        
        633870.05000000
        0.083262096100
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        
        35565KAH1
        
          
        
        5400000.00000000
        PA
        USD
        5450790.78000000
        0.715989445706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-25
          Floating
          1.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        
        000000000
        
          
        
        29000.00000000
        NS
        
        1090724.42000000
        0.143272270834
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp
        N/A
        
        000000000
        
          
        
        14600.00000000
        NS
        
        590524.78000000
        0.077568471616
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CROWDSTRIKE HOLDINGS INC
        549300YBY08K9KM4HX32
        
        22788CAA3
        
          
        
        320000.00000000
        PA
        USD
        317136.00000000
        0.041657447151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENN ENERGY HOLDINGS LTD
        549300V7BXPWT6WIPR03
        
        26876FAC6
        
          
        
        854000.00000000
        PA
        USD
        832308.62000000
        0.109328024417
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-09-17
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        
        743315103
        
          
        
        15400.00000000
        NS
        USD
        1551396.00000000
        0.203783855763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83370RAA6
        
          
        
        1650000.00000000
        PA
        USD
        1716000.00000000
        0.225405439031
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        
        780153BG6
        
          
        
        295000.00000000
        PA
        USD
        309366.50000000
        0.040636883306
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Inc
        5493002H54FNIBW75H44
        
        92339V209
        
          
        
        26016.00000000
        NS
        USD
        660546.24000000
        0.086766151064
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        
        25746U109
        
          
        
        16535.00000000
        NS
        USD
        1321146.50000000
        0.173539397935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        
        907818108
        
          
        
        5547.00000000
        NS
        USD
        1231933.23000000
        0.161820775387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        
        478160104
        
          
        
        15076.00000000
        NS
        USD
        2453317.48000000
        0.322255887914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        
        756109104
        
          
        
        9564.00000000
        NS
        USD
        661350.60000000
        0.086871807894
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        
        580135101
        
          
        
        3600.00000000
        NS
        USD
        849888.00000000
        0.111637166531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        
        05533UAH1
        
          
        
        2236000.00000000
        PA
        USD
        2244944.00000000
        0.294884957995
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        
        64110D104
        
          
        
        27023.00000000
        NS
        USD
        2018347.87000000
        0.265120389134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        
        000000000
        
          
        
        185245.00000000
        NS
        
        1293383.30000000
        0.169892558608
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAL8
        
          
        
        210000.00000000
        PA
        USD
        212907.47000000
        0.027966492860
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61762V606
        
          
        
        75000.00000000
        NS
        USD
        2145000.00000000
        0.281756798788
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        
        91324P102
        
          
        
        4681.00000000
        NS
        USD
        1866782.80000000
        0.245211536485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        
        000000000
        
          
        
        256258.00000000
        NS
        
        1441082.85000000
        0.189293655293
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BL5
        
          
        
        539000.00000000
        PA
        USD
        590205.00000000
        0.077526466866
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        
        000000000
        
          
        
        17600.00000000
        NS
        
        1661128.42000000
        0.218197774357
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        
        281020AS6
        
          
        
        2400000.00000000
        PA
        USD
        2482968.00000000
        0.326150636445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        
        718172109
        
          
        
        48965.00000000
        NS
        USD
        4651675.00000000
        0.611021471797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TWILIO INC
        5493004W8TRGD63APX93
        
        90138FAC6
        
          
        
        950000.00000000
        PA
        USD
        968145.00000000
        0.127170832616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        
        459200101
        
          
        
        19473.00000000
        NS
        USD
        2762829.24000000
        0.362911851870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        
        000000000
        
          
        
        -52.00000000
        NC
        
        -44381.04000000
        -0.00582967820
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                TOPIX Index
                TPM1 Index
              
            
            2021-06-10
            -983929596.00000000
            JPY
            -44381.04000000
          
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        
        91913Y100
        
          
        
        14941.00000000
        NS
        USD
        1105036.36000000
        0.145152217873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        
        000000000
        
          
        
        282600.00000000
        NS
        
        1500097.89000000
        0.197045584781
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AN9
        
          
        
        1700000.00000000
        PA
        USD
        2061250.00000000
        0.270755804896
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGNC Investment Corp
        5TRACI5HRMELWV32OF39
        
        00123Q500
        
          
        
        64439.00000000
        NS
        USD
        1658015.47000000
        0.217788872340
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Partners Group Holding AG
        549300I3IVVWZWDHI788
        
        000000000
        
          
        
        1176.00000000
        NS
        
        1677965.34000000
        0.220409390525
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        
        65339F101
        
          
        
        15088.00000000
        NS
        USD
        1169470.88000000
        0.153616023974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WP Carey Inc
        54930042CRNE713E3Q67
        
        92936U109
        
          
        
        10597.00000000
        NS
        USD
        793609.33000000
        0.104244673337
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        
        370334104
        
          
        
        15703.00000000
        NS
        USD
        955684.58000000
        0.125534092266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Ltd
        3789001900ED06F65111
        
        000000000
        
          
        
        1425000.00000000
        PA
        USD
        1546125.00000000
        0.203091482763
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        
        704326107
        
          
        
        15307.00000000
        NS
        USD
        1492279.43000000
        0.196018589787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        
        000000000
        
          
        
        316374.00000000
        NS
        
        964683.19000000
        0.126716106041
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
        
        890000.00000000
        PA
        USD
        901525.50000000
        0.118420018138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        
        98980G102
        
          
        
        7900.00000000
        NS
        USD
        1482356.00000000
        0.194715096142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287Y109
        
          
        
        32201.00000000
        NS
        USD
        3590411.50000000
        0.471619044556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756CC2
        
          
        
        947000.00000000
        PA
        USD
        940049.02000000
        0.123480280922
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-06-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127963H0
        
          
        
        9300000.00000000
        PA
        USD
        9299854.64000000
        1.221583810054
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-06-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        
        00206R300
        
          
        
        100000.00000000
        NS
        USD
        2639000.00000000
        0.346646243358
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wesfarmers Ltd
        5493003L32ZX9557ST85
        
        000000000
        
          
        
        32041.00000000
        NS
        
        1338056.54000000
        0.175760618791
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        
        000000000
        
          
        
        15868.00000000
        NS
        
        928365.21000000
        0.121945552296
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        
        05377RDJ0
        
          
        
        700000.00000000
        PA
        USD
        714221.97000000
        0.093816734681
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          4.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        
        009158106
        
          
        
        2877.00000000
        NS
        USD
        829956.96000000
        0.109019121763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        
        000000000
        
          
        
        26180.00000000
        NS
        
        1798564.43000000
        0.236250702196
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        
        000000000
        
          
        
        20874.00000000
        NS
        
        1949099.11000000
        0.256024207811
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
        
        275000.00000000
        PA
        USD
        277496.53000000
        0.036450598586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        
        000000000
        
          
        
        6013.00000000
        NS
        
        841380.29000000
        0.110519634999
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBL8
        
          
        
        950000.00000000
        PA
        USD
        1000379.36000000
        0.131404981840
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Fixed
          2.85200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        
        000000000
        
          
        
        7200000.00000000
        OU
        Notional Amount
        USD
        -786.24000000
        -0.00010327667
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-16
            0.00000000
            USD
            -164.36000000
            USD
            7200000.00000000
            USD
            -621.88000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AF8
        
          
        
        590000.00000000
        PA
        USD
        589575.20000000
        0.077443739392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        
        47216FAA5
        
          
        
        220000.00000000
        PA
        USD
        224950.00000000
        0.029548341206
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LafargeHolcim Ltd
        529900EHPFPYHV6IQO98
        
        000000000
        
          
        
        28619.00000000
        NS
        
        1764911.66000000
        0.231830237513
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        
        000000000
        
          
        
        59877.00000000
        NS
        
        1575686.88000000
        0.206974587973
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WBA3
        
          
        
        200000.00000000
        PA
        USD
        202655.18000000
        0.026619801759
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-04-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLP Holdings Ltd
        25490002BUTSMP94GO68
        
        000000000
        
          
        
        59500.00000000
        NS
        
        587052.56000000
        0.077112377634
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        
        959802109
        
          
        
        23382.00000000
        NS
        USD
        602320.32000000
        0.079117876554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        
        64829PAA7
        
          
        
        1469152.41000000
        PA
        USD
        1477803.95000000
        0.194117160927
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.80200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBF7
        
          
        
        350000.00000000
        PA
        USD
        330392.71000000
        0.043398784294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MY4
        
          
        
        310000.00000000
        PA
        USD
        309662.48000000
        0.040675761804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        
        88579Y101
        
          
        
        6510.00000000
        NS
        USD
        1283381.40000000
        0.168578757524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        
        50249AAJ2
        
          
        
        160000.00000000
        PA
        USD
        159974.21000000
        0.021013436502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        
        46284VAJ0
        
          
        
        620000.00000000
        PA
        USD
        644025.00000000
        0.084596001090
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        
        000000000
        
          
        
        17031.00000000
        NS
        
        1249216.72000000
        0.164091050825
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        
        000000000
        
          
        
        2396.00000000
        NS
        USD
        684872.64000000
        0.089961549009
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        
        931427108
        
          
        
        24298.00000000
        NS
        USD
        1290223.80000000
        0.169477542008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
        
        190000.00000000
        PA
        USD
        203803.85000000
        0.026770685481
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABQ7
        
          
        
        145000.00000000
        PA
        USD
        138849.10000000
        0.018238544489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        
        16412XAC9
        
          
        
        1000000.00000000
        PA
        USD
        1144554.34000000
        0.150343108101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-31
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        
        000000000
        
          
        
        87841.00000000
        NS
        USD
        1032131.75000000
        0.135575821822
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        
        693475105
        
          
        
        5300.00000000
        NS
        USD
        990835.00000000
        0.130151280992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hang Seng Bank Ltd
        5493009Z5F07LWZYMK62
        
        000000000
        
          
        
        67200.00000000
        NS
        
        1318223.08000000
        0.173155391659
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        
        000000000
        
          
        
        17501.00000000
        NS
        
        1848388.56000000
        0.242795358313
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        
        000000000
        
          
        
        61987.00000000
        NS
        
        837736.74000000
        0.110041035939
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        
        000000000
        
          
        
        109300.00000000
        NS
        
        2455609.98000000
        0.322557019598
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance, LLC
        549300406TN7EY0NPH20
        
        43289DAH6
        
          
        
        1389235.44000000
        PA
        USD
        1378760.60000000
        0.181107306737
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          1.86100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAX9
        
          
        
        660000.00000000
        PA
        USD
        614361.05000000
        0.080699488460
        Long
        DBT
        
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        
        693475857
        
          
        
        75000.00000000
        NS
        USD
        1966500.00000000
        0.258309904344
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032XAU8
        
          
        
        1700000.00000000
        PA
        USD
        1665308.08000000
        0.218746794227
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-03
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        
        20030N101
        
          
        
        31486.00000000
        NS
        USD
        1767938.90000000
        0.232227881080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        
        000000000
        
          
        
        7900.00000000
        NS
        
        1257127.14000000
        0.165130125238
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        
        000000000
        
          
        
        33680.00000000
        NS
        
        2315388.68000000
        0.304138229570
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        
        55354GAK6
        
          
        
        540000.00000000
        PA
        USD
        548602.20000000
        0.072061724792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CQ7
        
          
        
        3700000.00000000
        PA
        USD
        3810369.34000000
        0.500511639832
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-02-14
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264AAW5
        
          
        
        335000.00000000
        PA
        USD
        371736.10000000
        0.048829451529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397A78
        
          
        
        2200000.00000000
        PA
        USD
        2266000.00000000
        0.297650772053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        
        000000000
        
          
        
        10143.00000000
        NS
        
        1054446.19000000
        0.138506938456
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CU7
        
          
        
        350000.00000000
        PA
        USD
        402139.26000000
        0.052823063200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        
        74166MAB2
        
          
        
        1550000.00000000
        PA
        USD
        1654625.00000000
        0.217343516641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        80414L2K0
        
          
        
        3900000.00000000
        PA
        USD
        3771208.97000000
        0.495367723520
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        
        09062XAG8
        
          
        
        250000.00000000
        PA
        USD
        228052.02000000
        0.029955807511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimco Realty Corp
        549300EA7I6T15IBYS12
        
        49446R737
        
          
        
        75000.00000000
        NS
        USD
        1968750.00000000
        0.258605453433
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        
        000000000
        
          
        
        75332.00000000
        NS
        
        938056.08000000
        0.123218497988
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        
        69351T106
        
          
        
        42675.00000000
        NS
        USD
        1243122.75000000
        0.163290576476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        
        30161N101
        
          
        
        18489.00000000
        NS
        USD
        830895.66000000
        0.109142424843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABB Ltd
        5493000LKVGOO9PELI61
        
        000000000
        
          
        
        37400.00000000
        NS
        
        1215644.60000000
        0.159681179935
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic of Kazakhstan
        5493007OEK8EF02UO833
        
        000000000
        
          
        
        1555000.00000000
        PA
        
        1927508.73000000
        0.253188200187
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2023-11-09
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        
        000000000
        
          
        
        141.00000000
        NC
        
        194649.54000000
        0.025568219709
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                VGM1 Index
              
            
            2021-06-18
            5393495.57000000
            EUR
            194649.54000000
          
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        
        000000000
        
          
        
        21891.00000000
        NS
        
        1393978.42000000
        0.183106245780
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        
        36164QNA2
        
          
        
        1000000.00000000
        PA
        USD
        1150494.06000000
        0.151123320918
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040H865
        
          
        
        100000.00000000
        NS
        USD
        2554000.00000000
        0.335481055527
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        
        000000000
        
          
        
        14089.00000000
        NS
        USD
        1844531.88000000
        0.242288763530
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Evraz PLC
        5493005B7DAN39RXLK23
        
        000000000
        
          
        
        125112.00000000
        NS
        
        1107922.85000000
        0.145531373203
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        
        89832Q109
        
          
        
        16986.00000000
        NS
        USD
        1007439.66000000
        0.132332388612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        
        000000000
        
          
        
        11322.00000000
        NS
        
        1007935.47000000
        0.132397515810
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94988U656
        
          
        
        75000.00000000
        NS
        USD
        1979250.00000000
        0.259984682518
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        
        446150104
        
          
        
        61200.00000000
        NS
        USD
        937584.00000000
        0.123156487848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBN2
        
          
        
        235000.00000000
        PA
        USD
        210816.30000000
        0.027691806909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        
        29355A107
        
          
        
        7200.00000000
        NS
        USD
        1002600.00000000
        0.131696674342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        
        713448108
        
          
        
        13598.00000000
        NS
        USD
        1960287.68000000
        0.257493884112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        
        000000000
        
          
        
        14900.00000000
        NS
        USD
        999134.86000000
        0.131241510355
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        
        882508104
        
          
        
        16535.00000000
        NS
        USD
        2984732.85000000
        0.392060034058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        
        000000000
        
          
        
        3100.00000000
        NS
        
        1366484.34000000
        0.179494756752
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        
        70450Y103
        
          
        
        5748.00000000
        NS
        USD
        1507642.92000000
        0.198036663336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056059AL2
        
          
        
        700000.00000000
        PA
        USD
        699999.79000000
        0.091948578080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-15
          Floating
          1.41500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBX2
        
          
        
        150000.00000000
        PA
        USD
        147925.61000000
        0.019430790830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CP2
        
          
        
        1545000.00000000
        PA
        USD
        1553735.58000000
        0.204091171648
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        
        02079K305
        
          
        
        700.00000000
        NS
        USD
        1647450.00000000
        0.216401043433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        000000000
        
          
        
        312000.00000000
        PA
        USD
        272438.40000000
        0.035786187156
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2071-04-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        
        74340W103
        
          
        
        5412.00000000
        NS
        USD
        630660.36000000
        0.082840486786
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        
        000000000
        
          
        
        77148.00000000
        NS
        
        2029480.34000000
        0.266582696411
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        
        42824C109
        
          
        
        66960.00000000
        NS
        USD
        1072699.20000000
        0.140904565340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        
        842587107
        
          
        
        20463.00000000
        NS
        USD
        1354036.71000000
        0.177859696434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Legal & General Group PLC
        213800JH9QQWHLO99821
        
        000000000
        
          
        
        352086.00000000
        NS
        
        1320503.75000000
        0.173454969411
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        
        000000000
        
          
        
        6719.00000000
        NS
        
        2190723.42000000
        0.287762805524
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        
        000000000
        
          
        
        29394.00000000
        NS
        
        893102.59000000
        0.117313625523
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513600
        
          
        
        75000.00000000
        NS
        USD
        1914750.00000000
        0.251512275282
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373AD86
        
          
        
        370429.20000000
        PA
        USD
        81434.28000000
        0.010696812141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBV9
        
          
        
        699000.00000000
        PA
        USD
        903752.70000000
        0.118712572330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131X04Z3
        
          
        
        1432.80000000
        PA
        USD
        1434.12000000
        0.000188379049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AL5
        
          
        
        720000.00000000
        PA
        USD
        727200.00000000
        0.095521465771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        
        05722G100
        
          
        
        36300.00000000
        NS
        USD
        728904.00000000
        0.095745294948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp
        353800VHQU5VIXVUA841
        
        000000000
        
          
        
        56300.00000000
        NS
        
        1418228.89000000
        0.186291669928
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        3i Group PLC
        35GDVHRBMFE7NWATNM84
        
        000000000
        
          
        
        47729.00000000
        NS
        
        844330.49000000
        0.110907158966
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        
        852234103
        
          
        
        11549.00000000
        NS
        USD
        2827426.18000000
        0.371396992675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        
        742718109
        
          
        
        14979.00000000
        NS
        USD
        1998498.18000000
        0.262513030108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAL6
        
          
        
        1035000.00000000
        PA
        USD
        1082511.68000000
        0.142193485132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        89364MBR4
        
          
        
        1249052.13000000
        PA
        USD
        1235162.67000000
        0.162244978966
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-09
          Floating
          2.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373AP42
        
          
        
        391239.12000000
        PA
        USD
        86398.60000000
        0.011348901144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        
        539830109
        
          
        
        2360.00000000
        NS
        USD
        898121.60000000
        0.117972898339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        
        48127X542
        
          
        
        75000.00000000
        NS
        USD
        1897500.00000000
        0.249246398928
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        
        000000000
        
          
        
        380074.00000000
        NS
        
        904733.88000000
        0.118841455377
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        
        548661107
        
          
        
        7900.00000000
        NS
        USD
        1550375.00000000
        0.203649742154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCE3
        
          
        
        320000.00000000
        PA
        USD
        325321.77000000
        0.042732690205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCD3
        
          
        
        590000.00000000
        PA
        USD
        615812.50000000
        0.080890143894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        
        7591EP506
        
          
        
        80000.00000000
        NS
        USD
        2279200.00000000
        0.299384660046
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        
        46284VAG6
        
          
        
        325000.00000000
        PA
        USD
        336375.00000000
        0.044184588900
        Long
        DBT
        
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        
        231021106
        
          
        
        3413.00000000
        NS
        USD
        860212.52000000
        0.112993345414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAE3
        
          
        
        1300000.00000000
        PA
        USD
        1470130.01000000
        0.193109149380
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-04-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL FUNDING LLC
        549300XAGH9TOLX5XM67
        
        36166NAB9
        
          
        
        260000.00000000
        PA
        USD
        295709.71000000
        0.038842993594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746TD3
        
          
        
        1545000.00000000
        PA
        USD
        1579608.00000000
        0.207489647282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAP6
        
          
        
        540000.00000000
        PA
        USD
        525307.25000000
        0.069001813119
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        
        594918104
        
          
        
        48873.00000000
        NS
        USD
        12324793.14000000
        1.618925063338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        
        000000000
        
          
        
        161893.00000000
        NS
        
        1606738.60000000
        0.211053391340
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        
        35563WAH7
        
          
        
        1945946.00000000
        PA
        USD
        1968830.13000000
        0.258615978922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        
        000000000
        
          
        
        10929.00000000
        NS
        
        660433.09000000
        0.086751288229
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Evolution Gaming Group AB
        549300SUH6ZR1RF6TA88
        
        000000000
        
          
        
        13987.00000000
        NS
        
        2768289.66000000
        0.363629106163
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BX6
        
          
        
        600000.00000000
        PA
        USD
        666880.58000000
        0.087598199251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        
        038222105
        
          
        
        8900.00000000
        NS
        USD
        1181119.00000000
        0.155146064535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk Inc/The
        549300GXPD31VT3E0P46
        
        88339J105
        
          
        
        1800.00000000
        NS
        USD
        1312758.00000000
        0.172437525251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        
        64110LAN6
        
          
        
        1000000.00000000
        PA
        USD
        1128200.00000000
        0.148194881302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        
        487836108
        
          
        
        12799.00000000
        NS
        USD
        798913.58000000
        0.104941413897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBM1
        
          
        
        3250000.00000000
        PA
        USD
        3294525.00000000
        0.432752828685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        
        000000000
        
          
        
        368.00000000
        NS
        
        902483.99000000
        0.118545920736
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M3 Inc
        N/A
        
        000000000
        
          
        
        10700.00000000
        NS
        
        741666.32000000
        0.097421691418
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61772BAC7
        
          
        
        100000.00000000
        PA
        USD
        101328.89000000
        0.013310071641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        
        67066G104
        
          
        
        2700.00000000
        NS
        USD
        1621026.00000000
        0.212930114924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        
        086516101
        
          
        
        8700.00000000
        NS
        USD
        1011549.00000000
        0.132872171588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00912XBJ2
        
          
        
        2870000.00000000
        PA
        USD
        2927400.00000000
        0.384529068892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chevron Corp
        N/A
        
        166764100
        
          
        
        16000.00000000
        NS
        USD
        1649120.00000000
        0.216620406535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        
        000000000
        
          
        
        17364.00000000
        NS
        USD
        1082471.76000000
        0.142188241434
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        
        493267108
        
          
        
        62599.00000000
        NS
        USD
        1362154.24000000
        0.178925975813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        
        143658BN1
        
          
        
        475000.00000000
        PA
        USD
        500830.50000000
        0.065786665928
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        
        000000000
        
          
        
        17716.00000000
        NS
        
        1005758.73000000
        0.132111589798
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group PLC
        549300C116EOWV835768
        
        000000000
        
          
        
        56718.00000000
        NS
        
        1707204.94000000
        0.224250162597
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAK0
        
          
        
        630000.00000000
        PA
        USD
        641025.00000000
        0.084201935638
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AC5
        
          
        
        760000.00000000
        PA
        USD
        831492.06000000
        0.109220765055
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        
        02079K107
        
          
        
        600.00000000
        NS
        USD
        1446072.00000000
        0.189949005845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        
        03512TAE1
        
          
        
        800000.00000000
        PA
        USD
        827398.61000000
        0.108683069312
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        000000000
        
          
        
        1505000.00000000
        PA
        
        1938213.99000000
        0.254594391230
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        85.00000000
        NC
        USD
        -350851.95000000
        -0.04608621085
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNM1 Comdty
              
            
            2021-06-21
            16152883.20000000
            USD
            -350851.95000000
          
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JH1
        
          
        
        370000.00000000
        PA
        USD
        328866.27000000
        0.043198278538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        
        816851109
        
          
        
        5655.00000000
        NS
        USD
        777958.35000000
        0.102188836497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BH9
        
          
        
        810000.00000000
        PA
        USD
        810000.00000000
        0.106397672269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650100
        
          
        
        18100.00000000
        NS
        USD
        1382840.00000000
        0.181643156940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        
        22822V101
        
          
        
        5146.00000000
        NS
        USD
        972902.76000000
        0.127795788899
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wharf Real Estate Investment Co Ltd
        529900QLPKS8U9QOPB59
        
        000000000
        
          
        
        156000.00000000
        NS
        
        896461.16000000
        0.117754790993
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        FRESENIUS MED CARE III
        5299006ZHLMXOOUVTU44
        
        35805BAB4
        
          
        
        345000.00000000
        PA
        USD
        332392.69000000
        0.043661491969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-16
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAJ1
        
          
        
        455000.00000000
        PA
        USD
        439692.76000000
        0.057755908861
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-20
          Fixed
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telstra Corp Ltd
        PCTXNQGRJVR3OG33JG65
        
        000000000
        
          
        
        401332.00000000
        NS
        
        1052123.99000000
        0.138201905525
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DWS
        5493003GD84DGSXJ7618
        
        25160K306
        
          
        
        20838962.89000000
        NS
        USD
        20838962.89000000
        2.737305116067
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JG3
        
          
        
        130000.00000000
        PA
        USD
        122390.04000000
        0.016076562179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        
        000000000
        
          
        
        8507.00000000
        NS
        USD
        1167500.68000000
        0.153357228056
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        
        87612E106
        
          
        
        7907.00000000
        NS
        USD
        1638804.82000000
        0.215265454509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300KB1O80CETXGJ21
        
        35564TAH3
        
          
        
        1366331.82000000
        PA
        USD
        1384186.09000000
        0.181819972795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          2.15600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sun Hung Kai Properties Ltd
        529900LUMD393RD3S874
        
        000000000
        
          
        
        66000.00000000
        NS
        
        995771.23000000
        0.130799680228
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        
        931142103
        
          
        
        9100.00000000
        NS
        USD
        1273181.00000000
        0.167238882442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        
        78392BAB3
        
          
        
        947000.00000000
        PA
        USD
        937640.75000000
        0.123163942253
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        
        000000000
        
          
        
        82600.00000000
        NS
        
        1742216.62000000
        0.228849127108
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NYSE Liffe
        N/A
        
        000000000
        
          
        
        530.00000000
        NC
        USD
        71882.65000000
        0.009442156341
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NYSE Liffe
              N/A
            
            Long
            
              
                MSCI Emerging Markets Index
                MESH1 Index
              
            
            2021-06-18
            35348017.35000000
            USD
            71882.65000000
          
        
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        
        000000000
        
          
        
        49600.00000000
        NS
        
        744743.04000000
        0.097825834438
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        
        191216100
        
          
        
        38229.00000000
        NS
        USD
        2063601.42000000
        0.271064676025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ascendas Real Estate Investment Trust
        549300ILIBAEMQZK3L20
        
        000000000
        
          
        
        226276.00000000
        NS
        
        528982.03000000
        0.069484514400
        Long
        EC
        
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007222WHFWMBOC78
        
        35563KAH3
        
          
        
        319209.87000000
        PA
        USD
        325821.70000000
        0.042798358586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Floating
          2.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -188.00000000
        NC
        USD
        638423.00000000
        0.083860149535
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYM1 Comdty
              
            
            2021-06-21
            -28001235.50000000
            USD
            638423.00000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBM6
        
          
        
        600000.00000000
        PA
        USD
        596173.06000000
        0.078310402288
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-06-24
          Fixed
          2.64500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAN3
        
          
        
        1000000.00000000
        PA
        USD
        1160086.29000000
        0.152383309738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit Risk
        N/A
        
        35563FAB7
        
          
        
        1098000.00000000
        PA
        USD
        1146653.15000000
        0.150618797606
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BZ6
        
          
        
        590000.00000000
        PA
        USD
        567554.88000000
        0.074551256935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        
        000000000
        
          
        
        21057.00000000
        NS
        
        2009678.78000000
        0.263981659508
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        
        74460D109
        
          
        
        2884.00000000
        NS
        USD
        810865.44000000
        0.106511352271
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        25272KAR4
        
          
        
        350000.00000000
        PA
        USD
        548514.47000000
        0.072050201005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        
        867224AE7
        
          
        
        500000.00000000
        PA
        USD
        500064.85000000
        0.065686093856
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-03-04
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        
        219350105
        
          
        
        28341.00000000
        NS
        USD
        1252955.61000000
        0.164582173285
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FANNIEMAE STRIP
        B1V7KEBTPIMZEU4LTD58
        
        3136FG2J5
        
          
        
        1718066.64000000
        PA
        USD
        310124.58000000
        0.040736461019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        
        651229106
        
          
        
        54600.00000000
        NS
        USD
        1472016.00000000
        0.193356883881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AN1
        
          
        
        1350000.00000000
        PA
        USD
        1327617.00000000
        0.174389331439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        
        354613101
        
          
        
        40800.00000000
        NS
        USD
        1224000.00000000
        0.160778704763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        
        000000000
        
          
        
        15582.00000000
        NS
        
        1859251.06000000
        0.244222203641
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BB2
        
          
        
        783000.00000000
        PA
        USD
        779085.00000000
        0.102336827778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
        
        1000000.00000000
        PA
        USD
        1229692.50000000
        0.161526443960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9127964B2
        
          
        
        1700000.00000000
        PA
        USD
        1699922.50000000
        0.223293576591
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-08-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300FPK70TCB78NG05
        
        42806DBH1
        
          
        
        605000.00000000
        PA
        USD
        608985.80000000
        0.079993421685
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-25
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        05565ASK0
        
          
        
        1040000.00000000
        PA
        USD
        1055600.00000000
        0.138658497343
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        
        00507V109
        
          
        
        6700.00000000
        NS
        USD
        610973.00000000
        0.080254450641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAL5
        
          
        
        240000.00000000
        PA
        USD
        255930.98000000
        0.033617852510
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGC2
        
          
        
        300000.00000000
        PA
        USD
        303458.46000000
        0.039860831820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        
        209115104
        
          
        
        9512.00000000
        NS
        USD
        736323.92000000
        0.096719939660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        
        000000000
        
          
        
        100500.00000000
        NS
        
        950490.40000000
        0.124851809968
        Long
        EC
        
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        
        000000000
        
          
        
        16800.00000000
        NS
        
        1335741.50000000
        0.175456526363
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        
        000000000
        
          
        
        29900.00000000
        NS
        
        1650502.38000000
        0.216801989269
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        
        361886CB8
        
          
        
        1540000.00000000
        PA
        USD
        1575085.67000000
        0.206895615942
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAR6
        
          
        
        750000.00000000
        PA
        USD
        835285.78000000
        0.109719089718
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        
        000000000
        
          
        
        13598.00000000
        NS
        
        1446883.36000000
        0.190055582160
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        
        000000000
        
          
        
        299720.00000000
        NS
        
        1033068.91000000
        0.135698922615
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        
        000000000
        
          
        
        65700.00000000
        NS
        
        1059334.46000000
        0.139149037900
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        
        000000000
        
          
        
        15047.00000000
        NS
        
        878164.37000000
        0.115351413380
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Thomson Reuters Corp
        549300561UZND4C7B569
        
        000000000
        
          
        
        8100.00000000
        NS
        
        751184.97000000
        0.098672015126
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Electrolux AB
        549300Y3HHZB1ZGFPJ93
        
        000000000
        
          
        
        34795.00000000
        NS
        
        979193.94000000
        0.128622167798
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B28
        
          
        
        750000.00000000
        PA
        USD
        767332.50000000
        0.100793076366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        
        58533EAB9
        
          
        
        505000.00000000
        PA
        USD
        497619.43000000
        0.065364875343
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-28
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0QQ5
        
          
        
        1000000.00000000
        PA
        USD
        1022675.70000000
        0.134333720946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.60600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        
        000000000
        
          
        
        11617.00000000
        NS
        
        1049772.96000000
        0.137893085624
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        
        57636Q104
        
          
        
        3398.00000000
        NS
        USD
        1298239.88000000
        0.170530495407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        
        00206R102
        
          
        
        188800.00000000
        NS
        USD
        5930208.00000000
        0.778963367007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CQ1
        
          
        
        400000.00000000
        PA
        USD
        397058.57000000
        0.052155688398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABP9
        
          
        
        655000.00000000
        PA
        USD
        627470.35000000
        0.082421462541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        
        11135F101
        
          
        
        6779.00000000
        NS
        USD
        3092579.80000000
        0.406226286455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
        
        1696000.00000000
        PA
        USD
        1699043.49000000
        0.223178114100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        
        031162100
        
          
        
        7621.00000000
        NS
        USD
        1826296.44000000
        0.239893444556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        
        366651AE7
        
          
        
        350000.00000000
        PA
        USD
        350875.00000000
        0.046089238589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        
        88167AAE1
        
          
        
        5400000.00000000
        PA
        USD
        5070600.00000000
        0.666049428409
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        
        000000000
        
          
        
        1900000.00000000
        OU
        Notional Amount
        USD
        -1885.56000000
        -0.00024767801
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2031-03-16
            2233.37000000
            USD
            0.00000000
            USD
            1900000.00000000
            USD
            -4118.93000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        060505104
        
          
        
        27300.00000000
        NS
        USD
        1106469.00000000
        0.145340402517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        
        000000000
        
          
        
        67039.00000000
        NS
        
        1359043.25000000
        0.178517331251
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        
        83417M104
        
          
        
        3100.00000000
        NS
        USD
        816974.00000000
        0.107313743092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DP2
        
          
        
        160000.00000000
        PA
        USD
        147595.55000000
        0.019387435749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        
        000000000
        
          
        
        19100.00000000
        NS
        
        1423480.32000000
        0.186981472308
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        
        000000000
        
          
        
        11895.00000000
        NS
        
        1193796.12000000
        0.156811269546
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBQ2
        
          
        
        210000.00000000
        PA
        USD
        207360.22000000
        0.027237832999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        
        83304A106
        
          
        
        18100.00000000
        NS
        USD
        1118942.00000000
        0.146978795314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        
        000000000
        
          
        
        4571.00000000
        NS
        
        1189099.18000000
        0.156194302283
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABH7
        
          
        
        160000.00000000
        PA
        USD
        158816.00000000
        0.020861299653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        
        02209SAV5
        
          
        
        90000.00000000
        PA
        USD
        85284.15000000
        0.011202512396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        
        88160R101
        
          
        
        4900.00000000
        NS
        USD
        3476256.00000000
        0.456624131622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        
        902973304
        
          
        
        24300.00000000
        NS
        USD
        1442205.00000000
        0.189441055476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swisscom AG
        5493005SL9HHOXS3B739
        
        000000000
        
          
        
        1689.00000000
        NS
        
        918293.29000000
        0.120622553724
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        
        000000000
        
          
        
        77925.00000000
        NS
        
        1500453.33000000
        0.197092273656
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376CKP3
        
          
        
        253761.44000000
        PA
        USD
        40046.97000000
        0.005260375789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-16
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46647EAZ4
        
          
        
        2021683.73000000
        PA
        USD
        2040652.78000000
        0.268050253954
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-25
          Variable
          3.30700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        1.00000000
        NC
        
        6742.24000000
        0.000885627952
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            2500000.00000000
            EUR
            3012423.50000000
            USD
            2021-05-05
            6742.24000000
          
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        
        00652MAG7
        
          
        
        865000.00000000
        PA
        USD
        908243.64000000
        0.119302480432
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-08-04
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        
        437076102
        
          
        
        7150.00000000
        NS
        USD
        2314240.50000000
        0.303987410213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20754CAB5
        
          
        
        1420660.65000000
        PA
        USD
        1429855.02000000
        0.187818821989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.15600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        
        000000000
        
          
        
        12400000.00000000
        OU
        Notional Amount
        USD
        3803.08000000
        0.000499554147
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-03-16
            1107.31000000
            USD
            0.00000000
            USD
            12400000.00000000
            USD
            2695.77000000
          
        
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        
        458140100
        
          
        
        26370.00000000
        NS
        USD
        1517066.10000000
        0.199274446567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DWS
        N/A
        
        147539670
        
          
        
        12299170.00000000
        NS
        USD
        12299170.00000000
        1.615559331915
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        
        000000000
        
          
        
        312900.00000000
        NS
        
        1229205.22000000
        0.161462437222
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        
        000000000
        
          
        
        105857.00000000
        NS
        
        8851509.87000000
        1.162691415113
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CapitaLand Integrated Commercial Trust
        54930031292WUTXF0L29
        
        000000000
        
          
        
        598368.00000000
        NS
        
        966014.38000000
        0.126890964705
        Long
        EC
        
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        
        000000000
        
          
        
        22423.00000000
        NS
        
        961009.49000000
        0.126233546623
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        
        12530MAG0
        
          
        
        3130000.00000000
        PA
        USD
        3142507.79000000
        0.412784585118
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        
        46284V101
        
          
        
        31200.00000000
        NS
        USD
        1251744.00000000
        0.164423022071
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89832QAD1
        
          
        
        2000000.00000000
        PA
        USD
        2117000.00000000
        0.278078854562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBW2
        
          
        
        905000.00000000
        PA
        USD
        970645.23000000
        0.127499250706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPBK8
        
          
        
        1535000.00000000
        PA
        USD
        1584411.65000000
        0.208120631453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XJ70
        
          
        
        731074.61000000
        PA
        USD
        739294.01000000
        0.097110076280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        
        000000000
        
          
        
        33921.00000000
        NS
        
        912335.56000000
        0.119839975201
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BCE Inc
        5493001I9203PRB5KR45
        
        000000000
        
          
        
        45122.00000000
        NS
        
        2132846.44000000
        0.280160366080
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        
        92343EAH5
        
          
        
        1650000.00000000
        PA
        USD
        1864500.00000000
        0.244911678947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        
        002824100
        
          
        
        15088.00000000
        NS
        USD
        1811767.04000000
        0.237984933026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        
        31428X106
        
          
        
        4300.00000000
        NS
        USD
        1248333.00000000
        0.163974969651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        
        65342QAK8
        
          
        
        1570000.00000000
        PA
        USD
        1664200.00000000
        0.218601242211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GRP ISS/REYNOLD
        N/A
        
        76174LAA1
        
          
        
        240000.00000000
        PA
        USD
        237300.00000000
        0.031170577320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CN7
        
          
        
        1750000.00000000
        PA
        USD
        1776250.00000000
        0.233319586875
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New World Development Co Ltd
        2549008GWMWXTIRL4S48
        
        000000000
        
          
        
        198000.00000000
        NS
        
        1048160.98000000
        0.137681343748
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XY24
        
          
        
        1869792.81000000
        PA
        USD
        1895747.22000000
        0.249016162247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Floating
          2.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        
        57667L107
        
          
        
        5500.00000000
        NS
        USD
        855965.00000000
        0.112435411783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AZ9
        
          
        
        380000.00000000
        PA
        USD
        361497.46000000
        0.047484553426
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        
        000000000
        
          
        
        15799.00000000
        NS
        
        1273735.29000000
        0.167311691288
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        
        74340W202
        
          
        
        236.00000000
        NS
        USD
        16142.40000000
        0.002120387388
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKA9
        
          
        
        560000.00000000
        PA
        USD
        538630.19000000
        0.070751849913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
        
        1000000.00000000
        PA
        USD
        1160604.00000000
        0.152451313613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKH4
        
          
        
        510000.00000000
        PA
        USD
        483512.35000000
        0.063511837720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JJ7
        
          
        
        150000.00000000
        PA
        USD
        129893.28000000
        0.017062151401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        
        832248BC1
        
          
        
        250000.00000000
        PA
        USD
        249347.50000000
        0.032753078501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        
        49456B101
        
          
        
        88600.00000000
        NS
        USD
        1510630.00000000
        0.198429031680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Logitech International SA
        549300SN6PRK6IJJC215
        
        000000000
        
          
        
        16836.00000000
        NS
        
        1880236.39000000
        0.246978734831
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        
        000000000
        
          
        
        37900.00000000
        NS
        
        766103.60000000
        0.100631654021
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC
        549300FYK4MBXWIVZU26
        
        36168QAL8
        
          
        
        900000.00000000
        PA
        USD
        861246.00000000
        0.113129098335
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABV6
        
          
        
        635000.00000000
        PA
        USD
        645318.75000000
        0.084765941817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        
        013092AG6
        
          
        
        290000.00000000
        PA
        USD
        278400.00000000
        0.036569274024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        
        81762P102
        
          
        
        1688.00000000
        NS
        USD
        854752.56000000
        0.112276151544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711X3H5
        
          
        
        581003.04000000
        PA
        USD
        585013.94000000
        0.076844594396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Floating
          2.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        
        000000000
        
          
        
        36600.00000000
        NS
        
        1110967.74000000
        0.145931335188
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46651YBB5
        
          
        
        774109.57000000
        PA
        USD
        782086.00000000
        0.102731024586
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Floating
          1.00900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBP0
        
          
        
        305000.00000000
        PA
        USD
        313315.20000000
        0.041155565391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.95600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        
        000000000
        
          
        
        54100.00000000
        NS
        
        1886687.20000000
        0.247826081952
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        
        000000000
        
          
        
        948000.00000000
        NS
        
        828886.09000000
        0.108878457472
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        
        460146103
        
          
        
        20823.00000000
        NS
        USD
        1207734.00000000
        0.158642081878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300FPK70TCB78NG05
        
        42806DCP2
        
          
        
        4400000.00000000
        PA
        USD
        4414797.20000000
        0.579906352621
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-26
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BK0
        
          
        
        1555000.00000000
        PA
        USD
        1597855.80000000
        0.209886589806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        
        000000000
        
          
        
        4799.00000000
        NS
        
        1968361.65000000
        0.258554441660
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        
        032654105
        
          
        
        6748.00000000
        NS
        USD
        1033523.68000000
        0.135758658997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        
        000000000
        
          
        
        4450.00000000
        NS
        
        1548777.39000000
        0.203439887852
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        
        59156R108
        
          
        
        17674.00000000
        NS
        USD
        1124596.62000000
        0.147721558778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        
        26441C204
        
          
        
        12277.00000000
        NS
        USD
        1236171.13000000
        0.162377445381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        
        000000000
        
          
        
        7140.00000000
        NS
        
        1857897.63000000
        0.244044423639
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        
        717081103
        
          
        
        64681.00000000
        NS
        USD
        2499920.65000000
        0.328377454344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANCO NACIONAL DE PANAMA
        529900H2Q7WMDKKIW109
        
        059626AC5
        
          
        
        600000.00000000
        PA
        USD
        575058.00000000
        0.075536830395
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        000000000
        
          
        
        71554.00000000
        NS
        
        1088418.42000000
        0.142969365856
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        
        92343V104
        
          
        
        36533.00000000
        NS
        USD
        2111242.07000000
        0.277322520797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        
        000000000
        
          
        
        58185.00000000
        NS
        
        2121485.20000000
        0.278668008685
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746U844
        
          
        
        60000.00000000
        NS
        USD
        1518600.00000000
        0.199475932233
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        
        68389X105
        
          
        
        26034.00000000
        NS
        USD
        1973116.86000000
        0.259179062988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        
        75513E101
        
          
        
        11884.00000000
        NS
        USD
        989224.16000000
        0.129939688860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WBC9
        
          
        
        300000.00000000
        PA
        USD
        305738.48000000
        0.040160324191
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2051-04-22
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36290S6G1
        
          
        
        28406.22000000
        PA
        USD
        33424.76000000
        0.004390514395
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        1822424.65000000
        0.239384864996
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2029-04-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        
        000000000
        
          
        
        2200000.00000000
        OU
        Notional Amount
        USD
        -1431.76000000
        -0.00018806905
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2028-03-16
            511.85000000
            USD
            0.00000000
            USD
            2200000.00000000
            USD
            -1943.61000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NBE8
        
          
        
        3700000.00000000
        PA
        USD
        3909975.00000000
        0.513595356337
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        000000000
        
          
        
        89966.00000000
        NS
        
        1073891.02000000
        0.141061117036
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38145G308
        
          
        
        73000.00000000
        NS
        USD
        1978300.00000000
        0.259859895125
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MATTEL INC
        549300VELLG24KHTJ564
        
        577081BE1
        
          
        
        455000.00000000
        PA
        USD
        471025.10000000
        0.061871573111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        
        22788C105
        
          
        
        3900.00000000
        NS
        USD
        813189.00000000
        0.106816563846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TENCENT MUSIC ENT GRP
        213800XTZK2GOHQTYK41
        
        88034PAB5
        
          
        
        602000.00000000
        PA
        USD
        566117.01000000
        0.074362385304
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-09-03
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Group Inc/The
        5299004LW4QWGZUB8Y96
        
        09260D107
        
          
        
        29400.00000000
        NS
        USD
        2601606.00000000
        0.341734348843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        
        000000000
        
          
        
        49703.00000000
        NS
        
        913495.06000000
        0.119992281498
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABM6
        
          
        
        700000.00000000
        PA
        USD
        652806.00000000
        0.085749430671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        
        81618TAD2
        
          
        
        260000.00000000
        PA
        USD
        265348.40000000
        0.034854879136
        Long
        DBT
        
        US
        N
        
        2
        
          2022-02-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        
        14149Y108
        
          
        
        17241.00000000
        NS
        USD
        1040321.94000000
        0.136651645465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        
        000000000
        
          
        
        8838.00000000
        NS
        USD
        1188445.86000000
        0.156108485336
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        369604BW2
        
          
        
        195000.00000000
        PA
        USD
        211859.20000000
        0.027828797196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
        
        750000.00000000
        PA
        USD
        759375.00000000
        0.099747817753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        
        000000000
        
          
        
        17000.00000000
        NS
        
        633848.51000000
        0.083259266710
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        
        000000000
        
          
        
        30234.00000000
        NS
        
        1949041.28000000
        0.256016611543
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDE3
        
          
        
        700000.00000000
        PA
        USD
        669850.85000000
        0.087988359516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBZ7
        
          
        
        360000.00000000
        PA
        USD
        367859.91000000
        0.048320294006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        
        000000000
        
          
        
        13899.00000000
        NS
        USD
        1441882.26000000
        0.189398661915
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        
        00253XAA9
        
          
        
        620000.00000000
        PA
        USD
        651000.00000000
        0.085512203268
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        
        000000000
        
          
        
        14353.00000000
        NS
        
        1505546.46000000
        0.197761282516
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        
        83088M102
        
          
        
        4200.00000000
        NS
        USD
        761586.00000000
        0.100038243991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        
        925652109
        
          
        
        61117.00000000
        NS
        USD
        1937408.90000000
        0.254488638512
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AD0
        
          
        
        743000.00000000
        PA
        USD
        740221.18000000
        0.097231864835
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287YBD0
        
          
        
        450000.00000000
        PA
        USD
        555465.93000000
        0.072963311083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        
        49271VAK6
        
          
        
        185000.00000000
        PA
        USD
        197393.28000000
        0.025928624091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        
        126307BF3
        
          
        
        890000.00000000
        PA
        USD
        833707.50000000
        0.109511774511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393ENQ8
        
          
        
        222037.13000000
        PA
        USD
        45060.68000000
        0.005918952423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BR4
        
          
        
        450000.00000000
        PA
        USD
        521374.18000000
        0.068485184115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEOS Holdings Inc
        3538001KQ5SAOZSQTT44
        
        000000000
        
          
        
        278300.00000000
        NS
        
        1197856.48000000
        0.157344618747
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DA0
        
          
        
        820000.00000000
        PA
        USD
        850245.90000000
        0.111684178539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        
        855244109
        
          
        
        13500.00000000
        NS
        USD
        1545615.00000000
        0.203024491636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300Y6KOVOWQ8OJC33
        
        35564LAH0
        
          
        
        2145822.22000000
        PA
        USD
        2182169.23000000
        0.286639168606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-25
          Floating
          2.55600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        
        291011104
        
          
        
        10181.00000000
        NS
        USD
        921278.69000000
        0.121014701392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        
        174610105
        
          
        
        33299.00000000
        NS
        USD
        1541077.72000000
        0.202428496537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        
        78410GAE4
        
          
        
        2000000.00000000
        PA
        USD
        1915944.20000000
        0.251669139603
        Long
        DBT
        
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TC Energy Corp
        549300UGKOFV2IWJJG27
        
        000000000
        
          
        
        32999.00000000
        NS
        
        1632566.56000000
        0.214446026925
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        OPEN TEXT CORP
        549300HP7ONDQODZJV16
        
        683715AC0
        
          
        
        1100000.00000000
        PA
        USD
        1113750.00000000
        0.146296799371
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        
        000000000
        
          
        
        19836.00000000
        NS
        
        941131.70000000
        0.123622496517
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        
        988498101
        
          
        
        6200.00000000
        NS
        USD
        741024.00000000
        0.097337319377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
        
        546000.00000000
        PA
        USD
        612323.10000000
        0.080431793230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELUS Corp
        L2TEUTQ8OSHMJWVLCE40
        
        000000000
        
          
        
        46463.00000000
        NS
        
        963923.44000000
        0.126616308965
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        
        98980L101
        
          
        
        5500.00000000
        NS
        USD
        1757635.00000000
        0.230874410740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology PLC
        396PBGKP6TE3O062MS44
        
        000000000
        
          
        
        32257.00000000
        NS
        USD
        2994739.88000000
        0.393374508994
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFT6
        
          
        
        225000.00000000
        PA
        USD
        208454.31000000
        0.027381547356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        
        000000000
        
          
        
        99900.00000000
        NS
        
        1360382.23000000
        0.178693213172
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DocuSign Inc
        549300Q7PVDWRZ39JG09
        
        256163106
        
          
        
        3600.00000000
        NS
        USD
        802584.00000000
        0.105423542470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126390AG8
        
          
        
        4300000.00000000
        PA
        USD
        4337828.39000000
        0.569796102965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-15
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XYX6
        
          
        
        1152906.17000000
        PA
        USD
        1164478.70000000
        0.152960275417
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          2.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        
        000000000
        
          
        
        188500.00000000
        NS
        
        1544486.31000000
        0.202876232391
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        
        000000000
        
          
        
        78774.00000000
        NS
        
        1456390.85000000
        0.191304439944
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJY9
        
          
        
        300000.00000000
        PA
        USD
        299565.34000000
        0.039349450455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp Ltd
        5493007O3QFXCPOGWK22
        
        000000000
        
          
        
        167900.00000000
        NS
        
        1536832.13000000
        0.201870816421
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        
        747525103
        
          
        
        17600.00000000
        NS
        USD
        2442880.00000000
        0.320884871153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        
        000000000
        
          
        
        7905.00000000
        NS
        
        1316163.38000000
        0.172884839455
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        7.00000000
        NC
        USD
        37451.11000000
        0.004919396207
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESM1 Index
              
            
            2021-06-18
            1423588.89000000
            USD
            37451.11000000
          
        
        
          N
          N
          N
        
      
      
        NYT Mortgage Trust
        N/A
        
        62954PAG5
        
          
        
        2000000.00000000
        PA
        USD
        1999861.20000000
        0.262692069806
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-15
          Floating
          1.51500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC / NEW RED FIN
        N/A
        
        68245XAJ8
        
          
        
        1300000.00000000
        PA
        USD
        1316250.00000000
        0.172896217438
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        
        000000000
        
          
        
        23406.00000000
        NS
        
        1170888.57000000
        0.153802244858
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        
        512807108
        
          
        
        2689.00000000
        NS
        USD
        1668390.05000000
        0.219151626862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        
        000000000
        
          
        
        97800.00000000
        NS
        
        1953521.69000000
        0.256605136474
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BV5
        
          
        
        750000.00000000
        PA
        USD
        705601.35000000
        0.092684371840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        America Movil SAB de CV
        5493000FNR3UCEAONM59
        
        02364WBG9
        
          
        
        1700000.00000000
        PA
        USD
        1995222.00000000
        0.262082686989
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2049-04-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38379LGG5
        
          
        
        374570.16000000
        PA
        USD
        26240.45000000
        0.003446818270
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABU8
        
          
        
        560000.00000000
        PA
        USD
        569632.00000000
        0.074824097346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        529900MUF4C20K50JS49
        
        000000000
        
          
        
        2911.00000000
        NS
        
        840790.35000000
        0.110442143341
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBT4
        
          
        
        290000.00000000
        PA
        USD
        328009.38000000
        0.043085721623
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOPEC GRP DEV 2018
        549300C6OZZ8LTVR8209
        
        000000000
        
          
        
        1700000.00000000
        PA
        USD
        1700780.56000000
        0.223406287192
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-05-13
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        
        01609WAT9
        
          
        
        1700000.00000000
        PA
        USD
        1848709.86000000
        0.242837562723
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-12-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        
        000000000
        
          
        
        26457.00000000
        NS
        
        1555557.47000000
        0.204330486284
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKG6
        
          
        
        290000.00000000
        PA
        USD
        282492.71000000
        0.037106872564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA ULC
        635400MHHHT7LMKMQL03
        
        58518N2B7
        
          
        
        1511000.00000000
        PA
        USD
        1690431.25000000
        0.222046852015
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        
        482480100
        
          
        
        5183.00000000
        NS
        USD
        1634459.05000000
        0.214694615235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonaktiebolaget LM Ericsson
        549300W9JLPW15XIFM52
        
        000000000
        
          
        
        68781.00000000
        NS
        
        941636.48000000
        0.123688801970
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        
        000000000
        
          
        
        31100.00000000
        NS
        
        1036425.83000000
        0.136139871348
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -100.00000000
        NC
        USD
        95846.70000000
        0.012589957746
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVM1 Comdty
              
            
            2021-06-30
            -12489596.70000000
            USD
            95846.70000000
          
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        
        316773605
        
          
        
        75000.00000000
        NS
        USD
        2119500.00000000
        0.278407242439
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAQ8
        
          
        
        750000.00000000
        PA
        USD
        788091.65000000
        0.103519897648
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        
        7591EP100
        
          
        
        67200.00000000
        NS
        USD
        1464960.00000000
        0.192430041936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MU2
        
          
        
        1900000.00000000
        PA
        USD
        1924320.00000000
        0.252769344077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        
        493267702
        
          
        
        75000.00000000
        NS
        USD
        2250000.00000000
        0.295549089638
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBK5
        
          
        
        180000.00000000
        PA
        USD
        163628.55000000
        0.021493452885
        Long
        DBT
        
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        29429JAG5
        
          
        
        2516145.00000000
        PA
        USD
        2638349.63000000
        0.346560813908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-10
          Fixed
          3.89600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Square Issuance Trust
        N/A
        
        303394AA8
        
          
        
        4670000.00000000
        PA
        USD
        4718005.27000000
        0.619734294426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xinyi Glass Holdings Ltd
        52990082YXVVZFK1QJ17
        
        000000000
        
          
        
        298000.00000000
        NS
        
        1057309.10000000
        0.138882996431
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        
        72352L106
        
          
        
        12700.00000000
        NS
        USD
        842899.00000000
        0.110719125381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACKSTONE SECURED LEND
        549300KM7KWQHVBNH962
        
        09261LAB4
        
          
        
        925000.00000000
        PA
        USD
        974637.55000000
        0.128023662502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        
        000000000
        
          
        
        141760.00000000
        NS
        
        2001624.12000000
        0.262923638428
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753MAF5
        
          
        
        398190.35000000
        PA
        USD
        401176.86000000
        0.052696647003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Floating
          2.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        
        90138F102
        
          
        
        3200.00000000
        NS
        USD
        1176960.00000000
        0.154599758462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MS7
        
          
        
        770000.00000000
        PA
        USD
        772749.74000000
        0.101504658744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPM-Kymmene OYJ
        213800EC6PW5VU4J9U64
        
        000000000
        
          
        
        22239.00000000
        NS
        
        869119.38000000
        0.114163307353
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        
        89832Q836
        
          
        
        75000.00000000
        NS
        USD
        1899000.00000000
        0.249443431654
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBN1
        
          
        
        300000.00000000
        PA
        USD
        308988.13000000
        0.040587182458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833100
        
          
        
        115673.00000000
        NS
        USD
        15206372.58000000
        1.997435365655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Restaurant Brands International Inc
        5299009RXTX9DN9AKJ98
        
        000000000
        
          
        
        10100.00000000
        NS
        
        693602.08000000
        0.091108205917
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        
        000000000
        
          
        
        2100.00000000
        NS
        
        1208813.43000000
        0.158783870568
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAA8
        
          
        
        58000.00000000
        PA
        USD
        60620.70000000
        0.007962841199
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        
        74166MAE6
        
          
        
        405000.00000000
        PA
        USD
        423225.00000000
        0.055592783761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        
        000000000
        
          
        
        14649.00000000
        NS
        
        992829.25000000
        0.130413236001
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        
        345397B51
        
          
        
        1082000.00000000
        PA
        USD
        1060360.00000000
        0.139283747861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        
        828806885
        
          
        
        17000.00000000
        NS
        USD
        1202471.20000000
        0.157950785989
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        
        000000000
        
          
        
        37400.00000000
        NS
        
        1129878.34000000
        0.148415339906
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        
        000000000
        
          
        
        89908.00000000
        NS
        
        1179043.65000000
        0.154873456622
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DBK4
        
          
        
        200000.00000000
        PA
        USD
        195574.32000000
        0.025689694325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        
        10112RBE3
        
          
        
        535000.00000000
        PA
        USD
        517387.17000000
        0.067961469815
        Long
        DBT
        
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        
        000000000
        
          
        
        2048453.00000000
        NS
        
        3860482.39000000
        0.507094247080
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        92556HAD9
        
          
        
        310000.00000000
        PA
        USD
        345682.63000000
        0.045407194044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400GY3
        
          
        
        320000.00000000
        PA
        USD
        290209.46000000
        0.038120507425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        
        26885BAK6
        
          
        
        415000.00000000
        PA
        USD
        411887.50000000
        0.054103544737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        
        92343EAF9
        
          
        
        1650000.00000000
        PA
        USD
        1654950.00000000
        0.217386207065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medical Properties Trust Inc
        254900U6E39J1MQCCY14
        
        58463J304
        
          
        
        72500.00000000
        NS
        USD
        1598625.00000000
        0.209987628188
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Barclays Convertible Securities ETF
        549300IXKU3G7R6DMX93
        
        78464A359
        
          
        
        259040.00000000
        NS
        USD
        22103883.20000000
        2.903458914327
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        
        053015103
        
          
        
        6729.00000000
        NS
        USD
        1258255.71000000
        0.165278368721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAM6
        
          
        
        1170000.00000000
        PA
        USD
        1167332.40000000
        0.153335123611
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        
        16411QAG6
        
          
        
        1100000.00000000
        PA
        USD
        1148125.00000000
        0.150812132685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        
        718286CJ4
        
          
        
        3700000.00000000
        PA
        USD
        3803857.08000000
        0.499656220937
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2030-05-05
          Fixed
          2.45700000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CS3
        
          
        
        1700000.00000000
        PA
        USD
        1883531.42000000
        0.247411553994
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        
        744320102
        
          
        
        22200.00000000
        NS
        USD
        2227992.00000000
        0.292658225476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        
        000000000
        
          
        
        100900.00000000
        NS
        
        2203275.43000000
        0.289411576693
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        REC LIMITED
        335800B4YRYWAMIJZ374
        
        74947LAA2
        
          
        
        570000.00000000
        PA
        USD
        615856.76000000
        0.080895957673
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2023-11-13
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telia Co AB
        213800FSR9RNDUOTXO25
        
        000000000
        
          
        
        338554.00000000
        NS
        
        1402725.46000000
        0.184255214540
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        
        00109AAB3
        
          
        
        622000.00000000
        PA
        USD
        645449.40000000
        0.084783103367
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        
        000000000
        
          
        
        57117.00000000
        NS
        
        1465294.82000000
        0.192474022268
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        CHARLES RIVER LABORATORI
        549300BSQ0R4UZ5KX287
        
        159864AG2
        
          
        
        750000.00000000
        PA
        USD
        763125.00000000
        0.100240399569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        
        316773100
        
          
        
        28900.00000000
        NS
        USD
        1171606.00000000
        0.153896482984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        
        000000000
        
          
        
        24515.00000000
        NS
        
        2093077.27000000
        0.274936480751
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        
        494368103
        
          
        
        6222.00000000
        NS
        USD
        829517.04000000
        0.108961336005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38144GAE1
        
          
        
        1935000.00000000
        PA
        USD
        1935967.50000000
        0.254299303197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        
        000000000
        
          
        
        78361.00000000
        NS
        
        988980.11000000
        0.129907631636
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        
        460690100
        
          
        
        37702.00000000
        NS
        USD
        1197038.50000000
        0.157237172861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hess Corp
        UASVRYNXNK17ULIGK870
        
        42809HAH0
        
          
        
        400000.00000000
        PA
        USD
        487783.81000000
        0.064072915993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        
        21987BBD9
        
          
        
        200000.00000000
        PA
        USD
        184240.00000000
        0.024200873011
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2051-01-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        
        500754106
        
          
        
        34679.00000000
        NS
        USD
        1431895.91000000
        0.188086903403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMPRESA DE LOS FERROCARR
        8755006LY8XNRFOGWN86
        
        292487AA3
        
          
        
        239000.00000000
        PA
        USD
        208109.25000000
        0.027336221947
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-08-18
          Fixed
          3.06800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505FQ2
        
          
        
        612000.00000000
        PA
        USD
        630360.00000000
        0.082801032953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIPPON LIFE INSURANCE
        549300Y0HHMFW3EVWY08
        
        654579AH4
        
          
        
        200000.00000000
        PA
        USD
        193000.00000000
        0.025351544133
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2051-01-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quad/Graphics Inc
        W2D68G5NJH4X0NW8PT65
        
        747301109
        
          
        
        10.00000000
        NS
        USD
        36.00000000
        0.000004728785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
        
        -254.00000000
        NC
        USD
        558943.00000000
        0.073420042137
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYM1 Comdty
              
            
            2021-06-21
            -34094880.50000000
            USD
            558943.00000000
          
        
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        
        74144T108
        
          
        
        7400.00000000
        NS
        USD
        1326080.00000000
        0.174187438572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        
        897051AC2
        
          
        
        1110000.00000000
        PA
        USD
        1133587.50000000
        0.148902557178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        
        58933Y105
        
          
        
        27049.00000000
        NS
        USD
        2015150.50000000
        0.264700398115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        29429JAJ9
        
          
        
        2625000.00000000
        PA
        USD
        2732683.28000000
        0.358952024744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-10
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        
        194162103
        
          
        
        7400.00000000
        NS
        USD
        597180.00000000
        0.078442669044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions Inc
        549300KZDJZQ2YIHRC28
        
        11133T103
        
          
        
        4114.00000000
        NS
        USD
        652603.82000000
        0.085722873286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coloplast A/S
        529900NN7SOJ5QG82X67
        
        000000000
        
          
        
        3518.00000000
        NS
        
        584007.11000000
        0.076712342090
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        
        64110LAT3
        
          
        
        812000.00000000
        PA
        USD
        987980.70000000
        0.129776353984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022667
        
          
        
        37500000.00000000
        PA
        USD
        38811375.00000000
        5.098074021720
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        
        532457108
        
          
        
        9904.00000000
        NS
        USD
        1810154.08000000
        0.237773062422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        
        000000000
        
          
        
        11100.00000000
        NS
        USD
        937062.00000000
        0.123087920459
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        
        98954M200
        
          
        
        5700.00000000
        NS
        USD
        741684.00000000
        0.097424013777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        
        46625H100
        
          
        
        11470.00000000
        NS
        USD
        1764200.70000000
        0.231736849255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        
        023135106
        
          
        
        2817.00000000
        NS
        USD
        9767722.14000000
        1.283040616142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        
        40434L105
        
          
        
        74443.00000000
        NS
        USD
        2539250.73000000
        0.333543662940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523CM0
        
          
        
        340000.00000000
        PA
        USD
        335743.93000000
        0.044101694605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        
        31428XCD6
        
          
        
        490000.00000000
        PA
        USD
        485561.56000000
        0.063781012009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBD2
        
          
        
        410000.00000000
        PA
        USD
        471560.49000000
        0.061941899346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telenor ASA
        549300IM1QSBY4SLPM26
        
        000000000
        
          
        
        72866.00000000
        NS
        
        1302025.65000000
        0.171027775797
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        
        000000000
        
          
        
        22773.00000000
        NS
        
        963451.04000000
        0.126554256792
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBS3
        
          
        
        335000.00000000
        PA
        USD
        321183.44000000
        0.042189099243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753KAB8
        
          
        
        620450.48000000
        PA
        USD
        624965.37000000
        0.082092420515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-25
          Floating
          2.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apollo Global Management Inc
        54930054P2G7ZJB0KM79
        
        03768E105
        
          
        
        31000.00000000
        NS
        USD
        1716470.00000000
        0.225467175951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912796A33
        
          
        
        2000000.00000000
        PA
        USD
        1999993.34000000
        0.262709427075
        Long
        STIV
        UST
        US
        N
        
        2
        
          2021-05-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magellan Financial Group Ltd
        549300X5WFW6USQQ9U26
        
        000000000
        
          
        
        26955.00000000
        NS
        
        1006362.08000000
        0.132190842929
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Denso Corp
        549300RYPA10CQM3QK38
        
        000000000
        
          
        
        18000.00000000
        NS
        
        1164789.64000000
        0.153001118987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        
        110122108
        
          
        
        27948.00000000
        NS
        USD
        1744514.16000000
        0.229150920822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BX7
        
          
        
        540000.00000000
        PA
        USD
        548208.00000000
        0.072009944592
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DL1
        
          
        
        120000.00000000
        PA
        USD
        135067.05000000
        0.017741752741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        
        744573106
        
          
        
        13972.00000000
        NS
        USD
        882471.52000000
        0.115917179719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMAC Commercial Mortgage Securities Inc. Trust
        N/A
        
        361849D90
        
          
        
        1962211.39000000
        PA
        USD
        1223301.25000000
        0.160686920351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-10
          Variable
          5.45500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTRO Commercial Mortgage Trust
        N/A
        
        55378MAE9
        
          
        
        1255000.00000000
        PA
        USD
        1247276.73000000
        0.163836223146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-15
          Floating
          1.41500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        
        311900104
        
          
        
        11900.00000000
        NS
        USD
        622132.00000000
        0.081720242771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banco Bilbao Vizcaya Argentaria SA
        K8MS7FD7N5Z2WQ51AZ71
        
        000000000
        
          
        
        224175.00000000
        NS
        
        1254105.36000000
        0.164733198870
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        DOLLAR GENERAL CORP
        OPX52SQVOZI8IVSWYU66
        
        256677AH8
        
          
        
        110000.00000000
        PA
        USD
        123366.00000000
        0.016204759552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-03
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJE0
        
          
        
        330000.00000000
        PA
        USD
        310034.06000000
        0.040724570751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        
        000000000
        
          
        
        10120.00000000
        NS
        USD
        1446451.60000000
        0.189998868260
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        
        375558103
        
          
        
        27285.00000000
        NS
        USD
        1731778.95000000
        0.227478085390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QVC INC
        549300WBLU5NKPX5X472
        
        747262AY9
        
          
        
        1140000.00000000
        PA
        USD
        1202700.00000000
        0.157980840048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        
        000000000
        
          
        
        72600.00000000
        NS
        
        2007354.47000000
        0.263676349417
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        
        085209AG9
        
          
        
        471000.00000000
        PA
        USD
        465112.50000000
        0.061094922646
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        
        98954M101
        
          
        
        5000.00000000
        NS
        USD
        666750.00000000
        0.087581046896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-05-18
      DEUTSCHE DWS MARKET TRUST
      Diane Kenneally
      Diane Kenneally
      Treasurer and Chief Financial Officer